Report Result : starter_euraud_diapazon_time_zatiag

Strategy Tester Report

starter_euraud_diapazon_time_zatiag

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=1; MaximumRisk=0.053; DecreaseFactor=5000; Stop=1; MAPeriod=11; Lm=0.14; Lb=0.86;

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

Initial deposit	10000.00
Total net profit	2008.80	Gross profit	2523.50	Gross loss	-514.70
Profit factor	4.90	Expected payoff	22.83
Absolute drawdown	147.40	Maximal drawdown	278.20 (2.35%)	Relative drawdown	2.35% (278.20)

Total trades	88	Short positions (won %)	60 (96.67%)	Long positions (won %)	28 (89.29%)
		Profit trades (% of total)	83 (94.32%)	Loss trades (% of total)	5 (5.68%)
Largest		profit trade	124.80	loss trade	-157.30
Average		profit trade	30.40	loss trade	-102.94
Maximum		consecutive wins (profit in money)	60 (1915.00)	consecutive losses (loss in money)	2 (-123.20)
Maximal		consecutive profit (count of wins)	1915.00 (60)	consecutive loss (count of losses)	-157.30 (1)
Average		consecutive wins	21	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 08:02	sell	1	1.10	1.50886	0.00000	0.00000
2	2009.12.02 08:05	close	1	1.10	1.50872	0.00000	0.00000	15.40	10015.40
3	2009.12.02 08:50	sell	2	1.10	1.50898	0.00000	0.00000
4	2009.12.02 08:52	close	2	1.10	1.50859	0.00000	0.00000	42.90	10058.30
5	2009.12.03 20:07	buy	3	1.10	1.50944	0.00000	0.00000
6	2009.12.03 20:40	close	3	1.10	1.50916	0.00000	0.00000	-30.80	10027.50
7	2009.12.03 21:10	buy	4	1.10	1.50931	0.00000	0.00000
8	2009.12.03 21:42	close	4	1.10	1.50847	0.00000	0.00000	-92.40	9935.10
9	2009.12.04 10:40	sell	5	1.10	1.50652	0.00000	0.00000
10	2009.12.04 10:42	close	5	1.10	1.50645	0.00000	0.00000	7.70	9942.80
11	2009.12.04 10:45	sell	6	1.10	1.50696	0.00000	0.00000
12	2009.12.04 10:47	close	6	1.10	1.50689	0.00000	0.00000	7.70	9950.50
13	2009.12.04 10:50	sell	7	1.10	1.50740	0.00000	0.00000
14	2009.12.04 10:52	close	7	1.10	1.50719	0.00000	0.00000	23.10	9973.60
15	2009.12.04 10:55	sell	8	1.10	1.50725	0.00000	0.00000
16	2009.12.04 10:57	close	8	1.10	1.50689	0.00000	0.00000	39.60	10013.20
17	2009.12.04 10:59	sell	9	1.10	1.50667	0.00000	0.00000
18	2009.12.04 11:10	close	9	1.10	1.50663	0.00000	0.00000	4.40	10017.60
19	2009.12.04 11:50	sell	10	1.10	1.50647	0.00000	0.00000
20	2009.12.04 11:52	close	10	1.10	1.50642	0.00000	0.00000	5.50	10023.10
21	2009.12.04 12:32	sell	11	1.10	1.50678	0.00000	0.00000
22	2009.12.04 12:40	close	11	1.10	1.50665	0.00000	0.00000	14.30	10037.40
23	2009.12.04 12:42	sell	12	1.10	1.50664	0.00000	0.00000
