Strategy Tester Report
ButNakedbarTrading-exp
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | expertId=1; TakeProfit1=50; TakeProfit2=150; _3bartrailpips=100; BreakEven=10; StopLoss=0; OrderPipsDiff=5; InsideBar=true; OutSideBar=true; KeyReversalBar=true; KeyReversalOpenDiff=10; TwoBarReversal=true; Open1Close2WithinPrevHLPips=10; Open2WithinPrevClosePips=5; BodyPips=10; PipsFromMid=10; CancelOrderBars=4; Lots=0.01; MaximumRisk=5; LotDigits=1; FixedLot=false; slippage=2; OrderTriesNumber=2; EAName="bblo"; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2379.30 | Gross profit | 45.00 | Gross loss | -2424.30 |
Profit factor | 0.02 | Expected payoff | -118.97 | ||
Absolute drawdown | 2379.30 | Maximal drawdown | 2477.80 (24.54%) | Relative drawdown | 24.54% (2477.80) |
Total trades | 20 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 14 (14.29%) |
Profit trades (% of total) | 4 (20.00%) | Loss trades (% of total) | 16 (80.00%) | ||
Largest | profit trade | 25.00 | loss trade | -292.50 | |
Average | profit trade | 11.25 | loss trade | -151.52 | |
Maximum | consecutive wins (profit in money) | 2 (25.00) | consecutive losses (loss in money) | 14 (-2144.30) | |
Maximal | consecutive profit (count of wins) | 25.00 (2) | consecutive loss (count of losses) | -2144.30 (14) | |
Average | consecutive wins | 2 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:10 | sell stop | 1 | 0.50 | 1.61280 | 0.00000 | 1.61230 | ||
2 | 2010.01.04 01:10 | sell stop | 2 | 0.50 | 1.61280 | 0.00000 | 1.61130 | ||
3 | 2010.01.04 01:15 | sell | 1 | 0.50 | 1.61280 | 0.00000 | 1.61230 | ||
4 | 2010.01.04 01:15 | sell | 2 | 0.50 | 1.61280 | 0.00000 | 1.61130 | ||
5 | 2010.01.04 01:15 | modify | 1 | 0.50 | 1.61280 | 1.62277 | 1.61230 | ||
6 | 2010.01.04 01:15 | modify | 2 | 0.50 | 1.61280 | 1.62277 | 1.61130 | ||
7 | 2010.01.04 02:00 | modify | 1 | 0.50 | 1.61280 | 1.62023 | 1.61230 | ||
8 | 2010.01.04 02:00 | modify | 2 | 0.50 | 1.61280 | 1.62023 | 1.61130 | ||
9 | 2010.01.04 02:40 | modify | 1 | 0.50 | 1.61280 | 1.61280 | 1.61230 | ||
10 | 2010.01.04 02:40 | modify | 2 | 0.50 | 1.61280 | 1.61280 | 1.61130 | ||
11 | 2010.01.04 02:46 | t/p | 1 | 0.50 | 1.61230 | 1.61280 | 1.61230 | 25.00 | 10025.00 |
12 | 2010.01.04 03:15 | s/l | 2 | 0.50 | 1.61280 | 1.61280 | 1.61130 | 0.00 | 10025.00 |
13 | 2010.01.04 21:42 | buy stop | 3 | 0.50 | 1.61287 | 0.00000 | 1.61337 | ||
