Strategy Tester Report
kolbas_ch_EA
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 | Lots=0.1; TralUp=11; EnterFiltr=6; InHistory=5; SL=45; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 127.60 | Gross profit | 154.60 | Gross loss | -27.00 |
Profit factor | 5.73 | Expected payoff | 5.10 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 13.10 (0.13%) | Relative drawdown | 0.13% (13.10) |
Total trades | 25 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 12 (91.67%) |
Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
Largest | profit trade | 21.90 | loss trade | -4.50 | |
Average | profit trade | 8.14 | loss trade | -4.50 | |
Maximum | consecutive wins (profit in money) | 5 (35.90) | consecutive losses (loss in money) | 2 (-9.00) | |
Maximal | consecutive profit (count of wins) | 36.40 (3) | consecutive loss (count of losses) | -9.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy stop | 1 | 0.10 | 1.62199 | 1.62154 | 0.00000 | ||
2 | 2010.01.04 11:15 | buy | 1 | 0.10 | 1.62199 | 1.62154 | 0.00000 | ||
3 | 2010.01.04 11:15 | modify | 1 | 0.10 | 1.62199 | 1.62239 | 1.62321 | ||
4 | 2010.01.04 11:17 | s/l | 1 | 0.10 | 1.62239 | 1.62239 | 1.62321 | 4.00 | 10004.00 |
5 | 2010.01.04 11:17 | buy stop | 2 | 0.10 | 1.62302 | 1.62257 | 0.00000 | ||
6 | 2010.01.04 11:17 | sell stop | 3 | 0.10 | 1.60561 | 1.60606 | 0.00000 | ||
7 | 2010.01.04 11:20 | buy | 2 | 0.10 | 1.62302 | 1.62257 | 0.00000 | ||
8 | 2010.01.04 11:20 | modify | 2 | 0.10 | 1.62302 | 1.62366 | 1.62448 | ||
9 | 2010.01.04 11:20 | delete | 3 | 0.10 | 1.60561 | 1.60606 | 0.00000 | ||
10 | 2010.01.04 11:22 | s/l | 2 | 0.10 | 1.62366 | 1.62366 | 1.62448 | 6.40 | 10010.40 |
11 | 2010.01.04 11:22 | buy stop | 4 | 0.10 | 1.62429 | 1.62384 | 0.00000 | ||
12 | 2010.01.04 11:22 | sell stop | 5 | 0.10 | 1.60561 | 1.60606 | 0.00000 | ||
13 | 2010.01.05 09:20 | sell | 5 | 0.10 | 1.60561 | 1.60606 | 0.00000 | ||
14 | 2010.01.05 09:20 | modify | 5 | 0.10 | 1.60561 | 1.60424 | 1.60342 | ||
15 | 2010.01.05 09:20 | delete | 4 | 0.10 | 1.62429 | 1.62384 | 0.00000 | ||
16 | 2010.01.05 09:22 | s/l | 5 | 0.10 | 1.60424 | 1.60424 | 1.60342 | 13.70 | 10024.10 |
17 | 2010.01.05 09:22 | buy stop | 6 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
18 | 2010.01.05 09:22 | sell stop | 7 | 0.10 | 1.60361 | 1.60406 | 0.00000 | ||
19 | 2010.01.05 09:32 | sell | 7 | 0.10 | 1.60361 | 1.60406 | 0.00000 | ||
20 | 2010.01.05 09:32 | modify | 7 | 0.10 | 1.60361 | 1.60349 | 1.60267 | ||
21 | 2010.01.05 09:32 | delete | 6 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
22 | 2010.01.05 09:37 | modify | 7 | 0.10 | 1.60361 | 1.60325 | 1.60243 | ||
23 | 2010.01.05 09:40 | s/l | 7 | 0.10 | 1.60325 | 1.60325 | 1.60243 | 3.60 | 10027.70 |
24 | 2010.01.05 09:40 | buy stop | 8 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
25 | 2010.01.05 09:40 | sell stop | 9 | 0.10 | 1.60262 | 1.60307 | 0.00000 | ||
26 | 2010.01.05 11:20 | sell | 9 | 0.10 | 1.60262 | 1.60307 | 0.00000 | ||
27 | 2010.01.05 11:20 | delete | 8 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
