Strategy Tester Report
MovingAveragePositionSystem
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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1354.86 | Gross profit | 1299.29 | Gross loss | -2654.15 |
Profit factor | 0.49 | Expected payoff | -21.85 | ||
Absolute drawdown | 1484.95 | Maximal drawdown | 1484.95 (14.85%) | Relative drawdown | 14.85% (1484.95) |
Total trades | 62 | Short positions (won %) | 31 (22.58%) | Long positions (won %) | 31 (19.35%) |
Profit trades (% of total) | 13 (20.97%) | Loss trades (% of total) | 49 (79.03%) | ||
Largest | profit trade | 100.00 | loss trade | -157.30 | |
Average | profit trade | 99.95 | loss trade | -54.17 | |
Maximum | consecutive wins (profit in money) | 2 (200.00) | consecutive losses (loss in money) | 8 (-473.64) | |
Maximal | consecutive profit (count of wins) | 200.00 (2) | consecutive loss (count of losses) | -473.64 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 12:00 | sell | 1 | 0.10 | 1.59996 | 0.00000 | 1.58996 | ||
2 | 2010.01.05 14:00 | close | 1 | 0.10 | 1.60639 | 0.00000 | 1.58996 | -64.30 | 9935.70 |
3 | 2010.01.05 14:00 | buy | 2 | 0.10 | 1.60639 | 0.00000 | 1.61639 | ||
4 | 2010.01.05 17:00 | close | 2 | 0.10 | 1.60310 | 0.00000 | 1.61639 | -32.90 | 9902.80 |
5 | 2010.01.05 17:00 | sell | 3 | 0.10 | 1.60310 | 0.00000 | 1.59310 | ||
6 | 2010.01.06 10:00 | close | 3 | 0.10 | 1.60686 | 0.00000 | 1.59310 | -37.82 | 9864.98 |
7 | 2010.01.06 10:00 | buy | 4 | 0.10 | 1.60686 | 0.00000 | 1.61686 | ||
8 | 2010.01.06 11:00 | close | 4 | 0.10 | 1.60222 | 0.00000 | 1.61686 | -46.40 | 9818.58 |
9 | 2010.01.06 11:00 | sell | 5 | 0.10 | 1.60222 | 0.00000 | 1.59222 | ||
10 | 2010.01.07 02:00 | close | 5 | 0.10 | 1.60599 | 0.00000 | 1.59222 | -38.36 | 9780.22 |
11 | 2010.01.07 02:00 | buy | 6 | 0.10 | 1.60599 | 0.00000 | 1.61599 | ||
12 | 2010.01.07 03:00 | close | 6 | 0.10 | 1.60247 | 0.00000 | 1.61599 | -35.20 | 9745.02 |
13 | 2010.01.07 03:00 | sell | 7 | 0.10 | 1.60247 | 0.00000 | 1.59247 | ||
14 | 2010.01.07 12:50 | t/p | 7 | 0.10 | 1.59247 | 0.00000 | 1.59247 | 100.00 | 9845.02 |
15 | 2010.01.08 10:00 | buy | 8 | 0.10 | 1.60432 | 0.00000 | 1.61432 | ||
16 | 2010.01.08 13:00 | close | 8 | 0.10 | 1.60075 | 0.00000 | 1.61432 | -35.70 | 9809.32 |
17 | 2010.01.08 13:00 | sell | 9 | 0.10 | 1.60075 | 0.00000 | 1.59075 | ||
18 | 2010.01.08 15:00 | close | 9 | 0.10 | 1.61185 | 0.00000 | 1.59075 | -111.00 | 9698.32 |
19 | 2010.01.08 15:00 | buy | 10 | 0.10 | 1.61185 | 0.00000 | 1.62185 | ||
20 | 2010.01.08 17:00 | close | 10 | 0.10 | 1.59612 | 0.00000 | 1.62185 | -157.30 | 9541.02 |
21 | 2010.01.08 17:00 | sell | 11 | 0.10 | 1.59612 | 0.00000 | 1.58612 | ||
22 | 2010.01.08 20:00 | close | 11 | 0.10 | 1.60535 | 0.00000 | 1.58612 | -92.30 | 9448.72 |
23 | 2010.01.08 20:00 | buy | 12 | 0.10 | 1.60535 | 0.00000 | 1.61535 | ||
