Report Result : StoXAM - Desynced Forex Repository

Strategy Tester Report

StoXAM

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=20; Lots=0.1; TrailingStop=30; StopLoss=20; MR=0.02; DF=3;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	3

Initial deposit	10000.00
Total net profit	-10080.25	Gross profit	1889.95	Gross loss	-11970.20
Profit factor	0.16	Expected payoff	-129.23
Absolute drawdown	10080.25	Maximal drawdown	11073.00 (100.73%)	Relative drawdown	100.73% (11073.00)

Total trades	78	Short positions (won %)	45 (88.89%)	Long positions (won %)	33 (96.97%)
		Profit trades (% of total)	72 (92.31%)	Loss trades (% of total)	6 (7.69%)
Largest		profit trade	30.00	loss trade	-11073.00
Average		profit trade	26.25	loss trade	-1995.03
Maximum		consecutive wins (profit in money)	27 (664.85)	consecutive losses (loss in money)	1 (-11073.00)
Maximal		consecutive profit (count of wins)	664.85 (27)	consecutive loss (count of losses)	-11073.00 (1)
Average		consecutive wins	12	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	1.30	1.50345	0.00000	1.50325
2	2009.12.01 01:10	t/p	1	1.30	1.50325	0.00000	1.50325	26.00	10026.00
3	2009.12.01 01:10	sell	2	1.30	1.50319	0.00000	1.50299
4	2009.12.01 01:15	t/p	2	1.30	1.50299	0.00000	1.50299	26.00	10052.00
5	2009.12.01 01:15	sell	3	1.30	1.50293	0.00000	1.50273
6	2009.12.01 01:20	t/p	3	1.30	1.50273	0.00000	1.50273	26.00	10078.00
7	2009.12.01 01:20	sell	4	1.30	1.50260	0.00000	1.50240
8	2009.12.01 01:40	t/p	4	1.30	1.50240	0.00000	1.50240	26.00	10104.00
9	2009.12.01 01:40	sell	5	1.30	1.50228	0.00000	1.50208
10	2009.12.01 01:45	t/p	5	1.30	1.50208	0.00000	1.50208	26.00	10130.00
11	2009.12.01 01:45	sell	6	1.40	1.50166	0.00000	1.50146
12	2009.12.01 01:50	t/p	6	1.40	1.50146	0.00000	1.50146	28.00	10158.00
13	2009.12.01 01:50	sell	7	1.40	1.50082	0.00000	1.50062
14	2009.12.01 02:00	close	7	1.40	1.50099	0.00000	1.50062	-23.80	10134.20
15	2009.12.01 02:02	buy	8	1.40	1.50092	0.00000	1.50112
16	2009.12.01 02:10	t/p	8	1.40	1.50112	0.00000	1.50112	28.00	10162.20
17	2009.12.01 02:10	buy	9	1.40	1.50148	0.00000	1.50168
18	2009.12.01 02:15	t/p	9	1.40	1.50168	0.00000	1.50168	28.00	10190.20
19	2009.12.01 02:15	buy	10	1.40	1.50191	0.00000	1.50211
20	2009.12.01 02:20	t/p	10	1.40	1.50211	0.00000	1.50211	28.00	10218.20
21	2009.12.01 02:20	buy	11	1.40	1.50233	0.00000	1.50253
22	2009.12.01 08:10	t/p	11	1.40	1.50253	0.00000	1.50253	28.00	10246.20
23	2009.12.01 08:10	sell	12	1.40	1.50283	0.00000	1.50263
24	2009.12.01 08:50	t/p	12	1.40	1.50263	0.00000	1.50263	28.00	10274.20
25	2009.12.01 08:50	sell	13	1.40	1.50215	0.00000	1.50195
26	2009.12.01 12:15	close	13	1.40	1.50702	0.00000	1.50195	-681.80	9592.40
27	2009.12.01 12:17	sell	14	1.30	1.50711	0.00000	1.50691
28	2009.12.01 12:20	t/p	14	1.30	1.50691	0.00000	1.50691	26.00	9618.40
