Strategy Tester Report
Bruno v1
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 | TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -879.91 | Gross profit | 9.60 | Gross loss | -889.51 |
Profit factor | 0.01 | Expected payoff | -29.33 | ||
Absolute drawdown | 879.91 | Maximal drawdown | 879.91 (8.80%) | Relative drawdown | 8.80% (879.91) |
Total trades | 30 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 30 (3.33%) |
Profit trades (% of total) | 1 (3.33%) | Loss trades (% of total) | 29 (96.67%) | ||
Largest | profit trade | 9.60 | loss trade | -31.10 | |
Average | profit trade | 9.60 | loss trade | -30.67 | |
Maximum | consecutive wins (profit in money) | 1 (9.60) | consecutive losses (loss in money) | 23 (-702.91) | |
Maximal | consecutive profit (count of wins) | 9.60 (1) | consecutive loss (count of losses) | -702.91 (23) | |
Average | consecutive wins | 1 | consecutive losses | 15 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.11 02:00 | buy | 1 | 0.10 | 1.61049 | 1.60738 | 0.00000 | ||
2 | 2010.01.11 02:02 | s/l | 1 | 0.10 | 1.60738 | 1.60738 | 0.00000 | -31.10 | 9968.90 |
3 | 2010.01.12 14:00 | buy | 2 | 0.10 | 1.61848 | 1.61537 | 0.00000 | ||
4 | 2010.01.12 14:15 | s/l | 2 | 0.10 | 1.61537 | 1.61537 | 0.00000 | -31.10 | 9937.80 |
5 | 2010.01.12 15:00 | buy | 3 | 0.10 | 1.61568 | 1.61257 | 0.00000 | ||
6 | 2010.01.12 15:02 | s/l | 3 | 0.10 | 1.61257 | 1.61257 | 0.00000 | -31.10 | 9906.70 |
7 | 2010.01.18 08:00 | buy | 4 | 0.10 | 1.63334 | 1.63023 | 0.00000 | ||
8 | 2010.01.18 08:02 | s/l | 4 | 0.10 | 1.63023 | 1.63023 | 0.00000 | -31.10 | 9875.60 |
9 | 2010.01.19 01:00 | buy | 5 | 0.10 | 1.63791 | 1.63480 | 0.00000 | ||
10 | 2010.01.19 01:02 | s/l | 5 | 0.10 | 1.63480 | 1.63480 | 0.00000 | -31.10 | 9844.50 |
11 | 2010.02.09 23:00 | buy | 6 | 0.10 | 1.57448 | 1.57137 | 0.00000 | ||
12 | 2010.02.09 23:02 | s/l | 6 | 0.10 | 1.57137 | 1.57137 | 0.00000 | -31.10 | 9813.40 |
13 | 2010.02.10 00:00 | buy | 7 | 0.10 | 1.57361 | 1.57050 | 0.00000 | ||
14 | 2010.02.10 00:02 | s/l | 7 | 0.10 | 1.57050 | 1.57050 | 0.00000 | -31.10 | 9782.30 |
15 | 2010.02.10 01:00 | buy | 8 | 0.10 | 1.57207 | 1.56896 | 0.00000 | ||
16 | 2010.02.10 01:02 | s/l | 8 | 0.10 | 1.56896 | 1.56896 | 0.00000 | -31.10 | 9751.20 |
17 | 2010.02.15 02:00 | buy | 9 | 0.10 | 1.56905 | 1.56594 | 0.00000 | ||
18 | 2010.02.15 02:50 | s/l | 9 | 0.10 | 1.56594 | 1.56594 | 0.00000 | -31.10 | 9720.10 |
19 | 2010.02.16 06:00 | buy | 10 | 0.10 | 1.57279 | 1.56968 | 0.00000 | ||
20 | 2010.02.16 06:02 | s/l | 10 | 0.10 | 1.56968 | 1.56968 | 0.00000 | -31.10 | 9689.00 |
21 | 2010.02.16 07:00 | buy | 11 | 0.10 | 1.57292 | 1.56981 | 0.00000 | ||
22 | 2010.02.16 07:15 | s/l | 11 | 0.10 | 1.56981 | 1.56981 | 0.00000 | -31.10 | 9657.90 |
23 | 2010.02.16 08:00 | buy | 12 | 0.10 | 1.57381 | 1.57070 | 0.00000 | ||
24 | 2010.02.16 08:02 | s/l | 12 | 0.10 | 1.57070 | 1.57070 | 0.00000 | -31.10 | 9626.80 |
