Strategy Tester Report
BrijonRocks_FF
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 | TP=15; MarginRatio=0.025; PositionSize=0.1; MagicNObase=10000; DDistCriteria=100; HDistCriteria=15; breath=2; SessionStart=21; SessionEnd=6; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2846.29 | Gross profit | 1271.18 | Gross loss | -4117.47 |
Profit factor | 0.31 | Expected payoff | -53.70 | ||
Absolute drawdown | 9055.66 | Maximal drawdown | 10326.84 (91.62%) | Relative drawdown | 91.62% (10326.84) |
Total trades | 53 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 44 (79.55%) |
Profit trades (% of total) | 44 (83.02%) | Loss trades (% of total) | 9 (16.98%) | ||
Largest | profit trade | 29.80 | loss trade | -465.33 | |
Average | profit trade | 28.89 | loss trade | -457.50 | |
Maximum | consecutive wins (profit in money) | 44 (1271.18) | consecutive losses (loss in money) | 9 (-4117.47) | |
Maximal | consecutive profit (count of wins) | 1271.18 (44) | consecutive loss (count of losses) | -4117.47 (9) | |
Average | consecutive wins | 44 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:46 | buy | 1 | 0.10 | 1.61163 | 0.00000 | 1.61461 | ||
2 | 2010.01.04 02:59 | buy | 2 | 0.10 | 1.61165 | 0.00000 | 1.61463 | ||
3 | 2010.01.04 04:45 | buy | 3 | 0.10 | 1.61067 | 0.00000 | 1.61365 | ||
4 | 2010.01.04 04:47 | buy | 4 | 0.10 | 1.61088 | 0.00000 | 1.61386 | ||
5 | 2010.01.04 04:50 | buy | 5 | 0.10 | 1.60981 | 0.00000 | 1.61279 | ||
6 | 2010.01.04 04:52 | buy | 6 | 0.10 | 1.61024 | 0.00000 | 1.61322 | ||
7 | 2010.01.04 04:55 | buy | 7 | 0.10 | 1.61002 | 0.00000 | 1.61300 | ||
8 | 2010.01.04 04:57 | buy | 8 | 0.10 | 1.61067 | 0.00000 | 1.61365 | ||
9 | 2010.01.04 09:15 | t/p | 5 | 0.10 | 1.61279 | 0.00000 | 1.61279 | 29.80 | 10029.80 |
10 | 2010.01.04 09:15 | t/p | 6 | 0.10 | 1.61322 | 0.00000 | 1.61322 | 29.80 | 10059.60 |
11 | 2010.01.04 09:15 | t/p | 7 | 0.10 | 1.61300 | 0.00000 | 1.61300 | 29.80 | 10089.40 |
12 | 2010.01.04 09:20 | t/p | 1 | 0.10 | 1.61461 | 0.00000 | 1.61461 | 29.80 | 10119.20 |
13 | 2010.01.04 09:20 | t/p | 2 | 0.10 | 1.61463 | 0.00000 | 1.61463 | 29.80 | 10149.00 |
14 | 2010.01.04 09:20 | t/p | 3 | 0.10 | 1.61365 | 0.00000 | 1.61365 | 29.80 | 10178.80 |
15 | 2010.01.04 09:20 | t/p | 4 | 0.10 | 1.61386 | 0.00000 | 1.61386 | 29.80 | 10208.60 |
16 | 2010.01.04 09:20 | t/p | 8 | 0.10 | 1.61365 | 0.00000 | 1.61365 | 29.80 | 10238.40 |
17 | 2010.01.04 22:50 | buy | 9 | 0.10 | 1.61128 | 0.00000 | 1.61426 | ||
