Strategy Tester Report
Goldwarrior02b_v2
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 | Lots=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -933.32 | Gross profit | 1370.07 | Gross loss | -2303.39 |
Profit factor | 0.59 | Expected payoff | -16.37 | ||
Absolute drawdown | 3597.88 | Maximal drawdown | 3797.00 (37.23%) | Relative drawdown | 37.23% (3797.00) |
Total trades | 57 | Short positions (won %) | 28 (57.14%) | Long positions (won %) | 29 (62.07%) |
Profit trades (% of total) | 34 (59.65%) | Loss trades (% of total) | 23 (40.35%) | ||
Largest | profit trade | 450.00 | loss trade | -100.66 | |
Average | profit trade | 40.30 | loss trade | -100.15 | |
Maximum | consecutive wins (profit in money) | 8 (555.00) | consecutive losses (loss in money) | 4 (-401.10) | |
Maximal | consecutive profit (count of wins) | 555.00 (8) | consecutive loss (count of losses) | -401.10 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 00:59 | buy | 1 | 0.10 | 1.61392 | 1.60392 | 1.61542 | ||
2 | 2010.01.05 09:20 | s/l | 1 | 0.10 | 1.60392 | 1.60392 | 1.61542 | -100.00 | 9900.00 |
3 | 2010.01.06 10:59 | sell | 2 | 0.10 | 1.60212 | 1.61212 | 1.60062 | ||
4 | 2010.01.06 12:50 | t/p | 2 | 0.10 | 1.60062 | 1.61212 | 1.60062 | 15.00 | 9915.00 |
5 | 2010.01.08 11:59 | sell | 3 | 0.10 | 1.60155 | 1.61155 | 1.60005 | ||
6 | 2010.01.08 14:07 | t/p | 3 | 0.10 | 1.60005 | 1.61155 | 1.60005 | 15.00 | 9930.00 |
7 | 2010.01.12 02:59 | buy | 4 | 0.10 | 1.61090 | 1.60090 | 1.61240 | ||
8 | 2010.01.12 07:50 | t/p | 4 | 0.10 | 1.61240 | 1.60090 | 1.61240 | 15.00 | 9945.00 |
9 | 2010.01.12 14:59 | sell | 5 | 0.10 | 1.61288 | 1.62288 | 1.61138 | ||
10 | 2010.01.13 07:20 | s/l | 5 | 0.10 | 1.62288 | 1.62288 | 1.61138 | -100.22 | 9844.78 |
11 | 2010.01.13 08:59 | sell | 6 | 0.10 | 1.62133 | 1.63133 | 1.61983 | ||
12 | 2010.01.13 13:15 | s/l | 6 | 0.10 | 1.63133 | 1.63133 | 1.61983 | -100.00 | 9744.78 |
13 | 2010.01.13 13:59 | sell | 7 | 0.10 | 1.62737 | 1.63737 | 1.62587 | ||
14 | 2010.01.14 19:50 | s/l | 7 | 0.10 | 1.63737 | 1.63737 | 1.62587 | -100.66 | 9644.12 |
15 | 2010.01.19 02:59 | sell | 8 | 0.10 | 1.64185 | 1.65185 | 1.64035 | ||
16 | 2010.01.19 12:15 | t/p | 8 | 0.10 | 1.64035 | 1.65185 | 1.64035 | 15.00 | 9659.12 |
17 | 2010.01.21 09:59 | buy | 9 | 0.10 | 1.62113 | 1.61113 | 1.62263 | ||
18 | 2010.01.21 16:02 | t/p | 9 | 0.10 | 1.62263 | 1.61113 | 1.62263 | 15.00 | 9674.12 |
19 | 2010.01.22 10:59 | sell | 10 | 0.10 | 1.62217 | 1.63217 | 1.62067 | ||
20 | 2010.01.22 12:50 | t/p | 10 | 0.10 | 1.62067 | 1.63217 | 1.62067 | 15.00 | 9689.12 |