29	2009.12.01 12:20	buy	15	1.30	1.50642	0.00000	1.50662
30	2009.12.01 12:22	t/p	15	1.30	1.50662	0.00000	1.50662	26.00	9644.40
31	2009.12.01 12:22	buy	16	1.30	1.50672	0.00000	1.50692
32	2009.12.01 12:27	t/p	16	1.30	1.50692	0.00000	1.50692	26.00	9670.40
33	2009.12.01 12:27	buy	17	1.30	1.50702	0.00000	1.50722
34	2009.12.01 13:20	t/p	17	1.30	1.50722	0.00000	1.50722	26.00	9696.40
35	2009.12.01 13:20	buy	18	1.30	1.50740	0.00000	1.50760
36	2009.12.01 14:15	t/p	18	1.30	1.50760	0.00000	1.50760	26.00	9722.40
37	2009.12.01 14:15	buy	19	1.30	1.50849	0.00000	1.50869
38	2009.12.01 14:20	t/p	19	1.30	1.50869	0.00000	1.50869	26.00	9748.40
39	2009.12.01 14:20	buy	20	1.30	1.50944	0.00000	1.50964
40	2009.12.01 15:20	t/p	20	1.30	1.50964	0.00000	1.50964	26.00	9774.40
41	2009.12.01 15:20	buy	21	1.30	1.51025	0.00000	1.51045
42	2009.12.01 17:10	t/p	21	1.30	1.51045	0.00000	1.51045	26.00	9800.40
43	2009.12.01 17:10	sell	22	1.30	1.51098	0.00000	1.51078
44	2009.12.01 17:40	t/p	22	1.30	1.51078	0.00000	1.51078	26.00	9826.40
45	2009.12.01 17:40	sell	23	1.30	1.51037	0.00000	1.51017
46	2009.12.01 17:45	t/p	23	1.30	1.51017	0.00000	1.51017	26.00	9852.40
47	2009.12.01 17:45	sell	24	1.30	1.50975	0.00000	1.50955
48	2009.12.01 17:50	t/p	24	1.30	1.50955	0.00000	1.50955	26.00	9878.40
49	2009.12.01 17:50	buy	25	1.30	1.50897	0.00000	1.50917
50	2009.12.01 17:52	t/p	25	1.30	1.50917	0.00000	1.50917	26.00	9904.40
51	2009.12.01 17:52	buy	26	1.30	1.50939	0.00000	1.50959
52	2009.12.01 17:57	t/p	26	1.30	1.50959	0.00000	1.50959	26.00	9930.40
53	2009.12.01 17:57	sell	27	1.30	1.50975	0.00000	1.50955
54	2009.12.01 18:02	t/p	27	1.30	1.50955	0.00000	1.50955	26.00	9956.40
55	2009.12.01 18:02	sell	28	1.30	1.50941	0.00000	1.50921
56	2009.12.01 19:00	close	28	1.30	1.50933	0.00000	1.50921	10.40	9966.80
57	2009.12.01 19:02	buy	29	1.30	1.50945	0.00000	1.50965
58	2009.12.01 19:10	t/p	29	1.30	1.50965	0.00000	1.50965	26.00	9992.80
59	2009.12.01 19:10	sell	30	1.30	1.50993	0.00000	1.50973
60	2009.12.01 19:12	close	30	1.30	1.50986	0.00000	1.50973	9.10	10001.90
61	2009.12.01 19:15	sell	31	1.30	1.51034	0.00000	1.51014
62	2009.12.01 20:03	t/p	31	1.30	1.51014	0.00000	1.51014	26.00	10027.90
63	2009.12.01 20:03	sell	32	1.30	1.51008	0.00000	1.50988
64	2009.12.01 20:45	t/p	32	1.30	1.50988	0.00000	1.50988	26.00	10053.90
65	2009.12.01 20:45	buy	33	1.30	1.50985	0.00000	1.51005
66	2009.12.02 04:20	t/p	33	1.30	1.51005	0.00000	1.51005	25.35	10079.25
67	2009.12.02 04:20	sell	34	1.30	1.51005	0.00000	1.50985
68	2009.12.02 04:22	t/p	34	1.30	1.50985	0.00000	1.50985	26.00	10105.25
69	2009.12.02 04:22	sell	35	1.30	1.50978	0.00000	1.50958
70	2009.12.02 04:27	t/p	35	1.30	1.50958	0.00000	1.50958	26.00	10131.25
71	2009.12.02 04:27	sell	36	1.40	1.50951	0.00000	1.50931
