Strategy Tester Report
Platinum v0-2
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 | MaxReqSwing=90; Margin=20; DeadBand=20; StopLoss=66; TakeProfit=34; MinLots=0.01; MaxLots=10; RiskFactor=0.075; SL_Reverse=false; TriggerTime=17; ExpirationTime="23:00"; magicno=888; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -140.67 | Gross profit | 1049.40 | Gross loss | -1190.07 |
Profit factor | 0.88 | Expected payoff | -12.79 | ||
Absolute drawdown | 945.67 | Maximal drawdown | 1116.17 (10.97%) | Relative drawdown | 10.97% (1116.17) |
Total trades | 11 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 7 (63.64%) | Loss trades (% of total) | 4 (36.36%) | ||
Largest | profit trade | 170.00 | loss trade | -331.15 | |
Average | profit trade | 149.91 | loss trade | -297.52 | |
Maximum | consecutive wins (profit in money) | 5 (743.40) | consecutive losses (loss in money) | 2 (-661.15) | |
Maximal | consecutive profit (count of wins) | 743.40 (5) | consecutive loss (count of losses) | -661.15 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 17:00 | buy stop | 1 | 0.50 | 1.62207 | 1.61547 | 1.62547 | ||
2 | 2010.01.04 17:00 | sell stop | 2 | 0.50 | 1.60767 | 1.61427 | 1.60427 | ||
3 | 2010.01.04 23:02 | expiration | 1 | 0.50 | 1.62207 | 1.61547 | 1.62547 | ||
4 | 2010.01.04 23:02 | expiration | 2 | 0.50 | 1.60767 | 1.61427 | 1.60427 | ||
5 | 2010.01.05 17:00 | buy stop | 3 | 0.50 | 1.61328 | 1.60668 | 1.61668 | ||
6 | 2010.01.05 17:00 | sell stop | 4 | 0.50 | 1.60073 | 1.60733 | 1.59733 | ||
7 | 2010.01.05 17:40 | sell | 4 | 0.50 | 1.60073 | 1.60733 | 1.59733 | ||
8 | 2010.01.05 19:20 | t/p | 4 | 0.50 | 1.59733 | 1.60733 | 1.59733 | 170.00 | 10170.00 |
9 | 2010.01.05 23:02 | expiration | 3 | 0.50 | 1.61328 | 1.60668 | 1.61668 | ||
10 | 2010.01.06 17:00 | buy stop | 5 | 0.50 | 1.60429 | 1.59769 | 1.60769 | ||
11 | 2010.01.06 17:00 | sell stop | 6 | 0.50 | 1.59567 | 1.60227 | 1.59227 | ||
12 | 2010.01.06 17:20 | buy | 5 | 0.50 | 1.60429 | 1.59769 | 1.60769 | ||
13 | 2010.01.06 19:20 | s/l | 5 | 0.50 | 1.59769 | 1.59769 | 1.60769 | -330.00 | 9840.00 |
14 | 2010.01.06 23:02 | expiration | 6 | 0.50 | 1.59567 | 1.60227 | 1.59227 | ||
15 | 2010.01.07 17:00 | buy stop | 7 | 0.50 | 1.60379 | 1.59719 | 1.60719 | ||
16 | 2010.01.07 17:00 | sell stop | 8 | 0.50 | 1.59153 | 1.59813 | 1.58813 | ||
17 | 2010.01.07 17:20 | sell | 8 | 0.50 | 1.59153 | 1.59813 | 1.58813 | ||