21 | 2010.01.22 14:59 | buy | 11 | 0.10 | 1.61295 | 1.60295 | 1.61445 | ||
22 | 2010.01.22 17:37 | t/p | 11 | 0.10 | 1.61445 | 1.60295 | 1.61445 | 15.00 | 9704.12 |
23 | 2010.01.26 11:59 | buy | 12 | 0.10 | 1.61470 | 1.60470 | 1.61620 | ||
24 | 2010.01.26 16:20 | t/p | 12 | 0.10 | 1.61620 | 1.60470 | 1.61620 | 15.00 | 9719.12 |
25 | 2010.01.27 10:59 | buy | 13 | 0.10 | 1.62140 | 1.61140 | 1.62290 | ||
26 | 2010.01.27 11:02 | sell | 14 | 3.00 | 1.61836 | 1.62836 | 1.61686 | ||
27 | 2010.01.27 12:50 | t/p | 13 | 0.10 | 1.62290 | 1.61140 | 1.62290 | 15.00 | 9734.12 |
28 | 2010.01.27 21:20 | t/p | 14 | 3.00 | 1.61686 | 1.62836 | 1.61686 | 450.00 | 10184.12 |
29 | 2010.01.28 10:59 | sell | 15 | 0.10 | 1.62569 | 1.63569 | 1.62419 | ||
30 | 2010.01.28 15:50 | t/p | 15 | 0.10 | 1.62419 | 1.63569 | 1.62419 | 15.00 | 10199.12 |
31 | 2010.01.29 16:59 | buy | 16 | 0.10 | 1.60502 | 1.59502 | 1.60652 | ||
32 | 2010.02.01 00:00 | s/l | 16 | 0.10 | 1.59502 | 1.59502 | 1.60652 | -100.01 | 10099.11 |
33 | 2010.02.02 04:59 | sell | 17 | 0.10 | 1.59319 | 1.60319 | 1.59169 | ||
34 | 2010.02.03 01:50 | s/l | 17 | 0.10 | 1.60319 | 1.60319 | 1.59169 | -100.22 | 9998.89 |
35 | 2010.02.03 10:59 | sell | 18 | 0.10 | 1.60251 | 1.61251 | 1.60101 | ||
36 | 2010.02.03 12:50 | t/p | 18 | 0.10 | 1.60101 | 1.61251 | 1.60101 | 15.00 | 10013.89 |
37 | 2010.02.03 15:59 | buy | 19 | 0.10 | 1.59907 | 1.58907 | 1.60057 | ||
38 | 2010.02.03 20:20 | s/l | 19 | 0.10 | 1.58907 | 1.58907 | 1.60057 | -100.00 | 9913.89 |
39 | 2010.02.04 11:59 | buy | 20 | 0.10 | 1.58729 | 1.57729 | 1.58879 | ||
40 | 2010.02.04 16:20 | s/l | 20 | 0.10 | 1.57729 | 1.57729 | 1.58879 | -100.00 | 9813.89 |
41 | 2010.02.09 13:59 | buy | 21 | 0.10 | 1.56619 | 1.55619 | 1.56769 | ||
42 | 2010.02.09 17:50 | t/p | 21 | 0.10 | 1.56769 | 1.55619 | 1.56769 | 15.00 | 9828.89 |
43 | 2010.02.10 14:59 | buy | 22 | 0.10 | 1.56412 | 1.55412 | 1.56562 | ||
44 | 2010.02.11 05:03 | t/p | 22 | 0.10 | 1.56562 | 1.55412 | 1.56562 | 14.97 | 9843.86 |
45 | 2010.02.15 13:59 | sell | 23 | 0.10 | 1.56874 | 1.57874 | 1.56724 | ||
46 | 2010.02.16 15:20 | t/p | 23 | 0.10 | 1.56724 | 1.57874 | 1.56724 | 14.78 | 9858.64 |
47 | 2010.02.16 16:59 | buy | 24 | 0.10 | 1.57025 | 1.56025 | 1.57175 | ||
48 | 2010.02.16 17:40 | t/p | 24 | 0.10 | 1.57175 | 1.56025 | 1.57175 | 15.00 | 9873.64 |
49 | 2010.02.16 19:59 | sell | 25 | 0.10 | 1.57895 | 1.58895 | 1.57745 | ||
50 | 2010.02.17 10:32 | t/p | 25 | 0.10 | 1.57745 | 1.58895 | 1.57745 | 14.78 | 9888.42 |
51 | 2010.02.17 18:59 | buy | 26 | 0.10 | 1.57231 | 1.56231 | 1.57381 | ||
52 | 2010.02.18 08:50 | s/l | 26 | 0.10 | 1.56231 | 1.56231 | 1.57381 | -100.03 | 9788.39 |
