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; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 99.91 | Gross profit | 845.73 | Gross loss | -745.82 |
Profit factor | 1.13 | Expected payoff | 4.00 | ||
Absolute drawdown | 466.99 | Maximal drawdown | 514.19 (5.12%) | Relative drawdown | 5.12% (514.19) |
Total trades | 25 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 16 (31.25%) |
Profit trades (% of total) | 8 (32.00%) | Loss trades (% of total) | 17 (68.00%) | ||
Largest | profit trade | 345.05 | loss trade | -144.98 | |
Average | profit trade | 105.72 | loss trade | -43.87 | |
Maximum | consecutive wins (profit in money) | 3 (202.98) | consecutive losses (loss in money) | 5 (-403.69) | |
Maximal | consecutive profit (count of wins) | 372.17 (2) | consecutive loss (count of losses) | -403.69 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 12:00 | buy | 1 | 0.10 | 1.61796 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 06:00 | close | 1 | 0.10 | 1.60860 | 0.00000 | 0.00000 | -93.59 | 9906.41 |
3 | 2010.01.05 16:00 | buy | 2 | 0.10 | 1.60498 | 0.00000 | 0.00000 | ||
4 | 2010.01.06 13:00 | close | 2 | 0.10 | 1.59816 | 0.00000 | 0.00000 | -68.19 | 9838.22 |
5 | 2010.01.06 19:00 | buy | 3 | 0.10 | 1.60002 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 14:00 | close | 3 | 0.10 | 1.59787 | 0.00000 | 0.00000 | -21.46 | 9816.76 |
7 | 2010.01.08 19:00 | sell | 4 | 0.10 | 1.60043 | 0.00000 | 0.00000 | ||
8 | 2010.01.12 09:00 | close | 4 | 0.10 | 1.61010 | 0.00000 | 0.00000 | -97.20 | 9719.56 |
9 | 2010.01.12 21:00 | sell | 5 | 0.10 | 1.61756 | 0.00000 | 0.00000 | ||
10 | 2010.01.15 16:00 | close | 5 | 0.10 | 1.62976 | 0.00000 | 0.00000 | -123.25 | 9596.31 |
11 | 2010.01.15 22:00 | buy | 6 | 0.10 | 1.62633 | 0.00000 | 0.00000 | ||
12 | 2010.01.19 17:00 | close | 6 | 0.10 | 1.63709 | 0.00000 | 0.00000 | 107.62 | 9703.93 |
13 | 2010.01.20 18:00 | buy | 7 | 0.10 | 1.62906 | 0.00000 | 0.00000 | ||
14 | 2010.01.22 13:00 | close | 7 | 0.10 | 1.61762 | 0.00000 | 0.00000 | -114.36 | 9589.57 |
15 | 2010.01.22 20:00 | buy | 8 | 0.10 | 1.61348 | 0.00000 | 0.00000 | ||
16 | 2010.01.26 06:00 | close | 8 | 0.10 | 1.62078 | 0.00000 | 0.00000 | 73.02 | 9662.59 |
17 | 2010.01.26 19:00 | buy | 9 | 0.10 | 1.61586 | 0.00000 | 0.00000 | ||
18 | 2010.01.27 17:00 | close | 9 | 0.10 | 1.61900 | 0.00000 | 0.00000 | 31.41 | 9694.00 |
19 | 2010.01.28 14:00 | sell | 10 | 0.10 | 1.62489 | 0.00000 | 0.00000 | ||
20 | 2010.01.29 05:00 | close | 10 | 0.10 | 1.61501 | 0.00000 | 0.00000 | 98.55 | 9792.55 |