18 | 2010.01.07 23:02 | expiration | 7 | 0.50 | 1.60379 | 1.59719 | 1.60719 | ||
19 | 2010.01.08 09:15 | s/l | 8 | 0.50 | 1.59813 | 1.59813 | 1.58813 | -331.15 | 9508.85 |
20 | 2010.01.08 17:00 | buy stop | 9 | 0.40 | 1.60898 | 1.60238 | 1.61238 | ||
21 | 2010.01.08 17:00 | sell stop | 10 | 0.40 | 1.59298 | 1.59958 | 1.58958 | ||
22 | 2010.01.11 00:00 | expiration | 9 | 0.40 | 1.60898 | 1.60238 | 1.61238 | ||
23 | 2010.01.11 00:00 | expiration | 10 | 0.40 | 1.59298 | 1.59958 | 1.58958 | ||
24 | 2010.01.13 17:00 | buy stop | 11 | 0.40 | 1.62736 | 1.62076 | 1.63076 | ||
25 | 2010.01.13 17:00 | sell stop | 12 | 0.40 | 1.61554 | 1.62214 | 1.61214 | ||
26 | 2010.01.13 17:15 | buy | 11 | 0.40 | 1.62736 | 1.62076 | 1.63076 | ||
27 | 2010.01.13 23:02 | expiration | 12 | 0.40 | 1.61554 | 1.62214 | 1.61214 | ||
28 | 2010.01.14 01:50 | t/p | 11 | 0.40 | 1.63076 | 1.62076 | 1.63076 | 136.00 | 9644.85 |
29 | 2010.01.18 17:00 | buy stop | 13 | 0.40 | 1.63590 | 1.62930 | 1.63930 | ||
30 | 2010.01.18 17:00 | sell stop | 14 | 0.40 | 1.62302 | 1.62962 | 1.61962 | ||
31 | 2010.01.18 23:02 | expiration | 13 | 0.40 | 1.63590 | 1.62930 | 1.63930 | ||
32 | 2010.01.18 23:02 | expiration | 14 | 0.40 | 1.62302 | 1.62962 | 1.61962 | ||
33 | 2010.01.19 17:00 | buy stop | 15 | 0.40 | 1.64376 | 1.63716 | 1.64716 | ||
34 | 2010.01.19 17:00 | sell stop | 16 | 0.40 | 1.63318 | 1.63978 | 1.62978 | ||
35 | 2010.01.19 23:03 | expiration | 15 | 0.40 | 1.64376 | 1.63716 | 1.64716 | ||
36 | 2010.01.19 23:03 | expiration | 16 | 0.40 | 1.63318 | 1.63978 | 1.62978 | ||
37 | 2010.01.20 17:00 | buy stop | 17 | 0.40 | 1.63746 | 1.63086 | 1.64086 | ||
38 | 2010.01.20 17:00 | sell stop | 18 | 0.40 | 1.62635 | 1.63295 | 1.62295 | ||
39 | 2010.01.20 23:02 | expiration | 17 | 0.40 | 1.63746 | 1.63086 | 1.64086 | ||
40 | 2010.01.20 23:02 | expiration | 18 | 0.40 | 1.62635 | 1.63295 | 1.62295 | ||
41 | 2010.01.21 17:00 | buy stop | 19 | 0.40 | 1.62908 | 1.62248 | 1.63248 | ||
42 | 2010.01.21 17:00 | sell stop | 20 | 0.40 | 1.61450 | 1.62110 | 1.61110 | ||
43 | 2010.01.21 17:20 | sell | 20 | 0.40 | 1.61450 | 1.62110 | 1.61110 | ||
44 | 2010.01.21 17:45 | s/l | 20 | 0.40 | 1.62110 | 1.62110 | 1.61110 | -264.00 | 9380.85 |
45 | 2010.01.21 23:03 | expiration | 19 | 0.40 | 1.62908 | 1.62248 | 1.63248 | ||
46 | 2010.01.22 17:00 | buy stop | 21 | 0.40 | 1.62642 | 1.61982 | 1.62982 | ||
47 | 2010.01.22 17:00 | sell stop | 22 | 0.40 | 1.60970 | 1.61630 | 1.60630 | ||
