Strategy Tester Report
Starter_CoolGluk
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=1; MaximumRisk=0.03; DecreaseFactor=3; IncreaseFactor=3; Stop=10; MAPeriod=120; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3867.12 | Gross profit | 530.97 | Gross loss | -4398.09 |
Profit factor | 0.12 | Expected payoff | -56.05 | ||
Absolute drawdown | 3990.28 | Maximal drawdown | 3998.08 (39.95%) | Relative drawdown | 39.95% (3998.08) |
Total trades | 69 | Short positions (won %) | 41 (65.85%) | Long positions (won %) | 28 (53.57%) |
Profit trades (% of total) | 42 (60.87%) | Loss trades (% of total) | 27 (39.13%) | ||
Largest | profit trade | 67.88 | loss trade | -547.86 | |
Average | profit trade | 12.64 | loss trade | -162.89 | |
Maximum | consecutive wins (profit in money) | 6 (116.32) | consecutive losses (loss in money) | 3 (-602.09) | |
Maximal | consecutive profit (count of wins) | 116.32 (6) | consecutive loss (count of losses) | -617.86 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:16 | buy | 1 | 0.30 | 1.61297 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 09:15 | close | 1 | 0.30 | 1.61323 | 0.00000 | 0.00000 | 7.80 | 10007.80 |
3 | 2010.01.04 19:00 | buy | 2 | 0.30 | 1.61532 | 0.00000 | 0.00000 | ||
4 | 2010.01.06 11:00 | close | 2 | 0.30 | 1.60222 | 0.00000 | 0.00000 | -393.06 | 9614.74 |
5 | 2010.01.06 12:00 | sell | 3 | 0.30 | 1.60105 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 12:50 | close | 3 | 0.30 | 1.60062 | 0.00000 | 0.00000 | 12.90 | 9627.64 |
7 | 2010.01.06 20:05 | sell | 4 | 0.30 | 1.59961 | 0.00000 | 0.00000 | ||
8 | 2010.01.07 07:15 | close | 4 | 0.30 | 1.59940 | 0.00000 | 0.00000 | 4.32 | 9631.96 |
9 | 2010.01.07 22:00 | sell | 5 | 0.10 | 1.59385 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 05:07 | close | 5 | 0.10 | 1.59587 | 0.00000 | 0.00000 | -20.42 | 9611.54 |
11 | 2010.01.08 07:10 | sell | 6 | 0.30 | 1.59440 | 0.00000 | 0.00000 | ||
12 | 2010.01.11 21:00 | close | 6 | 0.30 | 1.61264 | 0.00000 | 0.00000 | -547.86 | 9063.68 |
13 | 2010.01.11 22:00 | buy | 7 | 0.10 | 1.61338 | 0.00000 | 0.00000 | ||
14 | 2010.01.12 10:00 | close | 7 | 0.10 | 1.61000 | 0.00000 | 0.00000 | -33.81 | 9029.87 |
15 | 2010.01.13 03:10 | buy | 8 | 0.10 | 1.61849 | 0.00000 | 0.00000 | ||
16 | 2010.01.13 05:20 | close | 8 | 0.10 | 1.61916 | 0.00000 | 0.00000 | 6.70 | 9036.57 |
17 | 2010.01.14 11:00 | buy | 9 | 0.30 | 1.63090 | 0.00000 | 0.00000 | ||
18 | 2010.01.14 14:45 | close | 9 | 0.30 | 1.63101 | 0.00000 | 0.00000 | 3.30 | 9039.87 |
