Report Result : Farhad Hill Version 2 - Desynced Forex Repository

Strategy Tester Report

Download Farhad Hill Version 2

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		AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0;

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

Initial deposit	10000.00
Total net profit	213.92	Gross profit	1133.45	Gross loss	-919.53
Profit factor	1.23	Expected payoff	3.45
Absolute drawdown	1589.47	Maximal drawdown	1814.66 (16.77%)	Relative drawdown	16.77% (1814.66)

Total trades	62	Short positions (won %)	31 (100.00%)	Long positions (won %)	31 (96.77%)
		Profit trades (% of total)	61 (98.39%)	Loss trades (% of total)	1 (1.61%)
Largest		profit trade	19.00	loss trade	-919.53
Average		profit trade	18.58	loss trade	-919.53
Maximum		consecutive wins (profit in money)	61 (1133.45)	consecutive losses (loss in money)	1 (-919.53)
Maximal		consecutive profit (count of wins)	1133.45 (61)	consecutive loss (count of losses)	-919.53 (1)
Average		consecutive wins	61	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.05661	0.00000	1.05681
2	2009.12.01 00:00	sell	2	1.00	1.05597	0.00000	1.05577
3	2009.12.01 00:33	t/p	2	1.00	1.05577	0.00000	1.05577	18.94	10018.94
4	2009.12.01 06:15	t/p	1	1.00	1.05681	0.00000	1.05681	18.92	10037.86
5	2009.12.01 06:15	buy	3	1.00	1.05767	0.00000	1.05787
6	2009.12.01 06:15	sell	4	1.00	1.05703	0.00000	1.05683
7	2009.12.01 06:45	t/p	4	1.00	1.05683	0.00000	1.05683	18.93	10056.79
8	2009.12.03 16:20	t/p	3	1.00	1.05787	0.00000	1.05787	14.76	10071.55
9	2009.12.03 16:20	buy	5	1.00	1.05891	0.00000	1.05911
10	2009.12.03 16:20	sell	6	1.00	1.05827	0.00000	1.05807
11	2009.12.03 16:27	t/p	6	1.00	1.05807	0.00000	1.05807	18.91	10090.46
12	2009.12.04 20:50	t/p	5	1.00	1.05911	0.00000	1.05911	17.85	10108.31
13	2009.12.04 20:50	buy	7	1.00	1.06005	0.00000	1.06025
14	2009.12.04 20:50	sell	8	1.00	1.05941	0.00000	1.05921
15	2009.12.04 20:57	t/p	8	1.00	1.05921	0.00000	1.05921	18.89	10127.20
16	2009.12.07 09:33	t/p	7	1.00	1.06025	0.00000	1.06025	17.81	10145.01
17	2009.12.07 09:33	buy	9	1.00	1.06181	0.00000	1.06201
18	2009.12.07 09:33	sell	10	1.00	1.06117	0.00000	1.06097
19	2009.12.07 09:40	t/p	9	1.00	1.06201	0.00000	1.06201	18.82	10163.83
20	2009.12.07 10:45	t/p	10	1.00	1.06097	0.00000	1.06097	18.86	10182.69
21	2009.12.07 10:45	buy	11	1.00	1.06038	0.00000	1.06058
22	2009.12.07 10:45	sell	12	1.00	1.05974	0.00000	1.05954
23	2009.12.07 10:50	t/p	12	1.00	1.05954	0.00000	1.05954	18.88	10201.57
24	2009.12.07 11:45	t/p	11	1.00	1.06058	0.00000	1.06058	18.85	10220.42
25	2009.12.07 11:45	buy	13	1.00	1.06124	0.00000	1.06144
26	2009.12.07 11:45	sell	14	1.00	1.06060	0.00000	1.06040
27	2009.12.07 12:40	t/p	13	1.00	1.06144	0.00000	1.06144	18.84	10239.26
28	2009.12.07 13:45	t/p	14	1.00	1.06040	0.00000	1.06040	18.87	10258.13
29	2009.12.07 13:45	buy	15	1.00	1.05977	0.00000	1.05997
30	2009.12.07 13:45	sell	16	1.00	1.05913	0.00000	1.05893
31	2009.12.07 13:50	t/p	16	1.00	1.05893	0.00000	1.05893	18.89	10277.02
