Strategy Tester Report
Join the dots
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 | ExpertID=994488; TakeProfit=300; StopLoss=50; LotSize=0.1; useStopLoss=false; Slippage=10; BuyComment=""Join"; SellComment=""Join"; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1728.99 | Gross profit | 927.25 | Gross loss | -2656.24 |
Profit factor | 0.35 | Expected payoff | -35.29 | ||
Absolute drawdown | 2050.70 | Maximal drawdown | 2093.85 (20.85%) | Relative drawdown | 20.85% (2093.85) |
Total trades | 49 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 27 (62.96%) |
Profit trades (% of total) | 31 (63.27%) | Loss trades (% of total) | 18 (36.73%) | ||
Largest | profit trade | 30.00 | loss trade | -363.44 | |
Average | profit trade | 29.91 | loss trade | -147.57 | |
Maximum | consecutive wins (profit in money) | 6 (178.23) | consecutive losses (loss in money) | 3 (-687.78) | |
Maximal | consecutive profit (count of wins) | 178.23 (6) | consecutive loss (count of losses) | -687.78 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:07 | buy | 1 | 0.10 | 1.61475 | 0.00000 | 1.61775 | ||
2 | 2010.01.04 10:20 | t/p | 1 | 0.10 | 1.61775 | 0.00000 | 1.61775 | 30.00 | 10030.00 |
3 | 2010.01.04 17:10 | buy | 2 | 0.10 | 1.61422 | 0.00000 | 1.61722 | ||
4 | 2010.01.06 09:15 | close | 2 | 0.10 | 1.60354 | 0.00000 | 1.61722 | -106.82 | 9923.18 |
5 | 2010.01.06 09:15 | sell | 3 | 0.10 | 1.60354 | 0.00000 | 1.60054 | ||
6 | 2010.01.06 13:15 | t/p | 3 | 0.10 | 1.60054 | 0.00000 | 1.60054 | 30.00 | 9953.18 |
7 | 2010.01.08 13:15 | buy | 4 | 0.10 | 1.60228 | 0.00000 | 1.60528 | ||
8 | 2010.01.08 14:40 | t/p | 4 | 0.10 | 1.60528 | 0.00000 | 1.60528 | 30.00 | 9983.18 |
9 | 2010.01.08 14:40 | buy | 5 | 0.10 | 1.60814 | 0.00000 | 1.61114 | ||
10 | 2010.01.11 08:15 | t/p | 5 | 0.10 | 1.61114 | 0.00000 | 1.61114 | 29.99 | 10013.17 |
11 | 2010.01.11 15:15 | buy | 6 | 0.10 | 1.61643 | 0.00000 | 1.61943 | ||
12 | 2010.01.13 07:15 | t/p | 6 | 0.10 | 1.61943 | 0.00000 | 1.61943 | 29.98 | 10043.15 |
13 | 2010.01.18 04:20 | sell | 7 | 0.10 | 1.62955 | 0.00000 | 1.62655 | ||
14 | 2010.01.19 06:20 | close | 7 | 0.10 | 1.64249 | 0.00000 | 1.62655 | -129.62 | 9913.53 |
15 | 2010.01.19 06:20 | buy | 8 | 0.10 | 1.64249 | 0.00000 | 1.64549 | ||
