Strategy Tester Report
VBS - Very Blondie System
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | PeriodX=60; Limit=1000; Grid=1500; Amount=40; LockDown=0; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 562.94 | Gross profit | 1605.33 | Gross loss | -1042.39 |
Profit factor | 1.54 | Expected payoff | 25.59 | ||
Absolute drawdown | 1016.20 | Maximal drawdown | 1336.53 (12.95%) | Relative drawdown | 12.95% (1336.53) |
Total trades | 22 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
Largest | profit trade | 393.15 | loss trade | -233.66 | |
Average | profit trade | 107.02 | loss trade | -148.91 | |
Maximum | consecutive wins (profit in money) | 6 (266.32) | consecutive losses (loss in money) | 2 (-399.88) | |
Maximal | consecutive profit (count of wins) | 561.03 (3) | consecutive loss (count of losses) | -399.88 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 00:00 | buy | 1 | 0.10 | 1.23090 | 0.00000 | 0.00000 | ||
2 | 2010.06.01 00:00 | buy limit | 2 | 0.20 | 1.21590 | 0.00000 | 0.00000 | ||
3 | 2010.06.01 00:00 | buy limit | 3 | 0.40 | 1.20090 | 0.00000 | 0.00000 | ||
4 | 2010.06.01 00:00 | buy limit | 4 | 0.80 | 1.18590 | 0.00000 | 0.00000 | ||
5 | 2010.06.01 00:00 | buy limit | 5 | 1.60 | 1.17090 | 0.00000 | 0.00000 | ||
6 | 2010.06.01 00:00 | sell | 6 | 0.10 | 1.23081 | 0.00000 | 0.00000 | ||
7 | 2010.06.01 00:00 | sell limit | 7 | 0.20 | 1.24581 | 0.00000 | 0.00000 | ||
8 | 2010.06.01 00:00 | sell limit | 8 | 0.40 | 1.26081 | 0.00000 | 0.00000 | ||
9 | 2010.06.01 00:00 | sell limit | 9 | 0.80 | 1.27581 | 0.00000 | 0.00000 | ||
10 | 2010.06.01 00:00 | sell limit | 10 | 1.60 | 1.29081 | 0.00000 | 0.00000 | ||
11 | 2010.06.01 10:45 | buy | 2 | 0.20 | 1.21590 | 0.00000 | 0.00000 | ||
12 | 2010.06.01 14:50 | delete | 10 | 1.60 | 1.29081 | 0.00000 | 0.00000 | ||
13 | 2010.06.01 14:50 | delete | 9 | 0.80 | 1.27581 | 0.00000 | 0.00000 | ||
14 | 2010.06.01 14:50 | delete | 8 | 0.40 | 1.26081 | 0.00000 | 0.00000 | ||
15 | 2010.06.01 14:50 | delete | 7 | 0.20 | 1.24581 | 0.00000 | 0.00000 | ||
16 | 2010.06.01 14:50 | close | 6 | 0.10 | 1.21848 | 0.00000 | 0.00000 | 123.30 | 10123.30 |
17 | 2010.06.01 14:50 | delete | 5 | 1.60 | 1.17090 | 0.00000 | 0.00000 | ||
18 | 2010.06.01 14:50 | delete | 4 | 0.80 | 1.18590 | 0.00000 | 0.00000 | ||
19 | 2010.06.01 14:50 | delete | 3 | 0.40 | 1.20090 | 0.00000 | 0.00000 | ||
