Report Result : EFB - Desynced Forex Repository

Strategy Tester Report

EFB

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=0.1; TP=22; StartHour=8; Filtr=6; SL=31; EndHour=16;

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

Initial deposit	10000.00
Total net profit	-1.60	Gross profit	41.80	Gross loss	-43.40
Profit factor	0.96	Expected payoff	-0.05
Absolute drawdown	7.20	Maximal drawdown	21.60 (0.22%)	Relative drawdown	0.22% (21.60)

Total trades	33	Short positions (won %)	16 (56.25%)	Long positions (won %)	17 (58.82%)
		Profit trades (% of total)	19 (57.58%)	Loss trades (% of total)	14 (42.42%)
Largest		profit trade	2.20	loss trade	-3.10
Average		profit trade	2.20	loss trade	-3.10
Maximum		consecutive wins (profit in money)	3 (6.60)	consecutive losses (loss in money)	4 (-12.40)
Maximal		consecutive profit (count of wins)	6.60 (3)	consecutive loss (count of losses)	-12.40 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:00	buy stop	1	0.10	1.50266	1.50235	1.50288
2	2009.12.01 08:00	sell stop	2	0.10	1.50009	1.50040	1.49987
3	2009.12.01 08:10	buy	1	0.10	1.50266	1.50235	1.50288
4	2009.12.01 08:15	t/p	1	0.10	1.50288	1.50235	1.50288	2.20	10002.20
5	2009.12.01 09:00	sell stop	3	0.10	1.49697	1.49728	1.49675
6	2009.12.01 14:00	buy stop	4	0.10	1.50829	1.50798	1.50851
7	2009.12.01 14:15	buy	4	0.10	1.50829	1.50798	1.50851
8	2009.12.01 14:20	t/p	4	0.10	1.50851	1.50798	1.50851	2.20	10004.40
9	2009.12.01 16:00	delete	3	0.10	1.49697	1.49728	1.49675
10	2009.12.01 16:00	delete	2	0.10	1.50009	1.50040	1.49987
11	2009.12.02 08:00	buy stop	5	0.10	1.51045	1.51014	1.51067
12	2009.12.02 08:00	sell stop	6	0.10	1.50724	1.50755	1.50702
13	2009.12.02 08:20	sell	6	0.10	1.50724	1.50755	1.50702
14	2009.12.02 08:25	t/p	6	0.10	1.50702	1.50755	1.50702	2.20	10006.60
15	2009.12.02 09:20	buy	5	0.10	1.51045	1.51014	1.51067
16	2009.12.02 09:22	s/l	5	0.10	1.51014	1.51014	1.51067	-3.10	10003.50
17	2009.12.03 08:00	sell stop	7	0.10	1.50310	1.50341	1.50288
18	2009.12.03 16:00	delete	7	0.10	1.50310	1.50341	1.50288
19	2009.12.04 08:00	sell stop	8	0.10	1.50445	1.50476	1.50423
20	2009.12.04 14:26	sell	8	0.10	1.50445	1.50476	1.50423
21	2009.12.04 14:32	s/l	8	0.10	1.50476	1.50476	1.50423	-3.10	10000.40
22	2009.12.07 08:00	buy stop	9	0.10	1.48991	1.48960	1.49013
23	2009.12.07 08:00	sell stop	10	0.10	1.48207	1.48238	1.48185
24	2009.12.07 09:40	sell	10	0.10	1.48207	1.48238	1.48185
25	2009.12.07 09:45	t/p	10	0.10	1.48185	1.48238	1.48185	2.20	10002.60