28 | 2010.01.05 11:27 | s/l | 9 | 0.10 | 1.60307 | 1.60307 | 0.00000 | -4.50 | 10023.20 |
29 | 2010.01.05 11:27 | buy stop | 10 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
30 | 2010.01.05 11:27 | sell stop | 11 | 0.10 | 1.60202 | 1.60247 | 0.00000 | ||
31 | 2010.01.05 11:45 | sell | 11 | 0.10 | 1.60202 | 1.60247 | 0.00000 | ||
32 | 2010.01.05 11:45 | modify | 11 | 0.10 | 1.60202 | 1.60147 | 1.60065 | ||
33 | 2010.01.05 11:45 | delete | 10 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
34 | 2010.01.05 11:47 | s/l | 11 | 0.10 | 1.60147 | 1.60147 | 1.60065 | 5.50 | 10028.70 |
35 | 2010.01.05 11:47 | buy stop | 12 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
36 | 2010.01.05 11:47 | sell stop | 13 | 0.10 | 1.60084 | 1.60129 | 0.00000 | ||
37 | 2010.01.05 11:50 | sell | 13 | 0.10 | 1.60084 | 1.60129 | 0.00000 | ||
38 | 2010.01.05 11:50 | modify | 13 | 0.10 | 1.60084 | 1.59983 | 1.59901 | ||
39 | 2010.01.05 11:50 | delete | 12 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
40 | 2010.01.05 11:52 | s/l | 13 | 0.10 | 1.59983 | 1.59983 | 1.59901 | 10.10 | 10038.80 |
41 | 2010.01.05 11:52 | buy stop | 14 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
42 | 2010.01.05 11:52 | sell stop | 15 | 0.10 | 1.59920 | 1.59965 | 0.00000 | ||
43 | 2010.01.05 12:02 | sell | 15 | 0.10 | 1.59920 | 1.59965 | 0.00000 | ||
44 | 2010.01.05 12:02 | delete | 14 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
45 | 2010.01.05 12:10 | s/l | 15 | 0.10 | 1.59965 | 1.59965 | 0.00000 | -4.50 | 10034.30 |
46 | 2010.01.05 12:10 | buy stop | 16 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
47 | 2010.01.05 12:10 | sell stop | 17 | 0.10 | 1.59867 | 1.59912 | 0.00000 | ||
48 | 2010.01.05 17:50 | sell | 17 | 0.10 | 1.59867 | 1.59912 | 0.00000 | ||
49 | 2010.01.05 17:50 | delete | 16 | 0.10 | 1.61550 | 1.61505 | 0.00000 | ||
50 | 2010.01.05 17:52 | s/l | 17 | 0.10 | 1.59912 | 1.59912 | 0.00000 | -4.50 | 10029.80 |
51 | 2010.01.05 17:52 | buy stop | 18 | 0.10 | 1.60717 | 1.60672 | 0.00000 | ||
52 | 2010.01.05 17:52 | sell stop | 19 | 0.10 | 1.59849 | 1.59894 | 0.00000 | ||
53 | 2010.01.05 19:15 | sell | 19 | 0.10 | 1.59849 | 1.59894 | 0.00000 | ||
54 | 2010.01.05 19:15 | modify | 19 | 0.10 | 1.59849 | 1.59844 | 1.59762 | ||
55 | 2010.01.05 19:15 | delete | 18 | 0.10 | 1.60717 | 1.60672 | 0.00000 | ||
56 | 2010.01.05 19:20 | t/p | 19 | 0.10 | 1.59762 | 1.59844 | 1.59762 | 8.70 | 10038.50 |
57 | 2010.01.05 19:20 | buy stop | 20 | 0.10 | 1.60717 | 1.60672 | 0.00000 | ||
58 | 2010.01.08 14:45 | buy | 20 | 0.10 | 1.60717 | 1.60672 | 0.00000 | ||
59 | 2010.01.08 14:45 | modify | 20 | 0.10 | 1.60717 | 1.60775 | 1.60857 | ||
60 | 2010.01.08 14:47 | s/l | 20 | 0.10 | 1.60775 | 1.60775 | 1.60857 | 5.80 | 10044.30 |
61 | 2010.01.08 14:47 | buy stop | 21 | 0.10 | 1.60838 | 1.60793 | 0.00000 | ||
62 | 2010.01.08 14:47 | sell stop | 22 | 0.10 | 1.59702 | 1.59747 | 0.00000 | ||
63 | 2010.01.08 14:50 | buy | 21 | 0.10 | 1.60838 | 1.60793 | 0.00000 | ||
64 | 2010.01.08 14:50 | modify | 21 | 0.10 | 1.60838 | 1.61057 | 1.61139 | ||