24 | 2010.01.11 11:15 | t/p | 12 | 0.10 | 1.61535 | 0.00000 | 1.61535 | 99.99 | 9548.71 |
25 | 2010.01.20 14:00 | sell | 13 | 0.10 | 1.62600 | 0.00000 | 1.61600 | ||
26 | 2010.01.20 16:00 | close | 13 | 0.10 | 1.63233 | 0.00000 | 1.61600 | -63.30 | 9485.41 |
27 | 2010.01.20 16:00 | buy | 14 | 0.10 | 1.63233 | 0.00000 | 1.64233 | ||
28 | 2010.01.21 03:00 | close | 14 | 0.10 | 1.62725 | 0.00000 | 1.64233 | -50.83 | 9434.58 |
29 | 2010.01.21 03:00 | sell | 15 | 0.10 | 1.62725 | 0.00000 | 1.61725 | ||
30 | 2010.01.21 08:00 | close | 15 | 0.10 | 1.63164 | 0.00000 | 1.61725 | -43.90 | 9390.68 |
31 | 2010.01.21 08:00 | buy | 16 | 0.10 | 1.63164 | 0.00000 | 1.64164 | ||
32 | 2010.01.21 09:00 | close | 16 | 0.10 | 1.62300 | 0.00000 | 1.64164 | -86.40 | 9304.28 |
33 | 2010.01.21 09:00 | sell | 17 | 0.10 | 1.62300 | 0.00000 | 1.61300 | ||
34 | 2010.01.22 14:50 | t/p | 17 | 0.10 | 1.61300 | 0.00000 | 1.61300 | 99.78 | 9404.06 |
35 | 2010.01.26 02:00 | buy | 18 | 0.10 | 1.62845 | 0.00000 | 1.63845 | ||
36 | 2010.01.26 04:00 | close | 18 | 0.10 | 1.62381 | 0.00000 | 1.63845 | -46.40 | 9357.66 |
37 | 2010.01.26 04:00 | sell | 19 | 0.10 | 1.62381 | 0.00000 | 1.61381 | ||
38 | 2010.01.26 11:32 | t/p | 19 | 0.10 | 1.61381 | 0.00000 | 1.61381 | 100.00 | 9457.66 |
39 | 2010.01.27 13:00 | buy | 20 | 0.10 | 1.62536 | 0.00000 | 1.63536 | ||
40 | 2010.01.27 15:00 | close | 20 | 0.10 | 1.62184 | 0.00000 | 1.63536 | -35.20 | 9422.46 |
41 | 2010.01.27 15:00 | sell | 21 | 0.10 | 1.62184 | 0.00000 | 1.61184 | ||
42 | 2010.01.28 09:00 | close | 21 | 0.10 | 1.62788 | 0.00000 | 1.61184 | -61.06 | 9361.40 |
43 | 2010.01.28 09:00 | buy | 22 | 0.10 | 1.62788 | 0.00000 | 1.63788 | ||
44 | 2010.01.28 16:00 | close | 22 | 0.10 | 1.62080 | 0.00000 | 1.63788 | -70.80 | 9290.60 |
45 | 2010.01.28 16:00 | sell | 23 | 0.10 | 1.62080 | 0.00000 | 1.61080 | ||
46 | 2010.01.29 14:45 | t/p | 23 | 0.10 | 1.61080 | 0.00000 | 1.61080 | 99.78 | 9390.38 |
47 | 2010.02.12 09:00 | buy | 24 | 0.10 | 1.57435 | 0.00000 | 1.58435 | ||
48 | 2010.02.12 11:00 | close | 24 | 0.10 | 1.56542 | 0.00000 | 1.58435 | -89.30 | 9301.08 |
49 | 2010.02.12 11:00 | sell | 25 | 0.10 | 1.56542 | 0.00000 | 1.55542 | ||
50 | 2010.02.15 00:00 | close | 25 | 0.10 | 1.56948 | 0.00000 | 1.55542 | -40.82 | 9260.26 |
51 | 2010.02.15 00:00 | buy | 26 | 0.10 | 1.56948 | 0.00000 | 1.57948 | ||
52 | 2010.02.15 01:00 | close | 26 | 0.10 | 1.56651 | 0.00000 | 1.57948 | -29.70 | 9230.56 |
53 | 2010.02.15 01:00 | sell | 27 | 0.10 | 1.56651 | 0.00000 | 1.55651 | ||
54 | 2010.02.15 13:00 | close | 27 | 0.10 | 1.57329 | 0.00000 | 1.55651 | -67.80 | 9162.76 |
55 | 2010.02.15 13:00 | buy | 28 | 0.10 | 1.57329 | 0.00000 | 1.58329 | ||
56 | 2010.02.15 15:00 | close | 28 | 0.10 | 1.56639 | 0.00000 | 1.58329 | -69.00 | 9093.76 |
57 | 2010.02.15 15:00 | sell | 29 | 0.10 | 1.56639 | 0.00000 | 1.55639 | ||
