Report Result : Bull Bear - Desynced Forex Repository

Strategy Tester Report

Download Bull Bear

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=1; StopLoss=30; TakeProfit=40; TrailingStop=5;

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

Initial deposit	10000.00
Total net profit	2152.85	Gross profit	2356.40	Gross loss	-203.55
Profit factor	11.58	Expected payoff	34.17
Absolute drawdown	1105.10	Maximal drawdown	2081.22 (17.66%)	Relative drawdown	17.66% (2081.22)

Total trades	63	Short positions (won %)	28 (100.00%)	Long positions (won %)	35 (97.14%)
		Profit trades (% of total)	62 (98.41%)	Loss trades (% of total)	1 (1.59%)
Largest		profit trade	41.95	loss trade	-203.55
Average		profit trade	38.01	loss trade	-203.55
Maximum		consecutive wins (profit in money)	62 (2356.40)	consecutive losses (loss in money)	1 (-203.55)
Maximal		consecutive profit (count of wins)	2356.40 (62)	consecutive loss (count of losses)	-203.55 (1)
Average		consecutive wins	62	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	1.00	1.05630	0.00000	1.05670
2	2009.12.01 06:15	t/p	1	1.00	1.05670	0.00000	1.05670	37.84	10037.84
3	2009.12.01 07:00	buy	2	1.00	1.05581	0.00000	1.05620
4	2009.12.01 07:20	t/p	2	1.00	1.05620	0.00000	1.05620	36.92	10074.76
5	2009.12.01 07:20	sell	3	1.00	1.05632	0.00000	1.05590
6	2009.12.01 07:27	t/p	3	1.00	1.05590	0.00000	1.05590	39.78	10114.54
7	2009.12.01 07:27	sell	4	1.00	1.05554	0.00000	1.05510
8	2009.12.01 07:50	t/p	4	1.00	1.05510	0.00000	1.05510	41.71	10156.25
9	2009.12.01 07:52	sell	5	1.00	1.05488	0.00000	1.05450
10	2009.12.01 08:03	t/p	5	1.00	1.05450	0.00000	1.05450	36.05	10192.30
11	2009.12.01 08:03	buy	6	1.00	1.05404	0.00000	1.05440
12	2009.12.03 14:50	t/p	6	1.00	1.05440	0.00000	1.05440	32.99	10225.29
13	2009.12.03 15:00	sell	7	1.00	1.05440	0.00000	1.05400
14	2009.12.03 15:02	t/p	7	1.00	1.05400	0.00000	1.05400	37.96	10263.25
15	2009.12.03 15:02	sell	8	1.00	1.05337	0.00000	1.05300
16	2009.12.03 17:15	t/p	8	1.00	1.05300	0.00000	1.05300	35.15	10298.40
17	2009.12.03 17:15	sell	9	1.00	1.05231	0.00000	1.05190
18	2009.12.03 17:20	t/p	9	1.00	1.05190	0.00000	1.05190	38.99	10337.39
19	2009.12.03 17:20	sell	10	1.00	1.05113	0.00000	1.05070
20	2009.12.04 13:03	t/p	10	1.00	1.05070	0.00000	1.05070	40.93	10378.32
21	2009.12.04 13:10	buy	11	1.00	1.04901	0.00000	1.04940
22	2009.12.04 14:50	t/p	11	1.00	1.04940	0.00000	1.04940	37.15	10415.47
23	2009.12.04 14:50	buy	12	1.00	1.05007	0.00000	1.05050
24	2009.12.04 15:02	t/p	12	1.00	1.05050	0.00000	1.05050	40.92	10456.39
25	2009.12.04 15:02	buy	13	1.00	1.05132	0.00000	1.05170
26	2009.12.04 16:40	t/p	13	1.00	1.05170	0.00000	1.05170	36.13	10492.52
27	2009.12.04 16:40	buy	14	1.00	1.05211	0.00000	1.05250
28	2009.12.04 17:32	t/p	14	1.00	1.05250	0.00000	1.05250	37.01	10529.53
29	2009.12.04 18:00	buy	15	1.00	1.05178	0.00000	1.05220
30	2009.12.04 18:15	t/p	15	1.00	1.05220	0.00000	1.05220	39.90	10569.43
31	2009.12.04 18:15	sell	16	1.00	1.05261	0.00000	1.05220
32	2009.12.04 18:50	t/p	16	1.00	1.05220	0.00000	1.05220	38.97	10608.40
