Strategy Tester Report
inpossibilium nulla obligatio est
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 | Prots=20; StopLoss=800; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4367.55 | Gross profit | 6111.50 | Gross loss | -10479.05 |
Profit factor | 0.58 | Expected payoff | -71.60 | ||
Absolute drawdown | 4381.80 | Maximal drawdown | 4510.80 (44.53%) | Relative drawdown | 44.53% (4510.80) |
Total trades | 61 | Short positions (won %) | 30 (23.33%) | Long positions (won %) | 31 (22.58%) |
Profit trades (% of total) | 14 (22.95%) | Loss trades (% of total) | 47 (77.05%) | ||
Largest | profit trade | 1659.25 | loss trade | -401.15 | |
Average | profit trade | 436.54 | loss trade | -222.96 | |
Maximum | consecutive wins (profit in money) | 4 (175.70) | consecutive losses (loss in money) | 9 (-1332.15) | |
Maximal | consecutive profit (count of wins) | 1659.25 (1) | consecutive loss (count of losses) | -1905.15 (7) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 0.50 | 1.60881 | 1.61681 | 0.00000 | ||
2 | 2010.01.04 10:10 | s/l | 1 | 0.50 | 1.61681 | 1.61681 | 0.00000 | -400.00 | 9600.00 |
3 | 2010.01.04 10:10 | buy | 2 | 0.50 | 1.61724 | 1.60924 | 0.00000 | ||
4 | 2010.01.04 17:00 | close | 2 | 0.50 | 1.61191 | 1.60924 | 0.00000 | -266.50 | 9333.50 |
5 | 2010.01.04 17:02 | sell | 3 | 0.50 | 1.61270 | 1.62070 | 0.00000 | ||
6 | 2010.01.05 08:00 | close | 3 | 0.50 | 1.61552 | 1.62070 | 0.00000 | -142.15 | 9191.35 |
7 | 2010.01.05 08:05 | buy | 4 | 0.50 | 1.61520 | 1.60720 | 0.00000 | ||
8 | 2010.01.05 09:15 | s/l | 4 | 0.50 | 1.60720 | 1.60720 | 0.00000 | -400.00 | 8791.35 |
9 | 2010.01.06 09:15 | buy | 5 | 0.50 | 1.60410 | 1.59610 | 0.00000 | ||
10 | 2010.01.06 12:50 | close | 5 | 0.50 | 1.59781 | 1.59610 | 0.00000 | -314.50 | 8476.85 |
11 | 2010.01.06 13:00 | sell | 6 | 0.50 | 1.59816 | 1.60616 | 0.00000 | ||
12 | 2010.01.06 17:10 | close | 6 | 0.50 | 1.60218 | 1.60616 | 0.00000 | -201.00 | 8275.85 |
13 | 2010.01.06 17:12 | buy | 7 | 0.50 | 1.60174 | 1.59374 | 0.00000 | ||
14 | 2010.01.06 18:20 | close | 7 | 0.50 | 1.59812 | 1.59374 | 0.00000 | -181.00 | 8094.85 |
15 | 2010.01.06 18:25 | sell | 8 | 0.50 | 1.59842 | 1.60642 | 0.00000 | ||
16 | 2010.01.08 05:15 | close | 8 | 0.50 | 1.59479 | 1.60642 | 0.00000 | 176.90 | 8271.75 |
17 | 2010.01.08 05:20 | buy | 9 | 0.50 | 1.59523 | 1.58723 | 0.00000 | ||
18 | 2010.01.11 23:15 | close | 9 | 0.50 | 1.61069 | 1.58723 | 0.00000 | 773.00 | 9044.75 |
19 | 2010.01.11 23:17 | sell | 10 | 0.50 | 1.61086 | 1.61886 | 0.00000 | ||
20 | 2010.01.12 11:10 | close | 10 | 0.50 | 1.61482 | 1.61886 | 0.00000 | -199.15 | 8845.60 |
21 | 2010.01.12 11:12 | buy | 11 | 0.50 | 1.61447 | 1.60647 | 0.00000 | ||
22 | 2010.01.14 12:00 | close | 11 | 0.50 | 1.62792 | 1.60647 | 0.00000 | 672.50 | 9518.10 |
