Strategy Tester Report
DayImpulse
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=0.4; takeprofit=200; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9952.34 | Gross profit | 77.19 | Gross loss | -10029.53 |
Profit factor | 0.01 | Expected payoff | -177.72 | ||
Absolute drawdown | 9952.34 | Maximal drawdown | 9952.34 (99.52%) | Relative drawdown | 99.52% (9952.34) |
Total trades | 56 | Short positions (won %) | 40 (70.00%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 38 (67.86%) | Loss trades (% of total) | 18 (32.14%) | ||
Largest | profit trade | 42.75 | loss trade | -9687.30 | |
Average | profit trade | 2.03 | loss trade | -557.20 | |
Maximum | consecutive wins (profit in money) | 5 (0.00) | consecutive losses (loss in money) | 2 (-9923.30) | |
Maximal | consecutive profit (count of wins) | 42.75 (1) | consecutive loss (count of losses) | -9923.30 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 17:00 | sell | 1 | 0.40 | 1.60310 | 0.00000 | 1.60110 | ||
2 | 2010.01.05 17:02 | buy | 2 | 0.50 | 1.60730 | 0.00000 | 0.00000 | ||
3 | 2010.01.05 17:02 | modify | 1 | 0.40 | 1.60310 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 17:45 | close | 1 | 0.40 | 1.60250 | 0.00000 | 0.00000 | 24.00 | 10024.00 |
5 | 2010.01.05 17:45 | sell | 3 | 0.60 | 1.59969 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 19:20 | modify | 3 | 0.60 | 1.59969 | 1.59969 | 0.00000 | ||
7 | 2010.01.05 19:22 | s/l | 3 | 0.60 | 1.59969 | 1.59969 | 0.00000 | 0.00 | 10024.00 |
8 | 2010.01.05 19:22 | sell | 4 | 0.60 | 1.59715 | 0.00000 | 0.00000 | ||
9 | 2010.01.06 15:50 | modify | 4 | 0.60 | 1.59715 | 1.59715 | 0.00000 | ||
10 | 2010.01.06 15:52 | s/l | 4 | 0.60 | 1.59715 | 1.59715 | 0.00000 | -1.32 | 10022.68 |
11 | 2010.01.06 15:52 | sell | 5 | 0.60 | 1.59455 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 09:50 | modify | 5 | 0.60 | 1.59455 | 1.59455 | 0.00000 | ||
13 | 2010.01.07 09:52 | s/l | 5 | 0.60 | 1.59455 | 1.59455 | 0.00000 | -3.96 | 10018.72 |
14 | 2010.01.07 09:52 | sell | 6 | 0.60 | 1.59190 | 0.00000 | 0.00000 | ||
15 | 2010.01.08 14:45 | close | 2 | 0.50 | 1.60816 | 0.00000 | 0.00000 | 42.75 | 10061.47 |
16 | 2010.01.08 14:45 | buy | 7 | 0.70 | 1.61097 | 0.00000 | 0.00000 | ||
17 | 2010.01.11 08:15 | modify | 7 | 0.70 | 1.61097 | 1.61097 | 0.00000 | ||
18 | 2010.01.11 08:45 | s/l | 7 | 0.70 | 1.61097 | 1.61097 | 0.00000 | -0.07 | 10061.40 |
