Strategy Tester Report
weekly
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 | StartDayOfWeek=2; StartHour=2; StopDayOfWeek=5; StopHour=21; Range=50; TakeProfit=0; StopLoss=100; Lots=0.1; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -161.00 | Gross profit | 0.00 | Gross loss | -161.00 |
Profit factor | 0.00 | Expected payoff | -10.06 | ||
Absolute drawdown | 161.00 | Maximal drawdown | 262.30 (2.60%) | Relative drawdown | 2.60% (262.30) |
Total trades | 16 | Short positions (won %) | 8 (0.00%) | Long positions (won %) | 8 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 16 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -11.00 | |
Average | profit trade | 0.00 | loss trade | -10.06 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 16 (-161.00) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -161.00 (16) | |
Average | consecutive wins | 0 | consecutive losses | 16 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 03:00 | buy stop | 1 | 0.10 | 1.60850 | 1.60750 | 0.00000 | ||
2 | 2010.01.05 03:02 | sell stop | 2 | 0.10 | 1.60659 | 1.60759 | 0.00000 | ||
3 | 2010.01.05 03:15 | buy | 1 | 0.10 | 1.60850 | 1.60750 | 0.00000 | ||
4 | 2010.01.05 09:15 | s/l | 1 | 0.10 | 1.60750 | 1.60750 | 0.00000 | -10.00 | 9990.00 |
5 | 2010.01.05 09:15 | sell | 2 | 0.10 | 1.60659 | 1.60759 | 0.00000 | ||
6 | 2010.01.05 10:20 | s/l | 2 | 0.10 | 1.60759 | 1.60759 | 0.00000 | -10.00 | 9980.00 |
7 | 2010.01.12 03:00 | buy stop | 3 | 0.10 | 1.60884 | 1.60784 | 0.00000 | ||
8 | 2010.01.12 03:02 | sell stop | 4 | 0.10 | 1.60802 | 1.60902 | 0.00000 | ||
9 | 2010.01.12 03:07 | buy | 3 | 0.10 | 1.60884 | 1.60784 | 0.00000 | ||
10 | 2010.01.12 03:10 | s/l | 3 | 0.10 | 1.60784 | 1.60784 | 0.00000 | -10.00 | 9970.00 |
11 | 2010.01.12 03:10 | sell | 4 | 0.10 | 1.60802 | 1.60902 | 0.00000 | ||
12 | 2010.01.12 03:45 | s/l | 4 | 0.10 | 1.60902 | 1.60902 | 0.00000 | -10.00 | 9960.00 |
13 | 2010.01.19 03:00 | buy stop | 5 | 0.10 | 1.64261 | 1.64161 | 0.00000 | ||
14 | 2010.01.19 03:05 | sell stop | 6 | 0.10 | 1.64128 | 1.64228 | 0.00000 | ||
15 | 2010.01.19 03:15 | sell | 6 | 0.10 | 1.64128 | 1.64228 | 0.00000 | ||
16 | 2010.01.19 07:45 | s/l | 6 | 0.10 | 1.64228 | 1.64228 | 0.00000 | -10.00 | 9950.00 |
17 | 2010.01.19 07:50 | buy | 5 | 0.10 | 1.64261 | 1.64161 | 0.00000 | ||
18 | 2010.01.19 08:20 | s/l | 5 | 0.10 | 1.64161 | 1.64161 | 0.00000 | -10.00 | 9940.00 |
