Strategy Tester Report
_Turtle Channel System
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; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9882.30 | Gross profit | 1049.00 | Gross loss | -10931.30 |
Profit factor | 0.10 | Expected payoff | -274.51 | ||
Absolute drawdown | 9882.30 | Maximal drawdown | 9882.30 (98.82%) | Relative drawdown | 98.82% (9882.30) |
Total trades | 36 | Short positions (won %) | 28 (3.57%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 2 (5.56%) | Loss trades (% of total) | 34 (94.44%) | ||
Largest | profit trade | 885.60 | loss trade | -331.10 | |
Average | profit trade | 524.50 | loss trade | -321.51 | |
Maximum | consecutive wins (profit in money) | 1 (885.60) | consecutive losses (loss in money) | 21 (-6628.30) | |
Maximal | consecutive profit (count of wins) | 885.60 (1) | consecutive loss (count of losses) | -6628.30 (21) | |
Average | consecutive wins | 1 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 08:10 | sell | 1 | 1.00 | 1.60690 | 1.61021 | 0.00000 | ||
2 | 2010.01.04 08:40 | s/l | 1 | 1.00 | 1.61021 | 1.61021 | 0.00000 | -331.00 | 9669.00 |
3 | 2010.01.05 09:15 | sell | 2 | 1.00 | 1.60609 | 1.60940 | 0.00000 | ||
4 | 2010.01.05 09:17 | s/l | 2 | 1.00 | 1.60940 | 1.60940 | 0.00000 | -331.00 | 9338.00 |
5 | 2010.01.06 15:50 | sell | 3 | 1.00 | 1.59367 | 1.59698 | 0.00000 | ||
6 | 2010.01.06 15:52 | s/l | 3 | 1.00 | 1.59698 | 1.59698 | 0.00000 | -331.00 | 9007.00 |
7 | 2010.01.11 02:22 | buy | 4 | 1.00 | 1.61098 | 1.60767 | 0.00000 | ||
8 | 2010.01.11 02:33 | s/l | 4 | 1.00 | 1.60767 | 1.60767 | 0.00000 | -331.00 | 8676.00 |
9 | 2010.01.12 03:15 | sell | 5 | 1.00 | 1.60709 | 1.61040 | 0.00000 | ||
10 | 2010.01.12 03:40 | s/l | 5 | 1.00 | 1.61040 | 1.61040 | 0.00000 | -331.00 | 8345.00 |
11 | 2010.01.13 20:40 | buy | 6 | 1.00 | 1.63064 | 1.62733 | 0.00000 | ||
12 | 2010.01.13 23:15 | s/l | 6 | 1.00 | 1.62733 | 1.62733 | 0.00000 | -331.00 | 8014.00 |
13 | 2010.01.15 11:20 | sell | 7 | 1.00 | 1.62768 | 1.63099 | 0.00000 | ||
14 | 2010.01.15 11:22 | s/l | 7 | 1.00 | 1.63099 | 1.63099 | 0.00000 | -331.00 | 7683.00 |
15 | 2010.01.18 13:20 | buy | 8 | 1.00 | 1.63790 | 1.63459 | 0.00000 | ||
16 | 2010.01.18 13:27 | s/l | 8 | 1.00 | 1.63459 | 1.63459 | 0.00000 | -331.00 | 7352.00 |
17 | 2010.01.19 13:20 | sell | 9 | 1.00 | 1.63158 | 1.63489 | 0.00000 | ||
18 | 2010.01.19 13:27 | s/l | 9 | 1.00 | 1.63489 | 1.63489 | 0.00000 | -331.00 | 7021.00 |
19 | 2010.01.20 13:20 | sell | 10 | 1.00 | 1.62435 | 1.62766 | 0.00000 | ||
20 | 2010.01.20 13:22 | s/l | 10 | 1.00 | 1.62766 | 1.62766 | 0.00000 | -331.00 | 6690.00 |
21 | 2010.01.22 13:15 | sell | 11 | 1.00 | 1.61523 | 1.61854 | 0.00000 | ||
