Report Result : TDI_v3 - Desynced Forex Repository

Strategy Tester Report

Download TDI_v3

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		Lots=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;

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

Initial deposit	10000.00
Total net profit	15.54	Gross profit	141.71	Gross loss	-126.16
Profit factor	1.12	Expected payoff	0.20
Absolute drawdown	33.60	Maximal drawdown	42.65 (0.43%)	Relative drawdown	0.43% (42.65)

Total trades	77	Short positions (won %)	39 (43.59%)	Long positions (won %)	38 (36.84%)
		Profit trades (% of total)	31 (40.26%)	Loss trades (% of total)	46 (59.74%)
Largest		profit trade	13.12	loss trade	-14.60
Average		profit trade	4.57	loss trade	-2.74
Maximum		consecutive wins (profit in money)	4 (23.31)	consecutive losses (loss in money)	7 (-26.36)
Maximal		consecutive profit (count of wins)	23.31 (4)	consecutive loss (count of losses)	-26.36 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	sell	1	0.01	1.50093	0.00000	0.00000
2	2009.12.01 10:00	close	1	0.01	1.50690	0.00000	0.00000	-5.97	9994.03
3	2009.12.01 11:00	buy	2	0.01	1.50621	0.00000	0.00000
4	2009.12.01 19:00	close	2	0.01	1.50927	0.00000	0.00000	3.06	9997.09
5	2009.12.01 20:00	sell	3	0.01	1.51092	0.00000	0.00000
6	2009.12.02 02:00	close	3	0.01	1.50906	0.00000	0.00000	1.86	9998.95
7	2009.12.02 03:00	sell	4	0.01	1.50785	0.00000	0.00000
8	2009.12.02 04:00	close	4	0.01	1.50874	0.00000	0.00000	-0.89	9998.06
9	2009.12.02 05:00	buy	5	0.01	1.50920	0.00000	0.00000
10	2009.12.02 07:00	close	5	0.01	1.50887	0.00000	0.00000	-0.33	9997.73
11	2009.12.02 08:00	sell	6	0.01	1.50854	0.00000	0.00000
12	2009.12.02 10:00	close	6	0.01	1.50955	0.00000	0.00000	-1.01	9996.72
13	2009.12.02 11:00	buy	7	0.01	1.51009	0.00000	0.00000
14	2009.12.02 13:00	close	7	0.01	1.50849	0.00000	0.00000	-1.60	9995.12
15	2009.12.02 14:00	sell	8	0.01	1.50899	0.00000	0.00000
16	2009.12.02 22:00	close	8	0.01	1.50465	0.00000	0.00000	4.34	9999.46
17	2009.12.02 23:00	buy	9	0.01	1.50449	0.00000	0.00000
18	2009.12.03 15:00	close	9	0.01	1.50890	0.00000	0.00000	4.42	10003.87
19	2009.12.03 16:00	sell	10	0.01	1.50770	0.00000	0.00000
20	2009.12.04 08:00	close	10	0.01	1.50704	0.00000	0.00000	0.66	10004.53
21	2009.12.04 09:00	buy	11	0.01	1.50857	0.00000	0.00000
22	2009.12.04 15:00	close	11	0.01	1.49426	0.00000	0.00000	-14.31	9990.22
23	2009.12.04 16:00	sell	12	0.01	1.49491	0.00000	0.00000
24	2009.12.04 22:00	close	12	0.01	1.48461	0.00000	0.00000	10.30	10000.52
25	2009.12.07 00:00	buy	13	0.01	1.48704	0.00000	0.00000
26	2009.12.07 09:00	close	13	0.01	1.48752	0.00000	0.00000	0.48	10001.00
27	2009.12.07 10:00	sell	14	0.01	1.47670	0.00000	0.00000
28	2009.12.07 16:00	close	14	0.01	1.48106	0.00000	0.00000	-4.36	9996.64