26	2009.12.07 16:00	delete	9	0.10	1.48991	1.48960	1.49013
27	2009.12.08 08:00	buy stop	11	0.10	1.48676	1.48645	1.48698
28	2009.12.08 08:00	sell stop	12	0.10	1.48050	1.48081	1.48028
29	2009.12.08 08:50	sell	12	0.10	1.48050	1.48081	1.48028
30	2009.12.08 08:52	t/p	12	0.10	1.48028	1.48081	1.48028	2.20	10004.80
31	2009.12.08 16:00	delete	11	0.10	1.48676	1.48645	1.48698
32	2009.12.09 08:00	buy stop	13	0.10	1.47365	1.47334	1.47387
33	2009.12.09 08:00	sell stop	14	0.10	1.46672	1.46703	1.46650
34	2009.12.09 09:20	buy	13	0.10	1.47365	1.47334	1.47387
35	2009.12.09 09:27	s/l	13	0.10	1.47334	1.47334	1.47387	-3.10	10001.70
36	2009.12.09 16:00	delete	14	0.10	1.46672	1.46703	1.46650
37	2009.12.10 08:00	buy stop	15	0.10	1.47605	1.47574	1.47627
38	2009.12.10 08:00	sell stop	16	0.10	1.46974	1.47005	1.46952
39	2009.12.10 09:20	sell	16	0.10	1.46974	1.47005	1.46952
40	2009.12.10 09:25	t/p	16	0.10	1.46952	1.47005	1.46952	2.20	10003.90
41	2009.12.10 16:00	delete	15	0.10	1.47605	1.47574	1.47627
42	2009.12.11 08:00	buy stop	17	0.10	1.47375	1.47344	1.47397
43	2009.12.11 08:00	sell stop	18	0.10	1.47080	1.47111	1.47058
44	2009.12.11 09:20	buy	17	0.10	1.47375	1.47344	1.47397
45	2009.12.11 09:25	t/p	17	0.10	1.47397	1.47344	1.47397	2.20	10006.10
46	2009.12.11 14:59	sell	18	0.10	1.47080	1.47111	1.47058
47	2009.12.11 15:10	s/l	18	0.10	1.47111	1.47111	1.47058	-3.10	10003.00
48	2009.12.14 08:00	sell stop	19	0.10	1.46065	1.46096	1.46043
49	2009.12.14 16:00	delete	19	0.10	1.46065	1.46096	1.46043
50	2009.12.15 08:00	buy stop	20	0.10	1.46595	1.46564	1.46617
51	2009.12.15 16:00	delete	20	0.10	1.46595	1.46564	1.46617
52	2009.12.16 08:00	sell stop	21	0.10	1.45232	1.45263	1.45210
53	2009.12.16 08:45	sell	21	0.10	1.45232	1.45263	1.45210
54	2009.12.16 08:50	t/p	21	0.10	1.45210	1.45263	1.45210	2.20	10005.20
55	2009.12.17 08:00	buy stop	22	0.10	1.45908	1.45877	1.45930
56	2009.12.17 08:00	sell stop	23	0.10	1.43675	1.43706	1.43653
57	2009.12.17 10:50	sell	23	0.10	1.43675	1.43706	1.43653
58	2009.12.17 10:55	t/p	23	0.10	1.43653	1.43706	1.43653	2.20	10007.40
59	2009.12.17 16:00	delete	22	0.10	1.45908	1.45877	1.45930
60	2009.12.18 08:00	buy stop	24	0.10	1.44127	1.44096	1.44149
61	2009.12.18 08:00	sell stop	25	0.10	1.43036	1.43067	1.43014
62	2009.12.18 16:00	delete	25	0.10	1.43036	1.43067	1.43014
63	2009.12.18 16:00	delete	24	0.10	1.44127	1.44096	1.44149
64	2009.12.21 08:00	buy stop	26	0.10	1.43595	1.43564	1.43617
65	2009.12.21 08:00	sell stop	27	0.10	1.43163	1.43194	1.43141
66	2009.12.21 09:15	sell	27	0.10	1.43163	1.43194	1.43141
