Strategy Tester Report
5pip_TSL_mod
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 | -10008.00 | Gross profit | 780.00 | Gross loss | -10788.00 |
| Profit factor | 0.07 | Expected payoff | -250.20 | ||
| Absolute drawdown | 10008.00 | Maximal drawdown | 10788.00 (100.07%) | Relative drawdown | 100.07% (10788.00) |
| Total trades | 40 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 40 (97.50%) |
| Profit trades (% of total) | 39 (97.50%) | Loss trades (% of total) | 1 (2.50%) | ||
| Largest | profit trade | 20.00 | loss trade | -10788.00 | |
| Average | profit trade | 20.00 | loss trade | -10788.00 | |
| Maximum | consecutive wins (profit in money) | 39 (780.00) | consecutive losses (loss in money) | 1 (-10788.00) | |
| Maximal | consecutive profit (count of wins) | 780.00 (39) | consecutive loss (count of losses) | -10788.00 (1) | |
| Average | consecutive wins | 39 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | buy | 1 | 1.00 | 1.61239 | 0.00000 | 1.61259 | ||
| 2 | 2010.01.04 00:10 | t/p | 1 | 1.00 | 1.61259 | 0.00000 | 1.61259 | 20.00 | 10020.00 |
| 3 | 2010.01.04 00:10 | buy | 2 | 1.00 | 1.61346 | 0.00000 | 1.61366 | ||
| 4 | 2010.01.04 00:15 | t/p | 2 | 1.00 | 1.61366 | 0.00000 | 1.61366 | 20.00 | 10040.00 |
| 5 | 2010.01.04 00:15 | buy | 3 | 1.00 | 1.61427 | 0.00000 | 1.61447 | ||
| 6 | 2010.01.04 00:20 | t/p | 3 | 1.00 | 1.61447 | 0.00000 | 1.61447 | 20.00 | 10060.00 |
| 7 | 2010.01.04 00:20 | buy | 4 | 1.00 | 1.61507 | 0.00000 | 1.61527 | ||
| 8 | 2010.01.04 09:50 | t/p | 4 | 1.00 | 1.61527 | 0.00000 | 1.61527 | 20.00 | 10080.00 |
| 9 | 2010.01.04 09:50 | buy | 5 | 1.00 | 1.61596 | 0.00000 | 1.61616 | ||
| 10 | 2010.01.04 10:10 | t/p | 5 | 1.00 | 1.61616 | 0.00000 | 1.61616 | 20.00 | 10100.00 |
| 11 | 2010.01.04 10:10 | buy | 6 | 1.00 | 1.61686 | 0.00000 | 1.61706 | ||
| 12 | 2010.01.04 10:15 | t/p | 6 | 1.00 | 1.61706 | 0.00000 | 1.61706 | 20.00 | 10120.00 |
| 13 | 2010.01.04 10:15 | buy | 7 | 1.00 | 1.61776 | 0.00000 | 1.61796 | ||
| 14 | 2010.01.04 10:20 | t/p | 7 | 1.00 | 1.61796 | 0.00000 | 1.61796 | 20.00 | 10140.00 |
| 15 | 2010.01.04 10:20 | buy | 8 | 1.00 | 1.61867 | 0.00000 | 1.61887 | ||
| 16 | 2010.01.04 10:45 | t/p | 8 | 1.00 | 1.61887 | 0.00000 | 1.61887 | 20.00 | 10160.00 |
| 17 | 2010.01.04 10:45 | buy | 9 | 1.00 | 1.62014 | 0.00000 | 1.62034 | ||
| 18 | 2010.01.04 10:50 | t/p | 9 | 1.00 | 1.62034 | 0.00000 | 1.62034 | 20.00 | 10180.00 |
| 19 | 2010.01.04 10:50 | buy | 10 | 1.00 | 1.62142 | 0.00000 | 1.62162 | ||
| 20 | 2010.01.04 11:15 | t/p | 10 | 1.00 | 1.62162 | 0.00000 | 1.62162 | 20.00 | 10200.00 |