18 | 2010.01.04 22:53 | buy | 10 | 0.10 | 1.61136 | 0.00000 | 1.61434 | ||
19 | 2010.01.04 22:59 | buy | 11 | 0.10 | 1.61097 | 0.00000 | 1.61395 | ||
20 | 2010.01.04 23:00 | buy | 12 | 0.10 | 1.61096 | 0.00000 | 1.61394 | ||
21 | 2010.01.04 23:07 | buy | 13 | 0.10 | 1.61095 | 0.00000 | 1.61393 | ||
22 | 2010.01.05 02:15 | buy | 14 | 0.10 | 1.61073 | 0.00000 | 1.61371 | ||
23 | 2010.01.05 02:20 | buy | 15 | 0.10 | 1.60933 | 0.00000 | 1.61231 | ||
24 | 2010.01.05 02:22 | buy | 16 | 0.10 | 1.61003 | 0.00000 | 1.61301 | ||
25 | 2010.01.05 06:45 | t/p | 15 | 0.10 | 1.61231 | 0.00000 | 1.61231 | 29.80 | 10268.20 |
26 | 2010.01.05 06:50 | t/p | 14 | 0.10 | 1.61371 | 0.00000 | 1.61371 | 29.80 | 10298.00 |
27 | 2010.01.05 06:50 | t/p | 16 | 0.10 | 1.61301 | 0.00000 | 1.61301 | 29.80 | 10327.80 |
28 | 2010.01.05 07:45 | t/p | 9 | 0.10 | 1.61426 | 0.00000 | 1.61426 | 29.79 | 10357.59 |
29 | 2010.01.05 07:45 | t/p | 10 | 0.10 | 1.61434 | 0.00000 | 1.61434 | 29.79 | 10387.38 |
30 | 2010.01.05 07:45 | t/p | 11 | 0.10 | 1.61395 | 0.00000 | 1.61395 | 29.79 | 10417.17 |
31 | 2010.01.05 07:45 | t/p | 12 | 0.10 | 1.61394 | 0.00000 | 1.61394 | 29.79 | 10446.96 |
32 | 2010.01.05 07:45 | t/p | 13 | 0.10 | 1.61393 | 0.00000 | 1.61393 | 29.79 | 10476.75 |
33 | 2010.01.05 21:00 | buy | 17 | 0.10 | 1.60283 | 0.00000 | 1.60581 | ||
34 | 2010.01.05 21:02 | buy | 18 | 0.10 | 1.60327 | 0.00000 | 1.60625 | ||
35 | 2010.01.05 21:05 | buy | 19 | 0.10 | 1.60318 | 0.00000 | 1.60616 | ||
36 | 2010.01.05 21:10 | buy | 20 | 0.10 | 1.60301 | 0.00000 | 1.60599 | ||
37 | 2010.01.05 21:12 | buy | 21 | 0.10 | 1.60310 | 0.00000 | 1.60608 | ||
38 | 2010.01.05 21:15 | buy | 22 | 0.10 | 1.60274 | 0.00000 | 1.60572 | ||
39 | 2010.01.05 21:17 | buy | 23 | 0.10 | 1.60283 | 0.00000 | 1.60581 | ||
40 | 2010.01.05 21:20 | buy | 24 | 0.10 | 1.60239 | 0.00000 | 1.60537 | ||
41 | 2010.01.06 09:32 | t/p | 17 | 0.10 | 1.60581 | 0.00000 | 1.60581 | 29.79 | 10506.54 |
42 | 2010.01.06 09:32 | t/p | 20 | 0.10 | 1.60599 | 0.00000 | 1.60599 | 29.79 | 10536.33 |
43 | 2010.01.06 09:32 | t/p | 22 | 0.10 | 1.60572 | 0.00000 | 1.60572 | 29.79 | 10566.12 |
44 | 2010.01.06 09:32 | t/p | 23 | 0.10 | 1.60581 | 0.00000 | 1.60581 | 29.79 | 10595.91 |
45 | 2010.01.06 09:32 | t/p | 24 | 0.10 | 1.60537 | 0.00000 | 1.60537 | 29.79 | 10625.70 |
46 | 2010.01.06 09:37 | t/p | 18 | 0.10 | 1.60625 | 0.00000 | 1.60625 | 29.79 | 10655.49 |
47 | 2010.01.06 09:37 | t/p | 19 | 0.10 | 1.60616 | 0.00000 | 1.60616 | 29.79 | 10685.28 |
