Report Result : JK_sinkhro_v1 - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		TakeProfit=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-16.50	Gross profit	173.50	Gross loss	-190.00
Profit factor	0.91	Expected payoff	-0.31
Absolute drawdown	53.60	Maximal drawdown	123.40 (1.23%)	Relative drawdown	1.23% (123.40)

Total trades	53	Short positions (won %)	26 (53.85%)	Long positions (won %)	27 (70.37%)
		Profit trades (% of total)	33 (62.26%)	Loss trades (% of total)	20 (37.74%)
Largest		profit trade	9.70	loss trade	-9.50
Average		profit trade	5.26	loss trade	-9.50
Maximum		consecutive wins (profit in money)	13 (76.00)	consecutive losses (loss in money)	5 (-47.50)
Maximal		consecutive profit (count of wins)	76.00 (13)	consecutive loss (count of losses)	-47.50 (5)
Average		consecutive wins	4	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 21:00	sell	1	0.10	1.50940	1.51035	1.50840
2	2009.12.01 21:02	sell	2	0.10	1.50936	1.51031	1.50836
3	2009.12.01 21:15	close	1	0.10	1.50875	1.51035	1.50840	6.50	10006.50
4	2009.12.01 21:17	close	2	0.10	1.50887	1.51031	1.50836	4.90	10011.40
5	2009.12.02 21:00	sell	3	0.10	1.50356	1.50451	1.50256
6	2009.12.02 21:02	sell	4	0.10	1.50350	1.50445	1.50250
7	2009.12.02 21:20	s/l	4	0.10	1.50445	1.50445	1.50250	-9.50	10001.90
8	2009.12.02 21:45	s/l	3	0.10	1.50451	1.50451	1.50256	-9.50	9992.40
9	2009.12.03 21:00	sell	5	0.10	1.50903	1.50998	1.50803
10	2009.12.03 21:02	sell	6	0.10	1.50943	1.51038	1.50843
11	2009.12.03 21:20	close	6	0.10	1.50890	1.51038	1.50843	5.30	9997.70
12	2009.12.03 21:40	close	5	0.10	1.50842	1.50998	1.50803	6.10	10003.80
13	2009.12.04 21:00	buy	7	0.10	1.48261	1.48166	1.48361
14	2009.12.04 21:02	buy	8	0.10	1.48277	1.48182	1.48377
15	2009.12.04 21:10	close	7	0.10	1.48358	1.48166	1.48361	9.70	10013.50
16	2009.12.04 21:12	close	8	0.10	1.48335	1.48182	1.48377	5.80	10019.30
17	2009.12.07 21:00	sell	9	0.10	1.48216	1.48311	1.48116
18	2009.12.07 21:02	sell	10	0.10	1.48246	1.48341	1.48146
19	2009.12.07 21:15	close	9	0.10	1.48177	1.48311	1.48116	3.90	10023.20
20	2009.12.07 21:17	close	10	0.10	1.48191	1.48341	1.48146	5.50	10028.70
21	2009.12.08 21:00	buy	11	0.10	1.46835	1.46740	1.46935
22	2009.12.08 21:03	close	11	0.10	1.46901	1.46740	1.46935	6.60	10035.30
23	2009.12.09 21:00	buy	12	0.10	1.47167	1.47072	1.47267
24	2009.12.09 21:02	buy	13	0.10	1.47182	1.47087	1.47282
25	2009.12.09 21:10	close	12	0.10	1.47253	1.47072	1.47267	8.60	10043.90
26	2009.12.09 21:12	close	13	0.10	1.47232	1.47087	1.47282	5.00	10048.90
27	2009.12.10 21:00	buy	14	0.10	1.47202	1.47107	1.47302
28	2009.12.10 21:02	buy	15	0.10	1.47210	1.47115	1.47310
29	2009.12.10 21:10	modify	14	0.10	1.47202	1.47207	1.47302
30	2009.12.10 21:15	close	14	0.10	1.47266	1.47207	1.47302	6.40	10055.30