33	2009.12.04 18:50	sell	17	1.00	1.05173	0.00000	1.05130
34	2009.12.07 16:50	t/p	17	1.00	1.05130	0.00000	1.05130	40.92	10649.32
35	2009.12.07 16:50	buy	18	1.00	1.05101	0.00000	1.05140
36	2009.12.07 16:57	t/p	18	1.00	1.05140	0.00000	1.05140	37.09	10686.41
37	2009.12.07 16:59	buy	19	1.00	1.05111	0.00000	1.05150
38	2009.12.07 17:15	t/p	19	1.00	1.05150	0.00000	1.05150	37.07	10723.48
39	2009.12.07 17:15	buy	20	1.00	1.05222	0.00000	1.05260
40	2009.12.07 18:16	t/p	20	1.00	1.05260	0.00000	1.05260	36.09	10759.57
41	2009.12.07 18:16	buy	21	1.00	1.05339	0.00000	1.05380
42	2009.12.08 08:45	t/p	21	1.00	1.05380	0.00000	1.05380	38.60	10798.17
43	2009.12.08 09:00	sell	22	1.00	1.05512	0.00000	1.05470
44	2009.12.08 09:20	t/p	22	1.00	1.05470	0.00000	1.05470	39.83	10838.00
45	2009.12.08 10:00	sell	23	1.00	1.05231	0.00000	1.05190
46	2009.12.08 10:15	t/p	23	1.00	1.05190	0.00000	1.05190	38.99	10876.99
47	2009.12.08 10:15	sell	24	1.00	1.05131	0.00000	1.05090
48	2009.12.08 10:20	t/p	24	1.00	1.05090	0.00000	1.05090	39.02	10916.01
49	2009.12.08 10:20	sell	25	1.00	1.05043	0.00000	1.05000
50	2009.12.08 10:50	t/p	25	1.00	1.05000	0.00000	1.05000	40.98	10956.99
51	2009.12.08 10:50	sell	26	1.00	1.04897	0.00000	1.04860
52	2009.12.10 14:50	t/p	26	1.00	1.04860	0.00000	1.04860	35.30	10992.29
53	2009.12.10 14:50	buy	27	1.00	1.04810	0.00000	1.04850
54	2009.12.10 14:57	t/p	27	1.00	1.04850	0.00000	1.04850	38.15	11030.44
55	2009.12.10 14:57	buy	28	1.00	1.04901	0.00000	1.04940
56	2009.12.10 15:20	t/p	28	1.00	1.04940	0.00000	1.04940	37.16	11067.60
57	2009.12.10 15:22	buy	29	1.00	1.04952	0.00000	1.04990
58	2009.12.10 15:45	t/p	29	1.00	1.04990	0.00000	1.04990	36.19	11103.79
59	2009.12.10 15:45	buy	30	1.00	1.05030	0.00000	1.05070
60	2009.12.10 16:05	t/p	30	1.00	1.05070	0.00000	1.05070	38.06	11141.85
61	2009.12.10 16:05	buy	31	1.00	1.05123	0.00000	1.05160
62	2009.12.10 16:10	t/p	31	1.00	1.05160	0.00000	1.05160	35.17	11177.02
63	2009.12.10 16:10	buy	32	1.00	1.05227	0.00000	1.05270
64	2009.12.10 16:15	t/p	32	1.00	1.05270	0.00000	1.05270	40.84	11217.86
65	2009.12.10 17:00	buy	33	1.00	1.05201	0.00000	1.05240
66	2009.12.10 17:20	t/p	33	1.00	1.05240	0.00000	1.05240	37.05	11254.91
67	2009.12.10 17:20	sell	34	1.00	1.05259	0.00000	1.05220
68	2009.12.10 17:45	t/p	34	1.00	1.05220	0.00000	1.05220	37.07	11291.98
69	2009.12.10 17:45	sell	35	1.00	1.05169	0.00000	1.05130
70	2009.12.10 20:15	t/p	35	1.00	1.05130	0.00000	1.05130	37.11	11329.09
71	2009.12.10 20:15	buy	36	1.00	1.05112	0.00000	1.05150
72	2009.12.10 22:45	t/p	36	1.00	1.05150	0.00000	1.05150	36.14	11365.23
73	2009.12.10 22:45	buy	37	1.00	1.05184	0.00000	1.05220
74	2009.12.11 03:15	t/p	37	1.00	1.05220	0.00000	1.05220	33.93	11399.16
75	2009.12.11 04:00	buy	38	1.00	1.05129	0.00000	1.05170
76	2009.12.11 05:03	t/p	38	1.00	1.05170	0.00000	1.05170	38.99	11438.15
77	2009.12.11 06:05	sell	39	1.00	1.05181	0.00000	1.05140
78	2009.12.11 07:15	t/p	39	1.00	1.05140	0.00000	1.05140	39.00	11477.15
79	2009.12.11 07:15	buy	40	1.00	1.05132	0.00000	1.05170
