Strategy Tester Report
5pip_TSL
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 | TakeProfit=20; Lots=1; TrailingStop=5; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10052.00 | Gross profit | 740.00 | Gross loss | -10792.00 |
Profit factor | 0.07 | Expected payoff | -264.53 | ||
Absolute drawdown | 10052.00 | Maximal drawdown | 10792.00 (100.48%) | Relative drawdown | 100.48% (10792.00) |
Total trades | 38 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 38 (97.37%) |
Profit trades (% of total) | 37 (97.37%) | Loss trades (% of total) | 1 (2.63%) | ||
Largest | profit trade | 20.00 | loss trade | -10792.00 | |
Average | profit trade | 20.00 | loss trade | -10792.00 | |
Maximum | consecutive wins (profit in money) | 37 (740.00) | consecutive losses (loss in money) | 1 (-10792.00) | |
Maximal | consecutive profit (count of wins) | 740.00 (37) | consecutive loss (count of losses) | -10792.00 (1) | |
Average | consecutive wins | 37 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 1.00 | 1.61243 | 0.00000 | 1.61263 | ||
2 | 2010.01.04 00:10 | t/p | 1 | 1.00 | 1.61263 | 0.00000 | 1.61263 | 20.00 | 10020.00 |
3 | 2010.01.04 00:10 | buy | 2 | 1.00 | 1.61350 | 0.00000 | 1.61370 | ||
4 | 2010.01.04 00:15 | t/p | 2 | 1.00 | 1.61370 | 0.00000 | 1.61370 | 20.00 | 10040.00 |
5 | 2010.01.04 00:15 | buy | 3 | 1.00 | 1.61431 | 0.00000 | 1.61451 | ||
6 | 2010.01.04 00:20 | t/p | 3 | 1.00 | 1.61451 | 0.00000 | 1.61451 | 20.00 | 10060.00 |
7 | 2010.01.04 00:20 | buy | 4 | 1.00 | 1.61511 | 0.00000 | 1.61531 | ||
8 | 2010.01.04 09:50 | t/p | 4 | 1.00 | 1.61531 | 0.00000 | 1.61531 | 20.00 | 10080.00 |
9 | 2010.01.04 09:50 | buy | 5 | 1.00 | 1.61600 | 0.00000 | 1.61620 | ||
10 | 2010.01.04 10:10 | t/p | 5 | 1.00 | 1.61620 | 0.00000 | 1.61620 | 20.00 | 10100.00 |
11 | 2010.01.04 10:10 | buy | 6 | 1.00 | 1.61690 | 0.00000 | 1.61710 | ||
12 | 2010.01.04 10:15 | t/p | 6 | 1.00 | 1.61710 | 0.00000 | 1.61710 | 20.00 | 10120.00 |
13 | 2010.01.04 10:15 | buy | 7 | 1.00 | 1.61780 | 0.00000 | 1.61800 | ||
14 | 2010.01.04 10:20 | t/p | 7 | 1.00 | 1.61800 | 0.00000 | 1.61800 | 20.00 | 10140.00 |
15 | 2010.01.04 10:20 | buy | 8 | 1.00 | 1.61871 | 0.00000 | 1.61891 | ||
16 | 2010.01.04 10:45 | t/p | 8 | 1.00 | 1.61891 | 0.00000 | 1.61891 | 20.00 | 10160.00 |
17 | 2010.01.04 10:45 | buy | 9 | 1.00 | 1.62018 | 0.00000 | 1.62038 | ||
18 | 2010.01.04 10:50 | t/p | 9 | 1.00 | 1.62038 | 0.00000 | 1.62038 | 20.00 | 10180.00 |
