Report Result : 287_Ilan5-MT4build2 - Desynced Forex Repository

Strategy Tester Report

Download 287_Ilan5-MT4build2

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		LotExponent=1.59; slip=3; Lots=0.01; lotdecimal=2; TakeProfit=10; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=30; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=48;

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

Initial deposit	10000.00
Total net profit	44.62	Gross profit	104.07	Gross loss	-59.45
Profit factor	1.75	Expected payoff	2.35
Absolute drawdown	98.11	Maximal drawdown	110.42 (1.10%)	Relative drawdown	1.10% (110.42)

Total trades	19	Short positions (won %)	3 (66.67%)	Long positions (won %)	16 (43.75%)
		Profit trades (% of total)	9 (47.37%)	Loss trades (% of total)	10 (52.63%)
Largest		profit trade	40.28	loss trade	-16.34
Average		profit trade	11.56	loss trade	-5.94
Maximum		consecutive wins (profit in money)	2 (51.49)	consecutive losses (loss in money)	4 (-48.94)
Maximal		consecutive profit (count of wins)	51.49 (2)	consecutive loss (count of losses)	-48.94 (4)
Average		consecutive wins	1	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.01	1.50083	0.00000	0.00000
2	2009.12.01 07:00	buy	2	0.02	1.50010	0.00000	0.00000
3	2009.12.01 07:00	modify	2	0.02	1.50010	0.00000	1.50044
4	2009.12.01 07:00	modify	1	0.01	1.50083	0.00000	1.50044
5	2009.12.01 07:07	t/p	1	0.01	1.50044	0.00000	1.50044	-0.39	9999.61
6	2009.12.01 07:07	t/p	2	0.02	1.50044	0.00000	1.50044	0.68	10000.29
7	2009.12.01 08:00	buy	3	0.01	1.50207	0.00000	0.00000
8	2009.12.04 15:00	buy	4	0.02	1.49435	0.00000	0.00000
9	2009.12.04 15:00	modify	4	0.02	1.49435	0.00000	1.49702
10	2009.12.04 15:00	modify	3	0.01	1.50207	0.00000	1.49702
11	2009.12.04 17:00	buy	5	0.03	1.48888	0.00000	0.00000
12	2009.12.04 17:00	modify	5	0.03	1.48888	0.00000	1.49300
13	2009.12.04 17:00	modify	4	0.02	1.49435	0.00000	1.49300
14	2009.12.04 17:00	modify	3	0.01	1.50207	0.00000	1.49300
15	2009.12.04 18:00	buy	6	0.04	1.48834	0.00000	0.00000
16	2009.12.04 18:00	modify	6	0.04	1.48834	0.00000	1.49118
17	2009.12.04 18:00	modify	5	0.03	1.48888	0.00000	1.49118
18	2009.12.04 18:00	modify	4	0.02	1.49435	0.00000	1.49118
19	2009.12.04 18:00	modify	3	0.01	1.50207	0.00000	1.49118
20	2009.12.04 20:00	buy	7	0.06	1.48362	0.00000	0.00000
21	2009.12.04 20:00	modify	7	0.06	1.48362	0.00000	1.48838
22	2009.12.04 20:00	modify	6	0.04	1.48834	0.00000	1.48838
23	2009.12.04 20:00	modify	5	0.03	1.48888	0.00000	1.48838
24	2009.12.04 20:00	modify	4	0.02	1.49435	0.00000	1.48838
25	2009.12.04 20:00	modify	3	0.01	1.50207	0.00000	1.48838
26	2009.12.04 21:00	buy	8	0.10	1.48257	0.00000	0.00000
27	2009.12.04 21:00	modify	8	0.10	1.48257	0.00000	1.48618
