Report Result : Sweet_Spot_Extreme - Desynced Forex Repository

Strategy Tester Report

Download Sweet_Spot_Extreme

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		MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0;

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

Initial deposit	10000.00
Total net profit	1140.10	Gross profit	1736.30	Gross loss	-596.20
Profit factor	2.91	Expected payoff	23.75
Absolute drawdown	3803.50	Maximal drawdown	4640.20 (42.82%)	Relative drawdown	42.82% (4640.20)

Total trades	48	Short positions (won %)	46 (86.96%)	Long positions (won %)	2 (100.00%)
		Profit trades (% of total)	42 (87.50%)	Loss trades (% of total)	6 (12.50%)
Largest		profit trade	104.00	loss trade	-187.00
Average		profit trade	41.34	loss trade	-99.37
Maximum		consecutive wins (profit in money)	21 (835.00)	consecutive losses (loss in money)	3 (-485.80)
Maximal		consecutive profit (count of wins)	835.00 (21)	consecutive loss (count of losses)	-485.80 (3)
Average		consecutive wins	11	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 00:10	sell	1	1.00	1.50560	0.00000	0.00000
2	2009.12.03 00:12	sell	2	1.00	1.50542	0.00000	0.00000
3	2009.12.03 00:15	sell	3	0.90	1.50615	0.00000	0.00000
4	2009.12.03 00:46	close	1	1.00	1.50747	0.00000	0.00000	-187.00	9813.00
5	2009.12.03 00:46	close	3	0.90	1.50747	0.00000	0.00000	-118.80	9694.20
6	2009.12.03 00:50	close	2	1.00	1.50722	0.00000	0.00000	-180.00	9514.20
7	2009.12.04 07:40	sell	4	0.50	1.50679	0.00000	0.00000
8	2009.12.04 07:43	close	4	0.50	1.50669	0.00000	0.00000	5.00	9519.20
9	2009.12.07 16:26	sell	5	1.00	1.48323	0.00000	0.00000
10	2009.12.07 16:50	close	5	1.00	1.48266	0.00000	0.00000	57.00	9576.20
11	2009.12.09 02:20	sell	6	1.00	1.47326	0.00000	0.00000
12	2009.12.09 02:22	close	6	1.00	1.47260	0.00000	0.00000	66.00	9642.20
13	2009.12.09 02:25	sell	7	1.00	1.47288	0.00000	0.00000
14	2009.12.09 02:27	close	7	1.00	1.47184	0.00000	0.00000	104.00	9746.20
15	2009.12.09 02:27	sell	8	1.00	1.47318	0.00000	0.00000
16	2009.12.09 02:40	close	8	1.00	1.47293	0.00000	0.00000	25.00	9771.20
17	2009.12.14 01:32	sell	9	1.00	1.46386	0.00000	0.00000
18	2009.12.14 01:35	sell	10	0.90	1.46370	0.00000	0.00000
19	2009.12.14 01:37	sell	11	0.90	1.46401	0.00000	0.00000
20	2009.12.14 01:40	close	9	1.00	1.46349	0.00000	0.00000	37.00	9808.20
21	2009.12.14 01:40	close	11	0.90	1.46349	0.00000	0.00000	46.80	9855.00
22	2009.12.14 01:42	sell	12	1.00	1.46355	0.00000	0.00000
23	2009.12.14 01:45	close	10	0.90	1.46302	0.00000	0.00000	61.20	9916.20
24	2009.12.14 01:47	close	12	1.00	1.46318	0.00000	0.00000	37.00	9953.20
25	2009.12.14 02:15	sell	13	1.00	1.46363	0.00000	0.00000
26	2009.12.14 02:17	close	13	1.00	1.46343	0.00000	0.00000	20.00	9973.20
27	2009.12.14 02:20	sell	14	1.00	1.46450	0.00000	0.00000
28	2009.12.14 02:22	sell	15	1.00	1.46392	0.00000	0.00000
29	2009.12.14 02:22	close	14	1.00	1.46401	0.00000	0.00000	49.00	10022.20
30	2009.12.14 02:25	sell	16	1.00	1.46421	0.00000	0.00000
31	2009.12.14 02:27	close	15	1.00	1.46343	0.00000	0.00000	49.00	10071.20
32	2009.12.14 02:27	sell	17	1.00	1.46443	0.00000	0.00000
33	2009.12.14 02:40	close	17	1.00	1.46423	0.00000	0.00000	20.00	10091.20
34	2009.12.14 02:45	close	16	1.00	1.46378	0.00000	0.00000	43.00	10134.20
35	2009.12.15 16:20	sell	18	1.00	1.45714	0.00000	0.00000
36	2009.12.15 16:22	close	18	1.00	1.45671	0.00000	0.00000	43.00	10177.20
37	2009.12.15 16:25	sell	19	1.00	1.45688	0.00000	0.00000
38	2009.12.15 16:27	close	19	1.00	1.45619	0.00000	0.00000	69.00	10246.20
39	2009.12.16 02:50	sell	20	1.00	1.45456	0.00000	0.00000
40	2009.12.16 02:52	close	20	1.00	1.45445	0.00000	0.00000	11.00	10257.20
