Strategy Tester Report
TrueHedge
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=2; Slippage=3; StopLoss=0; TakeProfit=100; GMTShift=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10242.00 | Gross profit | 10996.00 | Gross loss | -21238.00 |
Profit factor | 0.52 | Expected payoff | -150.62 | ||
Absolute drawdown | 10242.00 | Maximal drawdown | 12307.40 (102.01%) | Relative drawdown | 102.01% (12307.40) |
Total trades | 68 | Short positions (won %) | 34 (100.00%) | Long positions (won %) | 34 (94.12%) |
Profit trades (% of total) | 66 (97.06%) | Loss trades (% of total) | 2 (2.94%) | ||
Largest | profit trade | 168.00 | loss trade | -17434.00 | |
Average | profit trade | 166.61 | loss trade | -10619.00 | |
Maximum | consecutive wins (profit in money) | 66 (10996.00) | consecutive losses (loss in money) | 2 (-21238.00) | |
Maximal | consecutive profit (count of wins) | 10996.00 (66) | consecutive loss (count of losses) | -21238.00 (2) | |
Average | consecutive wins | 66 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 2.00 | 1.61237 | 0.00000 | 1.61321 | ||
2 | 2010.01.04 00:00 | sell | 2 | 2.00 | 1.61221 | 0.00000 | 1.61137 | ||
3 | 2010.01.04 00:10 | t/p | 1 | 2.00 | 1.61321 | 0.00000 | 1.61321 | 168.00 | 10168.00 |
4 | 2010.01.04 01:20 | t/p | 2 | 2.00 | 1.61137 | 0.00000 | 1.61137 | 168.00 | 10336.00 |
5 | 2010.01.05 00:00 | buy | 3 | 2.00 | 1.60896 | 0.00000 | 1.60980 | ||
6 | 2010.01.05 00:00 | sell | 4 | 2.00 | 1.60880 | 0.00000 | 1.60796 | ||
7 | 2010.01.05 00:15 | t/p | 3 | 2.00 | 1.60980 | 0.00000 | 1.60980 | 168.00 | 10504.00 |
8 | 2010.01.05 02:20 | t/p | 4 | 2.00 | 1.60796 | 0.00000 | 1.60796 | 168.00 | 10672.00 |
9 | 2010.01.06 00:00 | buy | 5 | 2.00 | 1.59878 | 0.00000 | 1.59962 | ||
10 | 2010.01.06 00:00 | sell | 6 | 2.00 | 1.59862 | 0.00000 | 1.59778 | ||
11 | 2010.01.06 00:15 | t/p | 6 | 2.00 | 1.59778 | 0.00000 | 1.59778 | 168.00 | 10840.00 |
12 | 2010.01.06 02:20 | t/p | 5 | 2.00 | 1.59962 | 0.00000 | 1.59962 | 168.00 | 11008.00 |
13 | 2010.01.07 00:00 | buy | 7 | 2.00 | 1.60071 | 0.00000 | 1.60155 | ||
14 | 2010.01.07 00:00 | sell | 8 | 2.00 | 1.60055 | 0.00000 | 1.59971 | ||
15 | 2010.01.07 00:45 | t/p | 7 | 2.00 | 1.60155 | 0.00000 | 1.60155 | 168.00 | 11176.00 |
16 | 2010.01.07 04:02 | t/p | 8 | 2.00 | 1.59971 | 0.00000 | 1.59971 | 168.00 | 11344.00 |
17 | 2010.01.08 00:00 | buy | 9 | 2.00 | 1.59265 | 0.00000 | 1.59349 | ||
18 | 2010.01.08 00:00 | sell | 10 | 2.00 | 1.59249 | 0.00000 | 1.59165 | ||
