Report Result : TST - Desynced Forex Repository

Strategy Tester Report

TST

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		StopLoss=500; TakeProfit=100; Lots=0.1; timeframe=0; pips=500;

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

Initial deposit	10000.00
Total net profit	-4.90	Gross profit	350.00	Gross loss	-354.90
Profit factor	0.99	Expected payoff	-0.12
Absolute drawdown	122.80	Maximal drawdown	155.60 (1.55%)	Relative drawdown	1.55% (155.60)

Total trades	42	Short positions (won %)	16 (87.50%)	Long positions (won %)	26 (80.77%)
		Profit trades (% of total)	35 (83.33%)	Loss trades (% of total)	7 (16.67%)
Largest		profit trade	10.00	loss trade	-50.70
Average		profit trade	10.00	loss trade	-50.70
Maximum		consecutive wins (profit in money)	20 (200.00)	consecutive losses (loss in money)	2 (-101.40)
Maximal		consecutive profit (count of wins)	200.00 (20)	consecutive loss (count of losses)	-101.40 (2)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.03 14:50	buy	1	0.10	1.50814	1.50307	1.50914
2	2009.12.03 14:52	t/p	1	0.10	1.50914	1.50307	1.50914	10.00	10010.00
3	2009.12.04 14:40	buy	2	0.10	1.50227	1.49720	1.50327
4	2009.12.04 14:42	t/p	2	0.10	1.50327	1.49720	1.50327	10.00	10020.00
5	2009.12.04 15:20	sell	3	0.10	1.49639	1.50146	1.49539
6	2009.12.04 15:27	t/p	3	0.10	1.49539	1.50146	1.49539	10.00	10030.00
7	2009.12.04 16:45	buy	4	0.10	1.49010	1.48503	1.49110
8	2009.12.04 19:40	s/l	4	0.10	1.48503	1.48503	1.49110	-50.70	9979.30
9	2009.12.04 19:46	buy	5	0.10	1.48333	1.47826	1.48433
10	2009.12.04 20:37	t/p	5	0.10	1.48433	1.47826	1.48433	10.00	9989.30
11	2009.12.07 09:40	buy	6	0.10	1.48164	1.47657	1.48264
12	2009.12.07 10:02	s/l	6	0.10	1.47657	1.47657	1.48264	-50.70	9938.60
13	2009.12.07 10:50	sell	7	0.10	1.48067	1.48574	1.47967
14	2009.12.07 11:02	t/p	7	0.10	1.47967	1.48574	1.47967	10.00	9948.60
15	2009.12.07 16:37	sell	8	0.10	1.48420	1.48927	1.48320
16	2009.12.07 16:50	t/p	8	0.10	1.48320	1.48927	1.48320	10.00	9958.60
17	2009.12.07 18:45	sell	9	0.10	1.48613	1.49120	1.48513
18	2009.12.07 18:59	t/p	9	0.10	1.48513	1.49120	1.48513	10.00	9968.60
19	2009.12.08 14:20	buy	10	0.10	1.47364	1.46857	1.47464
20	2009.12.08 14:27	t/p	10	0.10	1.47464	1.46857	1.47464	10.00	9978.60
21	2009.12.11 14:59	buy	11	0.10	1.47082	1.46575	1.47182
22	2009.12.11 15:26	buy	12	0.10	1.46630	1.46123	1.46730
23	2009.12.11 15:40	s/l	11	0.10	1.46575	1.46575	1.47182	-50.70	9927.90
24	2009.12.11 16:20	s/l	12	0.10	1.46123	1.46123	1.46730	-50.70	9877.20
25	2009.12.11 16:20	buy	13	0.10	1.46075	1.45568	1.46175
26	2009.12.11 16:27	t/p	13	0.10	1.46175	1.45568	1.46175	10.00	9887.20
27	2009.12.14 05:45	sell	14	0.10	1.46716	1.47223	1.46616
28	2009.12.14 05:59	t/p	14	0.10	1.46616	1.47223	1.46616	10.00	9897.20
29	2009.12.15 09:20	buy	15	0.10	1.45578	1.45071	1.45678
30	2009.12.15 09:27	t/p	15	0.10	1.45678	1.45071	1.45678	10.00	9907.20
31	2009.12.15 17:50	buy	16	0.10	1.45054	1.44547	1.45154
32	2009.12.15 18:02	t/p	16	0.10	1.45154	1.44547	1.45154	10.00	9917.20
33	2009.12.16 20:20	buy	17	0.10	1.45111	1.44604	1.45211
34	2009.12.16 20:22	t/p	17	0.10	1.45211	1.44604	1.45211	10.00	9927.20
35	2009.12.17 02:46	buy	18	0.10	1.44657	1.44150	1.44757