23 | 2010.01.14 12:10 | sell | 12 | 0.50 | 1.62769 | 1.63569 | 0.00000 | ||
24 | 2010.01.14 14:45 | close | 12 | 0.50 | 1.63157 | 1.63569 | 0.00000 | -194.00 | 9324.10 |
25 | 2010.01.14 14:47 | buy | 13 | 0.50 | 1.63110 | 1.62310 | 0.00000 | ||
26 | 2010.01.15 11:05 | close | 13 | 0.50 | 1.63008 | 1.62310 | 0.00000 | -51.00 | 9273.10 |
27 | 2010.01.15 11:10 | sell | 14 | 0.50 | 1.62954 | 1.63754 | 0.00000 | ||
28 | 2010.01.18 05:00 | close | 14 | 0.50 | 1.63132 | 1.63754 | 0.00000 | -90.15 | 9182.95 |
29 | 2010.01.18 05:02 | buy | 15 | 0.50 | 1.63120 | 1.62320 | 0.00000 | ||
30 | 2010.01.19 13:00 | close | 15 | 0.50 | 1.63380 | 1.62320 | 0.00000 | 130.00 | 9312.95 |
31 | 2010.01.19 13:02 | sell | 16 | 0.50 | 1.63376 | 1.64176 | 0.00000 | ||
32 | 2010.01.19 19:20 | close | 16 | 0.50 | 1.64002 | 1.64176 | 0.00000 | -313.00 | 8999.95 |
33 | 2010.01.19 19:22 | buy | 17 | 0.50 | 1.63965 | 1.63165 | 0.00000 | ||
34 | 2010.01.20 02:20 | s/l | 17 | 0.50 | 1.63165 | 1.63165 | 0.00000 | -400.00 | 8599.95 |
35 | 2010.01.21 01:00 | buy | 18 | 0.50 | 1.63065 | 1.62265 | 0.00000 | ||
36 | 2010.01.21 09:15 | s/l | 18 | 0.50 | 1.62265 | 1.62265 | 0.00000 | -400.00 | 8199.95 |
37 | 2010.01.22 03:03 | buy | 19 | 0.50 | 1.62219 | 1.61419 | 0.00000 | ||
38 | 2010.01.22 13:00 | close | 19 | 0.50 | 1.61762 | 1.61419 | 0.00000 | -228.50 | 7971.45 |
39 | 2010.01.22 13:02 | sell | 20 | 0.50 | 1.61818 | 1.62618 | 0.00000 | ||
40 | 2010.01.25 10:00 | close | 20 | 0.50 | 1.61673 | 1.62618 | 0.00000 | 71.35 | 8042.80 |
41 | 2010.01.25 10:02 | buy | 21 | 0.50 | 1.61712 | 1.60912 | 0.00000 | ||
42 | 2010.01.26 10:33 | close | 21 | 0.50 | 1.61718 | 1.60912 | 0.00000 | 3.00 | 8045.80 |
43 | 2010.01.26 10:36 | sell | 22 | 0.50 | 1.61791 | 1.62591 | 0.00000 | ||
44 | 2010.01.27 10:16 | close | 22 | 0.50 | 1.61651 | 1.62591 | 0.00000 | 68.85 | 8114.65 |
45 | 2010.01.27 10:20 | buy | 23 | 0.50 | 1.61575 | 1.60775 | 0.00000 | ||
46 | 2010.01.28 02:40 | close | 23 | 0.50 | 1.61640 | 1.60775 | 0.00000 | 32.50 | 8147.15 |
47 | 2010.01.28 02:45 | sell | 24 | 0.50 | 1.61520 | 1.62320 | 0.00000 | ||
48 | 2010.01.28 04:20 | s/l | 24 | 0.50 | 1.62320 | 1.62320 | 0.00000 | -400.00 | 7747.15 |
49 | 2010.01.28 16:20 | sell | 25 | 0.50 | 1.61329 | 1.62129 | 0.00000 | ||
50 | 2010.02.01 20:46 | close | 25 | 0.50 | 1.59733 | 1.62129 | 0.00000 | 795.70 | 8542.85 |
51 | 2010.02.01 21:00 | buy | 26 | 0.50 | 1.59586 | 1.58786 | 0.00000 | ||
52 | 2010.02.02 10:00 | close | 26 | 0.50 | 1.59180 | 1.58786 | 0.00000 | -203.00 | 8339.85 |
53 | 2010.02.02 10:02 | sell | 27 | 0.50 | 1.59135 | 1.59935 | 0.00000 | ||
54 | 2010.02.02 15:10 | close | 27 | 0.50 | 1.59572 | 1.59935 | 0.00000 | -218.50 | 8121.35 |
55 | 2010.02.02 15:15 | buy | 28 | 0.50 | 1.59653 | 1.58853 | 0.00000 | ||
56 | 2010.02.02 16:02 | close | 28 | 0.50 | 1.59268 | 1.58853 | 0.00000 | -192.50 | 7928.85 |
