Strategy Tester Report
SupportResistTrader[MODIFIED]
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 | numBars=55; maPeriod=500; Lots=1; TrailingStop=50; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9951.00 | Gross profit | 1841.00 | Gross loss | -11792.00 |
Profit factor | 0.16 | Expected payoff | -473.86 | ||
Absolute drawdown | 9951.00 | Maximal drawdown | 11842.00 (99.59%) | Relative drawdown | 99.59% (11842.00) |
Total trades | 21 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 21 (95.24%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 315.00 | loss trade | -11792.00 | |
Average | profit trade | 92.05 | loss trade | -11792.00 | |
Maximum | consecutive wins (profit in money) | 20 (1841.00) | consecutive losses (loss in money) | 1 (-11792.00) | |
Maximal | consecutive profit (count of wins) | 1841.00 (20) | consecutive loss (count of losses) | -11792.00 (1) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62091 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 11:10 | modify | 1 | 1.00 | 1.62091 | 1.62103 | 0.00000 | ||
3 | 2010.01.04 11:15 | modify | 1 | 1.00 | 1.62091 | 1.62230 | 0.00000 | ||
4 | 2010.01.04 11:20 | modify | 1 | 1.00 | 1.62091 | 1.62357 | 0.00000 | ||
5 | 2010.01.04 11:22 | s/l | 1 | 1.00 | 1.62357 | 1.62357 | 0.00000 | 266.00 | 10266.00 |
6 | 2010.01.04 11:22 | buy | 2 | 1.00 | 1.62378 | 0.00000 | 0.00000 | ||
7 | 2010.01.13 10:20 | modify | 2 | 1.00 | 1.62378 | 1.62493 | 0.00000 | ||
8 | 2010.01.13 10:22 | s/l | 2 | 1.00 | 1.62493 | 1.62493 | 0.00000 | 115.00 | 10381.00 |
9 | 2010.01.13 10:22 | buy | 3 | 1.00 | 1.62511 | 0.00000 | 0.00000 | ||
10 | 2010.01.13 10:32 | modify | 3 | 1.00 | 1.62511 | 1.62580 | 0.00000 | ||
11 | 2010.01.13 10:37 | modify | 3 | 1.00 | 1.62511 | 1.62608 | 0.00000 | ||
12 | 2010.01.13 10:40 | s/l | 3 | 1.00 | 1.62608 | 1.62608 | 0.00000 | 97.00 | 10478.00 |
13 | 2010.01.13 10:40 | buy | 4 | 1.00 | 1.62603 | 0.00000 | 0.00000 | ||
14 | 2010.01.13 12:20 | modify | 4 | 1.00 | 1.62603 | 1.62643 | 0.00000 | ||
15 | 2010.01.13 12:22 | s/l | 4 | 1.00 | 1.62643 | 1.62643 | 0.00000 | 40.00 | 10518.00 |
16 | 2010.01.13 12:22 | buy | 5 | 1.00 | 1.62684 | 0.00000 | 0.00000 | ||
17 | 2010.01.13 12:40 | modify | 5 | 1.00 | 1.62684 | 1.62719 | 0.00000 | ||
18 | 2010.01.13 12:46 | modify | 5 | 1.00 | 1.62684 | 1.62761 | 0.00000 | ||
19 | 2010.01.13 12:56 | s/l | 5 | 1.00 | 1.62761 | 1.62761 | 0.00000 | 77.00 | 10595.00 |
20 | 2010.01.13 12:56 | buy | 6 | 1.00 | 1.62811 | 0.00000 | 0.00000 | ||
21 | 2010.01.13 13:20 | modify | 6 | 1.00 | 1.62811 | 1.62886 | 0.00000 | ||
22 | 2010.01.13 13:22 | s/l | 6 | 1.00 | 1.62886 | 1.62886 | 0.00000 | 75.00 | 10670.00 |
23 | 2010.01.13 13:22 | buy | 7 | 1.00 | 1.62942 | 0.00000 | 0.00000 | ||
24 | 2010.01.13 18:20 | modify | 7 | 1.00 | 1.62942 | 1.62948 | 0.00000 | ||
25 | 2010.01.13 18:27 | s/l | 7 | 1.00 | 1.62948 | 1.62948 | 0.00000 | 6.00 | 10676.00 |
26 | 2010.01.13 18:27 | buy | 8 | 1.00 | 1.62997 | 0.00000 | 0.00000 | ||
27 | 2010.01.13 18:37 | modify | 8 | 1.00 | 1.62997 | 1.63014 | 0.00000 | ||
28 | 2010.01.13 18:40 | s/l | 8 | 1.00 | 1.63014 | 1.63014 | 0.00000 | 17.00 | 10693.00 |
29 | 2010.01.13 18:40 | buy | 9 | 1.00 | 1.62997 | 0.00000 | 0.00000 | ||
30 | 2010.01.14 01:50 | modify | 9 | 1.00 | 1.62997 | 1.63030 | 0.00000 | ||
31 | 2010.01.14 01:52 | s/l | 9 | 1.00 | 1.63030 | 1.63030 | 0.00000 | 33.00 | 10726.00 |
32 | 2010.01.14 01:52 | buy | 10 | 1.00 | 1.63086 | 0.00000 | 0.00000 | ||
