Strategy Tester Report
zzz001works
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; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 64.14 | Gross profit | 1420.92 | Gross loss | -1356.78 |
Profit factor | 1.05 | Expected payoff | 0.84 | ||
Absolute drawdown | 339.08 | Maximal drawdown | 482.54 (4.73%) | Relative drawdown | 4.73% (482.54) |
Total trades | 76 | Short positions (won %) | 38 (31.58%) | Long positions (won %) | 38 (15.79%) |
Profit trades (% of total) | 18 (23.68%) | Loss trades (% of total) | 58 (76.32%) | ||
Largest | profit trade | 321.70 | loss trade | -66.00 | |
Average | profit trade | 78.94 | loss trade | -23.39 | |
Maximum | consecutive wins (profit in money) | 2 (344.80) | consecutive losses (loss in money) | 14 (-205.88) | |
Maximal | consecutive profit (count of wins) | 344.80 (2) | consecutive loss (count of losses) | -205.88 (14) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 0.10 | 1.60881 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 0.10 | 1.61541 | 0.00000 | 0.00000 | -66.00 | 9934.00 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61541 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 17:00 | close | 2 | 0.10 | 1.61191 | 0.00000 | 0.00000 | -35.00 | 9899.00 |
5 | 2010.01.04 17:00 | sell | 3 | 0.10 | 1.61191 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 07:00 | close | 3 | 0.10 | 1.61336 | 0.00000 | 0.00000 | -14.74 | 9884.26 |
7 | 2010.01.05 07:00 | buy | 4 | 0.10 | 1.61336 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 09:00 | close | 4 | 0.10 | 1.60993 | 0.00000 | 0.00000 | -34.30 | 9849.96 |
9 | 2010.01.05 09:00 | sell | 5 | 0.10 | 1.60993 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 10:00 | close | 5 | 0.10 | 1.60420 | 0.00000 | 0.00000 | 57.06 | 9907.02 |
11 | 2010.01.06 10:00 | buy | 6 | 0.10 | 1.60420 | 0.00000 | 0.00000 | ||
12 | 2010.01.06 12:00 | close | 6 | 0.10 | 1.60105 | 0.00000 | 0.00000 | -31.50 | 9875.52 |
13 | 2010.01.06 12:00 | sell | 7 | 0.10 | 1.60105 | 0.00000 | 0.00000 | ||
14 | 2010.01.06 17:00 | close | 7 | 0.10 | 1.59994 | 0.00000 | 0.00000 | 11.10 | 9886.62 |
15 | 2010.01.06 17:00 | buy | 8 | 0.10 | 1.59994 | 0.00000 | 0.00000 | ||
16 | 2010.01.06 19:00 | close | 8 | 0.10 | 1.59946 | 0.00000 | 0.00000 | -4.80 | 9881.82 |
17 | 2010.01.06 19:00 | sell | 9 | 0.10 | 1.59946 | 0.00000 | 0.00000 | ||
18 | 2010.01.06 21:00 | close | 9 | 0.10 | 1.59971 | 0.00000 | 0.00000 | -2.50 | 9879.32 |
19 | 2010.01.06 21:00 | buy | 10 | 0.10 | 1.59971 | 0.00000 | 0.00000 | ||
20 | 2010.01.07 07:00 | close | 10 | 0.10 | 1.59735 | 0.00000 | 0.00000 | -23.60 | 9855.72 |
21 | 2010.01.07 07:00 | sell | 11 | 0.10 | 1.59735 | 0.00000 | 0.00000 | ||
22 | 2010.01.08 09:00 | close | 11 | 0.10 | 1.59715 | 0.00000 | 0.00000 | 1.76 | 9857.48 |
