Strategy Tester Report
up3x1_Investor_v1
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; MaximumRisk=0.2; DecreaseFactor=3; TakeProfit=20; StopLoss=50; TrailingStop=10; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -561.00 | Gross profit | 124.00 | Gross loss | -685.00 |
| Profit factor | 0.18 | Expected payoff | -29.53 | ||
| Absolute drawdown | 561.00 | Maximal drawdown | 681.00 (6.73%) | Relative drawdown | 6.73% (681.00) |
| Total trades | 19 | Short positions (won %) | 19 (26.32%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 5 (26.32%) | Loss trades (% of total) | 14 (73.68%) | ||
| Largest | profit trade | 40.00 | loss trade | -100.00 | |
| Average | profit trade | 24.80 | loss trade | -48.93 | |
| Maximum | consecutive wins (profit in money) | 3 (120.00) | consecutive losses (loss in money) | 9 (-260.00) | |
| Maximal | consecutive profit (count of wins) | 120.00 (3) | consecutive loss (count of losses) | -260.00 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 09:00 | sell | 1 | 2.00 | 1.60993 | 1.61043 | 1.60973 | ||
| 2 | 2010.01.05 09:05 | t/p | 1 | 2.00 | 1.60973 | 1.61043 | 1.60973 | 40.00 | 10040.00 |
| 3 | 2010.01.05 10:00 | sell | 2 | 2.00 | 1.60436 | 1.60486 | 1.60416 | ||
| 4 | 2010.01.05 10:07 | t/p | 2 | 2.00 | 1.60416 | 1.60486 | 1.60416 | 40.00 | 10080.00 |
| 5 | 2010.01.08 16:00 | sell | 3 | 2.00 | 1.60299 | 1.60349 | 1.60279 | ||
| 6 | 2010.01.08 16:02 | t/p | 3 | 2.00 | 1.60279 | 1.60349 | 1.60279 | 40.00 | 10120.00 |
| 7 | 2010.01.08 17:00 | sell | 4 | 2.00 | 1.59612 | 1.59662 | 1.59592 | ||
| 8 | 2010.01.08 17:05 | s/l | 4 | 2.00 | 1.59662 | 1.59662 | 1.59592 | -100.00 | 10020.00 |
| 9 | 2010.01.21 09:00 | sell | 5 | 2.00 | 1.62300 | 1.62350 | 1.62280 | ||
| 10 | 2010.01.21 09:02 | s/l | 5 | 2.00 | 1.62350 | 1.62350 | 1.62280 | -100.00 | 9920.00 |
| 11 | 2010.01.22 13:00 | sell | 6 | 0.70 | 1.61762 | 1.61812 | 1.61742 | ||
| 12 | 2010.01.22 13:02 | s/l | 6 | 0.70 | 1.61812 | 1.61812 | 1.61742 | -35.00 | 9885.00 |
| 13 | 2010.01.22 14:00 | sell | 7 | 0.10 | 1.61120 | 1.61170 | 1.61100 | ||
| 14 | 2010.01.22 14:07 | t/p | 7 | 0.10 | 1.61100 | 1.61170 | 1.61100 | 2.00 | 9887.00 |
| 15 | 2010.01.26 11:00 | sell | 8 | 2.00 | 1.61371 | 1.61421 | 1.61351 | ||
| 16 | 2010.01.26 11:02 | s/l | 8 | 2.00 | 1.61421 | 1.61421 | 1.61351 | -100.00 | 9787.00 |
| 17 | 2010.01.28 17:00 | sell | 9 | 2.00 | 1.61352 | 1.61402 | 1.61332 | ||
| 18 | 2010.01.28 17:10 | s/l | 9 | 2.00 | 1.61402 | 1.61402 | 1.61332 | -100.00 | 9687.00 |
| 19 | 2010.01.29 15:00 | sell | 10 | 0.60 | 1.60560 | 1.60610 | 1.60540 | ||
| 20 | 2010.01.29 15:07 | s/l | 10 | 0.60 | 1.60610 | 1.60610 | 1.60540 | -30.00 | 9657.00 |
| 21 | 2010.02.04 16:00 | sell | 11 | 0.10 | 1.57876 | 1.57926 | 1.57856 | ||
| 22 | 2010.02.04 16:02 | s/l | 11 | 0.10 | 1.57926 | 1.57926 | 1.57856 | -5.00 | 9652.00 |
| 23 | 2010.02.05 16:00 | sell | 12 | 0.10 | 1.56376 | 1.56426 | 1.56356 | ||
| 24 | 2010.02.05 16:02 | s/l | 12 | 0.10 | 1.56426 | 1.56426 | 1.56356 | -5.00 | 9647.00 |
| 25 | 2010.02.05 20:00 | sell | 13 | 0.10 | 1.55600 | 1.55650 | 1.55580 | ||
| 26 | 2010.02.05 20:03 | s/l | 13 | 0.10 | 1.55650 | 1.55650 | 1.55580 | -5.00 | 9642.00 |
| 27 | 2010.02.12 11:00 | sell | 14 | 0.10 | 1.56542 | 1.56592 | 1.56522 | ||
| 28 | 2010.02.12 11:02 | s/l | 14 | 0.10 | 1.56592 | 1.56592 | 1.56522 | -5.00 | 9637.00 |
| 29 | 2010.02.18 18:00 | sell | 15 | 0.10 | 1.55807 | 1.55857 | 1.55787 | ||
| 30 | 2010.02.18 18:02 | s/l | 15 | 0.10 | 1.55857 | 1.55857 | 1.55787 | -5.00 | 9632.00 |
| 31 | 2010.02.18 23:00 | sell | 16 | 0.10 | 1.55264 | 1.55314 | 1.55244 | ||
| 32 | 2010.02.18 23:02 | s/l | 16 | 0.10 | 1.55314 | 1.55314 | 1.55244 | -5.00 | 9627.00 |
| 33 | 2010.02.19 01:00 | sell | 17 | 0.10 | 1.54256 | 1.54306 | 1.54236 | ||
| 34 | 2010.02.19 01:02 | t/p | 17 | 0.10 | 1.54236 | 1.54306 | 1.54236 | 2.00 | 9629.00 |
| 35 | 2010.02.23 11:00 | sell | 18 | 1.90 | 1.54315 | 1.54365 | 1.54295 | ||
| 36 | 2010.02.23 11:02 | s/l | 18 | 1.90 | 1.54365 | 1.54365 | 1.54295 | -95.00 | 9534.00 |
| 37 | 2010.02.25 18:00 | sell | 19 | 1.90 | 1.51997 | 1.52047 | 1.51977 | ||
| 38 | 2010.02.25 18:10 | s/l | 19 | 1.90 | 1.52047 | 1.52047 | 1.51977 | -95.00 | 9439.00 |