19 | 2010.01.11 08:45 | buy | 8 | 0.70 | 1.61321 | 0.00000 | 0.00000 | ||
20 | 2010.01.11 09:20 | modify | 8 | 0.70 | 1.61321 | 1.61321 | 0.00000 | ||
21 | 2010.01.11 09:22 | s/l | 8 | 0.70 | 1.61321 | 1.61321 | 0.00000 | 0.00 | 10061.40 |
22 | 2010.01.11 09:22 | buy | 9 | 0.70 | 1.61568 | 0.00000 | 0.00000 | ||
23 | 2010.01.11 11:20 | modify | 9 | 0.70 | 1.61568 | 1.61568 | 0.00000 | ||
24 | 2010.01.11 11:27 | s/l | 9 | 0.70 | 1.61568 | 1.61568 | 0.00000 | 0.00 | 10061.40 |
25 | 2010.01.11 11:27 | buy | 10 | 0.70 | 1.61840 | 0.00000 | 0.00000 | ||
26 | 2010.01.11 12:26 | modify | 10 | 0.70 | 1.61840 | 1.61840 | 0.00000 | ||
27 | 2010.01.11 12:40 | s/l | 10 | 0.70 | 1.61840 | 1.61840 | 0.00000 | 0.00 | 10061.40 |
28 | 2010.01.11 12:40 | buy | 11 | 0.70 | 1.62107 | 0.00000 | 0.00000 | ||
29 | 2010.01.13 07:45 | modify | 11 | 0.70 | 1.62107 | 1.62107 | 0.00000 | ||
30 | 2010.01.13 08:15 | s/l | 11 | 0.70 | 1.62107 | 1.62107 | 0.00000 | -0.14 | 10061.26 |
31 | 2010.01.13 08:15 | buy | 12 | 0.70 | 1.62387 | 0.00000 | 0.00000 | ||
32 | 2010.01.13 10:20 | modify | 12 | 0.70 | 1.62387 | 1.62387 | 0.00000 | ||
33 | 2010.01.13 10:27 | s/l | 12 | 0.70 | 1.62387 | 1.62387 | 0.00000 | 0.00 | 10061.26 |
34 | 2010.01.13 10:27 | buy | 13 | 0.70 | 1.62648 | 0.00000 | 0.00000 | ||
35 | 2010.01.13 12:20 | modify | 13 | 0.70 | 1.62648 | 1.62648 | 0.00000 | ||
36 | 2010.01.13 12:22 | s/l | 13 | 0.70 | 1.62648 | 1.62648 | 0.00000 | 0.00 | 10061.26 |
37 | 2010.01.13 12:22 | buy | 14 | 0.70 | 1.62909 | 0.00000 | 0.00000 | ||
38 | 2010.01.13 18:15 | modify | 14 | 0.70 | 1.62909 | 1.62909 | 0.00000 | ||
39 | 2010.01.13 18:45 | s/l | 14 | 0.70 | 1.62909 | 1.62909 | 0.00000 | 0.00 | 10061.26 |
40 | 2010.01.13 18:45 | buy | 15 | 0.70 | 1.63129 | 0.00000 | 0.00000 | ||
41 | 2010.01.14 14:50 | modify | 15 | 0.70 | 1.63129 | 1.63129 | 0.00000 | ||
42 | 2010.01.14 14:57 | s/l | 15 | 0.70 | 1.63129 | 1.63129 | 0.00000 | -0.21 | 10061.05 |
43 | 2010.01.14 14:57 | buy | 16 | 0.70 | 1.63335 | 0.00000 | 0.00000 | ||
44 | 2010.01.14 18:20 | modify | 16 | 0.70 | 1.63335 | 1.63335 | 0.00000 | ||
45 | 2010.01.14 18:27 | s/l | 16 | 0.70 | 1.63335 | 1.63335 | 0.00000 | 0.00 | 10061.05 |
46 | 2010.01.14 18:27 | buy | 17 | 0.70 | 1.63590 | 0.00000 | 0.00000 | ||
47 | 2010.01.18 11:15 | modify | 17 | 0.70 | 1.63590 | 1.63590 | 0.00000 | ||
48 | 2010.01.18 11:40 | s/l | 17 | 0.70 | 1.63590 | 1.63590 | 0.00000 | -0.14 | 10060.91 |