28	2009.12.04 21:00	modify	7	0.06	1.48362	0.00000	1.48618
29	2009.12.04 21:00	modify	6	0.04	1.48834	0.00000	1.48618
30	2009.12.04 21:00	modify	5	0.03	1.48888	0.00000	1.48618
31	2009.12.04 21:00	modify	4	0.02	1.49435	0.00000	1.48618
32	2009.12.04 21:00	modify	3	0.01	1.50207	0.00000	1.48618
33	2009.12.07 00:00	t/p	3	0.01	1.48618	0.00000	1.48618	-15.88	9984.41
34	2009.12.07 00:00	t/p	4	0.02	1.48618	0.00000	1.48618	-16.34	9968.08
35	2009.12.07 00:00	t/p	5	0.03	1.48618	0.00000	1.48618	-8.09	9959.98
36	2009.12.07 00:00	t/p	6	0.04	1.48618	0.00000	1.48618	-8.63	9951.35
37	2009.12.07 00:00	t/p	7	0.06	1.48618	0.00000	1.48618	15.37	9966.72
38	2009.12.07 00:00	t/p	8	0.10	1.48618	0.00000	1.48618	36.12	10002.84
39	2009.12.07 00:00	buy	9	0.01	1.48700	0.00000	0.00000
40	2009.12.07 10:00	buy	10	0.02	1.47679	0.00000	0.00000
41	2009.12.07 10:00	modify	10	0.02	1.47679	0.00000	1.48029
42	2009.12.07 10:00	modify	9	0.01	1.48700	0.00000	1.48029
43	2009.12.07 10:50	t/p	9	0.01	1.48029	0.00000	1.48029	-6.71	9996.13
44	2009.12.07 10:50	t/p	10	0.02	1.48029	0.00000	1.48029	7.00	10003.13
45	2009.12.07 11:00	buy	11	0.01	1.48046	0.00000	0.00000
46	2009.12.07 13:00	buy	12	0.02	1.47965	0.00000	0.00000
47	2009.12.07 13:00	modify	12	0.02	1.47965	0.00000	1.48002
48	2009.12.07 13:00	modify	11	0.01	1.48046	0.00000	1.48002
49	2009.12.07 13:50	t/p	11	0.01	1.48002	0.00000	1.48002	-0.44	10002.69
50	2009.12.07 13:50	t/p	12	0.02	1.48002	0.00000	1.48002	0.74	10003.43
51	2009.12.07 14:00	sell	13	0.01	1.47916	0.00000	0.00000
52	2009.12.07 15:00	sell	14	0.02	1.48006	0.00000	0.00000
53	2009.12.07 15:00	modify	14	0.02	1.48006	0.00000	1.47966
54	2009.12.07 15:00	modify	13	0.01	1.47916	0.00000	1.47966
55	2009.12.07 15:15	t/p	13	0.01	1.47966	0.00000	1.47966	-0.50	10002.93
56	2009.12.07 15:15	t/p	14	0.02	1.47966	0.00000	1.47966	0.80	10003.73
57	2009.12.07 16:00	buy	15	0.01	1.48102	0.00000	0.00000
58	2009.12.08 09:00	buy	16	0.02	1.47961	0.00000	0.00000
59	2009.12.08 09:00	modify	16	0.02	1.47961	0.00000	1.48018
60	2009.12.08 09:00	modify	15	0.01	1.48102	0.00000	1.48018
61	2009.12.08 09:15	t/p	15	0.01	1.48018	0.00000	1.48018	-0.84	10002.89
62	2009.12.08 09:15	t/p	16	0.02	1.48018	0.00000	1.48018	1.14	10004.03
63	2009.12.08 10:00	buy	17	0.01	1.48204	0.00000	0.00000
64	2009.12.08 13:00	buy	18	0.02	1.47944	0.00000	0.00000
65	2009.12.08 13:00	modify	18	0.02	1.47944	0.00000	1.48041
66	2009.12.08 13:00	modify	17	0.01	1.48204	0.00000	1.48041
67	2009.12.08 13:20	t/p	17	0.01	1.48041	0.00000	1.48041	-1.63	10002.40
68	2009.12.08 13:20	t/p	18	0.02	1.48041	0.00000	1.48041	1.94	10004.34
69	2009.12.08 14:00	sell	19	0.01	1.47896	0.00000	0.00000
70	2010.01.15 22:57	close at stop	19	0.01	1.43852	0.00000	0.00000	40.28	10044.62