Strategy Tester Report
GBPCHF
AlpariUK-Micro-1 (Build 225)

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2009.01.02 06:00 - 2010.01.28 23:45 (2009.01.01 - 2010.01.29)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test27369Ticks modelled17649466Modelling quality50.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit503.88Gross profit686.74Gross loss-182.86
Profit factor3.76Expected payoff5.48
Absolute drawdown68.87Maximal drawdown127.72 (1.27%)Relative drawdown1.27% (127.72)
Total trades92Short positions (won %)44 (86.36%)Long positions (won %)48 (95.83%)
Profit trades (% of total)84 (91.30%)Loss trades (% of total)8 (8.70%)
Largestprofit trade15.51loss trade-84.12
Averageprofit trade8.18loss trade-22.86
Maximumconsecutive wins (profit in money)32 (278.56)consecutive losses (loss in money)1 (-84.12)
Maximalconsecutive profit (count of wins)278.56 (32)consecutive loss (count of losses)-84.12 (1)
Averageconsecutive wins11consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 23:42sell10.101.633310.000000.00000
22009.01.05 23:42modify10.101.633311.641361.62861
32009.01.05 23:56close10.101.632381.641361.628618.8310008.83
42009.01.06 22:00buy20.101.666651.651101.67165
52009.01.06 22:01close20.101.667681.651101.671659.7810018.61
62009.01.06 22:15buy30.101.666051.650501.67105
72009.01.07 00:08close30.101.666101.650501.671050.5710019.18
82009.01.07 22:02buy40.101.665001.649451.67000
92009.01.07 22:03close40.101.666001.649451.670009.5010028.68
102009.01.07 22:15buy50.101.665451.649901.67045
112009.01.07 22:47close50.101.666461.649901.670459.5810038.26
122009.01.14 22:28buy60.101.627311.616511.63231
132009.01.14 22:30close60.101.628351.616511.632319.8710048.13
142009.01.15 23:18sell70.101.647880.000000.00000
152009.01.15 23:18modify70.101.647881.655931.64318
162009.01.15 23:48close70.101.647041.655931.643187.9810056.11
172009.01.19 23:03buy80.101.635110.000000.00000
182009.01.19 23:03modify80.101.635111.627061.63981
192009.01.20 01:28s/l80.101.627061.627061.63981-76.359979.75
202009.01.20 23:02buy90.101.593320.000000.00000
212009.01.20 23:02modify90.101.593321.585271.59802
222009.01.20 23:17close90.101.594141.585271.598027.789987.53
232009.01.27 23:27sell100.101.615830.000000.00000
242009.01.27 23:27modify100.101.615831.623881.61113
252009.01.28 01:57close100.101.615021.623881.611137.419994.94
262009.01.28 22:00buy110.101.636551.621001.64155
272009.01.28 22:12close110.101.637561.621001.641559.5910004.53
282009.01.28 22:15buy120.101.637751.622201.64275
292009.01.28 22:27close120.101.638761.622201.642759.5910014.12
302009.02.05 22:18buy130.101.711041.695491.71604
312009.02.05 22:32close130.101.712081.695491.716049.8710023.99
322009.02.05 22:57buy140.101.710621.695071.71562
332009.02.05 23:05close140.101.711711.695071.7156210.3510034.34
342009.02.05 23:07sell150.101.713800.000000.00000
352009.02.05 23:07modify150.101.713801.721851.70910
362009.02.05 23:30close150.101.712991.721851.709107.6910042.03
372009.02.05 23:55sell160.101.714640.000000.00000
382009.02.05 23:55modify160.101.714641.722691.70994
392009.02.06 00:03close160.101.713821.722691.709947.5010049.52
402009.02.09 23:07sell170.101.735500.000000.00000
412009.02.09 23:07modify170.101.735501.743551.73080
422009.02.09 23:13close170.101.734591.743551.730808.6410058.16
432009.02.09 23:16sell180.101.735560.000000.00000
442009.02.09 23:16modify180.101.735561.743611.73086
452009.02.09 23:17close180.101.734731.743611.730867.8810066.04
