Strategy Tester Report
FT_TIME_BIGDOG
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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -110.00 | Gross profit | 0.00 | Gross loss | -110.00 |
Profit factor | 0.00 | Expected payoff | -3.79 | ||
Absolute drawdown | 130.90 | Maximal drawdown | 130.90 (1.31%) | Relative drawdown | 1.31% (130.90) |
Total trades | 29 | Short positions (won %) | 29 (0.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 29 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -4.90 | |
Average | profit trade | 0.00 | loss trade | -3.79 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 29 (-110.00) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -110.00 (29) | |
Average | consecutive wins | 0 | consecutive losses | 29 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.06 00:07 | sell stop | 1 | 0.10 | 1.59833 | 1.59866 | 1.59783 | ||
2 | 2010.01.06 00:10 | sell | 1 | 0.10 | 1.59833 | 1.59866 | 1.59783 | ||
3 | 2010.01.06 00:12 | s/l | 1 | 0.10 | 1.59866 | 1.59866 | 1.59783 | -3.30 | 9996.70 |
4 | 2010.01.08 00:10 | sell stop | 2 | 0.10 | 1.59231 | 1.59266 | 1.59181 | ||
5 | 2010.01.08 03:45 | sell | 2 | 0.10 | 1.59231 | 1.59266 | 1.59181 | ||
6 | 2010.01.08 03:47 | s/l | 2 | 0.10 | 1.59266 | 1.59266 | 1.59181 | -3.50 | 9993.20 |
7 | 2010.01.12 00:02 | sell stop | 3 | 0.10 | 1.61140 | 1.61178 | 1.61090 | ||
8 | 2010.01.12 00:10 | sell | 3 | 0.10 | 1.61140 | 1.61178 | 1.61090 | ||
9 | 2010.01.12 00:12 | s/l | 3 | 0.10 | 1.61178 | 1.61178 | 1.61090 | -3.80 | 9989.40 |
10 | 2010.01.15 00:15 | sell stop | 4 | 0.10 | 1.63355 | 1.63400 | 1.63305 | ||
11 | 2010.01.15 00:59 | sell | 4 | 0.10 | 1.63355 | 1.63400 | 1.63305 | ||
12 | 2010.01.15 01:00 | s/l | 4 | 0.10 | 1.63400 | 1.63400 | 1.63305 | -4.50 | 9984.90 |
13 | 2010.01.22 00:07 | sell stop | 5 | 0.10 | 1.61914 | 1.61946 | 1.61864 | ||
14 | 2010.01.22 00:10 | sell | 5 | 0.10 | 1.61914 | 1.61946 | 1.61864 | ||
15 | 2010.01.22 00:12 | s/l | 5 | 0.10 | 1.61946 | 1.61946 | 1.61864 | -3.20 | 9981.70 |
16 | 2010.01.25 00:05 | sell stop | 6 | 0.10 | 1.61082 | 1.61113 | 1.61032 | ||
17 | 2010.01.25 00:07 | sell | 6 | 0.10 | 1.61082 | 1.61113 | 1.61032 | ||
18 | 2010.01.25 00:10 | s/l | 6 | 0.10 | 1.61113 | 1.61113 | 1.61032 | -3.10 | 9978.60 |
19 | 2010.01.26 00:10 | sell stop | 7 | 0.10 | 1.62434 | 1.62477 | 1.62384 | ||
20 | 2010.01.26 03:40 | sell | 7 | 0.10 | 1.62434 | 1.62477 | 1.62384 | ||
21 | 2010.01.26 03:42 | s/l | 7 | 0.10 | 1.62477 | 1.62477 | 1.62384 | -4.30 | 9974.30 |
22 | 2010.01.28 00:07 | sell stop | 8 | 0.10 | 1.61751 | 1.61782 | 1.61701 | ||
23 | 2010.01.28 00:10 | sell | 8 | 0.10 | 1.61751 | 1.61782 | 1.61701 | ||
