Report Result : weekly_Day - Desynced Forex Repository

Strategy Tester Report

weekly_Day

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		StartHour=13; Range=40; TakeProfit=90; StopLoss=200; Lots=0.1; OrderExpirationDays=7; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1;

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

Initial deposit	10000.00
Total net profit	45.00	Gross profit	405.00	Gross loss	-360.00
Profit factor	1.13	Expected payoff	0.71
Absolute drawdown	59.80	Maximal drawdown	87.00 (0.87%)	Relative drawdown	0.87% (87.00)

Total trades	63	Short positions (won %)	32 (87.50%)	Long positions (won %)	31 (54.84%)
		Profit trades (% of total)	45 (71.43%)	Loss trades (% of total)	18 (28.57%)
Largest		profit trade	9.00	loss trade	-20.00
Average		profit trade	9.00	loss trade	-20.00
Maximum		consecutive wins (profit in money)	12 (108.00)	consecutive losses (loss in money)	2 (-40.00)
Maximal		consecutive profit (count of wins)	108.00 (12)	consecutive loss (count of losses)	-40.00 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 14:00	buy stop	1	0.10	1.50656	1.50456	1.50746
2	2009.12.01 14:02	sell stop	2	0.10	1.50581	1.50781	1.50491
3	2009.12.01 14:05	buy	1	0.10	1.50656	1.50456	1.50746
4	2009.12.01 14:10	t/p	1	0.10	1.50746	1.50456	1.50746	9.00	10009.00
5	2009.12.02 14:00	buy stop	3	0.10	1.50947	1.50747	1.51037
6	2009.12.02 14:02	sell stop	4	0.10	1.50894	1.51094	1.50804
7	2009.12.02 14:07	buy	3	0.10	1.50947	1.50747	1.51037
8	2009.12.02 14:15	sell	4	0.10	1.50894	1.51094	1.50804
9	2009.12.02 14:40	t/p	4	0.10	1.50804	1.51094	1.50804	9.00	10018.00
10	2009.12.02 14:46	s/l	3	0.10	1.50747	1.50747	1.51037	-20.00	9998.00
11	2009.12.02 17:15	sell	2	0.10	1.50581	1.50781	1.50491
12	2009.12.02 17:20	t/p	2	0.10	1.50491	1.50781	1.50491	9.00	10007.00
13	2009.12.03 14:00	buy stop	5	0.10	1.51310	1.51110	1.51400
14	2009.12.03 14:02	sell stop	6	0.10	1.51217	1.51417	1.51127
15	2009.12.03 14:15	sell	6	0.10	1.51217	1.51417	1.51127
16	2009.12.03 14:32	buy	5	0.10	1.51310	1.51110	1.51400
17	2009.12.03 14:37	t/p	5	0.10	1.51400	1.51110	1.51400	9.00	10016.00
18	2009.12.03 14:45	t/p	6	0.10	1.51127	1.51417	1.51127	9.00	10025.00
19	2009.12.04 14:00	buy stop	7	0.10	1.50746	1.50546	1.50836
20	2009.12.04 14:03	sell stop	8	0.10	1.50696	1.50896	1.50606
21	2009.12.04 14:10	buy	7	0.10	1.50746	1.50546	1.50836
22	2009.12.04 14:13	sell	8	0.10	1.50696	1.50896	1.50606
23	2009.12.04 14:20	s/l	7	0.10	1.50546	1.50546	1.50836	-20.00	10005.00
24	2009.12.04 14:20	t/p	8	0.10	1.50606	1.50896	1.50606	9.00	10014.00
25	2009.12.07 14:00	buy stop	9	0.10	1.47964	1.47764	1.48054
