Strategy Tester Report
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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 | Метка1="-= Параметры PriceChannel_Stop_v6 =-"; PriceChannel_ChannelPeriod=26; PriceChannel_Risk=0.1; Метка2="-= Параметры самого эксперта =-"; Отступ_от_точки_стопа=20; TP=200; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -47.90 | Gross profit | 34.15 | Gross loss | -82.05 |
Profit factor | 0.42 | Expected payoff | -1.50 | ||
Absolute drawdown | 65.70 | Maximal drawdown | 71.55 (0.72%) | Relative drawdown | 0.72% (71.55) |
Total trades | 32 | Short positions (won %) | 32 (28.13%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 9 (28.13%) | Loss trades (% of total) | 23 (71.88%) | ||
Largest | profit trade | 11.55 | loss trade | -10.35 | |
Average | profit trade | 3.79 | loss trade | -3.57 | |
Maximum | consecutive wins (profit in money) | 1 (11.55) | consecutive losses (loss in money) | 8 (-32.90) | |
Maximal | consecutive profit (count of wins) | 11.55 (1) | consecutive loss (count of losses) | -32.90 (8) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 23:47 | sell | 1 | 0.10 | 1.60907 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 00:00 | close | 1 | 0.10 | 1.60893 | 0.00000 | 0.00000 | 1.15 | 10001.15 |
3 | 2010.01.05 23:47 | sell | 2 | 0.10 | 1.59865 | 0.00000 | 0.00000 | ||
4 | 2010.01.06 00:00 | close | 2 | 0.10 | 1.59875 | 0.00000 | 0.00000 | -1.25 | 9999.90 |
5 | 2010.01.06 23:47 | sell | 3 | 0.10 | 1.60052 | 0.00000 | 0.00000 | ||
6 | 2010.01.07 00:00 | close | 3 | 0.10 | 1.60068 | 0.00000 | 0.00000 | -2.35 | 9997.55 |
7 | 2010.01.07 23:47 | sell | 4 | 0.10 | 1.59230 | 0.00000 | 0.00000 | ||
8 | 2010.01.08 00:00 | close | 4 | 0.10 | 1.59262 | 0.00000 | 0.00000 | -3.45 | 9994.10 |
9 | 2010.01.11 23:47 | sell | 5 | 0.10 | 1.61078 | 0.00000 | 0.00000 | ||
10 | 2010.01.12 00:00 | close | 5 | 0.10 | 1.61153 | 0.00000 | 0.00000 | -7.75 | 9986.35 |
11 | 2010.01.12 23:46 | sell | 6 | 0.10 | 1.61586 | 0.00000 | 0.00000 | ||
12 | 2010.01.13 00:00 | close | 6 | 0.10 | 1.61687 | 0.00000 | 0.00000 | -10.35 | 9976.00 |
13 | 2010.01.13 23:47 | sell | 7 | 0.10 | 1.62659 | 0.00000 | 0.00000 | ||
14 | 2010.01.14 00:00 | close | 7 | 0.10 | 1.62661 | 0.00000 | 0.00000 | -0.95 | 9975.05 |
15 | 2010.01.14 23:47 | sell | 8 | 0.10 | 1.63359 | 0.00000 | 0.00000 | ||
16 | 2010.01.15 00:00 | close | 8 | 0.10 | 1.63370 | 0.00000 | 0.00000 | -1.35 | 9973.70 |
17 | 2010.01.18 23:47 | sell | 9 | 0.10 | 1.63426 | 0.00000 | 0.00000 | ||
18 | 2010.01.19 00:00 | close | 9 | 0.10 | 1.63478 | 0.00000 | 0.00000 | -5.45 | 9968.25 |
19 | 2010.01.19 23:47 | sell | 10 | 0.10 | 1.63657 | 0.00000 | 0.00000 | ||
20 | 2010.01.20 00:00 | close | 10 | 0.10 | 1.63633 | 0.00000 | 0.00000 | 2.15 | 9970.40 |
21 | 2010.01.20 23:47 | sell | 11 | 0.10 | 1.62926 | 0.00000 | 0.00000 | ||
22 | 2010.01.21 00:00 | close | 11 | 0.10 | 1.62960 | 0.00000 | 0.00000 | -4.15 | 9966.25 |
23 | 2010.01.21 23:47 | sell | 12 | 0.10 | 1.61913 | 0.00000 | 0.00000 | ||
24 | 2010.01.22 00:00 | close | 12 | 0.10 | 1.61958 | 0.00000 | 0.00000 | -4.75 | 9961.50 |
25 | 2010.01.25 23:47 | sell | 13 | 0.10 | 1.62496 | 0.00000 | 0.00000 | ||
26 | 2010.01.26 00:00 | close | 13 | 0.10 | 1.62464 | 0.00000 | 0.00000 | 2.95 | 9964.45 |