57 | 2010.02.02 16:05 | sell | 29 | 0.50 | 1.59315 | 1.60115 | 0.00000 | ||
58 | 2010.02.03 06:45 | s/l | 29 | 0.50 | 1.60115 | 1.60115 | 0.00000 | -401.15 | 7527.70 |
59 | 2010.02.03 14:00 | sell | 30 | 0.50 | 1.59632 | 1.60432 | 0.00000 | ||
60 | 2010.02.08 16:40 | close | 30 | 0.50 | 1.56302 | 1.60432 | 0.00000 | 1659.25 | 9186.95 |
61 | 2010.02.08 16:45 | buy | 31 | 0.50 | 1.56388 | 1.55588 | 0.00000 | ||
62 | 2010.02.08 22:45 | close | 31 | 0.50 | 1.55835 | 1.55588 | 0.00000 | -276.50 | 8910.45 |
63 | 2010.02.08 22:50 | sell | 32 | 0.50 | 1.55762 | 1.56562 | 0.00000 | ||
64 | 2010.02.09 05:00 | close | 32 | 0.50 | 1.56067 | 1.56562 | 0.00000 | -153.65 | 8756.80 |
65 | 2010.02.09 05:10 | buy | 33 | 0.50 | 1.56065 | 1.55265 | 0.00000 | ||
66 | 2010.02.09 10:07 | close | 33 | 0.50 | 1.55841 | 1.55265 | 0.00000 | -112.00 | 8644.80 |
67 | 2010.02.09 10:50 | sell | 34 | 0.50 | 1.55793 | 1.56593 | 0.00000 | ||
68 | 2010.02.09 14:00 | close | 34 | 0.50 | 1.56395 | 1.56593 | 0.00000 | -301.00 | 8343.80 |
69 | 2010.02.09 14:02 | buy | 35 | 0.50 | 1.56420 | 1.55620 | 0.00000 | ||
70 | 2010.02.09 17:15 | close | 35 | 0.50 | 1.55931 | 1.55620 | 0.00000 | -244.50 | 8099.30 |
71 | 2010.02.09 17:20 | sell | 36 | 0.50 | 1.55844 | 1.56644 | 0.00000 | ||
72 | 2010.02.09 17:50 | s/l | 36 | 0.50 | 1.56644 | 1.56644 | 0.00000 | -400.00 | 7699.30 |
73 | 2010.02.10 13:00 | sell | 37 | 0.50 | 1.56572 | 1.57372 | 0.00000 | ||
74 | 2010.02.11 05:00 | close | 37 | 0.50 | 1.56467 | 1.57372 | 0.00000 | 49.05 | 7748.35 |
75 | 2010.02.11 05:03 | buy | 38 | 0.50 | 1.56643 | 1.55843 | 0.00000 | ||
76 | 2010.02.11 08:20 | close | 38 | 0.50 | 1.56159 | 1.55843 | 0.00000 | -242.00 | 7506.35 |
77 | 2010.02.11 08:25 | sell | 39 | 0.50 | 1.56179 | 1.56979 | 0.00000 | ||
78 | 2010.02.11 12:50 | close | 39 | 0.50 | 1.56610 | 1.56979 | 0.00000 | -215.50 | 7290.85 |
79 | 2010.02.11 12:52 | buy | 40 | 0.50 | 1.56482 | 1.55682 | 0.00000 | ||
80 | 2010.02.11 14:50 | close | 40 | 0.50 | 1.56018 | 1.55682 | 0.00000 | -232.00 | 7058.85 |
81 | 2010.02.11 15:15 | sell | 41 | 0.50 | 1.56034 | 1.56834 | 0.00000 | ||
82 | 2010.02.11 16:20 | close | 41 | 0.50 | 1.56238 | 1.56834 | 0.00000 | -102.00 | 6956.85 |
83 | 2010.02.11 16:25 | buy | 42 | 0.50 | 1.56210 | 1.55410 | 0.00000 | ||
84 | 2010.02.12 11:15 | close | 42 | 0.50 | 1.56280 | 1.55410 | 0.00000 | 35.00 | 6991.85 |
85 | 2010.02.12 11:20 | sell | 43 | 0.50 | 1.56034 | 1.56834 | 0.00000 | ||
86 | 2010.02.12 16:07 | s/l | 43 | 0.50 | 1.56834 | 1.56834 | 0.00000 | -400.00 | 6591.85 |
87 | 2010.02.12 22:03 | buy | 44 | 0.50 | 1.56931 | 1.56131 | 0.00000 | ||
88 | 2010.02.15 00:10 | close | 44 | 0.50 | 1.56532 | 1.56131 | 0.00000 | -199.50 | 6392.35 |
89 | 2010.02.15 00:13 | sell | 45 | 0.50 | 1.56551 | 1.57351 | 0.00000 | ||