23 | 2010.01.08 09:00 | buy | 12 | 0.10 | 1.59715 | 0.00000 | 0.00000 | ||
24 | 2010.01.12 02:00 | close | 12 | 0.10 | 1.60848 | 0.00000 | 0.00000 | 113.30 | 9970.78 |
25 | 2010.01.12 02:00 | sell | 13 | 0.10 | 1.60848 | 0.00000 | 0.00000 | ||
26 | 2010.01.12 08:00 | close | 13 | 0.10 | 1.61177 | 0.00000 | 0.00000 | -32.90 | 9937.88 |
27 | 2010.01.12 08:00 | buy | 14 | 0.10 | 1.61177 | 0.00000 | 0.00000 | ||
28 | 2010.01.12 09:00 | close | 14 | 0.10 | 1.60954 | 0.00000 | 0.00000 | -22.30 | 9915.58 |
29 | 2010.01.12 09:00 | sell | 15 | 0.10 | 1.60954 | 0.00000 | 0.00000 | ||
30 | 2010.01.12 11:00 | close | 15 | 0.10 | 1.61365 | 0.00000 | 0.00000 | -41.10 | 9874.48 |
31 | 2010.01.12 11:00 | buy | 16 | 0.10 | 1.61365 | 0.00000 | 0.00000 | ||
32 | 2010.01.14 13:00 | close | 16 | 0.10 | 1.62695 | 0.00000 | 0.00000 | 133.00 | 10007.48 |
33 | 2010.01.14 13:00 | sell | 17 | 0.10 | 1.62695 | 0.00000 | 0.00000 | ||
34 | 2010.01.14 15:00 | close | 17 | 0.10 | 1.63124 | 0.00000 | 0.00000 | -42.90 | 9964.58 |
35 | 2010.01.14 15:00 | buy | 18 | 0.10 | 1.63124 | 0.00000 | 0.00000 | ||
36 | 2010.01.15 11:00 | close | 18 | 0.10 | 1.63054 | 0.00000 | 0.00000 | -7.00 | 9957.58 |
37 | 2010.01.15 11:00 | sell | 19 | 0.10 | 1.63054 | 0.00000 | 0.00000 | ||
38 | 2010.01.18 05:00 | close | 19 | 0.10 | 1.63091 | 0.00000 | 0.00000 | -3.94 | 9953.64 |
39 | 2010.01.18 05:00 | buy | 20 | 0.10 | 1.63091 | 0.00000 | 0.00000 | ||
40 | 2010.01.19 13:00 | close | 20 | 0.10 | 1.63380 | 0.00000 | 0.00000 | 28.90 | 9982.54 |
41 | 2010.01.19 13:00 | sell | 21 | 0.10 | 1.63380 | 0.00000 | 0.00000 | ||
42 | 2010.01.19 16:00 | close | 21 | 0.10 | 1.63689 | 0.00000 | 0.00000 | -30.90 | 9951.64 |
43 | 2010.01.19 16:00 | buy | 22 | 0.10 | 1.63689 | 0.00000 | 0.00000 | ||
44 | 2010.01.19 21:00 | close | 22 | 0.10 | 1.63613 | 0.00000 | 0.00000 | -7.60 | 9944.04 |
45 | 2010.01.19 21:00 | sell | 23 | 0.10 | 1.63613 | 0.00000 | 0.00000 | ||
46 | 2010.01.19 22:00 | close | 23 | 0.10 | 1.63825 | 0.00000 | 0.00000 | -21.20 | 9922.84 |
47 | 2010.01.19 22:00 | buy | 24 | 0.10 | 1.63825 | 0.00000 | 0.00000 | ||
48 | 2010.01.19 23:00 | close | 24 | 0.10 | 1.63587 | 0.00000 | 0.00000 | -23.80 | 9899.04 |
49 | 2010.01.19 23:00 | sell | 25 | 0.10 | 1.63587 | 0.00000 | 0.00000 | ||
50 | 2010.01.21 08:00 | close | 25 | 0.10 | 1.62898 | 0.00000 | 0.00000 | 67.94 | 9966.98 |
51 | 2010.01.21 08:00 | buy | 26 | 0.10 | 1.62898 | 0.00000 | 0.00000 | ||
52 | 2010.01.21 09:00 | close | 26 | 0.10 | 1.62300 | 0.00000 | 0.00000 | -59.80 | 9907.18 |
53 | 2010.01.21 09:00 | sell | 27 | 0.10 | 1.62300 | 0.00000 | 0.00000 | ||
54 | 2010.01.22 08:00 | close | 27 | 0.10 | 1.62235 | 0.00000 | 0.00000 | 6.26 | 9913.44 |
55 | 2010.01.22 08:00 | buy | 28 | 0.10 | 1.62235 | 0.00000 | 0.00000 | ||