32	2009.12.08 15:50	t/p	15	1.00	1.05997	0.00000	1.05997	17.82	10294.83
33	2009.12.08 15:50	buy	17	1.00	1.06142	0.00000	1.06162
34	2009.12.08 15:50	sell	18	1.00	1.06078	0.00000	1.06058
35	2009.12.08 15:57	t/p	18	1.00	1.06058	0.00000	1.06058	18.86	10313.69
36	2009.12.08 18:16	t/p	17	1.00	1.06162	0.00000	1.06162	18.83	10332.52
37	2009.12.08 18:16	buy	19	1.00	1.06247	0.00000	1.06267
38	2009.12.08 18:16	sell	20	1.00	1.06183	0.00000	1.06163
39	2009.12.08 19:07	t/p	20	1.00	1.06163	0.00000	1.06163	18.84	10351.36
40	2009.12.08 19:15	t/p	19	1.00	1.06267	0.00000	1.06267	18.80	10370.16
41	2009.12.08 19:15	buy	21	1.00	1.06429	0.00000	1.06449
42	2009.12.08 19:15	sell	22	1.00	1.06365	0.00000	1.06345
43	2009.12.08 19:20	t/p	21	1.00	1.06449	0.00000	1.06449	18.78	10388.94
44	2009.12.08 22:20	t/p	22	1.00	1.06345	0.00000	1.06345	18.81	10407.75
45	2009.12.08 22:20	buy	23	1.00	1.06296	0.00000	1.06316
46	2009.12.08 22:20	sell	24	1.00	1.06232	0.00000	1.06212
47	2009.12.08 22:45	t/p	23	1.00	1.06316	0.00000	1.06316	18.81	10426.56
48	2009.12.09 03:25	t/p	24	1.00	1.06212	0.00000	1.06212	18.74	10445.30
49	2009.12.09 03:25	buy	25	1.00	1.06205	0.00000	1.06225
50	2009.12.09 03:25	sell	26	1.00	1.06141	0.00000	1.06121
51	2009.12.09 03:46	t/p	25	1.00	1.06225	0.00000	1.06225	18.83	10464.13
52	2009.12.09 09:20	t/p	26	1.00	1.06121	0.00000	1.06121	18.86	10482.99
53	2009.12.09 09:20	buy	27	1.00	1.06047	0.00000	1.06067
54	2009.12.09 09:20	sell	28	1.00	1.05983	0.00000	1.05963
55	2009.12.09 09:27	t/p	27	1.00	1.06067	0.00000	1.06067	18.85	10501.84
56	2009.12.09 14:20	t/p	28	1.00	1.05963	0.00000	1.05963	18.89	10520.73
57	2009.12.09 14:20	buy	29	1.00	1.05908	0.00000	1.05928
58	2009.12.09 14:20	sell	30	1.00	1.05844	0.00000	1.05824
59	2009.12.09 14:27	t/p	29	1.00	1.05928	0.00000	1.05928	18.88	10539.61
60	2009.12.09 16:45	t/p	30	1.00	1.05824	0.00000	1.05824	18.93	10558.54
61	2009.12.09 16:45	buy	31	1.00	1.05693	0.00000	1.05713
62	2009.12.09 16:45	sell	32	1.00	1.05629	0.00000	1.05609
63	2009.12.09 16:50	t/p	32	1.00	1.05609	0.00000	1.05609	18.96	10577.50
64	2009.12.09 19:10	t/p	31	1.00	1.05713	0.00000	1.05713	18.91	10596.41
65	2009.12.09 19:10	buy	33	1.00	1.05797	0.00000	1.05817
66	2009.12.09 19:10	sell	34	1.00	1.05733	0.00000	1.05713
67	2009.12.09 19:50	t/p	33	1.00	1.05817	0.00000	1.05817	18.89	10615.30
68	2009.12.09 20:15	t/p	34	1.00	1.05713	0.00000	1.05713	18.92	10634.22
69	2009.12.09 20:15	buy	35	1.00	1.05713	0.00000	1.05733
70	2009.12.09 20:15	sell	36	1.00	1.05649	0.00000	1.05629
71	2009.12.09 20:20	t/p	36	1.00	1.05629	0.00000	1.05629	18.95	10653.17
72	2009.12.10 05:20	t/p	35	1.00	1.05733	0.00000	1.05733	15.81	10668.98
73	2009.12.10 05:20	buy	37	1.00	1.05813	0.00000	1.05833
74	2009.12.10 05:20	sell	38	1.00	1.05749	0.00000	1.05729
75	2009.12.10 05:27	t/p	38	1.00	1.05729	0.00000	1.05729	18.92	10687.90
76	2009.12.11 17:15	t/p	37	1.00	1.05833	0.00000	1.05833	17.86	10705.75
77	2009.12.11 17:15	buy	39	1.00	1.05949	0.00000	1.05969
78	2009.12.11 17:15	sell	40	1.00	1.05885	0.00000	1.05865