36	2009.12.17 02:56	t/p	18	0.10	1.44757	1.44150	1.44757	10.00	9937.20
37	2009.12.17 03:50	buy	19	0.10	1.44204	1.43697	1.44304
38	2009.12.17 03:57	t/p	19	0.10	1.44304	1.43697	1.44304	10.00	9947.20
39	2009.12.17 05:50	buy	20	0.10	1.43688	1.43181	1.43788
40	2009.12.17 05:57	t/p	20	0.10	1.43788	1.43181	1.43788	10.00	9957.20
41	2009.12.18 03:20	sell	21	0.10	1.44112	1.44619	1.44012
42	2009.12.18 03:27	t/p	21	0.10	1.44012	1.44619	1.44012	10.00	9967.20
43	2009.12.18 16:35	buy	22	0.10	1.43084	1.42577	1.43184
44	2009.12.18 20:45	t/p	22	0.10	1.43184	1.42577	1.43184	10.00	9977.20
45	2009.12.22 16:50	buy	23	0.10	1.42303	1.41796	1.42403
46	2009.12.22 16:57	t/p	23	0.10	1.42403	1.41796	1.42403	10.00	9987.20
47	2009.12.23 16:40	sell	24	0.10	1.43296	1.43803	1.43196
48	2009.12.23 17:20	t/p	24	0.10	1.43196	1.43803	1.43196	10.00	9997.20
49	2009.12.29 17:20	buy	25	0.10	1.43446	1.42939	1.43546
50	2009.12.29 17:22	t/p	25	0.10	1.43546	1.42939	1.43546	10.00	10007.20
51	2009.12.31 07:40	sell	26	0.10	1.44198	1.44705	1.44098
52	2009.12.31 08:50	t/p	26	0.10	1.44098	1.44705	1.44098	10.00	10017.20
53	2009.12.31 16:20	buy	27	0.10	1.43172	1.42665	1.43272
54	2009.12.31 16:27	t/p	27	0.10	1.43272	1.42665	1.43272	10.00	10027.20
55	2010.01.04 10:50	sell	28	0.10	1.43957	1.44464	1.43857
56	2010.01.04 10:57	t/p	28	0.10	1.43857	1.44464	1.43857	10.00	10037.20
57	2010.01.04 16:50	sell	29	0.10	1.44556	1.45063	1.44456
58	2010.01.04 16:57	t/p	29	0.10	1.44456	1.45063	1.44456	10.00	10047.20
59	2010.01.05 06:50	sell	30	0.10	1.44723	1.45230	1.44623
60	2010.01.05 06:57	t/p	30	0.10	1.44623	1.45230	1.44623	10.00	10057.20
61	2010.01.05 09:50	buy	31	0.10	1.44043	1.43536	1.44143
62	2010.01.05 09:59	t/p	31	0.10	1.44143	1.43536	1.44143	10.00	10067.20
63	2010.01.06 07:50	buy	32	0.10	1.42904	1.42397	1.43004
64	2010.01.06 07:52	t/p	32	0.10	1.43004	1.42397	1.43004	10.00	10077.20
65	2010.01.06 08:46	sell	33	0.10	1.43329	1.43836	1.43229
66	2010.01.06 16:20	s/l	33	0.10	1.43836	1.43836	1.43229	-50.70	10026.50
67	2010.01.08 14:40	sell	34	0.10	1.43447	1.43954	1.43347
68	2010.01.08 14:42	t/p	34	0.10	1.43347	1.43954	1.43347	10.00	10036.50
69	2010.01.08 15:45	buy	35	0.10	1.43576	1.43069	1.43676
70	2010.01.08 16:16	s/l	35	0.10	1.43069	1.43069	1.43676	-50.70	9985.80
71	2010.01.08 16:16	buy	36	0.10	1.43000	1.42493	1.43100
72	2010.01.08 16:26	t/p	36	0.10	1.43100	1.42493	1.43100	10.00	9995.80
73	2010.01.08 18:50	sell	37	0.10	1.44078	1.44585	1.43978
74	2010.01.08 18:57	t/p	37	0.10	1.43978	1.44585	1.43978	10.00	10005.80
75	2010.01.11 00:45	sell	38	0.10	1.44634	1.45141	1.44534
76	2010.01.11 04:10	s/l	38	0.10	1.45141	1.45141	1.44534	-50.70	9955.10
77	2010.01.11 16:50	sell	39	0.10	1.45533	1.46040	1.45433
78	2010.01.11 16:57	t/p	39	0.10	1.45433	1.46040	1.45433	10.00	9965.10
79	2010.01.13 16:20	buy	40	0.10	1.44969	1.44462	1.45069
80	2010.01.13 16:27	t/p	40	0.10	1.45069	1.44462	1.45069	10.00	9975.10
81	2010.01.14 15:50	buy	41	0.10	1.44636	1.44129	1.44736
82	2010.01.14 16:02	t/p	41	0.10	1.44736	1.44129	1.44736	10.00	9985.10
83	2010.01.15 02:50	buy	42	0.10	1.44280	1.43773	1.44380
84	2010.01.15 02:57	t/p	42	0.10	1.44380	1.43773	1.44380	10.00	9995.10