48 | 2010.01.22 21:50 | sell | 22 | 0.40 | 1.60970 | 1.61630 | 1.60630 | ||
49 | 2010.01.25 00:00 | expiration | 21 | 0.40 | 1.62642 | 1.61982 | 1.62982 | ||
50 | 2010.01.25 09:46 | s/l | 22 | 0.40 | 1.61630 | 1.61630 | 1.60630 | -264.92 | 9115.93 |
51 | 2010.01.26 17:00 | buy stop | 23 | 0.40 | 1.62478 | 1.61818 | 1.62818 | ||
52 | 2010.01.26 17:00 | sell stop | 24 | 0.40 | 1.61130 | 1.61790 | 1.60790 | ||
53 | 2010.01.26 23:02 | expiration | 23 | 0.40 | 1.62478 | 1.61818 | 1.62818 | ||
54 | 2010.01.26 23:02 | expiration | 24 | 0.40 | 1.61130 | 1.61790 | 1.60790 | ||
55 | 2010.01.27 17:00 | buy stop | 25 | 0.40 | 1.62242 | 1.61582 | 1.62582 | ||
56 | 2010.01.27 17:00 | sell stop | 26 | 0.40 | 1.61269 | 1.61929 | 1.60929 | ||
57 | 2010.01.27 23:02 | expiration | 25 | 0.40 | 1.62242 | 1.61582 | 1.62582 | ||
58 | 2010.01.27 23:02 | expiration | 26 | 0.40 | 1.61269 | 1.61929 | 1.60929 | ||
59 | 2010.02.01 17:00 | buy stop | 27 | 0.40 | 1.60156 | 1.59496 | 1.60496 | ||
60 | 2010.02.01 17:00 | sell stop | 28 | 0.40 | 1.58706 | 1.59366 | 1.58366 | ||
61 | 2010.02.01 23:02 | expiration | 27 | 0.40 | 1.60156 | 1.59496 | 1.60496 | ||
62 | 2010.02.01 23:02 | expiration | 28 | 0.40 | 1.58706 | 1.59366 | 1.58366 | ||
63 | 2010.02.04 17:00 | buy stop | 29 | 0.40 | 1.59123 | 1.58463 | 1.59463 | ||
64 | 2010.02.04 23:03 | expiration | 29 | 0.40 | 1.59123 | 1.58463 | 1.59463 | ||
65 | 2010.02.05 17:00 | buy stop | 30 | 0.40 | 1.57726 | 1.57066 | 1.58066 | ||
66 | 2010.02.05 17:00 | sell stop | 31 | 0.40 | 1.56240 | 1.56900 | 1.55900 | ||
67 | 2010.02.05 17:45 | sell | 31 | 0.40 | 1.56240 | 1.56900 | 1.55900 | ||
68 | 2010.02.05 19:45 | t/p | 31 | 0.40 | 1.55900 | 1.56900 | 1.55900 | 136.00 | 9251.93 |
69 | 2010.02.08 00:00 | expiration | 30 | 0.40 | 1.57726 | 1.57066 | 1.58066 | ||
70 | 2010.02.11 17:00 | buy stop | 32 | 0.40 | 1.56405 | 1.55745 | 1.56745 | ||
71 | 2010.02.11 17:00 | sell stop | 33 | 0.40 | 1.55797 | 1.56457 | 1.55457 | ||
72 | 2010.02.11 17:20 | buy | 32 | 0.40 | 1.56405 | 1.55745 | 1.56745 | ||
73 | 2010.02.11 18:05 | t/p | 32 | 0.40 | 1.56745 | 1.55745 | 1.56745 | 136.00 | 9387.93 |
74 | 2010.02.11 23:02 | expiration | 33 | 0.40 | 1.55797 | 1.56457 | 1.55457 | ||
75 | 2010.02.12 17:00 | buy stop | 34 | 0.40 | 1.57208 | 1.56548 | 1.57548 | ||
76 | 2010.02.12 17:00 | sell stop | 35 | 0.40 | 1.55998 | 1.56658 | 1.55658 | ||
77 | 2010.02.15 00:00 | expiration | 34 | 0.40 | 1.57208 | 1.56548 | 1.57548 | ||
