Strategy Tester Report
try_enter
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; Porog=20; FastEMA=12; SlowEMA=26; SignalSMA=9; SL=0; TP=20; MagicNumber=8833747; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1064.70 | Gross profit | 86.00 | Gross loss | -1150.70 |
Profit factor | 0.07 | Expected payoff | -24.20 | ||
Absolute drawdown | 1148.30 | Maximal drawdown | 1170.30 (11.68%) | Relative drawdown | 11.68% (1170.30) |
Total trades | 44 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 31 (96.77%) |
Profit trades (% of total) | 43 (97.73%) | Loss trades (% of total) | 1 (2.27%) | ||
Largest | profit trade | 2.00 | loss trade | -1150.70 | |
Average | profit trade | 2.00 | loss trade | -1150.70 | |
Maximum | consecutive wins (profit in money) | 43 (86.00) | consecutive losses (loss in money) | 1 (-1150.70) | |
Maximal | consecutive profit (count of wins) | 86.00 (43) | consecutive loss (count of losses) | -1150.70 (1) | |
Average | consecutive wins | 43 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 08:03 | sell | 1 | 0.10 | 1.60767 | 0.00000 | 1.60747 | ||
2 | 2010.01.04 08:10 | t/p | 1 | 0.10 | 1.60747 | 0.00000 | 1.60747 | 2.00 | 10002.00 |
3 | 2010.01.04 09:10 | buy | 2 | 0.10 | 1.61222 | 0.00000 | 1.61242 | ||
4 | 2010.01.04 09:15 | t/p | 2 | 0.10 | 1.61242 | 0.00000 | 1.61242 | 2.00 | 10004.00 |
5 | 2010.01.08 10:00 | buy | 3 | 0.10 | 1.60207 | 0.00000 | 1.60227 | ||
6 | 2010.01.08 10:10 | t/p | 3 | 0.10 | 1.60227 | 0.00000 | 1.60227 | 2.00 | 10006.00 |
7 | 2010.01.12 03:10 | sell | 4 | 0.10 | 1.60780 | 0.00000 | 1.60760 | ||
8 | 2010.01.12 03:20 | t/p | 4 | 0.10 | 1.60760 | 0.00000 | 1.60760 | 2.00 | 10008.00 |
9 | 2010.01.12 11:00 | buy | 5 | 0.10 | 1.61406 | 0.00000 | 1.61426 | ||
10 | 2010.01.12 11:10 | t/p | 5 | 0.10 | 1.61426 | 0.00000 | 1.61426 | 2.00 | 10010.00 |
11 | 2010.01.15 11:32 | sell | 6 | 0.10 | 1.62693 | 0.00000 | 1.62673 | ||
12 | 2010.01.15 16:50 | t/p | 6 | 0.10 | 1.62673 | 0.00000 | 1.62673 | 2.00 | 10012.00 |
13 | 2010.01.18 09:15 | buy | 7 | 0.10 | 1.63400 | 0.00000 | 1.63420 | ||
14 | 2010.01.18 09:45 | t/p | 7 | 0.10 | 1.63420 | 0.00000 | 1.63420 | 2.00 | 10014.00 |
15 | 2010.01.18 10:00 | buy | 8 | 0.10 | 1.63549 | 0.00000 | 1.63569 | ||
16 | 2010.01.18 11:10 | t/p | 8 | 0.10 | 1.63569 | 0.00000 | 1.63569 | 2.00 | 10016.00 |
17 | 2010.01.19 15:00 | sell | 9 | 0.10 | 1.63414 | 0.00000 | 1.63394 | ||
18 | 2010.01.19 15:02 | t/p | 9 | 0.10 | 1.63394 | 0.00000 | 1.63394 | 2.00 | 10018.00 |
19 | 2010.01.19 16:02 | buy | 10 | 0.10 | 1.63908 | 0.00000 | 1.63928 | ||
20 | 2010.01.19 19:10 | buy | 11 | 0.10 | 1.63891 | 0.00000 | 1.63911 | ||
21 | 2010.01.19 19:20 | t/p | 10 | 0.10 | 1.63928 | 0.00000 | 1.63928 | 2.00 | 10020.00 |