72	2009.12.02 04:50	t/p	36	1.40	1.50931	0.00000	1.50931	28.00	10159.25
73	2009.12.02 04:50	sell	37	1.40	1.50882	0.00000	1.50862
74	2009.12.02 05:32	t/p	37	1.40	1.50862	0.00000	1.50862	28.00	10187.25
75	2009.12.02 05:32	sell	38	1.40	1.50839	0.00000	1.50819
76	2009.12.02 06:02	close	38	1.40	1.50829	0.00000	1.50819	14.00	10201.25
77	2009.12.02 06:05	sell	39	1.40	1.50837	0.00000	1.50817
78	2009.12.02 06:07	t/p	39	1.40	1.50817	0.00000	1.50817	28.00	10229.25
79	2009.12.02 06:07	buy	40	1.40	1.50814	0.00000	1.50834
80	2009.12.02 06:10	t/p	40	1.40	1.50834	0.00000	1.50834	28.00	10257.25
81	2009.12.02 06:10	sell	41	1.40	1.50881	0.00000	1.50861
82	2009.12.02 07:00	close	41	1.40	1.50893	0.00000	1.50861	-16.80	10240.45
83	2009.12.02 07:02	sell	42	1.40	1.50976	0.00000	1.50956
84	2009.12.02 07:10	t/p	42	1.40	1.50956	0.00000	1.50956	28.00	10268.45
85	2009.12.02 07:10	sell	43	1.40	1.50940	0.00000	1.50920
86	2009.12.02 07:15	t/p	43	1.40	1.50920	0.00000	1.50920	28.00	10296.45
87	2009.12.02 07:15	sell	44	1.40	1.50904	0.00000	1.50884
88	2009.12.02 07:20	t/p	44	1.40	1.50884	0.00000	1.50884	28.00	10324.45
89	2009.12.02 07:20	buy	45	1.40	1.50862	0.00000	1.50882
90	2009.12.02 07:27	t/p	45	1.40	1.50882	0.00000	1.50882	28.00	10352.45
91	2009.12.02 07:27	sell	46	1.40	1.50904	0.00000	1.50884
92	2009.12.02 07:27	close	46	1.40	1.50889	0.00000	1.50884	21.00	10373.45
93	2009.12.02 07:30	buy	47	1.40	1.50888	0.00000	1.50908
94	2009.12.02 07:32	t/p	47	1.40	1.50908	0.00000	1.50908	28.00	10401.45
95	2009.12.02 07:32	sell	48	1.40	1.50918	0.00000	1.50898
96	2009.12.02 07:40	t/p	48	1.40	1.50898	0.00000	1.50898	28.00	10429.45
97	2009.12.02 07:40	buy	49	1.40	1.50896	0.00000	1.50916
98	2009.12.02 09:10	t/p	49	1.40	1.50916	0.00000	1.50916	28.00	10457.45
99	2009.12.02 09:10	sell	50	1.40	1.50926	0.00000	1.50906
100	2009.12.02 09:50	close	50	1.40	1.50914	0.00000	1.50906	16.80	10474.25
101	2009.12.02 09:52	sell	51	1.40	1.50941	0.00000	1.50921
102	2009.12.02 09:55	close	51	1.40	1.50930	0.00000	1.50921	15.40	10489.65
103	2009.12.02 09:57	sell	52	1.40	1.50973	0.00000	1.50953
104	2009.12.02 10:00	t/p	52	1.40	1.50953	0.00000	1.50953	28.00	10517.65
105	2009.12.02 10:00	sell	53	1.40	1.50942	0.00000	1.50922
106	2009.12.02 10:15	t/p	53	1.40	1.50922	0.00000	1.50922	28.00	10545.65
107	2009.12.02 10:15	sell	54	1.40	1.50893	0.00000	1.50873
108	2009.12.02 10:20	t/p	54	1.40	1.50873	0.00000	1.50873	28.00	10573.65
109	2009.12.02 10:20	sell	55	1.40	1.50845	0.00000	1.50825
110	2009.12.02 12:50	t/p	55	1.40	1.50825	0.00000	1.50825	28.00	10601.65
111	2009.12.02 12:50	sell	56	1.40	1.50818	0.00000	1.50798
112	2009.12.02 13:00	close	56	1.40	1.50855	0.00000	1.50798	-51.80	10549.85
113	2009.12.02 13:02	buy	57	1.40	1.50904	0.00000	1.50924
114	2009.12.02 14:02	t/p	57	1.40	1.50924	0.00000	1.50924	28.00	10577.85