65 | 2010.01.08 14:50 | delete | 22 | 0.10 | 1.59702 | 1.59747 | 0.00000 | ||
66 | 2010.01.08 14:52 | s/l | 21 | 0.10 | 1.61057 | 1.61057 | 1.61139 | 21.90 | 10066.20 |
67 | 2010.01.08 14:52 | buy stop | 23 | 0.10 | 1.61120 | 1.61075 | 0.00000 | ||
68 | 2010.01.08 14:52 | sell stop | 24 | 0.10 | 1.59702 | 1.59747 | 0.00000 | ||
69 | 2010.01.08 16:45 | sell | 24 | 0.10 | 1.59702 | 1.59747 | 0.00000 | ||
70 | 2010.01.08 16:45 | delete | 23 | 0.10 | 1.61120 | 1.61075 | 0.00000 | ||
71 | 2010.01.08 16:47 | s/l | 24 | 0.10 | 1.59747 | 1.59747 | 0.00000 | -4.50 | 10061.70 |
72 | 2010.01.08 16:47 | buy stop | 25 | 0.10 | 1.61120 | 1.61075 | 0.00000 | ||
73 | 2010.01.08 16:47 | sell stop | 26 | 0.10 | 1.59696 | 1.59741 | 0.00000 | ||
74 | 2010.01.08 16:50 | sell | 26 | 0.10 | 1.59696 | 1.59741 | 0.00000 | ||
75 | 2010.01.08 16:50 | modify | 26 | 0.10 | 1.59696 | 1.59610 | 1.59528 | ||
76 | 2010.01.08 16:50 | delete | 25 | 0.10 | 1.61120 | 1.61075 | 0.00000 | ||
77 | 2010.01.08 16:52 | s/l | 26 | 0.10 | 1.59610 | 1.59610 | 1.59528 | 8.60 | 10070.30 |
78 | 2010.01.08 16:52 | buy stop | 27 | 0.10 | 1.61120 | 1.61075 | 0.00000 | ||
79 | 2010.01.08 16:52 | sell stop | 28 | 0.10 | 1.59547 | 1.59592 | 0.00000 | ||
80 | 2010.01.11 08:15 | buy | 27 | 0.10 | 1.61120 | 1.61075 | 0.00000 | ||
81 | 2010.01.11 08:15 | modify | 27 | 0.10 | 1.61120 | 1.61137 | 1.61219 | ||
82 | 2010.01.11 08:15 | delete | 28 | 0.10 | 1.59547 | 1.59592 | 0.00000 | ||
83 | 2010.01.11 08:17 | s/l | 27 | 0.10 | 1.61137 | 1.61137 | 1.61219 | 1.70 | 10072.00 |
84 | 2010.01.11 08:17 | buy stop | 29 | 0.10 | 1.61200 | 1.61155 | 0.00000 | ||
85 | 2010.01.11 08:17 | sell stop | 30 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
86 | 2010.01.11 08:20 | buy | 29 | 0.10 | 1.61200 | 1.61155 | 0.00000 | ||
87 | 2010.01.11 08:20 | modify | 29 | 0.10 | 1.61200 | 1.61312 | 1.61394 | ||
88 | 2010.01.11 08:20 | delete | 30 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
89 | 2010.01.11 08:22 | s/l | 29 | 0.10 | 1.61312 | 1.61312 | 1.61394 | 11.20 | 10083.20 |
90 | 2010.01.11 08:22 | buy stop | 31 | 0.10 | 1.61375 | 1.61330 | 0.00000 | ||
91 | 2010.01.11 08:22 | sell stop | 32 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
92 | 2010.01.11 09:20 | buy | 31 | 0.10 | 1.61375 | 1.61330 | 0.00000 | ||
93 | 2010.01.11 09:20 | delete | 32 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
94 | 2010.01.11 09:22 | s/l | 31 | 0.10 | 1.61330 | 1.61330 | 0.00000 | -4.50 | 10078.70 |
95 | 2010.01.11 09:22 | buy stop | 33 | 0.10 | 1.61384 | 1.61339 | 0.00000 | ||
96 | 2010.01.11 09:22 | sell stop | 34 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
97 | 2010.01.11 09:32 | buy | 33 | 0.10 | 1.61384 | 1.61339 | 0.00000 | ||
98 | 2010.01.11 09:32 | modify | 33 | 0.10 | 1.61384 | 1.61404 | 1.61486 | ||
99 | 2010.01.11 09:32 | delete | 34 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
100 | 2010.01.11 09:37 | modify | 33 | 0.10 | 1.61384 | 1.61429 | 1.61511 | ||
101 | 2010.01.11 09:40 | s/l | 33 | 0.10 | 1.61429 | 1.61429 | 1.61511 | 4.50 | 10083.20 |
102 | 2010.01.11 09:40 | buy stop | 35 | 0.10 | 1.61492 | 1.61447 | 0.00000 | ||
