Strategy Tester Report
Lag-V2
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 | MaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2040.40 | Gross profit | 7976.40 | Gross loss | -10016.80 |
| Profit factor | 0.80 | Expected payoff | -41.64 | ||
| Absolute drawdown | 4675.40 | Maximal drawdown | 5703.40 (51.72%) | Relative drawdown | 51.72% (5703.40) |
| Total trades | 49 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 27 (85.19%) |
| Profit trades (% of total) | 39 (79.59%) | Loss trades (% of total) | 10 (20.41%) | ||
| Largest | profit trade | 676.60 | loss trade | -1007.20 | |
| Average | profit trade | 204.52 | loss trade | -1001.68 | |
| Maximum | consecutive wins (profit in money) | 13 (2436.00) | consecutive losses (loss in money) | 3 (-3004.80) | |
| Maximal | consecutive profit (count of wins) | 2548.60 (10) | consecutive loss (count of losses) | -3004.80 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 14:00 | sell | 1 | 1.00 | 1.61466 | 1.62466 | 0.00000 | ||
| 2 | 2010.01.04 17:00 | close | 1 | 1.00 | 1.61209 | 1.62466 | 0.00000 | 257.00 | 10257.00 |
| 3 | 2010.01.06 03:00 | buy | 2 | 1.00 | 1.59936 | 1.58936 | 0.00000 | ||
| 4 | 2010.01.06 09:00 | close | 2 | 1.00 | 1.60161 | 1.58936 | 0.00000 | 225.00 | 10482.00 |
| 5 | 2010.01.11 11:00 | sell | 3 | 1.00 | 1.61459 | 1.62459 | 0.00000 | ||
| 6 | 2010.01.11 16:00 | close | 3 | 1.00 | 1.61279 | 1.62459 | 0.00000 | 180.00 | 10662.00 |
| 7 | 2010.01.12 07:00 | buy | 4 | 1.00 | 1.60910 | 1.59910 | 0.00000 | ||
| 8 | 2010.01.12 08:00 | close | 4 | 1.00 | 1.61162 | 1.59910 | 0.00000 | 252.00 | 10914.00 |
| 9 | 2010.01.12 15:00 | sell | 5 | 1.00 | 1.61287 | 1.62287 | 0.00000 | ||
| 10 | 2010.01.12 22:00 | sell | 6 | 1.00 | 1.61687 | 1.62687 | 0.00000 | ||
| 11 | 2010.01.12 23:00 | close | 6 | 1.00 | 1.61632 | 1.62687 | 0.00000 | 55.00 | 10969.00 |
| 12 | 2010.01.13 08:00 | sell | 7 | 1.00 | 1.62135 | 1.63135 | 0.00000 | ||
| 13 | 2010.01.13 08:50 | s/l | 5 | 1.00 | 1.62287 | 1.62287 | 0.00000 | -1002.40 | 9966.60 |
| 14 | 2010.01.13 23:00 | sell | 8 | 1.00 | 1.62779 | 1.63779 | 0.00000 | ||
| 15 | 2010.01.14 00:00 | close | 8 | 1.00 | 1.62666 | 1.63779 | 0.00000 | 105.80 | 10072.40 |
| 16 | 2010.01.14 10:20 | s/l | 7 | 1.00 | 1.63135 | 1.63135 | 0.00000 | -1007.20 | 9065.20 |
| 17 | 2010.01.14 13:00 | buy | 9 | 1.00 | 1.62713 | 1.61713 | 0.00000 | ||