56 | 2010.01.22 13:00 | close | 28 | 0.10 | 1.61762 | 0.00000 | 0.00000 | -47.30 | 9866.14 |
57 | 2010.01.22 13:00 | sell | 29 | 0.10 | 1.61762 | 0.00000 | 0.00000 | ||
58 | 2010.01.25 10:00 | close | 29 | 0.10 | 1.61632 | 0.00000 | 0.00000 | 12.76 | 9878.90 |
59 | 2010.01.25 10:00 | buy | 30 | 0.10 | 1.61632 | 0.00000 | 0.00000 | ||
60 | 2010.01.25 14:00 | close | 30 | 0.10 | 1.61336 | 0.00000 | 0.00000 | -29.60 | 9849.30 |
61 | 2010.01.25 14:00 | sell | 31 | 0.10 | 1.61336 | 0.00000 | 0.00000 | ||
62 | 2010.01.25 15:00 | close | 31 | 0.10 | 1.61555 | 0.00000 | 0.00000 | -21.90 | 9827.40 |
63 | 2010.01.25 15:00 | buy | 32 | 0.10 | 1.61555 | 0.00000 | 0.00000 | ||
64 | 2010.01.26 11:00 | close | 32 | 0.10 | 1.61371 | 0.00000 | 0.00000 | -18.40 | 9809.00 |
65 | 2010.01.26 11:00 | sell | 33 | 0.10 | 1.61371 | 0.00000 | 0.00000 | ||
66 | 2010.01.27 11:00 | close | 33 | 0.10 | 1.61873 | 0.00000 | 0.00000 | -50.44 | 9758.56 |
67 | 2010.01.27 11:00 | buy | 34 | 0.10 | 1.61873 | 0.00000 | 0.00000 | ||
68 | 2010.01.28 17:00 | close | 34 | 0.10 | 1.61352 | 0.00000 | 0.00000 | -52.10 | 9706.46 |
69 | 2010.01.28 17:00 | sell | 35 | 0.10 | 1.61352 | 0.00000 | 0.00000 | ||
70 | 2010.02.01 22:00 | close | 35 | 0.10 | 1.59619 | 0.00000 | 0.00000 | 172.82 | 9879.28 |
71 | 2010.02.01 22:00 | buy | 36 | 0.10 | 1.59619 | 0.00000 | 0.00000 | ||
72 | 2010.02.02 01:00 | close | 36 | 0.10 | 1.59439 | 0.00000 | 0.00000 | -18.00 | 9861.28 |
73 | 2010.02.02 01:00 | sell | 37 | 0.10 | 1.59439 | 0.00000 | 0.00000 | ||
74 | 2010.02.02 02:00 | close | 37 | 0.10 | 1.59633 | 0.00000 | 0.00000 | -19.40 | 9841.88 |
75 | 2010.02.02 02:00 | buy | 38 | 0.10 | 1.59633 | 0.00000 | 0.00000 | ||
76 | 2010.02.02 05:00 | close | 38 | 0.10 | 1.59319 | 0.00000 | 0.00000 | -31.40 | 9810.48 |
77 | 2010.02.02 05:00 | sell | 39 | 0.10 | 1.59319 | 0.00000 | 0.00000 | ||
78 | 2010.02.02 07:00 | close | 39 | 0.10 | 1.59425 | 0.00000 | 0.00000 | -10.60 | 9799.88 |
79 | 2010.02.02 07:00 | buy | 40 | 0.10 | 1.59425 | 0.00000 | 0.00000 | ||
80 | 2010.02.02 10:00 | close | 40 | 0.10 | 1.59180 | 0.00000 | 0.00000 | -24.50 | 9775.38 |
81 | 2010.02.02 10:00 | sell | 41 | 0.10 | 1.59180 | 0.00000 | 0.00000 | ||
82 | 2010.02.02 13:00 | close | 41 | 0.10 | 1.59401 | 0.00000 | 0.00000 | -22.10 | 9753.28 |
83 | 2010.02.02 13:00 | buy | 42 | 0.10 | 1.59401 | 0.00000 | 0.00000 | ||
84 | 2010.02.03 14:00 | close | 42 | 0.10 | 1.59632 | 0.00000 | 0.00000 | 23.10 | 9776.38 |
85 | 2010.02.03 14:00 | sell | 43 | 0.10 | 1.59632 | 0.00000 | 0.00000 | ||
86 | 2010.02.08 17:00 | close | 43 | 0.10 | 1.56403 | 0.00000 | 0.00000 | 321.70 | 10098.08 |
87 | 2010.02.08 17:00 | buy | 44 | 0.10 | 1.56403 | 0.00000 | 0.00000 | ||