16 | 2010.01.19 10:37 | t/p | 8 | 0.10 | 1.64549 | 0.00000 | 1.64549 | 30.00 | 9943.53 |
17 | 2010.01.19 10:37 | buy | 9 | 0.10 | 1.64857 | 0.00000 | 1.65157 | ||
18 | 2010.01.21 01:20 | close | 9 | 0.10 | 1.63108 | 0.00000 | 1.65157 | -174.94 | 9768.59 |
19 | 2010.01.21 01:20 | sell | 10 | 0.10 | 1.63108 | 0.00000 | 1.62808 | ||
20 | 2010.01.21 03:20 | t/p | 10 | 0.10 | 1.62808 | 0.00000 | 1.62808 | 30.00 | 9798.59 |
21 | 2010.01.21 15:15 | sell | 11 | 0.10 | 1.62025 | 0.00000 | 1.61725 | ||
22 | 2010.01.21 17:20 | t/p | 11 | 0.10 | 1.61725 | 0.00000 | 1.61725 | 30.00 | 9828.59 |
23 | 2010.01.21 17:50 | sell | 12 | 0.10 | 1.62384 | 0.00000 | 1.62084 | ||
24 | 2010.01.22 00:20 | t/p | 12 | 0.10 | 1.62084 | 0.00000 | 1.62084 | 29.78 | 9858.37 |
25 | 2010.01.22 18:20 | sell | 13 | 0.10 | 1.61485 | 0.00000 | 1.61185 | ||
26 | 2010.01.26 05:20 | close | 13 | 0.10 | 1.62374 | 0.00000 | 1.61185 | -89.34 | 9769.03 |
27 | 2010.01.26 05:20 | buy | 14 | 0.10 | 1.62374 | 0.00000 | 1.62674 | ||
28 | 2010.01.28 09:20 | t/p | 14 | 0.10 | 1.62674 | 0.00000 | 1.62674 | 29.96 | 9798.99 |
29 | 2010.01.28 16:05 | buy | 15 | 0.10 | 1.62301 | 0.00000 | 1.62601 | ||
30 | 2010.01.29 04:15 | close | 15 | 0.10 | 1.61516 | 0.00000 | 1.62601 | -78.51 | 9720.48 |
31 | 2010.01.29 04:15 | sell | 16 | 0.10 | 1.61516 | 0.00000 | 1.61216 | ||
32 | 2010.01.29 14:45 | t/p | 16 | 0.10 | 1.61216 | 0.00000 | 1.61216 | 30.00 | 9750.48 |
33 | 2010.02.01 07:50 | sell | 17 | 0.10 | 1.59622 | 0.00000 | 1.59322 | ||
34 | 2010.02.01 10:50 | t/p | 17 | 0.10 | 1.59322 | 0.00000 | 1.59322 | 30.00 | 9780.48 |
35 | 2010.02.01 18:50 | sell | 18 | 0.10 | 1.59484 | 0.00000 | 1.59184 | ||
36 | 2010.02.03 12:02 | close | 18 | 0.10 | 1.60156 | 0.00000 | 1.59184 | -67.64 | 9712.84 |
37 | 2010.02.03 12:02 | buy | 19 | 0.10 | 1.60156 | 0.00000 | 1.60456 | ||
38 | 2010.02.12 18:50 | close | 19 | 0.10 | 1.56616 | 0.00000 | 1.60456 | -354.11 | 9358.73 |
39 | 2010.02.12 18:50 | sell | 20 | 0.10 | 1.56616 | 0.00000 | 1.56316 | ||
40 | 2010.02.16 13:50 | close | 20 | 0.10 | 1.56892 | 0.00000 | 1.56316 | -28.04 | 9330.69 |
41 | 2010.02.16 13:50 | buy | 21 | 0.10 | 1.56892 | 0.00000 | 1.57192 | ||
42 | 2010.02.16 17:40 | t/p | 21 | 0.10 | 1.57192 | 0.00000 | 1.57192 | 30.00 | 9360.69 |
43 | 2010.02.17 02:20 | buy | 22 | 0.10 | 1.57984 | 0.00000 | 1.58284 | ||
