Strategy Tester Report
OpenBreakout
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 | _______Position_______=""""; Pip_Value=10; Lots=1; TP=0; SL=0; _______Session_______=""""; From_Hour=13; From_Min=0; To_Hour=18; To_Min=30; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=15; _______Indicators______=""""; Breakout_Pips=5; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9071.00 | Gross profit | 2796.00 | Gross loss | -11867.00 |
Profit factor | 0.24 | Expected payoff | -188.98 | ||
Absolute drawdown | 9294.00 | Maximal drawdown | 10067.00 (93.45%) | Relative drawdown | 93.45% (10067.00) |
Total trades | 48 | Short positions (won %) | 24 (29.17%) | Long positions (won %) | 24 (20.83%) |
Profit trades (% of total) | 12 (25.00%) | Loss trades (% of total) | 36 (75.00%) | ||
Largest | profit trade | 617.00 | loss trade | -1207.00 | |
Average | profit trade | 233.00 | loss trade | -329.64 | |
Maximum | consecutive wins (profit in money) | 3 (1242.00) | consecutive losses (loss in money) | 10 (-2401.00) | |
Maximal | consecutive profit (count of wins) | 1242.00 (3) | consecutive loss (count of losses) | -2702.00 (8) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:02 | sell | 1 | 1.00 | 1.62167 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 15:03 | close | 1 | 1.00 | 1.61784 | 0.00000 | 0.00000 | 383.00 | 10383.00 |
3 | 2010.01.04 15:03 | buy | 2 | 1.00 | 1.61784 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 20:02 | close | 2 | 1.00 | 1.60967 | 0.00000 | 0.00000 | -817.00 | 9566.00 |
5 | 2010.01.05 15:02 | sell | 3 | 1.00 | 1.60174 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 17:02 | close | 3 | 1.00 | 1.60465 | 0.00000 | 0.00000 | -291.00 | 9275.00 |
7 | 2010.01.05 17:02 | buy | 4 | 1.00 | 1.60465 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 19:02 | close | 4 | 1.00 | 1.60000 | 0.00000 | 0.00000 | -465.00 | 8810.00 |
9 | 2010.01.06 14:02 | sell | 5 | 1.00 | 1.59609 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 16:05 | close | 5 | 1.00 | 1.59526 | 0.00000 | 0.00000 | 83.00 | 8893.00 |
11 | 2010.01.06 16:05 | buy | 6 | 1.00 | 1.59526 | 0.00000 | 0.00000 | ||
12 | 2010.01.06 18:02 | close | 6 | 1.00 | 1.60115 | 0.00000 | 0.00000 | 589.00 | 9482.00 |
13 | 2010.01.06 18:02 | sell | 7 | 1.00 | 1.60115 | 0.00000 | 0.00000 | ||
14 | 2010.01.06 20:02 | close | 7 | 1.00 | 1.59945 | 0.00000 | 0.00000 | 170.00 | 9652.00 |
15 | 2010.01.07 15:02 | buy | 8 | 1.00 | 1.59261 | 0.00000 | 0.00000 | ||
16 | 2010.01.07 16:02 | close | 8 | 1.00 | 1.59136 | 0.00000 | 0.00000 | -125.00 | 9527.00 |
17 | 2010.01.07 16:02 | sell | 9 | 1.00 | 1.59136 | 0.00000 | 0.00000 | ||
18 | 2010.01.07 17:02 | close | 9 | 1.00 | 1.59401 | 0.00000 | 0.00000 | -265.00 | 9262.00 |
19 | 2010.01.07 17:02 | buy | 10 | 1.00 | 1.59401 | 0.00000 | 0.00000 | ||
20 | 2010.01.07 19:02 | close | 10 | 1.00 | 1.59411 | 0.00000 | 0.00000 | 10.00 | 9272.00 |
21 | 2010.01.08 14:02 | sell | 11 | 1.00 | 1.59742 | 0.00000 | 0.00000 | ||
22 | 2010.01.08 15:02 | close | 11 | 1.00 | 1.60949 | 0.00000 | 0.00000 | -1207.00 | 8065.00 |
