Report Result : JK_sinkhro1 - Desynced Forex Repository

Strategy Tester Report

Download JK_sinkhro1

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	4.10	Gross profit	177.00	Gross loss	-172.90
Profit factor	1.02	Expected payoff	0.08
Absolute drawdown	31.90	Maximal drawdown	93.20 (0.93%)	Relative drawdown	0.93% (93.20)

Total trades	53	Short positions (won %)	26 (57.69%)	Long positions (won %)	27 (70.37%)
		Profit trades (% of total)	34 (64.15%)	Loss trades (% of total)	19 (35.85%)
Largest		profit trade	9.00	loss trade	-9.10
Average		profit trade	5.21	loss trade	-9.10
Maximum		consecutive wins (profit in money)	13 (65.10)	consecutive losses (loss in money)	5 (-45.50)
Maximal		consecutive profit (count of wins)	65.10 (13)	consecutive loss (count of losses)	-45.50 (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	1.51031	1.50840
2	2009.12.01 21:02	sell	2	0.10	1.50936	1.51027	1.50836
3	2009.12.01 21:10	modify	1	0.10	1.50940	1.50938	1.50840
4	2009.12.01 21:15	close	1	0.10	1.50871	1.50938	1.50840	6.90	10006.90
5	2009.12.01 21:17	close	2	0.10	1.50883	1.51027	1.50836	5.30	10012.20
6	2009.12.02 21:00	sell	3	0.10	1.50356	1.50447	1.50256
7	2009.12.02 21:02	sell	4	0.10	1.50350	1.50441	1.50250
8	2009.12.02 21:20	s/l	4	0.10	1.50441	1.50441	1.50250	-9.10	10003.10
9	2009.12.02 21:45	s/l	3	0.10	1.50447	1.50447	1.50256	-9.10	9994.00
10	2009.12.03 21:00	sell	5	0.10	1.50903	1.50994	1.50803
11	2009.12.03 21:02	sell	6	0.10	1.50943	1.51034	1.50843
12	2009.12.03 21:15	modify	6	0.10	1.50943	1.50943	1.50843
13	2009.12.03 21:20	close	6	0.10	1.50886	1.50943	1.50843	5.70	9999.70
14	2009.12.03 21:35	modify	5	0.10	1.50903	1.50903	1.50803
15	2009.12.03 21:37	s/l	5	0.10	1.50903	1.50903	1.50803	0.00	9999.70
16	2009.12.04 21:00	buy	7	0.10	1.48257	1.48166	1.48357
17	2009.12.04 21:02	buy	8	0.10	1.48273	1.48182	1.48373
18	2009.12.04 21:05	modify	7	0.10	1.48257	1.48258	1.48357
19	2009.12.04 21:07	s/l	7	0.10	1.48258	1.48258	1.48357	0.10	9999.80
20	2009.12.04 21:10	close	8	0.10	1.48358	1.48182	1.48373	8.50	10008.30
21	2009.12.07 21:00	sell	9	0.10	1.48216	1.48307	1.48116
22	2009.12.07 21:02	sell	10	0.10	1.48246	1.48337	1.48146
23	2009.12.07 21:10	modify	10	0.10	1.48246	1.48244	1.48146
24	2009.12.07 21:15	close	9	0.10	1.48173	1.48307	1.48116	4.30	10012.60
25	2009.12.07 21:17	close	10	0.10	1.48187	1.48244	1.48146	5.90	10018.50
26	2009.12.08 21:00	buy	11	0.10	1.46831	1.46740	1.46931
27	2009.12.08 21:03	close	11	0.10	1.46901	1.46740	1.46931	7.00	10025.50
28	2009.12.09 21:00	buy	12	0.10	1.47163	1.47072	1.47263
29	2009.12.09 21:02	buy	13	0.10	1.47178	1.47087	1.47278
30	2009.12.09 21:10	close	12	0.10	1.47253	1.47072	1.47263	9.00	10034.50
31	2009.12.09 21:12	close	13	0.10	1.47232	1.47087	1.47278	5.40	10039.90