| 21 | 2010.01.04 11:15 | buy | 11 | 1.00 | 1.62298 | 0.00000 | 1.62318 | ||
| 22 | 2010.01.04 11:20 | t/p | 11 | 1.00 | 1.62318 | 0.00000 | 1.62318 | 20.00 | 10220.00 |
| 23 | 2010.01.04 11:20 | buy | 12 | 1.00 | 1.62425 | 0.00000 | 1.62445 | ||
| 24 | 2010.01.13 10:20 | t/p | 12 | 1.00 | 1.62445 | 0.00000 | 1.62445 | 20.00 | 10240.00 |
| 25 | 2010.01.13 10:20 | buy | 13 | 1.00 | 1.62561 | 0.00000 | 1.62581 | ||
| 26 | 2010.01.13 10:32 | t/p | 13 | 1.00 | 1.62581 | 0.00000 | 1.62581 | 20.00 | 10260.00 |
| 27 | 2010.01.13 10:32 | buy | 14 | 1.00 | 1.62648 | 0.00000 | 1.62668 | ||
| 28 | 2010.01.13 12:20 | t/p | 14 | 1.00 | 1.62668 | 0.00000 | 1.62668 | 20.00 | 10280.00 |
| 29 | 2010.01.13 12:20 | buy | 15 | 1.00 | 1.62711 | 0.00000 | 1.62731 | ||
| 30 | 2010.01.13 12:40 | t/p | 15 | 1.00 | 1.62731 | 0.00000 | 1.62731 | 20.00 | 10300.00 |
| 31 | 2010.01.13 12:40 | buy | 16 | 1.00 | 1.62787 | 0.00000 | 1.62807 | ||
| 32 | 2010.01.13 12:46 | t/p | 16 | 1.00 | 1.62807 | 0.00000 | 1.62807 | 20.00 | 10320.00 |
| 33 | 2010.01.13 12:46 | buy | 17 | 1.00 | 1.62829 | 0.00000 | 1.62849 | ||
| 34 | 2010.01.13 13:15 | t/p | 17 | 1.00 | 1.62849 | 0.00000 | 1.62849 | 20.00 | 10340.00 |
| 35 | 2010.01.13 13:15 | buy | 18 | 1.00 | 1.62879 | 0.00000 | 1.62899 | ||
| 36 | 2010.01.13 13:20 | t/p | 18 | 1.00 | 1.62899 | 0.00000 | 1.62899 | 20.00 | 10360.00 |
| 37 | 2010.01.13 13:20 | buy | 19 | 1.00 | 1.62954 | 0.00000 | 1.62974 | ||
| 38 | 2010.01.13 18:20 | t/p | 19 | 1.00 | 1.62974 | 0.00000 | 1.62974 | 20.00 | 10380.00 |
| 39 | 2010.01.13 18:20 | buy | 20 | 1.00 | 1.63016 | 0.00000 | 1.63036 | ||
| 40 | 2010.01.13 18:37 | t/p | 20 | 1.00 | 1.63036 | 0.00000 | 1.63036 | 20.00 | 10400.00 |
| 41 | 2010.01.13 18:37 | buy | 21 | 1.00 | 1.63082 | 0.00000 | 1.63102 | ||
| 42 | 2010.01.14 10:20 | t/p | 21 | 1.00 | 1.63102 | 0.00000 | 1.63102 | 20.00 | 10420.00 |
| 43 | 2010.01.14 10:20 | buy | 22 | 1.00 | 1.63141 | 0.00000 | 1.63161 | ||
| 44 | 2010.01.14 14:50 | t/p | 22 | 1.00 | 1.63161 | 0.00000 | 1.63161 | 20.00 | 10440.00 |
| 45 | 2010.01.14 14:50 | buy | 23 | 1.00 | 1.63260 | 0.00000 | 1.63280 | ||
| 46 | 2010.01.14 17:37 | t/p | 23 | 1.00 | 1.63280 | 0.00000 | 1.63280 | 20.00 | 10460.00 |
| 47 | 2010.01.14 17:37 | buy | 24 | 1.00 | 1.63304 | 0.00000 | 1.63324 | ||
| 48 | 2010.01.14 18:15 | t/p | 24 | 1.00 | 1.63324 | 0.00000 | 1.63324 | 20.00 | 10480.00 |
| 49 | 2010.01.14 18:15 | buy | 25 | 1.00 | 1.63345 | 0.00000 | 1.63365 | ||
| 50 | 2010.01.14 18:20 | t/p | 25 | 1.00 | 1.63365 | 0.00000 | 1.63365 | 20.00 | 10500.00 |