20 | 2010.06.01 14:50 | close | 2 | 0.20 | 1.21839 | 0.00000 | 0.00000 | 49.80 | 10173.10 |
21 | 2010.06.01 14:50 | close | 1 | 0.10 | 1.21839 | 0.00000 | 0.00000 | -125.10 | 10048.00 |
22 | 2010.06.01 14:52 | buy | 11 | 0.10 | 1.21799 | 0.00000 | 0.00000 | ||
23 | 2010.06.01 14:52 | buy limit | 12 | 0.20 | 1.20299 | 0.00000 | 0.00000 | ||
24 | 2010.06.01 14:52 | buy limit | 13 | 0.40 | 1.18799 | 0.00000 | 0.00000 | ||
25 | 2010.06.01 14:52 | buy limit | 14 | 0.80 | 1.17299 | 0.00000 | 0.00000 | ||
26 | 2010.06.01 14:52 | buy limit | 15 | 1.60 | 1.15799 | 0.00000 | 0.00000 | ||
27 | 2010.06.01 15:50 | delete | 15 | 1.60 | 1.15799 | 0.00000 | 0.00000 | ||
28 | 2010.06.01 15:50 | delete | 14 | 0.80 | 1.17299 | 0.00000 | 0.00000 | ||
29 | 2010.06.01 15:50 | delete | 13 | 0.40 | 1.18799 | 0.00000 | 0.00000 | ||
30 | 2010.06.01 15:50 | delete | 12 | 0.20 | 1.20299 | 0.00000 | 0.00000 | ||
31 | 2010.06.01 15:50 | close | 11 | 0.10 | 1.22288 | 0.00000 | 0.00000 | 48.90 | 10096.90 |
32 | 2010.06.01 15:52 | buy | 16 | 0.10 | 1.22219 | 0.00000 | 0.00000 | ||
33 | 2010.06.01 15:52 | buy limit | 17 | 0.20 | 1.20719 | 0.00000 | 0.00000 | ||
34 | 2010.06.01 15:52 | buy limit | 18 | 0.40 | 1.19219 | 0.00000 | 0.00000 | ||
35 | 2010.06.01 15:52 | buy limit | 19 | 0.80 | 1.17719 | 0.00000 | 0.00000 | ||
36 | 2010.06.01 15:52 | buy limit | 20 | 1.61 | 1.16219 | 0.00000 | 0.00000 | ||
37 | 2010.06.01 15:52 | sell | 21 | 0.10 | 1.22210 | 0.00000 | 0.00000 | ||
38 | 2010.06.01 15:52 | sell limit | 22 | 0.20 | 1.23710 | 0.00000 | 0.00000 | ||
39 | 2010.06.01 15:52 | sell limit | 23 | 0.40 | 1.25210 | 0.00000 | 0.00000 | ||
40 | 2010.06.01 15:52 | sell limit | 24 | 0.80 | 1.26710 | 0.00000 | 0.00000 | ||
41 | 2010.06.01 15:52 | sell limit | 25 | 1.61 | 1.28210 | 0.00000 | 0.00000 | ||
42 | 2010.06.04 13:45 | buy | 17 | 0.20 | 1.20719 | 0.00000 | 0.00000 | ||
43 | 2010.06.07 02:15 | buy | 18 | 0.40 | 1.19219 | 0.00000 | 0.00000 | ||
44 | 2010.06.07 12:02 | delete | 25 | 1.61 | 1.28210 | 0.00000 | 0.00000 | ||
45 | 2010.06.07 12:02 | delete | 24 | 0.80 | 1.26710 | 0.00000 | 0.00000 | ||
46 | 2010.06.07 12:02 | delete | 23 | 0.40 | 1.25210 | 0.00000 | 0.00000 | ||
47 | 2010.06.07 12:02 | delete | 22 | 0.20 | 1.23710 | 0.00000 | 0.00000 | ||
48 | 2010.06.07 12:02 | close | 21 | 0.10 | 1.19898 | 0.00000 | 0.00000 | 230.18 | 10327.08 |