19 | 2010.01.08 00:40 | t/p | 9 | 2.00 | 1.59349 | 0.00000 | 1.59349 | 168.00 | 11512.00 |
20 | 2010.01.08 03:50 | t/p | 10 | 2.00 | 1.59165 | 0.00000 | 1.59165 | 168.00 | 11680.00 |
21 | 2010.01.11 00:00 | buy | 11 | 2.00 | 1.60595 | 0.00000 | 1.60679 | ||
22 | 2010.01.11 00:00 | sell | 12 | 2.00 | 1.60579 | 0.00000 | 1.60495 | ||
23 | 2010.01.11 00:15 | t/p | 11 | 2.00 | 1.60679 | 0.00000 | 1.60679 | 168.00 | 11848.00 |
24 | 2010.01.12 00:00 | buy | 13 | 2.00 | 1.61156 | 0.00000 | 1.61240 | ||
25 | 2010.01.12 00:00 | sell | 14 | 2.00 | 1.61140 | 0.00000 | 1.61056 | ||
26 | 2010.01.12 00:20 | t/p | 14 | 2.00 | 1.61056 | 0.00000 | 1.61056 | 168.00 | 12016.00 |
27 | 2010.01.12 07:50 | t/p | 13 | 2.00 | 1.61240 | 0.00000 | 1.61240 | 168.00 | 12184.00 |
28 | 2010.01.13 00:00 | buy | 15 | 2.00 | 1.61690 | 0.00000 | 1.61774 | ||
29 | 2010.01.13 00:00 | sell | 16 | 2.00 | 1.61674 | 0.00000 | 1.61590 | ||
30 | 2010.01.13 00:16 | t/p | 16 | 2.00 | 1.61590 | 0.00000 | 1.61590 | 168.00 | 12352.00 |
31 | 2010.01.13 05:15 | t/p | 15 | 2.00 | 1.61774 | 0.00000 | 1.61774 | 168.00 | 12520.00 |
32 | 2010.01.14 00:00 | buy | 17 | 2.00 | 1.62664 | 0.00000 | 1.62748 | ||
33 | 2010.01.14 00:00 | sell | 18 | 2.00 | 1.62648 | 0.00000 | 1.62564 | ||
34 | 2010.01.14 00:15 | t/p | 17 | 2.00 | 1.62748 | 0.00000 | 1.62748 | 168.00 | 12688.00 |
35 | 2010.01.14 13:20 | t/p | 18 | 2.00 | 1.62564 | 0.00000 | 1.62564 | 168.00 | 12856.00 |
36 | 2010.01.15 00:00 | buy | 19 | 2.00 | 1.63373 | 0.00000 | 1.63457 | ||
37 | 2010.01.15 00:00 | sell | 20 | 2.00 | 1.63357 | 0.00000 | 1.63273 | ||
38 | 2010.01.15 01:02 | t/p | 19 | 2.00 | 1.63457 | 0.00000 | 1.63457 | 168.00 | 13024.00 |
39 | 2010.01.15 01:40 | t/p | 20 | 2.00 | 1.63273 | 0.00000 | 1.63273 | 168.00 | 13192.00 |
40 | 2010.01.18 00:00 | buy | 21 | 2.00 | 1.62709 | 0.00000 | 1.62793 | ||
41 | 2010.01.18 00:00 | sell | 22 | 2.00 | 1.62693 | 0.00000 | 1.62609 | ||
42 | 2010.01.18 00:20 | t/p | 21 | 2.00 | 1.62793 | 0.00000 | 1.62793 | 168.00 | 13360.00 |
43 | 2010.01.18 01:50 | t/p | 22 | 2.00 | 1.62609 | 0.00000 | 1.62609 | 168.00 | 13528.00 |
44 | 2010.01.19 00:00 | buy | 23 | 2.00 | 1.63481 | 0.00000 | 1.63565 | ||
45 | 2010.01.19 00:00 | sell | 24 | 2.00 | 1.63465 | 0.00000 | 1.63381 | ||
46 | 2010.01.19 00:20 | t/p | 23 | 2.00 | 1.63565 | 0.00000 | 1.63565 | 168.00 | 13696.00 |
47 | 2010.01.19 12:50 | t/p | 24 | 2.00 | 1.63381 | 0.00000 | 1.63381 | 168.00 | 13864.00 |
48 | 2010.01.20 00:00 | buy | 25 | 2.00 | 1.63636 | 0.00000 | 1.63720 | ||