19 | 2010.01.15 05:10 | buy | 10 | 0.10 | 1.63444 | 0.00000 | 0.00000 | ||
20 | 2010.01.15 05:45 | close | 10 | 0.10 | 1.63490 | 0.00000 | 0.00000 | 4.60 | 9044.47 |
21 | 2010.01.15 14:20 | buy | 11 | 0.10 | 1.63289 | 0.00000 | 0.00000 | ||
22 | 2010.01.18 03:00 | close | 11 | 0.10 | 1.62705 | 0.00000 | 0.00000 | -58.41 | 8986.06 |
23 | 2010.01.18 18:12 | buy | 12 | 0.30 | 1.63530 | 0.00000 | 0.00000 | ||
24 | 2010.01.18 21:45 | close | 12 | 0.30 | 1.63343 | 0.00000 | 0.00000 | -56.10 | 8929.96 |
25 | 2010.01.19 15:00 | buy | 13 | 0.10 | 1.63695 | 0.00000 | 0.00000 | ||
26 | 2010.01.19 15:40 | close | 13 | 0.10 | 1.63706 | 0.00000 | 0.00000 | 1.10 | 8931.06 |
27 | 2010.01.19 17:15 | buy | 14 | 0.30 | 1.63803 | 0.00000 | 0.00000 | ||
28 | 2010.01.19 19:10 | close | 14 | 0.30 | 1.63835 | 0.00000 | 0.00000 | 9.60 | 8940.66 |
29 | 2010.01.20 02:02 | buy | 15 | 0.10 | 1.63908 | 0.00000 | 0.00000 | ||
30 | 2010.01.20 20:02 | close | 15 | 0.10 | 1.62797 | 0.00000 | 0.00000 | -111.10 | 8829.56 |
31 | 2010.01.20 22:02 | sell | 16 | 0.30 | 1.62889 | 0.00000 | 0.00000 | ||
32 | 2010.01.21 03:20 | close | 16 | 0.30 | 1.62800 | 0.00000 | 0.00000 | 24.72 | 8854.28 |
33 | 2010.01.21 20:00 | sell | 17 | 0.30 | 1.62216 | 0.00000 | 0.00000 | ||
34 | 2010.01.21 21:50 | close | 17 | 0.30 | 1.62194 | 0.00000 | 0.00000 | 6.60 | 8860.88 |
35 | 2010.01.22 06:00 | sell | 18 | 0.10 | 1.62098 | 0.00000 | 0.00000 | ||
36 | 2010.01.22 12:50 | close | 18 | 0.10 | 1.61929 | 0.00000 | 0.00000 | 16.90 | 8877.78 |
37 | 2010.01.25 11:00 | sell | 19 | 0.10 | 1.61590 | 0.00000 | 0.00000 | ||
38 | 2010.01.25 14:02 | close | 19 | 0.10 | 1.61552 | 0.00000 | 0.00000 | 3.80 | 8881.58 |
39 | 2010.01.25 14:52 | sell | 20 | 0.10 | 1.61550 | 0.00000 | 0.00000 | ||
40 | 2010.01.26 07:20 | close | 20 | 0.10 | 1.62256 | 0.00000 | 0.00000 | -70.82 | 8810.76 |
41 | 2010.01.26 08:20 | buy | 21 | 0.30 | 1.62479 | 0.00000 | 0.00000 | ||
42 | 2010.01.26 09:32 | close | 21 | 0.30 | 1.62603 | 0.00000 | 0.00000 | 37.20 | 8847.96 |
43 | 2010.01.27 17:50 | sell | 22 | 0.30 | 1.62085 | 0.00000 | 0.00000 | ||
44 | 2010.01.27 18:45 | close | 22 | 0.30 | 1.62057 | 0.00000 | 0.00000 | 8.40 | 8856.36 |
45 | 2010.01.28 06:10 | sell | 23 | 0.10 | 1.61910 | 0.00000 | 0.00000 | ||
46 | 2010.01.28 16:20 | close | 23 | 0.10 | 1.61610 | 0.00000 | 0.00000 | 30.00 | 8886.36 |
47 | 2010.01.29 11:00 | sell | 24 | 0.10 | 1.61477 | 0.00000 | 0.00000 | ||
48 | 2010.01.29 13:20 | close | 24 | 0.10 | 1.61433 | 0.00000 | 0.00000 | 4.40 | 8890.76 |