44 | 2010.02.19 17:15 | close | 22 | 0.10 | 1.54350 | 0.00000 | 1.58284 | -363.44 | 8997.25 |
45 | 2010.02.19 17:15 | sell | 23 | 0.10 | 1.54350 | 0.00000 | 1.54050 | ||
46 | 2010.02.24 14:15 | close | 23 | 0.10 | 1.54543 | 0.00000 | 1.54050 | -19.96 | 8977.29 |
47 | 2010.02.24 14:15 | buy | 24 | 0.10 | 1.54543 | 0.00000 | 1.54843 | ||
48 | 2010.02.25 21:45 | close | 24 | 0.10 | 1.52707 | 0.00000 | 1.54843 | -183.63 | 8793.66 |
49 | 2010.02.25 21:45 | sell | 25 | 0.10 | 1.52707 | 0.00000 | 1.52407 | ||
50 | 2010.02.26 13:45 | t/p | 25 | 0.10 | 1.52407 | 0.00000 | 1.52407 | 29.78 | 8823.44 |
51 | 2010.03.01 20:50 | sell | 26 | 0.10 | 1.50153 | 0.00000 | 1.49853 | ||
52 | 2010.03.02 01:45 | t/p | 26 | 0.10 | 1.49853 | 0.00000 | 1.49853 | 29.78 | 8853.22 |
53 | 2010.03.03 08:45 | buy | 27 | 0.10 | 1.50314 | 0.00000 | 1.50614 | ||
54 | 2010.03.03 10:32 | t/p | 27 | 0.10 | 1.50614 | 0.00000 | 1.50614 | 30.00 | 8883.22 |
55 | 2010.03.04 04:15 | buy | 28 | 0.10 | 1.51025 | 0.00000 | 1.51325 | ||
56 | 2010.03.04 15:32 | t/p | 28 | 0.10 | 1.51325 | 0.00000 | 1.51325 | 30.00 | 8913.22 |
57 | 2010.03.04 18:02 | buy | 29 | 0.10 | 1.50362 | 0.00000 | 1.50662 | ||
58 | 2010.03.05 16:43 | t/p | 29 | 0.10 | 1.50662 | 0.00000 | 1.50662 | 29.99 | 8943.21 |
59 | 2010.03.08 13:15 | buy | 30 | 0.10 | 1.51699 | 0.00000 | 1.51999 | ||
60 | 2010.03.09 19:20 | close | 30 | 0.10 | 1.50083 | 0.00000 | 1.51999 | -161.61 | 8781.60 |
61 | 2010.03.09 19:20 | sell | 31 | 0.10 | 1.50083 | 0.00000 | 1.49783 | ||
62 | 2010.03.10 07:50 | t/p | 31 | 0.10 | 1.49783 | 0.00000 | 1.49783 | 29.78 | 8811.38 |
63 | 2010.03.10 15:02 | sell | 32 | 0.10 | 1.49643 | 0.00000 | 1.49343 | ||
64 | 2010.03.12 03:02 | close | 32 | 0.10 | 1.50656 | 0.00000 | 1.49343 | -102.18 | 8709.20 |
65 | 2010.03.12 03:02 | buy | 33 | 0.10 | 1.50656 | 0.00000 | 1.50956 | ||
66 | 2010.03.12 09:15 | t/p | 33 | 0.10 | 1.50956 | 0.00000 | 1.50956 | 30.00 | 8739.20 |
67 | 2010.03.12 15:33 | buy | 34 | 0.10 | 1.51579 | 0.00000 | 1.51879 | ||
68 | 2010.03.12 17:10 | t/p | 34 | 0.10 | 1.51879 | 0.00000 | 1.51879 | 30.00 | 8769.20 |
69 | 2010.03.15 09:40 | buy | 35 | 0.10 | 1.51496 | 0.00000 | 1.51796 | ||
70 | 2010.03.16 10:20 | close | 35 | 0.10 | 1.50651 | 0.00000 | 1.51796 | -84.51 | 8684.69 |
71 | 2010.03.16 10:20 | sell | 36 | 0.10 | 1.50651 | 0.00000 | 1.50351 | ||
