Strategy Tester Report
SuperStochs 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 | Magic=42008; LotSize=0.1; TP=400; SL=1800; LongComment=""SSL""; ShortComment=""SSS""; BreakEven=100; BEOffset=10; TrailStop=400; MoneyManagement=false; MaxLotSize=1.5; Risk=15; PreventPos=1; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -457.00 | Gross profit | 103.00 | Gross loss | -560.00 |
| Profit factor | 0.18 | Expected payoff | -15.76 | ||
| Absolute drawdown | 595.50 | Maximal drawdown | 600.20 (6.00%) | Relative drawdown | 6.00% (600.20) |
| Total trades | 29 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 29 (86.21%) |
| Profit trades (% of total) | 25 (86.21%) | Loss trades (% of total) | 4 (13.79%) | ||
| Largest | profit trade | 40.00 | loss trade | -180.00 | |
| Average | profit trade | 4.12 | loss trade | -140.00 | |
| Maximum | consecutive wins (profit in money) | 17 (56.00) | consecutive losses (loss in money) | 1 (-180.00) | |
| Maximal | consecutive profit (count of wins) | 56.00 (17) | consecutive loss (count of losses) | -180.00 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.17 21:00 | buy | 1 | 0.10 | 1.56890 | 1.55090 | 1.57290 | ||
| 2 | 2010.02.18 22:50 | s/l | 1 | 0.10 | 1.55090 | 1.55090 | 1.57290 | -180.00 | 9820.00 |
| 3 | 2010.02.19 02:07 | buy | 2 | 0.10 | 1.54451 | 1.52651 | 1.54851 | ||
| 4 | 2010.02.19 03:20 | modify | 2 | 0.10 | 1.54451 | 1.54461 | 1.54851 | ||
| 5 | 2010.02.19 03:27 | s/l | 2 | 0.10 | 1.54461 | 1.54461 | 1.54851 | 1.00 | 9821.00 |
| 6 | 2010.02.19 03:59 | buy | 3 | 0.10 | 1.54380 | 1.52580 | 1.54780 | ||
| 7 | 2010.02.19 18:20 | modify | 3 | 0.10 | 1.54380 | 1.54390 | 1.54780 | ||
| 8 | 2010.02.19 18:30 | s/l | 3 | 0.10 | 1.54390 | 1.54390 | 1.54780 | 1.00 | 9822.00 |
| 9 | 2010.02.19 18:45 | buy | 4 | 0.10 | 1.54490 | 1.52690 | 1.54890 | ||
| 10 | 2010.02.19 19:02 | modify | 4 | 0.10 | 1.54490 | 1.54500 | 1.54890 | ||
| 11 | 2010.02.19 19:15 | s/l | 4 | 0.10 | 1.54500 | 1.54500 | 1.54890 | 1.00 | 9823.00 |
| 12 | 2010.02.19 19:40 | buy | 5 | 0.10 | 1.54639 | 1.52839 | 1.55039 | ||
| 13 | 2010.02.19 22:20 | modify | 5 | 0.10 | 1.54639 | 1.54649 | 1.55039 | ||
| 14 | 2010.02.19 22:27 | s/l | 5 | 0.10 | 1.54649 | 1.54649 | 1.55039 | 1.00 | 9824.00 |
| 15 | 2010.02.22 01:00 | buy | 6 | 0.10 | 1.54708 | 1.52908 | 1.55108 | ||
| 16 | 2010.02.22 01:50 | modify | 6 | 0.10 | 1.54708 | 1.54718 | 1.55108 | ||
| 17 | 2010.02.22 01:59 | s/l | 6 | 0.10 | 1.54718 | 1.54718 | 1.55108 | 1.00 | 9825.00 |
| 18 | 2010.02.22 02:03 | buy | 7 | 0.10 | 1.54795 | 1.52995 | 1.55195 | ||
| 19 | 2010.02.22 04:15 | modify | 7 | 0.10 | 1.54795 | 1.54805 | 1.55195 | ||