| 18 | 2010.01.14 14:00 | buy | 10 | 1.00 | 1.62591 | 1.61591 | 0.00000 | ||
| 19 | 2010.01.14 15:00 | close | 9 | 1.00 | 1.63109 | 1.61713 | 0.00000 | 396.00 | 9461.20 |
| 20 | 2010.01.14 16:00 | close | 10 | 1.00 | 1.62903 | 1.61591 | 0.00000 | 312.00 | 9773.20 |
| 21 | 2010.01.18 00:00 | buy | 11 | 1.00 | 1.62711 | 1.61711 | 0.00000 | ||
| 22 | 2010.01.18 01:00 | close | 11 | 1.00 | 1.62878 | 1.61711 | 0.00000 | 167.00 | 9940.20 |
| 23 | 2010.01.18 05:00 | sell | 12 | 1.00 | 1.63076 | 1.64076 | 0.00000 | ||
| 24 | 2010.01.18 07:00 | close | 12 | 1.00 | 1.63071 | 1.64076 | 0.00000 | 5.00 | 9945.20 |
| 25 | 2010.01.18 14:00 | sell | 13 | 1.00 | 1.63351 | 1.64351 | 0.00000 | ||
| 26 | 2010.01.18 15:00 | close | 13 | 1.00 | 1.63074 | 1.64351 | 0.00000 | 277.00 | 10222.20 |
| 27 | 2010.01.18 22:00 | sell | 14 | 1.00 | 1.63343 | 1.64343 | 0.00000 | ||
| 28 | 2010.01.18 23:00 | sell | 15 | 1.00 | 1.63369 | 1.64369 | 0.00000 | ||
| 29 | 2010.01.19 00:00 | sell | 16 | 1.00 | 1.63465 | 1.64465 | 0.00000 | ||
| 30 | 2010.01.19 08:02 | s/l | 14 | 1.00 | 1.64343 | 1.64343 | 0.00000 | -1002.40 | 9219.80 |
| 31 | 2010.01.19 08:02 | s/l | 15 | 1.00 | 1.64369 | 1.64369 | 0.00000 | -1002.40 | 8217.40 |
| 32 | 2010.01.19 10:32 | s/l | 16 | 1.00 | 1.64465 | 1.64465 | 0.00000 | -1000.00 | 7217.40 |
| 33 | 2010.01.19 16:00 | buy | 17 | 1.00 | 1.63692 | 1.62692 | 0.00000 | ||
| 34 | 2010.01.19 17:00 | close | 17 | 1.00 | 1.63709 | 1.62692 | 0.00000 | 17.00 | 7234.40 |
| 35 | 2010.01.20 11:00 | buy | 18 | 1.00 | 1.63019 | 1.62019 | 0.00000 | ||
| 36 | 2010.01.21 09:40 | s/l | 18 | 1.00 | 1.62019 | 1.62019 | 0.00000 | -1000.00 | 6234.40 |
| 37 | 2010.01.21 15:00 | buy | 19 | 1.00 | 1.61779 | 1.60779 | 0.00000 | ||
| 38 | 2010.01.21 16:00 | close | 19 | 1.00 | 1.62147 | 1.60779 | 0.00000 | 368.00 | 6602.40 |
| 39 | 2010.01.25 06:00 | buy | 20 | 1.00 | 1.61128 | 1.60128 | 0.00000 | ||
| 40 | 2010.01.25 07:00 | buy | 21 | 1.00 | 1.61121 | 1.60121 | 0.00000 | ||
| 41 | 2010.01.25 08:00 | close | 20 | 1.00 | 1.61299 | 1.60128 | 0.00000 | 171.00 | 6773.40 |
| 42 | 2010.01.25 09:00 | close | 21 | 1.00 | 1.61390 | 1.60121 | 0.00000 | 269.00 | 7042.40 |
| 43 | 2010.01.25 13:00 | sell | 22 | 1.00 | 1.61477 | 1.62477 | 0.00000 | ||
| 44 | 2010.01.25 14:00 | close | 22 | 1.00 | 1.61354 | 1.62477 | 0.00000 | 123.00 | 7165.40 |
