Strategy Tester Report
Trending and Reversal
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; Bands=100; TakeProfit=150; InitialStop=50; TrailingStop=50; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9964.20 | Gross profit | 678.00 | Gross loss | -10642.20 |
| Profit factor | 0.06 | Expected payoff | -243.03 | ||
| Absolute drawdown | 9964.20 | Maximal drawdown | 9964.20 (99.64%) | Relative drawdown | 99.64% (9964.20) |
| Total trades | 41 | Short positions (won %) | 21 (23.81%) | Long positions (won %) | 20 (15.00%) |
| Profit trades (% of total) | 8 (19.51%) | Loss trades (% of total) | 33 (80.49%) | ||
| Largest | profit trade | 247.00 | loss trade | -333.20 | |
| Average | profit trade | 84.75 | loss trade | -322.49 | |
| Maximum | consecutive wins (profit in money) | 2 (255.00) | consecutive losses (loss in money) | 7 (-2317.00) | |
| Maximal | consecutive profit (count of wins) | 255.00 (2) | consecutive loss (count of losses) | -2317.00 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | sell | 1 | 1.00 | 1.61221 | 1.61552 | 1.61352 | ||
| 2 | 2010.01.04 00:07 | buy stop | 2 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 3 | 2010.01.04 00:10 | s/l | 1 | 1.00 | 1.61552 | 1.61552 | 1.61352 | -331.00 | 9669.00 |
| 4 | 2010.01.04 00:10 | buy | 2 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 5 | 2010.01.04 00:10 | sell stop | 3 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 6 | 2010.01.04 01:15 | s/l | 2 | 1.00 | 1.61221 | 1.61221 | 1.61702 | -331.00 | 9338.00 |
| 7 | 2010.01.04 01:15 | sell | 3 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 8 | 2010.01.04 01:15 | buy stop | 4 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 9 | 2010.01.04 01:27 | s/l | 3 | 1.00 | 1.61552 | 1.61552 | 1.61071 | -331.00 | 9007.00 |
| 10 | 2010.01.04 01:27 | buy | 4 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 11 | 2010.01.04 01:27 | sell stop | 5 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 12 | 2010.01.04 01:45 | s/l | 4 | 1.00 | 1.61221 | 1.61221 | 1.61702 | -331.00 | 8676.00 |
| 13 | 2010.01.04 01:45 | sell | 5 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 14 | 2010.01.04 01:45 | buy stop | 6 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 15 | 2010.01.04 02:46 | modify | 5 | 1.00 | 1.61221 | 1.61213 | 1.61013 | ||
| 16 | 2010.01.04 02:56 | s/l | 5 | 1.00 | 1.61213 | 1.61213 | 1.61013 | 8.00 | 8684.00 |
| 17 | 2010.01.04 09:15 | buy | 6 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 18 | 2010.01.04 09:15 | sell stop | 7 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 19 | 2010.01.04 10:10 | modify | 6 | 1.00 | 1.61552 | 1.61618 | 1.61818 | ||
| 20 | 2010.01.04 10:15 | modify | 6 | 1.00 | 1.61552 | 1.61708 | 1.61908 | ||
| 21 | 2010.01.04 10:20 | modify | 6 | 1.00 | 1.61552 | 1.61799 | 1.61999 | ||
| 22 | 2010.01.04 10:22 | s/l | 6 | 1.00 | 1.61799 | 1.61799 | 1.61999 | 247.00 | 8931.00 |
| 23 | 2010.01.04 16:50 | sell | 7 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 24 | 2010.01.04 16:50 | buy stop | 8 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 25 | 2010.01.04 17:07 | s/l | 7 | 1.00 | 1.61552 | 1.61552 | 1.61071 | -331.00 | 8600.00 |
| 26 | 2010.01.04 17:07 | buy | 8 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 27 | 2010.01.04 17:07 | sell stop | 9 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 28 | 2010.01.04 17:10 | s/l | 8 | 1.00 | 1.61221 | 1.61221 | 1.61702 | -331.00 | 8269.00 |
| 29 | 2010.01.04 17:10 | sell | 9 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 30 | 2010.01.04 17:10 | buy stop | 10 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 31 | 2010.01.04 17:20 | modify | 9 | 1.00 | 1.61221 | 1.61171 | 1.60971 | ||
| 32 | 2010.01.04 17:22 | s/l | 9 | 1.00 | 1.61171 | 1.61171 | 1.60971 | 50.00 | 8319.00 |
| 33 | 2010.01.04 17:50 | buy | 10 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 34 | 2010.01.04 17:50 | sell stop | 11 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 35 | 2010.01.04 17:57 | s/l | 10 | 1.00 | 1.61221 | 1.61221 | 1.61702 | -331.00 | 7988.00 |
| 36 | 2010.01.04 17:57 | sell | 11 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 37 | 2010.01.04 17:57 | buy stop | 12 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 38 | 2010.01.04 19:02 | s/l | 11 | 1.00 | 1.61552 | 1.61552 | 1.61071 | -331.00 | 7657.00 |
| 39 | 2010.01.04 19:02 | buy | 12 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 40 | 2010.01.04 19:02 | sell stop | 13 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 41 | 2010.01.04 19:15 | s/l | 12 | 1.00 | 1.61221 | 1.61221 | 1.61702 | -331.00 | 7326.00 |