49 | 2010.01.18 11:40 | buy | 18 | 0.70 | 1.63839 | 0.00000 | 0.00000 | ||
50 | 2010.01.19 01:40 | modify | 18 | 0.70 | 1.63839 | 1.63839 | 0.00000 | ||
51 | 2010.01.19 10:02 | s/l | 18 | 0.70 | 1.63839 | 1.63839 | 0.00000 | -0.07 | 10060.84 |
52 | 2010.01.19 10:02 | buy | 19 | 0.70 | 1.64111 | 0.00000 | 0.00000 | ||
53 | 2010.01.19 10:20 | modify | 19 | 0.70 | 1.64111 | 1.64111 | 0.00000 | ||
54 | 2010.01.19 10:27 | s/l | 19 | 0.70 | 1.64111 | 1.64111 | 0.00000 | 0.00 | 10060.84 |
55 | 2010.01.19 10:27 | buy | 20 | 0.70 | 1.64344 | 0.00000 | 0.00000 | ||
56 | 2010.01.19 10:32 | modify | 20 | 0.70 | 1.64344 | 1.64344 | 0.00000 | ||
57 | 2010.01.19 10:45 | s/l | 20 | 0.70 | 1.64344 | 1.64344 | 0.00000 | 0.00 | 10060.84 |
58 | 2010.01.19 10:45 | buy | 21 | 0.70 | 1.64557 | 0.00000 | 0.00000 | ||
59 | 2010.02.01 11:15 | close | 6 | 0.60 | 1.59122 | 0.00000 | 0.00000 | 10.44 | 10071.28 |
60 | 2010.02.01 11:15 | sell | 22 | 0.80 | 1.58841 | 0.00000 | 0.00000 | ||
61 | 2010.02.01 11:46 | modify | 22 | 0.80 | 1.58841 | 1.58841 | 0.00000 | ||
62 | 2010.02.01 11:56 | s/l | 22 | 0.80 | 1.58841 | 1.58841 | 0.00000 | 0.00 | 10071.28 |
63 | 2010.02.01 11:56 | sell | 23 | 0.80 | 1.58599 | 0.00000 | 0.00000 | ||
64 | 2010.02.04 11:03 | modify | 23 | 0.80 | 1.58599 | 1.58599 | 0.00000 | ||
65 | 2010.02.04 11:13 | s/l | 23 | 0.80 | 1.58599 | 1.58599 | 0.00000 | -8.80 | 10062.48 |
66 | 2010.02.04 11:13 | sell | 24 | 0.80 | 1.58367 | 0.00000 | 0.00000 | ||
67 | 2010.02.04 12:50 | modify | 24 | 0.80 | 1.58367 | 1.58367 | 0.00000 | ||
68 | 2010.02.04 12:52 | s/l | 24 | 0.80 | 1.58367 | 1.58367 | 0.00000 | 0.00 | 10062.48 |
69 | 2010.02.04 12:52 | sell | 25 | 0.80 | 1.58131 | 0.00000 | 0.00000 | ||
70 | 2010.02.04 16:15 | modify | 25 | 0.80 | 1.58131 | 1.58131 | 0.00000 | ||
71 | 2010.02.04 16:45 | s/l | 25 | 0.80 | 1.58131 | 1.58131 | 0.00000 | 0.00 | 10062.48 |
72 | 2010.02.04 16:45 | sell | 26 | 0.80 | 1.57906 | 0.00000 | 0.00000 | ||
73 | 2010.02.04 17:16 | modify | 26 | 0.80 | 1.57906 | 1.57906 | 0.00000 | ||
74 | 2010.02.04 17:26 | s/l | 26 | 0.80 | 1.57906 | 1.57906 | 0.00000 | 0.00 | 10062.48 |
75 | 2010.02.04 17:26 | sell | 27 | 0.80 | 1.57639 | 0.00000 | 0.00000 | ||
76 | 2010.02.04 17:50 | modify | 27 | 0.80 | 1.57639 | 1.57639 | 0.00000 | ||
77 | 2010.02.04 17:52 | s/l | 27 | 0.80 | 1.57639 | 1.57639 | 0.00000 | 0.00 | 10062.48 |
