Strategy Tester Report
Bogie v9-pivot
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 | UseMM=true; Risk=2; Lots=0.1; TrailingStop=30; UseStartTime=false; DayStartHour=17; DayStartMinute=2; UseStopLoss=false; StopLoss=300; Spread=10; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3758.54 | Gross profit | 0.00 | Gross loss | -3758.54 |
Profit factor | 0.00 | Expected payoff | -61.62 | ||
Absolute drawdown | 4793.43 | Maximal drawdown | 4793.43 (47.93%) | Relative drawdown | 47.93% (4793.43) |
Total trades | 61 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 61 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 61 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -1424.67 | |
Average | profit trade | 0.00 | loss trade | -61.62 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 61 (-3758.54) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -3758.54 (61) | |
Average | consecutive wins | 0 | consecutive losses | 61 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:37 | buy | 1 | 0.20 | 1.61570 | 0.00000 | 1.61329 | ||
2 | 2010.01.04 00:40 | t/p | 1 | 0.20 | 1.61329 | 0.00000 | 1.61329 | -48.20 | 9951.80 |
3 | 2010.01.04 01:10 | buy | 2 | 0.19 | 1.61592 | 0.00000 | 1.61346 | ||
4 | 2010.01.04 01:12 | t/p | 2 | 0.19 | 1.61346 | 0.00000 | 1.61346 | -46.74 | 9905.06 |
5 | 2010.01.04 01:15 | buy | 3 | 0.19 | 1.61481 | 0.00000 | 1.61309 | ||
6 | 2010.01.04 09:15 | t/p | 3 | 0.19 | 1.61309 | 0.00000 | 1.61309 | -32.68 | 9872.38 |
7 | 2010.01.04 13:50 | buy | 4 | 0.19 | 1.61659 | 0.00000 | 1.61456 | ||
8 | 2010.01.04 13:57 | t/p | 4 | 0.19 | 1.61456 | 0.00000 | 1.61456 | -38.57 | 9833.81 |
9 | 2010.01.04 14:02 | buy | 5 | 0.19 | 1.61721 | 0.00000 | 1.61476 | ||
10 | 2010.01.04 14:10 | t/p | 5 | 0.19 | 1.61476 | 0.00000 | 1.61476 | -46.55 | 9787.26 |
11 | 2010.01.04 14:32 | buy | 6 | 0.19 | 1.61720 | 0.00000 | 1.61476 | ||
12 | 2010.01.04 14:40 | t/p | 6 | 0.19 | 1.61476 | 0.00000 | 1.61476 | -46.36 | 9740.90 |
13 | 2010.01.04 16:20 | buy | 7 | 0.19 | 1.61579 | 0.00000 | 1.61429 | ||
14 | 2010.01.04 16:27 | t/p | 7 | 0.19 | 1.61429 | 0.00000 | 1.61429 | -28.50 | 9712.40 |
15 | 2010.01.04 16:27 | buy | 8 | 0.19 | 1.61711 | 0.00000 | 1.61473 | ||
16 | 2010.01.05 07:50 | t/p | 8 | 0.19 | 1.61473 | 0.00000 | 1.61473 | -45.24 | 9667.16 |
17 | 2010.01.05 08:50 | buy | 9 | 0.19 | 1.61188 | 0.00000 | 1.61034 | ||
18 | 2010.01.05 08:57 | t/p | 9 | 0.19 | 1.61034 | 0.00000 | 1.61034 | -29.26 | 9637.90 |
19 | 2010.01.05 08:59 | buy | 10 | 0.19 | 1.61270 | 0.00000 | 1.61061 | ||
20 | 2010.01.08 14:50 | t/p | 10 | 0.19 | 1.61061 | 0.00000 | 1.61061 | -39.81 | 9598.10 |
21 | 2010.01.08 16:15 | buy | 11 | 0.19 | 1.60239 | 0.00000 | 1.60071 | ||
22 | 2010.01.08 18:20 | t/p | 11 | 0.19 | 1.60071 | 0.00000 | 1.60071 | -31.92 | 9566.18 |