23 | 2010.01.08 15:02 | buy | 12 | 1.00 | 1.60949 | 0.00000 | 0.00000 | ||
24 | 2010.01.08 16:02 | close | 12 | 1.00 | 1.60259 | 0.00000 | 0.00000 | -690.00 | 7375.00 |
25 | 2010.01.08 16:02 | sell | 13 | 1.00 | 1.60259 | 0.00000 | 0.00000 | ||
26 | 2010.01.08 17:02 | close | 13 | 1.00 | 1.59642 | 0.00000 | 0.00000 | 617.00 | 7992.00 |
27 | 2010.01.08 17:02 | buy | 14 | 1.00 | 1.59642 | 0.00000 | 0.00000 | ||
28 | 2010.01.08 20:03 | close | 14 | 1.00 | 1.60195 | 0.00000 | 0.00000 | 553.00 | 8545.00 |
29 | 2010.01.11 13:02 | sell | 15 | 1.00 | 1.61744 | 0.00000 | 0.00000 | ||
30 | 2010.01.11 14:02 | close | 15 | 1.00 | 1.61672 | 0.00000 | 0.00000 | 72.00 | 8617.00 |
31 | 2010.01.11 14:02 | buy | 16 | 1.00 | 1.61672 | 0.00000 | 0.00000 | ||
32 | 2010.01.11 15:02 | close | 16 | 1.00 | 1.61585 | 0.00000 | 0.00000 | -87.00 | 8530.00 |
33 | 2010.01.11 15:02 | sell | 17 | 1.00 | 1.61585 | 0.00000 | 0.00000 | ||
34 | 2010.01.11 17:02 | close | 17 | 1.00 | 1.61761 | 0.00000 | 0.00000 | -176.00 | 8354.00 |
35 | 2010.01.11 17:02 | buy | 18 | 1.00 | 1.61761 | 0.00000 | 0.00000 | ||
36 | 2010.01.11 22:02 | close | 18 | 1.00 | 1.61006 | 0.00000 | 0.00000 | -755.00 | 7599.00 |
37 | 2010.01.12 13:02 | sell | 19 | 1.00 | 1.61335 | 0.00000 | 0.00000 | ||
38 | 2010.01.12 14:02 | close | 19 | 1.00 | 1.61631 | 0.00000 | 0.00000 | -296.00 | 7303.00 |
39 | 2010.01.12 14:02 | buy | 20 | 1.00 | 1.61631 | 0.00000 | 0.00000 | ||
40 | 2010.01.12 15:02 | close | 20 | 1.00 | 1.61182 | 0.00000 | 0.00000 | -449.00 | 6854.00 |
41 | 2010.01.12 15:02 | sell | 21 | 1.00 | 1.61182 | 0.00000 | 0.00000 | ||
42 | 2010.01.12 18:02 | close | 21 | 1.00 | 1.61850 | 0.00000 | 0.00000 | -668.00 | 6186.00 |
43 | 2010.01.12 18:02 | buy | 22 | 1.00 | 1.61850 | 0.00000 | 0.00000 | ||
44 | 2010.01.12 20:02 | close | 22 | 1.00 | 1.61656 | 0.00000 | 0.00000 | -194.00 | 5992.00 |
45 | 2010.01.13 13:02 | sell | 23 | 1.00 | 1.62687 | 0.00000 | 0.00000 | ||
46 | 2010.01.13 14:05 | close | 23 | 1.00 | 1.62764 | 0.00000 | 0.00000 | -77.00 | 5915.00 |
47 | 2010.01.13 14:05 | buy | 24 | 1.00 | 1.62764 | 0.00000 | 0.00000 | ||
48 | 2010.01.13 15:05 | close | 24 | 1.00 | 1.62803 | 0.00000 | 0.00000 | 39.00 | 5954.00 |
49 | 2010.01.13 15:05 | sell | 25 | 1.00 | 1.62803 | 0.00000 | 0.00000 | ||
50 | 2010.01.13 16:02 | close | 25 | 1.00 | 1.62792 | 0.00000 | 0.00000 | 11.00 | 5965.00 |
51 | 2010.01.13 16:02 | buy | 26 | 1.00 | 1.62792 | 0.00000 | 0.00000 | ||
52 | 2010.01.13 17:02 | close | 26 | 1.00 | 1.62580 | 0.00000 | 0.00000 | -212.00 | 5753.00 |
53 | 2010.01.13 17:02 | sell | 27 | 1.00 | 1.62580 | 0.00000 | 0.00000 | ||
54 | 2010.01.13 18:05 | close | 27 | 1.00 | 1.62886 | 0.00000 | 0.00000 | -306.00 | 5447.00 |
55 | 2010.01.13 18:05 | buy | 28 | 1.00 | 1.62886 | 0.00000 | 0.00000 | ||
56 | 2010.01.13 21:02 | close | 28 | 1.00 | 1.62771 | 0.00000 | 0.00000 | -115.00 | 5332.00 |
57 | 2010.01.14 14:02 | sell | 29 | 1.00 | 1.62549 | 0.00000 | 0.00000 | ||
58 | 2010.01.14 15:02 | close | 29 | 1.00 | 1.63216 | 0.00000 | 0.00000 | -667.00 | 4665.00 |
59 | 2010.01.14 15:02 | buy | 30 | 1.00 | 1.63216 | 0.00000 | 0.00000 | ||
