Strategy Tester Report
Goblin
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=40; Lots=0.1; InitialStop=0; TrailingStop=20; MaxTrades=10; Pips=15; SecureProfit=10; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; StartYear=2005; StartMonth=1; EndYear=2050; EndMonth=12; mm=0; risk=12; AccountisNormal=0; Magic=123987; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9273.30 | Gross profit | 563.60 | Gross loss | -9836.90 |
Profit factor | 0.06 | Expected payoff | -356.67 | ||
Absolute drawdown | 9273.30 | Maximal drawdown | 9630.40 (92.98%) | Relative drawdown | 92.98% (9630.40) |
Total trades | 26 | Short positions (won %) | 26 (30.77%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 8 (30.77%) | Loss trades (% of total) | 18 (69.23%) | ||
Largest | profit trade | 256.00 | loss trade | -4006.40 | |
Average | profit trade | 70.45 | loss trade | -546.49 | |
Maximum | consecutive wins (profit in money) | 3 (224.00) | consecutive losses (loss in money) | 12 (-9756.70) | |
Maximal | consecutive profit (count of wins) | 297.60 (2) | consecutive loss (count of losses) | -9756.70 (12) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 0.10 | 1.61221 | 0.00000 | 1.61181 | ||
2 | 2010.01.04 00:05 | sell | 2 | 0.20 | 1.61248 | 0.00000 | 1.61208 | ||
3 | 2010.01.04 00:10 | sell | 3 | 0.40 | 1.61328 | 0.00000 | 1.61288 | ||
4 | 2010.01.04 00:15 | sell | 4 | 0.80 | 1.61409 | 0.00000 | 1.61369 | ||
5 | 2010.01.04 00:20 | sell | 5 | 1.60 | 1.61489 | 0.00000 | 1.61449 | ||
6 | 2010.01.04 00:50 | sell | 6 | 3.20 | 1.61519 | 0.00000 | 1.61479 | ||
7 | 2010.01.04 01:20 | t/p | 4 | 0.80 | 1.61369 | 0.00000 | 1.61369 | 32.00 | 10032.00 |
8 | 2010.01.04 01:20 | t/p | 5 | 1.60 | 1.61449 | 0.00000 | 1.61449 | 64.00 | 10096.00 |
9 | 2010.01.04 01:20 | t/p | 6 | 3.20 | 1.61479 | 0.00000 | 1.61479 | 128.00 | 10224.00 |
10 | 2010.01.04 01:20 | close | 3 | 0.40 | 1.61333 | 0.00000 | 1.61288 | -2.00 | 10222.00 |
11 | 2010.01.04 01:22 | close | 2 | 0.20 | 1.61407 | 0.00000 | 1.61208 | -31.80 | 10190.20 |
12 | 2010.01.04 01:25 | close | 1 | 0.10 | 1.61370 | 0.00000 | 1.61181 | -14.90 | 10175.30 |
13 | 2010.01.04 01:27 | sell | 7 | 0.10 | 1.61200 | 0.00000 | 1.61160 | ||
14 | 2010.01.04 01:27 | sell | 8 | 0.20 | 1.61298 | 0.00000 | 1.61258 | ||
15 | 2010.01.04 02:40 | t/p | 8 | 0.20 | 1.61258 | 0.00000 | 1.61258 | 8.00 | 10183.30 |
16 | 2010.01.04 02:40 | close | 7 | 0.10 | 1.61248 | 0.00000 | 1.61160 | -4.80 | 10178.50 |
17 | 2010.01.04 02:43 | sell | 9 | 0.10 | 1.60988 | 0.00000 | 1.60948 | ||
18 | 2010.01.04 03:15 | sell | 10 | 0.20 | 1.61059 | 0.00000 | 1.61019 | ||
19 | 2010.01.04 03:20 | sell | 11 | 0.40 | 1.61136 | 0.00000 | 1.61096 | ||
20 | 2010.01.04 03:50 | sell | 12 | 0.80 | 1.61177 | 0.00000 | 1.61137 | ||
