Strategy Tester Report
OpenTiks MM (Time Filter)
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 | S1="---------------- General Settings"; Shift1=0; Shift2=1; Shift3=2; Shift4=3; TrailingStop=30; StopLoss=0; Lots=0.1; RiskManagement=false; RiskPercent=10; magicnumber=777; PolLots=false; MaxOrders=1; S2="---------------- Time Filter"; TradeOnSunday=true; MondayToThursdayTimeFilter=false; MondayToThursdayStartHour=0; MondayToThursdayEndHour=24; FridayTimeFilter=false; FridayStartHour=0; FridayEndHour=21; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -372.04 | Gross profit | 168.86 | Gross loss | -540.90 |
Profit factor | 0.31 | Expected payoff | -14.31 | ||
Absolute drawdown | 528.62 | Maximal drawdown | 595.78 (5.86%) | Relative drawdown | 5.86% (595.78) |
Total trades | 26 | Short positions (won %) | 24 (91.67%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 24 (92.31%) | Loss trades (% of total) | 2 (7.69%) | ||
Largest | profit trade | 18.80 | loss trade | -540.68 | |
Average | profit trade | 7.04 | loss trade | -270.45 | |
Maximum | consecutive wins (profit in money) | 23 (163.16) | consecutive losses (loss in money) | 1 (-540.68) | |
Maximal | consecutive profit (count of wins) | 163.16 (23) | consecutive loss (count of losses) | -540.68 (1) | |
Average | consecutive wins | 12 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 19:00 | sell | 1 | 0.10 | 1.60019 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 19:20 | modify | 1 | 0.10 | 1.60019 | 1.59955 | 0.00000 | ||
3 | 2010.01.05 19:22 | s/l | 1 | 0.10 | 1.59955 | 1.59955 | 0.00000 | 6.40 | 10006.40 |
4 | 2010.01.05 20:00 | sell | 2 | 0.10 | 1.59750 | 0.00000 | 0.00000 | ||
5 | 2010.01.06 01:50 | modify | 2 | 0.10 | 1.59750 | 1.59746 | 0.00000 | ||
6 | 2010.01.06 01:52 | s/l | 2 | 0.10 | 1.59746 | 1.59746 | 0.00000 | 0.18 | 10006.58 |
7 | 2010.01.06 13:00 | sell | 3 | 0.10 | 1.59816 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 15:50 | modify | 3 | 0.10 | 1.59816 | 1.59678 | 0.00000 | ||
9 | 2010.01.06 15:52 | s/l | 3 | 0.10 | 1.59678 | 1.59678 | 0.00000 | 13.80 | 10020.38 |
10 | 2010.01.07 08:00 | sell | 4 | 0.10 | 1.59673 | 0.00000 | 0.00000 | ||
11 | 2010.01.07 08:50 | modify | 4 | 0.10 | 1.59673 | 1.59614 | 0.00000 | ||
12 | 2010.01.07 08:52 | s/l | 4 | 0.10 | 1.59614 | 1.59614 | 0.00000 | 5.90 | 10026.28 |
13 | 2010.01.07 09:00 | sell | 5 | 0.10 | 1.59514 | 0.00000 | 0.00000 | ||
14 | 2010.01.07 09:50 | modify | 5 | 0.10 | 1.59514 | 1.59415 | 0.00000 | ||
15 | 2010.01.07 09:52 | s/l | 5 | 0.10 | 1.59415 | 1.59415 | 0.00000 | 9.90 | 10036.18 |
16 | 2010.01.07 10:00 | sell | 6 | 0.10 | 1.59231 | 0.00000 | 0.00000 | ||