48 | 2010.01.06 09:37 | t/p | 21 | 0.10 | 1.60608 | 0.00000 | 1.60608 | 29.79 | 10715.07 |
49 | 2010.01.07 06:50 | buy | 25 | 0.10 | 1.59958 | 0.00000 | 1.60256 | ||
50 | 2010.01.07 06:55 | buy | 26 | 0.10 | 1.59981 | 0.00000 | 1.60279 | ||
51 | 2010.01.08 10:15 | t/p | 25 | 0.10 | 1.60256 | 0.00000 | 1.60256 | 29.79 | 10744.86 |
52 | 2010.01.08 10:15 | t/p | 26 | 0.10 | 1.60279 | 0.00000 | 1.60279 | 29.79 | 10774.65 |
53 | 2010.01.11 21:20 | sell | 27 | 0.10 | 1.61168 | 0.00000 | 1.60870 | ||
54 | 2010.01.11 21:22 | sell | 28 | 0.10 | 1.61131 | 0.00000 | 1.60833 | ||
55 | 2010.01.11 21:25 | sell | 29 | 0.10 | 1.61149 | 0.00000 | 1.60851 | ||
56 | 2010.01.11 21:27 | sell | 30 | 0.10 | 1.61158 | 0.00000 | 1.60860 | ||
57 | 2010.01.11 21:30 | sell | 31 | 0.10 | 1.61163 | 0.00000 | 1.60865 | ||
58 | 2010.01.11 21:32 | sell | 32 | 0.10 | 1.61175 | 0.00000 | 1.60877 | ||
59 | 2010.01.11 21:35 | sell | 33 | 0.10 | 1.61163 | 0.00000 | 1.60865 | ||
60 | 2010.01.11 21:37 | sell | 34 | 0.10 | 1.61187 | 0.00000 | 1.60889 | ||
61 | 2010.01.11 22:20 | sell | 35 | 0.10 | 1.61105 | 0.00000 | 1.60807 | ||
62 | 2010.01.29 14:50 | t/p | 27 | 0.10 | 1.60870 | 0.00000 | 1.60870 | 25.40 | 10800.05 |
63 | 2010.01.29 14:50 | t/p | 28 | 0.10 | 1.60833 | 0.00000 | 1.60833 | 25.40 | 10825.45 |
64 | 2010.01.29 14:50 | t/p | 29 | 0.10 | 1.60851 | 0.00000 | 1.60851 | 25.40 | 10850.85 |
65 | 2010.01.29 14:50 | t/p | 30 | 0.10 | 1.60860 | 0.00000 | 1.60860 | 25.40 | 10876.25 |
66 | 2010.01.29 14:50 | t/p | 31 | 0.10 | 1.60865 | 0.00000 | 1.60865 | 25.40 | 10901.65 |
67 | 2010.01.29 14:50 | t/p | 32 | 0.10 | 1.60877 | 0.00000 | 1.60877 | 25.40 | 10927.05 |
68 | 2010.01.29 14:50 | t/p | 33 | 0.10 | 1.60865 | 0.00000 | 1.60865 | 25.40 | 10952.45 |
69 | 2010.01.29 14:50 | t/p | 34 | 0.10 | 1.60889 | 0.00000 | 1.60889 | 25.40 | 10977.85 |
70 | 2010.01.29 15:10 | t/p | 35 | 0.10 | 1.60807 | 0.00000 | 1.60807 | 25.40 | 11003.25 |
71 | 2010.01.29 21:00 | buy | 36 | 0.10 | 1.60189 | 0.00000 | 1.60487 | ||
72 | 2010.01.29 21:02 | buy | 37 | 0.10 | 1.60176 | 0.00000 | 1.60474 | ||
73 | 2010.01.29 21:05 | buy | 38 | 0.10 | 1.60187 | 0.00000 | 1.60485 | ||
74 | 2010.01.29 21:07 | buy | 39 | 0.10 | 1.60166 | 0.00000 | 1.60464 | ||
75 | 2010.01.29 21:10 | buy | 40 | 0.10 | 1.60218 | 0.00000 | 1.60516 | ||
76 | 2010.01.29 21:12 | buy | 41 | 0.10 | 1.60208 | 0.00000 | 1.60506 | ||
77 | 2010.01.29 21:15 | buy | 42 | 0.10 | 1.60250 | 0.00000 | 1.60548 | ||
78 | 2010.01.29 21:17 | buy | 43 | 0.10 | 1.60239 | 0.00000 | 1.60537 | ||