| 45 | 2010.01.25 17:00 | sell | 23 | 1.00 | 1.62068 | 1.63068 | 0.00000 | ||
| 46 | 2010.01.26 11:00 | close | 23 | 1.00 | 1.61389 | 1.63068 | 0.00000 | 676.60 | 7842.00 |
| 47 | 2010.01.27 16:00 | sell | 24 | 1.00 | 1.61901 | 1.62901 | 0.00000 | ||
| 48 | 2010.01.27 19:00 | close | 24 | 1.00 | 1.61827 | 1.62901 | 0.00000 | 74.00 | 7916.00 |
| 49 | 2010.01.28 00:00 | buy | 25 | 1.00 | 1.61794 | 1.60794 | 0.00000 | ||
| 50 | 2010.01.28 04:00 | close | 25 | 1.00 | 1.62061 | 1.60794 | 0.00000 | 267.00 | 8183.00 |
| 51 | 2010.01.28 12:00 | sell | 26 | 1.00 | 1.62335 | 1.63335 | 0.00000 | ||
| 52 | 2010.01.28 16:00 | close | 26 | 1.00 | 1.62098 | 1.63335 | 0.00000 | 237.00 | 8420.00 |
| 53 | 2010.02.01 12:00 | buy | 27 | 1.00 | 1.58620 | 1.57620 | 0.00000 | ||
| 54 | 2010.02.01 13:00 | close | 27 | 1.00 | 1.58785 | 1.57620 | 0.00000 | 165.00 | 8585.00 |
| 55 | 2010.02.02 04:00 | sell | 28 | 1.00 | 1.59535 | 1.60535 | 0.00000 | ||
| 56 | 2010.02.02 05:00 | close | 28 | 1.00 | 1.59337 | 1.60535 | 0.00000 | 198.00 | 8783.00 |
| 57 | 2010.02.02 23:00 | sell | 29 | 1.00 | 1.59697 | 1.60697 | 0.00000 | ||
| 58 | 2010.02.03 08:00 | sell | 30 | 1.00 | 1.60249 | 1.61249 | 0.00000 | ||
| 59 | 2010.02.03 10:07 | s/l | 29 | 1.00 | 1.60697 | 1.60697 | 0.00000 | -1002.40 | 7780.60 |
| 60 | 2010.02.03 12:00 | close | 30 | 1.00 | 1.59987 | 1.61249 | 0.00000 | 262.00 | 8042.60 |
| 61 | 2010.02.04 11:00 | buy | 31 | 1.00 | 1.58400 | 1.57400 | 0.00000 | ||
| 62 | 2010.02.04 12:00 | close | 31 | 1.00 | 1.58439 | 1.57400 | 0.00000 | 39.00 | 8081.60 |
| 63 | 2010.02.04 14:00 | buy | 32 | 1.00 | 1.58618 | 1.57618 | 0.00000 | ||
| 64 | 2010.02.04 16:20 | s/l | 32 | 1.00 | 1.57618 | 1.57618 | 0.00000 | -1000.00 | 7081.60 |
| 65 | 2010.02.05 00:00 | buy | 33 | 1.00 | 1.57669 | 1.56669 | 0.00000 | ||
| 66 | 2010.02.05 08:50 | s/l | 33 | 1.00 | 1.56669 | 1.56669 | 0.00000 | -1000.00 | 6081.60 |
| 67 | 2010.02.05 11:00 | buy | 34 | 1.00 | 1.57107 | 1.56107 | 0.00000 | ||
| 68 | 2010.02.05 13:00 | close | 34 | 1.00 | 1.57199 | 1.56107 | 0.00000 | 92.00 | 6173.60 |
| 69 | 2010.02.08 02:00 | buy | 35 | 1.00 | 1.56197 | 1.55197 | 0.00000 | ||
| 70 | 2010.02.08 17:00 | close | 35 | 1.00 | 1.56388 | 1.55197 | 0.00000 | 191.00 | 6364.60 |
| 71 | 2010.02.08 20:00 | sell | 36 | 1.00 | 1.56204 | 1.57204 | 0.00000 | ||
