Strategy Tester Report
Terminator
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; StopLoss=0; TrailingStop=0; MaxTrades=10; Pips=20; SecureProfit=20; AccountProtection=1; AllSymbolsProtect=0; OrderstoProtect=3; ReverseCondition=0; StartYear=2001; StartMonth=1; EndYear=2030; EndMonth=12; mm=0; risk=1; AccountisNormal=1; MagicNumber=222777; Manual=0; OpenOrdersBasedOn=5; TimeZone=0; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -12004.00 | Gross profit | 495.20 | Gross loss | -12499.20 |
Profit factor | 0.04 | Expected payoff | -444.59 | ||
Absolute drawdown | 12004.00 | Maximal drawdown | 12292.70 (119.48%) | Relative drawdown | 119.48% (12292.70) |
Total trades | 27 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 27 (29.63%) |
Profit trades (% of total) | 8 (29.63%) | Loss trades (% of total) | 19 (70.37%) | ||
Largest | profit trade | 256.00 | loss trade | -5254.40 | |
Average | profit trade | 61.90 | loss trade | -657.85 | |
Maximum | consecutive wins (profit in money) | 3 (412.80) | consecutive losses (loss in money) | 10 (-12194.70) | |
Maximal | consecutive profit (count of wins) | 412.80 (3) | consecutive loss (count of losses) | -12194.70 (10) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 09:20 | buy | 1 | 0.10 | 1.61760 | 0.00000 | 1.61800 | ||
2 | 2010.01.04 09:22 | buy | 2 | 0.20 | 1.61656 | 0.00000 | 1.61696 | ||
3 | 2010.01.04 09:27 | buy | 3 | 0.40 | 1.61552 | 0.00000 | 1.61592 | ||
4 | 2010.01.04 10:10 | t/p | 3 | 0.40 | 1.61592 | 0.00000 | 1.61592 | 16.00 | 10016.00 |
5 | 2010.01.04 10:10 | close | 2 | 0.20 | 1.61668 | 0.00000 | 1.61696 | 2.40 | 10018.40 |
6 | 2010.01.04 10:12 | close | 1 | 0.10 | 1.61638 | 0.00000 | 1.61800 | -12.20 | 10006.20 |
7 | 2010.01.04 10:25 | buy | 4 | 0.10 | 1.62100 | 0.00000 | 1.62140 | ||
8 | 2010.01.04 10:27 | buy | 5 | 0.20 | 1.62009 | 0.00000 | 1.62049 | ||
9 | 2010.01.04 10:27 | buy | 6 | 0.40 | 1.61946 | 0.00000 | 1.61986 | ||
10 | 2010.01.04 10:45 | t/p | 6 | 0.40 | 1.61986 | 0.00000 | 1.61986 | 16.00 | 10022.20 |
11 | 2010.01.04 10:45 | close | 5 | 0.20 | 1.61996 | 0.00000 | 1.62049 | -2.60 | 10019.60 |
12 | 2010.01.04 10:47 | close | 4 | 0.10 | 1.61954 | 0.00000 | 1.62140 | -14.60 | 10005.00 |
13 | 2010.01.04 10:50 | buy | 7 | 0.10 | 1.62405 | 0.00000 | 1.62445 | ||
14 | 2010.01.04 10:52 | buy | 8 | 0.20 | 1.62320 | 0.00000 | 1.62360 | ||
15 | 2010.01.04 10:57 | buy | 9 | 0.40 | 1.62235 | 0.00000 | 1.62275 | ||
16 | 2010.01.04 11:15 | t/p | 9 | 0.40 | 1.62275 | 0.00000 | 1.62275 | 16.00 | 10021.00 |
17 | 2010.01.04 11:15 | close | 8 | 0.20 | 1.62280 | 0.00000 | 1.62360 | -8.00 | 10013.00 |
18 | 2010.01.04 11:17 | close | 7 | 0.10 | 1.62238 | 0.00000 | 1.62445 | -16.70 | 9996.30 |
19 | 2010.01.05 01:15 | buy | 10 | 0.10 | 1.61569 | 0.00000 | 1.61609 | ||
20 | 2010.01.05 01:17 | buy | 11 | 0.20 | 1.61546 | 0.00000 | 1.61586 | ||
21 | 2010.01.05 01:27 | buy | 12 | 0.40 | 1.61484 | 0.00000 | 1.61524 | ||