29	2009.12.07 17:00	buy	15	0.01	1.48290	0.00000	0.00000
30	2009.12.07 21:00	close	15	0.01	1.48216	0.00000	0.00000	-0.74	9995.90
31	2009.12.07 22:00	sell	16	0.01	1.48119	0.00000	0.00000
32	2009.12.08 11:00	close	16	0.01	1.48458	0.00000	0.00000	-3.39	9992.50
33	2009.12.08 12:00	buy	17	0.01	1.48358	0.00000	0.00000
34	2009.12.09 08:00	close	17	0.01	1.46986	0.00000	0.00000	-13.72	9978.79
35	2009.12.09 09:00	sell	18	0.01	1.47139	0.00000	0.00000
36	2009.12.09 21:00	close	18	0.01	1.47167	0.00000	0.00000	-0.28	9978.51
37	2009.12.09 22:00	buy	19	0.01	1.47310	0.00000	0.00000
38	2009.12.10 06:00	close	19	0.01	1.47112	0.00000	0.00000	-1.97	9976.53
39	2009.12.10 07:00	sell	20	0.01	1.47011	0.00000	0.00000
40	2009.12.10 10:00	close	20	0.01	1.47200	0.00000	0.00000	-1.89	9974.64
41	2009.12.10 11:00	buy	21	0.01	1.47129	0.00000	0.00000
42	2009.12.10 17:00	close	21	0.01	1.47195	0.00000	0.00000	0.66	9975.30
43	2009.12.10 18:00	sell	22	0.01	1.47142	0.00000	0.00000
44	2009.12.10 21:00	close	22	0.01	1.47202	0.00000	0.00000	-0.60	9974.70
45	2009.12.10 22:00	buy	23	0.01	1.47313	0.00000	0.00000
46	2009.12.11 03:00	close	23	0.01	1.47224	0.00000	0.00000	-0.89	9973.81
47	2009.12.11 04:00	sell	24	0.01	1.47207	0.00000	0.00000
48	2009.12.11 10:00	close	24	0.01	1.47410	0.00000	0.00000	-2.03	9971.78
49	2009.12.11 11:00	buy	25	0.01	1.47540	0.00000	0.00000
50	2009.12.11 15:00	close	25	0.01	1.47070	0.00000	0.00000	-4.70	9967.08
51	2009.12.11 16:00	sell	26	0.01	1.46533	0.00000	0.00000
52	2009.12.11 21:00	close	26	0.01	1.46181	0.00000	0.00000	3.52	9970.60
53	2009.12.11 22:00	buy	27	0.01	1.46297	0.00000	0.00000
54	2009.12.14 12:00	close	27	0.01	1.46258	0.00000	0.00000	-0.39	9970.22
55	2009.12.14 13:00	sell	28	0.01	1.46298	0.00000	0.00000
56	2009.12.14 16:00	close	28	0.01	1.46460	0.00000	0.00000	-1.62	9968.60
57	2009.12.14 17:00	buy	29	0.01	1.46529	0.00000	0.00000
58	2009.12.15 02:00	close	29	0.01	1.46512	0.00000	0.00000	-0.17	9968.43
59	2009.12.15 03:00	sell	30	0.01	1.46521	0.00000	0.00000
60	2009.12.15 15:00	close	30	0.01	1.45406	0.00000	0.00000	11.15	9979.58
61	2009.12.15 16:00	buy	31	0.01	1.45471	0.00000	0.00000
62	2009.12.16 02:00	close	31	0.01	1.45371	0.00000	0.00000	-1.00	9978.58
63	2009.12.16 03:00	sell	32	0.01	1.45450	0.00000	0.00000
64	2009.12.16 06:00	close	32	0.01	1.45383	0.00000	0.00000	0.67	9979.25
65	2009.12.16 07:00	buy	33	0.01	1.45341	0.00000	0.00000
66	2009.12.16 14:00	close	33	0.01	1.45627	0.00000	0.00000	2.86	9982.11
67	2009.12.16 15:00	sell	34	0.01	1.45487	0.00000	0.00000
68	2009.12.16 22:00	close	34	0.01	1.45333	0.00000	0.00000	1.54	9983.65
69	2009.12.16 23:00	buy	35	0.01	1.45320	0.00000	0.00000
70	2009.12.17 01:00	close	35	0.01	1.45242	0.00000	0.00000	-0.77	9982.88
