Report Result : KI EA - 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		Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=false; TrailingAct=10; TrailingStep=40; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false;

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

Initial deposit	10000.00
Total net profit	-52.40	Gross profit	896.74	Gross loss	-949.14
Profit factor	0.94	Expected payoff	-1.46
Absolute drawdown	188.76	Maximal drawdown	451.38 (4.40%)	Relative drawdown	4.40% (451.38)

Total trades	36	Short positions (won %)	18 (44.44%)	Long positions (won %)	18 (22.22%)
		Profit trades (% of total)	12 (33.33%)	Loss trades (% of total)	24 (66.67%)
Largest		profit trade	230.08	loss trade	-140.82
Average		profit trade	74.73	loss trade	-39.55
Maximum		consecutive wins (profit in money)	2 (124.50)	consecutive losses (loss in money)	5 (-211.16)
Maximal		consecutive profit (count of wins)	230.08 (1)	consecutive loss (count of losses)	-211.16 (5)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 05:00	buy	1	0.10	1.50148	0.00000	0.00000
2	2009.12.01 06:00	close	1	0.10	1.50102	0.00000	0.00000	-4.60	9995.40
3	2009.12.01 06:02	sell	2	0.10	1.50076	0.00000	0.00000
4	2009.12.01 09:00	close	2	0.10	1.50277	0.00000	0.00000	-20.10	9975.30
5	2009.12.01 09:03	buy	3	0.10	1.50413	0.00000	0.00000
6	2009.12.02 18:00	close	3	0.10	1.50580	0.00000	0.00000	16.72	9992.02
7	2009.12.02 18:02	sell	4	0.10	1.50644	0.00000	0.00000
8	2009.12.03 05:00	close	4	0.10	1.50934	0.00000	0.00000	-29.12	9962.90
9	2009.12.03 05:03	buy	5	0.10	1.50903	0.00000	0.00000
10	2009.12.03 22:00	close	5	0.10	1.50729	0.00000	0.00000	-17.40	9945.50
11	2009.12.03 22:02	sell	6	0.10	1.50739	0.00000	0.00000
12	2009.12.08 07:00	close	6	0.10	1.48437	0.00000	0.00000	230.08	10175.58
13	2009.12.08 07:02	buy	7	0.10	1.48521	0.00000	0.00000
14	2009.12.10 06:00	close	7	0.10	1.47112	0.00000	0.00000	-140.82	10034.76
15	2009.12.10 06:02	sell	8	0.10	1.47164	0.00000	0.00000
16	2009.12.10 14:00	close	8	0.10	1.47299	0.00000	0.00000	-13.50	10021.26
17	2009.12.10 14:02	buy	9	0.10	1.47358	0.00000	0.00000
18	2009.12.10 19:00	close	9	0.10	1.47096	0.00000	0.00000	-26.20	9995.06
19	2009.12.10 19:02	sell	10	0.10	1.47099	0.00000	0.00000
20	2009.12.11 00:00	close	10	0.10	1.47319	0.00000	0.00000	-22.04	9973.02
21	2009.12.11 00:03	buy	11	0.10	1.47293	0.00000	0.00000
22	2009.12.11 04:00	close	11	0.10	1.47207	0.00000	0.00000	-8.60	9964.42
23	2009.12.11 04:03	sell	12	0.10	1.47134	0.00000	0.00000
24	2009.12.15 00:00	close	12	0.10	1.46518	0.00000	0.00000	61.52	10025.94
25	2009.12.15 00:02	buy	13	0.10	1.46514	0.00000	0.00000
26	2009.12.15 07:00	close	13	0.10	1.46374	0.00000	0.00000	-14.00	10011.94
27	2009.12.15 07:02	sell	14	0.10	1.46434	0.00000	0.00000
28	2009.12.16 14:00	close	14	0.10	1.45637	0.00000	0.00000	79.66	10091.60
29	2009.12.16 14:02	buy	15	0.10	1.45667	0.00000	0.00000