24 | 2010.01.28 00:12 | s/l | 8 | 0.10 | 1.61782 | 1.61782 | 1.61701 | -3.10 | 9971.20 |
25 | 2010.02.09 00:03 | sell stop | 9 | 0.10 | 1.55889 | 1.55920 | 1.55839 | ||
26 | 2010.02.09 00:20 | sell | 9 | 0.10 | 1.55889 | 1.55920 | 1.55839 | ||
27 | 2010.02.09 00:23 | s/l | 9 | 0.10 | 1.55920 | 1.55920 | 1.55839 | -3.10 | 9968.10 |
28 | 2010.02.17 00:07 | sell stop | 10 | 0.10 | 1.57823 | 1.57860 | 1.57773 | ||
29 | 2010.02.17 00:10 | sell | 10 | 0.10 | 1.57823 | 1.57860 | 1.57773 | ||
30 | 2010.02.17 00:12 | s/l | 10 | 0.10 | 1.57860 | 1.57860 | 1.57773 | -3.70 | 9964.40 |
31 | 2010.02.18 00:02 | sell stop | 11 | 0.10 | 1.56805 | 1.56854 | 1.56755 | ||
32 | 2010.02.18 00:15 | sell | 11 | 0.10 | 1.56805 | 1.56854 | 1.56755 | ||
33 | 2010.02.18 00:17 | s/l | 11 | 0.10 | 1.56854 | 1.56854 | 1.56755 | -4.90 | 9959.50 |
34 | 2010.02.22 00:07 | sell stop | 12 | 0.10 | 1.54505 | 1.54552 | 1.54455 | ||
35 | 2010.02.22 00:10 | sell | 12 | 0.10 | 1.54505 | 1.54552 | 1.54455 | ||
36 | 2010.02.22 00:12 | s/l | 12 | 0.10 | 1.54552 | 1.54552 | 1.54455 | -4.70 | 9954.80 |
37 | 2010.02.24 00:10 | sell stop | 13 | 0.10 | 1.54345 | 1.54377 | 1.54295 | ||
38 | 2010.02.24 01:15 | sell | 13 | 0.10 | 1.54345 | 1.54377 | 1.54295 | ||
39 | 2010.02.24 01:17 | s/l | 13 | 0.10 | 1.54377 | 1.54377 | 1.54295 | -3.20 | 9951.60 |
40 | 2010.03.05 00:02 | sell stop | 14 | 0.10 | 1.50265 | 1.50306 | 1.50215 | ||
41 | 2010.03.05 00:15 | sell | 14 | 0.10 | 1.50265 | 1.50306 | 1.50215 | ||
42 | 2010.03.05 00:17 | s/l | 14 | 0.10 | 1.50306 | 1.50306 | 1.50215 | -4.10 | 9947.50 |
43 | 2010.03.09 00:07 | sell stop | 15 | 0.10 | 1.50507 | 1.50538 | 1.50457 | ||
44 | 2010.03.09 00:10 | sell | 15 | 0.10 | 1.50507 | 1.50538 | 1.50457 | ||
45 | 2010.03.09 00:12 | s/l | 15 | 0.10 | 1.50538 | 1.50538 | 1.50457 | -3.10 | 9944.40 |
46 | 2010.03.10 00:10 | sell stop | 16 | 0.10 | 1.49988 | 1.50024 | 1.49938 | ||
47 | 2010.03.10 01:20 | sell | 16 | 0.10 | 1.49988 | 1.50024 | 1.49938 | ||
48 | 2010.03.10 01:22 | s/l | 16 | 0.10 | 1.50024 | 1.50024 | 1.49938 | -3.60 | 9940.80 |
49 | 2010.03.12 00:05 | sell stop | 17 | 0.10 | 1.50665 | 1.50698 | 1.50615 | ||
50 | 2010.03.12 00:07 | sell | 17 | 0.10 | 1.50665 | 1.50698 | 1.50615 | ||
51 | 2010.03.12 00:10 | s/l | 17 | 0.10 | 1.50698 | 1.50698 | 1.50615 | -3.30 | 9937.50 |
52 | 2010.03.15 00:10 | sell stop | 18 | 0.10 | 1.51757 | 1.51791 | 1.51707 | ||
53 | 2010.03.15 00:37 | sell | 18 | 0.10 | 1.51757 | 1.51791 | 1.51707 | ||
54 | 2010.03.15 00:40 | s/l | 18 | 0.10 | 1.51791 | 1.51791 | 1.51707 | -3.40 | 9934.10 |
55 | 2010.03.16 00:10 | sell stop | 19 | 0.10 | 1.50432 | 1.50468 | 1.50382 | ||
