Strategy Tester Report
ComFracti
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 | tp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2208.72 | Gross profit | 1629.92 | Gross loss | -3838.64 |
Profit factor | 0.42 | Expected payoff | -50.20 | ||
Absolute drawdown | 2324.42 | Maximal drawdown | 2532.96 (24.81%) | Relative drawdown | 24.81% (2532.96) |
Total trades | 44 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 25 (64.00%) |
Profit trades (% of total) | 30 (68.18%) | Loss trades (% of total) | 14 (31.82%) | ||
Largest | profit trade | 83.80 | loss trade | -560.16 | |
Average | profit trade | 54.33 | loss trade | -274.19 | |
Maximum | consecutive wins (profit in money) | 8 (376.58) | consecutive losses (loss in money) | 2 (-839.14) | |
Maximal | consecutive profit (count of wins) | 376.58 (8) | consecutive loss (count of losses) | -839.14 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 14:00 | sell | 1 | 0.10 | 1.61466 | 1.64247 | 1.61047 | ||
2 | 2010.01.05 02:20 | t/p | 1 | 0.10 | 1.61047 | 1.64247 | 1.61047 | 41.68 | 10041.68 |
3 | 2010.01.05 04:00 | sell | 2 | 0.10 | 1.60935 | 1.63716 | 1.60516 | ||
4 | 2010.01.05 11:20 | t/p | 2 | 0.10 | 1.60516 | 1.63716 | 1.60516 | 41.90 | 10083.58 |
5 | 2010.01.05 16:00 | sell | 3 | 0.10 | 1.60442 | 1.63223 | 1.60023 | ||
6 | 2010.01.05 19:20 | t/p | 3 | 0.10 | 1.60023 | 1.63223 | 1.60023 | 41.90 | 10125.48 |
7 | 2010.01.06 04:00 | buy | 4 | 0.10 | 1.60123 | 1.57342 | 1.60542 | ||
8 | 2010.01.06 09:32 | t/p | 4 | 0.10 | 1.60542 | 1.57342 | 1.60542 | 41.90 | 10167.38 |
9 | 2010.01.06 10:00 | buy | 5 | 0.10 | 1.60686 | 1.57905 | 1.61105 | ||
10 | 2010.01.11 00:00 | close | 5 | 0.10 | 1.60579 | 1.57905 | 1.61105 | -10.75 | 10156.63 |
11 | 2010.01.11 04:00 | sell | 6 | 0.20 | 1.60925 | 1.63706 | 1.60506 | ||
12 | 2010.01.14 19:50 | s/l | 6 | 0.20 | 1.63706 | 1.63706 | 1.60506 | -558.40 | 9598.23 |
13 | 2010.01.14 22:00 | sell | 7 | 0.20 | 1.63238 | 1.66019 | 1.62819 | ||
14 | 2010.01.15 16:50 | t/p | 7 | 0.20 | 1.62819 | 1.66019 | 1.62819 | 83.36 | 9681.59 |
15 | 2010.01.18 08:00 | sell | 8 | 0.10 | 1.63053 | 1.65834 | 1.62634 | ||
16 | 2010.01.21 08:50 | t/p | 8 | 0.10 | 1.62634 | 1.65834 | 1.62634 | 40.80 | 9722.39 |
17 | 2010.01.22 19:00 | buy | 9 | 0.10 | 1.61599 | 1.58818 | 1.62018 | ||
18 | 2010.01.25 16:45 | t/p | 9 | 0.10 | 1.62018 | 1.58818 | 1.62018 | 41.89 | 9764.28 |
19 | 2010.01.25 17:00 | buy | 10 | 0.10 | 1.62349 | 1.59568 | 1.62768 | ||
20 | 2010.01.29 14:00 | close | 10 | 0.10 | 1.61102 | 1.59568 | 1.62768 | -124.76 | 9639.52 |
21 | 2010.02.01 03:00 | buy | 11 | 0.20 | 1.59770 | 1.56989 | 1.60189 | ||
22 | 2010.02.03 07:15 | t/p | 11 | 0.20 | 1.60189 | 1.56989 | 1.60189 | 83.76 | 9723.28 |