22 | 2010.01.25 00:00 | modify | 11 | 1.00 | 1.61523 | 1.61529 | 0.00000 | ||
23 | 2010.01.25 00:15 | s/l | 11 | 1.00 | 1.61529 | 1.61529 | 0.00000 | -8.20 | 6681.80 |
24 | 2010.01.25 21:25 | buy | 12 | 1.00 | 1.62600 | 1.62269 | 0.00000 | ||
25 | 2010.01.26 04:15 | s/l | 12 | 1.00 | 1.62269 | 1.62269 | 0.00000 | -331.10 | 6350.70 |
26 | 2010.01.28 16:20 | sell | 13 | 1.00 | 1.61329 | 1.61660 | 0.00000 | ||
27 | 2010.01.28 16:22 | s/l | 13 | 1.00 | 1.61660 | 1.61660 | 0.00000 | -331.00 | 6019.70 |
28 | 2010.01.29 16:59 | sell | 14 | 1.00 | 1.60221 | 1.60552 | 0.00000 | ||
29 | 2010.01.29 17:02 | s/l | 14 | 1.00 | 1.60552 | 1.60552 | 0.00000 | -331.00 | 5688.70 |
30 | 2010.02.01 00:00 | sell | 15 | 1.00 | 1.59444 | 1.59775 | 0.00000 | ||
31 | 2010.02.01 00:10 | s/l | 15 | 1.00 | 1.59775 | 1.59775 | 0.00000 | -331.00 | 5357.70 |
32 | 2010.02.02 00:40 | buy | 16 | 1.00 | 1.59782 | 1.59451 | 0.00000 | ||
33 | 2010.02.02 00:50 | s/l | 16 | 1.00 | 1.59451 | 1.59451 | 0.00000 | -331.00 | 5026.70 |
34 | 2010.02.03 08:50 | buy | 17 | 1.00 | 1.60585 | 1.60254 | 0.00000 | ||
35 | 2010.02.03 10:45 | s/l | 17 | 1.00 | 1.60254 | 1.60254 | 0.00000 | -331.00 | 4695.70 |
36 | 2010.02.04 09:20 | sell | 18 | 1.00 | 1.58659 | 1.58990 | 0.00000 | ||
37 | 2010.02.04 09:30 | s/l | 18 | 1.00 | 1.58990 | 1.58990 | 0.00000 | -331.00 | 4364.70 |
38 | 2010.02.05 09:20 | sell | 19 | 1.00 | 1.56549 | 1.56880 | 0.00000 | ||
39 | 2010.02.05 09:22 | s/l | 19 | 1.00 | 1.56880 | 1.56880 | 0.00000 | -331.00 | 4033.70 |
40 | 2010.02.08 07:45 | sell | 20 | 1.00 | 1.55500 | 1.55831 | 0.00000 | ||
41 | 2010.02.08 08:10 | s/l | 20 | 1.00 | 1.55831 | 1.55831 | 0.00000 | -331.00 | 3702.70 |
42 | 2010.02.09 12:02 | sell | 21 | 1.00 | 1.55642 | 1.55973 | 0.00000 | ||
43 | 2010.02.09 12:10 | s/l | 21 | 1.00 | 1.55973 | 1.55973 | 0.00000 | -331.00 | 3371.70 |
44 | 2010.02.10 13:10 | sell | 22 | 1.00 | 1.56463 | 1.56794 | 0.00000 | ||
45 | 2010.02.10 22:00 | modify | 22 | 1.00 | 1.56463 | 1.56620 | 0.00000 | ||
46 | 2010.02.10 23:00 | modify | 22 | 1.00 | 1.56463 | 1.56339 | 0.00000 | ||
47 | 2010.02.11 00:00 | modify | 22 | 1.00 | 1.56463 | 1.56293 | 0.00000 | ||
48 | 2010.02.11 00:15 | s/l | 22 | 1.00 | 1.56293 | 1.56293 | 0.00000 | 163.40 | 3535.10 |
49 | 2010.02.12 09:25 | buy | 23 | 1.00 | 1.57408 | 1.57077 | 0.00000 | ||
50 | 2010.02.12 09:32 | s/l | 23 | 1.00 | 1.57077 | 1.57077 | 0.00000 | -331.00 | 3204.10 |
51 | 2010.02.16 15:15 | sell | 24 | 1.00 | 1.56460 | 1.56791 | 0.00000 | ||
52 | 2010.02.16 16:20 | s/l | 24 | 1.00 | 1.56791 | 1.56791 | 0.00000 | -331.00 | 2873.10 |
53 | 2010.02.17 16:20 | sell | 25 | 1.00 | 1.57185 | 1.57516 | 0.00000 | ||
54 | 2010.02.17 16:22 | s/l | 25 | 1.00 | 1.57516 | 1.57516 | 0.00000 | -331.00 | 2542.10 |