53 | 2010.02.18 23:59 | buy | 27 | 0.10 | 1.55079 | 1.54079 | 1.55229 | ||
54 | 2010.02.19 00:50 | s/l | 27 | 0.10 | 1.54079 | 1.54079 | 1.55229 | -100.01 | 9688.38 |
55 | 2010.02.19 01:59 | buy | 28 | 0.10 | 1.54694 | 1.53694 | 1.54844 | ||
56 | 2010.02.19 10:45 | s/l | 28 | 0.10 | 1.53694 | 1.53694 | 1.54844 | -100.00 | 9588.38 |
57 | 2010.02.23 06:59 | sell | 29 | 0.10 | 1.55274 | 1.56274 | 1.55124 | ||
58 | 2010.02.23 10:20 | t/p | 29 | 0.10 | 1.55124 | 1.56274 | 1.55124 | 15.00 | 9603.38 |
59 | 2010.02.24 19:59 | buy | 30 | 0.10 | 1.54383 | 1.53383 | 1.54533 | ||
60 | 2010.02.25 05:15 | s/l | 30 | 0.10 | 1.53383 | 1.53383 | 1.54533 | -100.03 | 9503.35 |
61 | 2010.02.26 14:59 | buy | 31 | 0.10 | 1.52214 | 1.51214 | 1.52364 | ||
62 | 2010.02.26 17:15 | t/p | 31 | 0.10 | 1.52364 | 1.51214 | 1.52364 | 15.00 | 9518.35 |
63 | 2010.03.01 12:59 | buy | 32 | 0.10 | 1.49026 | 1.48026 | 1.49176 | ||
64 | 2010.03.01 14:10 | t/p | 32 | 0.10 | 1.49176 | 1.48026 | 1.49176 | 15.00 | 9533.35 |
65 | 2010.03.04 09:59 | buy | 33 | 0.10 | 1.50866 | 1.49866 | 1.51016 | ||
66 | 2010.03.04 11:50 | t/p | 33 | 0.10 | 1.51016 | 1.49866 | 1.51016 | 15.00 | 9548.35 |
67 | 2010.03.05 18:59 | sell | 34 | 0.10 | 1.51148 | 1.52148 | 1.50998 | ||
68 | 2010.03.08 03:50 | s/l | 34 | 0.10 | 1.52148 | 1.52148 | 1.50998 | -100.22 | 9448.13 |
69 | 2010.03.08 17:59 | buy | 35 | 0.10 | 1.50867 | 1.49867 | 1.51017 | ||
70 | 2010.03.09 07:50 | s/l | 35 | 0.10 | 1.49867 | 1.49867 | 1.51017 | -100.01 | 9348.12 |
71 | 2010.03.10 01:59 | sell | 36 | 0.10 | 1.49789 | 1.50789 | 1.49639 | ||
72 | 2010.03.10 08:05 | buy | 37 | 3.00 | 1.49708 | 1.48708 | 1.49858 | ||
73 | 2010.03.10 08:15 | t/p | 36 | 0.10 | 1.49639 | 1.50789 | 1.49639 | 15.00 | 9363.12 |
74 | 2010.03.10 17:15 | close | 37 | 3.00 | 1.49855 | 1.48708 | 1.49858 | 441.00 | 9804.12 |
75 | 2010.03.11 12:59 | sell | 38 | 0.10 | 1.50323 | 1.51323 | 1.50173 | ||
76 | 2010.03.12 09:20 | s/l | 38 | 0.10 | 1.51323 | 1.51323 | 1.50173 | -100.22 | 9703.90 |
77 | 2010.03.12 11:59 | sell | 39 | 0.10 | 1.51543 | 1.52543 | 1.51393 | ||
78 | 2010.03.15 09:45 | t/p | 39 | 0.10 | 1.51393 | 1.52543 | 1.51393 | 14.78 | 9718.68 |
79 | 2010.03.15 11:59 | buy | 40 | 0.10 | 1.50545 | 1.49545 | 1.50695 | ||
80 | 2010.03.15 14:50 | t/p | 40 | 0.10 | 1.50695 | 1.49545 | 1.50695 | 15.00 | 9733.68 |
81 | 2010.03.16 09:59 | buy | 41 | 0.10 | 1.50714 | 1.49714 | 1.50864 | ||
82 | 2010.03.16 10:45 | t/p | 41 | 0.10 | 1.50864 | 1.49714 | 1.50864 | 15.00 | 9748.68 |
83 | 2010.03.16 11:59 | sell | 42 | 0.10 | 1.50997 | 1.51997 | 1.50847 | ||