31	2009.12.10 21:17	close	15	0.10	1.47256	1.47115	1.47310	4.60	10059.90
32	2009.12.11 21:00	buy	16	0.10	1.46181	1.46086	1.46281
33	2009.12.11 21:02	buy	17	0.10	1.46177	1.46082	1.46277
34	2009.12.11 21:15	modify	17	0.10	1.46177	1.46179	1.46277
35	2009.12.11 21:20	close	16	0.10	1.46228	1.46086	1.46281	4.70	10064.60
36	2009.12.11 21:22	close	17	0.10	1.46215	1.46179	1.46277	3.80	10068.40
37	2009.12.14 21:00	sell	18	0.10	1.46476	1.46571	1.46376
38	2009.12.14 21:02	sell	19	0.10	1.46458	1.46553	1.46358
39	2009.12.14 21:20	s/l	18	0.10	1.46571	1.46571	1.46376	-9.50	10058.90
40	2009.12.14 21:20	s/l	19	0.10	1.46553	1.46553	1.46358	-9.50	10049.40
41	2009.12.15 21:00	sell	20	0.10	1.45269	1.45364	1.45169
42	2009.12.15 21:02	sell	21	0.10	1.45266	1.45361	1.45166
43	2009.12.15 21:20	s/l	20	0.10	1.45364	1.45364	1.45169	-9.50	10039.90
44	2009.12.15 21:20	s/l	21	0.10	1.45361	1.45361	1.45166	-9.50	10030.40
45	2009.12.16 21:00	buy	22	0.10	1.45161	1.45066	1.45261
46	2009.12.16 21:02	buy	23	0.10	1.45082	1.44987	1.45182
47	2009.12.16 21:07	s/l	22	0.10	1.45066	1.45066	1.45261	-9.50	10020.90
48	2009.12.16 21:10	close	23	0.10	1.45152	1.44987	1.45182	7.00	10027.90
49	2009.12.17 21:00	buy	24	0.10	1.43516	1.43421	1.43616
50	2009.12.17 21:03	buy	25	0.10	1.43554	1.43459	1.43654
51	2009.12.17 21:10	modify	24	0.10	1.43516	1.43522	1.43616
52	2009.12.17 21:13	s/l	24	0.10	1.43522	1.43522	1.43616	0.60	10028.50
53	2009.12.17 21:26	s/l	25	0.10	1.43459	1.43459	1.43654	-9.50	10019.00
54	2009.12.18 21:00	sell	26	0.10	1.43197	1.43292	1.43097
55	2009.12.18 21:03	s/l	26	0.10	1.43292	1.43292	1.43097	-9.50	10009.50
56	2009.12.18 21:03	sell	27	0.10	1.43302	1.43397	1.43202
57	2009.12.18 21:16	s/l	27	0.10	1.43397	1.43397	1.43202	-9.50	10000.00
58	2009.12.21 21:00	buy	28	0.10	1.42894	1.42799	1.42994
59	2009.12.21 21:02	buy	29	0.10	1.42909	1.42814	1.43009
60	2009.12.21 21:15	s/l	28	0.10	1.42799	1.42799	1.42994	-9.50	9990.50
61	2009.12.21 21:15	s/l	29	0.10	1.42814	1.42814	1.43009	-9.50	9981.00
62	2009.12.22 21:00	buy	30	0.10	1.42540	1.42445	1.42640
63	2009.12.22 21:02	buy	31	0.10	1.42537	1.42442	1.42637
64	2009.12.22 21:20	close	30	0.10	1.42586	1.42445	1.42640	4.60	9985.60
65	2009.12.22 21:22	close	31	0.10	1.42574	1.42442	1.42637	3.70	9989.30
66	2009.12.23 21:00	sell	32	0.10	1.43338	1.43433	1.43238
67	2009.12.23 21:02	sell	33	0.10	1.43387	1.43482	1.43287
68	2009.12.23 21:15	close	33	0.10	1.43313	1.43482	1.43287	7.40	9996.70
69	2009.12.23 21:20	close	32	0.10	1.43255	1.43433	1.43238	8.30	10005.00
70	2009.12.28 21:00	buy	34	0.10	1.43844	1.43749	1.43944
71	2009.12.28 21:02	buy	35	0.10	1.43831	1.43736	1.43931
72	2009.12.28 22:50	s/l	34	0.10	1.43749	1.43749	1.43944	-9.50	9995.50