55 | 2010.02.18 22:45 | sell | 26 | 1.00 | 1.55412 | 1.55743 | 0.00000 | ||
56 | 2010.02.18 22:47 | s/l | 26 | 1.00 | 1.55743 | 1.55743 | 0.00000 | -331.00 | 2211.10 |
57 | 2010.02.23 10:40 | sell | 27 | 1.00 | 1.54556 | 1.54887 | 0.00000 | ||
58 | 2010.02.23 17:20 | s/l | 27 | 1.00 | 1.54887 | 1.54887 | 0.00000 | -331.00 | 1880.10 |
59 | 2010.02.24 14:50 | sell | 28 | 1.00 | 1.54021 | 1.54352 | 0.00000 | ||
60 | 2010.02.24 14:57 | s/l | 28 | 1.00 | 1.54352 | 1.54352 | 0.00000 | -331.00 | 1549.10 |
61 | 2010.02.25 14:50 | sell | 29 | 1.00 | 1.52439 | 1.52770 | 0.00000 | ||
62 | 2010.02.25 14:52 | s/l | 29 | 1.00 | 1.52770 | 1.52770 | 0.00000 | -331.00 | 1218.10 |
63 | 2010.02.26 15:15 | sell | 30 | 1.00 | 1.51746 | 1.52077 | 0.00000 | ||
64 | 2010.02.26 15:50 | s/l | 30 | 1.00 | 1.52077 | 1.52077 | 0.00000 | -331.00 | 887.10 |
65 | 2010.03.01 00:02 | sell | 31 | 1.00 | 1.51318 | 1.51649 | 0.00000 | ||
66 | 2010.03.01 00:10 | s/l | 31 | 1.00 | 1.51649 | 1.51649 | 0.00000 | -331.00 | 556.10 |
67 | 2010.03.02 23:59 | buy | 32 | 1.00 | 1.49892 | 1.49561 | 0.00000 | ||
68 | 2010.03.03 08:00 | modify | 32 | 1.00 | 1.49892 | 1.49576 | 0.00000 | ||
69 | 2010.03.03 09:00 | modify | 32 | 1.00 | 1.49892 | 1.49582 | 0.00000 | ||
70 | 2010.03.03 10:00 | modify | 32 | 1.00 | 1.49892 | 1.49757 | 0.00000 | ||
71 | 2010.03.03 18:00 | modify | 32 | 1.00 | 1.49892 | 1.49768 | 0.00000 | ||
72 | 2010.03.03 19:00 | modify | 32 | 1.00 | 1.49892 | 1.49949 | 0.00000 | ||
73 | 2010.03.03 20:00 | modify | 32 | 1.00 | 1.49892 | 1.50125 | 0.00000 | ||
74 | 2010.03.03 22:00 | modify | 32 | 1.00 | 1.49892 | 1.50286 | 0.00000 | ||
75 | 2010.03.03 23:00 | modify | 32 | 1.00 | 1.49892 | 1.50296 | 0.00000 | ||
76 | 2010.03.04 00:00 | modify | 32 | 1.00 | 1.49892 | 1.50315 | 0.00000 | ||
77 | 2010.03.04 02:00 | modify | 32 | 1.00 | 1.49892 | 1.50619 | 0.00000 | ||
78 | 2010.03.04 03:00 | modify | 32 | 1.00 | 1.49892 | 1.50778 | 0.00000 | ||
79 | 2010.03.04 04:10 | s/l | 32 | 1.00 | 1.50778 | 1.50778 | 0.00000 | 885.60 | 1441.70 |
80 | 2010.03.04 08:50 | sell | 33 | 1.00 | 1.50249 | 1.50580 | 0.00000 | ||
81 | 2010.03.04 08:52 | s/l | 33 | 1.00 | 1.50580 | 1.50580 | 0.00000 | -331.00 | 1110.70 |
82 | 2010.03.05 14:32 | sell | 34 | 1.00 | 1.49974 | 1.50305 | 0.00000 | ||
83 | 2010.03.05 14:35 | s/l | 34 | 1.00 | 1.50305 | 1.50305 | 0.00000 | -331.00 | 779.70 |
84 | 2010.03.08 16:15 | sell | 35 | 1.00 | 1.50959 | 1.51290 | 0.00000 | ||
85 | 2010.03.08 16:17 | s/l | 35 | 1.00 | 1.51290 | 1.51290 | 0.00000 | -331.00 | 448.70 |
86 | 2010.03.10 08:15 | sell | 36 | 1.00 | 1.49263 | 1.49594 | 0.00000 | ||
87 | 2010.03.10 08:37 | s/l | 36 | 1.00 | 1.49594 | 1.49594 | 0.00000 | -331.00 | 117.70 |