79 | 2010.01.29 21:20 | buy | 44 | 0.10 | 1.60281 | 0.00000 | 1.60579 | ||
80 | 2010.02.03 08:32 | t/p | 36 | 0.10 | 1.60487 | 0.00000 | 1.60487 | 29.77 | 11033.02 |
81 | 2010.02.03 08:32 | t/p | 37 | 0.10 | 1.60474 | 0.00000 | 1.60474 | 29.77 | 11062.79 |
82 | 2010.02.03 08:32 | t/p | 38 | 0.10 | 1.60485 | 0.00000 | 1.60485 | 29.77 | 11092.56 |
83 | 2010.02.03 08:32 | t/p | 39 | 0.10 | 1.60464 | 0.00000 | 1.60464 | 29.77 | 11122.33 |
84 | 2010.02.03 08:32 | t/p | 40 | 0.10 | 1.60516 | 0.00000 | 1.60516 | 29.77 | 11152.10 |
85 | 2010.02.03 08:32 | t/p | 41 | 0.10 | 1.60506 | 0.00000 | 1.60506 | 29.77 | 11181.87 |
86 | 2010.02.03 08:32 | t/p | 42 | 0.10 | 1.60548 | 0.00000 | 1.60548 | 29.77 | 11211.64 |
87 | 2010.02.03 08:32 | t/p | 43 | 0.10 | 1.60537 | 0.00000 | 1.60537 | 29.77 | 11241.41 |
88 | 2010.02.03 08:37 | t/p | 44 | 0.10 | 1.60579 | 0.00000 | 1.60579 | 29.77 | 11271.18 |
89 | 2010.02.03 21:00 | buy | 45 | 0.10 | 1.59233 | 0.00000 | 1.59531 | ||
90 | 2010.02.03 21:02 | buy | 46 | 0.10 | 1.59240 | 0.00000 | 1.59538 | ||
91 | 2010.02.03 21:05 | buy | 47 | 0.10 | 1.59251 | 0.00000 | 1.59549 | ||
92 | 2010.02.03 21:07 | buy | 48 | 0.10 | 1.59228 | 0.00000 | 1.59526 | ||
93 | 2010.02.03 21:10 | buy | 49 | 0.10 | 1.59286 | 0.00000 | 1.59584 | ||
94 | 2010.02.03 21:12 | buy | 50 | 0.10 | 1.59275 | 0.00000 | 1.59573 | ||
95 | 2010.02.03 21:15 | buy | 51 | 0.10 | 1.59321 | 0.00000 | 1.59619 | ||
96 | 2010.02.03 21:17 | buy | 52 | 0.10 | 1.59309 | 0.00000 | 1.59607 | ||
97 | 2010.02.03 21:20 | buy | 53 | 0.10 | 1.59356 | 0.00000 | 1.59654 | ||
98 | 2010.04.15 23:59 | close at stop | 53 | 0.10 | 1.54710 | 0.00000 | 1.59654 | -465.33 | 10805.85 |
99 | 2010.04.15 23:59 | close at stop | 52 | 0.10 | 1.54710 | 0.00000 | 1.59607 | -460.63 | 10345.22 |
100 | 2010.04.15 23:59 | close at stop | 51 | 0.10 | 1.54710 | 0.00000 | 1.59619 | -461.83 | 9883.39 |
101 | 2010.04.15 23:59 | close at stop | 50 | 0.10 | 1.54710 | 0.00000 | 1.59573 | -457.23 | 9426.16 |
102 | 2010.04.15 23:59 | close at stop | 49 | 0.10 | 1.54710 | 0.00000 | 1.59584 | -458.33 | 8967.83 |
103 | 2010.04.15 23:59 | close at stop | 48 | 0.10 | 1.54710 | 0.00000 | 1.59526 | -452.53 | 8515.30 |
104 | 2010.04.15 23:59 | close at stop | 47 | 0.10 | 1.54710 | 0.00000 | 1.59549 | -454.83 | 8060.47 |
105 | 2010.04.15 23:59 | close at stop | 46 | 0.10 | 1.54710 | 0.00000 | 1.59538 | -453.73 | 7606.74 |
106 | 2010.04.15 23:59 | close at stop | 45 | 0.10 | 1.54710 | 0.00000 | 1.59531 | -453.03 | 7153.71 |