| 72 | 2010.02.08 21:00 | close | 36 | 1.00 | 1.56131 | 1.57204 | 0.00000 | 73.00 | 6437.60 |
| 73 | 2010.02.09 08:00 | sell | 37 | 1.00 | 1.56391 | 1.57391 | 0.00000 | ||
| 74 | 2010.02.09 10:00 | close | 37 | 1.00 | 1.55887 | 1.57391 | 0.00000 | 504.00 | 6941.60 |
| 75 | 2010.02.10 01:00 | sell | 38 | 1.00 | 1.56926 | 1.57926 | 0.00000 | ||
| 76 | 2010.02.10 04:00 | close | 38 | 1.00 | 1.56821 | 1.57926 | 0.00000 | 105.00 | 7046.60 |
| 77 | 2010.02.10 08:00 | buy | 39 | 1.00 | 1.56844 | 1.55844 | 0.00000 | ||
| 78 | 2010.02.10 11:00 | close | 39 | 1.00 | 1.57269 | 1.55844 | 0.00000 | 425.00 | 7471.60 |
| 79 | 2010.02.11 00:00 | buy | 40 | 1.00 | 1.55993 | 1.54993 | 0.00000 | ||
| 80 | 2010.02.11 01:00 | close | 40 | 1.00 | 1.56068 | 1.54993 | 0.00000 | 75.00 | 7546.60 |
| 81 | 2010.02.15 01:00 | sell | 41 | 1.00 | 1.56651 | 1.57651 | 0.00000 | ||
| 82 | 2010.02.15 02:00 | close | 41 | 1.00 | 1.56642 | 1.57651 | 0.00000 | 9.00 | 7555.60 |
| 83 | 2010.02.15 09:00 | buy | 42 | 1.00 | 1.56583 | 1.55583 | 0.00000 | ||
| 84 | 2010.02.15 10:00 | close | 42 | 1.00 | 1.56738 | 1.55583 | 0.00000 | 155.00 | 7710.60 |
| 85 | 2010.02.15 20:00 | buy | 43 | 1.00 | 1.56676 | 1.55676 | 0.00000 | ||
| 86 | 2010.02.16 03:00 | close | 43 | 1.00 | 1.56818 | 1.55676 | 0.00000 | 142.00 | 7852.60 |
| 87 | 2010.02.16 16:00 | buy | 44 | 1.00 | 1.56430 | 1.55430 | 0.00000 | ||
| 88 | 2010.02.16 17:00 | close | 44 | 1.00 | 1.56752 | 1.55430 | 0.00000 | 322.00 | 8174.60 |
| 89 | 2010.02.18 05:00 | buy | 45 | 1.00 | 1.56657 | 1.55657 | 0.00000 | ||
| 90 | 2010.02.18 08:00 | close | 45 | 1.00 | 1.56701 | 1.55657 | 0.00000 | 44.00 | 8218.60 |
| 91 | 2010.02.18 11:00 | buy | 46 | 1.00 | 1.55781 | 1.54781 | 0.00000 | ||
| 92 | 2010.02.18 12:00 | close | 46 | 1.00 | 1.56080 | 1.54781 | 0.00000 | 299.00 | 8517.60 |
| 93 | 2010.02.25 03:00 | buy | 47 | 1.00 | 1.53724 | 1.52724 | 0.00000 | ||
| 94 | 2010.02.25 10:50 | s/l | 47 | 1.00 | 1.52724 | 1.52724 | 0.00000 | -1000.00 | 7517.60 |
| 95 | 2010.02.25 18:00 | buy | 48 | 1.00 | 1.52015 | 1.51015 | 0.00000 | ||
| 96 | 2010.02.25 19:00 | close | 48 | 1.00 | 1.52377 | 1.51015 | 0.00000 | 362.00 | 7879.60 |
| 97 | 2010.02.25 20:00 | buy | 49 | 1.00 | 1.52615 | 1.51615 | 0.00000 | ||
| 98 | 2010.02.25 22:00 | close | 49 | 1.00 | 1.52695 | 1.51615 | 0.00000 | 80.00 | 7959.60 |