22 | 2010.01.19 19:20 | t/p | 11 | 0.10 | 1.63911 | 0.00000 | 1.63911 | 2.00 | 10022.00 |
23 | 2010.01.19 20:00 | buy | 12 | 0.10 | 1.63861 | 0.00000 | 1.63881 | ||
24 | 2010.01.25 17:00 | buy | 13 | 0.10 | 1.62124 | 0.00000 | 1.62144 | ||
25 | 2010.01.25 17:10 | t/p | 13 | 0.10 | 1.62144 | 0.00000 | 1.62144 | 2.00 | 10024.00 |
26 | 2010.01.26 10:46 | sell | 14 | 0.10 | 1.61206 | 0.00000 | 1.61186 | ||
27 | 2010.01.26 11:20 | t/p | 14 | 0.10 | 1.61186 | 0.00000 | 1.61186 | 2.00 | 10026.00 |
28 | 2010.01.27 13:00 | buy | 15 | 0.10 | 1.62311 | 0.00000 | 1.62331 | ||
29 | 2010.01.27 13:10 | t/p | 15 | 0.10 | 1.62331 | 0.00000 | 1.62331 | 2.00 | 10028.00 |
30 | 2010.01.27 20:20 | sell | 16 | 0.10 | 1.61475 | 0.00000 | 1.61455 | ||
31 | 2010.01.27 21:00 | buy | 17 | 0.10 | 1.61781 | 0.00000 | 1.61801 | ||
32 | 2010.01.27 21:07 | t/p | 17 | 0.10 | 1.61801 | 0.00000 | 1.61801 | 2.00 | 10030.00 |
33 | 2010.01.27 21:20 | t/p | 16 | 0.10 | 1.61455 | 0.00000 | 1.61455 | 2.00 | 10032.00 |
34 | 2010.01.28 04:00 | buy | 18 | 0.10 | 1.62117 | 0.00000 | 1.62137 | ||
35 | 2010.01.28 04:10 | t/p | 18 | 0.10 | 1.62137 | 0.00000 | 1.62137 | 2.00 | 10034.00 |
36 | 2010.01.28 05:00 | buy | 19 | 0.10 | 1.62159 | 0.00000 | 1.62179 | ||
37 | 2010.01.28 05:02 | t/p | 19 | 0.10 | 1.62179 | 0.00000 | 1.62179 | 2.00 | 10036.00 |
38 | 2010.01.28 06:10 | buy | 20 | 0.10 | 1.61966 | 0.00000 | 1.61986 | ||
39 | 2010.01.28 07:50 | t/p | 20 | 0.10 | 1.61986 | 0.00000 | 1.61986 | 2.00 | 10038.00 |
40 | 2010.01.28 07:50 | buy | 21 | 0.10 | 1.62079 | 0.00000 | 1.62099 | ||
41 | 2010.01.28 08:00 | buy | 22 | 0.10 | 1.62074 | 0.00000 | 1.62094 | ||
42 | 2010.01.28 08:15 | t/p | 21 | 0.10 | 1.62099 | 0.00000 | 1.62099 | 2.00 | 10040.00 |
43 | 2010.01.28 08:15 | t/p | 22 | 0.10 | 1.62094 | 0.00000 | 1.62094 | 2.00 | 10042.00 |
44 | 2010.01.28 17:00 | sell | 23 | 0.10 | 1.61352 | 0.00000 | 1.61332 | ||
45 | 2010.01.28 18:50 | t/p | 23 | 0.10 | 1.61332 | 0.00000 | 1.61332 | 2.00 | 10044.00 |
46 | 2010.02.02 22:00 | buy | 24 | 0.10 | 1.59870 | 0.00000 | 1.59890 | ||
47 | 2010.02.02 23:00 | buy | 25 | 0.10 | 1.59753 | 0.00000 | 1.59773 | ||
48 | 2010.02.02 23:20 | t/p | 25 | 0.10 | 1.59773 | 0.00000 | 1.59773 | 2.00 | 10046.00 |
49 | 2010.02.03 00:00 | buy | 26 | 0.10 | 1.59813 | 0.00000 | 1.59833 | ||
50 | 2010.02.03 00:40 | t/p | 26 | 0.10 | 1.59833 | 0.00000 | 1.59833 | 2.00 | 10048.00 |
51 | 2010.02.03 00:46 | t/p | 24 | 0.10 | 1.59890 | 0.00000 | 1.59890 | 2.00 | 10050.00 |
52 | 2010.02.03 14:15 | sell | 27 | 0.10 | 1.59535 | 0.00000 | 1.59515 | ||
53 | 2010.02.03 14:20 | t/p | 27 | 0.10 | 1.59515 | 0.00000 | 1.59515 | 2.00 | 10052.00 |
54 | 2010.02.09 18:00 | buy | 28 | 0.10 | 1.56821 | 0.00000 | 1.56841 | ||
55 | 2010.02.09 18:05 | t/p | 28 | 0.10 | 1.56841 | 0.00000 | 1.56841 | 2.00 | 10054.00 |
