Strategy Tester Report
ts-gbp-jpy_1t
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 | FixedLots=0.3; Risk=0.01; StopLoss=50; TakeProfit1=100; DayStartHour=4; StopShift=0; OrderExpirationHours=20; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 0.00 | Gross profit | 300.00 | Gross loss | -300.00 |
Profit factor | 1.00 | Expected payoff | 0.00 | ||
Absolute drawdown | 99.30 | Maximal drawdown | 112.20 (1.12%) | Relative drawdown | 1.12% (112.20) |
Total trades | 30 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 12 (33.33%) |
Profit trades (% of total) | 10 (33.33%) | Loss trades (% of total) | 20 (66.67%) | ||
Largest | profit trade | 30.00 | loss trade | -15.00 | |
Average | profit trade | 30.00 | loss trade | -15.00 | |
Maximum | consecutive wins (profit in money) | 2 (60.00) | consecutive losses (loss in money) | 5 (-75.00) | |
Maximal | consecutive profit (count of wins) | 60.00 (2) | consecutive loss (count of losses) | -75.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 04:00 | buy stop | 1 | 0.30 | 1.36500 | 1.36450 | 1.36600 | ||
2 | 2010.03.01 04:00 | sell stop | 2 | 0.30 | 1.35908 | 1.35958 | 1.35808 | ||
3 | 2010.03.01 07:50 | sell | 2 | 0.30 | 1.35908 | 1.35958 | 1.35808 | ||
4 | 2010.03.01 07:57 | s/l | 2 | 0.30 | 1.35958 | 1.35958 | 1.35808 | -15.00 | 9985.00 |
5 | 2010.03.01 10:20 | buy | 1 | 0.30 | 1.36500 | 1.36450 | 1.36600 | ||
6 | 2010.03.01 10:27 | s/l | 1 | 0.30 | 1.36450 | 1.36450 | 1.36600 | -15.00 | 9970.00 |
7 | 2010.03.02 04:00 | buy stop | 3 | 0.30 | 1.35749 | 1.35699 | 1.35849 | ||
8 | 2010.03.02 04:00 | sell stop | 4 | 0.30 | 1.35220 | 1.35270 | 1.35120 | ||
9 | 2010.03.02 04:50 | sell | 4 | 0.30 | 1.35220 | 1.35270 | 1.35120 | ||
10 | 2010.03.02 04:57 | s/l | 4 | 0.30 | 1.35270 | 1.35270 | 1.35120 | -15.00 | 9955.00 |
11 | 2010.03.02 14:40 | buy | 3 | 0.30 | 1.35749 | 1.35699 | 1.35849 | ||
12 | 2010.03.02 14:45 | t/p | 3 | 0.30 | 1.35849 | 1.35699 | 1.35849 | 30.00 | 9985.00 |
13 | 2010.03.03 04:00 | buy stop | 5 | 0.30 | 1.36527 | 1.36477 | 1.36627 | ||
14 | 2010.03.03 04:00 | sell stop | 6 | 0.30 | 1.35974 | 1.36024 | 1.35874 | ||
15 | 2010.03.03 06:16 | buy | 5 | 0.30 | 1.36527 | 1.36477 | 1.36627 | ||
16 | 2010.03.03 06:33 | s/l | 5 | 0.30 | 1.36477 | 1.36477 | 1.36627 | -15.00 | 9970.00 |
17 | 2010.03.03 09:20 | sell | 6 | 0.30 | 1.35974 | 1.36024 | 1.35874 | ||
