Strategy Tester Report
tudasuda06
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 | g1="Основные параметры"; koridor=40; sl=80; tp=40; mul=4; last=1; nh1=10; nh2=21; gg="Управление деньгами"; percent=0; Lots=0.1; maxtrades=10; LotLim=1000; TrailingStop=30; profit=0; locprofit=0; locprofitexpo=0; runotsuda=0; minsum=100; bb="Малозначимые переменные"; mn=575; slipage=2; clod=0; NumberOfTries=10; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9607.78 | Gross profit | 5075.38 | Gross loss | -14683.16 |
| Profit factor | 0.35 | Expected payoff | -533.77 | ||
| Absolute drawdown | 9607.78 | Maximal drawdown | 12084.98 (96.86%) | Relative drawdown | 96.86% (12084.98) |
| Total trades | 18 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 10 (10.00%) |
| Profit trades (% of total) | 7 (38.89%) | Loss trades (% of total) | 11 (61.11%) | ||
| Largest | profit trade | 3200.00 | loss trade | -4258.80 | |
| Average | profit trade | 725.05 | loss trade | -1334.83 | |
| Maximum | consecutive wins (profit in money) | 2 (3360.00) | consecutive losses (loss in money) | 5 (-7625.96) | |
| Maximal | consecutive profit (count of wins) | 3360.00 (2) | consecutive loss (count of losses) | -7625.96 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 10:00 | buy | 1 | 0.10 | 1.61807 | 1.61007 | 1.62207 | ||
| 2 | 2010.01.04 10:02 | modify | 1 | 0.10 | 1.61807 | 1.61247 | 1.62207 | ||
| 3 | 2010.01.04 10:02 | sell stop | 2 | 0.40 | 1.61407 | 1.62207 | 1.61007 | ||
| 4 | 2010.01.04 10:05 | modify | 1 | 0.10 | 1.61807 | 1.61277 | 1.62207 | ||
| 5 | 2010.01.04 10:10 | modify | 1 | 0.10 | 1.61807 | 1.61368 | 1.62207 | ||
| 6 | 2010.01.04 10:15 | modify | 1 | 0.10 | 1.61807 | 1.61458 | 1.62207 | ||
| 7 | 2010.01.04 10:20 | modify | 1 | 0.10 | 1.61807 | 1.61549 | 1.62207 | ||
| 8 | 2010.01.04 10:40 | modify | 1 | 0.10 | 1.61807 | 1.61569 | 1.62207 | ||
| 9 | 2010.01.04 10:45 | modify | 1 | 0.10 | 1.61807 | 1.61696 | 1.62207 | ||
| 10 | 2010.01.04 10:50 | modify | 1 | 0.10 | 1.61807 | 1.61824 | 1.62207 | ||
| 11 | 2010.01.04 11:10 | modify | 1 | 0.10 | 1.61807 | 1.61853 | 1.62207 | ||
| 12 | 2010.01.04 11:15 | t/p | 1 | 0.10 | 1.62207 | 1.61853 | 1.62207 | 40.00 | 10040.00 |
| 13 | 2010.01.04 11:15 | delete | 2 | 0.40 | 1.61407 | 1.62207 | 1.61007 | ||
| 14 | 2010.01.04 11:17 | buy | 3 | 0.10 | 1.62519 | 1.61719 | 1.62919 | ||
| 15 | 2010.01.04 11:20 | modify | 3 | 0.10 | 1.62519 | 1.62107 | 1.62919 | ||
| 16 | 2010.01.04 11:20 | sell stop | 4 | 0.40 | 1.62119 | 1.62919 | 1.61719 | ||
| 17 | 2010.01.04 11:27 | s/l | 3 | 0.10 | 1.62107 | 1.62107 | 1.62919 | -41.20 | 9998.80 |
