Strategy Tester Report
AC+AO ea
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; UseStopLoss=false; StopLoss=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9359.30 | Gross profit | 1645.90 | Gross loss | -11005.20 |
| Profit factor | 0.15 | Expected payoff | -233.98 | ||
| Absolute drawdown | 9387.30 | Maximal drawdown | 9912.30 (94.18%) | Relative drawdown | 94.18% (9912.30) |
| Total trades | 40 | Short positions (won %) | 16 (6.25%) | Long positions (won %) | 24 (20.83%) |
| Profit trades (% of total) | 6 (15.00%) | Loss trades (% of total) | 34 (85.00%) | ||
| Largest | profit trade | 701.00 | loss trade | -650.00 | |
| Average | profit trade | 274.32 | loss trade | -323.68 | |
| Maximum | consecutive wins (profit in money) | 2 (891.00) | consecutive losses (loss in money) | 9 (-3413.00) | |
| Maximal | consecutive profit (count of wins) | 891.00 (2) | consecutive loss (count of losses) | -3413.00 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 04:00 | sell | 1 | 1.00 | 1.61096 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 06:00 | close | 1 | 1.00 | 1.61171 | 0.00000 | 0.00000 | -75.00 | 9925.00 |
| 3 | 2010.01.04 10:00 | buy | 2 | 1.00 | 1.61807 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 15:00 | close | 2 | 1.00 | 1.61620 | 0.00000 | 0.00000 | -187.00 | 9738.00 |
| 5 | 2010.01.04 21:00 | sell | 3 | 1.00 | 1.60927 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.04 22:00 | close | 3 | 1.00 | 1.61285 | 0.00000 | 0.00000 | -358.00 | 9380.00 |
| 7 | 2010.01.05 10:00 | sell | 4 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.05 15:00 | close | 4 | 1.00 | 1.60650 | 0.00000 | 0.00000 | -214.00 | 9166.00 |
| 9 | 2010.01.05 19:00 | sell | 5 | 1.00 | 1.60019 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.05 23:00 | close | 5 | 1.00 | 1.60179 | 0.00000 | 0.00000 | -160.00 | 9006.00 |
| 11 | 2010.01.07 02:00 | buy | 6 | 1.00 | 1.60599 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.07 03:00 | close | 6 | 1.00 | 1.60247 | 0.00000 | 0.00000 | -352.00 | 8654.00 |
| 13 | 2010.01.08 19:00 | buy | 7 | 1.00 | 1.60324 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.08 20:00 | close | 7 | 1.00 | 1.60254 | 0.00000 | 0.00000 | -70.00 | 8584.00 |
| 15 | 2010.01.08 22:00 | buy | 8 | 1.00 | 1.60543 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.11 03:00 | close | 8 | 1.00 | 1.60731 | 0.00000 | 0.00000 | 187.90 | 8771.90 |
| 17 | 2010.01.11 05:00 | buy | 9 | 1.00 | 1.61188 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.11 06:00 | close | 9 | 1.00 | 1.60839 | 0.00000 | 0.00000 | -349.00 | 8422.90 |
| 19 | 2010.01.11 10:00 | buy | 10 | 1.00 | 1.61542 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.11 15:00 | close | 10 | 1.00 | 1.61613 | 0.00000 | 0.00000 | 71.00 | 8493.90 |
| 21 | 2010.01.11 23:00 | sell | 11 | 1.00 | 1.61126 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.12 00:00 | close | 11 | 1.00 | 1.61421 | 0.00000 | 0.00000 | -297.20 | 8196.70 |
| 23 | 2010.01.12 04:00 | sell | 12 | 1.00 | 1.60889 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.12 07:00 | close | 12 | 1.00 | 1.61173 | 0.00000 | 0.00000 | -284.00 | 7912.70 |
| 25 | 2010.01.12 18:00 | buy | 13 | 1.00 | 1.62069 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.12 19:00 | close | 13 | 1.00 | 1.61686 | 0.00000 | 0.00000 | -383.00 | 7529.70 |
| 27 | 2010.01.12 21:00 | buy | 14 | 1.00 | 1.62037 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.12 22:00 | close | 14 | 1.00 | 1.61687 | 0.00000 | 0.00000 | -350.00 | 7179.70 |
| 29 | 2010.01.13 06:00 | buy | 15 | 1.00 | 1.62148 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.13 12:00 | close | 15 | 1.00 | 1.62385 | 0.00000 | 0.00000 | 237.00 | 7416.70 |
| 31 | 2010.01.13 15:00 | buy | 16 | 1.00 | 1.63099 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.13 16:00 | close | 16 | 1.00 | 1.62768 | 0.00000 | 0.00000 | -331.00 | 7085.70 |
| 33 | 2010.01.14 00:00 | sell | 17 | 1.00 | 1.62648 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.14 01:00 | close | 17 | 1.00 | 1.63091 | 0.00000 | 0.00000 | -443.00 | 6642.70 |