23 | 2010.02.04 01:00 | buy | 12 | 0.10 | 1.59406 | 1.56625 | 1.59825 | ||
24 | 2010.02.05 09:20 | s/l | 12 | 0.10 | 1.56625 | 1.56625 | 1.59825 | -278.11 | 9445.17 |
25 | 2010.02.05 12:00 | buy | 13 | 0.20 | 1.57261 | 1.54480 | 1.57680 | ||
26 | 2010.02.09 09:00 | close | 13 | 0.20 | 1.56435 | 1.54480 | 1.57680 | -165.24 | 9279.93 |
27 | 2010.02.09 15:00 | buy | 14 | 0.20 | 1.56503 | 1.53722 | 1.56922 | ||
28 | 2010.02.09 18:10 | t/p | 14 | 0.20 | 1.56922 | 1.53722 | 1.56922 | 83.80 | 9363.73 |
29 | 2010.02.09 20:00 | buy | 15 | 0.10 | 1.57242 | 1.54461 | 1.57661 | ||
30 | 2010.02.15 00:00 | close | 15 | 0.10 | 1.56667 | 1.54461 | 1.57661 | -57.56 | 9306.17 |
31 | 2010.02.15 03:00 | buy | 16 | 0.20 | 1.56899 | 1.54118 | 1.57318 | ||
32 | 2010.02.16 17:45 | t/p | 16 | 0.20 | 1.57318 | 1.54118 | 1.57318 | 83.78 | 9389.95 |
33 | 2010.02.16 18:00 | buy | 17 | 0.10 | 1.57596 | 1.54815 | 1.58015 | ||
34 | 2010.02.17 08:50 | t/p | 17 | 0.10 | 1.58015 | 1.54815 | 1.58015 | 41.89 | 9431.84 |
35 | 2010.02.17 12:00 | sell | 18 | 0.10 | 1.57623 | 1.60404 | 1.57204 | ||
36 | 2010.02.17 17:20 | t/p | 18 | 0.10 | 1.57204 | 1.60404 | 1.57204 | 41.90 | 9473.74 |
37 | 2010.02.18 05:00 | buy | 19 | 0.10 | 1.56920 | 1.54139 | 1.57339 | ||
38 | 2010.02.19 00:50 | s/l | 19 | 0.10 | 1.54139 | 1.54139 | 1.57339 | -278.11 | 9195.63 |
39 | 2010.02.19 03:00 | buy | 20 | 0.20 | 1.54430 | 1.51649 | 1.54849 | ||
40 | 2010.02.22 02:16 | t/p | 20 | 0.20 | 1.54849 | 1.51649 | 1.54849 | 83.78 | 9279.41 |
41 | 2010.02.22 03:00 | buy | 21 | 0.10 | 1.55124 | 1.52343 | 1.55543 | ||
42 | 2010.02.23 08:15 | t/p | 21 | 0.10 | 1.55543 | 1.52343 | 1.55543 | 41.89 | 9321.30 |
43 | 2010.02.23 15:00 | buy | 22 | 0.10 | 1.54679 | 1.51898 | 1.55098 | ||
44 | 2010.02.25 17:50 | s/l | 22 | 0.10 | 1.51898 | 1.51898 | 1.55098 | -278.14 | 9043.16 |
45 | 2010.02.25 20:00 | buy | 23 | 0.20 | 1.52878 | 1.50097 | 1.53297 | ||
46 | 2010.03.01 11:45 | s/l | 23 | 0.20 | 1.50097 | 1.50097 | 1.53297 | -556.24 | 8486.92 |
47 | 2010.03.01 15:00 | buy | 24 | 0.20 | 1.49551 | 1.46770 | 1.49970 | ||
48 | 2010.03.01 18:20 | t/p | 24 | 0.20 | 1.49970 | 1.46770 | 1.49970 | 83.80 | 8570.72 |
49 | 2010.03.01 19:00 | buy | 25 | 0.10 | 1.50360 | 1.47579 | 1.50779 | ||
50 | 2010.03.03 17:10 | t/p | 25 | 0.10 | 1.50779 | 1.47579 | 1.50779 | 41.88 | 8612.60 |
51 | 2010.03.04 04:00 | buy | 26 | 0.10 | 1.51082 | 1.48301 | 1.51501 | ||
52 | 2010.03.05 20:40 | t/p | 26 | 0.10 | 1.51501 | 1.48301 | 1.51501 | 41.89 | 8654.49 |
53 | 2010.03.08 00:00 | sell | 27 | 0.10 | 1.51517 | 1.54298 | 1.51098 | ||
54 | 2010.03.08 16:20 | t/p | 27 | 0.10 | 1.51098 | 1.54298 | 1.51098 | 41.90 | 8696.39 |
55 | 2010.03.08 18:00 | sell | 28 | 0.10 | 1.50584 | 1.53365 | 1.50165 | ||
