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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10023.80 | Gross profit | 3594.50 | Gross loss | -13618.30 |
Profit factor | 0.26 | Expected payoff | -345.65 | ||
Absolute drawdown | 10023.80 | Maximal drawdown | 10848.80 (100.22%) | Relative drawdown | 100.22% (10848.80) |
Total trades | 29 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 29 (31.03%) |
Profit trades (% of total) | 9 (31.03%) | Loss trades (% of total) | 20 (68.97%) | ||
Largest | profit trade | 1323.20 | loss trade | -3037.30 | |
Average | profit trade | 399.39 | loss trade | -680.92 | |
Maximum | consecutive wins (profit in money) | 2 (432.00) | consecutive losses (loss in money) | 5 (-743.90) | |
Maximal | consecutive profit (count of wins) | 1323.20 (1) | consecutive loss (count of losses) | -4661.40 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 10:00 | buy | 1 | 1.00 | 1.61582 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 16:00 | close | 1 | 1.00 | 1.61637 | 0.00000 | 0.00000 | 55.00 | 10055.00 |
3 | 2010.01.05 01:00 | buy | 2 | 1.00 | 1.61173 | 0.00000 | 0.00000 | ||
4 | 2010.01.07 23:00 | close | 2 | 1.00 | 1.59292 | 0.00000 | 0.00000 | -1880.60 | 8174.40 |
5 | 2010.01.08 02:00 | buy | 3 | 1.00 | 1.59510 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 03:00 | close | 3 | 1.00 | 1.59306 | 0.00000 | 0.00000 | -204.00 | 7970.40 |
7 | 2010.01.08 05:00 | buy | 4 | 1.00 | 1.59440 | 0.00000 | 0.00000 | ||
8 | 2010.01.08 07:00 | close | 4 | 1.00 | 1.59341 | 0.00000 | 0.00000 | -99.00 | 7871.40 |
9 | 2010.01.08 09:00 | buy | 5 | 1.00 | 1.59756 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 14:00 | close | 5 | 1.00 | 1.59787 | 0.00000 | 0.00000 | 31.00 | 7902.40 |
11 | 2010.01.08 15:00 | buy | 6 | 1.00 | 1.60960 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 16:00 | close | 6 | 1.00 | 1.60299 | 0.00000 | 0.00000 | -661.00 | 7241.40 |
13 | 2010.01.08 21:00 | buy | 7 | 1.00 | 1.60364 | 0.00000 | 0.00000 | ||
14 | 2010.01.12 22:00 | close | 7 | 1.00 | 1.61687 | 0.00000 | 0.00000 | 1323.20 | 8564.60 |
15 | 2010.01.13 13:00 | buy | 8 | 1.00 | 1.62823 | 0.00000 | 0.00000 | ||
16 | 2010.01.13 19:00 | close | 8 | 1.00 | 1.62763 | 0.00000 | 0.00000 | -60.00 | 8504.60 |
17 | 2010.01.14 02:00 | buy | 9 | 1.00 | 1.63068 | 0.00000 | 0.00000 | ||
18 | 2010.01.21 02:00 | close | 9 | 1.00 | 1.62846 | 0.00000 | 0.00000 | -221.30 | 8283.30 |
19 | 2010.01.21 08:00 | buy | 10 | 1.00 | 1.62939 | 0.00000 | 0.00000 | ||
20 | 2010.01.21 22:00 | close | 10 | 1.00 | 1.61964 | 0.00000 | 0.00000 | -975.00 | 7308.30 |
21 | 2010.01.22 03:00 | buy | 11 | 1.00 | 1.62204 | 0.00000 | 0.00000 | ||
22 | 2010.01.26 22:00 | close | 11 | 1.00 | 1.61412 | 0.00000 | 0.00000 | -791.80 | 6516.50 |
23 | 2010.01.27 03:00 | buy | 12 | 1.00 | 1.61525 | 0.00000 | 0.00000 | ||
24 | 2010.01.27 17:00 | close | 12 | 1.00 | 1.61900 | 0.00000 | 0.00000 | 375.00 | 6891.50 |
