Strategy Tester Report
anubis
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 | expName=""Anubis""; Lots=1; CCIthres=80; CCIPeriod=11; Stoploss=100; breakeven=65; M_FastEMA=20; M_ShowEMA=50; M_Signal=2; RFactor=0.6; closeK=2; thres=28; stdK=2.9; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -443.80 | Gross profit | 1258.60 | Gross loss | -1702.40 |
| Profit factor | 0.74 | Expected payoff | -13.05 | ||
| Absolute drawdown | 568.80 | Maximal drawdown | 909.80 (8.80%) | Relative drawdown | 8.80% (909.80) |
| Total trades | 34 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 20 (25.00%) |
| Profit trades (% of total) | 11 (32.35%) | Loss trades (% of total) | 23 (67.65%) | ||
| Largest | profit trade | 781.20 | loss trade | -102.40 | |
| Average | profit trade | 114.42 | loss trade | -74.02 | |
| Maximum | consecutive wins (profit in money) | 4 (249.20) | consecutive losses (loss in money) | 6 (-400.00) | |
| Maximal | consecutive profit (count of wins) | 781.20 (1) | consecutive loss (count of losses) | -400.00 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 15:00 | buy | 1 | 1.00 | 1.60380 | 1.60280 | 1.63045 | ||
| 2 | 2010.01.05 15:02 | s/l | 1 | 1.00 | 1.60280 | 1.60280 | 1.63045 | -100.00 | 9900.00 |
| 3 | 2010.01.08 16:00 | sell | 2 | 0.60 | 1.60299 | 1.60399 | 1.57832 | ||
| 4 | 2010.01.08 17:00 | modify | 2 | 0.60 | 1.60299 | 1.60299 | 1.57832 | ||
| 5 | 2010.01.08 19:20 | s/l | 2 | 0.60 | 1.60299 | 1.60299 | 1.57832 | 0.00 | 9900.00 |
| 6 | 2010.01.08 22:00 | sell | 3 | 1.00 | 1.60262 | 1.60362 | 1.57885 | ||
| 7 | 2010.01.11 00:00 | s/l | 3 | 1.00 | 1.60362 | 1.60362 | 1.57885 | -102.40 | 9797.60 |
| 8 | 2010.01.11 09:00 | sell | 4 | 0.60 | 1.60951 | 1.61051 | 1.58839 | ||
| 9 | 2010.01.11 09:10 | s/l | 4 | 0.60 | 1.61051 | 1.61051 | 1.58839 | -60.00 | 9737.60 |
| 10 | 2010.01.11 14:00 | sell | 5 | 0.60 | 1.61646 | 1.61746 | 1.59547 | ||
| 11 | 2010.01.11 16:00 | modify | 5 | 0.60 | 1.61646 | 1.61646 | 1.59547 | ||
| 12 | 2010.01.11 16:50 | s/l | 5 | 0.60 | 1.61646 | 1.61646 | 1.59547 | 0.00 | 9737.60 |
| 13 | 2010.01.13 19:00 | sell | 6 | 1.00 | 1.62763 | 1.62863 | 1.59969 | ||
| 14 | 2010.01.13 19:07 | s/l | 6 | 1.00 | 1.62863 | 1.62863 | 1.59969 | -100.00 | 9637.60 |
| 15 | 2010.01.14 01:00 | sell | 7 | 0.60 | 1.62810 | 1.62910 | 1.59680 | ||
| 16 | 2010.01.14 01:07 | s/l | 7 | 0.60 | 1.62910 | 1.62910 | 1.59680 | -60.00 | 9577.60 |
| 17 | 2010.01.19 11:00 | sell | 8 | 0.60 | 1.64148 | 1.64248 | 1.62094 | ||
| 18 | 2010.01.19 11:02 | s/l | 8 | 0.60 | 1.64248 | 1.64248 | 1.62094 | -60.00 | 9517.60 |