67	2009.12.21 09:20	t/p	27	0.10	1.43141	1.43194	1.43141	2.20	10009.60
68	2009.12.21 13:16	buy	26	0.10	1.43595	1.43564	1.43617
69	2009.12.21 13:26	s/l	26	0.10	1.43564	1.43564	1.43617	-3.10	10006.50
70	2009.12.22 08:00	buy stop	28	0.10	1.42982	1.42951	1.43004
71	2009.12.22 08:00	sell stop	29	0.10	1.42641	1.42672	1.42619
72	2009.12.22 08:10	buy	28	0.10	1.42982	1.42951	1.43004
73	2009.12.22 08:15	t/p	28	0.10	1.43004	1.42951	1.43004	2.20	10008.70
74	2009.12.22 16:00	delete	29	0.10	1.42641	1.42672	1.42619
75	2009.12.23 08:00	buy stop	30	0.10	1.42766	1.42735	1.42788
76	2009.12.23 08:00	sell stop	31	0.10	1.42422	1.42453	1.42400
77	2009.12.23 09:50	sell	31	0.10	1.42422	1.42453	1.42400
78	2009.12.23 09:52	s/l	31	0.10	1.42453	1.42453	1.42400	-3.10	10005.60
79	2009.12.23 13:45	buy	30	0.10	1.42766	1.42735	1.42788
80	2009.12.23 13:47	s/l	30	0.10	1.42735	1.42735	1.42788	-3.10	10002.50
81	2009.12.24 08:00	sell stop	32	0.10	1.43308	1.43339	1.43286
82	2009.12.24 16:00	delete	32	0.10	1.43308	1.43339	1.43286
83	2009.12.28 08:00	buy stop	33	0.10	1.43976	1.43945	1.43998
84	2009.12.28 08:00	sell stop	34	0.10	1.43734	1.43765	1.43712
85	2009.12.28 08:37	sell	34	0.10	1.43734	1.43765	1.43712
86	2009.12.28 08:40	s/l	34	0.10	1.43765	1.43765	1.43712	-3.10	9999.40
87	2009.12.28 11:20	buy	33	0.10	1.43976	1.43945	1.43998
88	2009.12.28 11:27	s/l	33	0.10	1.43945	1.43945	1.43998	-3.10	9996.30
89	2009.12.29 08:00	buy stop	35	0.10	1.44143	1.44112	1.44165
90	2009.12.29 08:00	sell stop	36	0.10	1.43528	1.43559	1.43506
91	2009.12.29 08:45	buy	35	0.10	1.44143	1.44112	1.44165
92	2009.12.29 08:50	t/p	35	0.10	1.44165	1.44112	1.44165	2.20	9998.50
93	2009.12.29 16:00	delete	36	0.10	1.43528	1.43559	1.43506
94	2009.12.30 08:00	buy stop	37	0.10	1.43585	1.43554	1.43607
95	2009.12.30 08:00	sell stop	38	0.10	1.43051	1.43082	1.43029
96	2009.12.30 08:50	buy	37	0.10	1.43585	1.43554	1.43607
97	2009.12.30 08:52	s/l	37	0.10	1.43554	1.43554	1.43607	-3.10	9995.40
98	2009.12.30 15:40	sell	38	0.10	1.43051	1.43082	1.43029
99	2009.12.30 15:45	t/p	38	0.10	1.43029	1.43082	1.43029	2.20	9997.60
100	2009.12.31 08:00	sell stop	39	0.10	1.43244	1.43275	1.43222
101	2009.12.31 16:00	delete	39	0.10	1.43244	1.43275	1.43222
102	2010.01.04 08:00	buy stop	40	0.10	1.44411	1.44380	1.44433
103	2010.01.04 08:00	sell stop	41	0.10	1.42559	1.42590	1.42537
104	2010.01.04 15:10	buy	40	0.10	1.44411	1.44380	1.44433
105	2010.01.04 15:16	t/p	40	0.10	1.44433	1.44380	1.44433	2.20	9999.80
