Strategy Tester Report
Lag-V1
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 | MaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9644.20 | Gross profit | 2461.00 | Gross loss | -12105.20 |
| Profit factor | 0.20 | Expected payoff | -137.77 | ||
| Absolute drawdown | 9644.20 | Maximal drawdown | 12407.20 (97.21%) | Relative drawdown | 97.21% (12407.20) |
| Total trades | 70 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 57 (70.18%) |
| Profit trades (% of total) | 53 (75.71%) | Loss trades (% of total) | 17 (24.29%) | ||
| Largest | profit trade | 212.00 | loss trade | -1000.00 | |
| Average | profit trade | 46.43 | loss trade | -712.07 | |
| Maximum | consecutive wins (profit in money) | 53 (2461.00) | consecutive losses (loss in money) | 17 (-12105.20) | |
| Maximal | consecutive profit (count of wins) | 2461.00 (53) | consecutive loss (count of losses) | -12105.20 (17) | |
| Average | consecutive wins | 53 | consecutive losses | 17 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 03:15 | buy | 1 | 1.00 | 1.61340 | 1.60340 | 0.00000 | ||
| 2 | 2010.01.04 03:20 | buy | 2 | 1.00 | 1.61417 | 1.60417 | 0.00000 | ||
| 3 | 2010.01.04 03:25 | buy | 3 | 1.00 | 1.61391 | 1.60391 | 0.00000 | ||
| 4 | 2010.01.04 03:40 | buy | 4 | 1.00 | 1.61342 | 1.60342 | 0.00000 | ||
| 5 | 2010.01.04 03:45 | buy | 5 | 1.00 | 1.61400 | 1.60400 | 0.00000 | ||
| 6 | 2010.01.04 03:50 | buy | 6 | 1.00 | 1.61458 | 1.60458 | 0.00000 | ||
| 7 | 2010.01.04 03:55 | buy | 7 | 1.00 | 1.61439 | 1.60439 | 0.00000 | ||
| 8 | 2010.01.04 07:07 | buy | 8 | 1.00 | 1.61340 | 1.60340 | 0.00000 | ||
| 9 | 2010.01.04 08:50 | buy | 9 | 1.00 | 1.61386 | 1.60386 | 0.00000 | ||
| 10 | 2010.01.04 08:55 | buy | 10 | 1.00 | 1.61337 | 1.60337 | 0.00000 | ||
| 11 | 2010.01.04 09:05 | buy | 11 | 1.00 | 1.61291 | 1.60291 | 0.00000 | ||
| 12 | 2010.01.04 09:10 | buy | 12 | 1.00 | 1.61447 | 1.60447 | 0.00000 | ||
| 13 | 2010.01.04 09:15 | close | 11 | 1.00 | 1.61323 | 1.60291 | 0.00000 | 32.00 | 10032.00 |
| 14 | 2010.01.04 09:17 | buy | 13 | 1.00 | 1.61552 | 1.60552 | 0.00000 | ||
| 15 | 2010.01.04 09:20 | close | 1 | 1.00 | 1.61479 | 1.60340 | 0.00000 | 139.00 | 10171.00 |
| 16 | 2010.01.04 09:22 | close | 4 | 1.00 | 1.61375 | 1.60342 | 0.00000 | 33.00 | 10204.00 |
| 17 | 2010.01.04 09:25 | close | 2 | 1.00 | 1.61427 | 1.60417 | 0.00000 | 10.00 | 10214.00 |
| 18 | 2010.01.04 09:27 | buy | 14 | 1.00 | 1.61552 | 1.60552 | 0.00000 | ||
| 19 | 2010.01.04 09:32 | buy | 15 | 1.00 | 1.61567 | 1.60567 | 0.00000 | ||
| 20 | 2010.01.04 09:37 | buy | 16 | 1.00 | 1.61538 | 1.60538 | 0.00000 | ||