71	2009.12.17 02:00	sell	36	0.01	1.45226	0.00000	0.00000
72	2009.12.17 08:00	close	36	0.01	1.44148	0.00000	0.00000	10.78	9993.66
73	2009.12.17 09:00	buy	37	0.01	1.44051	0.00000	0.00000
74	2009.12.17 22:00	close	37	0.01	1.43407	0.00000	0.00000	-6.44	9987.22
75	2009.12.17 23:00	sell	38	0.01	1.43375	0.00000	0.00000
76	2009.12.18 16:00	close	38	0.01	1.43500	0.00000	0.00000	-1.25	9985.96
77	2009.12.18 17:00	buy	39	0.01	1.42750	0.00000	0.00000
78	2009.12.21 09:00	close	39	0.01	1.43236	0.00000	0.00000	4.86	9990.82
79	2009.12.21 10:00	sell	40	0.01	1.42914	0.00000	0.00000
80	2009.12.22 09:00	close	40	0.01	1.43080	0.00000	0.00000	-1.66	9989.16
81	2009.12.22 10:00	buy	41	0.01	1.43220	0.00000	0.00000
82	2009.12.22 13:00	close	41	0.01	1.42810	0.00000	0.00000	-4.10	9985.06
83	2009.12.22 14:00	sell	42	0.01	1.42729	0.00000	0.00000
84	2009.12.22 19:00	close	42	0.01	1.42760	0.00000	0.00000	-0.31	9984.75
85	2009.12.22 20:00	buy	43	0.01	1.42718	0.00000	0.00000
86	2009.12.23 06:00	close	43	0.01	1.42470	0.00000	0.00000	-2.48	9982.27
87	2009.12.23 07:00	sell	44	0.01	1.42527	0.00000	0.00000
88	2009.12.23 12:00	close	44	0.01	1.42572	0.00000	0.00000	-0.45	9981.82
89	2009.12.23 13:00	buy	45	0.01	1.42511	0.00000	0.00000
90	2009.12.23 21:00	close	45	0.01	1.43338	0.00000	0.00000	8.27	9990.09
91	2009.12.23 22:00	sell	46	0.01	1.43241	0.00000	0.00000
92	2009.12.23 23:00	close	46	0.01	1.43373	0.00000	0.00000	-1.32	9988.77
93	2009.12.24 00:00	buy	47	0.01	1.43297	0.00000	0.00000
94	2009.12.24 16:00	close	47	0.01	1.43651	0.00000	0.00000	3.54	9992.31
95	2009.12.24 17:00	sell	48	0.01	1.43561	0.00000	0.00000
96	2009.12.28 07:00	close	48	0.01	1.43909	0.00000	0.00000	-3.49	9988.82
97	2009.12.28 08:00	buy	49	0.01	1.43900	0.00000	0.00000
98	2009.12.28 15:00	close	49	0.01	1.44008	0.00000	0.00000	1.08	9989.90
99	2009.12.28 16:00	sell	50	0.01	1.43955	0.00000	0.00000
100	2009.12.29 06:00	close	50	0.01	1.43743	0.00000	0.00000	2.12	9992.02
101	2009.12.29 07:00	buy	51	0.01	1.43728	0.00000	0.00000
102	2009.12.29 12:00	close	51	0.01	1.44168	0.00000	0.00000	4.40	9996.42
103	2009.12.29 13:00	sell	52	0.01	1.44424	0.00000	0.00000
104	2009.12.29 20:00	close	52	0.01	1.43612	0.00000	0.00000	8.12	10004.54
105	2009.12.29 21:00	buy	53	0.01	1.43530	0.00000	0.00000
106	2009.12.30 13:00	close	53	0.01	1.43256	0.00000	0.00000	-2.74	10001.80
107	2009.12.30 14:00	sell	54	0.01	1.43397	0.00000	0.00000
108	2009.12.30 19:00	close	54	0.01	1.43390	0.00000	0.00000	0.07	10001.87
109	2009.12.30 20:00	buy	55	0.01	1.43382	0.00000	0.00000
110	2009.12.31 05:00	close	55	0.01	1.43640	0.00000	0.00000	2.59	10004.46
111	2009.12.31 06:00	sell	56	0.01	1.43706	0.00000	0.00000
112	2010.01.04 04:00	close	56	0.01	1.42952	0.00000	0.00000	7.53	10011.99
113	2010.01.04 05:00	buy	57	0.01	1.42862	0.00000	0.00000