90 | 2010.02.15 04:00 | close | 45 | 0.50 | 1.56716 | 1.57351 | 0.00000 | -82.50 | 6309.85 |
91 | 2010.02.15 04:02 | buy | 46 | 0.50 | 1.56707 | 1.55907 | 0.00000 | ||
92 | 2010.02.15 05:13 | close | 46 | 0.50 | 1.56626 | 1.55907 | 0.00000 | -40.50 | 6269.35 |
93 | 2010.02.15 05:20 | sell | 47 | 0.50 | 1.56594 | 1.57394 | 0.00000 | ||
94 | 2010.02.15 09:20 | close | 47 | 0.50 | 1.56815 | 1.57394 | 0.00000 | -110.50 | 6158.85 |
95 | 2010.02.15 09:22 | buy | 48 | 0.50 | 1.56770 | 1.55970 | 0.00000 | ||
96 | 2010.02.15 16:50 | close | 48 | 0.50 | 1.56484 | 1.55970 | 0.00000 | -143.00 | 6015.85 |
97 | 2010.02.15 16:55 | sell | 49 | 0.50 | 1.56501 | 1.57301 | 0.00000 | ||
98 | 2010.02.16 01:07 | close | 49 | 0.50 | 1.56726 | 1.57301 | 0.00000 | -113.65 | 5902.20 |
99 | 2010.02.16 02:00 | buy | 50 | 0.50 | 1.56709 | 1.55909 | 0.00000 | ||
100 | 2010.02.16 15:10 | close | 50 | 0.50 | 1.56600 | 1.55909 | 0.00000 | -54.50 | 5847.70 |
101 | 2010.02.16 15:12 | sell | 51 | 0.50 | 1.56647 | 1.57447 | 0.00000 | ||
102 | 2010.02.16 16:50 | close | 51 | 0.50 | 1.57023 | 1.57447 | 0.00000 | -188.00 | 5659.70 |
103 | 2010.02.16 17:15 | buy | 52 | 0.50 | 1.57018 | 1.56218 | 0.00000 | ||
104 | 2010.02.17 15:20 | close | 52 | 0.50 | 1.57458 | 1.56218 | 0.00000 | 220.00 | 5879.70 |
105 | 2010.02.17 15:25 | sell | 53 | 0.50 | 1.57478 | 1.58278 | 0.00000 | ||
106 | 2010.02.19 20:00 | close | 53 | 0.50 | 1.54620 | 1.58278 | 0.00000 | 1424.40 | 7304.10 |
107 | 2010.02.19 20:02 | buy | 54 | 0.50 | 1.54595 | 1.53795 | 0.00000 | ||
108 | 2010.02.23 11:00 | close | 54 | 0.50 | 1.54315 | 1.53795 | 0.00000 | -140.00 | 7164.10 |
109 | 2010.02.23 11:02 | sell | 55 | 0.50 | 1.54365 | 1.55165 | 0.00000 | ||
110 | 2010.02.24 07:00 | close | 55 | 0.50 | 1.54669 | 1.55165 | 0.00000 | -153.15 | 7010.95 |
111 | 2010.02.24 07:02 | buy | 56 | 0.50 | 1.54683 | 1.53883 | 0.00000 | ||
112 | 2010.02.24 08:45 | close | 56 | 0.50 | 1.54299 | 1.53883 | 0.00000 | -192.00 | 6818.95 |
113 | 2010.02.24 08:47 | sell | 57 | 0.50 | 1.54328 | 1.55128 | 0.00000 | ||
114 | 2010.02.24 09:13 | close | 57 | 0.50 | 1.54449 | 1.55128 | 0.00000 | -60.50 | 6758.45 |
115 | 2010.02.24 09:20 | buy | 58 | 0.50 | 1.54528 | 1.53728 | 0.00000 | ||
116 | 2010.02.24 11:20 | close | 58 | 0.50 | 1.54310 | 1.53728 | 0.00000 | -109.00 | 6649.45 |
117 | 2010.02.24 14:10 | sell | 59 | 0.50 | 1.54347 | 1.55147 | 0.00000 | ||
118 | 2010.02.24 16:50 | close | 59 | 0.50 | 1.54781 | 1.55147 | 0.00000 | -217.00 | 6432.45 |
119 | 2010.02.24 16:52 | buy | 60 | 0.50 | 1.54669 | 1.53869 | 0.00000 | ||
120 | 2010.02.24 20:50 | s/l | 60 | 0.50 | 1.53869 | 1.53869 | 0.00000 | -400.00 | 6032.45 |
121 | 2010.02.26 07:00 | buy | 61 | 0.50 | 1.52855 | 1.52055 | 0.00000 | ||
122 | 2010.02.26 13:50 | s/l | 61 | 0.50 | 1.52055 | 1.52055 | 0.00000 | -400.00 | 5632.45 |