24	2009.12.04 12:45	close	12	1.10	1.50643	0.00000	0.00000	23.10	10060.50
25	2009.12.07 07:00	sell	13	1.10	1.48837	0.00000	0.00000
26	2009.12.07 07:32	close	13	1.10	1.48966	0.00000	0.00000	-141.90	9918.60
27	2009.12.07 07:35	sell	14	1.10	1.48946	0.00000	0.00000
28	2009.12.07 07:40	close	14	1.10	1.48930	0.00000	0.00000	17.60	9936.20
29	2009.12.07 07:42	sell	15	1.10	1.48934	0.00000	0.00000
30	2009.12.07 07:45	close	15	1.10	1.48893	0.00000	0.00000	45.10	9981.30
31	2009.12.07 07:47	sell	16	1.10	1.48897	0.00000	0.00000
32	2009.12.07 07:50	close	16	1.10	1.48845	0.00000	0.00000	57.20	10038.50
33	2009.12.07 07:52	sell	17	1.10	1.48861	0.00000	0.00000
34	2009.12.07 07:55	close	17	1.10	1.48857	0.00000	0.00000	4.40	10042.90
35	2009.12.07 07:57	sell	18	1.10	1.48885	0.00000	0.00000
36	2009.12.07 07:59	close	18	1.10	1.48867	0.00000	0.00000	19.80	10062.70
37	2009.12.07 08:00	sell	19	1.10	1.48862	0.00000	0.00000
38	2009.12.07 08:10	close	19	1.10	1.48825	0.00000	0.00000	40.70	10103.40
39	2009.12.07 08:12	sell	20	1.10	1.48842	0.00000	0.00000
40	2009.12.07 08:15	close	20	1.10	1.48749	0.00000	0.00000	102.30	10205.70
41	2009.12.07 08:50	sell	21	1.10	1.48797	0.00000	0.00000
42	2009.12.07 08:52	close	21	1.10	1.48784	0.00000	0.00000	14.30	10220.00
43	2009.12.07 21:07	sell	22	1.10	1.48260	0.00000	0.00000
44	2009.12.07 21:10	close	22	1.10	1.48213	0.00000	0.00000	51.70	10271.70
45	2009.12.07 22:46	sell	23	1.10	1.48267	0.00000	0.00000
46	2009.12.07 22:50	close	23	1.10	1.48262	0.00000	0.00000	5.50	10277.20
47	2009.12.08 11:46	buy	24	1.10	1.48292	0.00000	0.00000
48	2009.12.08 11:50	close	24	1.10	1.48323	0.00000	0.00000	34.10	10311.30
49	2009.12.08 11:53	buy	25	1.10	1.48311	0.00000	0.00000
50	2009.12.08 11:56	close	25	1.10	1.48361	0.00000	0.00000	55.00	10366.30
51	2009.12.09 14:10	sell	26	1.10	1.47467	0.00000	0.00000
52	2009.12.09 14:12	close	26	1.10	1.47433	0.00000	0.00000	37.40	10403.70
53	2009.12.09 17:15	buy	27	1.10	1.47299	0.00000	0.00000
54	2009.12.09 17:17	close	27	1.10	1.47318	0.00000	0.00000	20.90	10424.60
55	2009.12.10 08:40	buy	28	1.10	1.47199	0.00000	0.00000
56	2009.12.10 08:42	close	28	1.10	1.47212	0.00000	0.00000	14.30	10438.90
57	2009.12.10 08:45	buy	29	1.10	1.47138	0.00000	0.00000
58	2009.12.10 08:47	close	29	1.10	1.47150	0.00000	0.00000	13.20	10452.10
59	2009.12.10 17:07	sell	30	1.10	1.47308	0.00000	0.00000
60	2009.12.10 17:10	close	30	1.10	1.47221	0.00000	0.00000	95.70	10547.80
61	2009.12.10 20:45	buy	31	1.10	1.47219	0.00000	0.00000
62	2009.12.10 20:47	close	31	1.10	1.47222	0.00000	0.00000	3.30	10551.10