17 | 2010.02.01 11:15 | modify | 6 | 0.10 | 1.59231 | 1.59152 | 0.00000 | ||
18 | 2010.02.01 11:17 | s/l | 6 | 0.10 | 1.59152 | 1.59152 | 0.00000 | 2.84 | 10039.02 |
19 | 2010.02.01 12:00 | sell | 7 | 0.10 | 1.58602 | 0.00000 | 0.00000 | ||
20 | 2010.02.04 11:03 | modify | 7 | 0.10 | 1.58602 | 1.58569 | 0.00000 | ||
21 | 2010.02.04 11:10 | modify | 7 | 0.10 | 1.58602 | 1.58542 | 0.00000 | ||
22 | 2010.02.04 11:13 | s/l | 7 | 0.10 | 1.58542 | 1.58542 | 0.00000 | 4.90 | 10043.92 |
23 | 2010.02.04 17:00 | sell | 8 | 0.10 | 1.57815 | 0.00000 | 0.00000 | ||
24 | 2010.02.04 17:45 | modify | 8 | 0.10 | 1.57815 | 1.57754 | 0.00000 | ||
25 | 2010.02.04 17:47 | s/l | 8 | 0.10 | 1.57754 | 1.57754 | 0.00000 | 6.10 | 10050.02 |
26 | 2010.02.04 18:00 | sell | 9 | 0.10 | 1.57610 | 0.00000 | 0.00000 | ||
27 | 2010.02.05 02:20 | modify | 9 | 0.10 | 1.57610 | 1.57589 | 0.00000 | ||
28 | 2010.02.05 02:22 | s/l | 9 | 0.10 | 1.57589 | 1.57589 | 0.00000 | 1.88 | 10051.90 |
29 | 2010.02.05 07:00 | sell | 10 | 0.10 | 1.57263 | 0.00000 | 0.00000 | ||
30 | 2010.02.05 08:45 | modify | 10 | 0.10 | 1.57263 | 1.57241 | 0.00000 | ||
31 | 2010.02.05 08:47 | s/l | 10 | 0.10 | 1.57241 | 1.57241 | 0.00000 | 2.20 | 10054.10 |
32 | 2010.02.08 05:00 | sell | 11 | 0.10 | 1.56052 | 0.00000 | 0.00000 | ||
33 | 2010.02.08 07:10 | modify | 11 | 0.10 | 1.56052 | 1.56033 | 0.00000 | ||
34 | 2010.02.08 07:16 | modify | 11 | 0.10 | 1.56052 | 1.55921 | 0.00000 | ||
35 | 2010.02.08 07:20 | s/l | 11 | 0.10 | 1.55921 | 1.55921 | 0.00000 | 13.10 | 10067.20 |
36 | 2010.02.08 21:00 | sell | 12 | 0.10 | 1.56113 | 0.00000 | 0.00000 | ||
37 | 2010.02.08 22:50 | modify | 12 | 0.10 | 1.56113 | 1.56073 | 0.00000 | ||
38 | 2010.02.08 22:52 | s/l | 12 | 0.10 | 1.56073 | 1.56073 | 0.00000 | 4.00 | 10071.20 |
39 | 2010.02.08 23:00 | sell | 13 | 0.10 | 1.55825 | 0.00000 | 0.00000 | ||
40 | 2010.02.18 22:45 | modify | 13 | 0.10 | 1.55825 | 1.55723 | 0.00000 | ||
41 | 2010.02.18 22:47 | s/l | 13 | 0.10 | 1.55723 | 1.55723 | 0.00000 | 7.56 | 10078.76 |
42 | 2010.02.18 23:00 | sell | 14 | 0.10 | 1.55264 | 0.00000 | 0.00000 | ||
43 | 2010.02.18 23:45 | modify | 14 | 0.10 | 1.55264 | 1.55186 | 0.00000 | ||
44 | 2010.02.18 23:47 | s/l | 14 | 0.10 | 1.55186 | 1.55186 | 0.00000 | 7.80 | 10086.56 |
45 | 2010.02.19 00:00 | sell | 15 | 0.10 | 1.54788 | 0.00000 | 0.00000 | ||
46 | 2010.02.19 00:45 | modify | 15 | 0.10 | 1.54788 | 1.54690 | 0.00000 | ||
47 | 2010.02.19 00:47 | s/l | 15 | 0.10 | 1.54690 | 1.54690 | 0.00000 | 9.80 | 10096.36 |
48 | 2010.02.19 01:00 | sell | 16 | 0.10 | 1.54256 | 0.00000 | 0.00000 | ||
49 | 2010.02.19 07:10 | modify | 16 | 0.10 | 1.54256 | 1.54244 | 0.00000 | ||