23 | 2010.01.08 18:22 | buy | 12 | 0.19 | 1.60358 | 0.00000 | 1.60111 | ||
24 | 2010.01.08 18:45 | t/p | 12 | 0.19 | 1.60111 | 0.00000 | 1.60111 | -46.93 | 9519.25 |
25 | 2010.01.08 18:59 | buy | 13 | 0.19 | 1.60324 | 0.00000 | 1.60099 | ||
26 | 2010.01.08 19:10 | t/p | 13 | 0.19 | 1.60099 | 0.00000 | 1.60099 | -42.75 | 9476.50 |
27 | 2010.01.11 01:59 | buy | 14 | 0.18 | 1.61051 | 0.00000 | 1.60810 | ||
28 | 2010.01.11 02:20 | t/p | 14 | 0.18 | 1.60810 | 0.00000 | 1.60810 | -43.38 | 9433.12 |
29 | 2010.01.11 02:27 | buy | 15 | 0.18 | 1.61059 | 0.00000 | 1.60812 | ||
30 | 2010.01.11 03:45 | t/p | 15 | 0.18 | 1.60812 | 0.00000 | 1.60812 | -44.46 | 9388.66 |
31 | 2010.01.11 05:50 | buy | 16 | 0.18 | 1.61015 | 0.00000 | 1.60798 | ||
32 | 2010.01.11 05:57 | t/p | 16 | 0.18 | 1.60798 | 0.00000 | 1.60798 | -39.06 | 9349.60 |
33 | 2010.01.11 07:15 | buy | 17 | 0.18 | 1.61065 | 0.00000 | 1.60814 | ||
34 | 2010.01.11 07:32 | t/p | 17 | 0.18 | 1.60814 | 0.00000 | 1.60814 | -45.18 | 9304.42 |
35 | 2010.01.11 07:45 | buy | 18 | 0.18 | 1.61039 | 0.00000 | 1.60806 | ||
36 | 2010.01.11 08:05 | t/p | 18 | 0.18 | 1.60806 | 0.00000 | 1.60806 | -41.94 | 9262.48 |
37 | 2010.01.11 08:07 | buy | 19 | 0.18 | 1.60992 | 0.00000 | 1.60790 | ||
38 | 2010.01.11 08:10 | t/p | 19 | 0.18 | 1.60790 | 0.00000 | 1.60790 | -36.36 | 9226.12 |
39 | 2010.01.11 08:50 | buy | 20 | 0.18 | 1.61167 | 0.00000 | 1.60943 | ||
40 | 2010.01.11 08:52 | t/p | 20 | 0.18 | 1.60943 | 0.00000 | 1.60943 | -40.32 | 9185.80 |
41 | 2010.01.11 08:55 | buy | 21 | 0.18 | 1.61205 | 0.00000 | 1.60956 | ||
42 | 2010.01.11 08:57 | t/p | 21 | 0.18 | 1.60956 | 0.00000 | 1.60956 | -44.82 | 9140.98 |
43 | 2010.01.11 15:20 | buy | 22 | 0.18 | 1.61494 | 0.00000 | 1.61244 | ||
44 | 2010.01.11 15:22 | t/p | 22 | 0.18 | 1.61244 | 0.00000 | 1.61244 | -45.00 | 9095.98 |
45 | 2010.01.11 15:50 | buy | 23 | 0.18 | 1.61483 | 0.00000 | 1.61240 | ||
46 | 2010.01.11 15:52 | t/p | 23 | 0.18 | 1.61240 | 0.00000 | 1.61240 | -43.74 | 9052.24 |
47 | 2010.01.11 16:02 | buy | 24 | 0.18 | 1.61466 | 0.00000 | 1.61234 | ||
48 | 2010.01.11 16:10 | t/p | 24 | 0.18 | 1.61234 | 0.00000 | 1.61234 | -41.76 | 9010.48 |
49 | 2010.01.11 18:50 | buy | 25 | 0.18 | 1.61494 | 0.00000 | 1.61244 | ||
50 | 2010.01.11 19:02 | t/p | 25 | 0.18 | 1.61244 | 0.00000 | 1.61244 | -45.00 | 8965.48 |
51 | 2010.01.11 19:10 | buy | 26 | 0.17 | 1.61487 | 0.00000 | 1.61241 | ||
52 | 2010.01.12 07:50 | t/p | 26 | 0.17 | 1.61241 | 0.00000 | 1.61241 | -41.84 | 8923.64 |
53 | 2010.01.12 08:20 | buy | 27 | 0.17 | 1.61099 | 0.00000 | 1.60906 | ||
54 | 2010.01.12 08:27 | t/p | 27 | 0.17 | 1.60906 | 0.00000 | 1.60906 | -32.81 | 8890.83 |
55 | 2010.01.12 08:27 | buy | 28 | 0.17 | 1.61162 | 0.00000 | 1.60927 | ||