56 | 2010.03.16 00:50 | sell | 19 | 0.10 | 1.50432 | 1.50468 | 1.50382 | ||
57 | 2010.03.16 00:52 | s/l | 19 | 0.10 | 1.50468 | 1.50468 | 1.50382 | -3.60 | 9930.50 |
58 | 2010.03.17 00:15 | sell stop | 20 | 0.10 | 1.52321 | 1.52362 | 1.52271 | ||
59 | 2010.03.17 00:46 | sell | 20 | 0.10 | 1.52321 | 1.52362 | 1.52271 | ||
60 | 2010.03.17 00:50 | s/l | 20 | 0.10 | 1.52362 | 1.52362 | 1.52271 | -4.10 | 9926.40 |
61 | 2010.03.18 00:15 | sell stop | 21 | 0.10 | 1.53184 | 1.53223 | 1.53134 | ||
62 | 2010.03.18 00:45 | sell | 21 | 0.10 | 1.53184 | 1.53223 | 1.53134 | ||
63 | 2010.03.18 00:47 | s/l | 21 | 0.10 | 1.53223 | 1.53223 | 1.53134 | -3.90 | 9922.50 |
64 | 2010.03.19 00:02 | sell stop | 22 | 0.10 | 1.52510 | 1.52547 | 1.52460 | ||
65 | 2010.03.19 00:15 | sell | 22 | 0.10 | 1.52510 | 1.52547 | 1.52460 | ||
66 | 2010.03.19 00:17 | s/l | 22 | 0.10 | 1.52547 | 1.52547 | 1.52460 | -3.70 | 9918.80 |
67 | 2010.03.22 00:05 | sell stop | 23 | 0.10 | 1.49883 | 1.49915 | 1.49833 | ||
68 | 2010.03.22 00:07 | sell | 23 | 0.10 | 1.49883 | 1.49915 | 1.49833 | ||
69 | 2010.03.22 00:10 | s/l | 23 | 0.10 | 1.49915 | 1.49915 | 1.49833 | -3.20 | 9915.60 |
70 | 2010.03.24 00:07 | sell stop | 24 | 0.10 | 1.50311 | 1.50350 | 1.50261 | ||
71 | 2010.03.24 00:10 | sell | 24 | 0.10 | 1.50311 | 1.50350 | 1.50261 | ||
72 | 2010.03.24 00:12 | s/l | 24 | 0.10 | 1.50350 | 1.50350 | 1.50261 | -3.90 | 9911.70 |
73 | 2010.03.25 00:10 | sell stop | 25 | 0.10 | 1.48861 | 1.48910 | 1.48811 | ||
74 | 2010.03.25 03:15 | sell | 25 | 0.10 | 1.48861 | 1.48910 | 1.48811 | ||
75 | 2010.03.25 03:17 | s/l | 25 | 0.10 | 1.48910 | 1.48910 | 1.48811 | -4.90 | 9906.80 |
76 | 2010.03.29 00:03 | sell stop | 26 | 0.10 | 1.49552 | 1.49590 | 1.49502 | ||
77 | 2010.03.29 00:13 | sell | 26 | 0.10 | 1.49552 | 1.49590 | 1.49502 | ||
78 | 2010.03.29 00:16 | s/l | 26 | 0.10 | 1.49590 | 1.49590 | 1.49502 | -3.80 | 9903.00 |
79 | 2010.03.30 00:15 | sell stop | 27 | 0.10 | 1.49769 | 1.49816 | 1.49719 | ||
80 | 2010.03.30 00:46 | sell | 27 | 0.10 | 1.49769 | 1.49816 | 1.49719 | ||
81 | 2010.03.30 00:50 | s/l | 27 | 0.10 | 1.49816 | 1.49816 | 1.49719 | -4.70 | 9898.30 |
82 | 2010.03.31 00:02 | sell stop | 28 | 0.10 | 1.50702 | 1.50746 | 1.50652 | ||
83 | 2010.03.31 00:15 | sell | 28 | 0.10 | 1.50702 | 1.50746 | 1.50652 | ||
84 | 2010.03.31 00:17 | s/l | 28 | 0.10 | 1.50746 | 1.50746 | 1.50652 | -4.40 | 9893.90 |
85 | 2010.04.07 00:02 | sell stop | 29 | 0.10 | 1.52631 | 1.52670 | 1.52581 | ||
86 | 2010.04.07 00:15 | sell | 29 | 0.10 | 1.52631 | 1.52670 | 1.52581 | ||
87 | 2010.04.07 00:17 | s/l | 29 | 0.10 | 1.52670 | 1.52670 | 1.52581 | -3.90 | 9890.00 |