Strategy Tester Report
SimpleGrail1st
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 | TrailingStop=200; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7421.70 | Gross profit | 5013.94 | Gross loss | -12435.64 |
Profit factor | 0.40 | Expected payoff | -353.41 | ||
Absolute drawdown | 8620.00 | Maximal drawdown | 14073.94 (91.07%) | Relative drawdown | 91.07% (14073.94) |
Total trades | 21 | Short positions (won %) | 19 (94.74%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 944.00 | loss trade | -12435.64 | |
Average | profit trade | 250.70 | loss trade | -12435.64 | |
Maximum | consecutive wins (profit in money) | 20 (5013.94) | consecutive losses (loss in money) | 1 (-12435.64) | |
Maximal | consecutive profit (count of wins) | 5013.94 (20) | consecutive loss (count of losses) | -12435.64 (1) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 19:00 | sell | 1 | 1.50 | 1.60019 | 0.00000 | 0.00000 | ||
2 | 2010.01.06 01:50 | modify | 1 | 1.50 | 1.60019 | 1.59916 | 0.00000 | ||
3 | 2010.01.06 01:59 | s/l | 1 | 1.50 | 1.59916 | 1.59916 | 0.00000 | 151.20 | 10151.20 |
4 | 2010.01.06 13:00 | sell | 2 | 1.50 | 1.59816 | 0.00000 | 0.00000 | ||
5 | 2010.01.07 08:50 | modify | 2 | 1.50 | 1.59816 | 1.59784 | 0.00000 | ||
6 | 2010.01.07 08:59 | s/l | 2 | 1.50 | 1.59784 | 1.59784 | 0.00000 | 38.10 | 10189.30 |
7 | 2010.01.07 09:00 | sell | 3 | 1.50 | 1.59514 | 0.00000 | 0.00000 | ||
8 | 2010.01.07 12:50 | modify | 3 | 1.50 | 1.59514 | 1.59437 | 0.00000 | ||
9 | 2010.01.07 13:07 | modify | 3 | 1.50 | 1.59514 | 1.59434 | 0.00000 | ||
10 | 2010.01.07 13:20 | s/l | 3 | 1.50 | 1.59434 | 1.59434 | 0.00000 | 120.00 | 10309.30 |
11 | 2010.01.07 14:00 | sell | 4 | 1.50 | 1.59038 | 0.00000 | 0.00000 | ||
12 | 2010.02.01 11:46 | modify | 4 | 1.50 | 1.59038 | 1.58987 | 0.00000 | ||
13 | 2010.02.01 12:15 | s/l | 4 | 1.50 | 1.58987 | 1.58987 | 0.00000 | 0.60 | 10309.90 |
14 | 2010.02.03 13:00 | sell | 5 | 1.50 | 1.59784 | 0.00000 | 0.00000 | ||
15 | 2010.02.03 16:45 | modify | 5 | 1.50 | 1.59784 | 1.59745 | 0.00000 | ||
16 | 2010.02.03 16:50 | modify | 5 | 1.50 | 1.59784 | 1.59651 | 0.00000 | ||
17 | 2010.02.03 17:02 | s/l | 5 | 1.50 | 1.59651 | 1.59651 | 0.00000 | 199.50 | 10509.40 |
18 | 2010.02.04 17:00 | sell | 6 | 1.60 | 1.57815 | 0.00000 | 0.00000 | ||
19 | 2010.02.04 17:50 | modify | 6 | 1.60 | 1.57815 | 1.57782 | 0.00000 | ||