49 | 2010.06.07 12:02 | delete | 20 | 1.61 | 1.16219 | 0.00000 | 0.00000 | ||
50 | 2010.06.07 12:02 | delete | 19 | 0.80 | 1.17719 | 0.00000 | 0.00000 | ||
51 | 2010.06.07 12:02 | close | 18 | 0.40 | 1.19889 | 0.00000 | 0.00000 | 268.00 | 10595.08 |
52 | 2010.06.07 12:02 | close | 17 | 0.20 | 1.19889 | 0.00000 | 0.00000 | -166.22 | 10428.86 |
53 | 2010.06.07 12:02 | close | 16 | 0.10 | 1.19889 | 0.00000 | 0.00000 | -233.66 | 10195.20 |
54 | 2010.06.07 12:05 | buy | 26 | 0.10 | 1.19875 | 0.00000 | 0.00000 | ||
55 | 2010.06.07 12:05 | buy limit | 27 | 0.20 | 1.18375 | 0.00000 | 0.00000 | ||
56 | 2010.06.07 12:05 | buy limit | 28 | 0.40 | 1.16875 | 0.00000 | 0.00000 | ||
57 | 2010.06.07 12:05 | buy limit | 29 | 0.81 | 1.15375 | 0.00000 | 0.00000 | ||
58 | 2010.06.07 12:05 | buy limit | 30 | 1.63 | 1.13875 | 0.00000 | 0.00000 | ||
59 | 2010.06.07 12:05 | sell | 31 | 0.10 | 1.19866 | 0.00000 | 0.00000 | ||
60 | 2010.06.07 12:05 | sell limit | 32 | 0.20 | 1.21366 | 0.00000 | 0.00000 | ||
61 | 2010.06.07 12:05 | sell limit | 33 | 0.40 | 1.22866 | 0.00000 | 0.00000 | ||
62 | 2010.06.07 12:05 | sell limit | 34 | 0.81 | 1.24366 | 0.00000 | 0.00000 | ||
63 | 2010.06.07 12:05 | sell limit | 35 | 1.63 | 1.25866 | 0.00000 | 0.00000 | ||
64 | 2010.06.10 21:46 | sell | 32 | 0.20 | 1.21366 | 0.00000 | 0.00000 | ||
65 | 2010.06.10 22:20 | delete | 35 | 1.63 | 1.25866 | 0.00000 | 0.00000 | ||
66 | 2010.06.10 22:20 | delete | 34 | 0.81 | 1.24366 | 0.00000 | 0.00000 | ||
67 | 2010.06.10 22:20 | delete | 33 | 0.40 | 1.22866 | 0.00000 | 0.00000 | ||
68 | 2010.06.10 22:20 | close | 32 | 0.20 | 1.21077 | 0.00000 | 0.00000 | 57.80 | 10253.00 |
69 | 2010.06.10 22:20 | close | 31 | 0.10 | 1.21077 | 0.00000 | 0.00000 | -121.95 | 10131.05 |
70 | 2010.06.10 22:20 | delete | 30 | 1.63 | 1.13875 | 0.00000 | 0.00000 | ||
71 | 2010.06.10 22:20 | delete | 29 | 0.81 | 1.15375 | 0.00000 | 0.00000 | ||
72 | 2010.06.10 22:20 | delete | 28 | 0.40 | 1.16875 | 0.00000 | 0.00000 | ||
73 | 2010.06.10 22:20 | delete | 27 | 0.20 | 1.18375 | 0.00000 | 0.00000 | ||
74 | 2010.06.10 22:20 | close | 26 | 0.10 | 1.21068 | 0.00000 | 0.00000 | 118.75 | 10249.80 |
75 | 2010.06.10 22:22 | sell | 36 | 0.10 | 1.21130 | 0.00000 | 0.00000 | ||
76 | 2010.06.10 22:22 | sell limit | 37 | 0.20 | 1.22630 | 0.00000 | 0.00000 | ||
