Strategy Tester Report
Avpb
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=1; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9975.80 | Gross profit | 2685.40 | Gross loss | -12661.20 |
| Profit factor | 0.21 | Expected payoff | -255.79 | ||
| Absolute drawdown | 9975.80 | Maximal drawdown | 10074.00 (99.76%) | Relative drawdown | 99.76% (10074.00) |
| Total trades | 39 | Short positions (won %) | 19 (26.32%) | Long positions (won %) | 20 (45.00%) |
| Profit trades (% of total) | 14 (35.90%) | Loss trades (% of total) | 25 (64.10%) | ||
| Largest | profit trade | 1035.00 | loss trade | -999.00 | |
| Average | profit trade | 191.81 | loss trade | -506.45 | |
| Maximum | consecutive wins (profit in money) | 2 (100.00) | consecutive losses (loss in money) | 9 (-4113.00) | |
| Maximal | consecutive profit (count of wins) | 1035.00 (1) | consecutive loss (count of losses) | -4113.00 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 09:52 | buy | 1 | 1.00 | 1.61801 | 1.60722 | 1.61851 | ||
| 2 | 2010.01.04 10:40 | t/p | 1 | 1.00 | 1.61851 | 1.60722 | 1.61851 | 50.00 | 10050.00 |
| 3 | 2010.01.05 06:47 | buy | 2 | 1.00 | 1.61497 | 1.60638 | 1.61547 | ||
| 4 | 2010.01.05 09:15 | s/l | 2 | 1.00 | 1.60638 | 1.60638 | 1.61547 | -859.00 | 9191.00 |
| 5 | 2010.01.05 09:42 | sell | 3 | 1.00 | 1.60363 | 1.61240 | 1.59447 | ||
| 6 | 2010.01.07 09:50 | t/p | 3 | 1.00 | 1.59447 | 1.61240 | 1.59447 | 907.20 | 10098.20 |
| 7 | 2010.01.12 07:32 | buy | 4 | 1.00 | 1.61422 | 1.60784 | 1.61472 | ||
| 8 | 2010.01.12 09:02 | s/l | 4 | 1.00 | 1.60784 | 1.60784 | 1.61472 | -638.00 | 9460.20 |
| 9 | 2010.01.13 05:45 | buy | 5 | 1.00 | 1.62173 | 1.61483 | 1.62223 | ||
| 10 | 2010.01.13 08:07 | t/p | 5 | 1.00 | 1.62223 | 1.61483 | 1.62223 | 50.00 | 9510.20 |
| 11 | 2010.01.14 14:47 | buy | 6 | 1.00 | 1.63335 | 1.62384 | 1.63385 | ||
| 12 | 2010.01.14 19:45 | t/p | 6 | 1.00 | 1.63385 | 1.62384 | 1.63385 | 50.00 | 9560.20 |
| 13 | 2010.01.15 02:47 | sell | 7 | 1.00 | 1.63028 | 1.63370 | 1.62133 | ||
| 14 | 2010.01.15 03:15 | s/l | 7 | 1.00 | 1.63370 | 1.63370 | 1.62133 | -342.00 | 9218.20 |
| 15 | 2010.01.15 05:50 | buy | 8 | 1.00 | 1.63834 | 1.63032 | 1.63884 | ||
| 16 | 2010.01.15 09:20 | s/l | 8 | 1.00 | 1.63032 | 1.63032 | 1.63884 | -802.00 | 8416.20 |
| 17 | 2010.01.20 02:27 | sell | 9 | 1.00 | 1.63338 | 1.63796 | 1.62313 | ||
| 18 | 2010.01.21 07:50 | close | 9 | 1.00 | 1.63234 | 1.63796 | 1.62313 | 97.40 | 8513.60 |
| 19 | 2010.01.21 07:55 | buy | 10 | 1.00 | 1.63211 | 1.62441 | 1.63261 | ||