| 42 | 2010.01.04 19:15 | sell | 13 | 1.00 | 1.61221 | 1.61552 | 1.61071 | ||
| 43 | 2010.01.04 19:15 | buy stop | 14 | 1.00 | 1.61552 | 1.61221 | 1.61702 | ||
| 44 | 2010.01.04 22:20 | modify | 13 | 1.00 | 1.61221 | 1.61208 | 1.61008 | ||
| 45 | 2010.01.04 22:25 | modify | 14 | 1.00 | 1.61208 | 1.61158 | 1.61358 | ||
| 46 | 2010.01.04 22:43 | modify | 13 | 1.00 | 1.61221 | 1.61202 | 1.61002 | ||
| 47 | 2010.01.04 22:46 | modify | 14 | 1.00 | 1.61202 | 1.61152 | 1.61352 | ||
| 48 | 2010.01.04 22:50 | modify | 13 | 1.00 | 1.61221 | 1.61178 | 1.60978 | ||
| 49 | 2010.01.04 22:53 | modify | 14 | 1.00 | 1.61178 | 1.61128 | 1.61328 | ||
| 50 | 2010.01.04 22:59 | modify | 13 | 1.00 | 1.61221 | 1.61147 | 1.60947 | ||
| 51 | 2010.01.04 23:00 | modify | 13 | 1.00 | 1.61221 | 1.61146 | 1.60946 | ||
| 52 | 2010.01.04 23:02 | modify | 14 | 1.00 | 1.61146 | 1.61096 | 1.61296 | ||
| 53 | 2010.01.04 23:07 | modify | 13 | 1.00 | 1.61221 | 1.61145 | 1.60945 | ||
| 54 | 2010.01.04 23:10 | s/l | 13 | 1.00 | 1.61145 | 1.61145 | 1.60945 | 76.00 | 7402.00 |
| 55 | 2010.01.04 23:10 | buy | 14 | 1.00 | 1.61146 | 1.61096 | 1.61296 | ||
| 56 | 2010.01.04 23:12 | s/l | 14 | 1.00 | 1.61096 | 1.61096 | 1.61296 | -50.00 | 7352.00 |
| 57 | 2010.01.04 23:12 | sell | 15 | 1.00 | 1.60867 | 1.61198 | 1.60998 | ||
| 58 | 2010.01.04 23:15 | s/l | 15 | 1.00 | 1.61198 | 1.61198 | 1.60998 | -331.00 | 7021.00 |
| 59 | 2010.01.04 23:15 | sell | 16 | 1.00 | 1.60921 | 1.61252 | 1.61052 | ||
| 60 | 2010.01.04 23:17 | buy stop | 17 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 61 | 2010.01.05 00:15 | s/l | 16 | 1.00 | 1.61252 | 1.61252 | 1.61052 | -333.20 | 6687.80 |
| 62 | 2010.01.05 00:15 | buy | 17 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 63 | 2010.01.05 00:15 | sell stop | 18 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 64 | 2010.01.05 01:20 | modify | 17 | 1.00 | 1.61252 | 1.61309 | 1.61509 | ||
| 65 | 2010.01.05 01:27 | s/l | 17 | 1.00 | 1.61309 | 1.61309 | 1.61509 | 57.00 | 6744.80 |
| 66 | 2010.01.05 02:10 | sell | 18 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 67 | 2010.01.05 02:10 | buy stop | 19 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 68 | 2010.01.05 04:02 | s/l | 18 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 6413.80 |
| 69 | 2010.01.05 04:02 | buy | 19 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 70 | 2010.01.05 04:02 | sell stop | 20 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 71 | 2010.01.05 04:20 | s/l | 19 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 6082.80 |
| 72 | 2010.01.05 04:20 | sell | 20 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 73 | 2010.01.05 04:20 | buy stop | 21 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 74 | 2010.01.05 05:15 | s/l | 20 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 5751.80 |
| 75 | 2010.01.05 05:15 | buy | 21 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 76 | 2010.01.05 05:15 | sell stop | 22 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 77 | 2010.01.05 05:50 | s/l | 21 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 5420.80 |
| 78 | 2010.01.05 05:50 | sell | 22 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 79 | 2010.01.05 05:50 | buy stop | 23 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 80 | 2010.01.05 06:35 | s/l | 22 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 5089.80 |
| 81 | 2010.01.05 06:35 | buy | 23 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 82 | 2010.01.05 06:35 | sell stop | 24 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 83 | 2010.01.05 06:37 | s/l | 23 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 4758.80 |
| 84 | 2010.01.05 06:37 | sell | 24 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 85 | 2010.01.05 06:37 | buy stop | 25 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 86 | 2010.01.05 06:40 | s/l | 24 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 4427.80 |
| 87 | 2010.01.05 06:40 | buy | 25 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 88 | 2010.01.05 06:40 | sell stop | 26 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 89 | 2010.01.05 06:50 | modify | 25 | 1.00 | 1.61252 | 1.61341 | 1.61541 | ||
| 90 | 2010.01.05 06:52 | s/l | 25 | 1.00 | 1.61341 | 1.61341 | 1.61541 | 89.00 | 4516.80 |