20 | 2010.02.04 17:59 | s/l | 6 | 1.60 | 1.57782 | 1.57782 | 0.00000 | 52.80 | 10562.20 |
21 | 2010.02.04 18:00 | sell | 7 | 1.60 | 1.57610 | 0.00000 | 0.00000 | ||
22 | 2010.02.05 07:50 | modify | 7 | 1.60 | 1.57610 | 1.57519 | 0.00000 | ||
23 | 2010.02.05 08:10 | s/l | 7 | 1.60 | 1.57519 | 1.57519 | 0.00000 | 142.08 | 10704.28 |
24 | 2010.02.08 05:00 | sell | 8 | 1.60 | 1.56052 | 0.00000 | 0.00000 | ||
25 | 2010.02.08 07:45 | modify | 8 | 1.60 | 1.56052 | 1.55981 | 0.00000 | ||
26 | 2010.02.08 07:50 | modify | 8 | 1.60 | 1.56052 | 1.55829 | 0.00000 | ||
27 | 2010.02.08 08:10 | s/l | 8 | 1.60 | 1.55829 | 1.55829 | 0.00000 | 356.80 | 11061.08 |
28 | 2010.02.08 21:00 | sell | 9 | 1.70 | 1.56113 | 0.00000 | 0.00000 | ||
29 | 2010.02.09 12:07 | modify | 9 | 1.70 | 1.56113 | 1.56096 | 0.00000 | ||
30 | 2010.02.09 12:15 | s/l | 9 | 1.70 | 1.56096 | 1.56096 | 0.00000 | 25.16 | 11086.24 |
31 | 2010.02.10 14:00 | sell | 10 | 1.70 | 1.56204 | 0.00000 | 0.00000 | ||
32 | 2010.02.10 16:20 | modify | 10 | 1.70 | 1.56204 | 1.56194 | 0.00000 | ||
33 | 2010.02.10 17:02 | s/l | 10 | 1.70 | 1.56194 | 1.56194 | 0.00000 | 17.00 | 11103.24 |
34 | 2010.02.10 22:00 | sell | 11 | 1.70 | 1.55834 | 0.00000 | 0.00000 | ||
35 | 2010.02.18 22:50 | modify | 11 | 1.70 | 1.55834 | 1.55400 | 0.00000 | ||
36 | 2010.02.18 22:52 | s/l | 11 | 1.70 | 1.55400 | 1.55400 | 0.00000 | 700.40 | 11803.64 |
37 | 2010.02.18 23:00 | sell | 12 | 1.80 | 1.55264 | 0.00000 | 0.00000 | ||
38 | 2010.02.18 23:50 | modify | 12 | 1.80 | 1.55264 | 1.55179 | 0.00000 | ||
39 | 2010.02.19 00:02 | modify | 12 | 1.80 | 1.55264 | 1.55070 | 0.00000 | ||
40 | 2010.02.19 00:07 | modify | 12 | 1.80 | 1.55264 | 1.55042 | 0.00000 | ||
41 | 2010.02.19 00:15 | s/l | 12 | 1.80 | 1.55042 | 1.55042 | 0.00000 | 395.64 | 12199.28 |
42 | 2010.02.19 01:00 | sell | 13 | 1.80 | 1.54256 | 0.00000 | 0.00000 | ||
43 | 2010.02.19 09:20 | modify | 13 | 1.80 | 1.54256 | 1.54256 | 0.00000 | ||
44 | 2010.02.19 09:32 | modify | 13 | 1.80 | 1.54256 | 1.54221 | 0.00000 | ||
45 | 2010.02.19 09:37 | modify | 13 | 1.80 | 1.54256 | 1.54190 | 0.00000 | ||
46 | 2010.02.19 09:45 | s/l | 13 | 1.80 | 1.54190 | 1.54190 | 0.00000 | 118.80 | 12318.08 |
47 | 2010.02.22 04:00 | buy | 14 | 1.80 | 1.55173 | 0.00000 | 0.00000 | ||
48 | 2010.02.23 06:20 | modify | 14 | 1.80 | 1.55173 | 1.55179 | 0.00000 | ||
49 | 2010.02.23 07:20 | s/l | 14 | 1.80 | 1.55179 | 1.55179 | 0.00000 | 10.62 | 12328.70 |