49 | 2010.02.01 20:00 | sell | 25 | 0.10 | 1.59376 | 0.00000 | 0.00000 | ||
50 | 2010.02.02 07:00 | close | 25 | 0.10 | 1.59691 | 0.00000 | 0.00000 | -31.72 | 8859.04 |
51 | 2010.02.02 18:00 | sell | 26 | 0.30 | 1.59649 | 0.00000 | 0.00000 | ||
52 | 2010.02.03 16:00 | close | 26 | 0.30 | 1.59906 | 0.00000 | 0.00000 | -77.76 | 8781.28 |
53 | 2010.02.08 16:15 | sell | 27 | 0.10 | 1.56142 | 0.00000 | 0.00000 | ||
54 | 2010.02.08 22:45 | close | 27 | 0.10 | 1.56116 | 0.00000 | 0.00000 | 2.60 | 8783.88 |
55 | 2010.02.09 07:20 | sell | 28 | 0.30 | 1.56327 | 0.00000 | 0.00000 | ||
56 | 2010.02.09 09:45 | close | 28 | 0.30 | 1.56264 | 0.00000 | 0.00000 | 18.90 | 8802.78 |
57 | 2010.02.09 17:40 | sell | 29 | 0.10 | 1.56298 | 0.00000 | 0.00000 | ||
58 | 2010.02.10 06:20 | close | 29 | 0.10 | 1.56901 | 0.00000 | 0.00000 | -60.52 | 8742.26 |
59 | 2010.02.11 05:00 | sell | 30 | 0.30 | 1.56411 | 0.00000 | 0.00000 | ||
60 | 2010.02.11 08:40 | close | 30 | 0.30 | 1.56394 | 0.00000 | 0.00000 | 5.10 | 8747.36 |
61 | 2010.02.12 21:00 | sell | 31 | 0.30 | 1.56657 | 0.00000 | 0.00000 | ||
62 | 2010.02.15 05:20 | close | 31 | 0.30 | 1.56875 | 0.00000 | 0.00000 | -66.06 | 8681.30 |
63 | 2010.02.17 06:50 | buy | 32 | 0.30 | 1.57978 | 0.00000 | 0.00000 | ||
64 | 2010.02.17 08:50 | close | 32 | 0.30 | 1.58078 | 0.00000 | 0.00000 | 30.00 | 8711.30 |
65 | 2010.02.17 15:40 | buy | 33 | 0.30 | 1.57971 | 0.00000 | 0.00000 | ||
66 | 2010.02.18 22:10 | close | 33 | 0.30 | 1.56234 | 0.00000 | 0.00000 | -521.19 | 8190.11 |
67 | 2010.02.18 22:20 | sell | 34 | 0.20 | 1.56294 | 0.00000 | 0.00000 | ||
68 | 2010.02.18 22:40 | close | 34 | 0.20 | 1.56062 | 0.00000 | 0.00000 | 46.40 | 8236.51 |
69 | 2010.02.19 19:45 | sell | 35 | 0.20 | 1.54680 | 0.00000 | 0.00000 | ||
70 | 2010.02.22 00:15 | close | 35 | 0.20 | 1.54669 | 0.00000 | 0.00000 | 1.76 | 8238.27 |
71 | 2010.02.22 00:45 | sell | 36 | 0.10 | 1.54595 | 0.00000 | 0.00000 | ||
72 | 2010.02.22 10:02 | close | 36 | 0.10 | 1.54774 | 0.00000 | 0.00000 | -17.90 | 8220.37 |
73 | 2010.02.22 18:02 | sell | 37 | 0.20 | 1.54828 | 0.00000 | 0.00000 | ||
74 | 2010.02.23 10:45 | close | 37 | 0.20 | 1.54738 | 0.00000 | 0.00000 | 17.56 | 8237.93 |
75 | 2010.02.24 05:00 | sell | 38 | 0.20 | 1.54514 | 0.00000 | 0.00000 | ||
76 | 2010.02.24 08:50 | close | 38 | 0.20 | 1.54461 | 0.00000 | 0.00000 | 10.60 | 8248.53 |
77 | 2010.02.26 06:02 | sell | 39 | 0.10 | 1.52786 | 0.00000 | 0.00000 | ||
78 | 2010.02.26 08:50 | close | 39 | 0.10 | 1.52728 | 0.00000 | 0.00000 | 5.80 | 8254.33 |