14 | 2010.01.04 21:42 | buy stop | 4 | 0.50 | 1.61287 | 0.00000 | 1.61437 | ||
15 | 2010.01.04 21:45 | buy | 3 | 0.50 | 1.61287 | 0.00000 | 1.61337 | ||
16 | 2010.01.04 21:45 | buy | 4 | 0.50 | 1.61287 | 0.00000 | 1.61437 | ||
17 | 2010.01.04 21:45 | modify | 3 | 0.50 | 1.61287 | 1.60740 | 1.61337 | ||
18 | 2010.01.04 21:45 | modify | 4 | 0.50 | 1.61287 | 1.60740 | 1.61437 | ||
19 | 2010.01.04 22:02 | close | 3 | 0.50 | 1.60998 | 1.60740 | 1.61337 | -144.50 | 9880.50 |
20 | 2010.01.04 22:05 | close | 4 | 0.50 | 1.60986 | 1.60740 | 1.61437 | -150.50 | 9730.00 |
21 | 2010.01.08 04:22 | buy stop | 5 | 0.50 | 1.59610 | 0.00000 | 1.59660 | ||
22 | 2010.01.08 04:22 | buy stop | 6 | 0.50 | 1.59610 | 0.00000 | 1.59760 | ||
23 | 2010.01.08 04:33 | buy | 5 | 0.50 | 1.59610 | 0.00000 | 1.59660 | ||
24 | 2010.01.08 04:33 | buy | 6 | 0.50 | 1.59610 | 0.00000 | 1.59760 | ||
25 | 2010.01.08 04:33 | modify | 5 | 0.50 | 1.59610 | 1.59042 | 1.59660 | ||
26 | 2010.01.08 04:33 | modify | 6 | 0.50 | 1.59610 | 1.59042 | 1.59760 | ||
27 | 2010.01.08 05:02 | close | 5 | 0.50 | 1.59321 | 1.59042 | 1.59660 | -144.50 | 9585.50 |
28 | 2010.01.08 05:05 | close | 6 | 0.50 | 1.59335 | 1.59042 | 1.59760 | -137.50 | 9448.00 |
29 | 2010.01.11 20:05 | buy stop | 7 | 0.50 | 1.61467 | 0.00000 | 1.61517 | ||
30 | 2010.01.11 20:05 | buy stop | 8 | 0.50 | 1.61467 | 0.00000 | 1.61617 | ||
31 | 2010.01.11 20:10 | delete | 7 | 0.50 | 1.61467 | 0.00000 | 1.61517 | ||
32 | 2010.01.11 20:12 | delete | 8 | 0.50 | 1.61467 | 0.00000 | 1.61617 | ||
33 | 2010.02.01 10:27 | buy stop | 9 | 0.50 | 1.59619 | 0.00000 | 1.59669 | ||
34 | 2010.02.01 10:27 | buy stop | 10 | 0.50 | 1.59619 | 0.00000 | 1.59769 | ||
35 | 2010.02.01 10:32 | buy | 9 | 0.50 | 1.59619 | 0.00000 | 1.59669 | ||
36 | 2010.02.01 10:32 | buy | 10 | 0.50 | 1.59619 | 0.00000 | 1.59769 | ||
37 | 2010.02.01 10:32 | modify | 9 | 0.50 | 1.59619 | 1.58959 | 1.59669 | ||
38 | 2010.02.01 10:32 | modify | 10 | 0.50 | 1.59619 | 1.58959 | 1.59769 | ||
39 | 2010.02.01 11:05 | close | 9 | 0.50 | 1.59163 | 1.58959 | 1.59669 | -228.00 | 9220.00 |
40 | 2010.02.01 11:10 | close | 10 | 0.50 | 1.59034 | 1.58959 | 1.59769 | -292.50 | 8927.50 |
41 | 2010.02.23 12:02 | buy stop | 11 | 0.40 | 1.54637 | 0.00000 | 1.54687 | ||
42 | 2010.02.23 12:02 | buy stop | 12 | 0.40 | 1.54637 | 0.00000 | 1.54787 | ||
43 | 2010.02.23 12:20 | delete | 11 | 0.40 | 1.54637 | 0.00000 | 1.54687 | ||