88 | 2010.02.08 22:00 | close | 44 | 0.10 | 1.55990 | 0.00000 | 0.00000 | -41.30 | 10056.78 |
89 | 2010.02.08 22:00 | sell | 45 | 0.10 | 1.55990 | 0.00000 | 0.00000 | ||
90 | 2010.02.09 05:00 | close | 45 | 0.10 | 1.56026 | 0.00000 | 0.00000 | -3.84 | 10052.94 |
91 | 2010.02.09 05:00 | buy | 46 | 0.10 | 1.56026 | 0.00000 | 0.00000 | ||
92 | 2010.02.09 10:00 | close | 46 | 0.10 | 1.55869 | 0.00000 | 0.00000 | -15.70 | 10037.24 |
93 | 2010.02.09 10:00 | sell | 47 | 0.10 | 1.55869 | 0.00000 | 0.00000 | ||
94 | 2010.02.09 14:00 | close | 47 | 0.10 | 1.56354 | 0.00000 | 0.00000 | -48.50 | 9988.74 |
95 | 2010.02.09 14:00 | buy | 48 | 0.10 | 1.56354 | 0.00000 | 0.00000 | ||
96 | 2010.02.10 13:00 | close | 48 | 0.10 | 1.56572 | 0.00000 | 0.00000 | 21.80 | 10010.54 |
97 | 2010.02.10 13:00 | sell | 49 | 0.10 | 1.56572 | 0.00000 | 0.00000 | ||
98 | 2010.02.11 06:00 | close | 49 | 0.10 | 1.56532 | 0.00000 | 0.00000 | 3.28 | 10013.82 |
99 | 2010.02.11 06:00 | buy | 50 | 0.10 | 1.56532 | 0.00000 | 0.00000 | ||
100 | 2010.02.11 07:00 | close | 50 | 0.10 | 1.56391 | 0.00000 | 0.00000 | -14.10 | 9999.72 |
101 | 2010.02.11 07:00 | sell | 51 | 0.10 | 1.56391 | 0.00000 | 0.00000 | ||
102 | 2010.02.11 13:00 | close | 51 | 0.10 | 1.56314 | 0.00000 | 0.00000 | 7.70 | 10007.42 |
103 | 2010.02.11 13:00 | buy | 52 | 0.10 | 1.56314 | 0.00000 | 0.00000 | ||
104 | 2010.02.11 15:00 | close | 52 | 0.10 | 1.56084 | 0.00000 | 0.00000 | -23.00 | 9984.42 |
105 | 2010.02.11 15:00 | sell | 53 | 0.10 | 1.56084 | 0.00000 | 0.00000 | ||
106 | 2010.02.11 18:00 | close | 53 | 0.10 | 1.56732 | 0.00000 | 0.00000 | -64.80 | 9919.62 |
107 | 2010.02.11 18:00 | buy | 54 | 0.10 | 1.56732 | 0.00000 | 0.00000 | ||
108 | 2010.02.12 11:00 | close | 54 | 0.10 | 1.56542 | 0.00000 | 0.00000 | -19.00 | 9900.62 |
109 | 2010.02.12 11:00 | sell | 55 | 0.10 | 1.56542 | 0.00000 | 0.00000 | ||
110 | 2010.02.12 18:00 | close | 55 | 0.10 | 1.56690 | 0.00000 | 0.00000 | -14.80 | 9885.82 |
111 | 2010.02.12 18:00 | buy | 56 | 0.10 | 1.56690 | 0.00000 | 0.00000 | ||
112 | 2010.02.12 21:00 | close | 56 | 0.10 | 1.56657 | 0.00000 | 0.00000 | -3.30 | 9882.52 |
113 | 2010.02.12 21:00 | sell | 57 | 0.10 | 1.56657 | 0.00000 | 0.00000 | ||
114 | 2010.02.15 10:00 | close | 57 | 0.10 | 1.56753 | 0.00000 | 0.00000 | -9.84 | 9872.68 |
115 | 2010.02.15 10:00 | buy | 58 | 0.10 | 1.56753 | 0.00000 | 0.00000 | ||
116 | 2010.02.15 17:00 | close | 58 | 0.10 | 1.56523 | 0.00000 | 0.00000 | -23.00 | 9849.68 |
117 | 2010.02.15 17:00 | sell | 59 | 0.10 | 1.56523 | 0.00000 | 0.00000 | ||
118 | 2010.02.15 18:00 | close | 59 | 0.10 | 1.56638 | 0.00000 | 0.00000 | -11.50 | 9838.18 |
119 | 2010.02.15 18:00 | buy | 60 | 0.10 | 1.56638 | 0.00000 | 0.00000 | ||
120 | 2010.02.15 19:00 | close | 60 | 0.10 | 1.56574 | 0.00000 | 0.00000 | -6.40 | 9831.78 |