| 19 | 2010.01.20 19:00 | buy | 9 | 0.60 | 1.62785 | 1.62685 | 1.64041 | ||
| 20 | 2010.01.20 19:16 | s/l | 9 | 0.60 | 1.62685 | 1.62685 | 1.64041 | -60.00 | 9457.60 |
| 21 | 2010.01.20 20:00 | buy | 10 | 0.60 | 1.62804 | 1.62704 | 1.64046 | ||
| 22 | 2010.01.20 21:00 | modify | 10 | 0.60 | 1.62804 | 1.62804 | 1.64046 | ||
| 23 | 2010.01.21 02:00 | close | 10 | 0.60 | 1.62846 | 1.62804 | 1.64046 | 25.20 | 9482.80 |
| 24 | 2010.01.21 13:00 | buy | 11 | 1.00 | 1.61537 | 1.61437 | 1.62800 | ||
| 25 | 2010.01.21 14:00 | modify | 11 | 1.00 | 1.61537 | 1.61537 | 1.62800 | ||
| 26 | 2010.01.21 17:00 | close | 11 | 1.00 | 1.61740 | 1.61537 | 1.62800 | 203.00 | 9685.80 |
| 27 | 2010.01.22 22:00 | buy | 12 | 1.00 | 1.61131 | 1.61031 | 1.63304 | ||
| 28 | 2010.01.22 22:02 | s/l | 12 | 1.00 | 1.61031 | 1.61031 | 1.63304 | -100.00 | 9585.80 |
| 29 | 2010.01.25 03:00 | buy | 13 | 0.60 | 1.61045 | 1.60945 | 1.63365 | ||
| 30 | 2010.01.25 04:00 | modify | 13 | 0.60 | 1.61045 | 1.61045 | 1.63365 | ||
| 31 | 2010.01.25 04:45 | s/l | 13 | 0.60 | 1.61045 | 1.61045 | 1.63365 | 0.00 | 9585.80 |
| 32 | 2010.01.25 21:00 | sell | 14 | 1.00 | 1.62432 | 1.62532 | 1.59704 | ||
| 33 | 2010.01.25 23:50 | s/l | 14 | 1.00 | 1.62532 | 1.62532 | 1.59704 | -100.00 | 9485.80 |
| 34 | 2010.01.28 15:00 | sell | 15 | 0.60 | 1.62490 | 1.62590 | 1.61188 | ||
| 35 | 2010.01.28 16:00 | modify | 15 | 0.60 | 1.62490 | 1.62490 | 1.61188 | ||
| 36 | 2010.01.28 20:20 | t/p | 15 | 0.60 | 1.61188 | 1.62490 | 1.61188 | 781.20 | 10267.00 |
| 37 | 2010.02.01 01:00 | buy | 16 | 1.00 | 1.59724 | 1.59624 | 1.61300 | ||
| 38 | 2010.02.01 01:02 | s/l | 16 | 1.00 | 1.59624 | 1.59624 | 1.61300 | -100.00 | 10167.00 |
| 39 | 2010.02.01 04:00 | buy | 17 | 0.60 | 1.59463 | 1.59363 | 1.61273 | ||
| 40 | 2010.02.01 04:50 | s/l | 17 | 0.60 | 1.59363 | 1.59363 | 1.61273 | -60.00 | 10107.00 |
| 41 | 2010.02.03 05:00 | sell | 18 | 0.60 | 1.59865 | 1.59965 | 1.56593 | ||
| 42 | 2010.02.03 05:20 | s/l | 18 | 0.60 | 1.59965 | 1.59965 | 1.56593 | -60.00 | 10047.00 |
| 43 | 2010.02.04 19:00 | buy | 19 | 0.60 | 1.57851 | 1.57751 | 1.60507 | ||
| 44 | 2010.02.04 19:20 | s/l | 19 | 0.60 | 1.57751 | 1.57751 | 1.60507 | -60.00 | 9987.00 |
| 45 | 2010.02.05 08:00 | buy | 20 | 0.60 | 1.57200 | 1.57100 | 1.59918 | ||
| 46 | 2010.02.05 08:45 | s/l | 20 | 0.60 | 1.57100 | 1.57100 | 1.59918 | -60.00 | 9927.00 |
| 47 | 2010.02.05 14:00 | buy | 21 | 0.60 | 1.56943 | 1.56843 | 1.59647 | ||
| 48 | 2010.02.05 14:02 | s/l | 21 | 0.60 | 1.56843 | 1.56843 | 1.59647 | -60.00 | 9867.00 |
| 49 | 2010.02.08 01:00 | buy | 22 | 0.60 | 1.56004 | 1.55904 | 1.59338 | ||