78 | 2010.02.15 00:00 | expiration | 35 | 0.40 | 1.55998 | 1.56658 | 1.55658 | ||
79 | 2010.02.15 17:00 | buy stop | 36 | 0.40 | 1.57004 | 1.56344 | 1.57344 | ||
80 | 2010.02.15 17:00 | sell stop | 37 | 0.40 | 1.56318 | 1.56978 | 1.55978 | ||
81 | 2010.02.15 23:03 | expiration | 36 | 0.40 | 1.57004 | 1.56344 | 1.57344 | ||
82 | 2010.02.15 23:03 | expiration | 37 | 0.40 | 1.56318 | 1.56978 | 1.55978 | ||
83 | 2010.02.16 17:00 | buy stop | 38 | 0.40 | 1.57093 | 1.56433 | 1.57433 | ||
84 | 2010.02.16 17:00 | sell stop | 39 | 0.40 | 1.56472 | 1.57132 | 1.56132 | ||
85 | 2010.02.16 17:35 | buy | 38 | 0.40 | 1.57093 | 1.56433 | 1.57433 | ||
86 | 2010.02.16 17:50 | t/p | 38 | 0.40 | 1.57433 | 1.56433 | 1.57433 | 136.00 | 9523.93 |
87 | 2010.02.16 23:02 | expiration | 39 | 0.40 | 1.56472 | 1.57132 | 1.56132 | ||
88 | 2010.02.18 17:00 | buy stop | 40 | 0.50 | 1.57003 | 1.56343 | 1.57343 | ||
89 | 2010.02.18 17:00 | sell stop | 41 | 0.50 | 1.55760 | 1.56420 | 1.55420 | ||
90 | 2010.02.18 17:50 | sell | 41 | 0.50 | 1.55760 | 1.56420 | 1.55420 | ||
91 | 2010.02.18 22:50 | t/p | 41 | 0.50 | 1.55420 | 1.56420 | 1.55420 | 170.00 | 9693.93 |
92 | 2010.02.18 23:02 | expiration | 40 | 0.50 | 1.57003 | 1.56343 | 1.57343 | ||
93 | 2010.02.19 17:00 | buy stop | 42 | 0.50 | 1.56136 | 1.55476 | 1.56476 | ||
94 | 2010.02.19 17:00 | sell stop | 43 | 0.50 | 1.53638 | 1.54298 | 1.53298 | ||
95 | 2010.02.22 00:00 | expiration | 42 | 0.50 | 1.56136 | 1.55476 | 1.56476 | ||
96 | 2010.02.22 00:00 | expiration | 43 | 0.50 | 1.53638 | 1.54298 | 1.53298 | ||
97 | 2010.02.22 17:00 | buy stop | 44 | 0.50 | 1.55006 | 1.54346 | 1.55346 | ||
98 | 2010.02.22 17:00 | sell stop | 45 | 0.50 | 1.54315 | 1.54975 | 1.53975 | ||
99 | 2010.02.22 23:05 | expiration | 44 | 0.50 | 1.55006 | 1.54346 | 1.55346 | ||
100 | 2010.02.22 23:05 | expiration | 45 | 0.50 | 1.54315 | 1.54975 | 1.53975 | ||
101 | 2010.02.23 17:00 | buy stop | 46 | 0.50 | 1.55549 | 1.54889 | 1.55889 | ||
102 | 2010.02.23 17:00 | sell stop | 47 | 0.50 | 1.54134 | 1.54794 | 1.53794 | ||
103 | 2010.02.23 18:32 | sell | 47 | 0.50 | 1.54134 | 1.54794 | 1.53794 | ||
104 | 2010.02.23 23:02 | expiration | 46 | 0.50 | 1.55549 | 1.54889 | 1.55889 | ||
105 | 2010.02.25 02:15 | t/p | 47 | 0.50 | 1.53794 | 1.54794 | 1.53794 | 165.40 | 9859.33 |
106 | 2010.02.26 17:00 | buy stop | 48 | 0.50 | 1.52979 | 1.52319 | 1.53319 | ||
107 | 2010.02.26 17:00 | sell stop | 49 | 0.50 | 1.51718 | 1.52378 | 1.51378 |