Report Result : amer - Desynced Forex Repository

Strategy Tester Report

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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=0.1; TrailingStop=50; StopLoss=50; TakeProfit=200; per=700; vremya=0; DayWeek=2;

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

Initial deposit	10000.00
Total net profit	-24.30	Gross profit	134.66	Gross loss	-158.96
Profit factor	0.85	Expected payoff	-0.48
Absolute drawdown	24.30	Maximal drawdown	54.64 (0.54%)	Relative drawdown	0.54% (54.64)

Total trades	51	Short positions (won %)	31 (54.84%)	Long positions (won %)	20 (30.00%)
		Profit trades (% of total)	23 (45.10%)	Loss trades (% of total)	28 (54.90%)
Largest		profit trade	18.94	loss trade	-5.75
Average		profit trade	5.85	loss trade	-5.68
Maximum		consecutive wins (profit in money)	4 (32.88)	consecutive losses (loss in money)	5 (-28.61)
Maximal		consecutive profit (count of wins)	32.96 (3)	consecutive loss (count of losses)	-28.61 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.05607	1.05547	1.05807
2	2009.12.01 00:33	s/l	1	0.10	1.05547	1.05547	1.05807	-5.69	9994.31
3	2009.12.01 00:33	buy	2	0.10	1.05515	1.05455	1.05715
4	2009.12.01 00:40	s/l	2	0.10	1.05455	1.05455	1.05715	-5.69	9988.62
5	2009.12.01 00:40	buy	3	0.10	1.05457	1.05397	1.05657
6	2009.12.01 00:46	s/l	3	0.10	1.05397	1.05397	1.05657	-5.70	9982.92
7	2009.12.01 00:46	buy	4	0.10	1.05380	1.05320	1.05580
8	2009.12.01 00:56	modify	4	0.10	1.05380	1.05397	1.05580
9	2009.12.01 00:59	s/l	4	0.10	1.05397	1.05397	1.05580	1.61	9984.53
10	2009.12.01 00:59	buy	5	0.10	1.05400	1.05340	1.05600
11	2009.12.01 01:36	modify	5	0.10	1.05400	1.05401	1.05600
12	2009.12.01 01:43	modify	5	0.10	1.05400	1.05444	1.05600
13	2009.12.01 01:50	modify	5	0.10	1.05400	1.05486	1.05600
14	2009.12.01 01:59	modify	5	0.10	1.05400	1.05529	1.05600
15	2009.12.01 02:00	modify	5	0.10	1.05400	1.05530	1.05600
16	2009.12.01 02:15	modify	5	0.10	1.05400	1.05543	1.05600
17	2009.12.01 02:20	t/p	5	0.10	1.05600	1.05543	1.05600	18.94	10003.47
18	2009.12.02 00:00	sell	6	0.10	1.04699	1.04759	1.04499
19	2009.12.02 00:15	modify	6	0.10	1.04699	1.04698	1.04499
20	2009.12.02 00:20	modify	6	0.10	1.04699	1.04663	1.04499
21	2009.12.02 00:32	modify	6	0.10	1.04699	1.04630	1.04499
22	2009.12.02 00:37	modify	6	0.10	1.04699	1.04623	1.04499
23	2009.12.02 00:45	s/l	6	0.10	1.04623	1.04623	1.04499	7.27	10010.74
24	2009.12.02 00:45	sell	7	0.10	1.04618	1.04678	1.04418
25	2009.12.02 01:40	modify	7	0.10	1.04618	1.04612	1.04418
26	2009.12.02 01:46	modify	7	0.10	1.04618	1.04565	1.04418