63	2009.12.10 20:50	buy	32	1.10	1.47175	0.00000	0.00000
64	2009.12.10 20:52	close	32	1.10	1.47189	0.00000	0.00000	15.40	10566.50
65	2009.12.10 20:55	buy	33	1.10	1.47186	0.00000	0.00000
66	2009.12.10 20:57	close	33	1.10	1.47211	0.00000	0.00000	27.50	10594.00
67	2009.12.10 20:59	buy	34	1.10	1.47195	0.00000	0.00000
68	2009.12.10 21:02	close	34	1.10	1.47197	0.00000	0.00000	2.20	10596.20
69	2009.12.10 21:32	buy	35	1.10	1.47216	0.00000	0.00000
70	2009.12.10 21:35	close	35	1.10	1.47218	0.00000	0.00000	2.20	10598.40
71	2009.12.10 21:37	buy	36	1.10	1.47205	0.00000	0.00000
72	2009.12.10 21:40	close	36	1.10	1.47251	0.00000	0.00000	50.60	10649.00
73	2009.12.11 08:32	sell	37	1.10	1.47311	0.00000	0.00000
74	2009.12.11 08:35	close	37	1.10	1.47307	0.00000	0.00000	4.40	10653.40
75	2009.12.11 08:37	sell	38	1.10	1.47322	0.00000	0.00000
76	2009.12.11 08:40	close	38	1.10	1.47284	0.00000	0.00000	41.80	10695.20
77	2009.12.11 08:42	sell	39	1.10	1.47288	0.00000	0.00000
78	2009.12.11 08:45	close	39	1.10	1.47250	0.00000	0.00000	41.80	10737.00
79	2009.12.16 15:07	sell	40	1.10	1.45509	0.00000	0.00000
80	2009.12.16 15:10	close	40	1.10	1.45469	0.00000	0.00000	44.00	10781.00
81	2009.12.16 15:40	sell	41	1.10	1.45609	0.00000	0.00000
82	2009.12.16 15:42	close	41	1.10	1.45573	0.00000	0.00000	39.60	10820.60
83	2009.12.18 08:40	sell	42	1.10	1.43753	0.00000	0.00000
84	2009.12.18 08:42	close	42	1.10	1.43730	0.00000	0.00000	25.30	10845.90
85	2009.12.18 08:45	sell	43	1.10	1.43845	0.00000	0.00000
86	2009.12.18 08:47	close	43	1.10	1.43822	0.00000	0.00000	25.30	10871.20
87	2009.12.21 07:00	sell	44	1.20	1.43361	0.00000	0.00000
88	2009.12.21 07:02	close	44	1.20	1.43301	0.00000	0.00000	72.00	10943.20
89	2009.12.21 07:10	sell	45	1.20	1.43362	0.00000	0.00000
90	2009.12.21 07:12	close	45	1.20	1.43353	0.00000	0.00000	10.80	10954.00
91	2009.12.21 07:15	sell	46	1.20	1.43414	0.00000	0.00000
92	2009.12.21 07:17	close	46	1.20	1.43405	0.00000	0.00000	10.80	10964.80
93	2009.12.21 08:15	sell	47	1.20	1.43376	0.00000	0.00000
94	2009.12.21 08:17	close	47	1.20	1.43364	0.00000	0.00000	14.40	10979.20
95	2009.12.21 08:20	sell	48	1.20	1.43436	0.00000	0.00000
96	2009.12.21 08:22	close	48	1.20	1.43404	0.00000	0.00000	38.40	11017.60
97	2009.12.21 08:25	sell	49	1.20	1.43416	0.00000	0.00000
98	2009.12.21 08:27	close	49	1.20	1.43364	0.00000	0.00000	62.40	11080.00
99	2009.12.21 08:27	sell	50	1.20	1.43411	0.00000	0.00000
100	2009.12.21 08:35	close	50	1.20	1.43397	0.00000	0.00000	16.80	11096.80
