Strategy Tester Report
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 | LotSize=1; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=true; MaTrend_Period=200; RSI_Period=2; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; SarStep=0.02; SarMax=0.2; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1491.60 | Gross profit | 4929.59 | Gross loss | -3437.99 |
Profit factor | 1.43 | Expected payoff | 40.31 | ||
Absolute drawdown | 858.00 | Maximal drawdown | 2606.46 (22.04%) | Relative drawdown | 22.04% (2606.46) |
Total trades | 37 | Short positions (won %) | 26 (61.54%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 24 (64.86%) | Loss trades (% of total) | 13 (35.14%) | ||
Largest | profit trade | 452.88 | loss trade | -983.92 | |
Average | profit trade | 205.40 | loss trade | -264.46 | |
Maximum | consecutive wins (profit in money) | 6 (1264.02) | consecutive losses (loss in money) | 3 (-1434.03) | |
Maximal | consecutive profit (count of wins) | 1264.02 (6) | consecutive loss (count of losses) | -1434.03 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | buy | 1 | 1.00 | 1.61425 | 0.00000 | 1.62069 | ||
2 | 2010.01.04 10:00 | close | 1 | 1.00 | 1.61526 | 0.00000 | 1.62069 | 101.00 | 10101.00 |
3 | 2010.01.04 18:00 | buy | 2 | 1.01 | 1.61115 | 0.00000 | 1.61759 | ||
4 | 2010.01.05 01:00 | close | 2 | 1.01 | 1.61117 | 0.00000 | 1.61759 | 2.12 | 10103.12 |
5 | 2010.01.11 16:00 | buy | 3 | 1.01 | 1.61317 | 0.00000 | 1.61961 | ||
6 | 2010.01.12 08:00 | close | 3 | 1.01 | 1.61162 | 0.00000 | 1.61961 | -156.45 | 9946.67 |
7 | 2010.01.14 09:00 | buy | 4 | 0.99 | 1.62876 | 0.00000 | 1.63520 | ||
8 | 2010.01.14 10:00 | close | 4 | 0.99 | 1.62915 | 0.00000 | 1.63520 | 38.61 | 9985.28 |
9 | 2010.01.14 13:00 | buy | 5 | 1.00 | 1.62751 | 0.00000 | 1.63395 | ||
10 | 2010.01.14 15:00 | close | 5 | 1.00 | 1.63109 | 0.00000 | 1.63395 | 358.00 | 10343.28 |
11 | 2010.01.15 03:00 | buy | 6 | 1.03 | 1.63076 | 0.00000 | 1.63720 | ||
12 | 2010.01.15 06:00 | close | 6 | 1.03 | 1.63342 | 0.00000 | 1.63720 | 273.98 | 10617.26 |
13 | 2010.01.15 11:00 | buy | 7 | 1.06 | 1.63110 | 0.00000 | 1.63754 | ||
14 | 2010.01.18 01:00 | close | 7 | 1.06 | 1.62878 | 0.00000 | 1.63754 | -245.81 | 10371.45 |
15 | 2010.01.18 15:00 | buy | 8 | 1.04 | 1.63112 | 0.00000 | 1.63756 | ||
16 | 2010.01.18 20:00 | modify | 8 | 1.04 | 1.63112 | 1.63150 | 1.63756 | ||
17 | 2010.01.18 21:00 | modify | 8 | 1.04 | 1.63112 | 1.63165 | 1.63756 | ||
18 | 2010.01.18 22:00 | modify | 8 | 1.04 | 1.63112 | 1.63200 | 1.63756 | ||
