Strategy Tester Report
VBS - Very Blondie System
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | PeriodX=60; Limit=1000; Grid=1500; Amount=40; LockDown=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -194.16 | Gross profit | 635.68 | Gross loss | -829.84 |
Profit factor | 0.77 | Expected payoff | -12.94 | ||
Absolute drawdown | 1198.31 | Maximal drawdown | 1554.30 (15.01%) | Relative drawdown | 15.01% (1554.30) |
Total trades | 15 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
Largest | profit trade | 122.46 | loss trade | -293.16 | |
Average | profit trade | 57.79 | loss trade | -207.46 | |
Maximum | consecutive wins (profit in money) | 5 (270.36) | consecutive losses (loss in money) | 2 (-579.34) | |
Maximal | consecutive profit (count of wins) | 270.92 (4) | consecutive loss (count of losses) | -579.34 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | sell | 1 | 0.10 | 1.36221 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 00:00 | sell limit | 2 | 0.20 | 1.37721 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 00:00 | sell limit | 3 | 0.40 | 1.39221 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 00:00 | sell limit | 4 | 0.80 | 1.40721 | 0.00000 | 0.00000 | ||
5 | 2010.03.01 00:00 | sell limit | 5 | 1.60 | 1.42221 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 12:40 | delete | 5 | 1.60 | 1.42221 | 0.00000 | 0.00000 | ||
7 | 2010.03.01 12:40 | delete | 4 | 0.80 | 1.40721 | 0.00000 | 0.00000 | ||
8 | 2010.03.01 12:40 | delete | 3 | 0.40 | 1.39221 | 0.00000 | 0.00000 | ||
9 | 2010.03.01 12:40 | delete | 2 | 0.20 | 1.37721 | 0.00000 | 0.00000 | ||
10 | 2010.03.01 12:40 | close | 1 | 0.10 | 1.35741 | 0.00000 | 0.00000 | 48.00 | 10048.00 |
11 | 2010.03.01 12:42 | buy | 6 | 0.10 | 1.35807 | 0.00000 | 0.00000 | ||
12 | 2010.03.01 12:42 | buy limit | 7 | 0.20 | 1.34307 | 0.00000 | 0.00000 | ||
13 | 2010.03.01 12:42 | buy limit | 8 | 0.40 | 1.32807 | 0.00000 | 0.00000 | ||
14 | 2010.03.01 12:42 | buy limit | 9 | 0.80 | 1.31307 | 0.00000 | 0.00000 | ||
15 | 2010.03.01 12:42 | buy limit | 10 | 1.60 | 1.29807 | 0.00000 | 0.00000 | ||
16 | 2010.03.01 12:42 | sell | 11 | 0.10 | 1.35786 | 0.00000 | 0.00000 | ||
17 | 2010.03.01 12:42 | sell limit | 12 | 0.20 | 1.37286 | 0.00000 | 0.00000 | ||
18 | 2010.03.01 12:42 | sell limit | 13 | 0.40 | 1.38786 | 0.00000 | 0.00000 | ||
19 | 2010.03.01 12:42 | sell limit | 14 | 0.80 | 1.40286 | 0.00000 | 0.00000 | ||
20 | 2010.03.01 12:42 | sell limit | 15 | 1.60 | 1.41786 | 0.00000 | 0.00000 | ||
