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 | COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 934.02 | Gross profit | 1969.57 | Gross loss | -1035.55 |
Profit factor | 1.90 | Expected payoff | 14.15 | ||
Absolute drawdown | 71.00 | Maximal drawdown | 334.44 (3.17%) | Relative drawdown | 3.17% (334.44) |
Total trades | 66 | Short positions (won %) | 34 (67.65%) | Long positions (won %) | 32 (62.50%) |
Profit trades (% of total) | 43 (65.15%) | Loss trades (% of total) | 23 (34.85%) | ||
Largest | profit trade | 151.40 | loss trade | -147.55 | |
Average | profit trade | 45.80 | loss trade | -45.02 | |
Maximum | consecutive wins (profit in money) | 7 (225.85) | consecutive losses (loss in money) | 5 (-294.44) | |
Maximal | consecutive profit (count of wins) | 473.50 (6) | consecutive loss (count of losses) | -294.44 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.10 | 1.61277 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 09:20 | close | 1 | 0.10 | 1.61479 | 0.00000 | 0.00000 | 20.20 | 10020.20 |
3 | 2010.01.04 11:20 | sell | 2 | 0.10 | 1.62407 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 13:20 | close | 2 | 0.10 | 1.61550 | 0.00000 | 0.00000 | 85.70 | 10105.90 |
5 | 2010.01.05 08:00 | sell | 3 | 0.10 | 1.61496 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 11:50 | close | 3 | 0.10 | 1.59982 | 0.00000 | 0.00000 | 151.40 | 10257.30 |
7 | 2010.01.05 16:20 | sell | 4 | 0.10 | 1.60695 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 19:20 | close | 4 | 0.10 | 1.59700 | 0.00000 | 0.00000 | 99.50 | 10356.80 |
9 | 2010.01.06 09:32 | sell | 5 | 0.10 | 1.60606 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 10:50 | close | 5 | 0.10 | 1.60088 | 0.00000 | 0.00000 | 51.80 | 10408.60 |
11 | 2010.01.06 13:50 | buy | 6 | 0.10 | 1.59647 | 0.00000 | 0.00000 | ||
12 | 2010.01.06 17:15 | close | 6 | 0.10 | 1.60296 | 0.00000 | 0.00000 | 64.90 | 10473.50 |
13 | 2010.01.07 06:40 | buy | 7 | 0.10 | 1.59896 | 0.00000 | 0.00000 | ||
14 | 2010.01.07 15:05 | close | 7 | 0.10 | 1.59275 | 0.00000 | 0.00000 | -62.10 | 10411.40 |
15 | 2010.01.08 07:20 | sell | 8 | 0.10 | 1.59563 | 0.00000 | 0.00000 | ||
16 | 2010.01.08 14:02 | close | 8 | 0.10 | 1.59798 | 0.00000 | 0.00000 | -23.50 | 10387.90 |
17 | 2010.01.11 16:00 | buy | 9 | 0.10 | 1.61317 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 07:03 | close | 9 | 0.10 | 1.61010 | 0.00000 | 0.00000 | -30.69 | 10357.21 |