78 | 2010.02.04 17:52 | sell | 28 | 0.80 | 1.57372 | 0.00000 | 0.00000 | ||
79 | 2010.02.05 07:50 | modify | 28 | 0.80 | 1.57372 | 1.57372 | 0.00000 | ||
80 | 2010.02.05 07:57 | s/l | 28 | 0.80 | 1.57372 | 1.57372 | 0.00000 | -1.76 | 10060.72 |
81 | 2010.02.05 07:57 | sell | 29 | 0.80 | 1.57135 | 0.00000 | 0.00000 | ||
82 | 2010.02.05 08:50 | modify | 29 | 0.80 | 1.57135 | 1.57135 | 0.00000 | ||
83 | 2010.02.05 08:57 | s/l | 29 | 0.80 | 1.57135 | 1.57135 | 0.00000 | 0.00 | 10060.72 |
84 | 2010.02.05 08:57 | sell | 30 | 0.80 | 1.56930 | 0.00000 | 0.00000 | ||
85 | 2010.02.05 09:20 | modify | 30 | 0.80 | 1.56930 | 1.56930 | 0.00000 | ||
86 | 2010.02.05 09:27 | s/l | 30 | 0.80 | 1.56930 | 1.56930 | 0.00000 | 0.00 | 10060.72 |
87 | 2010.02.05 09:27 | sell | 31 | 0.80 | 1.56661 | 0.00000 | 0.00000 | ||
88 | 2010.02.05 15:50 | modify | 31 | 0.80 | 1.56661 | 1.56661 | 0.00000 | ||
89 | 2010.02.05 15:57 | s/l | 31 | 0.80 | 1.56661 | 1.56661 | 0.00000 | 0.00 | 10060.72 |
90 | 2010.02.05 15:57 | sell | 32 | 0.80 | 1.56395 | 0.00000 | 0.00000 | ||
91 | 2010.02.05 16:20 | modify | 32 | 0.80 | 1.56395 | 1.56395 | 0.00000 | ||
92 | 2010.02.05 16:22 | s/l | 32 | 0.80 | 1.56395 | 1.56395 | 0.00000 | 0.00 | 10060.72 |
93 | 2010.02.05 16:22 | sell | 33 | 0.80 | 1.56115 | 0.00000 | 0.00000 | ||
94 | 2010.02.05 19:45 | modify | 33 | 0.80 | 1.56115 | 1.56115 | 0.00000 | ||
95 | 2010.02.05 20:10 | s/l | 33 | 0.80 | 1.56115 | 1.56115 | 0.00000 | 0.00 | 10060.72 |
96 | 2010.02.05 20:10 | sell | 34 | 0.80 | 1.55938 | 0.00000 | 0.00000 | ||
97 | 2010.02.08 07:16 | modify | 34 | 0.80 | 1.55938 | 1.55938 | 0.00000 | ||
98 | 2010.02.08 07:20 | s/l | 34 | 0.80 | 1.55938 | 1.55938 | 0.00000 | -1.76 | 10058.96 |
99 | 2010.02.08 07:20 | sell | 35 | 0.80 | 1.55666 | 0.00000 | 0.00000 | ||
100 | 2010.02.08 07:50 | modify | 35 | 0.80 | 1.55666 | 1.55666 | 0.00000 | ||
101 | 2010.02.08 07:52 | s/l | 35 | 0.80 | 1.55666 | 1.55666 | 0.00000 | 0.00 | 10058.96 |
102 | 2010.02.08 07:52 | sell | 36 | 0.80 | 1.55424 | 0.00000 | 0.00000 | ||
103 | 2010.02.18 22:50 | modify | 36 | 0.80 | 1.55424 | 1.55424 | 0.00000 | ||
104 | 2010.02.18 22:52 | s/l | 36 | 0.80 | 1.55424 | 1.55424 | 0.00000 | -21.12 | 10037.84 |
105 | 2010.02.18 22:52 | sell | 37 | 0.80 | 1.55165 | 0.00000 | 0.00000 | ||
106 | 2010.02.18 23:50 | modify | 37 | 0.80 | 1.55165 | 1.55165 | 0.00000 | ||