21 | 2010.03.03 17:20 | sell | 12 | 0.20 | 1.37286 | 0.00000 | 0.00000 | ||
22 | 2010.03.03 20:20 | delete | 15 | 1.60 | 1.41786 | 0.00000 | 0.00000 | ||
23 | 2010.03.03 20:20 | delete | 14 | 0.80 | 1.40286 | 0.00000 | 0.00000 | ||
24 | 2010.03.03 20:20 | delete | 13 | 0.40 | 1.38786 | 0.00000 | 0.00000 | ||
25 | 2010.03.03 20:20 | close | 12 | 0.20 | 1.37054 | 0.00000 | 0.00000 | 46.40 | 10094.40 |
26 | 2010.03.03 20:20 | close | 11 | 0.10 | 1.37054 | 0.00000 | 0.00000 | -126.96 | 9967.44 |
27 | 2010.03.03 20:20 | delete | 10 | 1.60 | 1.29807 | 0.00000 | 0.00000 | ||
28 | 2010.03.03 20:20 | delete | 9 | 0.80 | 1.31307 | 0.00000 | 0.00000 | ||
29 | 2010.03.03 20:20 | delete | 8 | 0.40 | 1.32807 | 0.00000 | 0.00000 | ||
30 | 2010.03.03 20:20 | delete | 7 | 0.20 | 1.34307 | 0.00000 | 0.00000 | ||
31 | 2010.03.03 20:20 | close | 6 | 0.10 | 1.37033 | 0.00000 | 0.00000 | 122.46 | 10089.90 |
32 | 2010.03.03 20:22 | sell | 16 | 0.10 | 1.37069 | 0.00000 | 0.00000 | ||
33 | 2010.03.03 20:22 | sell limit | 17 | 0.20 | 1.38569 | 0.00000 | 0.00000 | ||
34 | 2010.03.03 20:22 | sell limit | 18 | 0.40 | 1.40069 | 0.00000 | 0.00000 | ||
35 | 2010.03.03 20:22 | sell limit | 19 | 0.80 | 1.41569 | 0.00000 | 0.00000 | ||
36 | 2010.03.03 20:22 | sell limit | 20 | 1.61 | 1.43069 | 0.00000 | 0.00000 | ||
37 | 2010.03.04 07:40 | delete | 20 | 1.61 | 1.43069 | 0.00000 | 0.00000 | ||
38 | 2010.03.04 07:40 | delete | 19 | 0.80 | 1.41569 | 0.00000 | 0.00000 | ||
39 | 2010.03.04 07:40 | delete | 18 | 0.40 | 1.40069 | 0.00000 | 0.00000 | ||
40 | 2010.03.04 07:40 | delete | 17 | 0.20 | 1.38569 | 0.00000 | 0.00000 | ||
41 | 2010.03.04 07:40 | close | 16 | 0.10 | 1.36655 | 0.00000 | 0.00000 | 41.16 | 10131.06 |
42 | 2010.03.04 07:42 | sell | 21 | 0.10 | 1.36659 | 0.00000 | 0.00000 | ||
43 | 2010.03.04 07:42 | sell limit | 22 | 0.20 | 1.38159 | 0.00000 | 0.00000 | ||
44 | 2010.03.04 07:42 | sell limit | 23 | 0.40 | 1.39659 | 0.00000 | 0.00000 | ||
45 | 2010.03.04 07:42 | sell limit | 24 | 0.80 | 1.41159 | 0.00000 | 0.00000 | ||
46 | 2010.03.04 07:42 | sell limit | 25 | 1.61 | 1.42659 | 0.00000 | 0.00000 | ||
47 | 2010.03.04 16:15 | delete | 25 | 1.61 | 1.42659 | 0.00000 | 0.00000 | ||
48 | 2010.03.04 16:15 | delete | 24 | 0.80 | 1.41159 | 0.00000 | 0.00000 | ||
49 | 2010.03.04 16:15 | delete | 23 | 0.40 | 1.39659 | 0.00000 | 0.00000 | ||
50 | 2010.03.04 16:15 | delete | 22 | 0.20 | 1.38159 | 0.00000 | 0.00000 | ||
51 | 2010.03.04 16:15 | close | 21 | 0.10 | 1.36128 | 0.00000 | 0.00000 | 53.10 | 10184.16 |