49 | 2010.01.20 00:00 | sell | 26 | 2.00 | 1.63620 | 0.00000 | 1.63536 | ||
50 | 2010.01.20 00:32 | t/p | 26 | 2.00 | 1.63536 | 0.00000 | 1.63536 | 168.00 | 14032.00 |
51 | 2010.01.21 00:00 | buy | 27 | 2.00 | 1.62963 | 0.00000 | 1.63047 | ||
52 | 2010.01.21 00:00 | sell | 28 | 2.00 | 1.62947 | 0.00000 | 1.62863 | ||
53 | 2010.01.21 00:37 | t/p | 28 | 2.00 | 1.62863 | 0.00000 | 1.62863 | 168.00 | 14200.00 |
54 | 2010.01.21 01:15 | t/p | 27 | 2.00 | 1.63047 | 0.00000 | 1.63047 | 168.00 | 14368.00 |
55 | 2010.01.22 00:00 | buy | 29 | 2.00 | 1.61961 | 0.00000 | 1.62045 | ||
56 | 2010.01.22 00:00 | sell | 30 | 2.00 | 1.61945 | 0.00000 | 1.61861 | ||
57 | 2010.01.22 00:15 | t/p | 30 | 2.00 | 1.61861 | 0.00000 | 1.61861 | 168.00 | 14536.00 |
58 | 2010.01.22 01:07 | t/p | 29 | 2.00 | 1.62045 | 0.00000 | 1.62045 | 168.00 | 14704.00 |
59 | 2010.01.25 00:00 | buy | 31 | 2.00 | 1.61098 | 0.00000 | 1.61182 | ||
60 | 2010.01.25 00:00 | sell | 32 | 2.00 | 1.61082 | 0.00000 | 1.60998 | ||
61 | 2010.01.25 00:10 | t/p | 31 | 2.00 | 1.61182 | 0.00000 | 1.61182 | 168.00 | 14872.00 |
62 | 2010.01.25 02:20 | t/p | 32 | 2.00 | 1.60998 | 0.00000 | 1.60998 | 168.00 | 15040.00 |
63 | 2010.01.26 00:00 | buy | 33 | 2.00 | 1.62467 | 0.00000 | 1.62551 | ||
64 | 2010.01.26 00:00 | sell | 34 | 2.00 | 1.62451 | 0.00000 | 1.62367 | ||
65 | 2010.01.26 00:33 | t/p | 33 | 2.00 | 1.62551 | 0.00000 | 1.62551 | 168.00 | 15208.00 |
66 | 2010.01.26 03:50 | t/p | 34 | 2.00 | 1.62367 | 0.00000 | 1.62367 | 168.00 | 15376.00 |
67 | 2010.01.27 00:00 | buy | 35 | 2.00 | 1.61513 | 0.00000 | 1.61597 | ||
68 | 2010.01.27 00:00 | sell | 36 | 2.00 | 1.61497 | 0.00000 | 1.61413 | ||
69 | 2010.01.27 00:10 | t/p | 36 | 2.00 | 1.61413 | 0.00000 | 1.61413 | 168.00 | 15544.00 |
70 | 2010.01.27 08:37 | t/p | 35 | 2.00 | 1.61597 | 0.00000 | 1.61597 | 168.00 | 15712.00 |
71 | 2010.01.28 00:00 | buy | 37 | 2.00 | 1.61792 | 0.00000 | 1.61876 | ||
72 | 2010.01.28 00:00 | sell | 38 | 2.00 | 1.61776 | 0.00000 | 1.61692 | ||
73 | 2010.01.28 00:15 | t/p | 38 | 2.00 | 1.61692 | 0.00000 | 1.61692 | 168.00 | 15880.00 |
74 | 2010.01.28 03:45 | t/p | 37 | 2.00 | 1.61876 | 0.00000 | 1.61876 | 168.00 | 16048.00 |
75 | 2010.01.29 00:00 | buy | 39 | 2.00 | 1.61259 | 0.00000 | 1.61343 | ||
76 | 2010.01.29 00:00 | sell | 40 | 2.00 | 1.61243 | 0.00000 | 1.61159 | ||
77 | 2010.01.29 00:37 | t/p | 40 | 2.00 | 1.61159 | 0.00000 | 1.61159 | 168.00 | 16216.00 |
78 | 2010.01.29 00:45 | t/p | 39 | 2.00 | 1.61343 | 0.00000 | 1.61343 | 168.00 | 16384.00 |