107 | 2010.02.19 00:37 | s/l | 37 | 0.80 | 1.55165 | 1.55165 | 0.00000 | -1.76 | 10036.08 |
108 | 2010.02.19 00:37 | sell | 38 | 0.80 | 1.54940 | 0.00000 | 0.00000 | ||
109 | 2010.02.19 00:40 | modify | 38 | 0.80 | 1.54940 | 1.54940 | 0.00000 | ||
110 | 2010.02.19 00:42 | s/l | 38 | 0.80 | 1.54940 | 1.54940 | 0.00000 | 0.00 | 10036.08 |
111 | 2010.02.19 00:42 | sell | 39 | 0.80 | 1.54699 | 0.00000 | 0.00000 | ||
112 | 2010.02.19 00:45 | modify | 39 | 0.80 | 1.54699 | 1.54699 | 0.00000 | ||
113 | 2010.02.19 00:47 | s/l | 39 | 0.80 | 1.54699 | 1.54699 | 0.00000 | 0.00 | 10036.08 |
114 | 2010.02.19 00:47 | sell | 40 | 0.80 | 1.54459 | 0.00000 | 0.00000 | ||
115 | 2010.02.19 00:50 | modify | 40 | 0.80 | 1.54459 | 1.54459 | 0.00000 | ||
116 | 2010.02.19 00:52 | s/l | 40 | 0.80 | 1.54459 | 1.54459 | 0.00000 | 0.00 | 10036.08 |
117 | 2010.02.19 00:52 | sell | 41 | 0.80 | 1.54218 | 0.00000 | 0.00000 | ||
118 | 2010.02.19 07:16 | modify | 41 | 0.80 | 1.54218 | 1.54218 | 0.00000 | ||
119 | 2010.02.19 07:45 | s/l | 41 | 0.80 | 1.54218 | 1.54218 | 0.00000 | 0.00 | 10036.08 |
120 | 2010.02.19 07:45 | sell | 42 | 0.80 | 1.53998 | 0.00000 | 0.00000 | ||
121 | 2010.02.19 10:45 | modify | 42 | 0.80 | 1.53998 | 1.53998 | 0.00000 | ||
122 | 2010.02.19 11:10 | s/l | 42 | 0.80 | 1.53998 | 1.53998 | 0.00000 | 0.00 | 10036.08 |
123 | 2010.02.19 11:10 | sell | 43 | 0.80 | 1.53728 | 0.00000 | 0.00000 | ||
124 | 2010.02.25 05:15 | modify | 43 | 0.80 | 1.53728 | 1.53728 | 0.00000 | ||
125 | 2010.03.17 11:05 | s/l | 43 | 0.80 | 1.53728 | 1.53728 | 0.00000 | -42.24 | 9993.84 |
126 | 2010.03.17 11:05 | sell | 44 | 0.80 | 1.53477 | 0.00000 | 0.00000 | ||
127 | 2010.03.17 14:50 | modify | 44 | 0.80 | 1.53477 | 1.53477 | 0.00000 | ||
128 | 2010.03.17 14:57 | s/l | 44 | 0.80 | 1.53477 | 1.53477 | 0.00000 | 0.00 | 9993.84 |
129 | 2010.03.17 14:57 | sell | 45 | 0.80 | 1.53259 | 0.00000 | 0.00000 | ||
130 | 2010.03.17 16:20 | modify | 45 | 0.80 | 1.53259 | 1.53259 | 0.00000 | ||
131 | 2010.03.17 16:27 | s/l | 45 | 0.80 | 1.53259 | 1.53259 | 0.00000 | 0.00 | 9993.84 |
132 | 2010.03.17 16:27 | sell | 46 | 0.80 | 1.52986 | 0.00000 | 0.00000 | ||
133 | 2010.03.18 08:45 | modify | 46 | 0.80 | 1.52986 | 1.52986 | 0.00000 | ||
134 | 2010.03.18 08:47 | s/l | 46 | 0.80 | 1.52986 | 1.52986 | 0.00000 | -5.28 | 9988.56 |
135 | 2010.03.18 08:47 | sell | 47 | 0.80 | 1.52709 | 0.00000 | 0.00000 | ||
