Strategy Tester Report
gpfTCPivotLimit_v1
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; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1682.60 | Gross profit | 518.06 | Gross loss | -2200.66 |
Profit factor | 0.24 | Expected payoff | -37.39 | ||
Absolute drawdown | 1768.10 | Maximal drawdown | 1821.90 (18.12%) | Relative drawdown | 18.12% (1821.90) |
Total trades | 45 | Short positions (won %) | 20 (60.00%) | Long positions (won %) | 25 (56.00%) |
Profit trades (% of total) | 26 (57.78%) | Loss trades (% of total) | 19 (42.22%) | ||
Largest | profit trade | 62.38 | loss trade | -209.71 | |
Average | profit trade | 19.93 | loss trade | -115.82 | |
Maximum | consecutive wins (profit in money) | 4 (79.76) | consecutive losses (loss in money) | 4 (-548.44) | |
Maximal | consecutive profit (count of wins) | 84.88 (3) | consecutive loss (count of losses) | -548.44 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:00 | sell | 1 | 0.10 | 1.62197 | 1.63302 | 1.60492 | ||
2 | 2010.01.04 14:00 | modify | 1 | 0.10 | 1.62197 | 1.61777 | 1.60492 | ||
3 | 2010.01.04 14:10 | s/l | 1 | 0.10 | 1.61777 | 1.61777 | 1.60492 | 42.00 | 10042.00 |
4 | 2010.01.05 16:00 | buy | 2 | 0.10 | 1.60723 | 1.59447 | 1.62007 | ||
5 | 2010.01.06 01:50 | s/l | 2 | 0.10 | 1.59447 | 1.59447 | 1.62007 | -127.61 | 9914.39 |
6 | 2010.01.07 21:00 | buy | 3 | 0.10 | 1.59702 | 1.58758 | 1.60672 | ||
7 | 2010.01.08 10:00 | modify | 3 | 0.10 | 1.59702 | 1.60121 | 1.60672 | ||
8 | 2010.01.08 11:00 | modify | 3 | 0.10 | 1.59702 | 1.60274 | 1.60672 | ||
9 | 2010.01.08 11:10 | s/l | 3 | 0.10 | 1.60274 | 1.60274 | 1.60672 | 57.19 | 9971.58 |
10 | 2010.01.08 12:00 | sell | 4 | 0.10 | 1.60151 | 1.61219 | 1.58607 | ||
11 | 2010.01.08 14:00 | modify | 4 | 0.10 | 1.60151 | 1.60098 | 1.58607 | ||
12 | 2010.01.08 14:10 | s/l | 4 | 0.10 | 1.60098 | 1.60098 | 1.58607 | 5.30 | 9976.88 |
13 | 2010.01.11 22:00 | sell | 5 | 0.10 | 1.61057 | 1.62104 | 1.59198 | ||
14 | 2010.01.12 05:00 | modify | 5 | 0.10 | 1.61057 | 1.61053 | 1.59198 | ||
15 | 2010.01.12 05:10 | s/l | 5 | 0.10 | 1.61053 | 1.61053 | 1.59198 | 0.18 | 9977.06 |
16 | 2010.01.12 18:00 | sell | 6 | 0.10 | 1.61788 | 1.62563 | 1.60496 | ||
17 | 2010.01.13 08:50 | s/l | 6 | 0.10 | 1.62563 | 1.62563 | 1.60496 | -77.72 | 9899.34 |
18 | 2010.01.13 09:00 | sell | 7 | 0.10 | 1.62129 | 1.62732 | 1.60879 | ||
19 | 2010.01.13 10:20 | s/l | 7 | 0.10 | 1.62732 | 1.62732 | 1.60879 | -60.30 | 9839.04 |
20 | 2010.01.14 21:00 | sell | 8 | 0.10 | 1.63318 | 1.64068 | 1.61653 | ||
21 | 2010.01.15 12:00 | modify | 8 | 0.10 | 1.63318 | 1.63168 | 1.61653 | ||
22 | 2010.01.15 12:02 | s/l | 8 | 0.10 | 1.63168 | 1.63168 | 1.61653 | 14.78 | 9853.82 |
