Report Result : Breakout11 - Desynced Forex Repository

Strategy Tester Report

Download Breakout11

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; Begin=10; Length=4; EOD=24; Pips=5; StopLoss=50; BreakEven=30; TakeProfit=80;

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

Initial deposit	10000.00
Total net profit	-24.72	Gross profit	60.71	Gross loss	-85.43
Profit factor	0.71	Expected payoff	-0.80
Absolute drawdown	34.39	Maximal drawdown	51.00 (0.51%)	Relative drawdown	0.51% (51.00)

Total trades	31	Short positions (won %)	16 (31.25%)	Long positions (won %)	15 (53.33%)
		Profit trades (% of total)	13 (41.94%)	Loss trades (% of total)	18 (58.06%)
Largest		profit trade	7.70	loss trade	-4.79
Average		profit trade	4.67	loss trade	-4.75
Maximum		consecutive wins (profit in money)	4 (7.51)	consecutive losses (loss in money)	9 (-42.67)
Maximal		consecutive profit (count of wins)	7.70 (1)	consecutive loss (count of losses)	-42.67 (9)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy stop	1	0.10	1.05664	1.05614	1.05744
2	2009.12.01 23:59	delete	1	0.10	1.05664	1.05614	1.05744
3	2009.12.02 10:00	buy stop	2	0.10	1.04718	1.04668	1.04798
4	2009.12.02 10:00	sell stop	3	0.10	1.04337	1.04387	1.04257
5	2009.12.02 11:02	sell	3	0.10	1.04337	1.04387	1.04257
6	2009.12.02 11:15	s/l	3	0.10	1.04387	1.04387	1.04257	-4.79	9995.21
7	2009.12.02 14:45	buy	2	0.10	1.04718	1.04668	1.04798
8	2009.12.02 14:50	t/p	2	0.10	1.04798	1.04668	1.04798	7.64	10002.85
9	2009.12.03 10:00	buy stop	4	0.10	1.05125	1.05075	1.05205
10	2009.12.03 10:00	sell stop	5	0.10	1.04610	1.04660	1.04530
11	2009.12.03 12:50	buy	4	0.10	1.05125	1.05075	1.05205
12	2009.12.03 12:52	s/l	4	0.10	1.05075	1.05075	1.05205	-4.76	9998.09
13	2009.12.03 23:59	delete	5	0.10	1.04610	1.04660	1.04530
14	2009.12.04 10:00	buy stop	6	0.10	1.05747	1.05697	1.05827
15	2009.12.04 10:00	sell stop	7	0.10	1.05328	1.05378	1.05248
16	2009.12.04 12:50	sell	7	0.10	1.05328	1.05378	1.05248
17	2009.12.04 12:59	modify	7	0.10	1.05328	1.05328	1.05248
18	2009.12.04 13:00	t/p	7	0.10	1.05248	1.05328	1.05248	7.60	10005.69
19	2009.12.04 19:50	buy	6	0.10	1.05747	1.05697	1.05827
20	2009.12.04 19:52	s/l	6	0.10	1.05697	1.05697	1.05827	-4.73	10000.96
21	2009.12.07 10:00	sell stop	8	0.10	1.05360	1.05410	1.05280
22	2009.12.07 14:46	sell	8	0.10	1.05360	1.05410	1.05280
23	2009.12.07 14:50	s/l	8	0.10	1.05410	1.05410	1.05280	-4.74	9996.22
24	2009.12.08 10:00	buy stop	9	0.10	1.05628	1.05578	1.05708
25	2009.12.08 10:00	sell stop	10	0.10	1.04975	1.05025	1.04895
26	2009.12.08 10:50	sell	10	0.10	1.04975	1.05025	1.04895
27	2009.12.08 10:50	modify	10	0.10	1.04975	1.04975	1.04895
28	2009.12.08 10:57	s/l	10	0.10	1.04975	1.04975	1.04895	0.00	9996.22
29	2009.12.08 14:15	buy	9	0.10	1.05628	1.05578	1.05708
30	2009.12.08 14:15	modify	9	0.10	1.05628	1.05628	1.05708