136 | 2010.03.18 09:07 | modify | 47 | 0.80 | 1.52709 | 1.52709 | 0.00000 | ||
137 | 2010.03.18 09:10 | s/l | 47 | 0.80 | 1.52709 | 1.52709 | 0.00000 | 0.00 | 9988.56 |
138 | 2010.03.18 09:10 | sell | 48 | 0.80 | 1.52588 | 0.00000 | 0.00000 | ||
139 | 2010.03.18 16:32 | modify | 48 | 0.80 | 1.52588 | 1.52588 | 0.00000 | ||
140 | 2010.03.18 16:40 | s/l | 48 | 0.80 | 1.52588 | 1.52588 | 0.00000 | 0.00 | 9988.56 |
141 | 2010.03.18 16:40 | sell | 49 | 0.80 | 1.52346 | 0.00000 | 0.00000 | ||
142 | 2010.03.19 07:15 | modify | 49 | 0.80 | 1.52346 | 1.52346 | 0.00000 | ||
143 | 2010.03.19 07:50 | s/l | 49 | 0.80 | 1.52346 | 1.52346 | 0.00000 | -1.76 | 9986.80 |
144 | 2010.03.19 07:50 | sell | 50 | 0.80 | 1.52078 | 0.00000 | 0.00000 | ||
145 | 2010.03.19 08:07 | modify | 50 | 0.80 | 1.52078 | 1.52078 | 0.00000 | ||
146 | 2010.03.19 08:10 | s/l | 50 | 0.80 | 1.52078 | 1.52078 | 0.00000 | 0.00 | 9986.80 |
147 | 2010.03.19 08:10 | sell | 51 | 0.80 | 1.51979 | 0.00000 | 0.00000 | ||
148 | 2010.03.19 09:02 | modify | 51 | 0.80 | 1.51979 | 1.51979 | 0.00000 | ||
149 | 2010.03.19 09:10 | s/l | 51 | 0.80 | 1.51979 | 1.51979 | 0.00000 | 0.00 | 9986.80 |
150 | 2010.03.19 09:10 | sell | 52 | 0.80 | 1.51753 | 0.00000 | 0.00000 | ||
151 | 2010.03.19 09:50 | modify | 52 | 0.80 | 1.51753 | 1.51753 | 0.00000 | ||
152 | 2010.03.19 09:57 | s/l | 52 | 0.80 | 1.51753 | 1.51753 | 0.00000 | 0.00 | 9986.80 |
153 | 2010.03.19 09:57 | sell | 53 | 0.80 | 1.51499 | 0.00000 | 0.00000 | ||
154 | 2010.03.19 14:50 | modify | 53 | 0.80 | 1.51499 | 1.51499 | 0.00000 | ||
155 | 2010.03.30 16:20 | s/l | 53 | 0.80 | 1.51499 | 1.51499 | 0.00000 | -15.84 | 9970.96 |
156 | 2010.03.30 16:20 | sell | 54 | 0.80 | 1.51264 | 0.00000 | 0.00000 | ||
157 | 2010.03.30 16:32 | modify | 54 | 0.80 | 1.51264 | 1.51264 | 0.00000 | ||
158 | 2010.03.30 16:40 | s/l | 54 | 0.80 | 1.51264 | 1.51264 | 0.00000 | 0.00 | 9970.96 |
159 | 2010.03.30 16:40 | sell | 55 | 0.80 | 1.50991 | 0.00000 | 0.00000 | ||
160 | 2010.03.30 18:59 | modify | 55 | 0.80 | 1.50991 | 1.50991 | 0.00000 | ||
161 | 2010.03.30 19:02 | s/l | 55 | 0.80 | 1.50991 | 1.50991 | 0.00000 | 0.00 | 9970.96 |
162 | 2010.03.30 19:02 | sell | 56 | 0.80 | 1.50711 | 0.00000 | 0.00000 | ||
163 | 2010.03.30 19:07 | close at stop | 56 | 0.80 | 1.51006 | 0.00000 | 0.00000 | -236.00 | 9734.96 |
164 | 2010.03.30 19:07 | close at stop | 21 | 0.70 | 1.50725 | 0.00000 | 0.00000 | -9687.30 | 47.66 |