32	2009.12.10 21:00	buy	14	0.10	1.47198	1.47107	1.47298
33	2009.12.10 21:02	buy	15	0.10	1.47206	1.47115	1.47306
34	2009.12.10 21:10	close	14	0.10	1.47237	1.47107	1.47298	3.90	10043.80
35	2009.12.10 21:15	close	15	0.10	1.47266	1.47115	1.47306	6.00	10049.80
36	2009.12.11 21:00	buy	16	0.10	1.46177	1.46086	1.46277
37	2009.12.11 21:02	buy	17	0.10	1.46173	1.46082	1.46273
38	2009.12.11 21:15	modify	16	0.10	1.46177	1.46179	1.46277
39	2009.12.11 21:20	close	16	0.10	1.46228	1.46179	1.46277	5.10	10054.90
40	2009.12.11 21:22	close	17	0.10	1.46215	1.46082	1.46273	4.20	10059.10
41	2009.12.14 21:00	sell	18	0.10	1.46476	1.46567	1.46376
42	2009.12.14 21:02	sell	19	0.10	1.46458	1.46549	1.46358
43	2009.12.14 21:20	s/l	18	0.10	1.46567	1.46567	1.46376	-9.10	10050.00
44	2009.12.14 21:20	s/l	19	0.10	1.46549	1.46549	1.46358	-9.10	10040.90
45	2009.12.15 21:00	sell	20	0.10	1.45269	1.45360	1.45169
46	2009.12.15 21:02	sell	21	0.10	1.45266	1.45357	1.45166
47	2009.12.15 21:20	s/l	20	0.10	1.45360	1.45360	1.45169	-9.10	10031.80
48	2009.12.15 21:20	s/l	21	0.10	1.45357	1.45357	1.45166	-9.10	10022.70
49	2009.12.16 21:00	buy	22	0.10	1.45157	1.45066	1.45257
50	2009.12.16 21:02	buy	23	0.10	1.45078	1.44987	1.45178
51	2009.12.16 21:07	s/l	22	0.10	1.45066	1.45066	1.45257	-9.10	10013.60
52	2009.12.16 21:10	close	23	0.10	1.45152	1.44987	1.45178	7.40	10021.00
53	2009.12.17 21:00	buy	24	0.10	1.43512	1.43421	1.43612
54	2009.12.17 21:03	buy	25	0.10	1.43550	1.43459	1.43650
55	2009.12.17 21:10	close	24	0.10	1.43552	1.43421	1.43612	4.00	10025.00
56	2009.12.17 21:26	s/l	25	0.10	1.43459	1.43459	1.43650	-9.10	10015.90
57	2009.12.18 21:00	sell	26	0.10	1.43197	1.43288	1.43097
58	2009.12.18 21:03	s/l	26	0.10	1.43288	1.43288	1.43097	-9.10	10006.80
59	2009.12.18 21:03	sell	27	0.10	1.43302	1.43393	1.43202
60	2009.12.18 21:16	s/l	27	0.10	1.43393	1.43393	1.43202	-9.10	9997.70
61	2009.12.21 21:00	buy	28	0.10	1.42890	1.42799	1.42990
62	2009.12.21 21:02	buy	29	0.10	1.42905	1.42814	1.43005
63	2009.12.21 21:15	s/l	28	0.10	1.42799	1.42799	1.42990	-9.10	9988.60
64	2009.12.21 21:15	s/l	29	0.10	1.42814	1.42814	1.43005	-9.10	9979.50
65	2009.12.22 21:00	buy	30	0.10	1.42536	1.42445	1.42636
66	2009.12.22 21:02	buy	31	0.10	1.42533	1.42442	1.42633
67	2009.12.22 21:15	modify	30	0.10	1.42536	1.42537	1.42636
68	2009.12.22 21:20	close	30	0.10	1.42586	1.42537	1.42636	5.00	9984.50
69	2009.12.22 21:22	close	31	0.10	1.42574	1.42442	1.42633	4.10	9988.60
70	2009.12.23 21:00	sell	32	0.10	1.43338	1.43429	1.43238
71	2009.12.23 21:02	sell	33	0.10	1.43387	1.43478	1.43287
72	2009.12.23 21:10	modify	33	0.10	1.43387	1.43383	1.43287
73	2009.12.23 21:15	close	33	0.10	1.43309	1.43383	1.43287	7.80	9996.40
74	2009.12.23 21:20	close	32	0.10	1.43251	1.43429	1.43238	8.70	10005.10
75	2009.12.28 21:00	buy	34	0.10	1.43840	1.43749	1.43940