56 | 2010.03.09 07:50 | t/p | 28 | 0.10 | 1.50165 | 1.53365 | 1.50165 | 41.68 | 8738.07 |
57 | 2010.03.09 13:00 | buy | 29 | 0.10 | 1.49842 | 1.47061 | 1.50261 | ||
58 | 2010.03.11 11:20 | t/p | 29 | 0.10 | 1.50261 | 1.47061 | 1.50261 | 41.86 | 8779.93 |
59 | 2010.03.11 18:00 | buy | 30 | 0.10 | 1.50775 | 1.47994 | 1.51194 | ||
60 | 2010.03.12 10:15 | t/p | 30 | 0.10 | 1.51194 | 1.47994 | 1.51194 | 41.89 | 8821.82 |
61 | 2010.03.12 15:00 | sell | 31 | 0.10 | 1.51498 | 1.54279 | 1.51079 | ||
62 | 2010.03.15 10:16 | t/p | 31 | 0.10 | 1.51079 | 1.54279 | 1.51079 | 41.68 | 8863.50 |
63 | 2010.03.15 11:00 | sell | 32 | 0.10 | 1.50354 | 1.53135 | 1.49935 | ||
64 | 2010.03.17 10:45 | s/l | 32 | 0.10 | 1.53135 | 1.53135 | 1.49935 | -278.54 | 8584.96 |
65 | 2010.03.17 14:00 | sell | 33 | 0.20 | 1.53324 | 1.56105 | 1.52905 | ||
66 | 2010.03.18 08:50 | t/p | 33 | 0.20 | 1.52905 | 1.56105 | 1.52905 | 82.48 | 8667.44 |
67 | 2010.03.18 13:00 | sell | 34 | 0.10 | 1.52728 | 1.55509 | 1.52309 | ||
68 | 2010.03.19 07:15 | t/p | 34 | 0.10 | 1.52309 | 1.55509 | 1.52309 | 41.68 | 8709.12 |
69 | 2010.03.19 08:00 | sell | 35 | 0.10 | 1.51966 | 1.54747 | 1.51547 | ||
70 | 2010.03.19 14:45 | t/p | 35 | 0.10 | 1.51547 | 1.54747 | 1.51547 | 41.90 | 8751.02 |
71 | 2010.03.19 17:00 | sell | 36 | 0.10 | 1.50131 | 1.52912 | 1.49712 | ||
72 | 2010.03.22 04:50 | t/p | 36 | 0.10 | 1.49712 | 1.52912 | 1.49712 | 41.68 | 8792.70 |
73 | 2010.03.22 09:00 | buy | 37 | 0.10 | 1.49857 | 1.47076 | 1.50276 | ||
74 | 2010.03.22 14:50 | t/p | 37 | 0.10 | 1.50276 | 1.47076 | 1.50276 | 41.90 | 8834.60 |
75 | 2010.03.22 17:00 | buy | 38 | 0.10 | 1.50986 | 1.48205 | 1.51405 | ||
76 | 2010.03.25 18:20 | s/l | 38 | 0.10 | 1.48205 | 1.48205 | 1.51405 | -278.15 | 8556.45 |
77 | 2010.03.25 21:00 | buy | 39 | 0.20 | 1.48441 | 1.45660 | 1.48860 | ||
78 | 2010.03.26 05:15 | t/p | 39 | 0.20 | 1.48860 | 1.45660 | 1.48860 | 83.78 | 8640.23 |
79 | 2010.03.26 12:00 | buy | 40 | 0.10 | 1.48958 | 1.46177 | 1.49377 | ||
80 | 2010.03.29 00:00 | t/p | 40 | 0.10 | 1.49377 | 1.46177 | 1.49377 | 41.89 | 8682.12 |
81 | 2010.03.30 01:00 | sell | 41 | 0.10 | 1.49765 | 1.52546 | 1.49346 | ||
82 | 2010.04.01 02:15 | s/l | 41 | 0.10 | 1.52546 | 1.52546 | 1.49346 | -278.98 | 8403.14 |
83 | 2010.04.01 05:00 | sell | 42 | 0.20 | 1.51859 | 1.54640 | 1.51440 | ||
84 | 2010.04.12 00:00 | s/l | 42 | 0.20 | 1.54640 | 1.54640 | 1.51440 | -560.16 | 7842.98 |
85 | 2010.04.12 04:00 | sell | 43 | 0.20 | 1.54293 | 1.57074 | 1.53874 | ||
86 | 2010.04.12 18:15 | t/p | 43 | 0.20 | 1.53874 | 1.57074 | 1.53874 | 83.80 | 7926.78 |
87 | 2010.04.12 23:00 | sell | 44 | 0.10 | 1.53647 | 1.56428 | 1.53228 | ||
88 | 2010.04.15 23:59 | close at stop | 44 | 0.10 | 1.54991 | 1.56428 | 1.53228 | -135.50 | 7791.28 |