462009.02.11 22:58sell190.101.667301.682851.66230
472009.02.11 23:59close190.101.667061.682851.662302.2810068.32
482009.02.17 22:00buy200.101.665651.655401.67065
492009.02.17 22:03buy210.101.663361.647811.66936
502009.02.17 22:32close210.101.664861.647811.6693614.2510082.57
512009.02.17 23:32close200.101.665721.655401.670650.6610083.23
522009.02.19 23:08buy220.101.675690.000000.00000
532009.02.19 23:08modify220.101.675691.667641.68039
542009.02.20 00:30close220.101.676511.667641.680397.8710091.10
552009.02.23 22:50buy230.101.690601.675051.69560
562009.02.23 22:55close230.101.691721.675051.6956010.6410101.74
572009.02.26 22:00buy240.101.665351.655601.67035
582009.02.26 22:12close240.101.666401.655601.670359.9710111.71
592009.02.26 22:27buy250.101.665351.655601.67035
602009.02.26 22:42close250.101.666351.655601.670359.4910121.20
612009.03.04 22:56buy260.101.657761.651201.66276
622009.03.04 23:18buy270.101.654720.000000.00000
632009.03.04 23:18modify270.101.654721.646671.65942
642009.03.04 23:20close270.101.655581.646671.659428.1610129.36
652009.03.04 23:22buy280.101.654670.000000.00000
662009.03.04 23:22modify280.101.654671.646621.65937
672009.03.04 23:27close280.101.655491.646621.659377.7910137.15
682009.03.04 23:53close260.101.658801.651201.662769.8710147.02
692009.03.11 22:03buy290.101.598311.590101.60331
702009.03.11 22:28close290.101.599311.590101.603319.4910156.51
712009.03.18 22:22sell300.101.631641.647191.62664
722009.03.18 22:27close300.101.630601.647191.626649.8710166.38
732009.03.19 22:17buy310.101.629011.621101.63401
742009.03.19 22:24close310.101.630031.621101.634019.6810176.06
752009.04.01 23:01sell320.101.657750.000000.00000
762009.04.01 23:01modify320.101.657751.665801.65305
772009.04.01 23:57close320.101.656921.665801.653057.8710183.93
782009.04.02 22:48buy330.101.669051.654321.67405
792009.04.02 22:49close330.101.670201.654321.6740510.9110194.84
802009.04.06 22:53sell340.101.677391.688351.67239
812009.04.06 23:27close340.101.676331.688351.6723910.0510204.89
822009.04.07 22:01buy350.101.682491.666941.68749
832009.04.07 22:22close350.101.683501.666941.687499.5810214.47
842009.04.08 23:23sell360.101.687930.000000.00000
852009.04.08 23:23modify360.101.687931.695981.68323
862009.04.08 23:27close360.101.687071.695981.683238.1610222.63
872009.04.14 22:18buy370.101.694361.681221.69936
882009.04.14 22:42close370.101.695441.681221.6993610.2510232.88
892009.04.16 22:07sell380.101.713151.718651.70815
902009.04.16 22:23close380.101.712131.718651.708159.6810242.56
912009.04.16 23:36sell390.101.713620.000000.00000
922009.04.16 23:36modify390.101.713621.721671.70892
932009.04.16 23:37close390.101.712801.721671.708927.7810250.34
942009.04.20 23:15buy400.101.698230.000000.00000
952009.04.20 23:15modify400.101.698231.690181.70293
962009.04.20 23:58close400.101.699071.690181.702937.9710258.31
972009.05.04 22:05sell410.101.690731.698951.68573
982009.05.05 06:22close410.101.690711.698951.68573-0.1010258.21
992009.05.05 22:52buy420.101.707281.691731.71228
1002009.05.05 23:02close420.101.708321.691731.712289.8710268.08
1012009.05.07 22:03sell430.101.697171.712721.69217
1022009.05.07 22:38close430.101.696161.712721.692179.5910277.67
1032009.05.07 23:08sell440.101.700900.000000.00000
1042009.05.07 23:08modify440.101.700901.708951.69620
1052009.05.07 23:13close440.101.700101.708951.696207.5910285.26
1062009.05.20 22:55buy450.101.732601.717051.73760
