Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; TakeProfit=150; StopLoss=100; TrailingStop=100; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -100.00 | Gross profit | 30.00 | Gross loss | -130.00 |
Profit factor | 0.23 | Expected payoff | -10.00 | ||
Absolute drawdown | 100.00 | Maximal drawdown | 114.60 (1.14%) | Relative drawdown | 1.14% (114.60) |
Total trades | 10 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 2 (20.00%) | Loss trades (% of total) | 8 (80.00%) | ||
Largest | profit trade | 15.00 | loss trade | -20.00 | |
Average | profit trade | 15.00 | loss trade | -16.25 | |
Maximum | consecutive wins (profit in money) | 1 (15.00) | consecutive losses (loss in money) | 5 (-70.00) | |
Maximal | consecutive profit (count of wins) | 15.00 (1) | consecutive loss (count of losses) | -70.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 16:00 | sell | 1 | 0.20 | 1.60442 | 1.60542 | 1.60292 | ||
2 | 2010.01.05 16:10 | s/l | 1 | 0.20 | 1.60542 | 1.60542 | 1.60292 | -20.00 | 9980.00 |
3 | 2010.01.11 03:00 | buy | 2 | 0.20 | 1.60787 | 1.60687 | 1.60937 | ||
4 | 2010.01.11 03:20 | s/l | 2 | 0.20 | 1.60687 | 1.60687 | 1.60937 | -20.00 | 9960.00 |
5 | 2010.01.18 07:00 | sell | 3 | 0.10 | 1.63053 | 1.63153 | 1.62903 | ||
6 | 2010.01.18 07:02 | s/l | 3 | 0.10 | 1.63153 | 1.63153 | 1.62903 | -10.00 | 9950.00 |
7 | 2010.01.20 16:00 | sell | 4 | 0.10 | 1.62952 | 1.63052 | 1.62802 | ||
8 | 2010.01.20 16:15 | s/l | 4 | 0.10 | 1.63052 | 1.63052 | 1.62802 | -10.00 | 9940.00 |
9 | 2010.01.26 07:00 | buy | 5 | 0.10 | 1.62111 | 1.62011 | 1.62261 | ||
10 | 2010.01.26 07:20 | s/l | 5 | 0.10 | 1.62011 | 1.62011 | 1.62261 | -10.00 | 9930.00 |
11 | 2010.02.03 08:00 | buy | 6 | 0.10 | 1.60305 | 1.60205 | 1.60455 | ||
12 | 2010.02.03 08:32 | t/p | 6 | 0.10 | 1.60455 | 1.60205 | 1.60455 | 15.00 | 9945.00 |
13 | 2010.02.10 04:00 | buy | 7 | 0.20 | 1.56859 | 1.56759 | 1.57009 | ||
14 | 2010.02.10 04:20 | s/l | 7 | 0.20 | 1.56759 | 1.56759 | 1.57009 | -20.00 | 9925.00 |
15 | 2010.02.16 06:00 | sell | 8 | 0.20 | 1.56998 | 1.57098 | 1.56848 | ||
16 | 2010.02.16 06:20 | s/l | 8 | 0.20 | 1.57098 | 1.57098 | 1.56848 | -20.00 | 9905.00 |
17 | 2010.02.18 12:00 | sell | 9 | 0.10 | 1.56080 | 1.56180 | 1.55930 | ||
18 | 2010.02.18 12:16 | t/p | 9 | 0.10 | 1.55930 | 1.56180 | 1.55930 | 15.00 | 9920.00 |
19 | 2010.02.23 07:00 | buy | 10 | 0.20 | 1.55321 | 1.55221 | 1.55471 | ||
20 | 2010.02.23 07:15 | s/l | 10 | 0.20 | 1.55221 | 1.55221 | 1.55471 | -20.00 | 9900.00 |