114	2010.01.04 18:00	close	57	0.01	1.44174	0.00000	0.00000	13.12	10025.11
115	2010.01.04 19:00	sell	58	0.01	1.44137	0.00000	0.00000
116	2010.01.05 05:00	close	58	0.01	1.44237	0.00000	0.00000	-1.00	10024.11
117	2010.01.05 06:00	buy	59	0.01	1.44266	0.00000	0.00000
118	2010.01.05 10:00	close	59	0.01	1.44186	0.00000	0.00000	-0.80	10023.31
119	2010.01.05 11:00	sell	60	0.01	1.44310	0.00000	0.00000
120	2010.01.06 01:00	close	60	0.01	1.43654	0.00000	0.00000	6.56	10029.86
121	2010.01.06 02:00	buy	61	0.01	1.43482	0.00000	0.00000
122	2010.01.06 13:00	close	61	0.01	1.43476	0.00000	0.00000	-0.06	10029.80
123	2010.01.06 14:00	sell	62	0.01	1.43559	0.00000	0.00000
124	2010.01.06 15:00	close	62	0.01	1.43600	0.00000	0.00000	-0.41	10029.39
125	2010.01.06 16:00	buy	63	0.01	1.43547	0.00000	0.00000
126	2010.01.06 20:00	close	63	0.01	1.43973	0.00000	0.00000	4.26	10033.65
127	2010.01.06 21:00	sell	64	0.01	1.44077	0.00000	0.00000
128	2010.01.07 15:00	close	64	0.01	1.43342	0.00000	0.00000	7.34	10040.99
129	2010.01.07 16:00	buy	65	0.01	1.43199	0.00000	0.00000
130	2010.01.07 23:00	close	65	0.01	1.43067	0.00000	0.00000	-1.32	10039.67
131	2010.01.08 00:00	sell	66	0.01	1.43043	0.00000	0.00000
132	2010.01.08 08:00	close	66	0.01	1.43124	0.00000	0.00000	-0.81	10038.86
133	2010.01.08 09:00	buy	67	0.01	1.43191	0.00000	0.00000
134	2010.01.08 14:00	close	67	0.01	1.42878	0.00000	0.00000	-3.13	10035.73
135	2010.01.08 15:00	sell	68	0.01	1.44026	0.00000	0.00000
136	2010.01.11 17:00	close	68	0.01	1.45486	0.00000	0.00000	-14.60	10021.13
137	2010.01.11 18:00	buy	69	0.01	1.45352	0.00000	0.00000
138	2010.01.12 15:00	close	69	0.01	1.44703	0.00000	0.00000	-6.49	10014.64
139	2010.01.12 16:00	sell	70	0.01	1.45077	0.00000	0.00000
140	2010.01.13 05:00	close	70	0.01	1.44806	0.00000	0.00000	2.71	10017.34
141	2010.01.13 06:00	buy	71	0.01	1.44891	0.00000	0.00000
142	2010.01.13 09:00	close	71	0.01	1.44838	0.00000	0.00000	-0.53	10016.81
143	2010.01.13 10:00	sell	72	0.01	1.44821	0.00000	0.00000
144	2010.01.14 01:00	close	72	0.01	1.45236	0.00000	0.00000	-4.16	10012.65
145	2010.01.14 02:00	buy	73	0.01	1.45328	0.00000	0.00000
146	2010.01.14 10:00	close	73	0.01	1.45210	0.00000	0.00000	-1.18	10011.47
147	2010.01.14 11:00	sell	74	0.01	1.45048	0.00000	0.00000
148	2010.01.14 15:00	close	74	0.01	1.45093	0.00000	0.00000	-0.45	10011.02
149	2010.01.14 16:00	buy	75	0.01	1.44736	0.00000	0.00000
150	2010.01.15 00:00	close	75	0.01	1.44981	0.00000	0.00000	2.45	10013.47
151	2010.01.15 01:00	sell	76	0.01	1.44993	0.00000	0.00000
152	2010.01.15 07:00	close	76	0.01	1.44352	0.00000	0.00000	6.41	10019.88
153	2010.01.15 08:00	buy	77	0.01	1.44277	0.00000	0.00000
154	2010.01.15 22:57	close at stop	77	0.01	1.43843	0.00000	0.00000	-4.34	10015.54