79 | 2010.01.29 15:15 | t/p | 12 | 2.00 | 1.60495 | 0.00000 | 1.60495 | 76.00 | 16460.00 |
80 | 2010.02.01 00:00 | buy | 41 | 2.00 | 1.59460 | 0.00000 | 1.59544 | ||
81 | 2010.02.01 00:00 | sell | 42 | 2.00 | 1.59444 | 0.00000 | 1.59360 | ||
82 | 2010.02.01 00:15 | t/p | 41 | 2.00 | 1.59544 | 0.00000 | 1.59544 | 168.00 | 16628.00 |
83 | 2010.02.01 08:59 | t/p | 42 | 2.00 | 1.59360 | 0.00000 | 1.59360 | 168.00 | 16796.00 |
84 | 2010.02.02 00:00 | buy | 43 | 2.00 | 1.59640 | 0.00000 | 1.59724 | ||
85 | 2010.02.02 00:00 | sell | 44 | 2.00 | 1.59624 | 0.00000 | 1.59540 | ||
86 | 2010.02.02 00:20 | t/p | 44 | 2.00 | 1.59540 | 0.00000 | 1.59540 | 168.00 | 16964.00 |
87 | 2010.02.02 04:20 | t/p | 43 | 2.00 | 1.59724 | 0.00000 | 1.59724 | 168.00 | 17132.00 |
88 | 2010.02.03 00:00 | buy | 45 | 2.00 | 1.59773 | 0.00000 | 1.59857 | ||
89 | 2010.02.03 00:00 | sell | 46 | 2.00 | 1.59757 | 0.00000 | 1.59673 | ||
90 | 2010.02.03 00:40 | t/p | 45 | 2.00 | 1.59857 | 0.00000 | 1.59857 | 168.00 | 17300.00 |
91 | 2010.02.03 13:20 | t/p | 46 | 2.00 | 1.59673 | 0.00000 | 1.59673 | 168.00 | 17468.00 |
92 | 2010.02.04 00:00 | buy | 47 | 2.00 | 1.59022 | 0.00000 | 1.59106 | ||
93 | 2010.02.04 00:00 | sell | 48 | 2.00 | 1.59006 | 0.00000 | 1.58922 | ||
94 | 2010.02.04 00:15 | t/p | 47 | 2.00 | 1.59106 | 0.00000 | 1.59106 | 168.00 | 17636.00 |
95 | 2010.02.04 02:02 | t/p | 48 | 2.00 | 1.58922 | 0.00000 | 1.58922 | 168.00 | 17804.00 |
96 | 2010.02.05 00:00 | buy | 49 | 2.00 | 1.57667 | 0.00000 | 1.57751 | ||
97 | 2010.02.05 00:00 | sell | 50 | 2.00 | 1.57651 | 0.00000 | 1.57567 | ||
98 | 2010.02.05 00:32 | t/p | 50 | 2.00 | 1.57567 | 0.00000 | 1.57567 | 168.00 | 17972.00 |
99 | 2010.02.05 01:37 | t/p | 49 | 2.00 | 1.57751 | 0.00000 | 1.57751 | 168.00 | 18140.00 |
100 | 2010.02.08 00:00 | buy | 51 | 2.00 | 1.55986 | 0.00000 | 1.56070 | ||
101 | 2010.02.08 00:00 | sell | 52 | 2.00 | 1.55970 | 0.00000 | 1.55886 | ||
102 | 2010.02.08 00:20 | t/p | 52 | 2.00 | 1.55886 | 0.00000 | 1.55886 | 168.00 | 18308.00 |
103 | 2010.02.08 01:20 | t/p | 51 | 2.00 | 1.56070 | 0.00000 | 1.56070 | 168.00 | 18476.00 |
104 | 2010.02.09 00:00 | buy | 53 | 2.00 | 1.55905 | 0.00000 | 1.55989 | ||
105 | 2010.02.09 00:00 | sell | 54 | 2.00 | 1.55889 | 0.00000 | 1.55805 | ||
106 | 2010.02.09 00:45 | t/p | 54 | 2.00 | 1.55805 | 0.00000 | 1.55805 | 168.00 | 18644.00 |
107 | 2010.02.09 01:20 | t/p | 53 | 2.00 | 1.55989 | 0.00000 | 1.55989 | 168.00 | 18812.00 |