25 | 2010.02.16 09:00 | buy | 13 | 0.10 | 1.57382 | 1.57071 | 0.00000 | ||
26 | 2010.02.16 09:50 | s/l | 13 | 0.10 | 1.57071 | 1.57071 | 0.00000 | -31.10 | 9595.70 |
27 | 2010.02.16 10:00 | buy | 14 | 0.10 | 1.57382 | 1.57071 | 0.00000 | ||
28 | 2010.02.16 10:10 | s/l | 14 | 0.10 | 1.57071 | 1.57071 | 0.00000 | -31.10 | 9564.60 |
29 | 2010.02.23 03:00 | buy | 15 | 0.10 | 1.55221 | 1.54910 | 0.00000 | ||
30 | 2010.02.23 03:02 | s/l | 15 | 0.10 | 1.54910 | 1.54910 | 0.00000 | -31.10 | 9533.50 |
31 | 2010.02.23 04:00 | buy | 16 | 0.10 | 1.55399 | 1.55088 | 0.00000 | ||
32 | 2010.02.23 04:10 | s/l | 16 | 0.10 | 1.55088 | 1.55088 | 0.00000 | -31.10 | 9502.40 |
33 | 2010.03.03 12:00 | buy | 17 | 0.10 | 1.50529 | 1.50218 | 0.00000 | ||
34 | 2010.03.03 12:02 | s/l | 17 | 0.10 | 1.50218 | 1.50218 | 0.00000 | -31.10 | 9471.30 |
35 | 2010.03.03 14:00 | buy | 18 | 0.10 | 1.50610 | 1.50299 | 0.00000 | ||
36 | 2010.03.03 14:10 | s/l | 18 | 0.10 | 1.50299 | 1.50299 | 0.00000 | -31.10 | 9440.20 |
37 | 2010.03.05 18:00 | buy | 19 | 0.10 | 1.51421 | 1.51110 | 0.00000 | ||
38 | 2010.03.05 18:20 | s/l | 19 | 0.10 | 1.51110 | 1.51110 | 0.00000 | -31.10 | 9409.10 |
39 | 2010.03.11 20:00 | buy | 20 | 0.10 | 1.50610 | 1.50299 | 0.00000 | ||
40 | 2010.03.12 03:00 | close | 20 | 0.10 | 1.50423 | 1.50299 | 0.00000 | -18.71 | 9390.39 |
41 | 2010.03.29 00:00 | buy | 21 | 0.10 | 1.49833 | 1.49522 | 0.00000 | ||
42 | 2010.03.29 00:13 | s/l | 21 | 0.10 | 1.49522 | 1.49522 | 0.00000 | -31.10 | 9359.29 |
43 | 2010.03.29 01:00 | buy | 22 | 0.10 | 1.49459 | 1.49148 | 0.00000 | ||
44 | 2010.03.29 01:02 | s/l | 22 | 0.10 | 1.49148 | 1.49148 | 0.00000 | -31.10 | 9328.19 |
45 | 2010.03.29 07:00 | buy | 23 | 0.10 | 1.49479 | 1.49168 | 0.00000 | ||
46 | 2010.03.29 07:02 | s/l | 23 | 0.10 | 1.49168 | 1.49168 | 0.00000 | -31.10 | 9297.09 |
47 | 2010.03.29 08:00 | buy | 24 | 0.10 | 1.49599 | 1.49288 | 0.00000 | ||
48 | 2010.03.29 13:00 | close | 24 | 0.10 | 1.49695 | 1.49288 | 0.00000 | 9.60 | 9306.69 |
49 | 2010.03.31 12:00 | buy | 25 | 0.10 | 1.51783 | 1.51472 | 0.00000 | ||
50 | 2010.03.31 12:10 | s/l | 25 | 0.10 | 1.51472 | 1.51472 | 0.00000 | -31.10 | 9275.59 |
51 | 2010.04.05 18:00 | buy | 26 | 0.10 | 1.53094 | 1.52783 | 0.00000 | ||
52 | 2010.04.05 18:10 | s/l | 26 | 0.10 | 1.52783 | 1.52783 | 0.00000 | -31.10 | 9244.49 |
53 | 2010.04.13 14:00 | buy | 27 | 0.10 | 1.54430 | 1.54119 | 0.00000 | ||
54 | 2010.04.13 14:02 | s/l | 27 | 0.10 | 1.54119 | 1.54119 | 0.00000 | -31.10 | 9213.39 |
55 | 2010.04.14 06:00 | buy | 28 | 0.10 | 1.54515 | 1.54204 | 0.00000 | ||
56 | 2010.04.14 06:13 | s/l | 28 | 0.10 | 1.54204 | 1.54204 | 0.00000 | -31.10 | 9182.29 |
57 | 2010.04.14 07:00 | buy | 29 | 0.10 | 1.54402 | 1.54091 | 0.00000 | ||
58 | 2010.04.14 07:07 | s/l | 29 | 0.10 | 1.54091 | 1.54091 | 0.00000 | -31.10 | 9151.19 |
59 | 2010.04.14 08:00 | buy | 30 | 0.10 | 1.54623 | 1.54312 | 0.00000 | ||
60 | 2010.04.14 08:10 | s/l | 30 | 0.10 | 1.54312 | 1.54312 | 0.00000 | -31.10 | 9120.09 |