79 | 2010.02.26 22:00 | sell | 40 | 0.10 | 1.52499 | 0.00000 | 0.00000 | ||
80 | 2010.03.01 00:00 | close | 40 | 0.10 | 1.51818 | 0.00000 | 0.00000 | 67.88 | 8322.21 |
81 | 2010.03.01 22:00 | sell | 41 | 0.10 | 1.49872 | 0.00000 | 0.00000 | ||
82 | 2010.03.02 01:45 | close | 41 | 0.10 | 1.49838 | 0.00000 | 0.00000 | 3.18 | 8325.39 |
83 | 2010.03.02 14:00 | sell | 42 | 0.10 | 1.49461 | 0.00000 | 0.00000 | ||
84 | 2010.03.02 16:20 | close | 42 | 0.10 | 1.49348 | 0.00000 | 0.00000 | 11.30 | 8336.69 |
85 | 2010.03.02 21:10 | sell | 43 | 0.10 | 1.49578 | 0.00000 | 0.00000 | ||
86 | 2010.03.03 11:50 | close | 43 | 0.10 | 1.50449 | 0.00000 | 0.00000 | -87.32 | 8249.37 |
87 | 2010.03.03 14:20 | sell | 44 | 0.20 | 1.50530 | 0.00000 | 0.00000 | ||
88 | 2010.03.04 03:50 | close | 44 | 0.20 | 1.51064 | 0.00000 | 0.00000 | -108.12 | 8141.25 |
89 | 2010.03.04 16:00 | sell | 45 | 0.10 | 1.51068 | 0.00000 | 0.00000 | ||
90 | 2010.03.04 16:20 | close | 45 | 0.10 | 1.50820 | 0.00000 | 0.00000 | 24.80 | 8166.05 |
91 | 2010.03.05 15:02 | sell | 46 | 0.20 | 1.50402 | 0.00000 | 0.00000 | ||
92 | 2010.03.08 14:00 | buy | 47 | 0.20 | 1.51736 | 0.00000 | 0.00000 | ||
93 | 2010.03.08 14:00 | close | 46 | 0.20 | 1.51736 | 0.00000 | 0.00000 | -267.24 | 7898.81 |
94 | 2010.03.09 19:15 | close | 47 | 0.20 | 1.50036 | 0.00000 | 0.00000 | -340.02 | 7558.79 |
95 | 2010.03.09 20:00 | sell | 48 | 0.10 | 1.49914 | 0.00000 | 0.00000 | ||
96 | 2010.03.10 03:45 | close | 48 | 0.10 | 1.49881 | 0.00000 | 0.00000 | 3.08 | 7561.87 |
97 | 2010.03.10 19:00 | sell | 49 | 0.20 | 1.49616 | 0.00000 | 0.00000 | ||
98 | 2010.03.15 05:00 | close | 49 | 0.20 | 1.51875 | 0.00000 | 0.00000 | -454.00 | 7107.87 |
99 | 2010.03.15 05:50 | buy | 50 | 0.20 | 1.51797 | 0.00000 | 0.00000 | ||
100 | 2010.03.15 07:50 | close | 50 | 0.20 | 1.51831 | 0.00000 | 0.00000 | 6.80 | 7114.67 |
101 | 2010.03.16 04:00 | sell | 51 | 0.20 | 1.50576 | 0.00000 | 0.00000 | ||
102 | 2010.03.16 08:26 | close | 51 | 0.20 | 1.50412 | 0.00000 | 0.00000 | 32.80 | 7147.47 |
103 | 2010.03.18 01:50 | buy | 52 | 0.10 | 1.53349 | 0.00000 | 0.00000 | ||
104 | 2010.03.22 13:00 | close | 52 | 0.10 | 1.49801 | 0.00000 | 0.00000 | -354.82 | 6792.65 |
105 | 2010.03.22 13:03 | sell | 53 | 0.20 | 1.49872 | 0.00000 | 0.00000 | ||
106 | 2010.03.23 05:03 | close | 53 | 0.20 | 1.51185 | 0.00000 | 0.00000 | -263.04 | 6529.61 |
107 | 2010.03.23 18:00 | sell | 54 | 0.10 | 1.50427 | 0.00000 | 0.00000 | ||
108 | 2010.03.24 00:20 | close | 54 | 0.10 | 1.50414 | 0.00000 | 0.00000 | 1.08 | 6530.69 |