| 20 | 2010.01.21 08:00 | close | 10 | 1.00 | 1.62883 | 1.62441 | 1.63261 | -328.00 | 8185.60 |
| 21 | 2010.01.22 10:52 | sell | 11 | 1.00 | 1.61961 | 1.62824 | 1.60243 | ||
| 22 | 2010.01.22 11:00 | close | 11 | 1.00 | 1.62495 | 1.62824 | 1.60243 | -534.00 | 7651.60 |
| 23 | 2010.01.22 12:55 | sell | 12 | 1.00 | 1.61688 | 1.62675 | 1.60243 | ||
| 24 | 2010.01.25 07:57 | close | 12 | 1.00 | 1.61592 | 1.62675 | 1.60243 | 93.80 | 7745.40 |
| 25 | 2010.01.25 07:59 | buy | 13 | 1.00 | 1.61579 | 1.60991 | 1.61629 | ||
| 26 | 2010.01.25 09:46 | t/p | 13 | 1.00 | 1.61629 | 1.60991 | 1.61629 | 50.00 | 7795.40 |
| 27 | 2010.01.27 09:47 | sell | 14 | 1.00 | 1.61179 | 1.61606 | 1.59953 | ||
| 28 | 2010.01.27 10:03 | s/l | 14 | 1.00 | 1.61606 | 1.61606 | 1.59953 | -427.00 | 7368.40 |
| 29 | 2010.01.27 10:55 | buy | 15 | 1.00 | 1.62186 | 1.61023 | 1.62236 | ||
| 30 | 2010.01.27 11:20 | t/p | 15 | 1.00 | 1.62236 | 1.61023 | 1.62236 | 50.00 | 7418.40 |
| 31 | 2010.01.27 19:57 | sell | 16 | 1.00 | 1.61711 | 1.62107 | 1.59953 | ||
| 32 | 2010.01.27 20:02 | s/l | 16 | 1.00 | 1.62107 | 1.62107 | 1.59953 | -396.00 | 7022.40 |
| 33 | 2010.01.28 16:40 | sell | 17 | 1.00 | 1.61450 | 1.62376 | 1.60387 | ||
| 34 | 2010.01.29 07:45 | close | 17 | 1.00 | 1.61722 | 1.62376 | 1.60387 | -274.20 | 6748.20 |
| 35 | 2010.01.29 07:50 | buy | 18 | 1.00 | 1.61822 | 1.60990 | 1.61872 | ||
| 36 | 2010.01.29 13:57 | close | 18 | 1.00 | 1.61121 | 1.60990 | 1.61872 | -701.00 | 6047.20 |
| 37 | 2010.01.29 13:59 | sell | 19 | 1.00 | 1.61115 | 1.61545 | 1.60080 | ||
| 38 | 2010.01.29 22:50 | t/p | 19 | 1.00 | 1.60080 | 1.61545 | 1.60080 | 1035.00 | 7082.20 |
| 39 | 2010.02.02 04:40 | sell | 20 | 1.00 | 1.59402 | 1.59830 | 1.58029 | ||
| 40 | 2010.02.02 07:20 | s/l | 20 | 1.00 | 1.59830 | 1.59830 | 1.58029 | -428.00 | 6654.20 |
| 41 | 2010.02.02 15:57 | buy | 21 | 1.00 | 1.59800 | 1.59229 | 1.59850 | ||
| 42 | 2010.02.02 16:07 | s/l | 21 | 1.00 | 1.59229 | 1.59229 | 1.59850 | -571.00 | 6083.20 |
| 43 | 2010.02.03 03:40 | sell | 22 | 1.00 | 1.59729 | 1.60061 | 1.58652 | ||
| 44 | 2010.02.03 03:50 | s/l | 22 | 1.00 | 1.60061 | 1.60061 | 1.58652 | -332.00 | 5751.20 |
| 45 | 2010.02.04 13:55 | buy | 23 | 1.00 | 1.59109 | 1.57886 | 1.59491 | ||
| 46 | 2010.02.04 14:00 | close | 23 | 1.00 | 1.58600 | 1.57886 | 1.59491 | -509.00 | 5242.20 |
| 47 | 2010.02.05 15:52 | sell | 24 | 1.00 | 1.56270 | 1.57464 | 1.56168 | ||
| 48 | 2010.02.05 19:45 | t/p | 24 | 1.00 | 1.56168 | 1.57464 | 1.56168 | 102.00 | 5344.20 |