| 20 | 2010.02.22 05:20 | s/l | 7 | 0.10 | 1.54805 | 1.54805 | 1.55195 | 1.00 | 9826.00 |
| 21 | 2010.02.22 11:07 | buy | 8 | 0.10 | 1.54781 | 1.52981 | 1.55181 | ||
| 22 | 2010.02.22 14:20 | modify | 8 | 0.10 | 1.54781 | 1.54791 | 1.55181 | ||
| 23 | 2010.02.22 14:50 | s/l | 8 | 0.10 | 1.54791 | 1.54791 | 1.55181 | 1.00 | 9827.00 |
| 24 | 2010.02.22 14:55 | buy | 9 | 0.10 | 1.54743 | 1.52943 | 1.55143 | ||
| 25 | 2010.02.22 15:10 | modify | 9 | 0.10 | 1.54743 | 1.54753 | 1.55143 | ||
| 26 | 2010.02.22 15:50 | s/l | 9 | 0.10 | 1.54753 | 1.54753 | 1.55143 | 1.00 | 9828.00 |
| 27 | 2010.02.22 16:15 | buy | 10 | 0.10 | 1.55074 | 1.53274 | 1.55474 | ||
| 28 | 2010.02.22 16:20 | modify | 10 | 0.10 | 1.55074 | 1.55084 | 1.55474 | ||
| 29 | 2010.02.22 16:27 | s/l | 10 | 0.10 | 1.55084 | 1.55084 | 1.55474 | 1.00 | 9829.00 |
| 30 | 2010.02.22 21:03 | buy | 11 | 0.10 | 1.54928 | 1.53128 | 1.55328 | ||
| 31 | 2010.02.23 01:10 | modify | 11 | 0.10 | 1.54928 | 1.54938 | 1.55328 | ||
| 32 | 2010.02.23 01:59 | s/l | 11 | 0.10 | 1.54938 | 1.54938 | 1.55328 | 1.00 | 9830.00 |
| 33 | 2010.02.23 04:00 | buy | 12 | 0.10 | 1.55135 | 1.53335 | 1.55535 | ||
| 34 | 2010.02.23 05:45 | modify | 12 | 0.10 | 1.55135 | 1.55145 | 1.55535 | ||
| 35 | 2010.02.23 08:15 | t/p | 12 | 0.10 | 1.55535 | 1.55145 | 1.55535 | 40.00 | 9870.00 |
| 36 | 2010.02.23 09:02 | buy | 13 | 0.10 | 1.55722 | 1.53922 | 1.56122 | ||
| 37 | 2010.02.23 14:00 | buy | 14 | 0.10 | 1.54246 | 1.52446 | 1.54646 | ||
| 38 | 2010.02.23 14:20 | modify | 14 | 0.10 | 1.54246 | 1.54256 | 1.54646 | ||
| 39 | 2010.02.23 14:32 | s/l | 14 | 0.10 | 1.54256 | 1.54256 | 1.54646 | 1.00 | 9871.00 |
| 40 | 2010.02.23 14:45 | buy | 15 | 0.10 | 1.54405 | 1.52605 | 1.54805 | ||
| 41 | 2010.02.23 15:50 | modify | 15 | 0.10 | 1.54405 | 1.54415 | 1.54805 | ||
| 42 | 2010.02.23 15:57 | s/l | 15 | 0.10 | 1.54415 | 1.54415 | 1.54805 | 1.00 | 9872.00 |
| 43 | 2010.02.23 16:50 | buy | 16 | 0.10 | 1.54560 | 1.52760 | 1.54960 | ||
| 44 | 2010.02.23 17:45 | modify | 16 | 0.10 | 1.54560 | 1.54570 | 1.54960 | ||
| 45 | 2010.02.23 18:10 | s/l | 16 | 0.10 | 1.54570 | 1.54570 | 1.54960 | 1.00 | 9873.00 |
| 46 | 2010.02.24 00:00 | buy | 17 | 0.10 | 1.54367 | 1.52567 | 1.54767 | ||
| 47 | 2010.02.24 02:20 | modify | 17 | 0.10 | 1.54367 | 1.54377 | 1.54767 | ||
| 48 | 2010.02.24 08:45 | s/l | 17 | 0.10 | 1.54377 | 1.54377 | 1.54767 | 1.00 | 9874.00 |
| 49 | 2010.02.24 11:02 | buy | 18 | 0.10 | 1.54553 | 1.52753 | 1.54953 | ||
| 50 | 2010.02.24 11:46 | modify | 18 | 0.10 | 1.54553 | 1.54563 | 1.54953 | ||
| 51 | 2010.02.24 11:59 | s/l | 18 | 0.10 | 1.54563 | 1.54563 | 1.54953 | 1.00 | 9875.00 |