19 | 2010.01.12 10:45 | sell | 10 | 0.10 | 1.61262 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 16:10 | close | 10 | 0.10 | 1.62735 | 0.00000 | 0.00000 | -147.55 | 10209.66 |
21 | 2010.01.14 00:00 | buy | 11 | 0.10 | 1.62704 | 0.00000 | 0.00000 | ||
22 | 2010.01.14 14:45 | close | 11 | 0.10 | 1.63101 | 0.00000 | 0.00000 | 39.70 | 10249.36 |
23 | 2010.01.15 05:45 | sell | 12 | 0.10 | 1.63490 | 0.00000 | 0.00000 | ||
24 | 2010.01.15 08:20 | close | 12 | 0.10 | 1.63124 | 0.00000 | 0.00000 | 36.60 | 10285.96 |
25 | 2010.01.15 17:32 | buy | 13 | 0.10 | 1.62189 | 0.00000 | 0.00000 | ||
26 | 2010.01.15 18:20 | close | 13 | 0.10 | 1.62527 | 0.00000 | 0.00000 | 33.80 | 10319.76 |
27 | 2010.01.18 00:10 | sell | 14 | 0.10 | 1.62733 | 0.00000 | 0.00000 | ||
28 | 2010.01.18 12:50 | close | 14 | 0.10 | 1.63304 | 0.00000 | 0.00000 | -57.10 | 10262.66 |
29 | 2010.01.18 14:50 | buy | 15 | 0.10 | 1.63087 | 0.00000 | 0.00000 | ||
30 | 2010.01.18 16:50 | close | 15 | 0.10 | 1.63394 | 0.00000 | 0.00000 | 30.70 | 10293.36 |
31 | 2010.01.19 01:45 | sell | 16 | 0.10 | 1.64010 | 0.00000 | 0.00000 | ||
32 | 2010.01.19 04:02 | close | 16 | 0.10 | 1.64073 | 0.00000 | 0.00000 | -6.30 | 10287.06 |
33 | 2010.01.19 09:20 | buy | 17 | 0.10 | 1.64090 | 0.00000 | 0.00000 | ||
34 | 2010.01.19 10:32 | close | 17 | 0.10 | 1.64533 | 0.00000 | 0.00000 | 44.30 | 10331.36 |
35 | 2010.01.19 11:15 | buy | 18 | 0.10 | 1.64123 | 0.00000 | 0.00000 | ||
36 | 2010.01.19 19:15 | close | 18 | 0.10 | 1.63891 | 0.00000 | 0.00000 | -23.20 | 10308.16 |
37 | 2010.01.20 02:20 | buy | 19 | 0.10 | 1.63202 | 0.00000 | 0.00000 | ||
38 | 2010.01.20 04:20 | close | 19 | 0.10 | 1.63316 | 0.00000 | 0.00000 | 11.40 | 10319.56 |
39 | 2010.01.20 10:32 | sell | 20 | 0.10 | 1.63190 | 0.00000 | 0.00000 | ||
40 | 2010.01.20 11:32 | close | 20 | 0.10 | 1.62742 | 0.00000 | 0.00000 | 44.80 | 10364.36 |
41 | 2010.01.20 16:00 | sell | 21 | 0.10 | 1.62952 | 0.00000 | 0.00000 | ||
42 | 2010.01.21 08:45 | close | 21 | 0.10 | 1.62479 | 0.00000 | 0.00000 | 46.55 | 10410.91 |
43 | 2010.01.21 10:40 | buy | 22 | 0.10 | 1.61757 | 0.00000 | 0.00000 | ||
44 | 2010.01.21 13:45 | close | 22 | 0.10 | 1.61802 | 0.00000 | 0.00000 | 4.50 | 10415.41 |
45 | 2010.01.21 16:02 | sell | 23 | 0.10 | 1.62311 | 0.00000 | 0.00000 | ||
46 | 2010.01.21 16:50 | close | 23 | 0.10 | 1.61728 | 0.00000 | 0.00000 | 58.30 | 10473.71 |