27	2009.12.02 01:59	s/l	7	0.10	1.04565	1.04565	1.04418	5.06	10015.80
28	2009.12.03 00:00	buy	8	0.10	1.05102	1.05042	1.05302
29	2009.12.03 00:03	s/l	8	0.10	1.05042	1.05042	1.05302	-5.72	10010.08
30	2009.12.03 00:03	buy	9	0.10	1.05032	1.04972	1.05232
31	2009.12.03 00:10	s/l	9	0.10	1.04972	1.04972	1.05232	-5.72	10004.36
32	2009.12.03 00:10	buy	10	0.10	1.04980	1.04920	1.05180
33	2009.12.03 00:16	s/l	10	0.10	1.04920	1.04920	1.05180	-5.72	9998.64
34	2009.12.03 00:16	buy	11	0.10	1.04910	1.04850	1.05110
35	2009.12.03 00:26	modify	11	0.10	1.04910	1.04920	1.05110
36	2009.12.03 00:45	s/l	11	0.10	1.04920	1.04920	1.05110	0.96	9999.60
37	2009.12.03 00:45	buy	12	0.10	1.04912	1.04852	1.05112
38	2009.12.03 01:20	s/l	12	0.10	1.04852	1.04852	1.05112	-5.72	9993.88
39	2009.12.04 00:00	buy	13	0.10	1.05700	1.05640	1.05900
40	2009.12.04 00:20	s/l	13	0.10	1.05640	1.05640	1.05900	-5.68	9988.20
41	2009.12.04 00:20	buy	14	0.10	1.05614	1.05554	1.05814
42	2009.12.04 00:50	s/l	14	0.10	1.05554	1.05554	1.05814	-5.69	9982.51
43	2009.12.04 00:50	buy	15	0.10	1.05563	1.05503	1.05763
44	2009.12.04 01:03	modify	15	0.10	1.05563	1.05594	1.05763
45	2009.12.04 01:10	modify	15	0.10	1.05563	1.05628	1.05763
46	2009.12.04 01:16	modify	15	0.10	1.05563	1.05663	1.05763
47	2009.12.04 01:26	s/l	15	0.10	1.05663	1.05663	1.05763	9.47	9991.98
48	2009.12.08 00:00	sell	16	0.10	1.05128	1.05188	1.04928
49	2009.12.08 00:15	modify	16	0.10	1.05128	1.05119	1.04928
50	2009.12.08 00:20	modify	16	0.10	1.05128	1.05069	1.04928
51	2009.12.08 00:27	s/l	16	0.10	1.05069	1.05069	1.04928	5.62	9997.60
52	2009.12.08 00:27	sell	17	0.10	1.05059	1.05119	1.04859
53	2009.12.08 00:33	modify	17	0.10	1.05059	1.05058	1.04859
54	2009.12.08 00:40	modify	17	0.10	1.05059	1.05032	1.04859
55	2009.12.08 00:46	modify	17	0.10	1.05059	1.04997	1.04859
56	2009.12.08 01:02	s/l	17	0.10	1.04997	1.04997	1.04859	5.91	10003.51
57	2009.12.09 00:00	sell	18	0.10	1.06315	1.06375	1.06115
58	2009.12.09 00:07	modify	18	0.10	1.06315	1.06300	1.06115
59	2009.12.09 00:10	s/l	18	0.10	1.06300	1.06300	1.06115	1.41	10004.92
60	2009.12.09 00:10	sell	19	0.10	1.06376	1.06436	1.06176
61	2009.12.09 00:15	s/l	19	0.10	1.06436	1.06436	1.06176	-5.63	9999.29
62	2009.12.09 00:15	sell	20	0.10	1.06458	1.06518	1.06258
63	2009.12.09 00:20	s/l	20	0.10	1.06518	1.06518	1.06258	-5.63	9993.66
64	2009.12.09 00:20	sell	21	0.10	1.06540	1.06600	1.06340
65	2009.12.09 00:27	modify	21	0.10	1.06540	1.06491	1.06340
66	2009.12.09 00:27	s/l	21	0.10	1.06491	1.06491	1.06340	4.60	9998.26
67	2009.12.09 00:27	sell	22	0.10	1.06517	1.06577	1.06317