18 | 2010.03.03 09:27 | s/l | 6 | 0.30 | 1.36024 | 1.36024 | 1.35874 | -15.00 | 9955.00 |
19 | 2010.03.04 04:00 | buy stop | 7 | 0.30 | 1.37123 | 1.37073 | 1.37223 | ||
20 | 2010.03.04 04:00 | sell stop | 8 | 0.30 | 1.36890 | 1.36940 | 1.36790 | ||
21 | 2010.03.04 04:15 | sell | 8 | 0.30 | 1.36890 | 1.36940 | 1.36790 | ||
22 | 2010.03.04 04:20 | t/p | 8 | 0.30 | 1.36790 | 1.36940 | 1.36790 | 30.00 | 9985.00 |
23 | 2010.03.05 00:02 | expiration | 7 | 0.30 | 1.37123 | 1.37073 | 1.37223 | ||
24 | 2010.03.05 04:00 | buy stop | 9 | 0.30 | 1.35972 | 1.35922 | 1.36072 | ||
25 | 2010.03.05 04:00 | sell stop | 10 | 0.30 | 1.35704 | 1.35754 | 1.35604 | ||
26 | 2010.03.05 04:10 | buy | 9 | 0.30 | 1.35972 | 1.35922 | 1.36072 | ||
27 | 2010.03.05 04:59 | s/l | 9 | 0.30 | 1.35922 | 1.35922 | 1.36072 | -15.00 | 9970.00 |
28 | 2010.03.05 07:20 | sell | 10 | 0.30 | 1.35704 | 1.35754 | 1.35604 | ||
29 | 2010.03.05 07:27 | s/l | 10 | 0.30 | 1.35754 | 1.35754 | 1.35604 | -15.00 | 9955.00 |
30 | 2010.03.08 04:00 | buy stop | 11 | 0.30 | 1.36889 | 1.36839 | 1.36989 | ||
31 | 2010.03.08 04:00 | sell stop | 12 | 0.30 | 1.36065 | 1.36115 | 1.35965 | ||
32 | 2010.03.08 04:15 | buy | 11 | 0.30 | 1.36889 | 1.36839 | 1.36989 | ||
33 | 2010.03.08 04:33 | s/l | 11 | 0.30 | 1.36839 | 1.36839 | 1.36989 | -15.00 | 9940.00 |
34 | 2010.03.08 18:07 | sell | 12 | 0.30 | 1.36065 | 1.36115 | 1.35965 | ||
35 | 2010.03.08 18:10 | s/l | 12 | 0.30 | 1.36115 | 1.36115 | 1.35965 | -15.00 | 9925.00 |
36 | 2010.03.09 04:00 | buy stop | 13 | 0.30 | 1.36417 | 1.36367 | 1.36517 | ||
37 | 2010.03.09 04:00 | sell stop | 14 | 0.30 | 1.36078 | 1.36128 | 1.35978 | ||
38 | 2010.03.09 06:32 | sell | 14 | 0.30 | 1.36078 | 1.36128 | 1.35978 | ||
39 | 2010.03.09 06:40 | s/l | 14 | 0.30 | 1.36128 | 1.36128 | 1.35978 | -15.00 | 9910.00 |
40 | 2010.03.10 00:02 | expiration | 13 | 0.30 | 1.36417 | 1.36367 | 1.36517 | ||
41 | 2010.03.10 04:00 | buy stop | 15 | 0.30 | 1.36130 | 1.36080 | 1.36230 | ||
42 | 2010.03.10 04:00 | sell stop | 16 | 0.30 | 1.35861 | 1.35911 | 1.35761 | ||
43 | 2010.03.10 07:50 | sell | 16 | 0.30 | 1.35861 | 1.35911 | 1.35761 | ||
44 | 2010.03.10 08:15 | t/p | 16 | 0.30 | 1.35761 | 1.35911 | 1.35761 | 30.00 | 9940.00 |
45 | 2010.03.10 12:45 | buy | 15 | 0.30 | 1.36130 | 1.36080 | 1.36230 | ||
46 | 2010.03.10 13:20 | t/p | 15 | 0.30 | 1.36230 | 1.36080 | 1.36230 | 30.00 | 9970.00 |
47 | 2010.03.11 04:00 | buy stop | 17 | 0.30 | 1.36619 | 1.36569 | 1.36719 | ||