77 | 2010.06.10 22:22 | sell limit | 38 | 0.40 | 1.24130 | 0.00000 | 0.00000 | ||
78 | 2010.06.10 22:22 | sell limit | 39 | 0.81 | 1.25630 | 0.00000 | 0.00000 | ||
79 | 2010.06.10 22:22 | sell limit | 40 | 1.63 | 1.27130 | 0.00000 | 0.00000 | ||
80 | 2010.06.11 17:15 | delete | 40 | 1.63 | 1.27130 | 0.00000 | 0.00000 | ||
81 | 2010.06.11 17:15 | delete | 39 | 0.81 | 1.25630 | 0.00000 | 0.00000 | ||
82 | 2010.06.11 17:15 | delete | 38 | 0.40 | 1.24130 | 0.00000 | 0.00000 | ||
83 | 2010.06.11 17:15 | delete | 37 | 0.20 | 1.22630 | 0.00000 | 0.00000 | ||
84 | 2010.06.11 17:15 | close | 36 | 0.10 | 1.20637 | 0.00000 | 0.00000 | 49.13 | 10298.93 |
85 | 2010.06.11 17:17 | sell | 41 | 0.10 | 1.20673 | 0.00000 | 0.00000 | ||
86 | 2010.06.11 17:17 | sell limit | 42 | 0.20 | 1.22173 | 0.00000 | 0.00000 | ||
87 | 2010.06.11 17:17 | sell limit | 43 | 0.41 | 1.23673 | 0.00000 | 0.00000 | ||
88 | 2010.06.11 17:17 | sell limit | 44 | 0.82 | 1.25173 | 0.00000 | 0.00000 | ||
89 | 2010.06.11 17:17 | sell limit | 45 | 1.64 | 1.26673 | 0.00000 | 0.00000 | ||
90 | 2010.06.14 10:45 | sell | 42 | 0.20 | 1.22173 | 0.00000 | 0.00000 | ||
91 | 2010.06.17 11:20 | sell | 43 | 0.41 | 1.23673 | 0.00000 | 0.00000 | ||
92 | 2010.06.22 11:46 | delete | 45 | 1.64 | 1.26673 | 0.00000 | 0.00000 | ||
93 | 2010.06.22 11:46 | delete | 44 | 0.82 | 1.25173 | 0.00000 | 0.00000 | ||
94 | 2010.06.22 11:46 | close | 43 | 0.41 | 1.22709 | 0.00000 | 0.00000 | 393.15 | 10692.08 |
95 | 2010.06.22 11:46 | close | 42 | 0.20 | 1.22709 | 0.00000 | 0.00000 | -109.92 | 10582.16 |
96 | 2010.06.22 11:46 | close | 41 | 0.10 | 1.22709 | 0.00000 | 0.00000 | -205.13 | 10377.03 |
97 | 2010.06.22 11:50 | buy | 46 | 0.10 | 1.22753 | 0.00000 | 0.00000 | ||
98 | 2010.06.22 11:50 | buy limit | 47 | 0.20 | 1.21253 | 0.00000 | 0.00000 | ||
99 | 2010.06.22 11:50 | buy limit | 48 | 0.41 | 1.19753 | 0.00000 | 0.00000 | ||
100 | 2010.06.22 11:50 | buy limit | 49 | 0.83 | 1.18253 | 0.00000 | 0.00000 | ||
101 | 2010.06.22 11:50 | buy limit | 50 | 1.66 | 1.16753 | 0.00000 | 0.00000 | ||
102 | 2010.06.22 17:50 | delete | 50 | 1.66 | 1.16753 | 0.00000 | 0.00000 | ||
103 | 2010.06.22 17:50 | delete | 49 | 0.83 | 1.18253 | 0.00000 | 0.00000 | ||
104 | 2010.06.22 17:50 | delete | 48 | 0.41 | 1.19753 | 0.00000 | 0.00000 | ||
105 | 2010.06.22 17:50 | delete | 47 | 0.20 | 1.21253 | 0.00000 | 0.00000 | ||