68	2009.12.09 00:32	s/l	22	0.10	1.06577	1.06577	1.06317	-5.63	9992.63
69	2009.12.09 00:32	sell	23	0.10	1.06582	1.06642	1.06382
70	2009.12.09 00:45	modify	23	0.10	1.06582	1.06547	1.06382
71	2009.12.09 00:50	modify	23	0.10	1.06582	1.06484	1.06382
72	2009.12.09 00:57	s/l	23	0.10	1.06484	1.06484	1.06382	9.20	10001.83
73	2009.12.09 00:57	sell	24	0.10	1.06487	1.06547	1.06287
74	2009.12.09 01:10	modify	24	0.10	1.06487	1.06455	1.06287
75	2009.12.09 01:15	modify	24	0.10	1.06487	1.06381	1.06287
76	2009.12.09 01:20	t/p	24	0.10	1.06287	1.06381	1.06287	18.83	10020.66
77	2009.12.10 00:00	sell	25	0.10	1.05481	1.05541	1.05281
78	2009.12.10 00:15	modify	25	0.10	1.05481	1.05477	1.05281
79	2009.12.10 00:20	modify	25	0.10	1.05481	1.05429	1.05281
80	2009.12.10 00:27	s/l	25	0.10	1.05429	1.05429	1.05281	4.93	10025.59
81	2009.12.10 00:27	sell	26	0.10	1.05419	1.05479	1.05219
82	2009.12.10 00:32	s/l	26	0.10	1.05479	1.05479	1.05219	-5.69	10019.90
83	2009.12.10 00:32	sell	27	0.10	1.05488	1.05548	1.05288
84	2009.12.10 00:50	modify	27	0.10	1.05488	1.05463	1.05288
85	2009.12.10 01:02	s/l	27	0.10	1.05463	1.05463	1.05288	2.37	10022.27
86	2009.12.11 00:00	sell	28	0.10	1.05087	1.05147	1.04887
87	2009.12.11 00:20	s/l	28	0.10	1.05147	1.05147	1.04887	-5.70	10016.57
88	2009.12.11 00:20	sell	29	0.10	1.05160	1.05220	1.04960
89	2009.12.11 00:37	modify	29	0.10	1.05160	1.05155	1.04960
90	2009.12.11 00:50	s/l	29	0.10	1.05155	1.05155	1.04960	0.47	10017.04
91	2009.12.11 00:50	sell	30	0.10	1.05157	1.05217	1.04957
92	2009.12.11 01:50	modify	30	0.10	1.05157	1.05147	1.04957
93	2009.12.11 02:15	s/l	30	0.10	1.05147	1.05147	1.04957	0.95	10017.99
94	2009.12.15 00:00	sell	31	0.10	1.05937	1.05997	1.05737
95	2009.12.15 01:15	modify	31	0.10	1.05937	1.05925	1.05737
96	2009.12.15 01:20	modify	31	0.10	1.05937	1.05890	1.05737
97	2009.12.15 01:40	s/l	31	0.10	1.05890	1.05890	1.05737	4.44	10022.43
98	2009.12.16 00:00	sell	32	0.10	1.06069	1.06129	1.05869
99	2009.12.16 00:20	s/l	32	0.10	1.06129	1.06129	1.05869	-5.66	10016.77
100	2009.12.16 00:20	sell	33	0.10	1.06122	1.06182	1.05922
101	2009.12.16 00:45	modify	33	0.10	1.06122	1.06118	1.05922
102	2009.12.16 00:50	modify	33	0.10	1.06122	1.06103	1.05922
103	2009.12.16 01:10	s/l	33	0.10	1.06103	1.06103	1.05922	1.79	10018.56
104	2009.12.17 00:00	sell	34	0.10	1.06117	1.06177	1.05917
105	2009.12.17 00:40	s/l	34	0.10	1.06177	1.06177	1.05917	-5.66	10012.90
106	2009.12.17 00:40	sell	35	0.10	1.06168	1.06228	1.05968
107	2009.12.17 01:07	s/l	35	0.10	1.06228	1.06228	1.05968	-5.65	10007.25