| 18 | 2010.01.04 11:27 | sell | 4 | 0.40 | 1.62119 | 1.62919 | 1.61719 | ||
| 19 | 2010.01.04 11:27 | buy stop | 5 | 1.60 | 1.62519 | 1.61719 | 1.62919 | ||
| 20 | 2010.01.04 12:16 | buy | 5 | 1.60 | 1.62519 | 1.61719 | 1.62919 | ||
| 21 | 2010.01.04 12:16 | modify | 5 | 1.60 | 1.62519 | 1.61968 | 1.62919 | ||
| 22 | 2010.01.04 12:16 | sell stop | 6 | 8.00 | 1.62119 | 1.62919 | 1.61719 | ||
| 23 | 2010.01.04 12:26 | sell | 6 | 8.00 | 1.62119 | 1.62919 | 1.61719 | ||
| 24 | 2010.01.04 12:26 | buy stop | 7 | 40.00 | 1.62519 | 1.61719 | 1.62919 | ||
| 25 | 2010.01.04 12:50 | delete | 7 | 40.00 | 1.62519 | 1.61719 | 1.62919 | ||
| 26 | 2010.01.04 12:52 | buy stop | 8 | 40.00 | 1.62519 | 1.61719 | 1.62919 | ||
| 27 | 2010.01.04 13:10 | s/l | 5 | 1.60 | 1.61968 | 1.61968 | 1.62919 | -881.60 | 9117.20 |
| 28 | 2010.01.04 13:50 | t/p | 4 | 0.40 | 1.61719 | 1.62919 | 1.61719 | 160.00 | 9277.20 |
| 29 | 2010.01.04 13:50 | t/p | 6 | 8.00 | 1.61719 | 1.62919 | 1.61719 | 3200.00 | 12477.20 |
| 30 | 2010.01.04 13:50 | delete | 8 | 40.00 | 1.62519 | 1.61719 | 1.62919 | ||
| 31 | 2010.01.04 13:52 | sell | 9 | 0.10 | 1.61438 | 1.62238 | 1.61038 | ||
| 32 | 2010.01.04 13:55 | buy stop | 10 | 0.40 | 1.61838 | 1.61038 | 1.62238 | ||
| 33 | 2010.01.04 14:15 | buy | 10 | 0.40 | 1.61838 | 1.61038 | 1.62238 | ||
| 34 | 2010.01.04 14:15 | modify | 10 | 0.40 | 1.61838 | 1.61266 | 1.62238 | ||
| 35 | 2010.01.04 14:15 | sell stop | 11 | 2.00 | 1.61438 | 1.62238 | 1.61038 | ||
| 36 | 2010.01.04 14:20 | modify | 10 | 0.40 | 1.61838 | 1.61320 | 1.62238 | ||
| 37 | 2010.01.04 14:37 | sell | 11 | 2.00 | 1.61438 | 1.62238 | 1.61038 | ||
| 38 | 2010.01.04 14:37 | buy stop | 12 | 10.00 | 1.61838 | 1.61038 | 1.62238 | ||
| 39 | 2010.01.04 14:40 | buy | 12 | 10.00 | 1.61838 | 1.61038 | 1.62238 | ||
| 40 | 2010.01.04 14:40 | modify | 12 | 10.00 | 1.61838 | 1.61272 | 1.62238 | ||
| 41 | 2010.01.04 14:40 | sell stop | 13 | 50.00 | 1.61438 | 1.62238 | 1.61038 | ||
| 42 | 2010.01.04 14:45 | modify | 10 | 0.40 | 1.61838 | 1.61372 | 1.62238 | ||
| 43 | 2010.01.04 14:47 | modify | 12 | 10.00 | 1.61838 | 1.61339 | 1.62238 | ||
| 44 | 2010.01.04 14:50 | modify | 10 | 0.40 | 1.61838 | 1.61472 | 1.62238 | ||
| 45 | 2010.01.04 14:52 | modify | 12 | 10.00 | 1.61838 | 1.61405 | 1.62238 | ||
| 46 | 2010.01.04 14:55 | modify | 12 | 10.00 | 1.61838 | 1.61439 | 1.62238 | ||
| 47 | 2010.01.04 15:03 | modify | 12 | 10.00 | 1.61838 | 1.61468 | 1.62238 | ||
| 48 | 2010.01.04 15:10 | modify | 10 | 0.40 | 1.61838 | 1.61556 | 1.62238 | ||