84 | 2010.03.16 15:40 | s/l | 42 | 0.10 | 1.51997 | 1.51997 | 1.50847 | -100.00 | 9648.68 |
85 | 2010.03.17 12:59 | sell | 43 | 0.10 | 1.53291 | 1.54291 | 1.53141 | ||
86 | 2010.03.17 16:32 | t/p | 43 | 0.10 | 1.53141 | 1.54291 | 1.53141 | 15.00 | 9663.68 |
87 | 2010.03.19 09:59 | buy | 44 | 0.10 | 1.51725 | 1.50725 | 1.51875 | ||
88 | 2010.03.19 15:20 | s/l | 44 | 0.10 | 1.50725 | 1.50725 | 1.51875 | -100.00 | 9563.68 |
89 | 2010.03.25 19:59 | buy | 45 | 0.10 | 1.48489 | 1.47489 | 1.48639 | ||
90 | 2010.03.26 01:20 | t/p | 45 | 0.10 | 1.48639 | 1.47489 | 1.48639 | 14.99 | 9578.67 |
91 | 2010.03.29 01:59 | sell | 46 | 0.10 | 1.49123 | 1.50123 | 1.48973 | ||
92 | 2010.03.29 09:20 | s/l | 46 | 0.10 | 1.50123 | 1.50123 | 1.48973 | -100.00 | 9478.67 |
93 | 2010.03.29 10:59 | sell | 47 | 0.10 | 1.49756 | 1.50756 | 1.49606 | ||
94 | 2010.03.30 08:15 | s/l | 47 | 0.10 | 1.50756 | 1.50756 | 1.49606 | -100.22 | 9378.45 |
95 | 2010.03.30 11:59 | sell | 48 | 0.10 | 1.50761 | 1.51761 | 1.50611 | ||
96 | 2010.03.31 10:50 | s/l | 48 | 0.10 | 1.51761 | 1.51761 | 1.50611 | -100.22 | 9278.23 |
97 | 2010.03.31 11:59 | sell | 49 | 0.10 | 1.51506 | 1.52506 | 1.51356 | ||
98 | 2010.04.01 02:15 | s/l | 49 | 0.10 | 1.52506 | 1.52506 | 1.51356 | -100.66 | 9177.57 |
99 | 2010.04.02 13:59 | buy | 50 | 0.10 | 1.52782 | 1.51782 | 1.52932 | ||
100 | 2010.04.05 15:20 | t/p | 50 | 0.10 | 1.52932 | 1.51782 | 1.52932 | 14.99 | 9192.56 |
101 | 2010.04.05 17:59 | sell | 51 | 0.10 | 1.52814 | 1.53814 | 1.52664 | ||
102 | 2010.04.06 03:20 | t/p | 51 | 0.10 | 1.52664 | 1.53814 | 1.52664 | 14.78 | 9207.34 |
103 | 2010.04.06 06:59 | buy | 52 | 0.10 | 1.52454 | 1.51454 | 1.52604 | ||
104 | 2010.04.06 10:50 | s/l | 52 | 0.10 | 1.51454 | 1.51454 | 1.52604 | -100.00 | 9107.34 |
105 | 2010.04.07 13:59 | buy | 53 | 0.10 | 1.52099 | 1.51099 | 1.52249 | ||
106 | 2010.04.07 16:20 | t/p | 53 | 0.10 | 1.52249 | 1.51099 | 1.52249 | 15.00 | 9122.34 |
107 | 2010.04.09 10:59 | sell | 54 | 0.10 | 1.53728 | 1.54728 | 1.53578 | ||
108 | 2010.04.09 15:15 | t/p | 54 | 0.10 | 1.53578 | 1.54728 | 1.53578 | 15.00 | 9137.34 |
109 | 2010.04.13 13:59 | sell | 55 | 0.10 | 1.54150 | 1.55150 | 1.54000 | ||
110 | 2010.04.13 16:20 | t/p | 55 | 0.10 | 1.54000 | 1.55150 | 1.54000 | 15.00 | 9152.34 |
111 | 2010.04.14 12:59 | sell | 56 | 0.10 | 1.54194 | 1.55194 | 1.54044 | ||
112 | 2010.04.15 02:20 | s/l | 56 | 0.10 | 1.55194 | 1.55194 | 1.54044 | -100.66 | 9051.68 |
113 | 2010.04.15 12:59 | buy | 57 | 0.10 | 1.54385 | 1.53385 | 1.54535 | ||
114 | 2010.04.15 15:45 | t/p | 57 | 0.10 | 1.54535 | 1.53385 | 1.54535 | 15.00 | 9066.68 |