Strategy Tester Report
Get trend
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 | porog=50; per_MA1=200; per_MA2=200; per_Stoh_slow=14; per_Stoh_fast=14; TakeProfit=570; StopLoss=30; TrailingStop=200; Lots=0.1; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -628.60 | Gross profit | 55.60 | Gross loss | -684.20 |
Profit factor | 0.08 | Expected payoff | -25.14 | ||
Absolute drawdown | 628.60 | Maximal drawdown | 628.60 (6.29%) | Relative drawdown | 6.29% (628.60) |
Total trades | 25 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 13 (0.00%) |
Profit trades (% of total) | 3 (12.00%) | Loss trades (% of total) | 22 (88.00%) | ||
Largest | profit trade | 26.40 | loss trade | -31.10 | |
Average | profit trade | 18.53 | loss trade | -31.10 | |
Maximum | consecutive wins (profit in money) | 3 (55.60) | consecutive losses (loss in money) | 12 (-373.20) | |
Maximal | consecutive profit (count of wins) | 55.60 (3) | consecutive loss (count of losses) | -373.20 (12) | |
Average | consecutive wins | 3 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 10:15 | buy | 1 | 0.10 | 1.60955 | 1.60644 | 1.61525 | ||
2 | 2010.01.05 10:17 | s/l | 1 | 0.10 | 1.60644 | 1.60644 | 1.61525 | -31.10 | 9968.90 |
3 | 2010.01.05 10:17 | buy | 2 | 0.10 | 1.60920 | 1.60609 | 1.61490 | ||
4 | 2010.01.05 10:20 | buy | 3 | 0.10 | 1.61060 | 1.60749 | 1.61630 | ||
5 | 2010.01.05 10:22 | s/l | 3 | 0.10 | 1.60749 | 1.60749 | 1.61630 | -31.10 | 9937.80 |
6 | 2010.01.05 10:22 | buy | 4 | 0.10 | 1.60990 | 1.60679 | 1.61560 | ||
7 | 2010.01.05 10:25 | buy | 5 | 0.10 | 1.61025 | 1.60714 | 1.61595 | ||
8 | 2010.01.05 10:27 | s/l | 4 | 0.10 | 1.60679 | 1.60679 | 1.61560 | -31.10 | 9906.70 |
9 | 2010.01.05 10:27 | s/l | 5 | 0.10 | 1.60714 | 1.60714 | 1.61595 | -31.10 | 9875.60 |
10 | 2010.01.05 10:27 | buy | 6 | 0.10 | 1.60920 | 1.60609 | 1.61490 | ||
11 | 2010.01.05 10:27 | buy | 7 | 0.10 | 1.61045 | 1.60734 | 1.61615 | ||
12 | 2010.01.05 10:40 | s/l | 7 | 0.10 | 1.60734 | 1.60734 | 1.61615 | -31.10 | 9844.50 |
13 | 2010.01.05 10:45 | s/l | 2 | 0.10 | 1.60609 | 1.60609 | 1.61490 | -31.10 | 9813.40 |
14 | 2010.01.05 10:45 | s/l | 6 | 0.10 | 1.60609 | 1.60609 | 1.61490 | -31.10 | 9782.30 |
15 | 2010.01.22 10:00 | sell | 8 | 0.10 | 1.62638 | 1.62949 | 1.62068 | ||
16 | 2010.01.22 10:02 | sell | 9 | 0.10 | 1.62613 | 1.62924 | 1.62043 | ||
17 | 2010.01.22 10:05 | sell | 10 | 0.10 | 1.62576 | 1.62887 | 1.62006 | ||
18 | 2010.01.22 10:07 | s/l | 9 | 0.10 | 1.62924 | 1.62924 | 1.62043 | -31.10 | 9751.20 |
19 | 2010.01.22 10:07 | s/l | 10 | 0.10 | 1.62887 | 1.62887 | 1.62006 | -31.10 | 9720.10 |
20 | 2010.01.22 10:07 | sell | 11 | 0.10 | 1.62650 | 1.62961 | 1.62080 | ||
21 | 2010.01.22 10:10 | sell | 12 | 0.10 | 1.62501 | 1.62812 | 1.61931 | ||
22 | 2010.01.22 10:12 | s/l | 12 | 0.10 | 1.62812 | 1.62812 | 1.61931 | -31.10 | 9689.00 |