19 | 2010.01.18 22:20 | s/l | 8 | 1.04 | 1.63200 | 1.63200 | 1.63756 | 91.52 | 10462.97 |
20 | 2010.01.21 15:00 | sell | 9 | 1.05 | 1.61761 | 0.00000 | 1.61117 | ||
21 | 2010.01.21 22:00 | close | 9 | 1.05 | 1.62020 | 0.00000 | 1.61117 | -271.95 | 10191.02 |
22 | 2010.01.22 08:00 | sell | 10 | 1.02 | 1.62220 | 0.00000 | 1.61576 | ||
23 | 2010.01.22 13:00 | close | 10 | 1.02 | 1.61818 | 0.00000 | 1.61576 | 410.04 | 10601.06 |
24 | 2010.01.25 09:00 | sell | 11 | 1.06 | 1.61390 | 0.00000 | 1.60746 | ||
25 | 2010.01.25 14:00 | close | 11 | 1.06 | 1.61392 | 0.00000 | 1.60746 | -2.12 | 10598.94 |
26 | 2010.01.25 17:00 | sell | 12 | 1.06 | 1.62068 | 0.00000 | 1.61424 | ||
27 | 2010.01.26 04:00 | close | 12 | 1.06 | 1.62437 | 0.00000 | 1.61424 | -393.79 | 10205.15 |
28 | 2010.01.26 18:00 | sell | 13 | 1.02 | 1.61611 | 0.00000 | 1.60967 | ||
29 | 2010.01.26 22:00 | close | 13 | 1.02 | 1.61468 | 0.00000 | 1.60967 | 145.86 | 10351.01 |
30 | 2010.01.27 13:00 | sell | 14 | 1.04 | 1.62255 | 0.00000 | 1.61611 | ||
31 | 2010.01.27 16:00 | close | 14 | 1.04 | 1.61957 | 0.00000 | 1.61611 | 309.92 | 10660.93 |
32 | 2010.01.28 05:00 | sell | 15 | 1.07 | 1.62103 | 0.00000 | 1.61459 | ||
33 | 2010.01.28 07:00 | close | 15 | 1.07 | 1.61856 | 0.00000 | 1.61459 | 264.29 | 10925.22 |
34 | 2010.02.01 15:00 | sell | 16 | 1.09 | 1.59239 | 0.00000 | 1.58595 | ||
35 | 2010.02.02 01:00 | close | 16 | 1.09 | 1.59495 | 0.00000 | 1.58595 | -281.77 | 10643.45 |
36 | 2010.02.02 16:00 | sell | 17 | 1.06 | 1.59507 | 0.00000 | 1.58863 | ||
37 | 2010.02.03 04:00 | close | 17 | 1.06 | 1.59864 | 0.00000 | 1.58863 | -381.07 | 10262.38 |
38 | 2010.02.03 07:00 | sell | 18 | 1.03 | 1.60040 | 0.00000 | 1.59396 | ||
39 | 2010.02.03 12:00 | close | 18 | 1.03 | 1.60025 | 0.00000 | 1.59396 | 15.45 | 10277.83 |
40 | 2010.02.08 00:00 | sell | 19 | 1.03 | 1.55970 | 0.00000 | 1.55326 | ||
41 | 2010.02.08 07:00 | close | 19 | 1.03 | 1.55975 | 0.00000 | 1.55326 | -5.15 | 10272.68 |
42 | 2010.02.08 18:00 | sell | 20 | 1.03 | 1.56470 | 0.00000 | 1.55826 | ||
43 | 2010.02.08 20:00 | close | 20 | 1.03 | 1.56260 | 0.00000 | 1.55826 | 216.30 | 10488.98 |
44 | 2010.02.09 06:00 | sell | 21 | 1.05 | 1.56164 | 0.00000 | 1.55520 | ||
45 | 2010.02.09 10:00 | close | 21 | 1.05 | 1.55925 | 0.00000 | 1.55520 | 250.95 | 10739.93 |
46 | 2010.02.09 23:00 | sell | 22 | 1.07 | 1.57167 | 0.00000 | 1.56523 | ||
47 | 2010.02.10 01:00 | close | 22 | 1.07 | 1.56982 | 0.00000 | 1.56523 | 195.27 | 10935.21 |