50 | 2010.02.23 12:00 | sell | 15 | 1.80 | 1.54125 | 0.00000 | 0.00000 | ||
51 | 2010.02.25 02:20 | modify | 15 | 1.80 | 1.54125 | 1.54099 | 0.00000 | ||
52 | 2010.02.25 02:32 | modify | 15 | 1.80 | 1.54125 | 1.54040 | 0.00000 | ||
53 | 2010.02.25 02:37 | modify | 15 | 1.80 | 1.54125 | 1.54024 | 0.00000 | ||
54 | 2010.02.25 03:15 | s/l | 15 | 1.80 | 1.54024 | 1.54024 | 0.00000 | 165.96 | 12494.66 |
55 | 2010.02.25 04:00 | sell | 16 | 1.90 | 1.53563 | 0.00000 | 0.00000 | ||
56 | 2010.02.25 09:50 | modify | 16 | 1.90 | 1.53563 | 1.53560 | 0.00000 | ||
57 | 2010.02.25 10:10 | modify | 16 | 1.90 | 1.53563 | 1.53508 | 0.00000 | ||
58 | 2010.02.25 10:15 | modify | 16 | 1.90 | 1.53563 | 1.53401 | 0.00000 | ||
59 | 2010.02.25 10:20 | modify | 16 | 1.90 | 1.53563 | 1.53260 | 0.00000 | ||
60 | 2010.02.25 10:32 | s/l | 16 | 1.90 | 1.53260 | 1.53260 | 0.00000 | 575.70 | 13070.36 |
61 | 2010.02.26 01:00 | sell | 17 | 2.00 | 1.52394 | 0.00000 | 0.00000 | ||
62 | 2010.02.26 14:02 | modify | 17 | 2.00 | 1.52394 | 1.52278 | 0.00000 | ||
63 | 2010.02.26 14:07 | modify | 17 | 2.00 | 1.52394 | 1.52254 | 0.00000 | ||
64 | 2010.02.26 14:20 | s/l | 17 | 2.00 | 1.52254 | 1.52254 | 0.00000 | 280.00 | 13350.36 |
65 | 2010.03.01 08:00 | sell | 18 | 2.00 | 1.51169 | 0.00000 | 0.00000 | ||
66 | 2010.03.01 11:15 | modify | 18 | 2.00 | 1.51169 | 1.51151 | 0.00000 | ||
67 | 2010.03.01 11:20 | modify | 18 | 2.00 | 1.51169 | 1.50697 | 0.00000 | ||
68 | 2010.03.01 11:22 | s/l | 18 | 2.00 | 1.50697 | 1.50697 | 0.00000 | 944.00 | 14294.36 |
69 | 2010.03.01 13:00 | sell | 19 | 2.10 | 1.48749 | 0.00000 | 0.00000 | ||
70 | 2010.03.25 18:20 | modify | 19 | 2.10 | 1.48749 | 1.48685 | 0.00000 | ||
71 | 2010.03.25 18:45 | modify | 19 | 2.10 | 1.48749 | 1.48589 | 0.00000 | ||
72 | 2010.03.25 18:50 | modify | 19 | 2.10 | 1.48749 | 1.48456 | 0.00000 | ||
73 | 2010.03.25 18:59 | s/l | 19 | 2.10 | 1.48456 | 1.48456 | 0.00000 | 495.18 | 14789.54 |
74 | 2010.03.29 00:00 | buy | 20 | 2.20 | 1.49833 | 0.00000 | 0.00000 | ||
75 | 2010.03.29 09:45 | modify | 20 | 2.20 | 1.49833 | 1.49834 | 0.00000 | ||
76 | 2010.03.29 09:50 | modify | 20 | 2.20 | 1.49833 | 1.49935 | 0.00000 | ||
77 | 2010.03.29 10:15 | s/l | 20 | 2.20 | 1.49935 | 1.49935 | 0.00000 | 224.40 | 15013.94 |
78 | 2010.03.29 19:00 | sell | 21 | 2.30 | 1.49626 | 0.00000 | 0.00000 | ||
79 | 2010.04.15 23:59 | close at stop | 21 | 2.30 | 1.54991 | 0.00000 | 0.00000 | -12435.64 | 2578.30 |