19 | 2010.01.04 10:50 | buy | 10 | 1.00 | 1.62146 | 0.00000 | 1.62166 | ||
20 | 2010.01.04 11:15 | t/p | 10 | 1.00 | 1.62166 | 0.00000 | 1.62166 | 20.00 | 10200.00 |
21 | 2010.01.04 11:15 | buy | 11 | 1.00 | 1.62302 | 0.00000 | 1.62322 | ||
22 | 2010.01.04 11:20 | t/p | 11 | 1.00 | 1.62322 | 0.00000 | 1.62322 | 20.00 | 10220.00 |
23 | 2010.01.04 11:20 | buy | 12 | 1.00 | 1.62429 | 0.00000 | 1.62449 | ||
24 | 2010.01.13 10:20 | t/p | 12 | 1.00 | 1.62449 | 0.00000 | 1.62449 | 20.00 | 10240.00 |
25 | 2010.01.13 10:20 | buy | 13 | 1.00 | 1.62565 | 0.00000 | 1.62585 | ||
26 | 2010.01.13 10:32 | t/p | 13 | 1.00 | 1.62585 | 0.00000 | 1.62585 | 20.00 | 10260.00 |
27 | 2010.01.13 10:32 | buy | 14 | 1.00 | 1.62652 | 0.00000 | 1.62672 | ||
28 | 2010.01.13 12:20 | t/p | 14 | 1.00 | 1.62672 | 0.00000 | 1.62672 | 20.00 | 10280.00 |
29 | 2010.01.13 12:20 | buy | 15 | 1.00 | 1.62715 | 0.00000 | 1.62735 | ||
30 | 2010.01.13 12:40 | t/p | 15 | 1.00 | 1.62735 | 0.00000 | 1.62735 | 20.00 | 10300.00 |
31 | 2010.01.13 12:40 | buy | 16 | 1.00 | 1.62791 | 0.00000 | 1.62811 | ||
32 | 2010.01.13 12:46 | t/p | 16 | 1.00 | 1.62811 | 0.00000 | 1.62811 | 20.00 | 10320.00 |
33 | 2010.01.13 12:46 | buy | 17 | 1.00 | 1.62833 | 0.00000 | 1.62853 | ||
34 | 2010.01.13 13:15 | t/p | 17 | 1.00 | 1.62853 | 0.00000 | 1.62853 | 20.00 | 10340.00 |
35 | 2010.01.13 13:15 | buy | 18 | 1.00 | 1.62883 | 0.00000 | 1.62903 | ||
36 | 2010.01.13 13:20 | t/p | 18 | 1.00 | 1.62903 | 0.00000 | 1.62903 | 20.00 | 10360.00 |
37 | 2010.01.13 13:20 | buy | 19 | 1.00 | 1.62958 | 0.00000 | 1.62978 | ||
38 | 2010.01.13 18:20 | t/p | 19 | 1.00 | 1.62978 | 0.00000 | 1.62978 | 20.00 | 10380.00 |
39 | 2010.01.13 18:20 | buy | 20 | 1.00 | 1.63020 | 0.00000 | 1.63040 | ||
40 | 2010.01.13 18:37 | t/p | 20 | 1.00 | 1.63040 | 0.00000 | 1.63040 | 20.00 | 10400.00 |
41 | 2010.01.13 18:37 | buy | 21 | 1.00 | 1.63086 | 0.00000 | 1.63106 | ||
42 | 2010.01.14 10:20 | t/p | 21 | 1.00 | 1.63106 | 0.00000 | 1.63106 | 20.00 | 10420.00 |
43 | 2010.01.14 10:20 | buy | 22 | 1.00 | 1.63145 | 0.00000 | 1.63165 | ||
44 | 2010.01.14 14:50 | t/p | 22 | 1.00 | 1.63165 | 0.00000 | 1.63165 | 20.00 | 10440.00 |
45 | 2010.01.14 14:50 | buy | 23 | 1.00 | 1.63264 | 0.00000 | 1.63284 | ||
46 | 2010.01.14 17:37 | t/p | 23 | 1.00 | 1.63284 | 0.00000 | 1.63284 | 20.00 | 10460.00 |
47 | 2010.01.14 17:37 | buy | 24 | 1.00 | 1.63308 | 0.00000 | 1.63328 | ||