79	2009.12.11 17:20	t/p	39	1.00	1.05969	0.00000	1.05969	18.86	10724.61
80	2009.12.11 17:50	t/p	40	1.00	1.05865	0.00000	1.05865	18.90	10743.51
81	2009.12.11 17:50	buy	41	1.00	1.05805	0.00000	1.05825
82	2009.12.11 17:50	sell	42	1.00	1.05741	0.00000	1.05721
83	2009.12.11 17:59	t/p	41	1.00	1.05825	0.00000	1.05825	18.90	10762.41
84	2009.12.14 07:20	t/p	42	1.00	1.05721	0.00000	1.05721	18.83	10781.24
85	2009.12.14 07:20	buy	43	1.00	1.05717	0.00000	1.05737
86	2009.12.14 07:20	sell	44	1.00	1.05653	0.00000	1.05633
87	2009.12.14 07:40	t/p	43	1.00	1.05737	0.00000	1.05737	18.91	10800.15
88	2009.12.15 05:16	t/p	44	1.00	1.05633	0.00000	1.05633	18.84	10818.98
89	2009.12.15 05:16	buy	45	1.00	1.05609	0.00000	1.05629
90	2009.12.15 05:16	sell	46	1.00	1.05545	0.00000	1.05525
91	2009.12.15 05:26	t/p	45	1.00	1.05629	0.00000	1.05629	18.94	10837.92
92	2009.12.21 13:50	t/p	46	1.00	1.05525	0.00000	1.05525	18.39	10856.31
93	2009.12.21 13:50	buy	47	1.00	1.05523	0.00000	1.05543
94	2009.12.21 13:50	sell	48	1.00	1.05459	0.00000	1.05439
95	2009.12.21 13:57	t/p	47	1.00	1.05543	0.00000	1.05543	18.95	10875.26
96	2009.12.21 15:50	t/p	48	1.00	1.05439	0.00000	1.05439	18.98	10894.24
97	2009.12.21 15:50	buy	49	1.00	1.05413	0.00000	1.05433
98	2009.12.21 15:50	sell	50	1.00	1.05349	0.00000	1.05329
99	2009.12.21 15:57	t/p	49	1.00	1.05433	0.00000	1.05433	18.97	10913.21
100	2009.12.23 12:50	t/p	50	1.00	1.05329	0.00000	1.05329	18.80	10932.01
101	2009.12.23 12:50	buy	51	1.00	1.05311	0.00000	1.05331
102	2009.12.23 12:50	sell	52	1.00	1.05247	0.00000	1.05227
103	2009.12.23 13:20	t/p	52	1.00	1.05227	0.00000	1.05227	19.00	10951.01
104	2009.12.30 15:20	t/p	51	1.00	1.05331	0.00000	1.05331	11.74	10962.75
105	2009.12.30 15:20	buy	53	1.00	1.05422	0.00000	1.05442
106	2009.12.30 15:20	sell	54	1.00	1.05358	0.00000	1.05338
107	2009.12.30 15:22	t/p	54	1.00	1.05338	0.00000	1.05338	18.99	10981.74
108	2009.12.30 15:40	t/p	53	1.00	1.05442	0.00000	1.05442	18.96	11000.70
109	2009.12.30 15:40	buy	55	1.00	1.05550	0.00000	1.05570
110	2009.12.30 15:40	sell	56	1.00	1.05486	0.00000	1.05466
111	2009.12.30 15:45	t/p	55	1.00	1.05570	0.00000	1.05570	18.94	11019.64
112	2009.12.30 15:59	t/p	56	1.00	1.05466	0.00000	1.05466	18.98	11038.62
113	2009.12.30 15:59	buy	57	1.00	1.05385	0.00000	1.05405
114	2009.12.30 15:59	sell	58	1.00	1.05321	0.00000	1.05301
115	2009.12.30 16:20	t/p	58	1.00	1.05301	0.00000	1.05301	18.99	11057.61
116	2009.12.30 16:32	t/p	57	1.00	1.05405	0.00000	1.05405	18.97	11076.58
117	2009.12.30 16:32	buy	59	1.00	1.05507	0.00000	1.05527
118	2009.12.30 16:32	sell	60	1.00	1.05443	0.00000	1.05423
119	2009.12.30 16:40	t/p	60	1.00	1.05423	0.00000	1.05423	18.97	11095.55
120	2009.12.30 17:20	t/p	59	1.00	1.05527	0.00000	1.05527	18.95	11114.50
121	2009.12.30 17:20	buy	61	1.00	1.05604	0.00000	1.05624
122	2009.12.30 17:20	sell	62	1.00	1.05540	0.00000	1.05520
123	2009.12.30 17:22	t/p	62	1.00	1.05520	0.00000	1.05520	18.95	11133.45
124	2009.12.31 18:57	close at stop	61	1.00	1.04645	0.00000	1.05624	-919.53	10213.92