101	2009.12.21 08:37	sell	51	1.20	1.43425	0.00000	0.00000
102	2009.12.21 08:40	close	51	1.20	1.43361	0.00000	0.00000	76.80	11173.60
103	2009.12.21 08:42	sell	52	1.20	1.43371	0.00000	0.00000
104	2009.12.21 08:45	close	52	1.20	1.43307	0.00000	0.00000	76.80	11250.40
105	2009.12.22 07:40	sell	53	1.20	1.42910	0.00000	0.00000
106	2009.12.22 07:42	close	53	1.20	1.42907	0.00000	0.00000	3.60	11254.00
107	2009.12.22 07:45	sell	54	1.20	1.42941	0.00000	0.00000
108	2009.12.22 07:47	close	54	1.20	1.42939	0.00000	0.00000	2.40	11256.40
109	2009.12.22 07:50	sell	55	1.20	1.42972	0.00000	0.00000
110	2009.12.22 07:52	close	55	1.20	1.42959	0.00000	0.00000	15.60	11272.00
111	2009.12.22 07:55	sell	56	1.20	1.42962	0.00000	0.00000
112	2009.12.22 07:59	close	56	1.20	1.42939	0.00000	0.00000	27.60	11299.60
113	2009.12.22 15:20	buy	57	1.20	1.42878	0.00000	0.00000
114	2009.12.22 15:22	close	57	1.20	1.42923	0.00000	0.00000	54.00	11353.60
115	2009.12.22 15:25	buy	58	1.20	1.42904	0.00000	0.00000
116	2009.12.22 15:27	close	58	1.20	1.42975	0.00000	0.00000	85.20	11438.80
117	2009.12.22 15:43	buy	59	1.20	1.42968	0.00000	0.00000
118	2009.12.22 15:46	close	59	1.20	1.42982	0.00000	0.00000	16.80	11455.60
119	2009.12.22 15:50	buy	60	1.20	1.42901	0.00000	0.00000
120	2009.12.22 15:53	close	60	1.20	1.42915	0.00000	0.00000	16.80	11472.40
121	2009.12.22 15:59	buy	61	1.20	1.42812	0.00000	0.00000
122	2009.12.22 16:00	close	61	1.20	1.42820	0.00000	0.00000	9.60	11482.00
123	2009.12.23 08:50	buy	62	1.20	1.42524	0.00000	0.00000
124	2009.12.23 08:52	close	62	1.20	1.42545	0.00000	0.00000	25.20	11507.20
125	2009.12.23 08:55	buy	63	1.20	1.42539	0.00000	0.00000
126	2009.12.23 08:57	close	63	1.20	1.42575	0.00000	0.00000	43.20	11550.40
127	2009.12.23 12:59	buy	64	1.20	1.42508	0.00000	0.00000
128	2009.12.23 13:05	close	64	1.20	1.42520	0.00000	0.00000	14.40	11564.80
129	2009.12.30 13:15	sell	65	1.20	1.43417	0.00000	0.00000
130	2009.12.30 13:17	close	65	1.20	1.43405	0.00000	0.00000	14.40	11579.20
131	2009.12.30 13:20	sell	66	1.20	1.43478	0.00000	0.00000
132	2009.12.30 13:22	close	66	1.20	1.43445	0.00000	0.00000	39.60	11618.80
133	2009.12.30 13:25	sell	67	1.20	1.43458	0.00000	0.00000
134	2009.12.30 13:27	close	67	1.20	1.43405	0.00000	0.00000	63.60	11682.40
135	2009.12.30 13:45	sell	68	1.20	1.43416	0.00000	0.00000
136	2009.12.30 13:47	close	68	1.20	1.43413	0.00000	0.00000	3.60	11686.00
137	2009.12.30 13:50	sell	69	1.20	1.43448	0.00000	0.00000
138	2009.12.30 13:52	close	69	1.20	1.43434	0.00000	0.00000	16.80	11702.80
139	2009.12.30 13:55	sell	70	1.20	1.43437	0.00000	0.00000