26	2009.12.07 14:02	sell stop	10	0.10	1.47793	1.47993	1.47703
27	2009.12.07 14:20	buy	9	0.10	1.47964	1.47764	1.48054
28	2009.12.07 14:40	t/p	9	0.10	1.48054	1.47764	1.48054	9.00	10023.00
29	2009.12.08 13:02	sell	10	0.10	1.47793	1.47993	1.47703
30	2009.12.08 13:15	s/l	10	0.10	1.47993	1.47993	1.47703	-20.00	10003.00
31	2009.12.08 14:00	buy stop	11	0.10	1.47944	1.47744	1.48034
32	2009.12.08 14:02	sell stop	12	0.10	1.47820	1.48020	1.47730
33	2009.12.08 14:05	sell	12	0.10	1.47820	1.48020	1.47730
34	2009.12.08 14:10	t/p	12	0.10	1.47730	1.48020	1.47730	9.00	10012.00
35	2009.12.09 14:00	buy stop	13	0.10	1.47307	1.47107	1.47397
36	2009.12.09 14:02	buy	13	0.10	1.47307	1.47107	1.47397
37	2009.12.09 14:02	sell stop	14	0.10	1.47260	1.47460	1.47170
38	2009.12.09 14:07	sell	14	0.10	1.47260	1.47460	1.47170
39	2009.12.09 14:10	t/p	13	0.10	1.47397	1.47107	1.47397	9.00	10021.00
40	2009.12.09 14:10	s/l	14	0.10	1.47460	1.47460	1.47170	-20.00	10001.00
41	2009.12.10 14:00	buy stop	15	0.10	1.47337	1.47137	1.47427
42	2009.12.10 14:02	buy	15	0.10	1.47337	1.47137	1.47427
43	2009.12.10 14:02	sell stop	16	0.10	1.47308	1.47508	1.47218
44	2009.12.10 14:15	sell	16	0.10	1.47308	1.47508	1.47218
45	2009.12.10 14:45	t/p	15	0.10	1.47427	1.47137	1.47427	9.00	10010.00
46	2009.12.10 14:50	s/l	16	0.10	1.47508	1.47508	1.47218	-20.00	9990.00
47	2009.12.11 14:00	buy stop	17	0.10	1.47676	1.47476	1.47766
48	2009.12.11 14:02	sell stop	18	0.10	1.47605	1.47805	1.47515
49	2009.12.11 14:15	sell	18	0.10	1.47605	1.47805	1.47515
50	2009.12.11 14:40	buy	17	0.10	1.47676	1.47476	1.47766
51	2009.12.11 14:43	s/l	17	0.10	1.47476	1.47476	1.47766	-20.00	9970.00
52	2009.12.11 14:43	t/p	18	0.10	1.47515	1.47805	1.47515	9.00	9979.00
53	2009.12.14 14:00	buy stop	19	0.10	1.46427	1.46227	1.46517
54	2009.12.14 14:02	buy	19	0.10	1.46427	1.46227	1.46517
55	2009.12.14 14:02	sell stop	20	0.10	1.46421	1.46621	1.46331
56	2009.12.14 14:10	sell	20	0.10	1.46421	1.46621	1.46331
57	2009.12.14 14:20	t/p	20	0.10	1.46331	1.46621	1.46331	9.00	9988.00
58	2009.12.14 14:50	s/l	19	0.10	1.46227	1.46227	1.46517	-20.00	9968.00
59	2009.12.15 14:00	delete	11	0.10	1.47944	1.47744	1.48034
60	2009.12.15 14:02	buy stop	21	0.10	1.45340	1.45140	1.45430
61	2009.12.15 14:05	sell stop	22	0.10	1.45268	1.45468	1.45178
62	2009.12.15 14:10	buy	21	0.10	1.45340	1.45140	1.45430
63	2009.12.15 14:20	t/p	21	0.10	1.45430	1.45140	1.45430	9.00	9977.00
64	2009.12.15 14:32	sell	22	0.10	1.45268	1.45468	1.45178
65	2009.12.15 14:50	s/l	22	0.10	1.45468	1.45468	1.45178	-20.00	9957.00
66	2009.12.16 14:00	buy stop	23	0.10	1.45675	1.45475	1.45765
67	2009.12.16 14:02	sell stop	24	0.10	1.45617	1.45817	1.45527