| 21 | 2010.01.04 09:40 | close | 3 | 1.00 | 1.61403 | 1.60391 | 0.00000 | 12.00 | 10226.00 |
| 22 | 2010.01.04 09:42 | close | 8 | 1.00 | 1.61374 | 1.60340 | 0.00000 | 34.00 | 10260.00 |
| 23 | 2010.01.04 09:45 | close | 5 | 1.00 | 1.61490 | 1.60400 | 0.00000 | 90.00 | 10350.00 |
| 24 | 2010.01.04 09:47 | close | 6 | 1.00 | 1.61461 | 1.60458 | 0.00000 | 3.00 | 10353.00 |
| 25 | 2010.01.04 09:50 | close | 7 | 1.00 | 1.61578 | 1.60439 | 0.00000 | 139.00 | 10492.00 |
| 26 | 2010.01.04 09:52 | close | 9 | 1.00 | 1.61520 | 1.60386 | 0.00000 | 134.00 | 10626.00 |
| 27 | 2010.01.04 09:55 | close | 10 | 1.00 | 1.61549 | 1.60337 | 0.00000 | 212.00 | 10838.00 |
| 28 | 2010.01.04 09:57 | close | 12 | 1.00 | 1.61461 | 1.60447 | 0.00000 | 14.00 | 10852.00 |
| 29 | 2010.01.04 09:59 | buy | 17 | 1.00 | 1.61800 | 1.60800 | 0.00000 | ||
| 30 | 2010.01.04 10:02 | close | 16 | 1.00 | 1.61547 | 1.60538 | 0.00000 | 9.00 | 10861.00 |
| 31 | 2010.01.04 10:05 | close | 13 | 1.00 | 1.61577 | 1.60552 | 0.00000 | 25.00 | 10886.00 |
| 32 | 2010.01.04 10:10 | close | 14 | 1.00 | 1.61668 | 1.60552 | 0.00000 | 116.00 | 11002.00 |
| 33 | 2010.01.04 10:12 | close | 15 | 1.00 | 1.61638 | 1.60567 | 0.00000 | 71.00 | 11073.00 |
| 34 | 2010.01.04 10:20 | close | 17 | 1.00 | 1.61849 | 1.60800 | 0.00000 | 49.00 | 11122.00 |
| 35 | 2010.01.04 13:50 | sell | 18 | 1.00 | 1.61378 | 1.62378 | 0.00000 | ||
| 36 | 2010.01.04 13:55 | sell | 19 | 1.00 | 1.61408 | 1.62408 | 0.00000 | ||
| 37 | 2010.01.04 14:00 | sell | 20 | 1.00 | 1.61466 | 1.62466 | 0.00000 | ||
| 38 | 2010.01.04 14:05 | sell | 21 | 1.00 | 1.61458 | 1.62458 | 0.00000 | ||
| 39 | 2010.01.04 14:10 | sell | 22 | 1.00 | 1.61512 | 1.62512 | 0.00000 | ||
| 40 | 2010.01.04 14:15 | sell | 23 | 1.00 | 1.61566 | 1.62566 | 0.00000 | ||
| 41 | 2010.01.04 14:20 | sell | 24 | 1.00 | 1.61620 | 1.62620 | 0.00000 | ||
| 42 | 2010.01.04 14:25 | sell | 25 | 1.00 | 1.61602 | 1.62602 | 0.00000 | ||
| 43 | 2010.01.04 14:30 | sell | 26 | 1.00 | 1.61570 | 1.62570 | 0.00000 | ||
| 44 | 2010.01.04 14:35 | sell | 27 | 1.00 | 1.61473 | 1.62473 | 0.00000 | ||
| 45 | 2010.01.04 14:40 | sell | 28 | 1.00 | 1.61572 | 1.62572 | 0.00000 | ||
| 46 | 2010.01.04 14:47 | sell | 29 | 1.00 | 1.61639 | 1.62639 | 0.00000 | ||
| 47 | 2010.01.04 14:57 | sell | 30 | 1.00 | 1.61639 | 1.62639 | 0.00000 | ||
| 48 | 2010.01.04 16:20 | close | 24 | 1.00 | 1.61579 | 1.62620 | 0.00000 | 41.00 | 11163.00 |
| 49 | 2010.01.04 16:25 | close | 29 | 1.00 | 1.61634 | 1.62639 | 0.00000 | 5.00 | 11168.00 |
| 50 | 2010.01.04 16:40 | close | 30 | 1.00 | 1.61621 | 1.62639 | 0.00000 | 18.00 | 11186.00 |
| 51 | 2010.01.04 16:45 | close | 23 | 1.00 | 1.61536 | 1.62566 | 0.00000 | 30.00 | 11216.00 |