| 35 | 2010.01.14 05:00 | buy | 18 | 1.00 | 1.63164 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.14 06:00 | close | 18 | 1.00 | 1.62828 | 0.00000 | 0.00000 | -336.00 | 6306.70 |
| 37 | 2010.01.14 12:00 | sell | 19 | 1.00 | 1.62792 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.14 15:00 | close | 19 | 1.00 | 1.63390 | 0.00000 | 0.00000 | -598.00 | 5708.70 |
| 39 | 2010.01.14 17:00 | buy | 20 | 1.00 | 1.63392 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.14 21:00 | close | 20 | 1.00 | 1.63318 | 0.00000 | 0.00000 | -74.00 | 5634.70 |
| 41 | 2010.01.15 08:00 | buy | 21 | 1.00 | 1.63720 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.15 10:00 | close | 21 | 1.00 | 1.63289 | 0.00000 | 0.00000 | -431.00 | 5203.70 |
| 43 | 2010.01.15 18:00 | sell | 22 | 1.00 | 1.62375 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.15 22:00 | close | 22 | 1.00 | 1.62858 | 0.00000 | 0.00000 | -483.00 | 4720.70 |
| 45 | 2010.01.18 12:00 | buy | 23 | 1.00 | 1.63846 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.18 14:00 | close | 23 | 1.00 | 1.63351 | 0.00000 | 0.00000 | -495.00 | 4225.70 |
| 47 | 2010.01.18 20:00 | buy | 24 | 1.00 | 1.63591 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.18 23:00 | close | 24 | 1.00 | 1.63369 | 0.00000 | 0.00000 | -222.00 | 4003.70 |
| 49 | 2010.01.19 01:00 | buy | 25 | 1.00 | 1.63791 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.19 06:00 | close | 25 | 1.00 | 1.64050 | 0.00000 | 0.00000 | 259.00 | 4262.70 |
| 51 | 2010.01.19 12:00 | sell | 26 | 1.00 | 1.63826 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.19 17:00 | close | 26 | 1.00 | 1.63990 | 0.00000 | 0.00000 | -164.00 | 4098.70 |
| 53 | 2010.01.19 19:00 | buy | 27 | 1.00 | 1.64046 | 0.00000 | 0.00000 | ||
| 54 | 2010.01.19 22:00 | close | 27 | 1.00 | 1.63810 | 0.00000 | 0.00000 | -236.00 | 3862.70 |
| 55 | 2010.01.20 10:00 | sell | 28 | 1.00 | 1.62801 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.20 11:00 | close | 28 | 1.00 | 1.63282 | 0.00000 | 0.00000 | -481.00 | 3381.70 |
| 57 | 2010.01.21 10:00 | sell | 29 | 1.00 | 1.61831 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.21 14:00 | close | 29 | 1.00 | 1.62028 | 0.00000 | 0.00000 | -197.00 | 3184.70 |
| 59 | 2010.01.25 00:00 | sell | 30 | 1.00 | 1.61082 | 0.00000 | 0.00000 | ||
| 60 | 2010.01.25 04:00 | close | 30 | 1.00 | 1.61491 | 0.00000 | 0.00000 | -409.00 | 2775.70 |
| 61 | 2010.01.25 21:00 | buy | 31 | 1.00 | 1.62713 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.25 22:00 | close | 31 | 1.00 | 1.62397 | 0.00000 | 0.00000 | -316.00 | 2459.70 |
| 63 | 2010.01.26 11:00 | sell | 32 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
| 64 | 2010.01.26 16:00 | close | 32 | 1.00 | 1.61523 | 0.00000 | 0.00000 | -152.00 | 2307.70 |
| 65 | 2010.01.28 04:00 | buy | 33 | 1.00 | 1.62342 | 0.00000 | 0.00000 | ||
| 66 | 2010.01.28 07:00 | close | 33 | 1.00 | 1.61800 | 0.00000 | 0.00000 | -542.00 | 1765.70 |
| 67 | 2010.01.28 08:00 | buy | 34 | 1.00 | 1.62299 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.28 14:00 | close | 34 | 1.00 | 1.62489 | 0.00000 | 0.00000 | 190.00 | 1955.70 |
| 69 | 2010.01.29 14:00 | sell | 35 | 1.00 | 1.61102 | 0.00000 | 0.00000 | ||
| 70 | 2010.01.29 20:00 | close | 35 | 1.00 | 1.60401 | 0.00000 | 0.00000 | 701.00 | 2656.70 |
| 71 | 2010.02.01 04:00 | sell | 36 | 1.00 | 1.59452 | 0.00000 | 0.00000 | ||
| 72 | 2010.02.01 06:00 | close | 36 | 1.00 | 1.59798 | 0.00000 | 0.00000 | -346.00 | 2310.70 |
| 73 | 2010.02.02 08:00 | buy | 37 | 1.00 | 1.59830 | 0.00000 | 0.00000 | ||
| 74 | 2010.02.02 10:00 | close | 37 | 1.00 | 1.59180 | 0.00000 | 0.00000 | -650.00 | 1660.70 |
| 75 | 2010.02.02 11:00 | buy | 38 | 1.00 | 1.59523 | 0.00000 | 0.00000 | ||
| 76 | 2010.02.02 12:00 | close | 38 | 1.00 | 1.59233 | 0.00000 | 0.00000 | -290.00 | 1370.70 |
| 77 | 2010.02.03 02:00 | buy | 39 | 1.00 | 1.60209 | 0.00000 | 0.00000 | ||
| 78 | 2010.02.03 07:00 | close | 39 | 1.00 | 1.60040 | 0.00000 | 0.00000 | -169.00 | 1201.70 |
| 79 | 2010.02.03 08:00 | buy | 40 | 1.00 | 1.60530 | 0.00000 | 0.00000 | ||
| 80 | 2010.02.03 12:00 | close | 40 | 1.00 | 1.59969 | 0.00000 | 0.00000 | -561.00 | 640.70 |