109 | 2010.03.25 05:00 | sell | 55 | 0.20 | 1.49019 | 0.00000 | 0.00000 | ||
110 | 2010.03.25 06:15 | close | 55 | 0.20 | 1.48997 | 0.00000 | 0.00000 | 4.40 | 6535.09 |
111 | 2010.03.25 13:00 | sell | 56 | 0.10 | 1.49417 | 0.00000 | 0.00000 | ||
112 | 2010.03.25 14:40 | close | 56 | 0.10 | 1.49395 | 0.00000 | 0.00000 | 2.20 | 6537.29 |
113 | 2010.03.26 05:00 | sell | 57 | 0.10 | 1.48843 | 0.00000 | 0.00000 | ||
114 | 2010.03.26 08:20 | close | 57 | 0.10 | 1.48827 | 0.00000 | 0.00000 | 1.60 | 6538.89 |
115 | 2010.03.26 15:02 | sell | 58 | 0.10 | 1.48660 | 0.00000 | 0.00000 | ||
116 | 2010.03.30 22:00 | buy | 59 | 0.10 | 1.50966 | 0.00000 | 0.00000 | ||
117 | 2010.03.30 22:00 | close | 58 | 0.10 | 1.50966 | 0.00000 | 0.00000 | -231.04 | 6307.85 |
118 | 2010.03.31 02:20 | close | 59 | 0.10 | 1.50997 | 0.00000 | 0.00000 | 3.09 | 6310.94 |
119 | 2010.04.02 07:00 | buy | 60 | 0.20 | 1.52896 | 0.00000 | 0.00000 | ||
120 | 2010.04.05 03:00 | close | 60 | 0.20 | 1.52711 | 0.00000 | 0.00000 | -37.02 | 6273.92 |
121 | 2010.04.05 11:00 | buy | 61 | 0.20 | 1.52638 | 0.00000 | 0.00000 | ||
122 | 2010.04.05 13:20 | close | 61 | 0.20 | 1.52757 | 0.00000 | 0.00000 | 23.80 | 6297.72 |
123 | 2010.04.06 06:00 | buy | 62 | 0.20 | 1.52551 | 0.00000 | 0.00000 | ||
124 | 2010.04.06 20:00 | close | 62 | 0.20 | 1.52380 | 0.00000 | 0.00000 | -34.20 | 6263.52 |
125 | 2010.04.07 05:26 | buy | 63 | 0.20 | 1.52749 | 0.00000 | 0.00000 | ||
126 | 2010.04.07 10:02 | close | 63 | 0.20 | 1.52830 | 0.00000 | 0.00000 | 16.20 | 6279.72 |
127 | 2010.04.07 10:33 | buy | 64 | 0.20 | 1.52729 | 0.00000 | 0.00000 | ||
128 | 2010.04.07 19:45 | close | 64 | 0.20 | 1.52744 | 0.00000 | 0.00000 | 3.00 | 6282.72 |
129 | 2010.04.08 03:03 | buy | 65 | 0.10 | 1.52564 | 0.00000 | 0.00000 | ||
130 | 2010.04.08 15:02 | close | 65 | 0.10 | 1.52161 | 0.00000 | 0.00000 | -40.30 | 6242.42 |
131 | 2010.04.12 16:00 | buy | 66 | 0.20 | 1.54087 | 0.00000 | 0.00000 | ||
132 | 2010.04.12 16:37 | close | 66 | 0.20 | 1.54101 | 0.00000 | 0.00000 | 2.80 | 6245.22 |
133 | 2010.04.12 16:50 | buy | 67 | 0.20 | 1.54132 | 0.00000 | 0.00000 | ||
134 | 2010.04.13 10:10 | close | 67 | 0.20 | 1.53612 | 0.00000 | 0.00000 | -104.02 | 6141.20 |
135 | 2010.04.13 20:00 | buy | 68 | 0.20 | 1.53994 | 0.00000 | 0.00000 | ||
136 | 2010.04.14 02:10 | close | 68 | 0.20 | 1.53943 | 0.00000 | 0.00000 | -10.22 | 6130.98 |
137 | 2010.04.15 14:00 | buy | 69 | 0.10 | 1.54620 | 0.00000 | 0.00000 | ||
138 | 2010.04.15 15:50 | close | 69 | 0.10 | 1.54639 | 0.00000 | 0.00000 | 1.90 | 6132.88 |