52 | 2010.03.04 16:17 | buy | 26 | 0.10 | 1.36177 | 0.00000 | 0.00000 | ||
53 | 2010.03.04 16:17 | buy limit | 27 | 0.20 | 1.34677 | 0.00000 | 0.00000 | ||
54 | 2010.03.04 16:17 | buy limit | 28 | 0.40 | 1.33177 | 0.00000 | 0.00000 | ||
55 | 2010.03.04 16:17 | buy limit | 29 | 0.81 | 1.31677 | 0.00000 | 0.00000 | ||
56 | 2010.03.04 16:17 | buy limit | 30 | 1.63 | 1.30177 | 0.00000 | 0.00000 | ||
57 | 2010.03.04 16:17 | sell | 31 | 0.10 | 1.36156 | 0.00000 | 0.00000 | ||
58 | 2010.03.04 16:17 | sell limit | 32 | 0.20 | 1.37656 | 0.00000 | 0.00000 | ||
59 | 2010.03.04 16:17 | sell limit | 33 | 0.40 | 1.39156 | 0.00000 | 0.00000 | ||
60 | 2010.03.04 16:17 | sell limit | 34 | 0.81 | 1.40656 | 0.00000 | 0.00000 | ||
61 | 2010.03.04 16:17 | sell limit | 35 | 1.63 | 1.42156 | 0.00000 | 0.00000 | ||
62 | 2010.03.12 11:10 | sell | 32 | 0.20 | 1.37656 | 0.00000 | 0.00000 | ||
63 | 2010.03.12 15:32 | delete | 35 | 1.63 | 1.42156 | 0.00000 | 0.00000 | ||
64 | 2010.03.12 15:32 | delete | 34 | 0.81 | 1.40656 | 0.00000 | 0.00000 | ||
65 | 2010.03.12 15:32 | delete | 33 | 0.40 | 1.39156 | 0.00000 | 0.00000 | ||
66 | 2010.03.12 15:32 | close | 32 | 0.20 | 1.37385 | 0.00000 | 0.00000 | 54.20 | 10238.36 |
67 | 2010.03.12 15:32 | close | 31 | 0.10 | 1.37385 | 0.00000 | 0.00000 | -123.54 | 10114.82 |
68 | 2010.03.12 15:32 | delete | 30 | 1.63 | 1.30177 | 0.00000 | 0.00000 | ||
69 | 2010.03.12 15:32 | delete | 29 | 0.81 | 1.31677 | 0.00000 | 0.00000 | ||
70 | 2010.03.12 15:32 | delete | 28 | 0.40 | 1.33177 | 0.00000 | 0.00000 | ||
71 | 2010.03.12 15:32 | delete | 27 | 0.20 | 1.34677 | 0.00000 | 0.00000 | ||
72 | 2010.03.12 15:32 | close | 26 | 0.10 | 1.37364 | 0.00000 | 0.00000 | 118.14 | 10232.96 |
73 | 2010.03.12 15:35 | sell | 36 | 0.10 | 1.37377 | 0.00000 | 0.00000 | ||
74 | 2010.03.12 15:35 | sell limit | 37 | 0.20 | 1.38877 | 0.00000 | 0.00000 | ||
75 | 2010.03.12 15:35 | sell limit | 38 | 0.40 | 1.40377 | 0.00000 | 0.00000 | ||
76 | 2010.03.12 15:35 | sell limit | 39 | 0.81 | 1.41877 | 0.00000 | 0.00000 | ||
77 | 2010.03.12 15:35 | sell limit | 40 | 1.63 | 1.43377 | 0.00000 | 0.00000 | ||
78 | 2010.03.15 15:15 | delete | 40 | 1.63 | 1.43377 | 0.00000 | 0.00000 | ||
79 | 2010.03.15 15:15 | delete | 39 | 0.81 | 1.41877 | 0.00000 | 0.00000 | ||
80 | 2010.03.15 15:15 | delete | 38 | 0.40 | 1.40377 | 0.00000 | 0.00000 | ||
81 | 2010.03.15 15:15 | delete | 37 | 0.20 | 1.38877 | 0.00000 | 0.00000 | ||
82 | 2010.03.15 15:15 | close | 36 | 0.10 | 1.36971 | 0.00000 | 0.00000 | 40.52 | 10273.48 |