44 | 2010.02.23 12:22 | delete | 12 | 0.40 | 1.54637 | 0.00000 | 1.54787 | ||
45 | 2010.03.05 08:07 | buy stop | 13 | 0.40 | 1.50645 | 0.00000 | 1.50695 | ||
46 | 2010.03.05 08:07 | buy stop | 14 | 0.40 | 1.50645 | 0.00000 | 1.50795 | ||
47 | 2010.03.05 08:10 | delete | 13 | 0.40 | 1.50645 | 0.00000 | 1.50695 | ||
48 | 2010.03.05 09:02 | buy | 14 | 0.40 | 1.50645 | 0.00000 | 1.50795 | ||
49 | 2010.03.05 09:02 | modify | 14 | 0.40 | 1.50645 | 1.49951 | 1.50795 | ||
50 | 2010.03.05 10:02 | close | 14 | 0.40 | 1.50334 | 1.49951 | 1.50795 | -124.40 | 8803.10 |
51 | 2010.03.16 01:35 | buy stop | 15 | 0.40 | 1.50752 | 0.00000 | 1.50802 | ||
52 | 2010.03.16 01:35 | buy stop | 16 | 0.40 | 1.50752 | 0.00000 | 1.50902 | ||
53 | 2010.03.16 01:37 | delete | 15 | 0.40 | 1.50752 | 0.00000 | 1.50802 | ||
54 | 2010.03.16 01:40 | buy | 16 | 0.40 | 1.50752 | 0.00000 | 1.50902 | ||
55 | 2010.03.16 01:40 | modify | 16 | 0.40 | 1.50752 | 1.50305 | 1.50902 | ||
56 | 2010.03.16 02:02 | close | 16 | 0.40 | 1.50581 | 1.50305 | 1.50902 | -68.40 | 8734.70 |
57 | 2010.03.31 22:10 | buy stop | 17 | 0.40 | 1.52121 | 0.00000 | 1.52171 | ||
58 | 2010.03.31 22:10 | buy stop | 18 | 0.40 | 1.52121 | 0.00000 | 1.52271 | ||
59 | 2010.03.31 23:07 | buy | 17 | 0.40 | 1.52121 | 0.00000 | 1.52171 | ||
60 | 2010.03.31 23:07 | buy | 18 | 0.40 | 1.52121 | 0.00000 | 1.52271 | ||
61 | 2010.03.31 23:07 | modify | 17 | 0.40 | 1.52121 | 1.51392 | 1.52171 | ||
62 | 2010.03.31 23:07 | modify | 18 | 0.40 | 1.52121 | 1.51392 | 1.52271 | ||
63 | 2010.03.31 23:15 | close | 17 | 0.40 | 1.51737 | 1.51392 | 1.52171 | -153.60 | 8581.10 |
64 | 2010.03.31 23:17 | close | 18 | 0.40 | 1.51753 | 1.51392 | 1.52271 | -147.20 | 8433.90 |
65 | 2010.04.06 07:15 | buy stop | 19 | 0.40 | 1.52574 | 0.00000 | 1.52624 | ||
66 | 2010.04.06 07:15 | buy stop | 20 | 0.40 | 1.52574 | 0.00000 | 1.52724 | ||
67 | 2010.04.06 07:20 | buy | 19 | 0.40 | 1.52574 | 0.00000 | 1.52624 | ||
68 | 2010.04.06 07:20 | buy | 20 | 0.40 | 1.52574 | 0.00000 | 1.52724 | ||
69 | 2010.04.06 07:20 | modify | 19 | 0.40 | 1.52574 | 1.52015 | 1.52624 | ||
70 | 2010.04.06 07:20 | modify | 20 | 0.40 | 1.52574 | 1.52015 | 1.52724 | ||
71 | 2010.04.06 07:37 | close | 19 | 0.40 | 1.52166 | 1.52015 | 1.52624 | -163.20 | 8270.70 |
72 | 2010.04.06 08:02 | close | 20 | 0.40 | 1.52349 | 1.52015 | 1.52724 | -90.00 | 8180.70 |
73 | 2010.04.06 08:02 | sell stop | 21 | 0.40 | 1.52318 | 0.00000 | 1.52268 | ||