| 49 | 2010.02.08 09:55 | buy | 25 | 1.00 | 1.56531 | 1.55457 | 1.56581 | ||
| 50 | 2010.02.08 17:20 | t/p | 25 | 1.00 | 1.56581 | 1.55457 | 1.56581 | 50.00 | 5394.20 |
| 51 | 2010.02.09 09:55 | sell | 26 | 1.00 | 1.55883 | 1.56577 | 1.54693 | ||
| 52 | 2010.02.09 13:50 | s/l | 26 | 1.00 | 1.56577 | 1.56577 | 1.54693 | -694.00 | 4700.20 |
| 53 | 2010.02.09 13:50 | buy | 27 | 1.00 | 1.56681 | 1.55603 | 1.56731 | ||
| 54 | 2010.02.09 17:50 | t/p | 27 | 1.00 | 1.56731 | 1.55603 | 1.56731 | 50.00 | 4750.20 |
| 55 | 2010.02.10 10:55 | buy | 28 | 1.00 | 1.57572 | 1.56617 | 1.57622 | ||
| 56 | 2010.02.10 11:20 | t/p | 28 | 1.00 | 1.57622 | 1.56617 | 1.57622 | 50.00 | 4800.20 |
| 57 | 2010.02.10 11:50 | sell | 29 | 1.00 | 1.56754 | 1.57829 | 1.54865 | ||
| 58 | 2010.02.10 12:00 | close | 29 | 1.00 | 1.57129 | 1.57829 | 1.54865 | -375.00 | 4425.20 |
| 59 | 2010.02.11 08:40 | sell | 30 | 1.00 | 1.56113 | 1.56485 | 1.54507 | ||
| 60 | 2010.02.11 12:45 | s/l | 30 | 1.00 | 1.56485 | 1.56485 | 1.54507 | -372.00 | 4053.20 |
| 61 | 2010.02.11 12:50 | buy | 31 | 1.00 | 1.56835 | 1.55583 | 1.56885 | ||
| 62 | 2010.02.11 15:50 | close | 31 | 1.00 | 1.55836 | 1.55583 | 1.56885 | -999.00 | 3054.20 |
| 63 | 2010.02.11 15:52 | sell | 32 | 1.00 | 1.55884 | 1.56404 | 1.54507 | ||
| 64 | 2010.02.11 16:00 | close | 32 | 1.00 | 1.56259 | 1.56404 | 1.54507 | -375.00 | 2679.20 |
| 65 | 2010.02.12 06:57 | buy | 33 | 1.00 | 1.57254 | 1.56820 | 1.57304 | ||
| 66 | 2010.02.12 08:16 | s/l | 33 | 1.00 | 1.56820 | 1.56820 | 1.57304 | -434.00 | 2245.20 |
| 67 | 2010.02.12 08:32 | sell | 34 | 1.00 | 1.56747 | 1.57106 | 1.54996 | ||
| 68 | 2010.02.12 08:40 | s/l | 34 | 1.00 | 1.57106 | 1.57106 | 1.54996 | -359.00 | 1886.20 |
| 69 | 2010.02.15 05:53 | sell | 35 | 1.00 | 1.56450 | 1.56764 | 1.55116 | ||
| 70 | 2010.02.15 06:10 | s/l | 35 | 1.00 | 1.56764 | 1.56764 | 1.55116 | -314.00 | 1572.20 |
| 71 | 2010.02.15 08:50 | buy | 36 | 1.00 | 1.56909 | 1.56005 | 1.56959 | ||
| 72 | 2010.02.15 09:00 | close | 36 | 1.00 | 1.56565 | 1.56005 | 1.56959 | -344.00 | 1228.20 |
| 73 | 2010.02.16 10:55 | sell | 37 | 1.00 | 1.56736 | 1.57277 | 1.55574 | ||
| 74 | 2010.02.16 11:20 | s/l | 37 | 1.00 | 1.57277 | 1.57277 | 1.55574 | -541.00 | 687.20 |
| 75 | 2010.02.16 17:59 | buy | 38 | 1.00 | 1.57582 | 1.56556 | 1.57632 | ||
| 76 | 2010.02.16 18:10 | t/p | 38 | 1.00 | 1.57632 | 1.56556 | 1.57632 | 50.00 | 737.20 |
| 77 | 2010.02.17 08:45 | buy | 39 | 1.00 | 1.58230 | 1.57517 | 1.58280 | ||
| 78 | 2010.02.17 10:20 | s/l | 39 | 1.00 | 1.57517 | 1.57517 | 1.58280 | -713.00 | 24.20 |