Strategy Tester Report
Forex SKY
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=100; StopLoss=3000; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -523.56 | Gross profit | 233.48 | Gross loss | -757.04 |
Profit factor | 0.31 | Expected payoff | -19.39 | ||
Absolute drawdown | 575.66 | Maximal drawdown | 624.72 (6.22%) | Relative drawdown | 6.22% (624.72) |
Total trades | 27 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 24 (88.89%) | Loss trades (% of total) | 3 (11.11%) | ||
Largest | profit trade | 10.00 | loss trade | -300.07 | |
Average | profit trade | 9.73 | loss trade | -252.35 | |
Maximum | consecutive wins (profit in money) | 15 (145.80) | consecutive losses (loss in money) | 1 (-300.07) | |
Maximal | consecutive profit (count of wins) | 145.80 (15) | consecutive loss (count of losses) | -300.07 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 0.10 | 1.61221 | 1.64221 | 1.61121 | ||
2 | 2010.01.04 04:45 | t/p | 1 | 0.10 | 1.61121 | 1.64221 | 1.61121 | 10.00 | 10010.00 |
3 | 2010.01.05 08:00 | buy | 2 | 0.10 | 1.61777 | 1.58777 | 1.61877 | ||
4 | 2010.01.11 12:26 | t/p | 2 | 0.10 | 1.61877 | 1.58777 | 1.61877 | 9.94 | 10019.94 |
5 | 2010.01.11 12:26 | sell | 3 | 0.10 | 1.61913 | 1.64913 | 1.61813 | ||
6 | 2010.01.11 14:32 | t/p | 3 | 0.10 | 1.61813 | 1.64913 | 1.61813 | 10.00 | 10029.94 |
7 | 2010.01.13 17:00 | sell | 4 | 0.10 | 1.62642 | 1.65642 | 1.62542 | ||
8 | 2010.01.15 17:32 | t/p | 4 | 0.10 | 1.62542 | 1.65642 | 1.62542 | 9.12 | 10039.06 |
9 | 2010.01.18 07:02 | buy | 5 | 0.10 | 1.63408 | 1.60408 | 1.63508 | ||
10 | 2010.01.18 09:50 | t/p | 5 | 0.10 | 1.63508 | 1.60408 | 1.63508 | 10.00 | 10049.06 |
11 | 2010.01.22 09:15 | buy | 6 | 0.10 | 1.63011 | 1.60011 | 1.63111 | ||
12 | 2010.01.29 18:07 | s/l | 6 | 0.10 | 1.60011 | 1.60011 | 1.63111 | -300.07 | 9748.99 |
13 | 2010.02.02 18:10 | buy | 7 | 0.10 | 1.60046 | 1.57046 | 1.60146 | ||
14 | 2010.02.03 07:10 | t/p | 7 | 0.10 | 1.60146 | 1.57046 | 1.60146 | 9.99 | 9758.98 |
15 | 2010.02.09 09:00 | buy | 8 | 0.10 | 1.56716 | 1.53716 | 1.56816 | ||
16 | 2010.02.09 17:50 | t/p | 8 | 0.10 | 1.56816 | 1.53716 | 1.56816 | 10.00 | 9768.98 |
17 | 2010.02.10 15:20 | sell | 9 | 0.10 | 1.56023 | 1.59023 | 1.55923 | ||
18 | 2010.02.11 10:20 | t/p | 9 | 0.10 | 1.55923 | 1.59023 | 1.55923 | 9.34 | 9778.32 |
19 | 2010.02.11 18:00 | buy | 10 | 0.10 | 1.56998 | 1.53998 | 1.57098 | ||
20 | 2010.02.11 20:20 | t/p | 10 | 0.10 | 1.57098 | 1.53998 | 1.57098 | 10.00 | 9788.32 |
21 | 2010.02.12 14:00 | sell | 11 | 0.10 | 1.56001 | 1.59001 | 1.55901 | ||
22 | 2010.02.18 14:50 | t/p | 11 | 0.10 | 1.55901 | 1.59001 | 1.55901 | 8.68 | 9797.00 |