72 | 2010.03.17 14:50 | close | 36 | 0.10 | 1.53387 | 0.00000 | 1.50351 | -273.82 | 8410.87 |
73 | 2010.03.17 14:50 | buy | 37 | 0.10 | 1.53387 | 0.00000 | 1.53687 | ||
74 | 2010.03.22 10:03 | close | 37 | 0.10 | 1.50093 | 0.00000 | 1.53687 | -329.45 | 8081.42 |
75 | 2010.03.22 10:03 | sell | 38 | 0.10 | 1.50093 | 0.00000 | 1.49793 | ||
76 | 2010.03.24 11:32 | t/p | 38 | 0.10 | 1.49793 | 0.00000 | 1.49793 | 29.56 | 8110.98 |
77 | 2010.03.25 01:03 | sell | 39 | 0.10 | 1.49031 | 0.00000 | 1.48731 | ||
78 | 2010.03.25 18:15 | t/p | 39 | 0.10 | 1.48731 | 0.00000 | 1.48731 | 30.00 | 8140.98 |
79 | 2010.03.30 19:10 | buy | 40 | 0.10 | 1.50950 | 0.00000 | 1.51250 | ||
80 | 2010.03.31 10:40 | t/p | 40 | 0.10 | 1.51250 | 0.00000 | 1.51250 | 29.99 | 8170.97 |
81 | 2010.04.02 21:20 | sell | 41 | 0.10 | 1.52060 | 0.00000 | 1.51760 | ||
82 | 2010.04.06 10:50 | t/p | 41 | 0.10 | 1.51760 | 0.00000 | 1.51760 | 29.56 | 8200.53 |
83 | 2010.04.06 16:50 | sell | 42 | 0.10 | 1.52026 | 0.00000 | 1.51726 | ||
84 | 2010.04.07 13:03 | t/p | 42 | 0.10 | 1.51726 | 0.00000 | 1.51726 | 29.78 | 8230.31 |
85 | 2010.04.07 16:15 | sell | 43 | 0.10 | 1.52186 | 0.00000 | 1.51886 | ||
86 | 2010.04.08 09:20 | t/p | 43 | 0.10 | 1.51886 | 0.00000 | 1.51886 | 29.34 | 8259.65 |
87 | 2010.04.08 12:15 | sell | 44 | 0.10 | 1.52136 | 0.00000 | 1.51836 | ||
88 | 2010.04.09 07:07 | close | 44 | 0.10 | 1.52949 | 0.00000 | 1.51836 | -81.52 | 8178.13 |
89 | 2010.04.09 07:07 | buy | 45 | 0.10 | 1.52949 | 0.00000 | 1.53249 | ||
90 | 2010.04.09 09:20 | t/p | 45 | 0.10 | 1.53249 | 0.00000 | 1.53249 | 30.00 | 8208.13 |
91 | 2010.04.09 15:15 | buy | 46 | 0.10 | 1.53577 | 0.00000 | 1.53877 | ||
92 | 2010.04.09 18:07 | t/p | 46 | 0.10 | 1.53877 | 0.00000 | 1.53877 | 30.00 | 8238.13 |
93 | 2010.04.12 09:02 | buy | 47 | 0.10 | 1.54316 | 0.00000 | 1.54616 | ||
94 | 2010.04.12 11:07 | t/p | 47 | 0.10 | 1.54616 | 0.00000 | 1.54616 | 30.00 | 8268.13 |
95 | 2010.04.12 13:50 | buy | 48 | 0.10 | 1.54225 | 0.00000 | 1.54525 | ||
96 | 2010.04.14 11:50 | t/p | 48 | 0.10 | 1.54525 | 0.00000 | 1.54525 | 29.98 | 8298.11 |
97 | 2010.04.15 10:45 | buy | 49 | 0.10 | 1.54981 | 0.00000 | 1.55281 | ||
98 | 2010.04.15 23:59 | close at stop | 49 | 0.10 | 1.54710 | 0.00000 | 1.55281 | -27.10 | 8271.01 |