108	2009.12.18 00:00	sell	36	0.10	1.07068	1.07128	1.06868
109	2009.12.18 00:13	s/l	36	0.10	1.07128	1.07128	1.06868	-5.60	10001.65
110	2009.12.18 00:13	sell	37	0.10	1.07138	1.07198	1.06938
111	2009.12.18 00:30	s/l	37	0.10	1.07198	1.07198	1.06938	-5.59	9996.06
112	2009.12.18 00:30	sell	38	0.10	1.07236	1.07296	1.07036
113	2009.12.18 00:40	modify	38	0.10	1.07236	1.07205	1.07036
114	2009.12.18 00:45	modify	38	0.10	1.07236	1.07132	1.07036
115	2009.12.18 00:50	t/p	38	0.10	1.07036	1.07132	1.07036	18.70	10014.76
116	2009.12.18 00:50	sell	39	0.10	1.06976	1.07036	1.06776
117	2009.12.18 00:57	s/l	39	0.10	1.07036	1.07036	1.06776	-5.60	10009.16
118	2009.12.18 00:57	sell	40	0.10	1.07072	1.07132	1.06872
119	2009.12.18 01:02	modify	40	0.10	1.07072	1.07055	1.06872
120	2009.12.18 01:07	modify	40	0.10	1.07072	1.07043	1.06872
121	2009.12.18 01:10	s/l	40	0.10	1.07043	1.07043	1.06872	2.71	10011.87
122	2009.12.22 00:00	buy	41	0.10	1.06306	1.06246	1.06506
123	2009.12.22 00:45	s/l	41	0.10	1.06246	1.06246	1.06506	-5.65	10006.22
124	2009.12.22 00:45	buy	42	0.10	1.06219	1.06159	1.06419
125	2009.12.22 00:50	s/l	42	0.10	1.06159	1.06159	1.06419	-5.65	10000.57
126	2009.12.22 00:50	buy	43	0.10	1.06152	1.06092	1.06352
127	2009.12.22 00:57	modify	43	0.10	1.06152	1.06159	1.06352
128	2009.12.22 00:59	s/l	43	0.10	1.06159	1.06159	1.06352	0.66	10001.23
129	2009.12.22 00:59	buy	44	0.10	1.06163	1.06103	1.06363
130	2009.12.22 01:15	modify	44	0.10	1.06163	1.06205	1.06363
131	2009.12.22 01:20	modify	44	0.10	1.06163	1.06253	1.06363
132	2009.12.22 01:27	s/l	44	0.10	1.06253	1.06253	1.06363	8.47	10009.70
133	2009.12.23 00:00	buy	45	0.10	1.05668	1.05608	1.05868
134	2009.12.23 01:45	s/l	45	0.10	1.05608	1.05608	1.05868	-5.68	10004.02
135	2009.12.24 00:00	sell	46	0.10	1.04859	1.04919	1.04659
136	2009.12.24 00:37	modify	46	0.10	1.04859	1.04856	1.04659
137	2009.12.24 00:50	s/l	46	0.10	1.04856	1.04856	1.04659	0.29	10004.31
138	2009.12.24 00:50	sell	47	0.10	1.04861	1.04921	1.04661
139	2009.12.24 01:50	s/l	47	0.10	1.04921	1.04921	1.04661	-5.72	9998.59
140	2009.12.29 00:00	sell	48	0.10	1.04301	1.04361	1.04101
141	2009.12.29 02:45	s/l	48	0.10	1.04361	1.04361	1.04101	-5.75	9992.84
142	2009.12.30 00:00	sell	49	0.10	1.04388	1.04448	1.04188
143	2009.12.30 01:15	s/l	49	0.10	1.04448	1.04448	1.04188	-5.75	9987.09
144	2009.12.31 00:00	buy	50	0.10	1.05508	1.05448	1.05708
145	2009.12.31 00:15	s/l	50	0.10	1.05448	1.05448	1.05708	-5.69	9981.40
146	2009.12.31 00:15	buy	51	0.10	1.05441	1.05381	1.05641
147	2009.12.31 01:40	s/l	51	0.10	1.05381	1.05381	1.05641	-5.70	9975.70