115	2009.12.02 14:02	buy	58	1.40	1.50940	0.00000	1.50960
116	2009.12.03 07:40	t/p	58	1.40	1.50960	0.00000	1.50960	25.90	10603.75
117	2009.12.03 07:40	buy	59	1.40	1.50999	0.00000	1.51019
118	2009.12.03 07:45	t/p	59	1.40	1.51019	0.00000	1.51019	28.00	10631.75
119	2009.12.03 07:45	buy	60	1.40	1.51061	0.00000	1.51081
120	2009.12.03 07:50	t/p	60	1.40	1.51081	0.00000	1.51081	28.00	10659.75
121	2009.12.03 07:50	buy	61	1.40	1.51124	0.00000	1.51144
122	2009.12.03 08:15	t/p	61	1.40	1.51144	0.00000	1.51144	28.00	10687.75
123	2009.12.03 08:15	buy	62	1.40	1.51169	0.00000	1.51189
124	2009.12.03 08:20	t/p	62	1.40	1.51189	0.00000	1.51189	28.00	10715.75
125	2009.12.03 08:20	sell	63	1.40	1.51217	0.00000	1.51197
126	2009.12.03 08:22	t/p	63	1.40	1.51197	0.00000	1.51197	28.00	10743.75
127	2009.12.03 08:22	buy	64	1.40	1.51187	0.00000	1.51207
128	2009.12.03 08:30	t/p	64	1.40	1.51207	0.00000	1.51207	28.00	10771.75
129	2009.12.03 08:30	buy	65	1.40	1.51213	0.00000	1.51233
130	2009.12.03 08:32	t/p	65	1.40	1.51233	0.00000	1.51233	28.00	10799.75
131	2009.12.03 08:32	sell	66	1.40	1.51264	0.00000	1.51244
132	2009.12.03 08:40	t/p	66	1.40	1.51244	0.00000	1.51244	28.00	10827.75
133	2009.12.03 08:40	buy	67	1.40	1.51232	0.00000	1.51252
134	2009.12.03 11:15	t/p	67	1.40	1.51252	0.00000	1.51252	28.00	10855.75
135	2009.12.03 11:15	sell	68	1.40	1.51260	0.00000	1.51240
136	2009.12.03 11:45	t/p	68	1.40	1.51240	0.00000	1.51240	28.00	10883.75
137	2009.12.03 11:45	sell	69	1.50	1.51213	0.00000	1.51193
138	2009.12.03 11:50	t/p	69	1.50	1.51193	0.00000	1.51193	30.00	10913.75
139	2009.12.03 11:50	sell	70	1.50	1.51148	0.00000	1.51128
140	2009.12.03 13:00	close	70	1.50	1.51230	0.00000	1.51128	-123.00	10790.75
141	2009.12.03 13:02	buy	71	1.40	1.51242	0.00000	1.51262
142	2009.12.03 13:50	t/p	71	1.40	1.51262	0.00000	1.51262	28.00	10818.75
143	2009.12.03 13:50	sell	72	1.40	1.51270	0.00000	1.51250
144	2009.12.03 13:57	t/p	72	1.40	1.51250	0.00000	1.51250	28.00	10846.75
145	2009.12.03 13:57	buy	73	1.40	1.51241	0.00000	1.51261
146	2009.12.03 14:00	t/p	73	1.40	1.51261	0.00000	1.51261	28.00	10874.75
147	2009.12.03 14:00	buy	74	1.40	1.51268	0.00000	1.51288
148	2009.12.03 14:32	t/p	74	1.40	1.51288	0.00000	1.51288	28.00	10902.75
149	2009.12.03 14:32	sell	75	1.50	1.51353	0.00000	1.51333
150	2009.12.03 14:35	t/p	75	1.50	1.51333	0.00000	1.51333	30.00	10932.75
151	2009.12.03 14:35	sell	76	1.50	1.51299	0.00000	1.51279
152	2009.12.03 14:40	t/p	76	1.50	1.51279	0.00000	1.51279	30.00	10962.75
153	2009.12.03 14:40	buy	77	1.50	1.51195	0.00000	1.51215
154	2009.12.03 14:42	t/p	77	1.50	1.51215	0.00000	1.51215	30.00	10992.75
155	2009.12.03 14:42	buy	78	1.50	1.51250	0.00000	1.51270
156	2009.12.17 04:20	close at stop	78	1.50	1.43875	0.00000	1.51270	-11073.00	-80.25