83 | 2010.03.15 15:17 | buy | 41 | 0.10 | 1.36981 | 0.00000 | 0.00000 | ||
84 | 2010.03.15 15:17 | buy limit | 42 | 0.20 | 1.35481 | 0.00000 | 0.00000 | ||
85 | 2010.03.15 15:17 | buy limit | 43 | 0.41 | 1.33981 | 0.00000 | 0.00000 | ||
86 | 2010.03.15 15:17 | buy limit | 44 | 0.82 | 1.32481 | 0.00000 | 0.00000 | ||
87 | 2010.03.15 15:17 | buy limit | 45 | 1.64 | 1.30981 | 0.00000 | 0.00000 | ||
88 | 2010.03.16 15:20 | delete | 45 | 1.64 | 1.30981 | 0.00000 | 0.00000 | ||
89 | 2010.03.16 15:20 | delete | 44 | 0.82 | 1.32481 | 0.00000 | 0.00000 | ||
90 | 2010.03.16 15:20 | delete | 43 | 0.41 | 1.33981 | 0.00000 | 0.00000 | ||
91 | 2010.03.16 15:20 | delete | 42 | 0.20 | 1.35481 | 0.00000 | 0.00000 | ||
92 | 2010.03.16 15:20 | close | 41 | 0.10 | 1.37392 | 0.00000 | 0.00000 | 41.03 | 10314.51 |
93 | 2010.03.16 15:35 | sell | 46 | 0.10 | 1.37402 | 0.00000 | 0.00000 | ||
94 | 2010.03.16 15:35 | sell limit | 47 | 0.20 | 1.38902 | 0.00000 | 0.00000 | ||
95 | 2010.03.16 15:35 | sell limit | 48 | 0.41 | 1.40402 | 0.00000 | 0.00000 | ||
96 | 2010.03.16 15:35 | sell limit | 49 | 0.82 | 1.41902 | 0.00000 | 0.00000 | ||
97 | 2010.03.16 15:35 | sell limit | 50 | 1.64 | 1.43402 | 0.00000 | 0.00000 | ||
98 | 2010.03.18 06:10 | delete | 50 | 1.64 | 1.43402 | 0.00000 | 0.00000 | ||
99 | 2010.03.18 06:10 | delete | 49 | 0.82 | 1.41902 | 0.00000 | 0.00000 | ||
100 | 2010.03.18 06:10 | delete | 48 | 0.41 | 1.40402 | 0.00000 | 0.00000 | ||
101 | 2010.03.18 06:10 | delete | 47 | 0.20 | 1.38902 | 0.00000 | 0.00000 | ||
102 | 2010.03.18 06:10 | close | 46 | 0.10 | 1.36984 | 0.00000 | 0.00000 | 41.48 | 10355.99 |
103 | 2010.03.18 06:12 | buy | 51 | 0.10 | 1.37012 | 0.00000 | 0.00000 | ||
104 | 2010.03.18 06:12 | buy limit | 52 | 0.20 | 1.35512 | 0.00000 | 0.00000 | ||
105 | 2010.03.18 06:12 | buy limit | 53 | 0.41 | 1.34012 | 0.00000 | 0.00000 | ||
106 | 2010.03.18 06:12 | buy limit | 54 | 0.83 | 1.32512 | 0.00000 | 0.00000 | ||
107 | 2010.03.18 06:12 | buy limit | 55 | 1.66 | 1.31012 | 0.00000 | 0.00000 | ||
108 | 2010.03.19 13:15 | buy | 52 | 0.20 | 1.35512 | 0.00000 | 0.00000 | ||
109 | 2010.03.24 09:45 | buy | 53 | 0.41 | 1.34012 | 0.00000 | 0.00000 | ||
110 | 2010.03.26 21:59 | close at stop | 53 | 0.41 | 1.34086 | 0.00000 | 0.00000 | 29.19 | 10385.18 |
111 | 2010.03.26 21:59 | close at stop | 52 | 0.20 | 1.34086 | 0.00000 | 0.00000 | -286.18 | 10099.00 |
112 | 2010.03.26 21:59 | close at stop | 51 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -293.16 | 9805.84 |