27 | 2010.01.26 23:47 | sell | 14 | 0.10 | 1.61458 | 0.00000 | 0.00000 | ||
28 | 2010.01.27 00:00 | close | 14 | 0.10 | 1.61510 | 0.00000 | 0.00000 | -5.45 | 9959.00 |
29 | 2010.01.27 23:47 | sell | 15 | 0.10 | 1.61758 | 0.00000 | 0.00000 | ||
30 | 2010.01.28 00:00 | close | 15 | 0.10 | 1.61789 | 0.00000 | 0.00000 | -3.85 | 9955.15 |
31 | 2010.01.28 23:47 | sell | 16 | 0.10 | 1.61272 | 0.00000 | 0.00000 | ||
32 | 2010.01.29 00:00 | close | 16 | 0.10 | 1.61256 | 0.00000 | 0.00000 | 1.35 | 9956.50 |
33 | 2010.02.01 23:47 | sell | 17 | 0.10 | 1.59594 | 0.00000 | 0.00000 | ||
34 | 2010.02.02 00:00 | close | 17 | 0.10 | 1.59637 | 0.00000 | 0.00000 | -4.55 | 9951.95 |
35 | 2010.02.02 23:47 | sell | 18 | 0.10 | 1.59765 | 0.00000 | 0.00000 | ||
36 | 2010.02.03 00:00 | close | 18 | 0.10 | 1.59770 | 0.00000 | 0.00000 | -0.75 | 9951.20 |
37 | 2010.02.03 23:47 | sell | 19 | 0.10 | 1.58970 | 0.00000 | 0.00000 | ||
38 | 2010.02.04 00:00 | close | 19 | 0.10 | 1.59019 | 0.00000 | 0.00000 | -5.65 | 9945.55 |
39 | 2010.02.04 23:47 | sell | 20 | 0.10 | 1.57660 | 0.00000 | 0.00000 | ||
40 | 2010.02.05 00:00 | close | 20 | 0.10 | 1.57664 | 0.00000 | 0.00000 | -0.65 | 9944.90 |
41 | 2010.02.08 23:47 | sell | 21 | 0.10 | 1.55838 | 0.00000 | 0.00000 | ||
42 | 2010.02.09 00:00 | close | 21 | 0.10 | 1.55902 | 0.00000 | 0.00000 | -6.65 | 9938.25 |
43 | 2010.02.09 23:47 | sell | 22 | 0.10 | 1.57154 | 0.00000 | 0.00000 | ||
44 | 2010.02.10 00:00 | close | 22 | 0.10 | 1.57093 | 0.00000 | 0.00000 | 5.85 | 9944.10 |
45 | 2010.02.10 23:47 | sell | 23 | 0.10 | 1.55962 | 0.00000 | 0.00000 | ||
46 | 2010.02.11 00:00 | close | 23 | 0.10 | 1.55988 | 0.00000 | 0.00000 | -3.35 | 9940.75 |
47 | 2010.02.11 23:47 | sell | 24 | 0.10 | 1.56972 | 0.00000 | 0.00000 | ||
48 | 2010.02.12 00:00 | close | 24 | 0.10 | 1.56953 | 0.00000 | 0.00000 | 1.65 | 9942.40 |
49 | 2010.02.15 23:47 | sell | 25 | 0.10 | 1.56658 | 0.00000 | 0.00000 | ||
50 | 2010.02.16 00:00 | close | 25 | 0.10 | 1.56674 | 0.00000 | 0.00000 | -1.85 | 9940.55 |
51 | 2010.02.16 23:46 | sell | 26 | 0.10 | 1.57892 | 0.00000 | 0.00000 | ||
52 | 2010.02.17 00:00 | close | 26 | 0.10 | 1.57836 | 0.00000 | 0.00000 | 5.35 | 9945.90 |
53 | 2010.02.17 23:46 | sell | 27 | 0.10 | 1.56814 | 0.00000 | 0.00000 | ||
54 | 2010.02.18 00:00 | close | 27 | 0.10 | 1.56818 | 0.00000 | 0.00000 | -1.15 | 9944.75 |
55 | 2010.02.18 23:47 | sell | 28 | 0.10 | 1.54919 | 0.00000 | 0.00000 | ||
56 | 2010.02.19 00:00 | close | 28 | 0.10 | 1.54801 | 0.00000 | 0.00000 | 11.55 | 9956.30 |
57 | 2010.02.22 23:47 | sell | 29 | 0.10 | 1.54790 | 0.00000 | 0.00000 | ||
58 | 2010.02.23 00:00 | close | 29 | 0.10 | 1.54828 | 0.00000 | 0.00000 | -4.05 | 9952.25 |
59 | 2010.02.23 23:47 | sell | 30 | 0.10 | 1.54355 | 0.00000 | 0.00000 | ||
60 | 2010.02.24 00:00 | close | 30 | 0.10 | 1.54363 | 0.00000 | 0.00000 | -1.05 | 9951.20 |
61 | 2010.02.24 23:47 | sell | 31 | 0.10 | 1.54085 | 0.00000 | 0.00000 | ||
62 | 2010.02.25 00:00 | close | 31 | 0.10 | 1.54090 | 0.00000 | 0.00000 | -1.25 | 9949.95 |
63 | 2010.02.25 23:47 | sell | 32 | 0.10 | 1.52593 | 0.00000 | 0.00000 | ||
64 | 2010.02.26 00:00 | close | 32 | 0.10 | 1.52569 | 0.00000 | 0.00000 | 2.15 | 9952.10 |