23 | 2010.02.22 07:02 | buy | 12 | 0.10 | 1.55126 | 1.52126 | 1.55226 | ||
24 | 2010.02.23 05:45 | t/p | 12 | 0.10 | 1.55226 | 1.52126 | 1.55226 | 9.99 | 9806.99 |
25 | 2010.02.23 12:00 | sell | 13 | 0.10 | 1.54125 | 1.57125 | 1.54025 | ||
26 | 2010.02.25 02:15 | t/p | 13 | 0.10 | 1.54025 | 1.57125 | 1.54025 | 9.12 | 9816.11 |
27 | 2010.03.03 01:00 | buy | 14 | 0.10 | 1.50501 | 1.47501 | 1.50601 | ||
28 | 2010.03.03 02:50 | t/p | 14 | 0.10 | 1.50601 | 1.47501 | 1.50601 | 10.00 | 9826.11 |
29 | 2010.03.05 17:00 | buy | 15 | 0.10 | 1.51286 | 1.48286 | 1.51386 | ||
30 | 2010.03.05 17:20 | t/p | 15 | 0.10 | 1.51386 | 1.48286 | 1.51386 | 10.00 | 9836.11 |
31 | 2010.03.08 07:00 | sell | 16 | 0.10 | 1.51689 | 1.54689 | 1.51589 | ||
32 | 2010.03.08 12:15 | t/p | 16 | 0.10 | 1.51589 | 1.54689 | 1.51589 | 10.00 | 9846.11 |
33 | 2010.03.11 07:02 | buy | 17 | 0.10 | 1.50072 | 1.47072 | 1.50172 | ||
34 | 2010.03.11 11:15 | t/p | 17 | 0.10 | 1.50172 | 1.47072 | 1.50172 | 10.00 | 9856.11 |
35 | 2010.03.12 16:00 | sell | 18 | 0.10 | 1.51479 | 1.54479 | 1.51379 | ||
36 | 2010.03.15 09:50 | t/p | 18 | 0.10 | 1.51379 | 1.54479 | 1.51379 | 9.78 | 9865.89 |
37 | 2010.03.15 11:00 | sell | 19 | 0.10 | 1.50354 | 1.53354 | 1.50254 | ||
38 | 2010.03.16 08:45 | t/p | 19 | 0.10 | 1.50254 | 1.53354 | 1.50254 | 9.78 | 9875.67 |
39 | 2010.03.16 12:45 | buy | 20 | 0.10 | 1.51722 | 1.48722 | 1.51822 | ||
40 | 2010.03.16 16:02 | t/p | 20 | 0.10 | 1.51822 | 1.48722 | 1.51822 | 10.00 | 9885.67 |
41 | 2010.03.17 00:00 | sell | 21 | 0.10 | 1.52323 | 1.55323 | 1.52223 | ||
42 | 2010.03.19 07:20 | t/p | 21 | 0.10 | 1.52223 | 1.55323 | 1.52223 | 9.12 | 9894.79 |
43 | 2010.03.22 20:00 | buy | 22 | 0.10 | 1.51192 | 1.48192 | 1.51292 | ||
44 | 2010.03.25 18:45 | s/l | 22 | 0.10 | 1.48192 | 1.48192 | 1.51292 | -300.05 | 9594.74 |
45 | 2010.03.26 16:20 | buy | 23 | 0.10 | 1.49503 | 1.46503 | 1.49603 | ||
46 | 2010.03.29 00:10 | t/p | 23 | 0.10 | 1.49603 | 1.46503 | 1.49603 | 9.99 | 9604.73 |
47 | 2010.03.30 15:00 | sell | 24 | 0.10 | 1.51066 | 1.54066 | 1.50966 | ||
48 | 2010.03.30 18:59 | t/p | 24 | 0.10 | 1.50966 | 1.54066 | 1.50966 | 10.00 | 9614.73 |
49 | 2010.03.31 21:00 | sell | 25 | 0.10 | 1.51800 | 1.54800 | 1.51700 | ||
50 | 2010.04.06 12:15 | t/p | 25 | 0.10 | 1.51700 | 1.54800 | 1.51700 | 8.68 | 9623.41 |
51 | 2010.04.06 22:00 | buy | 26 | 0.10 | 1.53056 | 1.50056 | 1.53156 | ||
52 | 2010.04.09 09:15 | t/p | 26 | 0.10 | 1.53156 | 1.50056 | 1.53156 | 9.95 | 9633.36 |
53 | 2010.04.09 15:00 | sell | 27 | 0.10 | 1.53435 | 1.56435 | 1.53335 | ||
54 | 2010.04.15 23:59 | close at stop | 27 | 0.10 | 1.54991 | 1.56435 | 1.53335 | -156.92 | 9476.44 |