73	2009.12.28 23:20	s/l	35	0.10	1.43736	1.43736	1.43931	-9.50	9986.00
74	2009.12.29 21:00	buy	36	0.10	1.43530	1.43435	1.43630
75	2009.12.29 21:15	close	36	0.10	1.43578	1.43435	1.43630	4.80	9990.80
76	2009.12.30 21:00	sell	37	0.10	1.43330	1.43425	1.43230
77	2009.12.30 21:15	modify	37	0.10	1.43330	1.43329	1.43230
78	2009.12.30 21:20	close	37	0.10	1.43270	1.43329	1.43230	6.00	9996.80
79	2010.01.04 21:00	sell	38	0.10	1.44111	1.44206	1.44011
80	2010.01.04 21:02	sell	39	0.10	1.44082	1.44177	1.43982
81	2010.01.04 21:20	s/l	38	0.10	1.44206	1.44206	1.44011	-9.50	9987.30
82	2010.01.04 21:20	s/l	39	0.10	1.44177	1.44177	1.43982	-9.50	9977.80
83	2010.01.05 21:00	buy	40	0.10	1.43693	1.43598	1.43793
84	2010.01.05 21:02	buy	41	0.10	1.43686	1.43591	1.43786
85	2010.01.05 21:20	modify	40	0.10	1.43693	1.43698	1.43793
86	2010.01.05 21:22	modify	41	0.10	1.43686	1.43687	1.43786
87	2010.01.05 21:25	modify	41	0.10	1.43686	1.43692	1.43786
88	2010.01.05 21:40	s/l	40	0.10	1.43698	1.43698	1.43793	0.50	9978.30
89	2010.01.05 21:40	s/l	41	0.10	1.43692	1.43692	1.43786	0.60	9978.90
90	2010.01.06 21:00	sell	42	0.10	1.44077	1.44172	1.43977
91	2010.01.06 21:02	modify	42	0.10	1.44077	1.44076	1.43977
92	2010.01.06 21:07	close	42	0.10	1.44037	1.44076	1.43977	4.00	9982.90
93	2010.01.07 21:00	buy	43	0.10	1.43274	1.43179	1.43374
94	2010.01.07 21:02	buy	44	0.10	1.43259	1.43164	1.43359
95	2010.01.07 21:15	s/l	43	0.10	1.43179	1.43179	1.43374	-9.50	9973.40
96	2010.01.07 21:15	s/l	44	0.10	1.43164	1.43164	1.43359	-9.50	9963.90
97	2010.01.08 21:00	sell	45	0.10	1.44147	1.44242	1.44047
98	2010.01.08 21:02	close	45	0.10	1.44086	1.44242	1.44047	6.10	9970.00
99	2010.01.11 21:00	sell	46	0.10	1.45188	1.45283	1.45088
100	2010.01.11 21:02	sell	47	0.10	1.45186	1.45281	1.45086
101	2010.01.11 21:20	s/l	46	0.10	1.45283	1.45283	1.45088	-9.50	9960.50
102	2010.01.11 21:20	s/l	47	0.10	1.45281	1.45281	1.45086	-9.50	9951.00
103	2010.01.12 21:00	sell	48	0.10	1.44973	1.45068	1.44873
104	2010.01.12 21:02	sell	49	0.10	1.44965	1.45060	1.44865
105	2010.01.12 21:10	modify	48	0.10	1.44973	1.44967	1.44873
106	2010.01.12 21:15	close	48	0.10	1.44896	1.44967	1.44873	7.70	9958.70
107	2010.01.12 21:17	close	49	0.10	1.44910	1.45060	1.44865	5.50	9964.20
108	2010.01.13 21:00	sell	50	0.10	1.45117	1.45212	1.45017
109	2010.01.13 21:02	close	50	0.10	1.45069	1.45212	1.45017	4.80	9969.00
110	2010.01.14 21:00	buy	51	0.10	1.45037	1.44942	1.45137
111	2010.01.14 21:02	close	51	0.10	1.45073	1.44942	1.45137	3.60	9972.60
112	2010.01.15 21:00	buy	52	0.10	1.43571	1.43476	1.43671
113	2010.01.15 21:02	buy	53	0.10	1.43577	1.43482	1.43677
114	2010.01.15 21:10	close	52	0.10	1.43638	1.43476	1.43671	6.70	9979.30
115	2010.01.15 21:12	close	53	0.10	1.43619	1.43482	1.43677	4.20	9983.50