31	2009.12.08 14:20	t/p	9	0.10	1.05708	1.05628	1.05708	7.56	10003.78
32	2009.12.09 10:00	buy stop	11	0.10	1.06499	1.06449	1.06579
33	2009.12.09 10:00	sell stop	12	0.10	1.05978	1.06028	1.05898
34	2009.12.09 11:50	sell	12	0.10	1.05978	1.06028	1.05898
35	2009.12.09 12:15	s/l	12	0.10	1.06028	1.06028	1.05898	-4.72	9999.06
36	2009.12.09 23:59	delete	11	0.10	1.06499	1.06449	1.06579
37	2009.12.10 10:00	buy stop	13	0.10	1.05845	1.05795	1.05925
38	2009.12.10 10:00	sell stop	14	0.10	1.05323	1.05373	1.05243
39	2009.12.10 11:15	sell	14	0.10	1.05323	1.05373	1.05243
40	2009.12.10 11:20	t/p	14	0.10	1.05243	1.05373	1.05243	7.60	10006.66
41	2009.12.10 23:59	delete	13	0.10	1.05845	1.05795	1.05925
42	2009.12.11 10:00	buy stop	15	0.10	1.05347	1.05297	1.05427
43	2009.12.11 10:00	sell stop	16	0.10	1.04999	1.05049	1.04919
44	2009.12.11 10:20	sell	16	0.10	1.04999	1.05049	1.04919
45	2009.12.11 10:50	s/l	16	0.10	1.05049	1.05049	1.04919	-4.76	10001.90
46	2009.12.11 15:30	buy	15	0.10	1.05347	1.05297	1.05427
47	2009.12.11 15:32	modify	15	0.10	1.05347	1.05347	1.05427
48	2009.12.11 15:40	s/l	15	0.10	1.05347	1.05347	1.05427	0.00	10001.90
49	2009.12.14 10:00	buy stop	17	0.10	1.06368	1.06318	1.06448
50	2009.12.14 10:00	sell stop	18	0.10	1.05648	1.05698	1.05568
51	2009.12.14 11:45	buy	17	0.10	1.06368	1.06318	1.06448
52	2009.12.14 11:50	t/p	17	0.10	1.06448	1.06318	1.06448	7.51	10009.41
53	2009.12.14 23:59	delete	18	0.10	1.05648	1.05698	1.05568
54	2009.12.15 10:00	buy stop	19	0.10	1.06292	1.06242	1.06372
55	2009.12.15 10:00	sell stop	20	0.10	1.05516	1.05566	1.05436
56	2009.12.15 10:20	buy	19	0.10	1.06292	1.06242	1.06372
57	2009.12.15 10:27	s/l	19	0.10	1.06242	1.06242	1.06372	-4.70	10004.71
58	2009.12.15 23:59	delete	20	0.10	1.05516	1.05566	1.05436
59	2009.12.16 10:00	buy stop	21	0.10	1.06301	1.06251	1.06381
60	2009.12.16 10:00	sell stop	22	0.10	1.05926	1.05976	1.05846
61	2009.12.16 10:15	sell	22	0.10	1.05926	1.05976	1.05846
62	2009.12.16 10:20	modify	22	0.10	1.05926	1.05926	1.05846
63	2009.12.16 10:27	s/l	22	0.10	1.05926	1.05926	1.05846	0.00	10004.71
64	2009.12.16 20:45	buy	21	0.10	1.06301	1.06251	1.06381
65	2009.12.16 20:50	t/p	21	0.10	1.06381	1.06251	1.06381	7.51	10012.22
66	2009.12.17 10:00	buy stop	23	0.10	1.07069	1.07019	1.07149
67	2009.12.17 10:00	sell stop	24	0.10	1.06570	1.06620	1.06490
68	2009.12.17 10:50	buy	23	0.10	1.07069	1.07019	1.07149
69	2009.12.17 10:50	modify	23	0.10	1.07069	1.07069	1.07149
70	2009.12.17 10:52	s/l	23	0.10	1.07069	1.07069	1.07149	0.00	10012.22
71	2009.12.17 23:59	delete	24	0.10	1.06570	1.06620	1.06490
72	2009.12.18 10:00	buy stop	25	0.10	1.06949	1.06899	1.07029
73	2009.12.18 10:00	sell stop	26	0.10	1.06567	1.06617	1.06487
74	2009.12.18 10:15	buy	25	0.10	1.06949	1.06899	1.07029
75	2009.12.18 10:20	modify	25	0.10	1.06949	1.06949	1.07029