106 | 2010.06.22 17:50 | close | 46 | 0.10 | 1.23178 | 0.00000 | 0.00000 | 42.50 | 10419.53 |
107 | 2010.06.22 17:52 | buy | 51 | 0.10 | 1.23146 | 0.00000 | 0.00000 | ||
108 | 2010.06.22 17:52 | buy limit | 52 | 0.20 | 1.21646 | 0.00000 | 0.00000 | ||
109 | 2010.06.22 17:52 | buy limit | 53 | 0.41 | 1.20146 | 0.00000 | 0.00000 | ||
110 | 2010.06.22 17:52 | buy limit | 54 | 0.83 | 1.18646 | 0.00000 | 0.00000 | ||
111 | 2010.06.22 17:52 | buy limit | 55 | 1.66 | 1.17146 | 0.00000 | 0.00000 | ||
112 | 2010.06.24 17:45 | delete | 55 | 1.66 | 1.17146 | 0.00000 | 0.00000 | ||
113 | 2010.06.24 17:45 | delete | 54 | 0.83 | 1.18646 | 0.00000 | 0.00000 | ||
114 | 2010.06.24 17:45 | delete | 53 | 0.41 | 1.20146 | 0.00000 | 0.00000 | ||
115 | 2010.06.24 17:45 | delete | 52 | 0.20 | 1.21646 | 0.00000 | 0.00000 | ||
116 | 2010.06.24 17:45 | close | 51 | 0.10 | 1.23628 | 0.00000 | 0.00000 | 47.76 | 10467.29 |
117 | 2010.06.24 17:47 | sell | 56 | 0.10 | 1.23572 | 0.00000 | 0.00000 | ||
118 | 2010.06.24 17:47 | sell limit | 57 | 0.21 | 1.25072 | 0.00000 | 0.00000 | ||
119 | 2010.06.24 17:47 | sell limit | 58 | 0.42 | 1.26572 | 0.00000 | 0.00000 | ||
120 | 2010.06.24 17:47 | sell limit | 59 | 0.84 | 1.28072 | 0.00000 | 0.00000 | ||
121 | 2010.06.24 17:47 | sell limit | 60 | 1.68 | 1.29572 | 0.00000 | 0.00000 | ||
122 | 2010.06.25 02:20 | delete | 60 | 1.68 | 1.29572 | 0.00000 | 0.00000 | ||
123 | 2010.06.25 02:20 | delete | 59 | 0.84 | 1.28072 | 0.00000 | 0.00000 | ||
124 | 2010.06.25 02:20 | delete | 58 | 0.42 | 1.26572 | 0.00000 | 0.00000 | ||
125 | 2010.06.25 02:20 | delete | 57 | 0.21 | 1.25072 | 0.00000 | 0.00000 | ||
126 | 2010.06.25 02:20 | close | 56 | 0.10 | 1.23135 | 0.00000 | 0.00000 | 43.53 | 10510.82 |
127 | 2010.06.25 02:22 | sell | 61 | 0.10 | 1.23171 | 0.00000 | 0.00000 | ||
128 | 2010.06.25 02:22 | sell limit | 62 | 0.21 | 1.24671 | 0.00000 | 0.00000 | ||
129 | 2010.06.25 02:22 | sell limit | 63 | 0.42 | 1.26171 | 0.00000 | 0.00000 | ||
130 | 2010.06.25 02:22 | sell limit | 64 | 0.84 | 1.27671 | 0.00000 | 0.00000 | ||
131 | 2010.06.25 02:22 | sell limit | 65 | 1.68 | 1.29171 | 0.00000 | 0.00000 | ||
132 | 2010.06.25 11:10 | delete | 65 | 1.68 | 1.29171 | 0.00000 | 0.00000 | ||
133 | 2010.06.25 11:10 | delete | 64 | 0.84 | 1.27671 | 0.00000 | 0.00000 | ||
134 | 2010.06.25 11:10 | delete | 63 | 0.42 | 1.26171 | 0.00000 | 0.00000 | ||