21 | 2010.01.29 14:00 | sell | 11 | 0.10 | 1.61102 | 0.00000 | 0.00000 | ||
22 | 2010.01.29 14:00 | close | 11 | 0.10 | 1.61158 | 0.00000 | 0.00000 | -5.60 | 9786.95 |
23 | 2010.02.01 08:00 | buy | 12 | 0.10 | 1.59594 | 0.00000 | 0.00000 | ||
24 | 2010.02.03 05:00 | close | 12 | 0.10 | 1.59865 | 0.00000 | 0.00000 | 27.12 | 9814.07 |
25 | 2010.02.03 14:00 | sell | 13 | 0.10 | 1.59632 | 0.00000 | 0.00000 | ||
26 | 2010.02.08 21:00 | close | 13 | 0.10 | 1.56169 | 0.00000 | 0.00000 | 345.05 | 10159.12 |
27 | 2010.02.09 16:00 | buy | 14 | 0.10 | 1.56312 | 0.00000 | 0.00000 | ||
28 | 2010.02.10 20:00 | close | 14 | 0.10 | 1.55988 | 0.00000 | 0.00000 | -32.39 | 10126.73 |
29 | 2010.02.11 10:00 | sell | 15 | 0.10 | 1.55789 | 0.00000 | 0.00000 | ||
30 | 2010.02.11 10:00 | close | 15 | 0.10 | 1.55845 | 0.00000 | 0.00000 | -5.60 | 10121.13 |
31 | 2010.02.11 14:00 | buy | 16 | 0.10 | 1.56288 | 0.00000 | 0.00000 | ||
32 | 2010.02.12 04:00 | close | 16 | 0.10 | 1.56863 | 0.00000 | 0.00000 | 57.51 | 10178.64 |
33 | 2010.02.12 19:00 | buy | 17 | 0.10 | 1.56758 | 0.00000 | 0.00000 | ||
34 | 2010.02.12 19:00 | close | 17 | 0.10 | 1.56702 | 0.00000 | 0.00000 | -5.60 | 10173.04 |
35 | 2010.02.16 05:00 | buy | 18 | 0.10 | 1.56890 | 0.00000 | 0.00000 | ||
36 | 2010.02.16 05:00 | close | 18 | 0.10 | 1.56834 | 0.00000 | 0.00000 | -5.60 | 10167.44 |
37 | 2010.02.16 19:00 | buy | 19 | 0.10 | 1.57779 | 0.00000 | 0.00000 | ||
38 | 2010.02.16 19:00 | close | 19 | 0.10 | 1.57723 | 0.00000 | 0.00000 | -5.60 | 10161.84 |
39 | 2010.02.17 05:00 | sell | 20 | 0.10 | 1.57682 | 0.00000 | 0.00000 | ||
40 | 2010.02.18 07:00 | close | 20 | 0.10 | 1.56620 | 0.00000 | 0.00000 | 105.45 | 10267.29 |
41 | 2010.02.18 14:00 | buy | 21 | 0.10 | 1.55998 | 0.00000 | 0.00000 | ||
42 | 2010.02.22 08:00 | close | 21 | 0.10 | 1.54548 | 0.00000 | 0.00000 | -144.98 | 10122.31 |
43 | 2010.02.23 13:00 | sell | 22 | 0.10 | 1.54069 | 0.00000 | 0.00000 | ||
44 | 2010.02.23 13:00 | close | 22 | 0.10 | 1.54125 | 0.00000 | 0.00000 | -5.60 | 10116.71 |
45 | 2010.02.24 16:00 | sell | 23 | 0.10 | 1.54328 | 0.00000 | 0.00000 | ||
46 | 2010.02.24 16:00 | close | 23 | 0.10 | 1.54384 | 0.00000 | 0.00000 | -5.60 | 10111.11 |
47 | 2010.02.25 21:00 | buy | 24 | 0.10 | 1.52504 | 0.00000 | 0.00000 | ||
48 | 2010.02.25 21:00 | close | 24 | 0.10 | 1.52448 | 0.00000 | 0.00000 | -5.60 | 10105.51 |
49 | 2010.02.26 20:00 | buy | 25 | 0.10 | 1.52483 | 0.00000 | 0.00000 | ||
50 | 2010.02.26 20:00 | close | 25 | 0.10 | 1.52427 | 0.00000 | 0.00000 | -5.60 | 10099.91 |