| 52 | 2010.02.24 16:02 | buy | 19 | 0.10 | 1.54500 | 1.52700 | 1.54900 | ||
| 53 | 2010.02.24 16:50 | modify | 19 | 0.10 | 1.54500 | 1.54510 | 1.54900 | ||
| 54 | 2010.02.24 16:57 | s/l | 19 | 0.10 | 1.54510 | 1.54510 | 1.54900 | 1.00 | 9876.00 |
| 55 | 2010.02.24 17:27 | buy | 20 | 0.10 | 1.54345 | 1.52545 | 1.54745 | ||
| 56 | 2010.02.24 20:50 | s/l | 13 | 0.10 | 1.53922 | 1.53922 | 1.56122 | -180.00 | 9696.00 |
| 57 | 2010.02.25 11:10 | buy | 21 | 0.10 | 1.53109 | 1.51309 | 1.53509 | ||
| 58 | 2010.02.25 11:20 | modify | 21 | 0.10 | 1.53109 | 1.53119 | 1.53509 | ||
| 59 | 2010.02.25 11:30 | s/l | 21 | 0.10 | 1.53119 | 1.53119 | 1.53509 | 1.00 | 9697.00 |
| 60 | 2010.02.25 11:55 | buy | 22 | 0.10 | 1.53004 | 1.51204 | 1.53404 | ||
| 61 | 2010.02.25 13:07 | modify | 22 | 0.10 | 1.53004 | 1.53014 | 1.53404 | ||
| 62 | 2010.02.25 13:10 | s/l | 22 | 0.10 | 1.53014 | 1.53014 | 1.53404 | 1.00 | 9698.00 |
| 63 | 2010.02.25 13:40 | buy | 23 | 0.10 | 1.52987 | 1.51187 | 1.53387 | ||
| 64 | 2010.02.25 13:50 | modify | 23 | 0.10 | 1.52987 | 1.52997 | 1.53387 | ||
| 65 | 2010.02.25 14:10 | s/l | 23 | 0.10 | 1.52997 | 1.52997 | 1.53387 | 1.00 | 9699.00 |
| 66 | 2010.02.25 14:12 | buy | 24 | 0.10 | 1.53036 | 1.51236 | 1.53436 | ||
| 67 | 2010.02.25 14:50 | s/l | 20 | 0.10 | 1.52545 | 1.52545 | 1.54745 | -180.00 | 9519.00 |
| 68 | 2010.02.26 10:30 | modify | 24 | 0.10 | 1.53036 | 1.53046 | 1.53436 | ||
| 69 | 2010.02.26 10:35 | s/l | 24 | 0.10 | 1.53046 | 1.53046 | 1.53436 | 1.00 | 9520.00 |
| 70 | 2010.02.26 16:10 | buy | 25 | 0.10 | 1.51741 | 1.49941 | 1.52141 | ||
| 71 | 2010.02.26 16:15 | modify | 25 | 0.10 | 1.51741 | 1.51751 | 1.52141 | ||
| 72 | 2010.02.26 16:45 | t/p | 25 | 0.10 | 1.52141 | 1.51751 | 1.52141 | 40.00 | 9560.00 |
| 73 | 2010.02.26 16:45 | buy | 26 | 0.10 | 1.52252 | 1.50452 | 1.52652 | ||
| 74 | 2010.02.26 17:15 | modify | 26 | 0.10 | 1.52252 | 1.52262 | 1.52652 | ||
| 75 | 2010.02.26 18:10 | s/l | 26 | 0.10 | 1.52262 | 1.52262 | 1.52652 | 1.00 | 9561.00 |
| 76 | 2010.02.26 19:30 | buy | 27 | 0.10 | 1.52451 | 1.50651 | 1.52851 | ||
| 77 | 2010.02.26 19:32 | modify | 27 | 0.10 | 1.52451 | 1.52461 | 1.52851 | ||
| 78 | 2010.02.26 19:45 | s/l | 27 | 0.10 | 1.52461 | 1.52461 | 1.52851 | 1.00 | 9562.00 |
| 79 | 2010.02.26 19:57 | buy | 28 | 0.10 | 1.52452 | 1.50652 | 1.52852 | ||
| 80 | 2010.02.26 20:10 | modify | 28 | 0.10 | 1.52452 | 1.52462 | 1.52852 | ||
| 81 | 2010.02.26 20:50 | s/l | 28 | 0.10 | 1.52462 | 1.52462 | 1.52852 | 1.00 | 9563.00 |
| 82 | 2010.02.26 21:07 | buy | 29 | 0.10 | 1.52554 | 1.50754 | 1.52954 | ||
| 83 | 2010.02.26 22:56 | close at stop | 29 | 0.10 | 1.52354 | 1.50754 | 1.52954 | -20.00 | 9543.00 |