47 | 2010.01.21 18:02 | sell | 24 | 0.10 | 1.62308 | 0.00000 | 0.00000 | ||
48 | 2010.01.21 21:20 | close | 24 | 0.10 | 1.61990 | 0.00000 | 0.00000 | 31.80 | 10505.51 |
49 | 2010.01.22 09:20 | sell | 25 | 0.10 | 1.62842 | 0.00000 | 0.00000 | ||
50 | 2010.01.22 10:10 | close | 25 | 0.10 | 1.62557 | 0.00000 | 0.00000 | 28.50 | 10534.01 |
51 | 2010.01.22 13:00 | buy | 26 | 0.10 | 1.61818 | 0.00000 | 0.00000 | ||
52 | 2010.01.22 20:20 | close | 26 | 0.10 | 1.61432 | 0.00000 | 0.00000 | -38.60 | 10495.41 |
53 | 2010.01.25 08:15 | sell | 27 | 0.10 | 1.61386 | 0.00000 | 0.00000 | ||
54 | 2010.01.26 00:00 | close | 27 | 0.10 | 1.62507 | 0.00000 | 0.00000 | -112.35 | 10383.06 |
55 | 2010.01.26 04:15 | buy | 28 | 0.10 | 1.62317 | 0.00000 | 0.00000 | ||
56 | 2010.01.26 17:10 | close | 28 | 0.10 | 1.61592 | 0.00000 | 0.00000 | -72.50 | 10310.56 |
57 | 2010.01.27 08:20 | sell | 29 | 0.10 | 1.61534 | 0.00000 | 0.00000 | ||
58 | 2010.01.27 18:50 | close | 29 | 0.10 | 1.61766 | 0.00000 | 0.00000 | -23.20 | 10287.36 |
59 | 2010.01.28 16:10 | buy | 30 | 0.10 | 1.61923 | 0.00000 | 0.00000 | ||
60 | 2010.01.29 04:10 | close | 30 | 0.10 | 1.61445 | 0.00000 | 0.00000 | -47.79 | 10239.57 |
61 | 2010.02.01 07:00 | sell | 31 | 0.10 | 1.59546 | 0.00000 | 0.00000 | ||
62 | 2010.02.01 11:20 | close | 31 | 0.10 | 1.58639 | 0.00000 | 0.00000 | 90.70 | 10330.27 |
63 | 2010.02.01 15:00 | sell | 32 | 0.10 | 1.59239 | 0.00000 | 0.00000 | ||
64 | 2010.02.02 00:20 | close | 32 | 0.10 | 1.59551 | 0.00000 | 0.00000 | -31.45 | 10298.82 |
65 | 2010.02.02 06:00 | buy | 33 | 0.10 | 1.59354 | 0.00000 | 0.00000 | ||
66 | 2010.02.02 16:50 | close | 33 | 0.10 | 1.59848 | 0.00000 | 0.00000 | 49.40 | 10348.22 |
67 | 2010.02.03 12:50 | buy | 34 | 0.10 | 1.59830 | 0.00000 | 0.00000 | ||
68 | 2010.02.03 21:20 | close | 34 | 0.10 | 1.59075 | 0.00000 | 0.00000 | -75.50 | 10272.72 |
69 | 2010.02.04 01:02 | sell | 35 | 0.10 | 1.59154 | 0.00000 | 0.00000 | ||
70 | 2010.02.04 12:50 | close | 35 | 0.10 | 1.58107 | 0.00000 | 0.00000 | 104.70 | 10377.42 |
71 | 2010.02.05 01:00 | sell | 36 | 0.10 | 1.57658 | 0.00000 | 0.00000 | ||
72 | 2010.02.05 07:50 | close | 36 | 0.10 | 1.57094 | 0.00000 | 0.00000 | 56.40 | 10433.82 |
73 | 2010.02.05 08:50 | buy | 37 | 0.10 | 1.56721 | 0.00000 | 0.00000 | ||
74 | 2010.02.05 09:50 | close | 37 | 0.10 | 1.56982 | 0.00000 | 0.00000 | 26.10 | 10459.92 |
75 | 2010.02.05 12:45 | sell | 38 | 0.10 | 1.57296 | 0.00000 | 0.00000 | ||
