Report Result : EL_FODEURO-alt - Desynced Forex Repository

Strategy Tester Report

Download EL_FODEURO-alt

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-2058.23	Gross profit	154.98	Gross loss	-2213.21
Profit factor	0.07	Expected payoff	-46.78
Absolute drawdown	2099.68	Maximal drawdown	2099.68 (21.00%)	Relative drawdown	21.00% (2099.68)

Total trades	44	Short positions (won %)	21 (9.52%)	Long positions (won %)	23 (4.35%)
		Profit trades (% of total)	3 (6.82%)	Loss trades (% of total)	41 (93.18%)
Largest		profit trade	76.52	loss trade	-140.35
Average		profit trade	51.66	loss trade	-53.98
Maximum		consecutive wins (profit in money)	1 (76.52)	consecutive losses (loss in money)	14 (-831.01)
Maximal		consecutive profit (count of wins)	76.52 (1)	consecutive loss (count of losses)	-831.01 (14)
Average		consecutive wins	1	consecutive losses	10

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 21:00	buy	1	0.30	1.05177	0.00000	0.00000
2	2009.12.02 22:00	close	1	0.30	1.05014	0.00000	0.00000	-46.57	9953.43
3	2009.12.02 22:00	sell	2	0.30	1.05014	0.00000	0.00000
4	2009.12.02 23:00	close	2	0.30	1.05148	0.00000	0.00000	-38.23	9915.20
5	2009.12.02 23:00	buy	3	0.30	1.05148	0.00000	0.00000
6	2009.12.03 01:00	close	3	0.30	1.04918	0.00000	0.00000	-66.70	9848.50
7	2009.12.03 02:00	sell	4	0.30	1.04906	0.00000	0.00000
8	2009.12.03 03:00	close	4	0.30	1.05014	0.00000	0.00000	-30.85	9817.65
9	2009.12.03 03:00	buy	5	0.30	1.05014	0.00000	0.00000
10	2009.12.03 04:00	close	5	0.30	1.04888	0.00000	0.00000	-36.04	9781.61
11	2009.12.03 04:00	sell	6	0.30	1.04888	0.00000	0.00000
12	2009.12.03 05:00	close	6	0.30	1.04897	0.00000	0.00000	-2.57	9779.04
13	2009.12.03 06:00	buy	7	0.30	1.05076	0.00000	0.00000
14	2009.12.03 08:00	close	7	0.30	1.04819	0.00000	0.00000	-73.56	9705.48
15	2009.12.03 08:00	sell	8	0.30	1.04819	0.00000	0.00000
16	2009.12.03 10:00	close	8	0.30	1.04825	0.00000	0.00000	-1.72	9703.76
17	2009.12.03 12:00	buy	9	0.30	1.05020	0.00000	0.00000
18	2009.12.04 14:00	close	9	0.30	1.04658	0.00000	0.00000	-104.08	9599.68
19	2009.12.04 14:00	sell	10	0.30	1.04658	0.00000	0.00000
20	2009.12.04 15:00	close	10	0.30	1.04931	0.00000	0.00000	-78.05	9521.63
21	2009.12.04 18:00	buy	11	0.30	1.05209	0.00000	0.00000
22	2009.12.07 17:00	close	11	0.30	1.05083	0.00000	0.00000	-36.28	9485.35
23	2009.12.07 17:00	sell	12	0.30	1.05083	0.00000	0.00000
24	2009.12.07 21:00	close	12	0.30	1.05332	0.00000	0.00000	-70.92	9414.43
25	2009.12.08 09:00	buy	13	0.30	1.05576	0.00000	0.00000
26	2009.12.08 10:00	close	13	0.30	1.05231	0.00000	0.00000	-98.36	9316.07
27	2009.12.08 10:00	sell	14	0.30	1.05231	0.00000	0.00000
28	2009.12.08 12:00	close	14	0.30	1.05212	0.00000	0.00000	5.42	9321.49
29	2009.12.08 13:00	buy	15	0.30	1.05509	0.00000	0.00000
30	2009.12.08 14:00	close	15	0.30	1.05394	0.00000	0.00000	-32.73	9288.76
31	2009.12.08 14:00	sell	16	0.30	1.05394	0.00000	0.00000
32	2009.12.08 15:00	close	16	0.30	1.05773	0.00000	0.00000	-107.49	9181.27
33	2009.12.08 15:00	buy	17	0.30	1.05773	0.00000	0.00000
34	2009.12.09 17:00	close	17	0.30	1.05478	0.00000	0.00000	-84.21	9097.06
35	2009.12.09 17:00	sell	18	0.30	1.05478	0.00000	0.00000
36	2009.12.09 20:00	close	18	0.30	1.05871	0.00000	0.00000	-111.36	8985.70
37	2009.12.09 20:00	buy	19	0.30	1.05871	0.00000	0.00000