| 52 | 2010.01.04 16:47 | close | 25 | 1.00 | 1.61564 | 1.62602 | 0.00000 | 38.00 | 11254.00 |
| 53 | 2010.01.04 16:50 | close | 20 | 1.00 | 1.61424 | 1.62466 | 0.00000 | 42.00 | 11296.00 |
| 54 | 2010.01.04 16:52 | close | 22 | 1.00 | 1.61480 | 1.62512 | 0.00000 | 32.00 | 11328.00 |
| 55 | 2010.01.04 16:55 | close | 21 | 1.00 | 1.61452 | 1.62458 | 0.00000 | 6.00 | 11334.00 |
| 56 | 2010.01.04 16:57 | close | 26 | 1.00 | 1.61536 | 1.62570 | 0.00000 | 34.00 | 11368.00 |
| 57 | 2010.01.04 16:59 | close | 27 | 1.00 | 1.61470 | 1.62473 | 0.00000 | 3.00 | 11371.00 |
| 58 | 2010.01.04 17:00 | close | 28 | 1.00 | 1.61472 | 1.62572 | 0.00000 | 100.00 | 11471.00 |
| 59 | 2010.01.04 17:15 | close | 18 | 1.00 | 1.61293 | 1.62378 | 0.00000 | 85.00 | 11556.00 |
| 60 | 2010.01.04 17:17 | close | 19 | 1.00 | 1.61336 | 1.62408 | 0.00000 | 72.00 | 11628.00 |
| 61 | 2010.01.05 00:15 | buy | 31 | 1.00 | 1.61311 | 1.60311 | 0.00000 | ||
| 62 | 2010.01.05 00:20 | buy | 32 | 1.00 | 1.61383 | 1.60383 | 0.00000 | ||
| 63 | 2010.01.05 00:25 | buy | 33 | 1.00 | 1.61359 | 1.60359 | 0.00000 | ||
| 64 | 2010.01.05 00:40 | buy | 34 | 1.00 | 1.61332 | 1.60332 | 0.00000 | ||
| 65 | 2010.01.05 00:45 | buy | 35 | 1.00 | 1.61369 | 1.60369 | 0.00000 | ||
| 66 | 2010.01.05 00:50 | buy | 36 | 1.00 | 1.61405 | 1.60405 | 0.00000 | ||
| 67 | 2010.01.05 00:55 | buy | 37 | 1.00 | 1.61393 | 1.60393 | 0.00000 | ||
| 68 | 2010.01.05 01:20 | close | 31 | 1.00 | 1.61359 | 1.60311 | 0.00000 | 48.00 | 11676.00 |
| 69 | 2010.01.05 01:25 | close | 34 | 1.00 | 1.61335 | 1.60332 | 0.00000 | 3.00 | 11679.00 |
| 70 | 2010.01.05 04:02 | buy | 38 | 1.00 | 1.61254 | 1.60254 | 0.00000 | ||
| 71 | 2010.01.05 04:07 | buy | 39 | 1.00 | 1.61262 | 1.60262 | 0.00000 | ||
| 72 | 2010.01.05 05:15 | buy | 40 | 1.00 | 1.61265 | 1.60265 | 0.00000 | ||
| 73 | 2010.01.05 05:20 | buy | 41 | 1.00 | 1.61315 | 1.60315 | 0.00000 | ||
| 74 | 2010.01.05 05:25 | buy | 42 | 1.00 | 1.61298 | 1.60298 | 0.00000 | ||
| 75 | 2010.01.05 05:30 | buy | 43 | 1.00 | 1.61299 | 1.60299 | 0.00000 | ||
| 76 | 2010.01.05 05:35 | buy | 44 | 1.00 | 1.61378 | 1.60378 | 0.00000 | ||
| 77 | 2010.01.05 05:40 | buy | 45 | 1.00 | 1.61324 | 1.60324 | 0.00000 | ||
| 78 | 2010.01.05 05:45 | buy | 46 | 1.00 | 1.61243 | 1.60243 | 0.00000 | ||
| 79 | 2010.01.05 05:57 | buy | 47 | 1.00 | 1.61243 | 1.60243 | 0.00000 | ||
| 80 | 2010.01.05 06:20 | buy | 48 | 1.00 | 1.61240 | 1.60240 | 0.00000 | ||
| 81 | 2010.01.05 06:35 | buy | 49 | 1.00 | 1.61278 | 1.60278 | 0.00000 | ||
| 82 | 2010.01.05 06:40 | buy | 50 | 1.00 | 1.61409 | 1.60409 | 0.00000 | ||