48 | 2010.03.11 04:00 | sell stop | 18 | 0.30 | 1.36280 | 1.36330 | 1.36180 | ||
49 | 2010.03.11 08:20 | sell | 18 | 0.30 | 1.36280 | 1.36330 | 1.36180 | ||
50 | 2010.03.11 08:59 | s/l | 18 | 0.30 | 1.36330 | 1.36330 | 1.36180 | -15.00 | 9955.00 |
51 | 2010.03.11 11:10 | buy | 17 | 0.30 | 1.36619 | 1.36569 | 1.36719 | ||
52 | 2010.03.11 11:45 | s/l | 17 | 0.30 | 1.36569 | 1.36569 | 1.36719 | -15.00 | 9940.00 |
53 | 2010.03.12 04:00 | buy stop | 19 | 0.30 | 1.36890 | 1.36840 | 1.36990 | ||
54 | 2010.03.12 04:00 | sell stop | 20 | 0.30 | 1.36690 | 1.36740 | 1.36590 | ||
55 | 2010.03.12 04:40 | buy | 19 | 0.30 | 1.36890 | 1.36840 | 1.36990 | ||
56 | 2010.03.12 06:20 | t/p | 19 | 0.30 | 1.36990 | 1.36840 | 1.36990 | 30.00 | 9970.00 |
57 | 2010.03.15 00:00 | expiration | 20 | 0.30 | 1.36690 | 1.36740 | 1.36590 | ||
58 | 2010.03.15 04:00 | buy stop | 21 | 0.30 | 1.37756 | 1.37706 | 1.37856 | ||
59 | 2010.03.15 04:00 | sell stop | 22 | 0.30 | 1.37360 | 1.37410 | 1.37260 | ||
60 | 2010.03.15 04:40 | sell | 22 | 0.30 | 1.37360 | 1.37410 | 1.37260 | ||
61 | 2010.03.15 05:32 | s/l | 22 | 0.30 | 1.37410 | 1.37410 | 1.37260 | -15.00 | 9955.00 |
62 | 2010.03.16 00:02 | expiration | 21 | 0.30 | 1.37756 | 1.37706 | 1.37856 | ||
63 | 2010.03.16 04:00 | buy stop | 23 | 0.30 | 1.36876 | 1.36826 | 1.36976 | ||
64 | 2010.03.16 04:00 | sell stop | 24 | 0.30 | 1.36586 | 1.36636 | 1.36486 | ||
65 | 2010.03.16 04:10 | buy | 23 | 0.30 | 1.36876 | 1.36826 | 1.36976 | ||
66 | 2010.03.16 06:07 | t/p | 23 | 0.30 | 1.36976 | 1.36826 | 1.36976 | 30.00 | 9985.00 |
67 | 2010.03.16 08:50 | sell | 24 | 0.30 | 1.36586 | 1.36636 | 1.36486 | ||
68 | 2010.03.16 08:59 | s/l | 24 | 0.30 | 1.36636 | 1.36636 | 1.36486 | -15.00 | 9970.00 |
69 | 2010.03.17 04:00 | buy stop | 25 | 0.30 | 1.37805 | 1.37755 | 1.37905 | ||
70 | 2010.03.17 04:00 | sell stop | 26 | 0.30 | 1.37550 | 1.37600 | 1.37450 | ||
71 | 2010.03.17 04:33 | buy | 25 | 0.30 | 1.37805 | 1.37755 | 1.37905 | ||
72 | 2010.03.17 07:20 | s/l | 25 | 0.30 | 1.37755 | 1.37755 | 1.37905 | -15.00 | 9955.00 |
73 | 2010.03.17 13:50 | sell | 26 | 0.30 | 1.37550 | 1.37600 | 1.37450 | ||
74 | 2010.03.17 13:57 | s/l | 26 | 0.30 | 1.37600 | 1.37600 | 1.37450 | -15.00 | 9940.00 |
75 | 2010.03.18 04:00 | buy stop | 27 | 0.30 | 1.37429 | 1.37379 | 1.37529 | ||
76 | 2010.03.18 04:00 | sell stop | 28 | 0.30 | 1.37115 | 1.37165 | 1.37015 | ||