23 | 2010.01.15 13:00 | buy | 9 | 0.10 | 1.63162 | 1.62133 | 1.63717 | ||
24 | 2010.01.15 17:32 | s/l | 9 | 0.10 | 1.62133 | 1.62133 | 1.63717 | -102.90 | 9750.92 |
25 | 2010.01.18 15:00 | sell | 10 | 0.10 | 1.63056 | 1.64194 | 1.61932 | ||
26 | 2010.01.19 01:45 | s/l | 10 | 0.10 | 1.64194 | 1.64194 | 1.61932 | -114.02 | 9636.90 |
27 | 2010.01.19 12:00 | sell | 11 | 0.10 | 1.63826 | 1.64546 | 1.62705 | ||
28 | 2010.01.19 13:00 | modify | 11 | 0.10 | 1.63826 | 1.63691 | 1.62705 | ||
29 | 2010.01.19 14:00 | modify | 11 | 0.10 | 1.63826 | 1.63641 | 1.62705 | ||
30 | 2010.01.19 14:15 | s/l | 11 | 0.10 | 1.63641 | 1.63641 | 1.62705 | 18.50 | 9655.40 |
31 | 2010.01.20 08:00 | buy | 12 | 0.10 | 1.63444 | 1.62313 | 1.64425 | ||
32 | 2010.01.21 08:50 | s/l | 12 | 0.10 | 1.62313 | 1.62313 | 1.64425 | -113.13 | 9542.27 |
33 | 2010.01.22 19:00 | buy | 13 | 0.10 | 1.61599 | 1.60243 | 1.62952 | ||
34 | 2010.01.25 12:00 | modify | 13 | 0.10 | 1.61599 | 1.61666 | 1.62952 | ||
35 | 2010.01.25 12:15 | s/l | 13 | 0.10 | 1.61666 | 1.61666 | 1.62952 | 6.69 | 9548.96 |
36 | 2010.01.25 19:00 | sell | 14 | 0.10 | 1.62308 | 1.63647 | 1.60307 | ||
37 | 2010.01.26 11:00 | modify | 14 | 0.10 | 1.62308 | 1.61682 | 1.60307 | ||
38 | 2010.01.26 11:02 | s/l | 14 | 0.10 | 1.61682 | 1.61682 | 1.60307 | 62.38 | 9611.34 |
39 | 2010.01.26 20:00 | buy | 15 | 0.10 | 1.61826 | 1.60362 | 1.63049 | ||
40 | 2010.01.27 11:00 | modify | 15 | 0.10 | 1.61826 | 1.61828 | 1.63049 | ||
41 | 2010.01.27 11:07 | s/l | 15 | 0.10 | 1.61828 | 1.61828 | 1.63049 | 0.19 | 9611.53 |
42 | 2010.02.01 11:00 | buy | 16 | 0.10 | 1.59469 | 1.58445 | 1.61165 | ||
43 | 2010.02.01 21:00 | modify | 16 | 0.10 | 1.59469 | 1.59500 | 1.61165 | ||
44 | 2010.02.01 22:00 | modify | 16 | 0.10 | 1.59469 | 1.59574 | 1.61165 | ||
45 | 2010.02.01 22:20 | s/l | 16 | 0.10 | 1.59574 | 1.59574 | 1.61165 | 10.50 | 9622.03 |
46 | 2010.02.04 14:00 | buy | 17 | 0.10 | 1.58881 | 1.57562 | 1.60216 | ||
47 | 2010.02.04 17:16 | s/l | 17 | 0.10 | 1.57562 | 1.57562 | 1.60216 | -131.90 | 9490.13 |
48 | 2010.02.05 13:00 | buy | 18 | 0.10 | 1.57480 | 1.56168 | 1.58792 | ||
49 | 2010.02.05 15:50 | s/l | 18 | 0.10 | 1.56168 | 1.56168 | 1.58792 | -131.20 | 9358.93 |
50 | 2010.02.08 09:00 | buy | 19 | 0.10 | 1.55936 | 1.54397 | 1.57565 | ||
51 | 2010.02.08 10:00 | modify | 19 | 0.10 | 1.55936 | 1.56151 | 1.57565 | ||
52 | 2010.02.08 10:10 | s/l | 19 | 0.10 | 1.56151 | 1.56151 | 1.57565 | 21.50 | 9380.43 |
53 | 2010.02.10 18:00 | buy | 20 | 0.10 | 1.56314 | 1.54865 | 1.57842 | ||
54 | 2010.02.11 03:00 | modify | 20 | 0.10 | 1.56314 | 1.56347 | 1.57842 | ||
55 | 2010.02.11 03:20 | s/l | 20 | 0.10 | 1.56347 | 1.56347 | 1.57842 | 3.27 | 9383.70 |