108 | 2010.02.10 00:00 | buy | 55 | 2.00 | 1.57096 | 0.00000 | 1.57180 | ||
109 | 2010.02.10 00:00 | sell | 56 | 2.00 | 1.57080 | 0.00000 | 1.56996 | ||
110 | 2010.02.10 00:40 | t/p | 56 | 2.00 | 1.56996 | 0.00000 | 1.56996 | 168.00 | 18980.00 |
111 | 2010.02.10 10:45 | t/p | 55 | 2.00 | 1.57180 | 0.00000 | 1.57180 | 168.00 | 19148.00 |
112 | 2010.02.11 00:00 | buy | 57 | 2.00 | 1.55991 | 0.00000 | 1.56075 | ||
113 | 2010.02.11 00:00 | sell | 58 | 2.00 | 1.55975 | 0.00000 | 1.55891 | ||
114 | 2010.02.11 00:20 | t/p | 57 | 2.00 | 1.56075 | 0.00000 | 1.56075 | 168.00 | 19316.00 |
115 | 2010.02.11 09:40 | t/p | 58 | 2.00 | 1.55891 | 0.00000 | 1.55891 | 168.00 | 19484.00 |
116 | 2010.02.12 00:00 | buy | 59 | 2.00 | 1.56956 | 0.00000 | 1.57040 | ||
117 | 2010.02.12 00:00 | sell | 60 | 2.00 | 1.56940 | 0.00000 | 1.56856 | ||
118 | 2010.02.12 01:07 | t/p | 59 | 2.00 | 1.57040 | 0.00000 | 1.57040 | 168.00 | 19652.00 |
119 | 2010.02.12 01:20 | t/p | 60 | 2.00 | 1.56856 | 0.00000 | 1.56856 | 168.00 | 19820.00 |
120 | 2010.02.15 00:00 | buy | 61 | 2.00 | 1.56683 | 0.00000 | 1.56767 | ||
121 | 2010.02.15 00:00 | sell | 62 | 2.00 | 1.56667 | 0.00000 | 1.56583 | ||
122 | 2010.02.15 00:10 | t/p | 62 | 2.00 | 1.56583 | 0.00000 | 1.56583 | 168.00 | 19988.00 |
123 | 2010.02.15 01:16 | t/p | 61 | 2.00 | 1.56767 | 0.00000 | 1.56767 | 168.00 | 20156.00 |
124 | 2010.02.16 00:00 | buy | 63 | 2.00 | 1.56677 | 0.00000 | 1.56761 | ||
125 | 2010.02.16 00:00 | sell | 64 | 2.00 | 1.56661 | 0.00000 | 1.56577 | ||
126 | 2010.02.16 01:20 | t/p | 64 | 2.00 | 1.56577 | 0.00000 | 1.56577 | 168.00 | 20324.00 |
127 | 2010.02.16 02:15 | t/p | 63 | 2.00 | 1.56761 | 0.00000 | 1.56761 | 168.00 | 20492.00 |
128 | 2010.02.17 00:00 | buy | 65 | 2.00 | 1.57839 | 0.00000 | 1.57923 | ||
129 | 2010.02.17 00:00 | sell | 66 | 2.00 | 1.57823 | 0.00000 | 1.57739 | ||
130 | 2010.02.17 02:20 | t/p | 66 | 2.00 | 1.57739 | 0.00000 | 1.57739 | 168.00 | 20660.00 |
131 | 2010.02.17 08:45 | t/p | 65 | 2.00 | 1.57923 | 0.00000 | 1.57923 | 168.00 | 20828.00 |
132 | 2010.02.18 00:00 | buy | 67 | 2.00 | 1.56821 | 0.00000 | 1.56905 | ||
133 | 2010.02.18 00:00 | sell | 68 | 2.00 | 1.56805 | 0.00000 | 1.56721 | ||
134 | 2010.02.18 01:20 | t/p | 68 | 2.00 | 1.56721 | 0.00000 | 1.56721 | 168.00 | 20996.00 |
135 | 2010.02.18 22:50 | close at stop | 67 | 2.00 | 1.54919 | 0.00000 | 1.56905 | -3804.00 | 17192.00 |
136 | 2010.02.18 22:50 | close at stop | 25 | 2.00 | 1.54919 | 0.00000 | 1.63720 | -17434.00 | -242.00 |