Report Result : NinaEA - Desynced Forex Repository

Strategy Tester Report

Download NinaEA

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		PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

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

Initial deposit	10000.00
Total net profit	-374.14	Gross profit	831.12	Gross loss	-1205.26
Profit factor	0.69	Expected payoff	-9.13
Absolute drawdown	510.50	Maximal drawdown	623.02 (6.16%)	Relative drawdown	6.16% (623.02)

Total trades	41	Short positions (won %)	21 (42.86%)	Long positions (won %)	20 (15.00%)
		Profit trades (% of total)	12 (29.27%)	Loss trades (% of total)	29 (70.73%)
Largest		profit trade	203.22	loss trade	-78.20
Average		profit trade	69.26	loss trade	-41.56
Maximum		consecutive wins (profit in money)	3 (123.40)	consecutive losses (loss in money)	6 (-237.26)
Maximal		consecutive profit (count of wins)	203.22 (1)	consecutive loss (count of losses)	-237.26 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.50074	0.00000	0.00000
2	2009.12.01 10:00	close	1	0.10	1.50681	0.00000	0.00000	-60.70	9939.30
3	2009.12.01 10:00	buy	2	0.10	1.50681	0.00000	0.00000
4	2009.12.02 21:00	close	2	0.10	1.50356	0.00000	0.00000	-32.48	9906.82
5	2009.12.02 21:00	sell	3	0.10	1.50356	0.00000	0.00000
6	2009.12.03 04:00	close	3	0.10	1.50878	0.00000	0.00000	-52.32	9854.50
7	2009.12.03 04:00	buy	4	0.10	1.50878	0.00000	0.00000
8	2009.12.03 23:00	close	4	0.10	1.50510	0.00000	0.00000	-36.80	9817.70
9	2009.12.03 23:00	sell	5	0.10	1.50510	0.00000	0.00000
10	2009.12.07 19:00	close	5	0.10	1.48477	0.00000	0.00000	203.22	10020.92
11	2009.12.07 19:00	buy	6	0.10	1.48477	0.00000	0.00000
12	2009.12.08 13:00	close	6	0.10	1.47935	0.00000	0.00000	-54.18	9966.74
13	2009.12.08 13:00	sell	7	0.10	1.47935	0.00000	0.00000
14	2009.12.09 11:00	close	7	0.10	1.47542	0.00000	0.00000	39.26	10006.00
15	2009.12.09 11:00	buy	8	0.10	1.47542	0.00000	0.00000
16	2009.12.09 19:00	close	8	0.10	1.46942	0.00000	0.00000	-60.00	9946.00
17	2009.12.09 19:00	sell	9	0.10	1.46942	0.00000	0.00000
18	2009.12.11 11:00	close	9	0.10	1.47531	0.00000	0.00000	-59.06	9886.94
19	2009.12.11 11:00	buy	10	0.10	1.47531	0.00000	0.00000
20	2009.12.11 15:00	close	10	0.10	1.47070	0.00000	0.00000	-46.10	9840.84
21	2009.12.11 15:00	sell	11	0.10	1.47070	0.00000	0.00000
22	2009.12.14 07:00	close	11	0.10	1.46761	0.00000	0.00000	30.86	9871.70
23	2009.12.14 07:00	buy	12	0.10	1.46761	0.00000	0.00000
24	2009.12.14 12:00	close	12	0.10	1.46258	0.00000	0.00000	-50.30	9821.40
25	2009.12.14 12:00	sell	13	0.10	1.46258	0.00000	0.00000
26	2009.12.15 05:00	close	13	0.10	1.46499	0.00000	0.00000	-24.14	9797.26
27	2009.12.15 05:00	buy	14	0.10	1.46499	0.00000	0.00000
28	2009.12.15 09:00	close	14	0.10	1.46097	0.00000	0.00000	-40.20	9757.06
29	2009.12.15 09:00	sell	15	0.10	1.46097	0.00000	0.00000
30	2009.12.16 16:00	close	15	0.10	1.45771	0.00000	0.00000	32.56	9789.62
31	2009.12.16 16:00	buy	16	0.10	1.45771	0.00000	0.00000
32	2009.12.16 19:00	close	16	0.10	1.45366	0.00000	0.00000	-40.50	9749.12
33	2009.12.16 19:00	sell	17	0.10	1.45366	0.00000	0.00000
34	2009.12.18 04:00	close	17	0.10	1.43790	0.00000	0.00000	157.44	9906.56