76	2009.12.18 10:27	s/l	25	0.10	1.06949	1.06949	1.07029	0.00	10012.22
77	2009.12.18 11:50	sell	26	0.10	1.06567	1.06617	1.06487
78	2009.12.18 11:57	s/l	26	0.10	1.06617	1.06617	1.06487	-4.69	10007.53
79	2009.12.21 10:00	sell stop	27	0.10	1.06533	1.06583	1.06453
80	2009.12.21 10:59	sell	27	0.10	1.06533	1.06583	1.06453
81	2009.12.21 11:07	s/l	27	0.10	1.06583	1.06583	1.06453	-4.69	10002.84
82	2009.12.22 10:00	buy stop	28	0.10	1.06223	1.06173	1.06303
83	2009.12.22 10:00	sell stop	29	0.10	1.05746	1.05796	1.05666
84	2009.12.22 10:20	sell	29	0.10	1.05746	1.05796	1.05666
85	2009.12.22 10:27	s/l	29	0.10	1.05796	1.05796	1.05666	-4.73	9998.11
86	2009.12.22 23:59	delete	28	0.10	1.06223	1.06173	1.06303
87	2009.12.23 10:00	buy stop	30	0.10	1.05691	1.05641	1.05771
88	2009.12.23 10:00	sell stop	31	0.10	1.05366	1.05416	1.05286
89	2009.12.23 11:07	buy	30	0.10	1.05691	1.05641	1.05771
90	2009.12.23 11:10	s/l	30	0.10	1.05641	1.05641	1.05771	-4.73	9993.38
91	2009.12.23 12:20	sell	31	0.10	1.05366	1.05416	1.05286
92	2009.12.23 12:27	s/l	31	0.10	1.05416	1.05416	1.05286	-4.75	9988.63
93	2009.12.24 10:00	buy stop	32	0.10	1.04929	1.04879	1.05009
94	2009.12.24 10:00	sell stop	33	0.10	1.04702	1.04752	1.04622
95	2009.12.24 10:20	sell	33	0.10	1.04702	1.04752	1.04622
96	2009.12.24 10:27	s/l	33	0.10	1.04752	1.04752	1.04622	-4.77	9983.86
97	2009.12.24 15:33	buy	32	0.10	1.04929	1.04879	1.05009
98	2009.12.24 15:43	s/l	32	0.10	1.04879	1.04879	1.05009	-4.77	9979.09
99	2009.12.28 10:00	buy stop	34	0.10	1.04972	1.04922	1.05052
100	2009.12.28 10:00	sell stop	35	0.10	1.04595	1.04645	1.04515
101	2009.12.28 10:20	buy	34	0.10	1.04972	1.04922	1.05052
102	2009.12.28 10:27	s/l	34	0.10	1.04922	1.04922	1.05052	-4.76	9974.33
103	2009.12.28 13:50	sell	35	0.10	1.04595	1.04645	1.04515
104	2009.12.28 13:52	s/l	35	0.10	1.04645	1.04645	1.04515	-4.78	9969.55
105	2009.12.29 10:00	buy stop	36	0.10	1.04410	1.04360	1.04490
106	2009.12.29 10:00	sell stop	37	0.10	1.03979	1.04029	1.03899
107	2009.12.29 12:40	sell	37	0.10	1.03979	1.04029	1.03899
108	2009.12.29 12:45	t/p	37	0.10	1.03899	1.04029	1.03899	7.70	9977.25
109	2009.12.29 17:20	buy	36	0.10	1.04410	1.04360	1.04490
110	2009.12.29 17:22	s/l	36	0.10	1.04360	1.04360	1.04490	-4.79	9972.46
111	2009.12.30 10:00	buy stop	38	0.10	1.05121	1.05071	1.05201
112	2009.12.30 10:00	sell stop	39	0.10	1.04624	1.04674	1.04544
113	2009.12.30 15:15	buy	38	0.10	1.05121	1.05071	1.05201
114	2009.12.30 15:15	modify	38	0.10	1.05121	1.05121	1.05201
115	2009.12.30 15:20	t/p	38	0.10	1.05201	1.05121	1.05201	7.59	9980.05
116	2009.12.30 23:59	delete	39	0.10	1.04624	1.04674	1.04544
117	2009.12.31 10:00	buy stop	40	0.10	1.05398	1.05348	1.05478
118	2009.12.31 10:02	sell stop	41	0.10	1.04744	1.04794	1.04664
119	2009.12.31 12:20	sell	41	0.10	1.04744	1.04794	1.04664
120	2009.12.31 12:45	s/l	41	0.10	1.04794	1.04794	1.04664	-4.77	9975.28