60 | 2010.01.14 17:02 | close | 30 | 1.00 | 1.62898 | 0.00000 | 0.00000 | -318.00 | 4347.00 |
61 | 2010.01.14 17:02 | sell | 31 | 1.00 | 1.62898 | 0.00000 | 0.00000 | ||
62 | 2010.01.14 18:02 | close | 31 | 1.00 | 1.63214 | 0.00000 | 0.00000 | -316.00 | 4031.00 |
63 | 2010.01.14 18:02 | buy | 32 | 1.00 | 1.63214 | 0.00000 | 0.00000 | ||
64 | 2010.01.14 19:02 | close | 32 | 1.00 | 1.63175 | 0.00000 | 0.00000 | -39.00 | 3992.00 |
65 | 2010.01.15 13:02 | sell | 33 | 1.00 | 1.62859 | 0.00000 | 0.00000 | ||
66 | 2010.01.15 14:02 | close | 33 | 1.00 | 1.63164 | 0.00000 | 0.00000 | -305.00 | 3687.00 |
67 | 2010.01.15 14:02 | buy | 34 | 1.00 | 1.63164 | 0.00000 | 0.00000 | ||
68 | 2010.01.15 16:02 | close | 34 | 1.00 | 1.62913 | 0.00000 | 0.00000 | -251.00 | 3436.00 |
69 | 2010.01.15 16:02 | sell | 35 | 1.00 | 1.62913 | 0.00000 | 0.00000 | ||
70 | 2010.01.15 17:03 | close | 35 | 1.00 | 1.62724 | 0.00000 | 0.00000 | 189.00 | 3625.00 |
71 | 2010.01.15 17:03 | buy | 36 | 1.00 | 1.62724 | 0.00000 | 0.00000 | ||
72 | 2010.01.15 18:02 | close | 36 | 1.00 | 1.62288 | 0.00000 | 0.00000 | -436.00 | 3189.00 |
73 | 2010.01.15 18:02 | sell | 37 | 1.00 | 1.62288 | 0.00000 | 0.00000 | ||
74 | 2010.01.15 19:02 | close | 37 | 1.00 | 1.62506 | 0.00000 | 0.00000 | -218.00 | 2971.00 |
75 | 2010.01.18 14:02 | buy | 38 | 1.00 | 1.63415 | 0.00000 | 0.00000 | ||
76 | 2010.01.18 15:02 | close | 38 | 1.00 | 1.63021 | 0.00000 | 0.00000 | -394.00 | 2577.00 |
77 | 2010.01.18 15:02 | sell | 39 | 1.00 | 1.63021 | 0.00000 | 0.00000 | ||
78 | 2010.01.18 17:02 | close | 39 | 1.00 | 1.63429 | 0.00000 | 0.00000 | -408.00 | 2169.00 |
79 | 2010.01.18 17:02 | buy | 40 | 1.00 | 1.63429 | 0.00000 | 0.00000 | ||
80 | 2010.01.18 18:02 | close | 40 | 1.00 | 1.63186 | 0.00000 | 0.00000 | -243.00 | 1926.00 |
81 | 2010.01.18 18:02 | sell | 41 | 1.00 | 1.63186 | 0.00000 | 0.00000 | ||
82 | 2010.01.18 19:05 | close | 41 | 1.00 | 1.63319 | 0.00000 | 0.00000 | -133.00 | 1793.00 |
83 | 2010.01.19 16:02 | buy | 42 | 1.00 | 1.63868 | 0.00000 | 0.00000 | ||
84 | 2010.01.19 17:02 | close | 42 | 1.00 | 1.63687 | 0.00000 | 0.00000 | -181.00 | 1612.00 |
85 | 2010.01.19 17:02 | sell | 43 | 1.00 | 1.63687 | 0.00000 | 0.00000 | ||
86 | 2010.01.19 19:05 | close | 43 | 1.00 | 1.63796 | 0.00000 | 0.00000 | -109.00 | 1503.00 |
87 | 2010.01.20 14:02 | buy | 44 | 1.00 | 1.62754 | 0.00000 | 0.00000 | ||
88 | 2010.01.20 15:02 | close | 44 | 1.00 | 1.62650 | 0.00000 | 0.00000 | -104.00 | 1399.00 |
89 | 2010.01.20 15:02 | sell | 45 | 1.00 | 1.62650 | 0.00000 | 0.00000 | ||
90 | 2010.01.20 20:05 | close | 45 | 1.00 | 1.62825 | 0.00000 | 0.00000 | -175.00 | 1224.00 |
91 | 2010.01.21 14:02 | buy | 46 | 1.00 | 1.61868 | 0.00000 | 0.00000 | ||
92 | 2010.01.21 19:02 | close | 46 | 1.00 | 1.61948 | 0.00000 | 0.00000 | 80.00 | 1304.00 |
93 | 2010.01.22 14:02 | sell | 47 | 1.00 | 1.61094 | 0.00000 | 0.00000 | ||
94 | 2010.01.22 15:02 | close | 47 | 1.00 | 1.61133 | 0.00000 | 0.00000 | -39.00 | 1265.00 |
95 | 2010.01.22 15:02 | buy | 48 | 1.00 | 1.61133 | 0.00000 | 0.00000 | ||
96 | 2010.01.22 16:02 | close | 48 | 1.00 | 1.60797 | 0.00000 | 0.00000 | -336.00 | 929.00 |