56 | 2010.02.10 13:20 | sell | 29 | 0.10 | 1.56189 | 0.00000 | 1.56169 | ||
57 | 2010.02.10 14:50 | t/p | 29 | 0.10 | 1.56169 | 0.00000 | 1.56169 | 2.00 | 10056.00 |
58 | 2010.02.11 19:00 | buy | 30 | 0.10 | 1.56840 | 0.00000 | 1.56860 | ||
59 | 2010.02.11 19:15 | t/p | 30 | 0.10 | 1.56860 | 0.00000 | 1.56860 | 2.00 | 10058.00 |
60 | 2010.02.11 20:00 | buy | 31 | 0.10 | 1.56888 | 0.00000 | 1.56908 | ||
61 | 2010.02.11 20:10 | t/p | 31 | 0.10 | 1.56908 | 0.00000 | 1.56908 | 2.00 | 10060.00 |
62 | 2010.02.12 12:00 | sell | 32 | 0.10 | 1.56142 | 0.00000 | 1.56122 | ||
63 | 2010.02.12 12:10 | t/p | 32 | 0.10 | 1.56122 | 0.00000 | 1.56122 | 2.00 | 10062.00 |
64 | 2010.02.15 13:00 | buy | 33 | 0.10 | 1.57104 | 0.00000 | 1.57124 | ||
65 | 2010.02.15 13:02 | t/p | 33 | 0.10 | 1.57124 | 0.00000 | 1.57124 | 2.00 | 10064.00 |
66 | 2010.02.15 14:00 | buy | 34 | 0.10 | 1.56935 | 0.00000 | 1.56955 | ||
67 | 2010.02.16 05:45 | t/p | 34 | 0.10 | 1.56955 | 0.00000 | 1.56955 | 2.00 | 10066.00 |
68 | 2010.02.16 06:00 | buy | 35 | 0.10 | 1.57054 | 0.00000 | 1.57074 | ||
69 | 2010.02.16 06:20 | t/p | 35 | 0.10 | 1.57074 | 0.00000 | 1.57074 | 2.00 | 10068.00 |
70 | 2010.02.16 07:00 | buy | 36 | 0.10 | 1.57067 | 0.00000 | 1.57087 | ||
71 | 2010.02.16 07:40 | t/p | 36 | 0.10 | 1.57087 | 0.00000 | 1.57087 | 2.00 | 10070.00 |
72 | 2010.02.16 13:50 | sell | 37 | 0.10 | 1.56611 | 0.00000 | 1.56591 | ||
73 | 2010.02.16 15:15 | t/p | 37 | 0.10 | 1.56591 | 0.00000 | 1.56591 | 2.00 | 10072.00 |
74 | 2010.02.16 18:00 | buy | 38 | 0.10 | 1.57371 | 0.00000 | 1.57391 | ||
75 | 2010.02.16 18:03 | t/p | 38 | 0.10 | 1.57391 | 0.00000 | 1.57391 | 2.00 | 10074.00 |
76 | 2010.02.17 17:00 | sell | 39 | 0.10 | 1.57235 | 0.00000 | 1.57215 | ||
77 | 2010.02.17 17:10 | t/p | 39 | 0.10 | 1.57215 | 0.00000 | 1.57215 | 2.00 | 10076.00 |
78 | 2010.02.23 01:10 | buy | 40 | 0.10 | 1.55119 | 0.00000 | 1.55139 | ||
79 | 2010.02.23 01:20 | t/p | 40 | 0.10 | 1.55139 | 0.00000 | 1.55139 | 2.00 | 10078.00 |
80 | 2010.02.23 02:50 | buy | 41 | 0.10 | 1.55082 | 0.00000 | 1.55102 | ||
81 | 2010.02.23 03:15 | buy | 42 | 0.10 | 1.55034 | 0.00000 | 1.55054 | ||
82 | 2010.02.23 03:50 | t/p | 42 | 0.10 | 1.55054 | 0.00000 | 1.55054 | 2.00 | 10080.00 |
83 | 2010.02.23 03:59 | t/p | 41 | 0.10 | 1.55102 | 0.00000 | 1.55102 | 2.00 | 10082.00 |
84 | 2010.02.23 04:00 | buy | 43 | 0.10 | 1.55174 | 0.00000 | 1.55194 | ||
85 | 2010.02.23 04:50 | t/p | 43 | 0.10 | 1.55194 | 0.00000 | 1.55194 | 2.00 | 10084.00 |
86 | 2010.02.23 11:00 | sell | 44 | 0.10 | 1.54315 | 0.00000 | 1.54295 | ||
87 | 2010.02.23 11:15 | t/p | 44 | 0.10 | 1.54295 | 0.00000 | 1.54295 | 2.00 | 10086.00 |
88 | 2010.02.26 22:56 | close at stop | 12 | 0.10 | 1.52354 | 0.00000 | 1.63881 | -1150.70 | 8935.30 |