76 | 2010.02.05 13:20 | close | 38 | 0.10 | 1.56927 | 0.00000 | 0.00000 | 36.90 | 10496.82 |
77 | 2010.02.05 14:50 | sell | 39 | 0.10 | 1.57318 | 0.00000 | 0.00000 | ||
78 | 2010.02.05 15:10 | close | 39 | 0.10 | 1.57018 | 0.00000 | 0.00000 | 30.00 | 10526.82 |
79 | 2010.02.05 16:00 | buy | 40 | 0.10 | 1.56432 | 0.00000 | 0.00000 | ||
80 | 2010.02.05 21:15 | close | 40 | 0.10 | 1.56258 | 0.00000 | 0.00000 | -17.40 | 10509.42 |
81 | 2010.02.08 08:00 | buy | 41 | 0.10 | 1.55509 | 0.00000 | 0.00000 | ||
82 | 2010.02.08 09:10 | close | 41 | 0.10 | 1.55864 | 0.00000 | 0.00000 | 35.50 | 10544.92 |
83 | 2010.02.08 16:45 | sell | 42 | 0.10 | 1.56332 | 0.00000 | 0.00000 | ||
84 | 2010.02.08 19:15 | close | 42 | 0.10 | 1.56320 | 0.00000 | 0.00000 | 1.20 | 10546.12 |
85 | 2010.02.08 22:40 | buy | 43 | 0.10 | 1.55947 | 0.00000 | 0.00000 | ||
86 | 2010.02.09 03:20 | close | 43 | 0.10 | 1.56116 | 0.00000 | 0.00000 | 16.91 | 10563.03 |
87 | 2010.02.09 11:15 | buy | 44 | 0.10 | 1.55819 | 0.00000 | 0.00000 | ||
88 | 2010.02.09 13:40 | close | 44 | 0.10 | 1.56126 | 0.00000 | 0.00000 | 30.70 | 10593.73 |
89 | 2010.02.09 17:50 | sell | 45 | 0.10 | 1.56825 | 0.00000 | 0.00000 | ||
90 | 2010.02.10 00:02 | close | 45 | 0.10 | 1.57086 | 0.00000 | 0.00000 | -26.35 | 10567.38 |
91 | 2010.02.10 03:20 | buy | 46 | 0.10 | 1.56809 | 0.00000 | 0.00000 | ||
92 | 2010.02.10 10:10 | close | 46 | 0.10 | 1.57024 | 0.00000 | 0.00000 | 21.50 | 10588.88 |
93 | 2010.02.10 11:15 | sell | 47 | 0.10 | 1.57539 | 0.00000 | 0.00000 | ||
94 | 2010.02.10 11:45 | close | 47 | 0.10 | 1.57079 | 0.00000 | 0.00000 | 46.00 | 10634.88 |
95 | 2010.02.10 13:10 | buy | 48 | 0.10 | 1.56519 | 0.00000 | 0.00000 | ||
96 | 2010.02.10 18:15 | close | 48 | 0.10 | 1.56173 | 0.00000 | 0.00000 | -34.60 | 10600.28 |
97 | 2010.02.11 00:15 | sell | 49 | 0.10 | 1.56035 | 0.00000 | 0.00000 | ||
98 | 2010.02.11 09:50 | close | 49 | 0.10 | 1.55760 | 0.00000 | 0.00000 | 27.50 | 10627.78 |
99 | 2010.02.11 13:00 | sell | 50 | 0.10 | 1.56299 | 0.00000 | 0.00000 | ||
100 | 2010.02.12 01:20 | close | 50 | 0.10 | 1.56874 | 0.00000 | 0.00000 | -57.75 | 10570.03 |
101 | 2010.02.12 12:00 | buy | 51 | 0.10 | 1.56198 | 0.00000 | 0.00000 | ||
102 | 2010.02.12 16:07 | close | 51 | 0.10 | 1.56795 | 0.00000 | 0.00000 | 59.70 | 10629.73 |
103 | 2010.02.15 13:07 | sell | 52 | 0.10 | 1.57204 | 0.00000 | 0.00000 | ||
104 | 2010.02.15 14:16 | close | 52 | 0.10 | 1.56705 | 0.00000 | 0.00000 | 49.90 | 10679.63 |