| 83 | 2010.01.05 06:45 | close | 38 | 1.00 | 1.61260 | 1.60254 | 0.00000 | 6.00 | 11685.00 |
| 84 | 2010.01.05 06:47 | buy | 51 | 1.00 | 1.61497 | 1.60497 | 0.00000 | ||
| 85 | 2010.01.05 06:50 | close | 32 | 1.00 | 1.61391 | 1.60383 | 0.00000 | 8.00 | 11693.00 |
| 86 | 2010.01.05 06:52 | close | 39 | 1.00 | 1.61303 | 1.60262 | 0.00000 | 41.00 | 11734.00 |
| 87 | 2010.01.05 06:55 | close | 40 | 1.00 | 1.61347 | 1.60265 | 0.00000 | 82.00 | 11816.00 |
| 88 | 2010.01.05 06:57 | buy | 52 | 1.00 | 1.61497 | 1.60497 | 0.00000 | ||
| 89 | 2010.01.05 06:59 | close | 41 | 1.00 | 1.61321 | 1.60315 | 0.00000 | 6.00 | 11822.00 |
| 90 | 2010.01.05 07:00 | close | 42 | 1.00 | 1.61321 | 1.60298 | 0.00000 | 23.00 | 11845.00 |
| 91 | 2010.01.05 07:02 | close | 43 | 1.00 | 1.61309 | 1.60299 | 0.00000 | 10.00 | 11855.00 |
| 92 | 2010.01.05 07:05 | close | 46 | 1.00 | 1.61290 | 1.60243 | 0.00000 | 47.00 | 11902.00 |
| 93 | 2010.01.05 07:07 | close | 45 | 1.00 | 1.61328 | 1.60324 | 0.00000 | 4.00 | 11906.00 |
| 94 | 2010.01.05 07:10 | close | 47 | 1.00 | 1.61253 | 1.60243 | 0.00000 | 10.00 | 11916.00 |
| 95 | 2010.01.05 07:12 | close | 48 | 1.00 | 1.61272 | 1.60240 | 0.00000 | 32.00 | 11948.00 |
| 96 | 2010.01.05 07:30 | close | 49 | 1.00 | 1.61289 | 1.60278 | 0.00000 | 11.00 | 11959.00 |
| 97 | 2010.01.05 07:40 | close | 33 | 1.00 | 1.61390 | 1.60359 | 0.00000 | 31.00 | 11990.00 |
| 98 | 2010.01.05 07:45 | close | 35 | 1.00 | 1.61455 | 1.60369 | 0.00000 | 86.00 | 12076.00 |
| 99 | 2010.01.05 07:47 | close | 36 | 1.00 | 1.61433 | 1.60405 | 0.00000 | 28.00 | 12104.00 |
| 100 | 2010.01.05 07:50 | close | 37 | 1.00 | 1.61521 | 1.60393 | 0.00000 | 128.00 | 12232.00 |
| 101 | 2010.01.05 07:52 | close | 44 | 1.00 | 1.61477 | 1.60378 | 0.00000 | 99.00 | 12331.00 |
| 102 | 2010.01.05 07:55 | close | 50 | 1.00 | 1.61499 | 1.60409 | 0.00000 | 90.00 | 12421.00 |
| 103 | 2010.01.05 07:59 | close | 51 | 1.00 | 1.61502 | 1.60497 | 0.00000 | 5.00 | 12426.00 |
| 104 | 2010.01.05 08:07 | close | 52 | 1.00 | 1.61528 | 1.60497 | 0.00000 | 31.00 | 12457.00 |
| 105 | 2010.01.05 14:07 | buy | 53 | 1.00 | 1.60745 | 1.59745 | 0.00000 | ||
| 106 | 2010.01.05 15:45 | buy | 54 | 1.00 | 1.60691 | 1.59691 | 0.00000 | ||
| 107 | 2010.01.05 15:50 | buy | 55 | 1.00 | 1.60772 | 1.59772 | 0.00000 | ||
| 108 | 2010.01.05 15:55 | buy | 56 | 1.00 | 1.60745 | 1.59745 | 0.00000 | ||
| 109 | 2010.01.05 16:20 | close | 54 | 1.00 | 1.60695 | 1.59691 | 0.00000 | 4.00 | 12461.00 |
| 110 | 2010.01.05 17:02 | buy | 57 | 1.00 | 1.60730 | 1.59730 | 0.00000 | ||
| 111 | 2010.01.05 17:07 | buy | 58 | 1.00 | 1.60766 | 1.59766 | 0.00000 | ||
| 112 | 2010.01.05 17:20 | buy | 59 | 1.00 | 1.60366 | 1.59366 | 0.00000 | ||
