Strategy Tester Report
EL_FODEURO
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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1242.99 | Gross profit | 1967.58 | Gross loss | -3210.57 |
Profit factor | 0.61 | Expected payoff | -38.84 | ||
Absolute drawdown | 1707.54 | Maximal drawdown | 1721.04 (17.19%) | Relative drawdown | 17.19% (1721.04) |
Total trades | 32 | Short positions (won %) | 18 (16.67%) | Long positions (won %) | 14 (14.29%) |
Profit trades (% of total) | 5 (15.63%) | Loss trades (% of total) | 27 (84.38%) | ||
Largest | profit trade | 798.84 | loss trade | -419.40 | |
Average | profit trade | 393.52 | loss trade | -118.91 | |
Maximum | consecutive wins (profit in money) | 1 (798.84) | consecutive losses (loss in money) | 9 (-1491.18) | |
Maximal | consecutive profit (count of wins) | 798.84 (1) | consecutive loss (count of losses) | -1491.18 (9) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 15:00 | buy | 1 | 0.30 | 1.60650 | 0.00000 | 0.00000 | ||
2 | 2010.01.07 05:00 | close | 1 | 0.30 | 1.60117 | 0.00000 | 0.00000 | -160.02 | 9839.98 |
3 | 2010.01.08 14:00 | sell | 2 | 0.30 | 1.59787 | 0.00000 | 0.00000 | ||
4 | 2010.01.08 15:00 | close | 2 | 0.30 | 1.61185 | 0.00000 | 0.00000 | -419.40 | 9420.58 |
5 | 2010.01.08 17:00 | sell | 3 | 0.30 | 1.59612 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 19:00 | close | 3 | 0.30 | 1.60324 | 0.00000 | 0.00000 | -213.60 | 9206.98 |
7 | 2010.01.15 19:00 | buy | 4 | 0.30 | 1.62736 | 0.00000 | 0.00000 | ||
8 | 2010.01.15 20:00 | close | 4 | 0.30 | 1.62575 | 0.00000 | 0.00000 | -48.30 | 9158.68 |
9 | 2010.01.19 15:00 | buy | 5 | 0.30 | 1.63695 | 0.00000 | 0.00000 | ||
10 | 2010.01.19 23:00 | close | 5 | 0.30 | 1.63587 | 0.00000 | 0.00000 | -32.40 | 9126.28 |
11 | 2010.01.22 11:00 | sell | 6 | 0.30 | 1.62214 | 0.00000 | 0.00000 | ||
12 | 2010.01.22 12:00 | close | 6 | 0.30 | 1.62714 | 0.00000 | 0.00000 | -150.00 | 8976.28 |
13 | 2010.01.26 11:00 | sell | 7 | 0.30 | 1.61371 | 0.00000 | 0.00000 | ||
14 | 2010.01.27 11:00 | close | 7 | 0.30 | 1.62139 | 0.00000 | 0.00000 | -231.06 | 8745.22 |
15 | 2010.01.27 20:00 | sell | 8 | 0.30 | 1.61717 | 0.00000 | 0.00000 | ||
16 | 2010.01.27 21:00 | close | 8 | 0.30 | 1.62006 | 0.00000 | 0.00000 | -86.70 | 8658.52 |
17 | 2010.01.28 07:00 | sell | 9 | 0.30 | 1.61800 | 0.00000 | 0.00000 | ||
18 | 2010.01.28 08:00 | close | 9 | 0.30 | 1.62299 | 0.00000 | 0.00000 | -149.70 | 8508.82 |
19 | 2010.01.28 17:00 | sell | 10 | 0.30 | 1.61352 | 0.00000 | 0.00000 | ||
20 | 2010.02.02 14:00 | close | 10 | 0.30 | 1.59647 | 0.00000 | 0.00000 | 509.52 | 9018.34 |
21 | 2010.02.03 13:00 | sell | 11 | 0.30 | 1.59784 | 0.00000 | 0.00000 | ||
22 | 2010.02.03 16:00 | close | 11 | 0.30 | 1.59906 | 0.00000 | 0.00000 | -36.60 | 8981.74 |
23 | 2010.02.03 17:00 | sell | 12 | 0.30 | 1.59348 | 0.00000 | 0.00000 | ||
24 | 2010.02.09 08:00 | close | 12 | 0.30 | 1.56672 | 0.00000 | 0.00000 | 798.84 | 9780.58 |
25 | 2010.02.10 14:00 | sell | 13 | 0.30 | 1.56204 | 0.00000 | 0.00000 | ||
26 | 2010.02.11 00:00 | close | 13 | 0.30 | 1.56256 | 0.00000 | 0.00000 | -17.58 | 9763.00 |
27 | 2010.02.12 11:00 | sell | 14 | 0.30 | 1.56542 | 0.00000 | 0.00000 | ||