105 | 2010.02.16 05:45 | sell | 53 | 0.10 | 1.57004 | 0.00000 | 0.00000 | ||
106 | 2010.02.16 10:50 | close | 53 | 0.10 | 1.56759 | 0.00000 | 0.00000 | 24.50 | 10704.13 |
107 | 2010.02.16 15:20 | buy | 54 | 0.10 | 1.56328 | 0.00000 | 0.00000 | ||
108 | 2010.02.16 16:45 | close | 54 | 0.10 | 1.56834 | 0.00000 | 0.00000 | 50.60 | 10754.73 |
109 | 2010.02.16 18:03 | sell | 55 | 0.10 | 1.57595 | 0.00000 | 0.00000 | ||
110 | 2010.02.16 23:59 | close | 55 | 0.10 | 1.57879 | 0.00000 | 0.00000 | -28.40 | 10726.33 |
111 | 2010.02.17 03:02 | buy | 56 | 0.10 | 1.57688 | 0.00000 | 0.00000 | ||
112 | 2010.02.17 14:02 | close | 56 | 0.10 | 1.58042 | 0.00000 | 0.00000 | 35.40 | 10761.73 |
113 | 2010.02.17 16:15 | buy | 57 | 0.10 | 1.57417 | 0.00000 | 0.00000 | ||
114 | 2010.02.18 00:00 | close | 57 | 0.10 | 1.56805 | 0.00000 | 0.00000 | -61.17 | 10700.56 |
115 | 2010.02.18 16:00 | sell | 58 | 0.10 | 1.56473 | 0.00000 | 0.00000 | ||
116 | 2010.02.18 22:45 | close | 58 | 0.10 | 1.55468 | 0.00000 | 0.00000 | 100.50 | 10801.06 |
117 | 2010.02.19 00:02 | buy | 59 | 0.10 | 1.54645 | 0.00000 | 0.00000 | ||
118 | 2010.02.19 03:20 | close | 59 | 0.10 | 1.54586 | 0.00000 | 0.00000 | -5.90 | 10795.16 |
119 | 2010.02.19 17:00 | sell | 60 | 0.10 | 1.54159 | 0.00000 | 0.00000 | ||
120 | 2010.02.22 00:15 | close | 60 | 0.10 | 1.54444 | 0.00000 | 0.00000 | -28.75 | 10766.41 |
121 | 2010.02.22 08:00 | buy | 61 | 0.10 | 1.54604 | 0.00000 | 0.00000 | ||
122 | 2010.02.23 05:45 | close | 61 | 0.10 | 1.55238 | 0.00000 | 0.00000 | 63.41 | 10829.82 |
123 | 2010.02.23 12:00 | buy | 62 | 0.10 | 1.54181 | 0.00000 | 0.00000 | ||
124 | 2010.02.23 15:02 | close | 62 | 0.10 | 1.54440 | 0.00000 | 0.00000 | 25.90 | 10855.72 |
125 | 2010.02.24 01:00 | sell | 63 | 0.10 | 1.54431 | 0.00000 | 0.00000 | ||
126 | 2010.02.24 20:45 | close | 63 | 0.10 | 1.53992 | 0.00000 | 0.00000 | 43.90 | 10899.62 |
127 | 2010.02.25 10:20 | buy | 64 | 0.10 | 1.52835 | 0.00000 | 0.00000 | ||
128 | 2010.02.25 19:50 | close | 64 | 0.10 | 1.52601 | 0.00000 | 0.00000 | -23.40 | 10876.22 |
129 | 2010.02.26 05:00 | sell | 65 | 0.10 | 1.52732 | 0.00000 | 0.00000 | ||
130 | 2010.02.26 12:20 | close | 65 | 0.10 | 1.52426 | 0.00000 | 0.00000 | 30.60 | 10906.82 |
131 | 2010.02.26 14:02 | buy | 66 | 0.10 | 1.51853 | 0.00000 | 0.00000 | ||
132 | 2010.02.26 16:40 | close | 66 | 0.10 | 1.52125 | 0.00000 | 0.00000 | 27.20 | 10934.02 |