| 113 | 2010.01.05 17:25 | buy | 60 | 1.00 | 1.60402 | 1.59402 | 0.00000 | ||
| 114 | 2010.01.05 17:30 | buy | 61 | 1.00 | 1.60422 | 1.59422 | 0.00000 | ||
| 115 | 2010.01.05 17:35 | buy | 62 | 1.00 | 1.60392 | 1.59392 | 0.00000 | ||
| 116 | 2010.01.05 17:40 | buy | 63 | 1.00 | 1.60335 | 1.59335 | 0.00000 | ||
| 117 | 2010.01.05 17:45 | buy | 64 | 1.00 | 1.60250 | 1.59250 | 0.00000 | ||
| 118 | 2010.01.05 17:50 | buy | 65 | 1.00 | 1.60136 | 1.59136 | 0.00000 | ||
| 119 | 2010.01.05 17:55 | buy | 66 | 1.00 | 1.60164 | 1.59164 | 0.00000 | ||
| 120 | 2010.01.05 19:20 | s/l | 53 | 1.00 | 1.59745 | 1.59745 | 0.00000 | -1000.00 | 11461.00 |
| 121 | 2010.01.05 19:20 | s/l | 55 | 1.00 | 1.59772 | 1.59772 | 0.00000 | -1000.00 | 10461.00 |
| 122 | 2010.01.05 19:20 | s/l | 56 | 1.00 | 1.59745 | 1.59745 | 0.00000 | -1000.00 | 9461.00 |
| 123 | 2010.01.05 19:20 | s/l | 57 | 1.00 | 1.59730 | 1.59730 | 0.00000 | -1000.00 | 8461.00 |
| 124 | 2010.01.05 19:20 | s/l | 58 | 1.00 | 1.59766 | 1.59766 | 0.00000 | -1000.00 | 7461.00 |
| 125 | 2010.01.05 20:15 | buy | 67 | 1.00 | 1.60138 | 1.59138 | 0.00000 | ||
| 126 | 2010.01.05 20:20 | buy | 68 | 1.00 | 1.60185 | 1.59185 | 0.00000 | ||
| 127 | 2010.01.05 20:45 | buy | 69 | 1.00 | 1.60250 | 1.59250 | 0.00000 | ||
| 128 | 2010.01.05 20:50 | buy | 70 | 1.00 | 1.60296 | 1.59296 | 0.00000 | ||
| 129 | 2010.01.06 00:20 | close at stop | 70 | 1.00 | 1.59686 | 1.59296 | 0.00000 | -610.10 | 6850.90 |
| 130 | 2010.01.06 00:20 | close at stop | 69 | 1.00 | 1.59686 | 1.59250 | 0.00000 | -564.10 | 6286.80 |
| 131 | 2010.01.06 00:20 | close at stop | 68 | 1.00 | 1.59686 | 1.59185 | 0.00000 | -499.10 | 5787.70 |
| 132 | 2010.01.06 00:20 | close at stop | 67 | 1.00 | 1.59686 | 1.59138 | 0.00000 | -452.10 | 5335.60 |
| 133 | 2010.01.06 00:20 | close at stop | 66 | 1.00 | 1.59686 | 1.59164 | 0.00000 | -478.10 | 4857.50 |
| 134 | 2010.01.06 00:20 | close at stop | 65 | 1.00 | 1.59686 | 1.59136 | 0.00000 | -450.10 | 4407.40 |
| 135 | 2010.01.06 00:20 | close at stop | 64 | 1.00 | 1.59686 | 1.59250 | 0.00000 | -564.10 | 3843.30 |
| 136 | 2010.01.06 00:20 | close at stop | 63 | 1.00 | 1.59686 | 1.59335 | 0.00000 | -649.10 | 3194.20 |
| 137 | 2010.01.06 00:20 | close at stop | 62 | 1.00 | 1.59686 | 1.59392 | 0.00000 | -706.10 | 2488.10 |
| 138 | 2010.01.06 00:20 | close at stop | 61 | 1.00 | 1.59686 | 1.59422 | 0.00000 | -736.10 | 1752.00 |
| 139 | 2010.01.06 00:20 | close at stop | 60 | 1.00 | 1.59686 | 1.59402 | 0.00000 | -716.10 | 1035.90 |
| 140 | 2010.01.06 00:20 | close at stop | 59 | 1.00 | 1.59686 | 1.59366 | 0.00000 | -680.10 | 355.80 |