50 | 2010.02.19 07:13 | s/l | 16 | 0.10 | 1.54244 | 1.54244 | 0.00000 | 1.20 | 10097.56 |
51 | 2010.02.22 04:00 | buy | 17 | 0.10 | 1.55173 | 0.00000 | 0.00000 | ||
52 | 2010.02.22 16:20 | modify | 17 | 0.10 | 1.55173 | 1.55176 | 0.00000 | ||
53 | 2010.02.22 16:22 | s/l | 17 | 0.10 | 1.55176 | 1.55176 | 0.00000 | 0.30 | 10097.86 |
54 | 2010.02.22 20:00 | sell | 18 | 0.10 | 1.54699 | 0.00000 | 0.00000 | ||
55 | 2010.02.23 10:50 | modify | 18 | 0.10 | 1.54699 | 1.54635 | 0.00000 | ||
56 | 2010.02.23 10:52 | s/l | 18 | 0.10 | 1.54635 | 1.54635 | 0.00000 | 6.18 | 10104.04 |
57 | 2010.02.23 12:00 | sell | 19 | 0.10 | 1.54125 | 0.00000 | 0.00000 | ||
58 | 2010.02.25 02:10 | modify | 19 | 0.10 | 1.54125 | 1.54121 | 0.00000 | ||
59 | 2010.02.25 02:15 | modify | 19 | 0.10 | 1.54125 | 1.54039 | 0.00000 | ||
60 | 2010.02.25 02:20 | modify | 19 | 0.10 | 1.54125 | 1.53929 | 0.00000 | ||
61 | 2010.02.25 02:22 | s/l | 19 | 0.10 | 1.53929 | 1.53929 | 0.00000 | 18.72 | 10122.76 |
62 | 2010.02.25 04:00 | sell | 20 | 0.10 | 1.53563 | 0.00000 | 0.00000 | ||
63 | 2010.02.25 05:37 | modify | 20 | 0.10 | 1.53563 | 1.53558 | 0.00000 | ||
64 | 2010.02.25 05:40 | s/l | 20 | 0.10 | 1.53558 | 1.53558 | 0.00000 | 0.50 | 10123.26 |
65 | 2010.02.25 08:00 | sell | 21 | 0.10 | 1.53279 | 0.00000 | 0.00000 | ||
66 | 2010.02.25 10:15 | modify | 21 | 0.10 | 1.53279 | 1.53231 | 0.00000 | ||
67 | 2010.02.25 10:17 | s/l | 21 | 0.10 | 1.53231 | 1.53231 | 0.00000 | 4.80 | 10128.06 |
68 | 2010.02.26 01:00 | sell | 22 | 0.10 | 1.52394 | 0.00000 | 0.00000 | ||
69 | 2010.02.26 13:50 | modify | 22 | 0.10 | 1.52394 | 1.52231 | 0.00000 | ||
70 | 2010.02.26 13:52 | s/l | 22 | 0.10 | 1.52231 | 1.52231 | 0.00000 | 16.30 | 10144.36 |
71 | 2010.03.01 08:00 | sell | 23 | 0.10 | 1.51169 | 0.00000 | 0.00000 | ||
72 | 2010.03.01 11:15 | modify | 23 | 0.10 | 1.51169 | 1.50981 | 0.00000 | ||
73 | 2010.03.01 11:17 | s/l | 23 | 0.10 | 1.50981 | 1.50981 | 0.00000 | 18.80 | 10163.16 |
74 | 2010.03.01 13:00 | sell | 24 | 0.10 | 1.48749 | 0.00000 | 0.00000 | ||
75 | 2010.03.25 18:15 | modify | 24 | 0.10 | 1.48749 | 1.48694 | 0.00000 | ||
76 | 2010.03.25 18:17 | s/l | 24 | 0.10 | 1.48694 | 1.48694 | 0.00000 | -0.22 | 10162.94 |
77 | 2010.03.29 00:00 | buy | 25 | 0.10 | 1.49833 | 0.00000 | 0.00000 | ||
78 | 2010.03.29 09:20 | modify | 25 | 0.10 | 1.49833 | 1.49890 | 0.00000 | ||
79 | 2010.03.29 09:22 | s/l | 25 | 0.10 | 1.49890 | 1.49890 | 0.00000 | 5.70 | 10168.64 |
80 | 2010.03.29 19:00 | sell | 26 | 0.10 | 1.49626 | 0.00000 | 0.00000 | ||
81 | 2010.04.15 23:59 | close at stop | 26 | 0.10 | 1.54991 | 0.00000 | 0.00000 | -540.68 | 9627.96 |