19 | 2010.01.26 03:00 | buy stop | 7 | 0.10 | 1.62700 | 1.62600 | 0.00000 | ||
20 | 2010.01.26 03:02 | sell stop | 8 | 0.10 | 1.62566 | 1.62666 | 0.00000 | ||
21 | 2010.01.26 03:10 | sell | 8 | 0.10 | 1.62566 | 1.62666 | 0.00000 | ||
22 | 2010.01.28 09:15 | s/l | 8 | 0.10 | 1.62666 | 1.62666 | 0.00000 | -11.00 | 9929.00 |
23 | 2010.01.28 09:20 | buy | 7 | 0.10 | 1.62700 | 1.62600 | 0.00000 | ||
24 | 2010.01.28 09:32 | s/l | 7 | 0.10 | 1.62600 | 1.62600 | 0.00000 | -10.00 | 9919.00 |
25 | 2010.02.02 03:00 | buy stop | 9 | 0.10 | 1.59637 | 1.59537 | 0.00000 | ||
26 | 2010.02.02 03:03 | sell stop | 10 | 0.10 | 1.59559 | 1.59659 | 0.00000 | ||
27 | 2010.02.02 03:10 | buy | 9 | 0.10 | 1.59637 | 1.59537 | 0.00000 | ||
28 | 2010.02.02 03:26 | sell | 10 | 0.10 | 1.59559 | 1.59659 | 0.00000 | ||
29 | 2010.02.02 03:45 | s/l | 9 | 0.10 | 1.59537 | 1.59537 | 0.00000 | -10.00 | 9909.00 |
30 | 2010.02.02 04:15 | s/l | 10 | 0.10 | 1.59659 | 1.59659 | 0.00000 | -10.00 | 9899.00 |
31 | 2010.02.09 03:00 | buy stop | 11 | 0.10 | 1.56071 | 1.55971 | 0.00000 | ||
32 | 2010.02.09 03:02 | sell stop | 12 | 0.10 | 1.55941 | 1.56041 | 0.00000 | ||
33 | 2010.02.09 03:15 | buy | 11 | 0.10 | 1.56071 | 1.55971 | 0.00000 | ||
34 | 2010.02.09 03:50 | s/l | 11 | 0.10 | 1.55971 | 1.55971 | 0.00000 | -10.00 | 9889.00 |
35 | 2010.02.09 04:10 | sell | 12 | 0.10 | 1.55941 | 1.56041 | 0.00000 | ||
36 | 2010.02.09 04:46 | s/l | 12 | 0.10 | 1.56041 | 1.56041 | 0.00000 | -10.00 | 9879.00 |
37 | 2010.02.16 03:00 | buy stop | 13 | 0.10 | 1.56891 | 1.56791 | 0.00000 | ||
38 | 2010.02.16 03:02 | sell stop | 14 | 0.10 | 1.56777 | 1.56877 | 0.00000 | ||
39 | 2010.02.16 03:20 | sell | 14 | 0.10 | 1.56777 | 1.56877 | 0.00000 | ||
40 | 2010.02.16 05:20 | s/l | 14 | 0.10 | 1.56877 | 1.56877 | 0.00000 | -10.00 | 9869.00 |
41 | 2010.02.16 05:35 | buy | 13 | 0.10 | 1.56891 | 1.56791 | 0.00000 | ||
42 | 2010.02.16 10:20 | s/l | 13 | 0.10 | 1.56791 | 1.56791 | 0.00000 | -10.00 | 9859.00 |
43 | 2010.02.23 03:00 | buy stop | 15 | 0.10 | 1.55013 | 1.54913 | 0.00000 | ||
44 | 2010.02.23 03:02 | sell stop | 16 | 0.10 | 1.54806 | 1.54906 | 0.00000 | ||
45 | 2010.02.23 03:20 | buy | 15 | 0.10 | 1.55013 | 1.54913 | 0.00000 | ||
46 | 2010.02.23 10:20 | s/l | 15 | 0.10 | 1.54913 | 1.54913 | 0.00000 | -10.00 | 9849.00 |
47 | 2010.02.23 10:20 | sell | 16 | 0.10 | 1.54806 | 1.54906 | 0.00000 | ||
48 | 2010.02.23 10:27 | s/l | 16 | 0.10 | 1.54906 | 1.54906 | 0.00000 | -10.00 | 9839.00 |