121 | 2010.02.15 19:00 | sell | 61 | 0.10 | 1.56574 | 0.00000 | 0.00000 | ||
122 | 2010.02.15 20:00 | close | 61 | 0.10 | 1.56673 | 0.00000 | 0.00000 | -9.90 | 9821.88 |
123 | 2010.02.15 20:00 | buy | 62 | 0.10 | 1.56673 | 0.00000 | 0.00000 | ||
124 | 2010.02.15 21:00 | close | 62 | 0.10 | 1.56608 | 0.00000 | 0.00000 | -6.50 | 9815.38 |
125 | 2010.02.15 21:00 | sell | 63 | 0.10 | 1.56608 | 0.00000 | 0.00000 | ||
126 | 2010.02.16 00:00 | close | 63 | 0.10 | 1.56676 | 0.00000 | 0.00000 | -7.04 | 9808.34 |
127 | 2010.02.16 00:00 | buy | 64 | 0.10 | 1.56676 | 0.00000 | 0.00000 | ||
128 | 2010.02.16 01:00 | close | 64 | 0.10 | 1.56638 | 0.00000 | 0.00000 | -3.80 | 9804.54 |
129 | 2010.02.16 01:00 | sell | 65 | 0.10 | 1.56638 | 0.00000 | 0.00000 | ||
130 | 2010.02.16 02:00 | close | 65 | 0.10 | 1.56668 | 0.00000 | 0.00000 | -3.00 | 9801.54 |
131 | 2010.02.16 02:00 | buy | 66 | 0.10 | 1.56668 | 0.00000 | 0.00000 | ||
132 | 2010.02.16 14:00 | close | 66 | 0.10 | 1.56727 | 0.00000 | 0.00000 | 5.90 | 9807.44 |
133 | 2010.02.16 14:00 | sell | 67 | 0.10 | 1.56727 | 0.00000 | 0.00000 | ||
134 | 2010.02.16 18:00 | close | 67 | 0.10 | 1.57330 | 0.00000 | 0.00000 | -60.30 | 9747.14 |
135 | 2010.02.16 18:00 | buy | 68 | 0.10 | 1.57330 | 0.00000 | 0.00000 | ||
136 | 2010.02.17 17:00 | close | 68 | 0.10 | 1.57235 | 0.00000 | 0.00000 | -9.50 | 9737.64 |
137 | 2010.02.17 17:00 | sell | 69 | 0.10 | 1.57235 | 0.00000 | 0.00000 | ||
138 | 2010.02.22 01:00 | close | 69 | 0.10 | 1.54706 | 0.00000 | 0.00000 | 251.70 | 9989.34 |
139 | 2010.02.22 01:00 | buy | 70 | 0.10 | 1.54706 | 0.00000 | 0.00000 | ||
140 | 2010.02.23 11:00 | close | 70 | 0.10 | 1.54315 | 0.00000 | 0.00000 | -39.10 | 9950.24 |
141 | 2010.02.23 11:00 | sell | 71 | 0.10 | 1.54315 | 0.00000 | 0.00000 | ||
142 | 2010.02.24 12:00 | close | 71 | 0.10 | 1.54557 | 0.00000 | 0.00000 | -24.44 | 9925.80 |
143 | 2010.02.24 12:00 | buy | 72 | 0.10 | 1.54557 | 0.00000 | 0.00000 | ||
144 | 2010.02.24 13:00 | close | 72 | 0.10 | 1.54478 | 0.00000 | 0.00000 | -7.90 | 9917.90 |
145 | 2010.02.24 13:00 | sell | 73 | 0.10 | 1.54478 | 0.00000 | 0.00000 | ||
146 | 2010.02.24 17:00 | close | 73 | 0.10 | 1.54498 | 0.00000 | 0.00000 | -2.00 | 9915.90 |
147 | 2010.02.24 17:00 | buy | 74 | 0.10 | 1.54498 | 0.00000 | 0.00000 | ||
148 | 2010.02.24 18:00 | close | 74 | 0.10 | 1.54310 | 0.00000 | 0.00000 | -18.80 | 9897.10 |
149 | 2010.02.24 18:00 | sell | 75 | 0.10 | 1.54310 | 0.00000 | 0.00000 | ||
150 | 2010.02.26 21:00 | close | 75 | 0.10 | 1.52492 | 0.00000 | 0.00000 | 180.84 | 10077.94 |
151 | 2010.02.26 21:00 | buy | 76 | 0.10 | 1.52492 | 0.00000 | 0.00000 | ||
152 | 2010.02.26 22:56 | close at stop | 76 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -13.80 | 10064.14 |