58 | 2010.02.16 03:00 | close | 29 | 0.10 | 1.57099 | 0.00000 | 1.55639 | -46.22 | 9047.54 |
59 | 2010.02.16 03:00 | buy | 30 | 0.10 | 1.57099 | 0.00000 | 1.58099 | ||
60 | 2010.02.16 16:00 | close | 30 | 0.10 | 1.56412 | 0.00000 | 1.58099 | -68.70 | 8978.84 |
61 | 2010.02.16 16:00 | sell | 31 | 0.10 | 1.56412 | 0.00000 | 1.55412 | ||
62 | 2010.02.16 17:00 | close | 31 | 0.10 | 1.57033 | 0.00000 | 1.55412 | -62.10 | 8916.74 |
63 | 2010.02.16 17:00 | buy | 32 | 0.10 | 1.57033 | 0.00000 | 1.58033 | ||
64 | 2010.02.17 08:50 | t/p | 32 | 0.10 | 1.58033 | 0.00000 | 1.58033 | 99.99 | 9016.73 |
65 | 2010.02.17 22:00 | sell | 33 | 0.10 | 1.56795 | 0.00000 | 1.55795 | ||
66 | 2010.02.18 00:00 | close | 33 | 0.10 | 1.57086 | 0.00000 | 1.55795 | -29.76 | 8986.97 |
67 | 2010.02.18 00:00 | buy | 34 | 0.10 | 1.57086 | 0.00000 | 1.58086 | ||
68 | 2010.02.18 01:00 | close | 34 | 0.10 | 1.56780 | 0.00000 | 1.58086 | -30.60 | 8956.37 |
69 | 2010.02.18 01:00 | sell | 35 | 0.10 | 1.56780 | 0.00000 | 1.55780 | ||
70 | 2010.02.18 22:45 | t/p | 35 | 0.10 | 1.55780 | 0.00000 | 1.55780 | 100.00 | 9056.37 |
71 | 2010.03.05 20:00 | buy | 36 | 0.10 | 1.51706 | 0.00000 | 1.52706 | ||
72 | 2010.03.08 17:00 | close | 36 | 0.10 | 1.50694 | 0.00000 | 1.52706 | -101.21 | 8955.16 |
73 | 2010.03.08 17:00 | sell | 37 | 0.10 | 1.50694 | 0.00000 | 1.49694 | ||
74 | 2010.03.09 10:50 | t/p | 37 | 0.10 | 1.49694 | 0.00000 | 1.49694 | 99.78 | 9054.94 |
75 | 2010.03.11 12:00 | buy | 38 | 0.10 | 1.50791 | 0.00000 | 1.51791 | ||
76 | 2010.03.11 15:00 | close | 38 | 0.10 | 1.50157 | 0.00000 | 1.51791 | -63.40 | 8991.54 |
77 | 2010.03.11 15:00 | sell | 39 | 0.10 | 1.50157 | 0.00000 | 1.49157 | ||
78 | 2010.03.11 17:00 | close | 39 | 0.10 | 1.50690 | 0.00000 | 1.49157 | -53.30 | 8938.24 |
79 | 2010.03.11 17:00 | buy | 40 | 0.10 | 1.50690 | 0.00000 | 1.51690 | ||
80 | 2010.03.12 11:20 | t/p | 40 | 0.10 | 1.51690 | 0.00000 | 1.51690 | 99.99 | 9038.23 |
81 | 2010.03.15 11:00 | sell | 41 | 0.10 | 1.50354 | 0.00000 | 1.49354 | ||
82 | 2010.03.15 14:00 | close | 41 | 0.10 | 1.50809 | 0.00000 | 1.49354 | -45.50 | 8992.73 |
83 | 2010.03.15 14:00 | buy | 42 | 0.10 | 1.50809 | 0.00000 | 1.51809 | ||
84 | 2010.03.15 17:00 | close | 42 | 0.10 | 1.50418 | 0.00000 | 1.51809 | -39.10 | 8953.63 |
85 | 2010.03.15 17:00 | sell | 43 | 0.10 | 1.50418 | 0.00000 | 1.49418 | ||
86 | 2010.03.15 22:00 | close | 43 | 0.10 | 1.50823 | 0.00000 | 1.49418 | -40.50 | 8913.13 |
87 | 2010.03.15 22:00 | buy | 44 | 0.10 | 1.50823 | 0.00000 | 1.51823 | ||
88 | 2010.03.15 23:00 | close | 44 | 0.10 | 1.50514 | 0.00000 | 1.51823 | -30.90 | 8882.23 |
89 | 2010.03.15 23:00 | sell | 45 | 0.10 | 1.50514 | 0.00000 | 1.49514 | ||
90 | 2010.03.16 02:00 | close | 45 | 0.10 | 1.50874 | 0.00000 | 1.49514 | -36.22 | 8846.01 |
91 | 2010.03.16 02:00 | buy | 46 | 0.10 | 1.50874 | 0.00000 | 1.51874 | ||