56 | 2010.02.12 13:00 | buy | 21 | 0.10 | 1.56422 | 1.54996 | 1.57543 | ||
57 | 2010.02.12 18:00 | modify | 21 | 0.10 | 1.56422 | 1.56645 | 1.57543 | ||
58 | 2010.02.12 18:02 | s/l | 21 | 0.10 | 1.56645 | 1.56645 | 1.57543 | 22.30 | 9406.00 |
59 | 2010.02.16 10:00 | sell | 22 | 0.10 | 1.57101 | 1.57746 | 1.56116 | ||
60 | 2010.02.16 14:00 | modify | 22 | 0.10 | 1.57101 | 1.57038 | 1.56116 | ||
61 | 2010.02.16 14:10 | s/l | 22 | 0.10 | 1.57038 | 1.57038 | 1.56116 | 6.30 | 9412.30 |
62 | 2010.02.17 21:00 | buy | 23 | 0.10 | 1.57154 | 1.55672 | 1.58423 | ||
63 | 2010.02.18 14:50 | s/l | 23 | 0.10 | 1.55672 | 1.55672 | 1.58423 | -148.23 | 9264.07 |
64 | 2010.02.19 09:00 | buy | 24 | 0.10 | 1.54369 | 1.53278 | 1.56218 | ||
65 | 2010.02.19 19:00 | modify | 24 | 0.10 | 1.54369 | 1.54514 | 1.56218 | ||
66 | 2010.02.19 19:15 | s/l | 24 | 0.10 | 1.54514 | 1.54514 | 1.56218 | 14.50 | 9278.57 |
67 | 2010.02.23 17:00 | buy | 25 | 0.10 | 1.54772 | 1.53860 | 1.55249 | ||
68 | 2010.02.24 20:50 | s/l | 25 | 0.10 | 1.53860 | 1.53860 | 1.55249 | -91.21 | 9187.36 |
69 | 2010.02.26 18:00 | buy | 26 | 0.10 | 1.52662 | 1.50565 | 1.53882 | ||
70 | 2010.03.01 11:20 | s/l | 26 | 0.10 | 1.50565 | 1.50565 | 1.53882 | -209.71 | 8977.65 |
71 | 2010.03.03 02:00 | sell | 27 | 0.10 | 1.50198 | 1.50812 | 1.48775 | ||
72 | 2010.03.03 02:50 | s/l | 27 | 0.10 | 1.50812 | 1.50812 | 1.48775 | -61.40 | 8916.25 |
73 | 2010.03.08 19:00 | buy | 28 | 0.10 | 1.51109 | 1.49248 | 1.52056 | ||
74 | 2010.03.10 08:20 | s/l | 28 | 0.10 | 1.49248 | 1.49248 | 1.52056 | -186.12 | 8730.13 |
75 | 2010.03.10 17:00 | buy | 29 | 0.10 | 1.49982 | 1.48780 | 1.50575 | ||
76 | 2010.03.11 12:00 | modify | 29 | 0.10 | 1.49982 | 1.50480 | 1.50575 | ||
77 | 2010.03.11 12:02 | t/p | 29 | 0.10 | 1.50575 | 1.50480 | 1.50575 | 59.27 | 8789.40 |
78 | 2010.03.11 13:00 | sell | 30 | 0.10 | 1.50325 | 1.51004 | 1.48978 | ||
79 | 2010.03.11 16:00 | modify | 30 | 0.10 | 1.50325 | 1.50318 | 1.48978 | ||
80 | 2010.03.11 16:02 | s/l | 30 | 0.10 | 1.50318 | 1.50318 | 1.48978 | 0.70 | 8790.10 |
81 | 2010.03.11 19:00 | sell | 31 | 0.10 | 1.50354 | 1.51004 | 1.48978 | ||
82 | 2010.03.12 00:10 | s/l | 31 | 0.10 | 1.51004 | 1.51004 | 1.48978 | -65.22 | 8724.88 |
83 | 2010.03.17 15:00 | sell | 32 | 0.10 | 1.53211 | 1.54391 | 1.50532 | ||
84 | 2010.03.18 06:00 | modify | 32 | 0.10 | 1.53211 | 1.53172 | 1.50532 | ||
85 | 2010.03.18 06:20 | s/l | 32 | 0.10 | 1.53172 | 1.53172 | 1.50532 | 3.24 | 8728.12 |
86 | 2010.03.18 18:00 | buy | 33 | 0.10 | 1.52758 | 1.51295 | 1.53976 | ||
87 | 2010.03.19 10:07 | s/l | 33 | 0.10 | 1.51295 | 1.51295 | 1.53976 | -146.31 | 8581.81 |
88 | 2010.03.23 14:00 | buy | 34 | 0.10 | 1.50387 | 1.48694 | 1.51605 | ||