30	2009.12.16 21:00	close	15	0.10	1.45148	0.00000	0.00000	-51.90	10039.70
31	2009.12.16 21:02	sell	16	0.10	1.45069	0.00000	0.00000
32	2009.12.18 09:00	close	16	0.10	1.43826	0.00000	0.00000	124.14	10163.84
33	2009.12.18 09:02	buy	17	0.10	1.43818	0.00000	0.00000
34	2009.12.18 15:00	close	17	0.10	1.43171	0.00000	0.00000	-64.70	10099.14
35	2009.12.18 15:02	sell	18	0.10	1.43142	0.00000	0.00000
36	2009.12.21 15:00	close	18	0.10	1.43553	0.00000	0.00000	-41.14	10058.00
37	2009.12.21 15:02	buy	19	0.10	1.43653	0.00000	0.00000
38	2009.12.21 18:00	close	19	0.10	1.43177	0.00000	0.00000	-47.60	10010.40
39	2009.12.21 18:02	sell	20	0.10	1.43284	0.00000	0.00000
40	2009.12.22 13:00	close	20	0.10	1.42820	0.00000	0.00000	46.36	10056.76
41	2009.12.22 13:02	buy	21	0.10	1.42947	0.00000	0.00000
42	2009.12.29 00:00	close	21	0.10	1.43727	0.00000	0.00000	78.14	10134.90
43	2009.12.29 00:05	sell	22	0.10	1.43734	0.00000	0.00000
44	2009.12.29 10:00	close	22	0.10	1.44346	0.00000	0.00000	-61.20	10073.70
45	2009.12.29 10:02	buy	23	0.10	1.44347	0.00000	0.00000
46	2009.12.29 20:00	close	23	0.10	1.43599	0.00000	0.00000	-74.80	9998.90
47	2009.12.29 20:02	sell	24	0.10	1.43595	0.00000	0.00000
48	2009.12.31 02:00	close	24	0.10	1.43542	0.00000	0.00000	5.14	10004.04
49	2009.12.31 02:02	buy	25	0.10	1.43534	0.00000	0.00000
50	2010.01.04 00:00	close	25	0.10	1.43261	0.00000	0.00000	-27.26	9976.78
51	2010.01.04 00:02	sell	26	0.10	1.43324	0.00000	0.00000
52	2010.01.04 13:00	close	26	0.10	1.43891	0.00000	0.00000	-56.70	9920.08
53	2010.01.04 13:02	buy	27	0.10	1.43884	0.00000	0.00000
54	2010.01.05 19:00	close	27	0.10	1.43911	0.00000	0.00000	2.72	9922.80
55	2010.01.05 19:02	sell	28	0.10	1.43906	0.00000	0.00000
56	2010.01.06 18:00	close	28	0.10	1.44030	0.00000	0.00000	-12.44	9910.36
57	2010.01.06 18:02	buy	29	0.10	1.44032	0.00000	0.00000
58	2010.01.07 10:00	close	29	0.10	1.43627	0.00000	0.00000	-40.44	9869.92
59	2010.01.07 10:02	sell	30	0.10	1.43634	0.00000	0.00000
60	2010.01.08 16:00	close	30	0.10	1.43567	0.00000	0.00000	6.66	9876.58
61	2010.01.08 16:03	buy	31	0.10	1.43362	0.00000	0.00000
62	2010.01.12 05:00	close	31	0.10	1.44727	0.00000	0.00000	136.54	10013.12
63	2010.01.12 05:02	sell	32	0.10	1.44730	0.00000	0.00000
64	2010.01.12 17:00	close	32	0.10	1.45390	0.00000	0.00000	-66.00	9947.12
65	2010.01.12 17:02	buy	33	0.10	1.45418	0.00000	0.00000
66	2010.01.12 23:00	close	33	0.10	1.44848	0.00000	0.00000	-57.00	9890.12
67	2010.01.12 23:02	sell	34	0.10	1.44897	0.00000	0.00000
68	2010.01.13 12:00	close	34	0.10	1.45165	0.00000	0.00000	-26.84	9863.28
69	2010.01.13 12:02	buy	35	0.10	1.45160	0.00000	0.00000
70	2010.01.14 13:00	close	35	0.10	1.44912	0.00000	0.00000	-24.74	9838.54
71	2010.01.14 13:02	sell	36	0.10	1.44944	0.00000	0.00000
72	2010.01.15 22:57	close at stop	36	0.10	1.43853	0.00000	0.00000	109.06	9947.60