25 | 2010.01.28 01:00 | buy | 13 | 1.00 | 1.61813 | 0.00000 | 0.00000 | ||
26 | 2010.01.28 06:00 | close | 13 | 1.00 | 1.61870 | 0.00000 | 0.00000 | 57.00 | 6948.50 |
27 | 2010.01.28 11:00 | buy | 14 | 1.00 | 1.62625 | 0.00000 | 0.00000 | ||
28 | 2010.01.28 15:00 | close | 14 | 1.00 | 1.62490 | 0.00000 | 0.00000 | -135.00 | 6813.50 |
29 | 2010.01.29 01:00 | buy | 15 | 1.00 | 1.61467 | 0.00000 | 0.00000 | ||
30 | 2010.01.29 06:00 | close | 15 | 1.00 | 1.61305 | 0.00000 | 0.00000 | -162.00 | 6651.50 |
31 | 2010.01.29 08:00 | buy | 16 | 1.00 | 1.61544 | 0.00000 | 0.00000 | ||
32 | 2010.01.29 13:00 | close | 16 | 1.00 | 1.61362 | 0.00000 | 0.00000 | -182.00 | 6469.50 |
33 | 2010.02.01 08:00 | buy | 17 | 1.00 | 1.59594 | 0.00000 | 0.00000 | ||
34 | 2010.02.02 01:00 | close | 17 | 1.00 | 1.59439 | 0.00000 | 0.00000 | -154.90 | 6314.60 |
35 | 2010.02.02 02:00 | buy | 18 | 1.00 | 1.59674 | 0.00000 | 0.00000 | ||
36 | 2010.02.02 03:00 | close | 18 | 1.00 | 1.59564 | 0.00000 | 0.00000 | -110.00 | 6204.60 |
37 | 2010.02.02 08:00 | buy | 19 | 1.00 | 1.59605 | 0.00000 | 0.00000 | ||
38 | 2010.02.02 23:00 | close | 19 | 1.00 | 1.59697 | 0.00000 | 0.00000 | 92.00 | 6296.60 |
39 | 2010.02.03 01:00 | buy | 20 | 1.00 | 1.59936 | 0.00000 | 0.00000 | ||
40 | 2010.02.03 04:00 | close | 20 | 1.00 | 1.59808 | 0.00000 | 0.00000 | -128.00 | 6168.60 |
41 | 2010.02.03 06:00 | buy | 21 | 1.00 | 1.59964 | 0.00000 | 0.00000 | ||
42 | 2010.02.10 01:00 | close | 21 | 1.00 | 1.56926 | 0.00000 | 0.00000 | -3037.30 | 3131.30 |
43 | 2010.02.10 10:00 | buy | 22 | 1.00 | 1.56820 | 0.00000 | 0.00000 | ||
44 | 2010.02.10 12:00 | close | 22 | 1.00 | 1.56848 | 0.00000 | 0.00000 | 28.00 | 3159.30 |
45 | 2010.02.11 01:00 | buy | 23 | 1.00 | 1.56124 | 0.00000 | 0.00000 | ||
46 | 2010.02.15 01:00 | close | 23 | 1.00 | 1.56651 | 0.00000 | 0.00000 | 527.20 | 3686.50 |
47 | 2010.02.15 10:00 | buy | 24 | 1.00 | 1.56794 | 0.00000 | 0.00000 | ||
48 | 2010.02.15 15:00 | close | 24 | 1.00 | 1.56639 | 0.00000 | 0.00000 | -155.00 | 3531.50 |
49 | 2010.02.16 00:00 | buy | 25 | 1.00 | 1.56717 | 0.00000 | 0.00000 | ||
50 | 2010.02.17 00:00 | close | 25 | 1.00 | 1.57823 | 0.00000 | 0.00000 | 1106.10 | 4637.60 |
51 | 2010.02.17 06:00 | buy | 26 | 1.00 | 1.57844 | 0.00000 | 0.00000 | ||
52 | 2010.02.17 11:00 | close | 26 | 1.00 | 1.57708 | 0.00000 | 0.00000 | -136.00 | 4501.60 |
53 | 2010.02.18 08:00 | buy | 27 | 1.00 | 1.56757 | 0.00000 | 0.00000 | ||
54 | 2010.02.18 18:00 | close | 27 | 1.00 | 1.55807 | 0.00000 | 0.00000 | -950.00 | 3551.60 |
55 | 2010.02.18 20:00 | buy | 28 | 1.00 | 1.56268 | 0.00000 | 0.00000 | ||
56 | 2010.02.23 19:00 | close | 28 | 1.00 | 1.54259 | 0.00000 | 0.00000 | -2008.70 | 1542.90 |
57 | 2010.02.24 01:00 | buy | 29 | 1.00 | 1.54487 | 0.00000 | 0.00000 | ||
58 | 2010.02.25 10:15 | close at stop | 29 | 1.00 | 1.52920 | 0.00000 | 0.00000 | -1566.70 | -23.80 |