76	2009.12.28 21:02	buy	35	0.10	1.43827	1.43736	1.43927
77	2009.12.28 22:50	s/l	34	0.10	1.43749	1.43749	1.43940	-9.10	9996.00
78	2009.12.28 23:20	s/l	35	0.10	1.43736	1.43736	1.43927	-9.10	9986.90
79	2009.12.29 21:00	buy	36	0.10	1.43526	1.43435	1.43626
80	2009.12.29 21:15	close	36	0.10	1.43578	1.43435	1.43626	5.20	9992.10
81	2009.12.30 21:00	sell	37	0.10	1.43330	1.43421	1.43230
82	2009.12.30 21:15	modify	37	0.10	1.43330	1.43325	1.43230
83	2009.12.30 21:20	close	37	0.10	1.43266	1.43325	1.43230	6.40	9998.50
84	2010.01.04 21:00	sell	38	0.10	1.44111	1.44202	1.44011
85	2010.01.04 21:02	sell	39	0.10	1.44082	1.44173	1.43982
86	2010.01.04 21:07	modify	38	0.10	1.44111	1.44110	1.44011
87	2010.01.04 21:10	s/l	38	0.10	1.44110	1.44110	1.44011	0.10	9998.60
88	2010.01.04 21:20	s/l	39	0.10	1.44173	1.44173	1.43982	-9.10	9989.50
89	2010.01.05 21:00	buy	40	0.10	1.43689	1.43598	1.43789
90	2010.01.05 21:02	buy	41	0.10	1.43682	1.43591	1.43782
91	2010.01.05 21:20	close	40	0.10	1.43728	1.43598	1.43789	3.90	9993.40
92	2010.01.05 21:22	modify	41	0.10	1.43682	1.43687	1.43782
93	2010.01.05 21:25	close	41	0.10	1.43722	1.43687	1.43782	4.00	9997.40
94	2010.01.06 21:00	sell	42	0.10	1.44077	1.44168	1.43977
95	2010.01.06 21:02	modify	42	0.10	1.44077	1.44072	1.43977
96	2010.01.06 21:07	close	42	0.10	1.44033	1.44072	1.43977	4.40	10001.80
97	2010.01.07 21:00	buy	43	0.10	1.43270	1.43179	1.43370
98	2010.01.07 21:02	buy	44	0.10	1.43255	1.43164	1.43355
99	2010.01.07 21:15	s/l	43	0.10	1.43179	1.43179	1.43370	-9.10	9992.70
100	2010.01.07 21:15	s/l	44	0.10	1.43164	1.43164	1.43355	-9.10	9983.60
101	2010.01.08 21:00	sell	45	0.10	1.44147	1.44238	1.44047
102	2010.01.08 21:02	close	45	0.10	1.44082	1.44238	1.44047	6.50	9990.10
103	2010.01.11 21:00	sell	46	0.10	1.45188	1.45279	1.45088
104	2010.01.11 21:02	sell	47	0.10	1.45186	1.45277	1.45086
105	2010.01.11 21:20	s/l	46	0.10	1.45279	1.45279	1.45088	-9.10	9981.00
106	2010.01.11 21:20	s/l	47	0.10	1.45277	1.45277	1.45086	-9.10	9971.90
107	2010.01.12 21:00	sell	48	0.10	1.44973	1.45064	1.44873
108	2010.01.12 21:02	sell	49	0.10	1.44965	1.45056	1.44865
109	2010.01.12 21:10	close	48	0.10	1.44933	1.45064	1.44873	4.00	9975.90
110	2010.01.12 21:15	close	49	0.10	1.44892	1.45056	1.44865	7.30	9983.20
111	2010.01.13 21:00	sell	50	0.10	1.45117	1.45208	1.45017
112	2010.01.13 21:02	close	50	0.10	1.45065	1.45208	1.45017	5.20	9988.40
113	2010.01.14 21:00	buy	51	0.10	1.45033	1.44942	1.45133
114	2010.01.14 21:02	close	51	0.10	1.45073	1.44942	1.45133	4.00	9992.40
115	2010.01.15 21:00	buy	52	0.10	1.43567	1.43476	1.43667
116	2010.01.15 21:02	buy	53	0.10	1.43573	1.43482	1.43673
117	2010.01.15 21:10	close	52	0.10	1.43638	1.43476	1.43667	7.10	9999.50
118	2010.01.15 21:12	close	53	0.10	1.43619	1.43482	1.43673	4.60	10004.10