106	2010.01.04 16:00	delete	41	0.10	1.42559	1.42590	1.42537
107	2010.01.05 08:00	sell stop	42	0.10	1.44049	1.44080	1.44027
108	2010.01.05 09:50	sell	42	0.10	1.44049	1.44080	1.44027
109	2010.01.05 09:52	s/l	42	0.10	1.44080	1.44080	1.44027	-3.10	9996.70
110	2010.01.06 08:00	buy stop	43	0.10	1.43696	1.43665	1.43718
111	2010.01.06 10:40	buy	43	0.10	1.43696	1.43665	1.43718
112	2010.01.06 10:43	t/p	43	0.10	1.43718	1.43665	1.43718	2.20	9998.90
113	2010.01.07 08:00	buy stop	44	0.10	1.44484	1.44453	1.44506
114	2010.01.07 16:00	delete	44	0.10	1.44484	1.44453	1.44506
115	2010.01.08 08:00	buy stop	45	0.10	1.43285	1.43254	1.43307
116	2010.01.08 08:00	sell stop	46	0.10	1.43002	1.43033	1.42980
117	2010.01.08 08:32	buy	45	0.10	1.43285	1.43254	1.43307
118	2010.01.08 08:35	t/p	45	0.10	1.43307	1.43254	1.43307	2.20	10001.10
119	2010.01.08 11:50	sell	46	0.10	1.43002	1.43033	1.42980
120	2010.01.08 11:57	s/l	46	0.10	1.43033	1.43033	1.42980	-3.10	9998.00
121	2010.01.11 08:00	buy stop	47	0.10	1.45341	1.45310	1.45363
122	2010.01.11 08:00	sell stop	48	0.10	1.44030	1.44061	1.44008
123	2010.01.11 10:07	buy	47	0.10	1.45341	1.45310	1.45363
124	2010.01.11 10:10	s/l	47	0.10	1.45310	1.45310	1.45363	-3.10	9994.90
125	2010.01.11 16:00	delete	48	0.10	1.44030	1.44061	1.44008
126	2010.01.12 08:00	buy stop	49	0.10	1.45548	1.45517	1.45570
127	2010.01.12 08:00	sell stop	50	0.10	1.44522	1.44553	1.44500
128	2010.01.12 16:00	delete	50	0.10	1.44522	1.44553	1.44500
129	2010.01.12 16:00	delete	49	0.10	1.45548	1.45517	1.45570
130	2010.01.13 08:00	buy stop	51	0.10	1.45462	1.45431	1.45484
131	2010.01.13 08:00	sell stop	52	0.10	1.44551	1.44582	1.44529
132	2010.01.13 12:40	buy	51	0.10	1.45462	1.45431	1.45484
133	2010.01.13 12:45	t/p	51	0.10	1.45484	1.45431	1.45484	2.20	9997.10
134	2010.01.13 16:00	delete	52	0.10	1.44551	1.44582	1.44529
135	2010.01.14 08:00	buy stop	53	0.10	1.45494	1.45463	1.45516
136	2010.01.14 08:00	sell stop	54	0.10	1.45272	1.45303	1.45250
137	2010.01.14 08:02	buy	53	0.10	1.45494	1.45463	1.45516
138	2010.01.14 08:07	t/p	53	0.10	1.45516	1.45463	1.45516	2.20	9999.30
139	2010.01.14 08:50	sell	54	0.10	1.45272	1.45303	1.45250
140	2010.01.14 08:57	s/l	54	0.10	1.45303	1.45303	1.45250	-3.10	9996.20
141	2010.01.15 08:00	buy stop	55	0.10	1.45128	1.45097	1.45150
142	2010.01.15 08:00	sell stop	56	0.10	1.44053	1.44084	1.44031
143	2010.01.15 09:10	sell	56	0.10	1.44053	1.44084	1.44031
144	2010.01.15 09:15	t/p	56	0.10	1.44031	1.44084	1.44031	2.20	9998.40
145	2010.01.15 16:00	delete	55	0.10	1.45128	1.45097	1.45150