1072009.05.20 23:50close450.101.733641.717051.737609.8610295.12
1082009.05.27 22:00buy460.101.740971.727371.74597
1092009.05.27 22:02close460.101.741981.727371.745979.5810304.70
1102009.06.02 23:03sell470.101.760380.000000.00000
1112009.06.02 23:03modify470.101.760381.768431.75568
1122009.06.02 23:40close470.101.759521.768431.755688.1510312.85
1132009.06.03 22:50sell480.101.746391.761941.74139
1142009.06.03 23:03close480.101.745361.761941.741399.7610322.61
1152009.06.09 23:01buy490.101.758620.000000.00000
1162009.06.09 23:01modify490.101.758621.750571.76332
1172009.06.09 23:38close490.101.759461.750571.763327.9710330.58
1182009.06.09 23:57buy500.101.758310.000000.00000
1192009.06.09 23:57modify500.101.758311.750261.76301
1202009.06.10 00:38close500.101.759141.750261.763017.9710338.55
1212009.06.16 22:21buy510.101.785801.771241.79080
1222009.06.17 01:15close510.101.785811.771241.790800.1810338.72
1232009.06.18 22:36buy520.101.774571.759021.77957
1242009.06.19 00:00close520.101.774701.759021.779571.3210340.04
1252009.06.23 22:06sell530.101.755791.762781.74979
1262009.06.24 00:37close530.101.754291.762781.7497913.9510353.98
1272009.06.24 22:00buy540.101.801641.786091.80664
1282009.06.24 22:05close540.101.802641.786091.806649.4910363.47
1292009.06.24 22:39buy550.101.801731.786181.80673
1302009.06.24 23:48close550.101.802171.786181.806734.1810367.65
1312009.07.02 23:22sell560.101.778990.000000.00000
1322009.07.02 23:22modify560.101.778991.787041.77429
1332009.07.03 00:16close560.101.778171.787041.774297.5010375.15
1342009.07.06 22:00sell570.101.766701.775271.76070
1352009.07.06 22:00sell580.101.766911.774071.76191
1362009.07.06 22:13close580.101.765911.774071.761919.4910384.64
1372009.07.07 00:45close570.101.765191.775271.7607014.0510398.68
1382009.07.13 23:43sell590.101.757880.000000.00000
1392009.07.13 23:43modify590.101.757881.765931.75318
1402009.07.14 07:47close590.101.758841.765931.75318-9.3910389.29
1412009.07.14 23:17sell600.101.777930.000000.00000
1422009.07.14 23:17modify600.101.777931.785981.77323
1432009.07.14 23:22close600.101.777061.785981.773238.2610397.55
1442009.07.15 22:31sell610.101.765361.778281.76036
1452009.07.15 22:55close610.101.764351.778281.760369.5810407.13
1462009.07.16 23:03buy620.101.763360.000000.00000
1472009.07.16 23:03modify620.101.763361.755311.76806
1482009.07.16 23:22close620.101.764171.755311.768067.6910414.82
1492009.07.21 22:21sell630.101.755361.761151.74936
1502009.07.21 23:33close630.101.753861.761151.7493614.2310429.05
1512009.07.22 23:01sell640.101.756990.000000.00000
1522009.07.22 23:01modify640.101.756991.765041.75229
1532009.07.22 23:08close640.101.756121.765041.752298.2510437.30
1542009.07.27 23:33buy650.101.764530.000000.00000
1552009.07.27 23:33modify650.101.764531.756481.76923
1562009.07.28 07:02close650.101.764781.756481.769232.4610439.75
1572009.08.05 23:23buy660.101.802810.000000.00000
1582009.08.05 23:23modify660.101.802811.794761.80751
1592009.08.06 00:29close660.101.803641.794761.807518.1310447.88
1602009.08.06 23:58buy670.101.786300.000000.00000
1612009.08.06 23:58modify670.101.786301.778251.79100
1622009.08.07 00:48close670.101.787111.778251.791007.7810455.66
1632009.08.12 23:56buy680.101.775590.000000.00000
1642009.08.12 23:56modify680.101.775591.767541.78029
1652009.08.13 00:11close680.101.776401.767541.780297.9410463.59
1662009.08.19 22:27sell690.101.761691.777241.75669
1672009.08.19 23:06sell700.101.761860.000000.00000