140	2009.12.30 13:57	close	70	1.20	1.43413	0.00000	0.00000	28.80	11731.60
141	2010.01.05 14:45	buy	71	1.20	1.44278	0.00000	0.00000
142	2010.01.05 14:47	close	71	1.20	1.44288	0.00000	0.00000	12.00	11743.60
143	2010.01.05 14:50	buy	72	1.20	1.44205	0.00000	0.00000
144	2010.01.05 14:52	close	72	1.20	1.44233	0.00000	0.00000	33.60	11777.20
145	2010.01.05 14:55	buy	73	1.20	1.44223	0.00000	0.00000
146	2010.01.05 14:57	close	73	1.20	1.44270	0.00000	0.00000	56.40	11833.60
147	2010.01.05 14:59	buy	74	1.30	1.44267	0.00000	0.00000
148	2010.01.05 15:30	close	74	1.30	1.44146	0.00000	0.00000	-157.30	11676.30
149	2010.01.06 13:50	sell	75	1.20	1.43567	0.00000	0.00000
150	2010.01.06 13:52	close	75	1.20	1.43557	0.00000	0.00000	12.00	11688.30
151	2010.01.06 13:55	sell	76	1.20	1.43558	0.00000	0.00000
152	2010.01.06 13:57	close	76	1.20	1.43539	0.00000	0.00000	22.80	11711.10
153	2010.01.06 13:59	sell	77	1.20	1.43558	0.00000	0.00000
154	2010.01.06 14:02	close	77	1.20	1.43454	0.00000	0.00000	124.80	11835.90
155	2010.01.06 14:15	sell	78	1.30	1.43597	0.00000	0.00000
156	2010.01.06 14:17	close	78	1.30	1.43583	0.00000	0.00000	18.20	11854.10
157	2010.01.07 09:10	buy	79	1.30	1.43886	0.00000	0.00000
158	2010.01.07 09:12	close	79	1.30	1.43906	0.00000	0.00000	26.00	11880.10
159	2010.01.12 08:20	buy	80	1.30	1.44878	0.00000	0.00000
160	2010.01.12 08:22	close	80	1.30	1.44905	0.00000	0.00000	35.10	11915.20
161	2010.01.13 09:20	sell	81	1.30	1.44872	0.00000	0.00000
162	2010.01.13 09:22	close	81	1.30	1.44835	0.00000	0.00000	48.10	11963.30
163	2010.01.13 09:32	sell	82	1.30	1.44881	0.00000	0.00000
164	2010.01.13 09:40	close	82	1.30	1.44863	0.00000	0.00000	23.40	11986.70
165	2010.01.13 09:42	sell	83	1.30	1.44864	0.00000	0.00000
166	2010.01.13 09:45	close	83	1.30	1.44838	0.00000	0.00000	33.80	12020.50
167	2010.01.13 10:05	sell	84	1.30	1.44865	0.00000	0.00000
168	2010.01.13 10:07	close	84	1.30	1.44819	0.00000	0.00000	59.80	12080.30
169	2010.01.13 21:00	buy	85	1.30	1.45125	0.00000	0.00000
170	2010.01.13 21:15	close	85	1.30	1.45127	0.00000	0.00000	2.60	12082.90
171	2010.01.14 22:00	sell	86	1.30	1.44983	0.00000	0.00000
172	2010.01.14 22:07	close	86	1.30	1.44979	0.00000	0.00000	5.20	12088.10
173	2010.01.14 23:00	sell	87	1.30	1.44980	0.00000	0.00000
174	2010.01.14 23:02	close	87	1.30	1.44970	0.00000	0.00000	13.00	12101.10
175	2010.01.14 23:05	sell	88	1.30	1.44966	0.00000	0.00000
176	2010.01.14 23:37	close	88	1.30	1.45037	0.00000	0.00000	-92.30	12008.80

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