| 91 | 2010.01.05 08:50 | sell | 26 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 92 | 2010.01.05 08:50 | buy stop | 27 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 93 | 2010.01.05 08:52 | s/l | 26 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 4185.80 |
| 94 | 2010.01.05 08:52 | buy | 27 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 95 | 2010.01.05 08:52 | sell stop | 28 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 96 | 2010.01.05 09:05 | s/l | 27 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 3854.80 |
| 97 | 2010.01.05 09:05 | sell | 28 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 98 | 2010.01.05 09:05 | buy stop | 29 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 99 | 2010.01.05 09:07 | s/l | 28 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 3523.80 |
| 100 | 2010.01.05 09:07 | buy | 29 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 101 | 2010.01.05 09:07 | sell stop | 30 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 102 | 2010.01.05 09:10 | s/l | 29 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 3192.80 |
| 103 | 2010.01.05 09:10 | sell | 30 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 104 | 2010.01.05 09:10 | buy stop | 31 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 105 | 2010.01.05 09:20 | t/p | 30 | 1.00 | 1.60771 | 1.61252 | 1.60771 | 150.00 | 3342.80 |
| 106 | 2010.01.08 14:50 | buy | 31 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 107 | 2010.01.08 14:50 | sell stop | 32 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 108 | 2010.01.08 14:52 | s/l | 31 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 3011.80 |
| 109 | 2010.01.08 14:52 | sell | 32 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 110 | 2010.01.08 14:52 | buy stop | 33 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 111 | 2010.01.08 14:55 | s/l | 32 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 2680.80 |
| 112 | 2010.01.08 14:55 | buy | 33 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 113 | 2010.01.08 14:55 | sell stop | 34 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 114 | 2010.01.08 14:57 | s/l | 33 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 2349.80 |
| 115 | 2010.01.08 14:57 | sell | 34 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 116 | 2010.01.08 14:57 | buy stop | 35 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 117 | 2010.01.08 15:20 | modify | 34 | 1.00 | 1.60921 | 1.60920 | 1.60720 | ||
| 118 | 2010.01.08 15:22 | s/l | 34 | 1.00 | 1.60920 | 1.60920 | 1.60720 | 1.00 | 2350.80 |
| 119 | 2010.01.11 01:02 | buy | 35 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 120 | 2010.01.11 01:02 | sell stop | 36 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 121 | 2010.01.11 01:15 | s/l | 35 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 2019.80 |
| 122 | 2010.01.11 01:15 | sell | 36 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 123 | 2010.01.11 01:15 | buy stop | 37 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 124 | 2010.01.11 01:33 | s/l | 36 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 1688.80 |
| 125 | 2010.01.11 01:33 | buy | 37 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 126 | 2010.01.11 01:33 | sell stop | 38 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 127 | 2010.01.11 01:50 | s/l | 37 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 1357.80 |
| 128 | 2010.01.11 01:50 | sell | 38 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 129 | 2010.01.11 01:50 | buy stop | 39 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 130 | 2010.01.11 04:10 | s/l | 38 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 1026.80 |
| 131 | 2010.01.11 04:10 | buy | 39 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 132 | 2010.01.11 04:10 | sell stop | 40 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 133 | 2010.01.11 04:40 | s/l | 39 | 1.00 | 1.60921 | 1.60921 | 1.61402 | -331.00 | 695.80 |
| 134 | 2010.01.11 04:40 | sell | 40 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 135 | 2010.01.11 04:40 | buy stop | 41 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 136 | 2010.01.11 06:20 | s/l | 40 | 1.00 | 1.61252 | 1.61252 | 1.60771 | -331.00 | 364.80 |
| 137 | 2010.01.11 06:20 | buy | 41 | 1.00 | 1.61252 | 1.60921 | 1.61402 | ||
| 138 | 2010.01.11 06:20 | sell stop | 42 | 1.00 | 1.60921 | 1.61252 | 1.60771 | ||
| 139 | 2010.01.11 06:27 | close at stop | 41 | 1.00 | 1.60923 | 1.60921 | 1.61402 | -329.00 | 35.80 |