Strategy Tester Report
1D-4H-1H-Current
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9654.40 | Gross profit | 5356.00 | Gross loss | -15010.40 |
| Profit factor | 0.36 | Expected payoff | -241.36 | ||
| Absolute drawdown | 9774.40 | Maximal drawdown | 10295.40 (97.86%) | Relative drawdown | 97.86% (10295.40) |
| Total trades | 40 | Short positions (won %) | 40 (20.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 8 (20.00%) | Loss trades (% of total) | 32 (80.00%) | ||
| Largest | profit trade | 2294.20 | loss trade | -1020.00 | |
| Average | profit trade | 669.50 | loss trade | -469.08 | |
| Maximum | consecutive wins (profit in money) | 2 (2407.00) | consecutive losses (loss in money) | 11 (-4429.40) | |
| Maximal | consecutive profit (count of wins) | 2407.00 (2) | consecutive loss (count of losses) | -4429.40 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 01:00 | sell | 1 | 1.00 | 1.61369 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 10:00 | close | 1 | 1.00 | 1.61807 | 0.00000 | 0.00000 | -438.00 | 9562.00 |
| 3 | 2010.01.04 16:00 | sell | 2 | 1.00 | 1.61637 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.05 07:00 | close | 2 | 1.00 | 1.61602 | 0.00000 | 0.00000 | 32.80 | 9594.80 |
| 5 | 2010.01.05 10:00 | sell | 3 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.06 09:00 | close | 3 | 1.00 | 1.60442 | 0.00000 | 0.00000 | -8.20 | 9586.60 |
| 7 | 2010.01.06 14:00 | sell | 4 | 1.00 | 1.59651 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.06 18:00 | close | 4 | 1.00 | 1.60412 | 0.00000 | 0.00000 | -761.00 | 8825.60 |
| 9 | 2010.01.07 05:00 | sell | 5 | 1.00 | 1.60117 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.07 19:00 | close | 5 | 1.00 | 1.59699 | 0.00000 | 0.00000 | 418.00 | 9243.60 |
| 11 | 2010.01.07 20:00 | sell | 6 | 1.00 | 1.59284 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.07 21:00 | close | 6 | 1.00 | 1.59702 | 0.00000 | 0.00000 | -418.00 | 8825.60 |
| 13 | 2010.01.08 00:00 | sell | 7 | 1.00 | 1.59249 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.08 02:00 | close | 7 | 1.00 | 1.59735 | 0.00000 | 0.00000 | -486.00 | 8339.60 |
| 15 | 2010.01.08 04:00 | sell | 8 | 1.00 | 1.59200 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.08 06:00 | close | 8 | 1.00 | 1.59690 | 0.00000 | 0.00000 | -490.00 | 7849.60 |
| 17 | 2010.01.08 18:00 | sell | 9 | 1.00 | 1.59908 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.08 20:00 | close | 9 | 1.00 | 1.60535 | 0.00000 | 0.00000 | -627.00 | 7222.60 |
| 19 | 2010.01.11 20:00 | sell | 10 | 1.00 | 1.61146 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.12 08:00 | close | 10 | 1.00 | 1.61443 | 0.00000 | 0.00000 | -299.20 | 6923.40 |
| 21 | 2010.01.13 01:00 | sell | 11 | 1.00 | 1.61503 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.13 05:00 | close | 11 | 1.00 | 1.61940 | 0.00000 | 0.00000 | -437.00 | 6486.40 |
| 23 | 2010.01.14 07:00 | sell | 12 | 1.00 | 1.62853 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.14 16:00 | close | 12 | 1.00 | 1.63184 | 0.00000 | 0.00000 | -331.00 | 6155.40 |
| 25 | 2010.01.15 03:00 | sell | 13 | 1.00 | 1.63020 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.15 06:00 | close | 13 | 1.00 | 1.63623 | 0.00000 | 0.00000 | -603.00 | 5552.40 |
| 27 | 2010.01.15 11:00 | sell | 14 | 1.00 | 1.63054 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.18 01:00 | close | 14 | 1.00 | 1.63159 | 0.00000 | 0.00000 | -107.20 | 5445.20 |
| 29 | 2010.01.18 15:00 | sell | 15 | 1.00 | 1.63056 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.18 18:00 | close | 15 | 1.00 | 1.63555 | 0.00000 | 0.00000 | -499.00 | 4946.20 |
| 31 | 2010.01.19 12:00 | sell | 16 | 1.00 | 1.63826 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.19 18:00 | close | 16 | 1.00 | 1.63958 | 0.00000 | 0.00000 | -132.00 | 4814.20 |
| 33 | 2010.01.19 23:00 | sell | 17 | 1.00 | 1.63587 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.20 18:00 | close | 17 | 1.00 | 1.63131 | 0.00000 | 0.00000 | 453.80 | 5268.00 |