103 | 2010.01.11 09:40 | sell stop | 36 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
104 | 2010.01.11 11:10 | buy | 35 | 0.10 | 1.61492 | 1.61447 | 0.00000 | ||
105 | 2010.01.11 11:10 | delete | 36 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
106 | 2010.01.11 11:15 | modify | 35 | 0.10 | 1.61492 | 1.61540 | 1.61622 | ||
107 | 2010.01.11 11:20 | t/p | 35 | 0.10 | 1.61622 | 1.61540 | 1.61622 | 13.00 | 10096.20 |
108 | 2010.01.11 11:20 | sell stop | 37 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
109 | 2010.01.12 03:20 | sell | 37 | 0.10 | 1.60670 | 1.60715 | 0.00000 | ||
110 | 2010.01.12 03:27 | s/l | 37 | 0.10 | 1.60715 | 1.60715 | 0.00000 | -4.50 | 10091.70 |
111 | 2010.01.12 03:27 | buy stop | 38 | 0.10 | 1.61215 | 1.61170 | 0.00000 | ||
112 | 2010.01.12 03:27 | sell stop | 39 | 0.10 | 1.60607 | 1.60652 | 0.00000 | ||
113 | 2010.01.12 07:45 | buy | 38 | 0.10 | 1.61215 | 1.61170 | 0.00000 | ||
114 | 2010.01.12 07:45 | delete | 39 | 0.10 | 1.60607 | 1.60652 | 0.00000 | ||
115 | 2010.01.12 07:50 | modify | 38 | 0.10 | 1.61215 | 1.61232 | 1.61314 | ||
116 | 2010.01.12 07:57 | s/l | 38 | 0.10 | 1.61232 | 1.61232 | 1.61314 | 1.70 | 10093.40 |
117 | 2010.01.12 07:57 | buy stop | 40 | 0.10 | 1.61295 | 1.61250 | 0.00000 | ||
118 | 2010.01.12 07:57 | sell stop | 41 | 0.10 | 1.60607 | 1.60652 | 0.00000 | ||
119 | 2010.01.12 10:50 | buy | 40 | 0.10 | 1.61295 | 1.61250 | 0.00000 | ||
120 | 2010.01.12 10:50 | modify | 40 | 0.10 | 1.61295 | 1.61346 | 1.61428 | ||
121 | 2010.01.12 10:50 | delete | 41 | 0.10 | 1.60607 | 1.60652 | 0.00000 | ||
122 | 2010.01.12 10:52 | s/l | 40 | 0.10 | 1.61346 | 1.61346 | 1.61428 | 5.10 | 10098.50 |
123 | 2010.01.12 10:52 | buy stop | 42 | 0.10 | 1.61409 | 1.61364 | 0.00000 | ||
124 | 2010.01.12 10:52 | sell stop | 43 | 0.10 | 1.60614 | 1.60659 | 0.00000 | ||
125 | 2010.01.12 11:10 | buy | 42 | 0.10 | 1.61409 | 1.61364 | 0.00000 | ||
126 | 2010.01.12 11:10 | delete | 43 | 0.10 | 1.60614 | 1.60659 | 0.00000 | ||
127 | 2010.01.12 11:15 | modify | 42 | 0.10 | 1.61409 | 1.61488 | 1.61570 | ||
128 | 2010.01.12 11:20 | t/p | 42 | 0.10 | 1.61570 | 1.61488 | 1.61570 | 16.10 | 10114.60 |
129 | 2010.01.12 11:20 | sell stop | 44 | 0.10 | 1.60614 | 1.60659 | 0.00000 | ||
130 | 2010.01.29 14:50 | sell | 44 | 0.10 | 1.60614 | 1.60659 | 0.00000 | ||
131 | 2010.01.29 14:50 | modify | 44 | 0.10 | 1.60614 | 1.60587 | 1.60505 | ||
132 | 2010.01.29 14:52 | s/l | 44 | 0.10 | 1.60587 | 1.60587 | 1.60505 | 2.70 | 10117.30 |
133 | 2010.01.29 14:52 | buy stop | 45 | 0.10 | 1.61806 | 1.61761 | 0.00000 | ||
134 | 2010.01.29 14:52 | sell stop | 46 | 0.10 | 1.60524 | 1.60569 | 0.00000 | ||
135 | 2010.01.29 15:10 | sell | 46 | 0.10 | 1.60524 | 1.60569 | 0.00000 | ||
136 | 2010.01.29 15:10 | delete | 45 | 0.10 | 1.61806 | 1.61761 | 0.00000 | ||
137 | 2010.01.29 15:15 | modify | 46 | 0.10 | 1.60524 | 1.60503 | 1.60421 | ||
138 | 2010.01.29 15:20 | t/p | 46 | 0.10 | 1.60421 | 1.60503 | 1.60421 | 10.30 | 10127.60 |
139 | 2010.01.29 15:20 | buy stop | 47 | 0.10 | 1.61646 | 1.61601 | 0.00000 |