74 | 2010.04.06 08:02 | sell stop | 22 | 0.40 | 1.52318 | 0.00000 | 1.52168 | ||
75 | 2010.04.06 08:10 | sell | 21 | 0.40 | 1.52318 | 0.00000 | 1.52268 | ||
76 | 2010.04.06 08:10 | sell | 22 | 0.40 | 1.52318 | 0.00000 | 1.52168 | ||
77 | 2010.04.06 08:10 | modify | 21 | 0.40 | 1.52318 | 1.52908 | 1.52268 | ||
78 | 2010.04.06 08:10 | modify | 22 | 0.40 | 1.52318 | 1.52908 | 1.52168 | ||
79 | 2010.04.06 09:00 | modify | 21 | 0.40 | 1.52318 | 1.52733 | 1.52268 | ||
80 | 2010.04.06 09:00 | modify | 22 | 0.40 | 1.52318 | 1.52733 | 1.52168 | ||
81 | 2010.04.06 09:02 | modify | 21 | 0.40 | 1.52318 | 1.52696 | 1.52268 | ||
82 | 2010.04.06 09:02 | modify | 22 | 0.40 | 1.52318 | 1.52696 | 1.52168 | ||
83 | 2010.04.06 09:05 | modify | 21 | 0.40 | 1.52318 | 1.52693 | 1.52268 | ||
84 | 2010.04.06 09:05 | modify | 22 | 0.40 | 1.52318 | 1.52693 | 1.52168 | ||
85 | 2010.04.06 09:07 | s/l | 21 | 0.40 | 1.52693 | 1.52693 | 1.52268 | -150.00 | 8030.70 |
86 | 2010.04.06 09:07 | s/l | 22 | 0.40 | 1.52693 | 1.52693 | 1.52168 | -150.00 | 7880.70 |
87 | 2010.04.13 10:17 | buy stop | 23 | 0.40 | 1.53983 | 0.00000 | 1.54033 | ||
88 | 2010.04.13 10:17 | buy stop | 24 | 0.40 | 1.53983 | 0.00000 | 1.54133 | ||
89 | 2010.04.13 10:20 | buy | 23 | 0.40 | 1.53983 | 0.00000 | 1.54033 | ||
90 | 2010.04.13 10:20 | buy | 24 | 0.40 | 1.53983 | 0.00000 | 1.54133 | ||
91 | 2010.04.13 10:20 | modify | 23 | 0.40 | 1.53983 | 1.53258 | 1.54033 | ||
92 | 2010.04.13 10:20 | modify | 24 | 0.40 | 1.53983 | 1.53258 | 1.54133 | ||
93 | 2010.04.13 10:50 | t/p | 23 | 0.40 | 1.54033 | 1.53258 | 1.54033 | 20.00 | 7900.70 |
94 | 2010.04.13 10:50 | modify | 24 | 0.40 | 1.53983 | 1.53983 | 1.54133 | ||
95 | 2010.04.13 10:57 | s/l | 24 | 0.40 | 1.53983 | 1.53983 | 1.54133 | 0.00 | 7900.70 |
96 | 2010.04.13 11:15 | sell stop | 25 | 0.40 | 1.53836 | 0.00000 | 1.53786 | ||
97 | 2010.04.13 11:15 | sell stop | 26 | 0.40 | 1.53836 | 0.00000 | 1.53686 | ||
98 | 2010.04.13 11:20 | sell | 25 | 0.40 | 1.53836 | 0.00000 | 1.53786 | ||
99 | 2010.04.13 11:20 | sell | 26 | 0.40 | 1.53836 | 0.00000 | 1.53686 | ||
100 | 2010.04.13 11:20 | modify | 25 | 0.40 | 1.53836 | 1.54186 | 1.53786 | ||
101 | 2010.04.13 11:20 | modify | 26 | 0.40 | 1.53836 | 1.54186 | 1.53686 | ||
102 | 2010.04.13 11:50 | s/l | 25 | 0.40 | 1.54186 | 1.54186 | 1.53786 | -140.00 | 7760.70 |
103 | 2010.04.13 11:50 | s/l | 26 | 0.40 | 1.54186 | 1.54186 | 1.53686 | -140.00 | 7620.70 |