28 | 2010.02.12 18:00 | close | 14 | 0.30 | 1.56956 | 0.00000 | 0.00000 | -124.20 | 9638.80 |
29 | 2010.02.15 02:00 | sell | 15 | 0.30 | 1.56624 | 0.00000 | 0.00000 | ||
30 | 2010.02.15 03:00 | close | 15 | 0.30 | 1.56899 | 0.00000 | 0.00000 | -82.50 | 9556.30 |
31 | 2010.02.15 06:00 | sell | 16 | 0.30 | 1.56445 | 0.00000 | 0.00000 | ||
32 | 2010.02.15 10:00 | close | 16 | 0.30 | 1.57019 | 0.00000 | 0.00000 | -172.20 | 9384.10 |
33 | 2010.02.16 17:00 | buy | 17 | 0.30 | 1.57033 | 0.00000 | 0.00000 | ||
34 | 2010.02.17 18:00 | close | 17 | 0.30 | 1.57008 | 0.00000 | 0.00000 | -7.53 | 9376.57 |
35 | 2010.02.23 11:00 | sell | 18 | 0.30 | 1.54315 | 0.00000 | 0.00000 | ||
36 | 2010.02.24 07:00 | close | 18 | 0.30 | 1.54894 | 0.00000 | 0.00000 | -174.36 | 9202.21 |
37 | 2010.02.24 08:00 | sell | 19 | 0.30 | 1.54540 | 0.00000 | 0.00000 | ||
38 | 2010.02.24 11:00 | close | 19 | 0.30 | 1.54657 | 0.00000 | 0.00000 | -35.10 | 9167.11 |
39 | 2010.03.03 07:00 | sell | 20 | 0.30 | 1.50366 | 0.00000 | 0.00000 | ||
40 | 2010.03.03 08:00 | close | 20 | 0.30 | 1.50334 | 0.00000 | 0.00000 | 9.60 | 9176.71 |
41 | 2010.03.08 17:00 | sell | 21 | 0.30 | 1.50694 | 0.00000 | 0.00000 | ||
42 | 2010.03.08 19:00 | close | 21 | 0.30 | 1.51109 | 0.00000 | 0.00000 | -124.50 | 9052.21 |
43 | 2010.03.16 12:00 | buy | 22 | 0.30 | 1.51283 | 0.00000 | 0.00000 | ||
44 | 2010.03.18 09:00 | close | 22 | 0.30 | 1.52519 | 0.00000 | 0.00000 | 370.68 | 9422.89 |
45 | 2010.03.29 04:00 | sell | 23 | 0.30 | 1.48960 | 0.00000 | 0.00000 | ||
46 | 2010.03.29 05:00 | close | 23 | 0.30 | 1.49374 | 0.00000 | 0.00000 | -124.20 | 9298.69 |
47 | 2010.04.06 18:00 | buy | 24 | 0.30 | 1.52557 | 0.00000 | 0.00000 | ||
48 | 2010.04.06 19:00 | close | 24 | 0.30 | 1.52314 | 0.00000 | 0.00000 | -72.90 | 9225.79 |
49 | 2010.04.07 18:00 | buy | 25 | 0.30 | 1.52721 | 0.00000 | 0.00000 | ||
50 | 2010.04.07 19:00 | close | 25 | 0.30 | 1.52474 | 0.00000 | 0.00000 | -74.10 | 9151.69 |
51 | 2010.04.08 03:00 | buy | 26 | 0.30 | 1.52624 | 0.00000 | 0.00000 | ||
52 | 2010.04.08 04:00 | close | 26 | 0.30 | 1.52203 | 0.00000 | 0.00000 | -126.30 | 9025.39 |
53 | 2010.04.08 08:00 | buy | 27 | 0.30 | 1.52522 | 0.00000 | 0.00000 | ||
54 | 2010.04.08 09:00 | close | 27 | 0.30 | 1.51874 | 0.00000 | 0.00000 | -194.40 | 8830.99 |
55 | 2010.04.08 17:00 | buy | 28 | 0.30 | 1.52730 | 0.00000 | 0.00000 | ||
56 | 2010.04.12 18:00 | close | 28 | 0.30 | 1.53660 | 0.00000 | 0.00000 | 278.94 | 9109.93 |
57 | 2010.04.13 18:00 | buy | 29 | 0.30 | 1.53972 | 0.00000 | 0.00000 | ||
58 | 2010.04.13 19:00 | close | 29 | 0.30 | 1.53669 | 0.00000 | 0.00000 | -90.90 | 9019.03 |
59 | 2010.04.13 23:00 | buy | 30 | 0.30 | 1.54066 | 0.00000 | 0.00000 | ||
60 | 2010.04.14 00:00 | close | 30 | 0.30 | 1.53782 | 0.00000 | 0.00000 | -85.23 | 8933.80 |
61 | 2010.04.14 10:00 | buy | 31 | 0.30 | 1.54424 | 0.00000 | 0.00000 | ||
62 | 2010.04.15 12:00 | close | 31 | 0.30 | 1.54051 | 0.00000 | 0.00000 | -111.99 | 8821.81 |
63 | 2010.04.15 14:00 | buy | 32 | 0.30 | 1.54620 | 0.00000 | 0.00000 | ||
64 | 2010.04.15 15:00 | close | 32 | 0.30 | 1.54404 | 0.00000 | 0.00000 | -64.80 | 8757.01 |