22 | 2010.01.05 01:40 | buy | 13 | 0.80 | 1.61434 | 0.00000 | 1.61474 | ||
23 | 2010.01.05 01:45 | buy | 14 | 1.60 | 1.61373 | 0.00000 | 1.61413 | ||
24 | 2010.01.05 01:50 | buy | 15 | 3.20 | 1.61293 | 0.00000 | 1.61333 | ||
25 | 2010.01.05 02:05 | buy | 16 | 6.40 | 1.61249 | 0.00000 | 1.61289 | ||
26 | 2010.01.05 06:50 | t/p | 15 | 3.20 | 1.61333 | 0.00000 | 1.61333 | 128.00 | 10124.30 |
27 | 2010.01.05 06:50 | t/p | 16 | 6.40 | 1.61289 | 0.00000 | 1.61289 | 256.00 | 10380.30 |
28 | 2010.01.05 06:50 | close | 14 | 1.60 | 1.61391 | 0.00000 | 1.61413 | 28.80 | 10409.10 |
29 | 2010.01.05 06:52 | close | 13 | 0.80 | 1.61303 | 0.00000 | 1.61474 | -104.80 | 10304.30 |
30 | 2010.01.05 06:55 | close | 12 | 0.40 | 1.61347 | 0.00000 | 1.61524 | -54.80 | 10249.50 |
31 | 2010.01.05 06:57 | close | 11 | 0.20 | 1.61216 | 0.00000 | 1.61586 | -66.00 | 10183.50 |
32 | 2010.01.05 06:59 | close | 10 | 0.10 | 1.61321 | 0.00000 | 1.61609 | -24.80 | 10158.70 |
33 | 2010.01.05 07:07 | buy | 17 | 0.10 | 1.61609 | 0.00000 | 1.61649 | ||
34 | 2010.01.05 07:10 | buy | 18 | 0.20 | 1.61534 | 0.00000 | 1.61574 | ||
35 | 2010.01.05 07:15 | buy | 19 | 0.40 | 1.61477 | 0.00000 | 1.61517 | ||
36 | 2010.01.05 07:20 | buy | 20 | 0.80 | 1.61402 | 0.00000 | 1.61442 | ||
37 | 2010.01.05 07:45 | t/p | 20 | 0.80 | 1.61442 | 0.00000 | 1.61442 | 32.00 | 10190.70 |
38 | 2010.01.05 07:45 | close | 19 | 0.40 | 1.61455 | 0.00000 | 1.61517 | -8.80 | 10181.90 |
39 | 2010.01.05 07:47 | close | 18 | 0.20 | 1.61433 | 0.00000 | 1.61574 | -20.20 | 10161.70 |
40 | 2010.01.05 07:50 | close | 17 | 0.10 | 1.61521 | 0.00000 | 1.61649 | -8.80 | 10152.90 |
41 | 2010.01.05 07:52 | buy | 21 | 0.10 | 1.61758 | 0.00000 | 1.61798 | ||
42 | 2010.01.05 07:57 | buy | 22 | 0.20 | 1.61714 | 0.00000 | 1.61754 | ||
43 | 2010.01.05 08:10 | buy | 23 | 0.40 | 1.61680 | 0.00000 | 1.61720 | ||
44 | 2010.01.05 08:15 | buy | 24 | 0.80 | 1.61584 | 0.00000 | 1.61624 | ||
45 | 2010.01.05 08:20 | buy | 25 | 1.60 | 1.61455 | 0.00000 | 1.61495 | ||
46 | 2010.01.05 08:45 | buy | 26 | 3.20 | 1.61384 | 0.00000 | 1.61424 | ||
47 | 2010.01.05 08:50 | buy | 27 | 6.40 | 1.61188 | 0.00000 | 1.61228 | ||
48 | 2010.01.05 09:20 | close at stop | 27 | 6.40 | 1.60367 | 0.00000 | 1.61228 | -5254.40 | 4898.50 |
49 | 2010.01.05 09:20 | close at stop | 26 | 3.20 | 1.60367 | 0.00000 | 1.61424 | -3254.40 | 1644.10 |
50 | 2010.01.05 09:20 | close at stop | 25 | 1.60 | 1.60367 | 0.00000 | 1.61495 | -1740.80 | -96.70 |
51 | 2010.01.05 09:20 | close at stop | 24 | 0.80 | 1.60367 | 0.00000 | 1.61624 | -973.60 | -1070.30 |
52 | 2010.01.05 09:20 | close at stop | 23 | 0.40 | 1.60367 | 0.00000 | 1.61720 | -525.20 | -1595.50 |
53 | 2010.01.05 09:20 | close at stop | 22 | 0.20 | 1.60367 | 0.00000 | 1.61754 | -269.40 | -1864.90 |
54 | 2010.01.05 09:20 | close at stop | 21 | 0.10 | 1.60367 | 0.00000 | 1.61798 | -139.10 | -2004.00 |