48 | 2010.02.11 01:00 | sell | 23 | 1.09 | 1.56068 | 0.00000 | 1.55424 | ||
49 | 2010.02.11 08:00 | close | 23 | 1.09 | 1.56280 | 0.00000 | 1.55424 | -231.08 | 10704.13 |
50 | 2010.02.11 19:00 | sell | 24 | 1.07 | 1.56784 | 0.00000 | 1.56140 | ||
51 | 2010.02.12 02:00 | close | 24 | 1.07 | 1.56814 | 0.00000 | 1.56140 | -34.77 | 10669.35 |
52 | 2010.02.12 08:00 | sell | 25 | 1.07 | 1.57009 | 0.00000 | 1.56365 | ||
53 | 2010.02.12 11:00 | close | 25 | 1.07 | 1.56598 | 0.00000 | 1.56365 | 439.77 | 11109.12 |
54 | 2010.02.12 19:00 | sell | 26 | 1.11 | 1.56702 | 0.00000 | 1.56058 | ||
55 | 2010.02.15 06:00 | close | 26 | 1.11 | 1.56501 | 0.00000 | 1.56058 | 220.34 | 11329.46 |
56 | 2010.02.17 03:00 | buy | 27 | 1.13 | 1.57715 | 0.00000 | 1.58359 | ||
57 | 2010.02.17 06:00 | close | 27 | 1.13 | 1.57788 | 0.00000 | 1.58359 | 82.49 | 11411.95 |
58 | 2010.02.17 12:00 | buy | 28 | 1.14 | 1.57679 | 0.00000 | 1.58323 | ||
59 | 2010.02.17 14:00 | close | 28 | 1.14 | 1.57898 | 0.00000 | 1.58323 | 249.66 | 11661.61 |
60 | 2010.02.17 18:00 | buy | 29 | 1.17 | 1.57064 | 0.00000 | 1.57708 | ||
61 | 2010.02.18 08:00 | close | 29 | 1.17 | 1.56701 | 0.00000 | 1.57708 | -424.36 | 11237.25 |
62 | 2010.02.19 14:00 | sell | 30 | 1.12 | 1.53958 | 0.00000 | 1.53314 | ||
63 | 2010.02.22 07:00 | close | 30 | 1.12 | 1.54834 | 0.00000 | 1.53314 | -983.92 | 10253.33 |
64 | 2010.02.22 15:00 | sell | 31 | 1.03 | 1.54754 | 0.00000 | 1.54110 | ||
65 | 2010.02.22 19:00 | close | 31 | 1.03 | 1.54779 | 0.00000 | 1.54110 | -25.75 | 10227.58 |
66 | 2010.02.23 00:00 | sell | 32 | 1.02 | 1.54815 | 0.00000 | 1.54171 | ||
67 | 2010.02.23 11:00 | close | 32 | 1.02 | 1.54371 | 0.00000 | 1.54171 | 452.88 | 10680.46 |
68 | 2010.02.23 16:00 | sell | 33 | 1.07 | 1.54404 | 0.00000 | 1.53760 | ||
69 | 2010.02.23 19:00 | close | 33 | 1.07 | 1.54315 | 0.00000 | 1.53760 | 95.23 | 10775.69 |
70 | 2010.02.24 01:00 | sell | 34 | 1.08 | 1.54431 | 0.00000 | 1.53787 | ||
71 | 2010.02.24 09:00 | close | 34 | 1.08 | 1.54331 | 0.00000 | 1.53787 | 108.00 | 10883.69 |
72 | 2010.02.25 01:00 | sell | 35 | 1.09 | 1.54134 | 0.00000 | 1.53490 | ||
73 | 2010.02.25 02:00 | close | 35 | 1.09 | 1.53881 | 0.00000 | 1.53490 | 275.77 | 11159.46 |
74 | 2010.02.26 06:00 | sell | 36 | 1.12 | 1.52739 | 0.00000 | 1.52095 | ||
75 | 2010.02.26 09:00 | close | 36 | 1.12 | 1.52531 | 0.00000 | 1.52095 | 232.96 | 11392.42 |
76 | 2010.02.26 21:00 | sell | 37 | 1.14 | 1.52477 | 0.00000 | 1.51833 | ||
77 | 2010.02.26 22:59 | close at stop | 37 | 1.14 | 1.52390 | 0.00000 | 1.51833 | 99.18 | 11491.60 |