92 | 2010.03.16 07:00 | close | 46 | 0.10 | 1.50511 | 0.00000 | 1.51874 | -36.30 | 8809.71 |
93 | 2010.03.16 07:00 | sell | 47 | 0.10 | 1.50511 | 0.00000 | 1.49511 | ||
94 | 2010.03.16 11:00 | close | 47 | 0.10 | 1.51249 | 0.00000 | 1.49511 | -73.80 | 8735.91 |
95 | 2010.03.16 11:00 | buy | 48 | 0.10 | 1.51249 | 0.00000 | 1.52249 | ||
96 | 2010.03.16 19:15 | t/p | 48 | 0.10 | 1.52249 | 0.00000 | 1.52249 | 100.00 | 8835.91 |
97 | 2010.03.19 10:00 | sell | 49 | 0.10 | 1.51434 | 0.00000 | 1.50434 | ||
98 | 2010.03.19 16:15 | t/p | 49 | 0.10 | 1.50434 | 0.00000 | 1.50434 | 100.00 | 8935.91 |
99 | 2010.03.29 10:00 | buy | 50 | 0.10 | 1.50358 | 0.00000 | 1.51358 | ||
100 | 2010.03.29 11:00 | close | 50 | 0.10 | 1.49747 | 0.00000 | 1.51358 | -61.10 | 8874.81 |
101 | 2010.03.29 11:00 | sell | 51 | 0.10 | 1.49747 | 0.00000 | 1.48747 | ||
102 | 2010.03.30 02:00 | close | 51 | 0.10 | 1.50172 | 0.00000 | 1.48747 | -42.72 | 8832.09 |
103 | 2010.03.30 02:00 | buy | 52 | 0.10 | 1.50172 | 0.00000 | 1.51172 | ||
104 | 2010.03.30 03:00 | close | 52 | 0.10 | 1.49764 | 0.00000 | 1.51172 | -40.80 | 8791.29 |
105 | 2010.03.30 03:00 | sell | 53 | 0.10 | 1.49764 | 0.00000 | 1.48764 | ||
106 | 2010.03.30 04:00 | close | 53 | 0.10 | 1.50151 | 0.00000 | 1.48764 | -38.70 | 8752.59 |
107 | 2010.03.30 04:00 | buy | 54 | 0.10 | 1.50151 | 0.00000 | 1.51151 | ||
108 | 2010.03.30 05:00 | close | 54 | 0.10 | 1.49812 | 0.00000 | 1.51151 | -33.90 | 8718.69 |
109 | 2010.03.30 05:00 | sell | 55 | 0.10 | 1.49812 | 0.00000 | 1.48812 | ||
110 | 2010.03.30 06:00 | close | 55 | 0.10 | 1.50266 | 0.00000 | 1.48812 | -45.40 | 8673.29 |
111 | 2010.03.30 06:00 | buy | 56 | 0.10 | 1.50266 | 0.00000 | 1.51266 | ||
112 | 2010.03.31 10:45 | t/p | 56 | 0.10 | 1.51266 | 0.00000 | 1.51266 | 99.99 | 8773.28 |
113 | 2010.04.07 13:00 | sell | 57 | 0.10 | 1.51537 | 0.00000 | 1.50537 | ||
114 | 2010.04.07 14:00 | close | 57 | 0.10 | 1.52096 | 0.00000 | 1.50537 | -55.90 | 8717.38 |
115 | 2010.04.07 14:00 | buy | 58 | 0.10 | 1.52096 | 0.00000 | 1.53096 | ||
116 | 2010.04.08 09:00 | close | 58 | 0.10 | 1.51874 | 0.00000 | 1.53096 | -22.23 | 8695.15 |
117 | 2010.04.08 09:00 | sell | 59 | 0.10 | 1.51874 | 0.00000 | 1.50874 | ||
118 | 2010.04.08 11:00 | close | 59 | 0.10 | 1.52232 | 0.00000 | 1.50874 | -35.80 | 8659.35 |
119 | 2010.04.08 11:00 | buy | 60 | 0.10 | 1.52232 | 0.00000 | 1.53232 | ||
120 | 2010.04.08 16:00 | close | 60 | 0.10 | 1.51910 | 0.00000 | 1.53232 | -32.20 | 8627.15 |
121 | 2010.04.08 16:00 | sell | 61 | 0.10 | 1.51910 | 0.00000 | 1.50910 | ||
122 | 2010.04.08 17:00 | close | 61 | 0.10 | 1.52730 | 0.00000 | 1.50910 | -82.00 | 8545.15 |
123 | 2010.04.08 17:00 | buy | 62 | 0.10 | 1.52730 | 0.00000 | 1.53730 | ||
124 | 2010.04.09 10:02 | t/p | 62 | 0.10 | 1.53730 | 0.00000 | 1.53730 | 99.99 | 8645.14 |