77 | 2010.03.18 05:45 | sell | 28 | 0.30 | 1.37115 | 1.37165 | 1.37015 | ||
78 | 2010.03.18 05:50 | t/p | 28 | 0.30 | 1.37015 | 1.37165 | 1.37015 | 30.00 | 9970.00 |
79 | 2010.03.19 00:02 | expiration | 27 | 0.30 | 1.37429 | 1.37379 | 1.37529 | ||
80 | 2010.03.19 04:00 | sell stop | 29 | 0.30 | 1.35971 | 1.36021 | 1.35871 | ||
81 | 2010.03.19 09:45 | sell | 29 | 0.30 | 1.35971 | 1.36021 | 1.35871 | ||
82 | 2010.03.19 09:50 | t/p | 29 | 0.30 | 1.35871 | 1.36021 | 1.35871 | 30.00 | 10000.00 |
83 | 2010.03.22 04:00 | buy stop | 30 | 0.30 | 1.35442 | 1.35392 | 1.35542 | ||
84 | 2010.03.22 04:00 | sell stop | 31 | 0.30 | 1.35090 | 1.35140 | 1.34990 | ||
85 | 2010.03.22 04:50 | sell | 31 | 0.30 | 1.35090 | 1.35140 | 1.34990 | ||
86 | 2010.03.22 04:59 | s/l | 31 | 0.30 | 1.35140 | 1.35140 | 1.34990 | -15.00 | 9985.00 |
87 | 2010.03.22 10:03 | buy | 30 | 0.30 | 1.35442 | 1.35392 | 1.35542 | ||
88 | 2010.03.22 10:20 | s/l | 30 | 0.30 | 1.35392 | 1.35392 | 1.35542 | -15.00 | 9970.00 |
89 | 2010.03.23 04:00 | buy stop | 32 | 0.30 | 1.35690 | 1.35640 | 1.35790 | ||
90 | 2010.03.23 04:00 | sell stop | 33 | 0.30 | 1.35397 | 1.35447 | 1.35297 | ||
91 | 2010.03.23 06:45 | sell | 33 | 0.30 | 1.35397 | 1.35447 | 1.35297 | ||
92 | 2010.03.23 07:10 | t/p | 33 | 0.30 | 1.35297 | 1.35447 | 1.35297 | 30.00 | 10000.00 |
93 | 2010.03.24 00:02 | expiration | 32 | 0.30 | 1.35690 | 1.35640 | 1.35790 | ||
94 | 2010.03.24 04:00 | buy stop | 34 | 0.30 | 1.35092 | 1.35042 | 1.35192 | ||
95 | 2010.03.24 04:00 | sell stop | 35 | 0.30 | 1.34458 | 1.34508 | 1.34358 | ||
96 | 2010.03.24 06:05 | sell | 35 | 0.30 | 1.34458 | 1.34508 | 1.34358 | ||
97 | 2010.03.24 06:07 | s/l | 35 | 0.30 | 1.34508 | 1.34508 | 1.34358 | -15.00 | 9985.00 |
98 | 2010.03.25 00:02 | expiration | 34 | 0.30 | 1.35092 | 1.35042 | 1.35192 | ||
99 | 2010.03.25 04:00 | buy stop | 36 | 0.30 | 1.33470 | 1.33420 | 1.33570 | ||
100 | 2010.03.25 04:00 | sell stop | 37 | 0.30 | 1.33047 | 1.33097 | 1.32947 | ||
101 | 2010.03.25 06:15 | sell | 37 | 0.30 | 1.33047 | 1.33097 | 1.32947 | ||
102 | 2010.03.25 06:20 | t/p | 37 | 0.30 | 1.32947 | 1.33097 | 1.32947 | 30.00 | 10015.00 |
103 | 2010.03.25 10:15 | buy | 36 | 0.30 | 1.33470 | 1.33420 | 1.33570 | ||
104 | 2010.03.25 10:27 | s/l | 36 | 0.30 | 1.33420 | 1.33420 | 1.33570 | -15.00 | 10000.00 |
105 | 2010.03.26 04:00 | sell stop | 38 | 0.30 | 1.32673 | 1.32723 | 1.32573 |