56 | 2010.01.12 08:40 | t/p | 28 | 0.17 | 1.60927 | 0.00000 | 1.60927 | -39.95 | 8850.88 |
57 | 2010.01.12 09:02 | buy | 29 | 0.17 | 1.60938 | 0.00000 | 1.60853 | ||
58 | 2010.01.12 09:15 | t/p | 29 | 0.17 | 1.60853 | 0.00000 | 1.60853 | -14.45 | 8836.43 |
59 | 2010.01.12 09:17 | buy | 30 | 0.17 | 1.61163 | 0.00000 | 1.60928 | ||
60 | 2010.01.12 09:20 | t/p | 30 | 0.17 | 1.60928 | 0.00000 | 1.60928 | -39.95 | 8796.48 |
61 | 2010.01.12 09:27 | buy | 31 | 0.17 | 1.61163 | 0.00000 | 1.60928 | ||
62 | 2010.01.12 09:27 | t/p | 31 | 0.17 | 1.60928 | 0.00000 | 1.60928 | -39.95 | 8756.53 |
63 | 2010.01.12 09:37 | buy | 32 | 0.17 | 1.61173 | 0.00000 | 1.60931 | ||
64 | 2010.01.12 09:40 | t/p | 32 | 0.17 | 1.60931 | 0.00000 | 1.60931 | -41.14 | 8715.39 |
65 | 2010.01.12 10:15 | buy | 33 | 0.17 | 1.61184 | 0.00000 | 1.60935 | ||
66 | 2010.01.12 10:27 | t/p | 33 | 0.17 | 1.60935 | 0.00000 | 1.60935 | -42.33 | 8673.06 |
67 | 2010.01.13 00:10 | buy | 34 | 0.17 | 1.61863 | 0.00000 | 1.61618 | ||
68 | 2010.01.13 01:32 | t/p | 34 | 0.17 | 1.61618 | 0.00000 | 1.61618 | -41.65 | 8631.41 |
69 | 2010.01.13 01:50 | buy | 35 | 0.17 | 1.61736 | 0.00000 | 1.61506 | ||
70 | 2010.01.13 01:57 | t/p | 35 | 0.17 | 1.61506 | 0.00000 | 1.61506 | -39.10 | 8592.31 |
71 | 2010.01.13 02:10 | buy | 36 | 0.17 | 1.61758 | 0.00000 | 1.61513 | ||
72 | 2010.01.13 02:45 | t/p | 36 | 0.17 | 1.61513 | 0.00000 | 1.61513 | -41.65 | 8550.66 |
73 | 2010.01.13 04:02 | buy | 37 | 0.17 | 1.61708 | 0.00000 | 1.61490 | ||
74 | 2010.01.13 04:15 | t/p | 37 | 0.17 | 1.61490 | 0.00000 | 1.61490 | -37.06 | 8513.60 |
75 | 2010.01.14 07:15 | buy | 38 | 0.17 | 1.63067 | 0.00000 | 1.62841 | ||
76 | 2010.01.14 07:45 | t/p | 38 | 0.17 | 1.62841 | 0.00000 | 1.62841 | -38.42 | 8475.18 |
77 | 2010.01.14 08:07 | buy | 39 | 0.16 | 1.63103 | 0.00000 | 1.62853 | ||
78 | 2010.01.14 08:10 | t/p | 39 | 0.16 | 1.62853 | 0.00000 | 1.62853 | -40.00 | 8435.18 |
79 | 2010.01.14 08:59 | buy | 40 | 0.16 | 1.63099 | 0.00000 | 1.62852 | ||
80 | 2010.01.14 09:45 | t/p | 40 | 0.16 | 1.62852 | 0.00000 | 1.62852 | -39.52 | 8395.66 |
81 | 2010.01.14 10:45 | buy | 41 | 0.16 | 1.63117 | 0.00000 | 1.62872 | ||
82 | 2010.01.14 11:02 | t/p | 41 | 0.16 | 1.62872 | 0.00000 | 1.62872 | -39.20 | 8356.46 |
83 | 2010.01.14 11:10 | buy | 42 | 0.16 | 1.63125 | 0.00000 | 1.62875 | ||
84 | 2010.01.14 14:40 | t/p | 42 | 0.16 | 1.62875 | 0.00000 | 1.62875 | -40.00 | 8316.46 |
85 | 2010.01.15 00:59 | buy | 43 | 0.16 | 1.63599 | 0.00000 | 1.63358 | ||
86 | 2010.01.15 01:02 | t/p | 43 | 0.16 | 1.63358 | 0.00000 | 1.63358 | -38.56 | 8277.90 |
87 | 2010.01.15 01:15 | buy | 44 | 0.16 | 1.63634 | 0.00000 | 1.63393 | ||
88 | 2010.01.15 05:40 | t/p | 44 | 0.16 | 1.63393 | 0.00000 | 1.63393 | -38.56 | 8239.34 |
89 | 2010.01.15 07:37 | buy | 45 | 0.16 | 1.63441 | 0.00000 | 1.63190 | ||
