Report Result : Spazm - Desynced Forex Repository

Strategy Tester Report

Download Spazm

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		k=5; period=24; exp=0; open.close=0; SL_pp=0; visualize=true;

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

Initial deposit	10000.00
Total net profit	-1461.10	Gross profit	7766.40	Gross loss	-9227.50
Profit factor	0.84	Expected payoff	-85.95
Absolute drawdown	3864.50	Maximal drawdown	7870.60 (56.19%)	Relative drawdown	56.19% (7870.60)

Total trades	17	Short positions (won %)	9 (33.33%)	Long positions (won %)	8 (25.00%)
		Profit trades (% of total)	5 (29.41%)	Loss trades (% of total)	12 (70.59%)
Largest		profit trade	3349.00	loss trade	-1075.00
Average		profit trade	1553.28	loss trade	-768.96
Maximum		consecutive wins (profit in money)	2 (3656.80)	consecutive losses (loss in money)	9 (-6271.00)
Maximal		consecutive profit (count of wins)	3656.80 (2)	consecutive loss (count of losses)	-6271.00 (9)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:10	sell	1	1.00	1.49964	0.00000	0.00000
2	2009.12.01 15:20	close	1	1.00	1.51039	0.00000	0.00000	-1075.00	8925.00
3	2009.12.01 15:20	buy	2	1.00	1.51039	0.00000	0.00000
4	2009.12.04 14:40	close	2	1.00	1.50220	0.00000	0.00000	-817.50	8107.50
5	2009.12.04 14:40	sell	3	1.00	1.50220	0.00000	0.00000
6	2009.12.11 10:32	close	3	1.00	1.47687	0.00000	0.00000	2530.20	10637.70
7	2009.12.11 10:32	buy	4	1.00	1.47687	0.00000	0.00000
8	2009.12.11 15:26	close	4	1.00	1.46623	0.00000	0.00000	-1064.00	9573.70
9	2009.12.11 15:26	sell	5	1.00	1.46623	0.00000	0.00000
10	2009.12.23 16:20	close	5	1.00	1.43270	0.00000	0.00000	3349.00	12922.70
11	2009.12.23 16:20	buy	6	1.00	1.43270	0.00000	0.00000
12	2009.12.29 04:10	close	6	1.00	1.43576	0.00000	0.00000	307.80	13230.50
13	2009.12.29 04:10	sell	7	1.00	1.43576	0.00000	0.00000
14	2009.12.29 08:40	close	7	1.00	1.44153	0.00000	0.00000	-577.00	12653.50
15	2009.12.29 08:40	buy	8	1.00	1.44153	0.00000	0.00000
16	2009.12.29 17:15	close	8	1.00	1.43678	0.00000	0.00000	-475.00	12178.50
17	2009.12.29 17:15	sell	9	1.00	1.43678	0.00000	0.00000
18	2009.12.31 07:33	close	9	1.00	1.44021	0.00000	0.00000	-344.60	11833.90
19	2009.12.31 07:33	buy	10	1.00	1.44021	0.00000	0.00000
20	2009.12.31 16:20	close	10	1.00	1.43165	0.00000	0.00000	-856.00	10977.90
21	2009.12.31 16:20	sell	11	1.00	1.43165	0.00000	0.00000
22	2010.01.04 14:40	close	11	1.00	1.44130	0.00000	0.00000	-965.80	10012.10
23	2010.01.04 14:40	buy	12	1.00	1.44130	0.00000	0.00000
24	2010.01.05 19:50	close	12	1.00	1.43457	0.00000	0.00000	-672.70	9339.40
25	2010.01.05 19:50	sell	13	1.00	1.43457	0.00000	0.00000
26	2010.01.06 20:10	close	13	1.00	1.44158	0.00000	0.00000	-701.40	8638.00
27	2010.01.06 20:10	buy	14	1.00	1.44158	0.00000	0.00000
28	2010.01.07 13:50	close	14	1.00	1.43148	0.00000	0.00000	-1009.10	7628.90
29	2010.01.07 13:50	sell	15	1.00	1.43148	0.00000	0.00000
30	2010.01.08 14:45	close	15	1.00	1.43817	0.00000	0.00000	-669.40	6959.50
31	2010.01.08 14:45	buy	16	1.00	1.43817	0.00000	0.00000
32	2010.01.14 15:50	close	16	1.00	1.44629	0.00000	0.00000	813.80	7773.30
33	2010.01.14 15:50	sell	17	1.00	1.44629	0.00000	0.00000
34	2010.01.15 22:57	close at stop	17	1.00	1.43863	0.00000	0.00000	765.60	8538.90