68	2009.12.16 14:07	buy	23	0.10	1.45675	1.45475	1.45765
69	2009.12.16 14:10	sell	24	0.10	1.45617	1.45817	1.45527
70	2009.12.16 14:15	t/p	24	0.10	1.45527	1.45817	1.45527	9.00	9966.00
71	2009.12.16 14:20	s/l	23	0.10	1.45475	1.45475	1.45765	-20.00	9946.00
72	2009.12.17 14:00	buy stop	25	0.10	1.43573	1.43373	1.43663
73	2009.12.17 14:03	sell stop	26	0.10	1.43415	1.43615	1.43325
74	2009.12.17 14:10	sell	26	0.10	1.43415	1.43615	1.43325
75	2009.12.17 14:37	t/p	26	0.10	1.43325	1.43615	1.43325	9.00	9955.00
76	2009.12.17 14:50	buy	25	0.10	1.43573	1.43373	1.43663
77	2009.12.17 15:20	t/p	25	0.10	1.43663	1.43373	1.43663	9.00	9964.00
78	2009.12.18 14:00	buy stop	27	0.10	1.43404	1.43204	1.43494
79	2009.12.18 14:02	sell stop	28	0.10	1.43289	1.43489	1.43199
80	2009.12.18 14:10	buy	27	0.10	1.43404	1.43204	1.43494
81	2009.12.18 14:20	t/p	27	0.10	1.43494	1.43204	1.43494	9.00	9973.00
82	2009.12.18 14:45	sell	28	0.10	1.43289	1.43489	1.43199
83	2009.12.18 14:50	t/p	28	0.10	1.43199	1.43489	1.43199	9.00	9982.00
84	2009.12.21 14:00	buy stop	29	0.10	1.43631	1.43431	1.43721
85	2009.12.21 14:03	buy	29	0.10	1.43631	1.43431	1.43721
86	2009.12.21 14:03	sell stop	30	0.10	1.43669	1.43869	1.43579
87	2009.12.21 14:10	t/p	29	0.10	1.43721	1.43431	1.43721	9.00	9991.00
88	2009.12.21 14:13	sell	30	0.10	1.43669	1.43869	1.43579
89	2009.12.21 14:26	t/p	30	0.10	1.43579	1.43869	1.43579	9.00	10000.00
90	2009.12.22 14:00	buy stop	31	0.10	1.42777	1.42577	1.42867
91	2009.12.22 14:02	sell stop	32	0.10	1.42662	1.42862	1.42572
92	2009.12.22 14:10	buy	31	0.10	1.42777	1.42577	1.42867
93	2009.12.22 14:20	t/p	31	0.10	1.42867	1.42577	1.42867	9.00	10009.00
94	2009.12.22 16:20	sell	32	0.10	1.42662	1.42862	1.42572
95	2009.12.22 16:45	t/p	32	0.10	1.42572	1.42862	1.42572	9.00	10018.00
96	2009.12.23 14:00	buy stop	33	0.10	1.42854	1.42654	1.42944
97	2009.12.23 14:02	buy	33	0.10	1.42854	1.42654	1.42944
98	2009.12.23 14:02	sell stop	34	0.10	1.42855	1.43055	1.42765
99	2009.12.23 14:10	sell	34	0.10	1.42855	1.43055	1.42765
100	2009.12.23 14:15	t/p	34	0.10	1.42765	1.43055	1.42765	9.00	10027.00
101	2009.12.23 15:26	t/p	33	0.10	1.42944	1.42654	1.42944	9.00	10036.00
102	2009.12.24 14:00	buy stop	35	0.10	1.44105	1.43905	1.44195
103	2009.12.24 14:03	sell stop	36	0.10	1.43978	1.44178	1.43888
104	2009.12.24 14:16	sell	36	0.10	1.43978	1.44178	1.43888
105	2009.12.24 14:45	t/p	36	0.10	1.43888	1.44178	1.43888	9.00	10045.00
106	2009.12.28 12:50	buy	35	0.10	1.44105	1.43905	1.44195
107	2009.12.28 14:00	buy stop	37	0.10	1.44125	1.43925	1.44215
108	2009.12.28 14:02	sell stop	38	0.10	1.44044	1.44244	1.43954
109	2009.12.28 14:15	sell	38	0.10	1.44044	1.44244	1.43954