1682009.08.19 23:06modify700.101.761861.769911.75716
1692009.08.19 23:30close690.101.761581.777241.756691.0510464.64
1702009.08.20 00:08close700.101.761041.769911.757166.9210471.57
1712009.08.20 23:12buy710.101.754200.000000.00000
1722009.08.20 23:12modify710.101.754201.746151.75890
1732009.08.20 23:23close710.101.755011.746151.758907.6910479.26
1742009.08.24 22:00sell720.101.742641.752951.73764
1752009.08.24 23:11close720.101.741781.752951.737648.1510487.41
1762009.10.01 23:03buy730.101.659790.000000.00000
1772009.10.01 23:03modify730.101.659791.651741.66449
1782009.10.01 23:17close730.101.660641.651741.664498.0410495.45
1792009.10.01 23:55buy740.101.659310.000000.00000
1802009.10.01 23:55modify740.101.659311.651261.66401
1812009.10.02 07:52close740.101.658391.651261.66401-8.6210486.82
1822009.10.08 22:45buy750.101.648681.643641.65368
1832009.10.08 23:48buy760.101.648390.000000.00000
1842009.10.08 23:48modify760.101.648391.640341.65309
1852009.10.09 00:22close750.101.649001.643641.653683.1210489.94
1862009.10.09 00:48close760.101.649211.640341.653097.8610497.79
1872009.10.12 22:00sell770.101.622731.638281.61773
1882009.10.12 23:03close770.101.622121.638281.617735.7810503.57
1892009.10.15 22:50buy780.111.650971.635421.65597
1902009.10.16 00:31close780.111.651021.635421.655970.6110504.19
1912009.10.19 22:57sell790.111.659811.667521.65481
1922009.10.20 00:23close790.111.659791.667521.65481-0.1010504.08
1932009.11.02 23:02sell800.111.676560.000000.00000
1942009.11.02 23:02modify800.111.676561.684611.67186
1952009.11.02 23:38close800.111.675741.684611.671868.5310512.61
1962009.11.04 23:08buy810.111.680820.000000.00000
1972009.11.04 23:08modify810.111.680821.672771.68552
1982009.11.05 00:52close810.111.681641.672771.685528.8110521.43
1992009.11.09 23:01sell820.111.689460.000000.00000
2002009.11.09 23:01modify820.111.689461.697511.68476
2012009.11.10 06:07close820.111.688971.697511.684764.7910526.21
2022009.11.17 23:42buy830.111.708120.000000.00000
2032009.11.17 23:42modify830.111.708121.700071.71282
2042009.11.18 00:02close830.111.708931.700071.712828.5310534.75
2052009.11.23 22:28sell840.111.677481.684121.67148
2062009.11.24 01:47close840.111.675981.684121.6714815.3110550.05
2072009.11.24 22:53sell850.111.673131.676961.66713
2082009.11.25 04:57close850.111.673111.676961.66713-0.1010549.95
2092009.11.26 22:31sell860.111.656681.661941.65068
2102009.11.26 22:37sell870.101.657091.669781.65209
2112009.11.26 23:21close870.101.656081.669781.652099.5510559.50
2122009.11.27 00:11close860.111.655161.661941.6506815.5110575.01
2132009.12.09 23:03sell880.111.669960.000000.00000
2142009.12.09 23:03modify880.111.669961.678011.66526
2152009.12.10 07:45close880.111.669811.678011.665260.6210575.63
2162009.12.10 23:05sell890.111.670140.000000.00000
2172009.12.10 23:05modify890.111.670141.678191.66544
2182009.12.11 02:23close890.111.669321.678191.665448.2210583.84
2192009.12.28 23:32sell900.111.656040.000000.00000
2202009.12.28 23:32modify900.111.656041.664091.65134
2212009.12.29 07:52close900.111.656401.664091.65134-4.0610579.78
2222010.01.07 23:13sell910.111.647780.000000.00000
2232010.01.07 23:13modify910.111.647781.655831.64308
2242010.01.08 03:33close910.111.646961.655831.643088.2310588.01
2252010.01.18 23:57sell920.111.674930.000000.00000
2262010.01.18 23:57modify920.111.674931.682981.67023
2272010.01.19 08:00s/l920.111.682981.682981.67023-84.1210503.88