35	2009.12.18 04:00	buy	18	0.10	1.43790	0.00000	0.00000
36	2009.12.18 14:00	close	18	0.10	1.43356	0.00000	0.00000	-43.40	9863.16
37	2009.12.18 14:00	sell	19	0.10	1.43356	0.00000	0.00000
38	2009.12.21 00:00	close	19	0.10	1.43119	0.00000	0.00000	23.66	9886.82
39	2009.12.21 00:00	buy	20	0.10	1.43119	0.00000	0.00000
40	2009.12.21 10:00	close	20	0.10	1.42914	0.00000	0.00000	-20.50	9866.32
41	2009.12.21 10:00	sell	21	0.10	1.42914	0.00000	0.00000
42	2009.12.21 12:00	close	21	0.10	1.43381	0.00000	0.00000	-46.70	9819.62
43	2009.12.21 12:00	buy	22	0.10	1.43381	0.00000	0.00000
44	2009.12.21 20:00	close	22	0.10	1.42940	0.00000	0.00000	-44.10	9775.52
45	2009.12.21 20:00	sell	23	0.10	1.42940	0.00000	0.00000
46	2009.12.23 17:00	close	23	0.10	1.43332	0.00000	0.00000	-39.28	9736.24
47	2009.12.23 17:00	buy	24	0.10	1.43332	0.00000	0.00000
48	2009.12.29 18:00	close	24	0.10	1.43539	0.00000	0.00000	20.82	9757.06
49	2009.12.29 18:00	sell	25	0.10	1.43539	0.00000	0.00000
50	2009.12.31 03:00	close	25	0.10	1.43692	0.00000	0.00000	-15.46	9741.60
51	2009.12.31 03:00	buy	26	0.10	1.43692	0.00000	0.00000
52	2009.12.31 16:00	close	26	0.10	1.43688	0.00000	0.00000	-0.40	9741.20
53	2009.12.31 16:00	sell	27	0.10	1.43688	0.00000	0.00000
54	2010.01.04 10:00	close	27	0.10	1.43375	0.00000	0.00000	31.22	9772.42
55	2010.01.04 10:00	buy	28	0.10	1.43375	0.00000	0.00000
56	2010.01.05 16:00	close	28	0.10	1.44036	0.00000	0.00000	66.12	9838.54
57	2010.01.05 16:00	sell	29	0.10	1.44036	0.00000	0.00000
58	2010.01.06 11:00	close	29	0.10	1.43775	0.00000	0.00000	26.06	9864.60
59	2010.01.06 11:00	buy	30	0.10	1.43775	0.00000	0.00000
60	2010.01.07 10:00	close	30	0.10	1.43627	0.00000	0.00000	-14.74	9849.86
61	2010.01.07 10:00	sell	31	0.10	1.43627	0.00000	0.00000
62	2010.01.08 15:00	close	31	0.10	1.44030	0.00000	0.00000	-40.34	9809.52
63	2010.01.08 15:00	buy	32	0.10	1.44030	0.00000	0.00000
64	2010.01.08 17:00	close	32	0.10	1.43248	0.00000	0.00000	-78.20	9731.32
65	2010.01.08 17:00	sell	33	0.10	1.43248	0.00000	0.00000
66	2010.01.08 19:00	close	33	0.10	1.43929	0.00000	0.00000	-68.10	9663.22
67	2010.01.08 19:00	buy	34	0.10	1.43929	0.00000	0.00000
68	2010.01.12 05:00	close	34	0.10	1.44727	0.00000	0.00000	79.84	9743.06
69	2010.01.12 05:00	sell	35	0.10	1.44727	0.00000	0.00000
70	2010.01.12 17:00	close	35	0.10	1.45384	0.00000	0.00000	-65.70	9677.36
71	2010.01.12 17:00	buy	36	0.10	1.45384	0.00000	0.00000
72	2010.01.12 23:00	close	36	0.10	1.44848	0.00000	0.00000	-53.60	9623.76
73	2010.01.12 23:00	sell	37	0.10	1.44848	0.00000	0.00000
74	2010.01.13 12:00	close	37	0.10	1.45159	0.00000	0.00000	-31.14	9592.62
75	2010.01.13 12:00	buy	38	0.10	1.45159	0.00000	0.00000
76	2010.01.13 17:00	close	38	0.10	1.45078	0.00000	0.00000	-8.10	9584.52
77	2010.01.13 17:00	sell	39	0.10	1.45078	0.00000	0.00000
78	2010.01.14 04:00	close	39	0.10	1.45456	0.00000	0.00000	-37.92	9546.60
79	2010.01.14 04:00	buy	40	0.10	1.45456	0.00000	0.00000
80	2010.01.14 11:00	close	40	0.10	1.45048	0.00000	0.00000	-40.80	9505.80
81	2010.01.14 11:00	sell	41	0.10	1.45048	0.00000	0.00000
82	2010.01.15 22:57	close at stop	41	0.10	1.43847	0.00000	0.00000	120.06	9625.86