89 | 2010.03.23 16:00 | modify | 34 | 0.10 | 1.50387 | 1.50579 | 1.51605 | ||
90 | 2010.03.23 16:02 | s/l | 34 | 0.10 | 1.50579 | 1.50579 | 1.51605 | 19.20 | 8601.01 |
91 | 2010.03.24 08:00 | buy | 35 | 0.10 | 1.50092 | 1.48984 | 1.51068 | ||
92 | 2010.03.24 13:50 | s/l | 35 | 0.10 | 1.48984 | 1.48984 | 1.51068 | -110.80 | 8490.21 |
93 | 2010.03.25 12:00 | sell | 36 | 0.10 | 1.49737 | 1.51072 | 1.48145 | ||
94 | 2010.03.25 13:00 | modify | 36 | 0.10 | 1.49737 | 1.49728 | 1.48145 | ||
95 | 2010.03.25 13:02 | s/l | 36 | 0.10 | 1.49728 | 1.49728 | 1.48145 | 0.90 | 8491.11 |
96 | 2010.03.25 20:00 | buy | 37 | 0.10 | 1.48494 | 1.47426 | 1.49968 | ||
97 | 2010.03.26 03:00 | modify | 37 | 0.10 | 1.48494 | 1.48538 | 1.49968 | ||
98 | 2010.03.26 04:00 | modify | 37 | 0.10 | 1.48494 | 1.48741 | 1.49968 | ||
99 | 2010.03.26 04:15 | s/l | 37 | 0.10 | 1.48741 | 1.48741 | 1.49968 | 24.69 | 8515.80 |
100 | 2010.03.30 09:00 | sell | 38 | 0.10 | 1.50339 | 1.50910 | 1.49066 | ||
101 | 2010.03.30 10:02 | s/l | 38 | 0.10 | 1.50910 | 1.50910 | 1.49066 | -57.10 | 8458.70 |
102 | 2010.04.01 04:00 | sell | 39 | 0.10 | 1.52041 | 1.53014 | 1.50785 | ||
103 | 2010.04.01 16:46 | s/l | 39 | 0.10 | 1.53014 | 1.53014 | 1.50785 | -97.30 | 8361.40 |
104 | 2010.04.07 14:00 | buy | 40 | 0.10 | 1.52096 | 1.50551 | 1.53370 | ||
105 | 2010.04.07 18:00 | modify | 40 | 0.10 | 1.52096 | 1.52410 | 1.53370 | ||
106 | 2010.04.07 18:07 | s/l | 40 | 0.10 | 1.52410 | 1.52410 | 1.53370 | 31.40 | 8392.80 |
107 | 2010.04.08 11:00 | buy | 41 | 0.10 | 1.52232 | 1.50712 | 1.53009 | ||
108 | 2010.04.08 17:00 | modify | 41 | 0.10 | 1.52232 | 1.52419 | 1.53009 | ||
109 | 2010.04.08 18:00 | modify | 41 | 0.10 | 1.52232 | 1.52679 | 1.53009 | ||
110 | 2010.04.08 18:10 | s/l | 41 | 0.10 | 1.52679 | 1.52679 | 1.53009 | 44.70 | 8437.50 |
111 | 2010.04.12 16:00 | sell | 42 | 0.10 | 1.53806 | 1.54649 | 1.52886 | ||
112 | 2010.04.13 03:00 | modify | 42 | 0.10 | 1.53806 | 1.53716 | 1.52886 | ||
113 | 2010.04.13 03:10 | s/l | 42 | 0.10 | 1.53716 | 1.53716 | 1.52886 | 8.78 | 8446.28 |
114 | 2010.04.13 17:00 | sell | 43 | 0.10 | 1.53645 | 1.55321 | 1.53130 | ||
115 | 2010.04.15 04:32 | s/l | 43 | 0.10 | 1.55321 | 1.55321 | 1.53130 | -168.48 | 8277.80 |
116 | 2010.04.15 07:00 | sell | 44 | 0.10 | 1.55053 | 1.55625 | 1.53948 | ||
117 | 2010.04.15 11:00 | modify | 44 | 0.10 | 1.55053 | 1.54986 | 1.53948 | ||
118 | 2010.04.15 11:07 | s/l | 44 | 0.10 | 1.54986 | 1.54986 | 1.53948 | 6.70 | 8284.50 |
119 | 2010.04.15 14:00 | buy | 45 | 0.10 | 1.54620 | 1.53229 | 1.55146 | ||
120 | 2010.04.15 17:00 | modify | 45 | 0.10 | 1.54620 | 1.54949 | 1.55146 | ||
121 | 2010.04.15 17:20 | s/l | 45 | 0.10 | 1.54949 | 1.54949 | 1.55146 | 32.90 | 8317.40 |