90 | 2010.01.15 07:40 | t/p | 45 | 0.16 | 1.63190 | 0.00000 | 1.63190 | -40.16 | 8199.18 |
91 | 2010.01.15 08:20 | buy | 46 | 0.16 | 1.63349 | 0.00000 | 1.63159 | ||
92 | 2010.01.15 08:27 | t/p | 46 | 0.16 | 1.63159 | 0.00000 | 1.63159 | -30.40 | 8168.78 |
93 | 2010.01.15 09:15 | buy | 47 | 0.16 | 1.63386 | 0.00000 | 1.63172 | ||
94 | 2010.01.15 09:27 | t/p | 47 | 0.16 | 1.63172 | 0.00000 | 1.63172 | -34.24 | 8134.54 |
95 | 2010.01.15 10:20 | buy | 48 | 0.16 | 1.63361 | 0.00000 | 1.63163 | ||
96 | 2010.01.15 10:27 | t/p | 48 | 0.16 | 1.63163 | 0.00000 | 1.63163 | -31.68 | 8102.86 |
97 | 2010.01.15 10:27 | buy | 49 | 0.16 | 1.63440 | 0.00000 | 1.63190 | ||
98 | 2010.01.15 10:32 | t/p | 49 | 0.16 | 1.63190 | 0.00000 | 1.63190 | -40.00 | 8062.86 |
99 | 2010.01.15 10:40 | buy | 50 | 0.16 | 1.63436 | 0.00000 | 1.63188 | ||
100 | 2010.01.15 13:50 | t/p | 50 | 0.16 | 1.63188 | 0.00000 | 1.63188 | -39.68 | 8023.18 |
101 | 2010.01.15 14:15 | buy | 51 | 0.16 | 1.63345 | 0.00000 | 1.63102 | ||
102 | 2010.01.15 14:32 | t/p | 51 | 0.16 | 1.63102 | 0.00000 | 1.63102 | -38.88 | 7984.30 |
103 | 2010.01.15 14:40 | buy | 52 | 0.15 | 1.63352 | 0.00000 | 1.63104 | ||
104 | 2010.01.18 04:50 | t/p | 52 | 0.15 | 1.63104 | 0.00000 | 1.63104 | -37.22 | 7947.08 |
105 | 2010.01.18 07:20 | buy | 53 | 0.15 | 1.63002 | 0.00000 | 1.62805 | ||
106 | 2010.01.18 07:27 | t/p | 53 | 0.15 | 1.62805 | 0.00000 | 1.62805 | -29.55 | 7917.53 |
107 | 2010.01.18 14:45 | buy | 54 | 0.15 | 1.63379 | 0.00000 | 1.63131 | ||
108 | 2010.01.18 15:15 | t/p | 54 | 0.15 | 1.63131 | 0.00000 | 1.63131 | -37.20 | 7880.33 |
109 | 2010.01.18 15:27 | buy | 55 | 0.15 | 1.63345 | 0.00000 | 1.63120 | ||
110 | 2010.01.18 15:45 | t/p | 55 | 0.15 | 1.63120 | 0.00000 | 1.63120 | -33.75 | 7846.58 |
111 | 2010.01.18 16:02 | buy | 56 | 0.15 | 1.63382 | 0.00000 | 1.63132 | ||
112 | 2010.01.18 16:10 | t/p | 56 | 0.15 | 1.63132 | 0.00000 | 1.63132 | -37.50 | 7809.08 |
113 | 2010.01.19 00:32 | buy | 57 | 0.15 | 1.63739 | 0.00000 | 1.63501 | ||
114 | 2010.01.19 00:40 | t/p | 57 | 0.15 | 1.63501 | 0.00000 | 1.63501 | -35.70 | 7773.38 |
115 | 2010.01.19 01:02 | buy | 58 | 0.15 | 1.63705 | 0.00000 | 1.63480 | ||
116 | 2010.01.19 01:10 | t/p | 58 | 0.15 | 1.63480 | 0.00000 | 1.63480 | -33.75 | 7739.63 |
117 | 2010.01.19 10:02 | buy | 59 | 0.15 | 1.64111 | 0.00000 | 1.63871 | ||
118 | 2010.01.19 10:10 | t/p | 59 | 0.15 | 1.63871 | 0.00000 | 1.63871 | -36.00 | 7703.63 |
119 | 2010.01.19 11:20 | buy | 60 | 0.15 | 1.64227 | 0.00000 | 1.63977 | ||
120 | 2010.01.19 11:22 | t/p | 60 | 0.15 | 1.63977 | 0.00000 | 1.63977 | -37.50 | 7666.13 |
121 | 2010.01.19 11:45 | buy | 61 | 0.15 | 1.64199 | 0.00000 | 1.63967 | ||
122 | 2010.04.15 23:59 | close at stop | 61 | 0.15 | 1.54710 | 0.00000 | 1.63967 | -1424.67 | 6241.46 |