| 51 | 2010.01.14 18:20 | buy | 26 | 1.00 | 1.63400 | 0.00000 | 1.63420 | ||
| 52 | 2010.01.14 19:45 | t/p | 26 | 1.00 | 1.63420 | 0.00000 | 1.63420 | 20.00 | 10520.00 |
| 53 | 2010.01.14 19:45 | buy | 27 | 1.00 | 1.63441 | 0.00000 | 1.63461 | ||
| 54 | 2010.01.14 19:50 | t/p | 27 | 1.00 | 1.63461 | 0.00000 | 1.63461 | 20.00 | 10540.00 |
| 55 | 2010.01.14 19:50 | buy | 28 | 1.00 | 1.63487 | 0.00000 | 1.63507 | ||
| 56 | 2010.01.15 05:50 | t/p | 28 | 1.00 | 1.63507 | 0.00000 | 1.63507 | 20.00 | 10560.00 |
| 57 | 2010.01.15 05:50 | buy | 29 | 1.00 | 1.63571 | 0.00000 | 1.63591 | ||
| 58 | 2010.01.18 11:15 | t/p | 29 | 1.00 | 1.63591 | 0.00000 | 1.63591 | 20.00 | 10580.00 |
| 59 | 2010.01.18 11:15 | buy | 30 | 1.00 | 1.63699 | 0.00000 | 1.63719 | ||
| 60 | 2010.01.18 11:20 | t/p | 30 | 1.00 | 1.63719 | 0.00000 | 1.63719 | 20.00 | 10600.00 |
| 61 | 2010.01.18 11:20 | buy | 31 | 1.00 | 1.63808 | 0.00000 | 1.63828 | ||
| 62 | 2010.01.19 01:40 | t/p | 31 | 1.00 | 1.63828 | 0.00000 | 1.63828 | 20.00 | 10620.00 |
| 63 | 2010.01.19 01:40 | buy | 32 | 1.00 | 1.63900 | 0.00000 | 1.63920 | ||
| 64 | 2010.01.19 01:45 | t/p | 32 | 1.00 | 1.63920 | 0.00000 | 1.63920 | 20.00 | 10640.00 |
| 65 | 2010.01.19 01:45 | buy | 33 | 1.00 | 1.64028 | 0.00000 | 1.64048 | ||
| 66 | 2010.01.19 01:50 | t/p | 33 | 1.00 | 1.64048 | 0.00000 | 1.64048 | 20.00 | 10660.00 |
| 67 | 2010.01.19 01:50 | buy | 34 | 1.00 | 1.64156 | 0.00000 | 1.64176 | ||
| 68 | 2010.01.19 02:20 | t/p | 34 | 1.00 | 1.64176 | 0.00000 | 1.64176 | 20.00 | 10680.00 |
| 69 | 2010.01.19 02:20 | buy | 35 | 1.00 | 1.64198 | 0.00000 | 1.64218 | ||
| 70 | 2010.01.19 07:45 | t/p | 35 | 1.00 | 1.64218 | 0.00000 | 1.64218 | 20.00 | 10700.00 |
| 71 | 2010.01.19 07:45 | buy | 36 | 1.00 | 1.64242 | 0.00000 | 1.64262 | ||
| 72 | 2010.01.19 07:50 | t/p | 36 | 1.00 | 1.64262 | 0.00000 | 1.64262 | 20.00 | 10720.00 |
| 73 | 2010.01.19 07:50 | buy | 37 | 1.00 | 1.64316 | 0.00000 | 1.64336 | ||
| 74 | 2010.01.19 08:02 | t/p | 37 | 1.00 | 1.64336 | 0.00000 | 1.64336 | 20.00 | 10740.00 |
| 75 | 2010.01.19 08:02 | buy | 38 | 1.00 | 1.64374 | 0.00000 | 1.64394 | ||
| 76 | 2010.01.19 10:32 | t/p | 38 | 1.00 | 1.64394 | 0.00000 | 1.64394 | 20.00 | 10760.00 |
| 77 | 2010.01.19 10:32 | buy | 39 | 1.00 | 1.64551 | 0.00000 | 1.64571 | ||
| 78 | 2010.01.19 10:37 | t/p | 39 | 1.00 | 1.64571 | 0.00000 | 1.64571 | 20.00 | 10780.00 |
| 79 | 2010.01.19 10:37 | buy | 40 | 1.00 | 1.64594 | 0.00000 | 1.64614 | ||
| 80 | 2010.02.19 07:16 | close at stop | 40 | 1.00 | 1.53806 | 0.00000 | 1.64614 | -10788.00 | -8.00 |