| 49 | 2010.01.04 15:13 | modify | 12 | 10.00 | 1.61838 | 1.61527 | 1.62238 | ||
| 50 | 2010.01.04 15:16 | modify | 10 | 0.40 | 1.61838 | 1.61645 | 1.62238 | ||
| 51 | 2010.01.04 15:20 | modify | 12 | 10.00 | 1.61838 | 1.61586 | 1.62238 | ||
| 52 | 2010.01.04 15:23 | modify | 12 | 10.00 | 1.61838 | 1.61615 | 1.62238 | ||
| 53 | 2010.01.04 15:50 | s/l | 10 | 0.40 | 1.61645 | 1.61645 | 1.62238 | -77.20 | 12400.00 |
| 54 | 2010.01.04 15:50 | s/l | 12 | 10.00 | 1.61615 | 1.61615 | 1.62238 | -2230.00 | 10170.00 |
| 55 | 2010.01.04 16:20 | delete | 13 | 50.00 | 1.61438 | 1.62238 | 1.61038 | ||
| 56 | 2010.01.04 16:20 | buy stop | 14 | 8.40 | 1.61838 | 1.61038 | 1.62238 | ||
| 57 | 2010.01.05 02:20 | t/p | 9 | 0.10 | 1.61038 | 1.62238 | 1.61038 | 39.78 | 10209.78 |
| 58 | 2010.01.05 02:20 | t/p | 11 | 2.00 | 1.61038 | 1.62238 | 1.61038 | 795.60 | 11005.38 |
| 59 | 2010.01.05 02:20 | delete | 14 | 8.40 | 1.61838 | 1.61038 | 1.62238 | ||
| 60 | 2010.01.05 10:00 | sell | 15 | 0.10 | 1.60436 | 1.61236 | 1.60036 | ||
| 61 | 2010.01.05 10:02 | buy stop | 16 | 0.40 | 1.60836 | 1.60036 | 1.61236 | ||
| 62 | 2010.01.05 10:10 | buy | 16 | 0.40 | 1.60836 | 1.60036 | 1.61236 | ||
| 63 | 2010.01.05 10:10 | modify | 16 | 0.40 | 1.60836 | 1.60270 | 1.61236 | ||
| 64 | 2010.01.05 10:10 | sell stop | 17 | 2.00 | 1.60436 | 1.61236 | 1.60036 | ||
| 65 | 2010.01.05 10:15 | modify | 16 | 0.40 | 1.60836 | 1.60374 | 1.61236 | ||
| 66 | 2010.01.05 10:20 | modify | 16 | 0.40 | 1.60836 | 1.60479 | 1.61236 | ||
| 67 | 2010.01.05 10:37 | modify | 16 | 0.40 | 1.60836 | 1.60529 | 1.61236 | ||
| 68 | 2010.01.05 10:50 | s/l | 16 | 0.40 | 1.60529 | 1.60529 | 1.61236 | -122.80 | 10882.58 |
| 69 | 2010.01.05 10:50 | sell | 17 | 2.00 | 1.60436 | 1.61236 | 1.60036 | ||
| 70 | 2010.01.05 10:50 | buy stop | 18 | 8.40 | 1.60836 | 1.60036 | 1.61236 | ||
| 71 | 2010.01.05 16:15 | buy | 18 | 8.40 | 1.60836 | 1.60036 | 1.61236 | ||
| 72 | 2010.01.05 16:15 | modify | 18 | 8.40 | 1.60836 | 1.60291 | 1.61236 | ||
| 73 | 2010.01.05 16:15 | sell stop | 19 | 42.00 | 1.60436 | 1.61236 | 1.60036 | ||
| 74 | 2010.01.05 16:20 | modify | 18 | 8.40 | 1.60836 | 1.60395 | 1.61236 | ||
| 75 | 2010.01.05 16:45 | s/l | 18 | 8.40 | 1.60395 | 1.60395 | 1.61236 | -3704.40 | 7178.18 |
| 76 | 2010.01.05 16:45 | delete | 19 | 42.00 | 1.60436 | 1.61236 | 1.60036 | ||
| 77 | 2010.01.05 16:45 | buy stop | 20 | 8.40 | 1.60836 | 1.60036 | 1.61236 | ||
| 78 | 2010.01.05 19:20 | t/p | 15 | 0.10 | 1.60036 | 1.61236 | 1.60036 | 40.00 | 7218.18 |
| 79 | 2010.01.05 19:20 | t/p | 17 | 2.00 | 1.60036 | 1.61236 | 1.60036 | 800.00 | 8018.18 |