110	2009.12.28 15:50	t/p	38	0.10	1.43954	1.44244	1.43954	9.00	10054.00
111	2009.12.28 16:50	s/l	35	0.10	1.43905	1.43905	1.44195	-20.00	10034.00
112	2009.12.29 08:40	buy	37	0.10	1.44125	1.43925	1.44215
113	2009.12.29 08:50	t/p	37	0.10	1.44215	1.43925	1.44215	9.00	10043.00
114	2009.12.29 14:00	buy stop	39	0.10	1.44537	1.44337	1.44627
115	2009.12.29 14:02	sell stop	40	0.10	1.44439	1.44639	1.44349
116	2009.12.29 14:10	sell	40	0.10	1.44439	1.44639	1.44349
117	2009.12.29 14:15	t/p	40	0.10	1.44349	1.44639	1.44349	9.00	10052.00
118	2009.12.30 14:00	buy stop	41	0.10	1.43445	1.43245	1.43535
119	2009.12.30 14:02	sell stop	42	0.10	1.43272	1.43472	1.43182
120	2009.12.30 14:20	buy	41	0.10	1.43445	1.43245	1.43535
121	2009.12.30 14:45	sell	42	0.10	1.43272	1.43472	1.43182
122	2009.12.30 14:50	s/l	41	0.10	1.43245	1.43245	1.43535	-20.00	10032.00
123	2009.12.30 15:20	t/p	42	0.10	1.43182	1.43472	1.43182	9.00	10041.00
124	2009.12.31 14:00	buy stop	43	0.10	1.44130	1.43930	1.44220
125	2009.12.31 14:02	sell stop	44	0.10	1.44078	1.44278	1.43988
126	2009.12.31 14:07	buy	43	0.10	1.44130	1.43930	1.44220
127	2009.12.31 14:10	sell	44	0.10	1.44078	1.44278	1.43988
128	2009.12.31 14:20	s/l	43	0.10	1.43930	1.43930	1.44220	-20.00	10021.00
129	2009.12.31 14:20	t/p	44	0.10	1.43988	1.44278	1.43988	9.00	10030.00
130	2010.01.04 14:00	buy stop	45	0.10	1.44011	1.43811	1.44101
131	2010.01.04 14:02	sell stop	46	0.10	1.43842	1.44042	1.43752
132	2010.01.04 14:20	buy	45	0.10	1.44011	1.43811	1.44101
133	2010.01.04 14:40	t/p	45	0.10	1.44101	1.43811	1.44101	9.00	10039.00
134	2010.01.04 16:50	buy	39	0.10	1.44537	1.44337	1.44627
135	2010.01.04 17:10	s/l	39	0.10	1.44337	1.44337	1.44627	-20.00	10019.00
136	2010.01.05 14:00	buy stop	47	0.10	1.44407	1.44207	1.44497
137	2010.01.05 14:02	buy	47	0.10	1.44407	1.44207	1.44497
138	2010.01.05 14:02	sell stop	48	0.10	1.44403	1.44603	1.44313
139	2010.01.05 14:10	sell	48	0.10	1.44403	1.44603	1.44313
140	2010.01.05 14:45	t/p	48	0.10	1.44313	1.44603	1.44313	9.00	10028.00
141	2010.01.05 14:50	s/l	47	0.10	1.44207	1.44207	1.44497	-20.00	10008.00
142	2010.01.05 18:20	sell	46	0.10	1.43842	1.44042	1.43752
143	2010.01.05 19:20	t/p	46	0.10	1.43752	1.44042	1.43752	9.00	10017.00
144	2010.01.06 14:00	buy stop	49	0.10	1.43607	1.43407	1.43697
145	2010.01.06 14:02	sell stop	50	0.10	1.43406	1.43606	1.43316
146	2010.01.06 14:20	buy	49	0.10	1.43607	1.43407	1.43697
147	2010.01.06 14:32	t/p	49	0.10	1.43697	1.43407	1.43697	9.00	10026.00
148	2010.01.07 11:20	sell	50	0.10	1.43406	1.43606	1.43316
149	2010.01.07 12:50	t/p	50	0.10	1.43316	1.43606	1.43316	9.00	10035.00
150	2010.01.07 14:00	buy stop	51	0.10	1.43224	1.43024	1.43314