33 | 2010.01.14 14:50 | modify | 10 | 1.00 | 1.63086 | 1.63192 | 0.00000 | ||
34 | 2010.01.14 14:52 | s/l | 10 | 1.00 | 1.63192 | 1.63192 | 0.00000 | 106.00 | 10832.00 |
35 | 2010.01.14 14:52 | buy | 11 | 1.00 | 1.63204 | 0.00000 | 0.00000 | ||
36 | 2010.01.14 17:32 | modify | 11 | 1.00 | 1.63204 | 1.63216 | 0.00000 | ||
37 | 2010.01.14 17:37 | modify | 11 | 1.00 | 1.63204 | 1.63236 | 0.00000 | ||
38 | 2010.01.14 17:40 | s/l | 11 | 1.00 | 1.63236 | 1.63236 | 0.00000 | 32.00 | 10864.00 |
39 | 2010.01.14 17:40 | buy | 12 | 1.00 | 1.63261 | 0.00000 | 0.00000 | ||
40 | 2010.01.14 18:15 | modify | 12 | 1.00 | 1.63261 | 1.63277 | 0.00000 | ||
41 | 2010.01.14 18:20 | modify | 12 | 1.00 | 1.63261 | 1.63332 | 0.00000 | ||
42 | 2010.01.14 18:27 | s/l | 12 | 1.00 | 1.63332 | 1.63332 | 0.00000 | 71.00 | 10935.00 |
43 | 2010.01.14 18:27 | buy | 13 | 1.00 | 1.63365 | 0.00000 | 0.00000 | ||
44 | 2010.01.14 19:45 | modify | 13 | 1.00 | 1.63365 | 1.63373 | 0.00000 | ||
45 | 2010.01.14 19:50 | modify | 13 | 1.00 | 1.63365 | 1.63419 | 0.00000 | ||
46 | 2010.01.14 19:57 | s/l | 13 | 1.00 | 1.63419 | 1.63419 | 0.00000 | 54.00 | 10989.00 |
47 | 2010.01.14 19:57 | buy | 14 | 1.00 | 1.63464 | 0.00000 | 0.00000 | ||
48 | 2010.01.15 05:50 | modify | 14 | 1.00 | 1.63464 | 1.63503 | 0.00000 | ||
49 | 2010.01.15 05:57 | s/l | 14 | 1.00 | 1.63503 | 1.63503 | 0.00000 | 39.00 | 11028.00 |
50 | 2010.01.15 05:57 | buy | 15 | 1.00 | 1.63525 | 0.00000 | 0.00000 | ||
51 | 2010.01.18 11:15 | modify | 15 | 1.00 | 1.63525 | 1.63631 | 0.00000 | ||
52 | 2010.01.18 11:20 | modify | 15 | 1.00 | 1.63525 | 1.63740 | 0.00000 | ||
53 | 2010.01.18 11:22 | s/l | 15 | 1.00 | 1.63740 | 1.63740 | 0.00000 | 215.00 | 11243.00 |
54 | 2010.01.18 11:22 | buy | 16 | 1.00 | 1.63773 | 0.00000 | 0.00000 | ||
55 | 2010.01.19 01:40 | modify | 16 | 1.00 | 1.63773 | 1.63832 | 0.00000 | ||
56 | 2010.01.19 01:45 | modify | 16 | 1.00 | 1.63773 | 1.63960 | 0.00000 | ||
57 | 2010.01.19 01:50 | modify | 16 | 1.00 | 1.63773 | 1.64088 | 0.00000 | ||
58 | 2010.01.19 01:52 | s/l | 16 | 1.00 | 1.64088 | 1.64088 | 0.00000 | 315.00 | 11558.00 |
59 | 2010.01.19 01:52 | buy | 17 | 1.00 | 1.64109 | 0.00000 | 0.00000 | ||
60 | 2010.01.19 02:20 | modify | 17 | 1.00 | 1.64109 | 1.64130 | 0.00000 | ||
61 | 2010.01.19 02:27 | s/l | 17 | 1.00 | 1.64130 | 1.64130 | 0.00000 | 21.00 | 11579.00 |
62 | 2010.01.19 02:27 | buy | 18 | 1.00 | 1.64181 | 0.00000 | 0.00000 | ||
63 | 2010.01.19 07:50 | modify | 18 | 1.00 | 1.64181 | 1.64248 | 0.00000 | ||
64 | 2010.01.19 07:52 | s/l | 18 | 1.00 | 1.64248 | 1.64248 | 0.00000 | 67.00 | 11646.00 |
65 | 2010.01.19 07:52 | buy | 19 | 1.00 | 1.64304 | 0.00000 | 0.00000 | ||
66 | 2010.01.19 08:02 | modify | 19 | 1.00 | 1.64304 | 1.64306 | 0.00000 | ||
67 | 2010.01.19 08:07 | modify | 19 | 1.00 | 1.64304 | 1.64326 | 0.00000 | ||
68 | 2010.01.19 08:10 | s/l | 19 | 1.00 | 1.64326 | 1.64326 | 0.00000 | 22.00 | 11668.00 |
69 | 2010.01.19 08:10 | buy | 20 | 1.00 | 1.64353 | 0.00000 | 0.00000 | ||
70 | 2010.01.19 10:32 | modify | 20 | 1.00 | 1.64353 | 1.64483 | 0.00000 | ||
71 | 2010.01.19 10:37 | modify | 20 | 1.00 | 1.64353 | 1.64526 | 0.00000 | ||
72 | 2010.01.19 10:40 | s/l | 20 | 1.00 | 1.64526 | 1.64526 | 0.00000 | 173.00 | 11841.00 |
73 | 2010.01.19 10:40 | buy | 21 | 1.00 | 1.64460 | 0.00000 | 0.00000 | ||
74 | 2010.02.25 14:20 | close at stop | 21 | 1.00 | 1.52668 | 0.00000 | 0.00000 | -11792.00 | 49.00 |