23 | 2010.01.22 10:12 | sell | 13 | 0.10 | 1.62538 | 1.62849 | 1.61968 | ||
24 | 2010.01.22 10:45 | modify | 11 | 0.10 | 1.62650 | 1.62554 | 1.62080 | ||
25 | 2010.01.22 10:47 | modify | 8 | 0.10 | 1.62638 | 1.62610 | 1.62068 | ||
26 | 2010.01.22 10:50 | modify | 13 | 0.10 | 1.62538 | 1.62330 | 1.61968 | ||
27 | 2010.01.22 10:52 | modify | 11 | 0.10 | 1.62650 | 1.62442 | 1.62080 | ||
28 | 2010.01.22 10:55 | modify | 11 | 0.10 | 1.62650 | 1.62386 | 1.62080 | ||
29 | 2010.01.22 10:57 | s/l | 13 | 0.10 | 1.62330 | 1.62330 | 1.61968 | 20.80 | 9709.80 |
30 | 2010.01.22 10:57 | modify | 8 | 0.10 | 1.62638 | 1.62554 | 1.62068 | ||
31 | 2010.01.22 10:59 | s/l | 11 | 0.10 | 1.62386 | 1.62386 | 1.62080 | 26.40 | 9736.20 |
32 | 2010.01.22 11:10 | s/l | 8 | 0.10 | 1.62554 | 1.62554 | 1.62068 | 8.40 | 9744.60 |
33 | 2010.02.17 18:15 | buy | 14 | 0.10 | 1.57422 | 1.57111 | 1.57992 | ||
34 | 2010.02.17 18:17 | buy | 15 | 0.10 | 1.57402 | 1.57091 | 1.57972 | ||
35 | 2010.02.17 18:20 | buy | 16 | 0.10 | 1.57484 | 1.57173 | 1.58054 | ||
36 | 2010.02.17 18:22 | s/l | 16 | 0.10 | 1.57173 | 1.57173 | 1.58054 | -31.10 | 9713.50 |
37 | 2010.02.17 18:22 | buy | 17 | 0.10 | 1.57443 | 1.57132 | 1.58013 | ||
38 | 2010.02.17 18:25 | buy | 18 | 0.10 | 1.57463 | 1.57152 | 1.58033 | ||
39 | 2010.02.17 18:27 | s/l | 17 | 0.10 | 1.57132 | 1.57132 | 1.58013 | -31.10 | 9682.40 |
40 | 2010.02.17 18:27 | s/l | 18 | 0.10 | 1.57152 | 1.57152 | 1.58033 | -31.10 | 9651.30 |
41 | 2010.02.17 18:27 | buy | 19 | 0.10 | 1.57402 | 1.57091 | 1.57972 | ||
42 | 2010.02.17 18:35 | s/l | 14 | 0.10 | 1.57111 | 1.57111 | 1.57992 | -31.10 | 9620.20 |
43 | 2010.02.17 18:35 | s/l | 15 | 0.10 | 1.57091 | 1.57091 | 1.57972 | -31.10 | 9589.10 |
44 | 2010.02.17 18:35 | s/l | 19 | 0.10 | 1.57091 | 1.57091 | 1.57972 | -31.10 | 9558.00 |
45 | 2010.04.07 16:30 | sell | 20 | 0.10 | 1.52194 | 1.52505 | 1.51624 | ||
46 | 2010.04.07 16:32 | sell | 21 | 0.10 | 1.52191 | 1.52502 | 1.51621 | ||
47 | 2010.04.07 16:35 | sell | 22 | 0.10 | 1.52171 | 1.52482 | 1.51601 | ||
48 | 2010.04.07 16:37 | s/l | 22 | 0.10 | 1.52482 | 1.52482 | 1.51601 | -31.10 | 9526.90 |
49 | 2010.04.07 16:37 | sell | 23 | 0.10 | 1.52211 | 1.52522 | 1.51641 | ||
50 | 2010.04.07 16:40 | sell | 24 | 0.10 | 1.52130 | 1.52441 | 1.51560 | ||
51 | 2010.04.07 16:42 | sell | 25 | 0.10 | 1.52150 | 1.52461 | 1.51580 | ||
52 | 2010.04.07 17:10 | s/l | 24 | 0.10 | 1.52441 | 1.52441 | 1.51560 | -31.10 | 9495.80 |
53 | 2010.04.07 17:10 | s/l | 25 | 0.10 | 1.52461 | 1.52461 | 1.51580 | -31.10 | 9464.70 |
54 | 2010.04.07 17:15 | s/l | 20 | 0.10 | 1.52505 | 1.52505 | 1.51624 | -31.10 | 9433.60 |
55 | 2010.04.07 17:15 | s/l | 21 | 0.10 | 1.52502 | 1.52502 | 1.51621 | -31.10 | 9402.50 |
56 | 2010.04.07 17:15 | s/l | 23 | 0.10 | 1.52522 | 1.52522 | 1.51641 | -31.10 | 9371.40 |