38	2009.12.09 21:00	close	19	0.30	1.05378	0.00000	0.00000	-140.35	8845.35
39	2009.12.09 21:00	sell	20	0.30	1.05378	0.00000	0.00000
40	2009.12.11 17:00	close	20	0.30	1.05546	0.00000	0.00000	-47.86	8797.49
41	2009.12.11 18:00	buy	21	0.30	1.05896	0.00000	0.00000
42	2009.12.15 02:00	close	21	0.30	1.05872	0.00000	0.00000	-7.42	8790.07
43	2009.12.15 06:00	sell	22	0.30	1.05559	0.00000	0.00000
44	2009.12.15 07:00	close	22	0.30	1.05706	0.00000	0.00000	-41.72	8748.35
45	2009.12.15 09:00	buy	23	0.30	1.05979	0.00000	0.00000
46	2009.12.15 17:00	close	23	0.30	1.05977	0.00000	0.00000	-0.57	8747.78
47	2009.12.16 01:00	sell	24	0.30	1.06054	0.00000	0.00000
48	2009.12.16 03:00	close	24	0.30	1.06156	0.00000	0.00000	-28.83	8718.95
49	2009.12.16 03:00	buy	25	0.30	1.06156	0.00000	0.00000
50	2009.12.16 10:00	close	25	0.30	1.05972	0.00000	0.00000	-52.09	8666.86
51	2009.12.16 10:00	sell	26	0.30	1.05972	0.00000	0.00000
52	2009.12.16 12:00	close	26	0.30	1.06250	0.00000	0.00000	-78.49	8588.37
53	2009.12.16 12:00	buy	27	0.30	1.06250	0.00000	0.00000
54	2009.12.16 13:00	close	27	0.30	1.06004	0.00000	0.00000	-69.62	8518.75
55	2009.12.16 13:00	sell	28	0.30	1.06004	0.00000	0.00000
56	2009.12.16 15:00	close	28	0.30	1.06104	0.00000	0.00000	-28.27	8490.48
57	2009.12.16 21:00	buy	29	0.30	1.06355	0.00000	0.00000
58	2009.12.18 05:00	close	29	0.30	1.06619	0.00000	0.00000	73.04	8563.51
59	2009.12.18 06:00	sell	30	0.30	1.06568	0.00000	0.00000
60	2009.12.18 07:00	close	30	0.30	1.06823	0.00000	0.00000	-71.61	8491.90
61	2009.12.18 07:00	buy	31	0.30	1.06823	0.00000	0.00000
62	2009.12.18 11:00	close	31	0.30	1.06631	0.00000	0.00000	-54.02	8437.88
63	2009.12.18 12:00	sell	32	0.30	1.06547	0.00000	0.00000
64	2009.12.18 13:00	close	32	0.30	1.06593	0.00000	0.00000	-12.95	8424.93
65	2009.12.18 15:00	buy	33	0.30	1.06737	0.00000	0.00000
66	2009.12.18 16:00	close	33	0.30	1.06388	0.00000	0.00000	-98.41	8326.52
67	2009.12.18 16:00	sell	34	0.30	1.06388	0.00000	0.00000
68	2009.12.18 17:00	close	34	0.30	1.06796	0.00000	0.00000	-114.61	8211.91
69	2009.12.18 17:00	buy	35	0.30	1.06796	0.00000	0.00000
70	2009.12.18 18:00	close	35	0.30	1.06774	0.00000	0.00000	-6.18	8205.73
71	2009.12.18 19:00	sell	36	0.30	1.06572	0.00000	0.00000
72	2009.12.18 20:00	close	36	0.30	1.06688	0.00000	0.00000	-32.62	8173.11
73	2009.12.18 20:00	buy	37	0.30	1.06688	0.00000	0.00000
74	2009.12.18 21:00	close	37	0.30	1.06579	0.00000	0.00000	-30.68	8142.43
75	2009.12.21 00:00	buy	38	0.30	1.06823	0.00000	0.00000
76	2009.12.21 01:00	close	38	0.30	1.06697	0.00000	0.00000	-35.43	8107.00
77	2009.12.21 10:00	buy	39	0.30	1.07002	0.00000	0.00000
78	2009.12.21 11:00	close	39	0.30	1.06524	0.00000	0.00000	-134.62	7972.38
79	2009.12.21 11:00	sell	40	0.30	1.06524	0.00000	0.00000
80	2009.12.21 20:00	close	40	0.30	1.06253	0.00000	0.00000	76.52	8048.90
81	2009.12.29 22:00	buy	41	0.30	1.04434	0.00000	0.00000
82	2009.12.29 23:00	close	41	0.30	1.04317	0.00000	0.00000	-33.65	8015.25
83	2009.12.29 23:00	sell	42	0.30	1.04317	0.00000	0.00000
84	2009.12.30 00:00	close	42	0.30	1.04452	0.00000	0.00000	-38.80	7976.46
85	2009.12.30 00:00	buy	43	0.30	1.04452	0.00000	0.00000
86	2009.12.30 01:00	close	43	0.30	1.04426	0.00000	0.00000	-7.47	7968.99
87	2009.12.31 18:00	sell	44	0.30	1.04614	0.00000	0.00000
88	2009.12.31 18:57	close at stop	44	0.30	1.04709	0.00000	0.00000	-27.22	7941.77