| 50 | 2010.02.08 02:00 | modify | 22 | 0.60 | 1.56004 | 1.56004 | 1.59338 | ||
| 51 | 2010.02.08 03:15 | s/l | 22 | 0.60 | 1.56004 | 1.56004 | 1.59338 | 0.00 | 9867.00 |
| 52 | 2010.02.11 23:00 | sell | 23 | 1.00 | 1.57012 | 1.57112 | 1.55280 | ||
| 53 | 2010.02.12 02:00 | modify | 23 | 1.00 | 1.57012 | 1.57012 | 1.55280 | ||
| 54 | 2010.02.12 06:00 | close | 23 | 1.00 | 1.56924 | 1.57012 | 1.55280 | 85.60 | 9952.60 |
| 55 | 2010.02.16 10:00 | sell | 24 | 1.00 | 1.57101 | 1.57201 | 1.56026 | ||
| 56 | 2010.02.16 11:00 | modify | 24 | 1.00 | 1.57101 | 1.57101 | 1.56026 | ||
| 57 | 2010.02.16 13:00 | close | 24 | 1.00 | 1.56985 | 1.57101 | 1.56026 | 116.00 | 10068.60 |
| 58 | 2010.02.16 22:00 | sell | 25 | 1.00 | 1.57849 | 1.57949 | 1.56831 | ||
| 59 | 2010.02.17 03:00 | modify | 25 | 1.00 | 1.57849 | 1.57849 | 1.56831 | ||
| 60 | 2010.02.17 06:00 | close | 25 | 1.00 | 1.57799 | 1.57849 | 1.56831 | 47.60 | 10116.20 |
| 61 | 2010.02.18 12:00 | buy | 26 | 1.00 | 1.56091 | 1.55991 | 1.57538 | ||
| 62 | 2010.02.18 12:10 | s/l | 26 | 1.00 | 1.55991 | 1.55991 | 1.57538 | -100.00 | 10016.20 |
| 63 | 2010.02.18 19:00 | buy | 27 | 0.60 | 1.56026 | 1.55926 | 1.57463 | ||
| 64 | 2010.02.18 19:15 | s/l | 27 | 0.60 | 1.55926 | 1.55926 | 1.57463 | -60.00 | 9956.20 |
| 65 | 2010.02.19 08:00 | buy | 28 | 0.60 | 1.54022 | 1.53922 | 1.56204 | ||
| 66 | 2010.02.19 08:02 | s/l | 28 | 0.60 | 1.53922 | 1.53922 | 1.56204 | -60.00 | 9896.20 |
| 67 | 2010.02.19 10:00 | buy | 29 | 0.60 | 1.53969 | 1.53869 | 1.56151 | ||
| 68 | 2010.02.19 10:20 | s/l | 29 | 0.60 | 1.53869 | 1.53869 | 1.56151 | -60.00 | 9836.20 |
| 69 | 2010.02.23 08:00 | sell | 30 | 0.60 | 1.55188 | 1.55288 | 1.51363 | ||
| 70 | 2010.02.23 08:10 | s/l | 30 | 0.60 | 1.55288 | 1.55288 | 1.51363 | -60.00 | 9776.20 |
| 71 | 2010.02.23 15:00 | buy | 31 | 0.60 | 1.54409 | 1.54309 | 1.58191 | ||
| 72 | 2010.02.23 15:20 | s/l | 31 | 0.60 | 1.54309 | 1.54309 | 1.58191 | -60.00 | 9716.20 |
| 73 | 2010.02.23 23:00 | buy | 32 | 0.60 | 1.54258 | 1.54158 | 1.58134 | ||
| 74 | 2010.02.24 00:00 | modify | 32 | 0.60 | 1.54258 | 1.54258 | 1.58134 | ||
| 75 | 2010.02.24 01:20 | s/l | 32 | 0.60 | 1.54258 | 1.54258 | 1.58134 | 0.00 | 9716.20 |
| 76 | 2010.02.25 13:00 | buy | 33 | 1.00 | 1.53062 | 1.52962 | 1.55058 | ||
| 77 | 2010.02.25 13:15 | s/l | 33 | 1.00 | 1.52962 | 1.52962 | 1.55058 | -100.00 | 9616.20 |
| 78 | 2010.02.25 19:00 | buy | 34 | 0.60 | 1.52388 | 1.52288 | 1.54383 | ||
| 79 | 2010.02.25 19:15 | s/l | 34 | 0.60 | 1.52288 | 1.52288 | 1.54383 | -60.00 | 9556.20 |