41	2009.12.18 02:46	sell	21	1.00	1.43619	0.00000	0.00000
42	2009.12.18 02:50	close	21	1.00	1.43579	0.00000	0.00000	40.00	10297.20
43	2009.12.22 08:10	sell	22	1.00	1.43018	0.00000	0.00000
44	2009.12.22 08:12	close	22	1.00	1.43003	0.00000	0.00000	15.00	10312.20
45	2009.12.23 02:15	sell	23	1.00	1.42638	0.00000	0.00000
46	2009.12.23 02:17	sell	24	1.00	1.42627	0.00000	0.00000
47	2009.12.23 02:20	sell	25	1.00	1.42671	0.00000	0.00000
48	2009.12.23 02:22	close	25	1.00	1.42658	0.00000	0.00000	13.00	10325.20
49	2009.12.23 02:25	sell	26	1.00	1.42660	0.00000	0.00000
50	2009.12.23 02:27	close	26	1.00	1.42636	0.00000	0.00000	24.00	10349.20
51	2009.12.23 02:40	sell	27	1.00	1.42688	0.00000	0.00000
52	2009.12.23 03:15	close	23	1.00	1.42680	0.00000	0.00000	-42.00	10307.20
53	2009.12.23 03:15	close	27	1.00	1.42680	0.00000	0.00000	8.00	10315.20
54	2009.12.23 03:17	close	24	1.00	1.42691	0.00000	0.00000	-64.00	10251.20
55	2009.12.30 07:15	sell	28	1.00	1.43399	0.00000	0.00000
56	2009.12.30 07:17	sell	29	1.00	1.43379	0.00000	0.00000
57	2009.12.30 07:17	close	28	1.00	1.43388	0.00000	0.00000	11.00	10262.20
58	2009.12.30 07:20	sell	30	1.00	1.43459	0.00000	0.00000
59	2009.12.30 07:22	sell	31	1.00	1.43419	0.00000	0.00000
60	2009.12.30 07:22	close	30	1.00	1.43428	0.00000	0.00000	31.00	10293.20
61	2009.12.30 07:25	sell	32	1.00	1.43439	0.00000	0.00000
62	2009.12.30 07:27	close	31	1.00	1.43388	0.00000	0.00000	31.00	10324.20
63	2009.12.30 07:27	sell	33	1.00	1.43380	0.00000	0.00000
64	2009.12.30 07:27	close	32	1.00	1.43389	0.00000	0.00000	50.00	10374.20
65	2009.12.30 07:32	close	29	1.00	1.43357	0.00000	0.00000	22.00	10396.20
66	2009.12.30 07:35	close	33	1.00	1.43368	0.00000	0.00000	12.00	10408.20
67	2010.01.04 09:02	sell	34	1.00	1.43229	0.00000	0.00000
68	2010.01.04 09:05	sell	35	1.00	1.43205	0.00000	0.00000
69	2010.01.04 09:05	close	34	1.00	1.43214	0.00000	0.00000	15.00	10423.20
70	2010.01.04 09:07	sell	36	1.00	1.43252	0.00000	0.00000
71	2010.01.04 09:10	close	35	1.00	1.43168	0.00000	0.00000	37.00	10460.20
72	2010.01.04 09:12	sell	37	1.00	1.43182	0.00000	0.00000
73	2010.01.04 09:12	close	36	1.00	1.43191	0.00000	0.00000	61.00	10521.20
74	2010.01.04 09:15	close	37	1.00	1.43098	0.00000	0.00000	84.00	10605.20
75	2010.01.04 09:45	sell	38	1.10	1.43284	0.00000	0.00000
76	2010.01.04 09:47	sell	39	1.00	1.43250	0.00000	0.00000
77	2010.01.04 09:47	close	38	1.10	1.43259	0.00000	0.00000	27.50	10632.70
78	2010.01.04 09:50	sell	40	1.00	1.43387	0.00000	0.00000
79	2010.01.04 09:52	sell	41	1.00	1.43318	0.00000	0.00000
80	2010.01.04 09:52	close	40	1.00	1.43327	0.00000	0.00000	60.00	10692.70
81	2010.01.04 09:55	sell	42	1.00	1.43353	0.00000	0.00000
82	2010.01.04 09:57	close	41	1.00	1.43259	0.00000	0.00000	59.00	10751.70
83	2010.01.04 09:59	sell	43	1.00	1.43366	0.00000	0.00000
84	2010.01.06 01:50	close	43	1.00	1.43346	0.00000	0.00000	19.20	10770.90
85	2010.01.06 07:40	close	42	1.00	1.43326	0.00000	0.00000	26.20	10797.10
86	2010.01.06 07:45	close	39	1.00	1.43146	0.00000	0.00000	103.20	10900.30
87	2010.01.08 08:20	sell	44	1.10	1.43253	0.00000	0.00000
88	2010.01.08 08:22	close	44	1.10	1.43223	0.00000	0.00000	33.00	10933.30
89	2010.01.08 08:25	sell	45	1.10	1.43233	0.00000	0.00000
90	2010.01.08 08:27	close	45	1.10	1.43183	0.00000	0.00000	55.00	10988.30
91	2010.01.08 08:27	sell	46	1.10	1.43237	0.00000	0.00000
92	2010.01.08 08:45	close	46	1.10	1.43241	0.00000	0.00000	-4.40	10983.90
93	2010.01.11 15:16	buy	47	1.10	1.44962	0.00000	0.00000
94	2010.01.11 15:20	close	47	1.10	1.45017	0.00000	0.00000	60.50	11044.40
95	2010.01.11 15:23	buy	48	1.10	1.44994	0.00000	0.00000
96	2010.01.11 15:26	close	48	1.10	1.45081	0.00000	0.00000	95.70	11140.10