48 | 2010.01.14 18:20 | t/p | 24 | 1.00 | 1.63328 | 0.00000 | 1.63328 | 20.00 | 10480.00 |
49 | 2010.01.14 18:20 | buy | 25 | 1.00 | 1.63404 | 0.00000 | 1.63424 | ||
50 | 2010.01.14 19:50 | t/p | 25 | 1.00 | 1.63424 | 0.00000 | 1.63424 | 20.00 | 10500.00 |
51 | 2010.01.14 19:50 | buy | 26 | 1.00 | 1.63491 | 0.00000 | 1.63511 | ||
52 | 2010.01.15 05:50 | t/p | 26 | 1.00 | 1.63511 | 0.00000 | 1.63511 | 20.00 | 10520.00 |
53 | 2010.01.15 05:50 | buy | 27 | 1.00 | 1.63575 | 0.00000 | 1.63595 | ||
54 | 2010.01.18 11:15 | t/p | 27 | 1.00 | 1.63595 | 0.00000 | 1.63595 | 20.00 | 10540.00 |
55 | 2010.01.18 11:15 | buy | 28 | 1.00 | 1.63703 | 0.00000 | 1.63723 | ||
56 | 2010.01.18 11:20 | t/p | 28 | 1.00 | 1.63723 | 0.00000 | 1.63723 | 20.00 | 10560.00 |
57 | 2010.01.18 11:20 | buy | 29 | 1.00 | 1.63812 | 0.00000 | 1.63832 | ||
58 | 2010.01.19 01:40 | t/p | 29 | 1.00 | 1.63832 | 0.00000 | 1.63832 | 20.00 | 10580.00 |
59 | 2010.01.19 01:40 | buy | 30 | 1.00 | 1.63904 | 0.00000 | 1.63924 | ||
60 | 2010.01.19 01:45 | t/p | 30 | 1.00 | 1.63924 | 0.00000 | 1.63924 | 20.00 | 10600.00 |
61 | 2010.01.19 01:45 | buy | 31 | 1.00 | 1.64032 | 0.00000 | 1.64052 | ||
62 | 2010.01.19 01:50 | t/p | 31 | 1.00 | 1.64052 | 0.00000 | 1.64052 | 20.00 | 10620.00 |
63 | 2010.01.19 01:50 | buy | 32 | 1.00 | 1.64160 | 0.00000 | 1.64180 | ||
64 | 2010.01.19 02:20 | t/p | 32 | 1.00 | 1.64180 | 0.00000 | 1.64180 | 20.00 | 10640.00 |
65 | 2010.01.19 02:20 | buy | 33 | 1.00 | 1.64202 | 0.00000 | 1.64222 | ||
66 | 2010.01.19 07:45 | t/p | 33 | 1.00 | 1.64222 | 0.00000 | 1.64222 | 20.00 | 10660.00 |
67 | 2010.01.19 07:45 | buy | 34 | 1.00 | 1.64246 | 0.00000 | 1.64266 | ||
68 | 2010.01.19 07:50 | t/p | 34 | 1.00 | 1.64266 | 0.00000 | 1.64266 | 20.00 | 10680.00 |
69 | 2010.01.19 07:50 | buy | 35 | 1.00 | 1.64320 | 0.00000 | 1.64340 | ||
70 | 2010.01.19 08:02 | t/p | 35 | 1.00 | 1.64340 | 0.00000 | 1.64340 | 20.00 | 10700.00 |
71 | 2010.01.19 08:02 | buy | 36 | 1.00 | 1.64378 | 0.00000 | 1.64398 | ||
72 | 2010.01.19 10:32 | t/p | 36 | 1.00 | 1.64398 | 0.00000 | 1.64398 | 20.00 | 10720.00 |
73 | 2010.01.19 10:32 | buy | 37 | 1.00 | 1.64555 | 0.00000 | 1.64575 | ||
74 | 2010.01.19 10:37 | t/p | 37 | 1.00 | 1.64575 | 0.00000 | 1.64575 | 20.00 | 10740.00 |
75 | 2010.01.19 10:37 | buy | 38 | 1.00 | 1.64598 | 0.00000 | 1.64618 | ||
76 | 2010.02.19 07:16 | close at stop | 38 | 1.00 | 1.53806 | 0.00000 | 1.64618 | -10792.00 | -52.00 |