| 35 | 2010.01.20 19:00 | sell | 18 | 1.00 | 1.62774 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.20 22:00 | close | 18 | 1.00 | 1.63131 | 0.00000 | 0.00000 | -357.00 | 4911.00 |
| 37 | 2010.01.21 03:00 | sell | 19 | 1.00 | 1.62725 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.21 08:00 | close | 19 | 1.00 | 1.63164 | 0.00000 | 0.00000 | -439.00 | 4472.00 |
| 39 | 2010.01.21 09:00 | sell | 20 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.21 18:00 | close | 20 | 1.00 | 1.62392 | 0.00000 | 0.00000 | -92.00 | 4380.00 |
| 41 | 2010.01.21 23:00 | sell | 21 | 1.00 | 1.61912 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.22 03:00 | close | 21 | 1.00 | 1.62429 | 0.00000 | 0.00000 | -519.20 | 3860.80 |
| 43 | 2010.01.22 13:00 | sell | 22 | 1.00 | 1.61762 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.25 08:00 | close | 22 | 1.00 | 1.61580 | 0.00000 | 0.00000 | 179.80 | 4040.60 |
| 45 | 2010.01.26 05:00 | sell | 23 | 1.00 | 1.62202 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.26 10:00 | close | 23 | 1.00 | 1.62658 | 0.00000 | 0.00000 | -456.00 | 3584.60 |
| 47 | 2010.01.26 11:00 | sell | 24 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.26 19:00 | close | 24 | 1.00 | 1.61811 | 0.00000 | 0.00000 | -440.00 | 3144.60 |
| 49 | 2010.01.26 22:00 | sell | 25 | 1.00 | 1.61412 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.27 09:00 | close | 25 | 1.00 | 1.61685 | 0.00000 | 0.00000 | -275.20 | 2869.40 |
| 51 | 2010.01.27 10:00 | sell | 26 | 1.00 | 1.61178 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.27 11:00 | close | 26 | 1.00 | 1.62139 | 0.00000 | 0.00000 | -961.00 | 1908.40 |
| 53 | 2010.01.27 19:00 | sell | 27 | 1.00 | 1.61809 | 0.00000 | 0.00000 | ||
| 54 | 2010.01.28 04:00 | close | 27 | 1.00 | 1.62342 | 0.00000 | 0.00000 | -539.60 | 1368.80 |
| 55 | 2010.01.28 16:00 | sell | 28 | 1.00 | 1.62080 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.29 10:00 | close | 28 | 1.00 | 1.61990 | 0.00000 | 0.00000 | 87.80 | 1456.60 |
| 57 | 2010.01.29 13:00 | sell | 29 | 1.00 | 1.61362 | 0.00000 | 0.00000 | ||
| 58 | 2010.02.01 16:00 | close | 29 | 1.00 | 1.59583 | 0.00000 | 0.00000 | 1776.80 | 3233.40 |
| 59 | 2010.02.02 05:00 | sell | 30 | 1.00 | 1.59319 | 0.00000 | 0.00000 | ||
| 60 | 2010.02.02 09:00 | close | 30 | 1.00 | 1.59775 | 0.00000 | 0.00000 | -456.00 | 2777.40 |
| 61 | 2010.02.02 10:00 | sell | 31 | 1.00 | 1.59180 | 0.00000 | 0.00000 | ||
| 62 | 2010.02.02 15:00 | close | 31 | 1.00 | 1.59695 | 0.00000 | 0.00000 | -515.00 | 2262.40 |
| 63 | 2010.02.03 13:00 | sell | 32 | 1.00 | 1.59784 | 0.00000 | 0.00000 | ||
| 64 | 2010.02.05 15:00 | close | 32 | 1.00 | 1.57481 | 0.00000 | 0.00000 | 2294.20 | 4556.60 |
| 65 | 2010.02.05 16:00 | sell | 33 | 1.00 | 1.56376 | 0.00000 | 0.00000 | ||
| 66 | 2010.02.08 15:00 | close | 33 | 1.00 | 1.56261 | 0.00000 | 0.00000 | 112.80 | 4669.40 |
| 67 | 2010.02.08 22:00 | sell | 34 | 1.00 | 1.55990 | 0.00000 | 0.00000 | ||
| 68 | 2010.02.09 05:00 | close | 34 | 1.00 | 1.56292 | 0.00000 | 0.00000 | -304.20 | 4365.20 |
| 69 | 2010.02.09 11:00 | sell | 35 | 1.00 | 1.55850 | 0.00000 | 0.00000 | ||
| 70 | 2010.02.09 15:00 | close | 35 | 1.00 | 1.56503 | 0.00000 | 0.00000 | -653.00 | 3712.20 |
| 71 | 2010.02.10 05:00 | sell | 36 | 1.00 | 1.56738 | 0.00000 | 0.00000 | ||
| 72 | 2010.02.10 11:00 | close | 36 | 1.00 | 1.57550 | 0.00000 | 0.00000 | -812.00 | 2900.20 |
| 73 | 2010.02.10 14:00 | sell | 37 | 1.00 | 1.56204 | 0.00000 | 0.00000 | ||
| 74 | 2010.02.11 02:00 | close | 37 | 1.00 | 1.56466 | 0.00000 | 0.00000 | -268.60 | 2631.60 |
| 75 | 2010.02.11 09:00 | sell | 38 | 1.00 | 1.56061 | 0.00000 | 0.00000 | ||
| 76 | 2010.02.11 14:00 | close | 38 | 1.00 | 1.56513 | 0.00000 | 0.00000 | -452.00 | 2179.60 |
| 77 | 2010.02.11 16:00 | sell | 39 | 1.00 | 1.55978 | 0.00000 | 0.00000 | ||
| 78 | 2010.02.11 18:00 | close | 39 | 1.00 | 1.56998 | 0.00000 | 0.00000 | -1020.00 | 1159.60 |
| 79 | 2010.02.12 12:00 | sell | 40 | 1.00 | 1.56142 | 0.00000 | 0.00000 | ||
| 80 | 2010.02.12 18:00 | close | 40 | 1.00 | 1.56956 | 0.00000 | 0.00000 | -814.00 | 345.60 |