| 80 | 2010.01.05 19:20 | delete | 20 | 8.40 | 1.60836 | 1.60036 | 1.61236 | ||
| 81 | 2010.01.05 19:22 | sell | 21 | 0.10 | 1.59715 | 1.60515 | 1.59315 | ||
| 82 | 2010.01.05 19:25 | buy stop | 22 | 0.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 83 | 2010.01.05 20:15 | buy | 22 | 0.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 84 | 2010.01.05 20:15 | modify | 22 | 0.40 | 1.60115 | 1.59557 | 1.60515 | ||
| 85 | 2010.01.05 20:15 | sell stop | 23 | 2.00 | 1.59715 | 1.60515 | 1.59315 | ||
| 86 | 2010.01.05 20:20 | modify | 22 | 0.40 | 1.60115 | 1.59604 | 1.60515 | ||
| 87 | 2010.01.05 20:40 | modify | 22 | 0.40 | 1.60115 | 1.59624 | 1.60515 | ||
| 88 | 2010.01.05 20:45 | modify | 22 | 0.40 | 1.60115 | 1.59669 | 1.60515 | ||
| 89 | 2010.01.05 20:50 | modify | 22 | 0.40 | 1.60115 | 1.59715 | 1.60515 | ||
| 90 | 2010.01.05 21:02 | modify | 22 | 0.40 | 1.60115 | 1.59746 | 1.60515 | ||
| 91 | 2010.01.06 00:20 | s/l | 22 | 0.40 | 1.59746 | 1.59746 | 1.60515 | -147.64 | 7870.54 |
| 92 | 2010.01.06 00:20 | sell | 23 | 2.00 | 1.59715 | 1.60515 | 1.59315 | ||
| 93 | 2010.01.06 00:20 | buy stop | 24 | 8.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 94 | 2010.01.06 00:45 | buy | 24 | 8.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 95 | 2010.01.06 00:45 | modify | 24 | 8.40 | 1.60115 | 1.59568 | 1.60515 | ||
| 96 | 2010.01.06 00:45 | sell stop | 25 | 42.00 | 1.59715 | 1.60515 | 1.59315 | ||
| 97 | 2010.01.06 00:50 | modify | 24 | 8.40 | 1.60115 | 1.59608 | 1.60515 | ||
| 98 | 2010.01.06 01:20 | delete | 25 | 42.00 | 1.59715 | 1.60515 | 1.59315 | ||
| 99 | 2010.01.06 01:27 | sell stop | 26 | 42.00 | 1.59715 | 1.60515 | 1.59315 | ||
| 100 | 2010.01.06 01:27 | delete | 26 | 42.00 | 1.59715 | 1.60515 | 1.59315 | ||
| 101 | 2010.01.06 01:45 | s/l | 24 | 8.40 | 1.59608 | 1.59608 | 1.60515 | -4258.80 | 3611.74 |
| 102 | 2010.01.06 01:45 | buy stop | 27 | 8.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 103 | 2010.01.06 02:15 | delete | 27 | 8.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 104 | 2010.01.06 02:46 | buy stop | 28 | 8.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 105 | 2010.01.06 02:56 | buy | 28 | 8.40 | 1.60115 | 1.59315 | 1.60515 | ||
| 106 | 2010.01.06 03:15 | close at stop | 28 | 8.40 | 1.59831 | 1.59315 | 1.60515 | -2385.60 | 1226.14 |
| 107 | 2010.01.06 03:15 | close at stop | 23 | 2.00 | 1.60112 | 1.60515 | 1.59315 | -794.00 | 432.14 |
| 108 | 2010.01.06 03:15 | close at stop | 21 | 0.10 | 1.60112 | 1.60515 | 1.59315 | -39.92 | 392.22 |