151	2010.01.07 14:02	sell stop	52	0.10	1.43168	1.43368	1.43078
152	2010.01.07 14:07	buy	51	0.10	1.43224	1.43024	1.43314
153	2010.01.07 14:10	sell	52	0.10	1.43168	1.43368	1.43078
154	2010.01.07 14:20	s/l	51	0.10	1.43024	1.43024	1.43314	-20.00	10015.00
155	2010.01.07 14:20	t/p	52	0.10	1.43078	1.43368	1.43078	9.00	10024.00
156	2010.01.08 14:00	buy stop	53	0.10	1.42926	1.42726	1.43016
157	2010.01.08 14:02	sell stop	54	0.10	1.42829	1.43029	1.42739
158	2010.01.08 14:10	sell	54	0.10	1.42829	1.43029	1.42739
159	2010.01.08 14:15	t/p	54	0.10	1.42739	1.43029	1.42739	9.00	10033.00
160	2010.01.08 14:32	buy	53	0.10	1.42926	1.42726	1.43016
161	2010.01.08 14:35	t/p	53	0.10	1.43016	1.42726	1.43016	9.00	10042.00
162	2010.01.11 14:00	buy stop	55	0.10	1.45270	1.45070	1.45360
163	2010.01.11 14:02	buy	55	0.10	1.45270	1.45070	1.45360
164	2010.01.11 14:02	sell stop	56	0.10	1.45278	1.45478	1.45188
165	2010.01.11 14:10	sell	56	0.10	1.45278	1.45478	1.45188
166	2010.01.11 14:20	t/p	56	0.10	1.45188	1.45478	1.45188	9.00	10051.00
167	2010.01.11 15:16	s/l	55	0.10	1.45070	1.45070	1.45360	-20.00	10031.00
168	2010.01.12 14:00	buy stop	57	0.10	1.45035	1.44835	1.45125
169	2010.01.12 14:02	buy	57	0.10	1.45035	1.44835	1.45125
170	2010.01.12 14:02	sell stop	58	0.10	1.45002	1.45202	1.44912
171	2010.01.12 14:10	sell	58	0.10	1.45002	1.45202	1.44912
172	2010.01.12 14:15	t/p	58	0.10	1.44912	1.45202	1.44912	9.00	10040.00
173	2010.01.12 14:20	s/l	57	0.10	1.44835	1.44835	1.45125	-20.00	10020.00
174	2010.01.13 14:00	buy stop	59	0.10	1.45681	1.45481	1.45771
175	2010.01.13 14:02	sell stop	60	0.10	1.45561	1.45761	1.45471
176	2010.01.13 14:15	buy	59	0.10	1.45681	1.45481	1.45771
177	2010.01.13 15:10	sell	60	0.10	1.45561	1.45761	1.45471
178	2010.01.13 15:16	s/l	59	0.10	1.45481	1.45481	1.45771	-20.00	10000.00
179	2010.01.13 15:16	t/p	60	0.10	1.45471	1.45761	1.45471	9.00	10009.00
180	2010.01.14 14:00	buy stop	61	0.10	1.44912	1.44712	1.45002
181	2010.01.14 14:02	sell stop	62	0.10	1.44806	1.45006	1.44716
182	2010.01.14 14:10	buy	61	0.10	1.44912	1.44712	1.45002
183	2010.01.14 14:20	t/p	61	0.10	1.45002	1.44712	1.45002	9.00	10018.00
184	2010.01.14 15:20	sell	62	0.10	1.44806	1.45006	1.44716
185	2010.01.14 15:50	t/p	62	0.10	1.44716	1.45006	1.44716	9.00	10027.00
186	2010.01.15 14:00	buy stop	63	0.10	1.43857	1.43657	1.43947
187	2010.01.15 14:02	sell stop	64	0.10	1.43770	1.43970	1.43680
188	2010.01.15 14:15	sell	64	0.10	1.43770	1.43970	1.43680
189	2010.01.15 14:32	t/p	64	0.10	1.43680	1.43970	1.43680	9.00	10036.00
190	2010.01.15 14:50	buy	63	0.10	1.43857	1.43657	1.43947
191	2010.01.15 15:20	t/p	63	0.10	1.43947	1.43657	1.43947	9.00	10045.00