135 | 2010.06.25 11:10 | delete | 62 | 0.21 | 1.24671 | 0.00000 | 0.00000 | ||
136 | 2010.06.25 11:10 | close | 61 | 0.10 | 1.22738 | 0.00000 | 0.00000 | 43.30 | 10554.12 |
137 | 2010.06.25 11:13 | buy | 66 | 0.10 | 1.22761 | 0.00000 | 0.00000 | ||
138 | 2010.06.25 11:13 | buy limit | 67 | 0.21 | 1.21261 | 0.00000 | 0.00000 | ||
139 | 2010.06.25 11:13 | buy limit | 68 | 0.42 | 1.19761 | 0.00000 | 0.00000 | ||
140 | 2010.06.25 11:13 | buy limit | 69 | 0.84 | 1.18261 | 0.00000 | 0.00000 | ||
141 | 2010.06.25 11:13 | buy limit | 70 | 1.69 | 1.16761 | 0.00000 | 0.00000 | ||
142 | 2010.06.25 13:50 | delete | 70 | 1.69 | 1.16761 | 0.00000 | 0.00000 | ||
143 | 2010.06.25 13:50 | delete | 69 | 0.84 | 1.18261 | 0.00000 | 0.00000 | ||
144 | 2010.06.25 13:50 | delete | 68 | 0.42 | 1.19761 | 0.00000 | 0.00000 | ||
145 | 2010.06.25 13:50 | delete | 67 | 0.21 | 1.21261 | 0.00000 | 0.00000 | ||
146 | 2010.06.25 13:50 | close | 66 | 0.10 | 1.23186 | 0.00000 | 0.00000 | 42.50 | 10596.62 |
147 | 2010.06.25 13:52 | sell | 71 | 0.10 | 1.23143 | 0.00000 | 0.00000 | ||
148 | 2010.06.25 13:52 | sell limit | 72 | 0.21 | 1.24643 | 0.00000 | 0.00000 | ||
149 | 2010.06.25 13:52 | sell limit | 73 | 0.42 | 1.26143 | 0.00000 | 0.00000 | ||
150 | 2010.06.25 13:52 | sell limit | 74 | 0.84 | 1.27643 | 0.00000 | 0.00000 | ||
151 | 2010.06.25 13:52 | sell limit | 75 | 1.69 | 1.29143 | 0.00000 | 0.00000 | ||
152 | 2010.06.28 19:32 | delete | 75 | 1.69 | 1.29143 | 0.00000 | 0.00000 | ||
153 | 2010.06.28 19:32 | delete | 74 | 0.84 | 1.27643 | 0.00000 | 0.00000 | ||
154 | 2010.06.28 19:32 | delete | 73 | 0.42 | 1.26143 | 0.00000 | 0.00000 | ||
155 | 2010.06.28 19:32 | delete | 72 | 0.21 | 1.24643 | 0.00000 | 0.00000 | ||
156 | 2010.06.28 19:32 | close | 71 | 0.10 | 1.22674 | 0.00000 | 0.00000 | 46.73 | 10643.35 |
157 | 2010.06.28 19:35 | buy | 76 | 0.10 | 1.22688 | 0.00000 | 0.00000 | ||
158 | 2010.06.28 19:35 | buy limit | 77 | 0.21 | 1.21188 | 0.00000 | 0.00000 | ||
159 | 2010.06.28 19:35 | buy limit | 78 | 0.42 | 1.19688 | 0.00000 | 0.00000 | ||
160 | 2010.06.28 19:35 | buy limit | 79 | 0.84 | 1.18188 | 0.00000 | 0.00000 | ||
161 | 2010.06.28 19:35 | buy limit | 80 | 1.69 | 1.16688 | 0.00000 | 0.00000 | ||
162 | 2010.06.29 23:59 | close at stop | 76 | 0.10 | 1.21885 | 0.00000 | 0.00000 | -80.41 | 10562.94 |