21 | 2010.01.04 04:40 | t/p | 12 | 0.80 | 1.61137 | 0.00000 | 1.61137 | 32.00 | 10210.50 |
22 | 2010.01.04 04:40 | close | 11 | 0.40 | 1.61131 | 0.00000 | 1.61096 | 2.00 | 10212.50 |
23 | 2010.01.04 04:42 | close | 10 | 0.20 | 1.61153 | 0.00000 | 1.61019 | -18.80 | 10193.70 |
24 | 2010.01.04 04:45 | close | 9 | 0.10 | 1.61067 | 0.00000 | 1.60948 | -7.90 | 10185.80 |
25 | 2010.01.04 04:47 | sell | 13 | 0.10 | 1.60807 | 0.00000 | 1.60767 | ||
26 | 2010.01.04 04:59 | sell | 14 | 0.20 | 1.60875 | 0.00000 | 1.60835 | ||
27 | 2010.01.04 05:15 | sell | 15 | 0.40 | 1.60914 | 0.00000 | 1.60874 | ||
28 | 2010.01.04 05:20 | sell | 16 | 0.80 | 1.60945 | 0.00000 | 1.60905 | ||
29 | 2010.01.04 05:32 | sell | 17 | 1.60 | 1.60990 | 0.00000 | 1.60950 | ||
30 | 2010.01.04 05:37 | sell | 18 | 3.20 | 1.61009 | 0.00000 | 1.60969 | ||
31 | 2010.01.04 07:02 | sell | 19 | 6.40 | 1.61041 | 0.00000 | 1.61001 | ||
32 | 2010.01.04 07:50 | t/p | 19 | 6.40 | 1.61001 | 0.00000 | 1.61001 | 256.00 | 10441.80 |
33 | 2010.01.04 07:50 | close | 18 | 3.20 | 1.60996 | 0.00000 | 1.60969 | 41.60 | 10483.40 |
34 | 2010.01.04 07:52 | close | 17 | 1.60 | 1.61040 | 0.00000 | 1.60950 | -80.00 | 10403.40 |
35 | 2010.01.04 07:55 | close | 16 | 0.80 | 1.61018 | 0.00000 | 1.60905 | -58.40 | 10345.00 |
36 | 2010.01.04 07:57 | close | 15 | 0.40 | 1.61084 | 0.00000 | 1.60874 | -68.00 | 10277.00 |
37 | 2010.01.04 07:59 | close | 14 | 0.20 | 1.61157 | 0.00000 | 1.60835 | -56.40 | 10220.60 |
38 | 2010.01.04 08:00 | close | 13 | 0.10 | 1.61150 | 0.00000 | 1.60767 | -34.30 | 10186.30 |
39 | 2010.01.04 08:03 | sell | 20 | 0.10 | 1.60767 | 0.00000 | 1.60727 | ||
40 | 2010.01.04 08:06 | sell | 21 | 0.20 | 1.60792 | 0.00000 | 1.60752 | ||
41 | 2010.01.04 08:40 | sell | 22 | 0.40 | 1.60812 | 0.00000 | 1.60772 | ||
42 | 2010.01.04 08:45 | sell | 23 | 0.80 | 1.60958 | 0.00000 | 1.60918 | ||
43 | 2010.01.04 08:50 | sell | 24 | 1.60 | 1.61105 | 0.00000 | 1.61065 | ||
44 | 2010.01.04 09:10 | sell | 25 | 3.20 | 1.61166 | 0.00000 | 1.61126 | ||
45 | 2010.01.04 09:15 | sell | 26 | 6.40 | 1.61323 | 0.00000 | 1.61283 | ||
46 | 2010.01.04 10:10 | close at stop | 26 | 6.40 | 1.61949 | 0.00000 | 1.61283 | -4006.40 | 6179.90 |
47 | 2010.01.04 10:10 | close at stop | 25 | 3.20 | 1.61949 | 0.00000 | 1.61126 | -2505.60 | 3674.30 |
48 | 2010.01.04 10:10 | close at stop | 24 | 1.60 | 1.61949 | 0.00000 | 1.61065 | -1350.40 | 2323.90 |
49 | 2010.01.04 10:10 | close at stop | 23 | 0.80 | 1.61949 | 0.00000 | 1.60918 | -792.80 | 1531.10 |
50 | 2010.01.04 10:10 | close at stop | 22 | 0.40 | 1.61949 | 0.00000 | 1.60772 | -454.80 | 1076.30 |
51 | 2010.01.04 10:10 | close at stop | 21 | 0.20 | 1.61949 | 0.00000 | 1.60752 | -231.40 | 844.90 |
52 | 2010.01.04 10:10 | close at stop | 20 | 0.10 | 1.61949 | 0.00000 | 1.60727 | -118.20 | 726.70 |