80	2009.12.11 07:50	t/p	40	1.00	1.05170	0.00000	1.05170	36.13	11513.28
81	2009.12.11 07:50	sell	41	1.00	1.05193	0.00000	1.05150
82	2009.12.11 08:37	t/p	41	1.00	1.05150	0.00000	1.05150	40.89	11554.17
83	2009.12.11 09:00	sell	42	1.00	1.05172	0.00000	1.05130
84	2009.12.11 09:15	t/p	42	1.00	1.05130	0.00000	1.05130	39.96	11594.13
85	2009.12.11 09:15	sell	43	1.00	1.05069	0.00000	1.05030
86	2009.12.11 10:20	t/p	43	1.00	1.05030	0.00000	1.05030	37.16	11631.29
87	2009.12.11 10:20	sell	44	1.00	1.04942	0.00000	1.04900
88	2009.12.11 13:16	t/p	44	1.00	1.04900	0.00000	1.04900	40.05	11671.34
89	2009.12.11 13:16	buy	45	1.00	1.04880	0.00000	1.04920
90	2009.12.11 13:45	t/p	45	1.00	1.04920	0.00000	1.04920	38.12	11709.46
91	2009.12.11 13:45	buy	46	1.00	1.04953	0.00000	1.04990
92	2009.12.11 14:45	t/p	46	1.00	1.04990	0.00000	1.04990	35.24	11744.70
93	2009.12.11 14:45	buy	47	1.00	1.05037	0.00000	1.05080
94	2009.12.11 15:10	t/p	47	1.00	1.05080	0.00000	1.05080	40.89	11785.59
95	2009.12.11 16:00	sell	48	1.00	1.05248	0.00000	1.05210
96	2009.12.23 13:20	t/p	48	1.00	1.05210	0.00000	1.05210	36.13	11821.72
97	2009.12.23 13:20	buy	49	1.00	1.05184	0.00000	1.05220
98	2009.12.23 15:45	t/p	49	1.00	1.05220	0.00000	1.05220	34.21	11855.93
99	2009.12.23 15:45	buy	50	1.00	1.05253	0.00000	1.05290
100	2009.12.23 15:50	t/p	50	1.00	1.05290	0.00000	1.05290	35.13	11891.06
101	2009.12.23 15:50	buy	51	1.00	1.05347	0.00000	1.05390
102	2009.12.30 15:40	t/p	51	1.00	1.05390	0.00000	1.05390	38.79	11929.84
103	2009.12.30 16:00	sell	52	1.00	1.05327	0.00000	1.05290
104	2009.12.30 16:20	t/p	52	1.00	1.05290	0.00000	1.05290	35.15	11964.99
105	2009.12.30 16:20	sell	53	1.00	1.05230	0.00000	1.05190
106	2009.12.30 16:50	t/p	53	1.00	1.05190	0.00000	1.05190	38.06	12003.05
107	2009.12.30 16:50	sell	54	1.00	1.05073	0.00000	1.05030
108	2009.12.30 17:07	t/p	54	1.00	1.05030	0.00000	1.05030	40.95	12044.00
109	2009.12.30 17:07	sell	55	1.00	1.04964	0.00000	1.04920
110	2009.12.31 09:20	t/p	55	1.00	1.04920	0.00000	1.04920	41.95	12085.95
111	2009.12.31 09:20	buy	56	1.00	1.04901	0.00000	1.04940
112	2009.12.31 09:30	t/p	56	1.00	1.04940	0.00000	1.04940	37.16	12123.11
113	2009.12.31 09:32	buy	57	1.00	1.04977	0.00000	1.05020
114	2009.12.31 10:15	t/p	57	1.00	1.05020	0.00000	1.05020	40.94	12164.05
115	2009.12.31 11:00	buy	58	1.00	1.05037	0.00000	1.05080
116	2009.12.31 13:20	t/p	58	1.00	1.05080	0.00000	1.05080	40.92	12204.97
117	2009.12.31 14:00	sell	59	1.00	1.05063	0.00000	1.05020
118	2009.12.31 14:15	t/p	59	1.00	1.05020	0.00000	1.05020	40.95	12245.92
119	2009.12.31 14:15	sell	60	1.00	1.04978	0.00000	1.04940
120	2009.12.31 14:50	t/p	60	1.00	1.04940	0.00000	1.04940	36.22	12282.14
121	2009.12.31 15:00	buy	61	1.00	1.04929	0.00000	1.04970
122	2009.12.31 15:02	t/p	61	1.00	1.04970	0.00000	1.04970	39.06	12321.20
123	2009.12.31 15:05	buy	62	1.00	1.05003	0.00000	1.05040
124	2009.12.31 16:10	t/p	62	1.00	1.05040	0.00000	1.05040	35.20	12356.40
125	2009.12.31 17:00	buy	63	1.00	1.04858	0.00000	1.04900
126	2009.12.31 18:57	close at stop	63	1.00	1.04645	0.00000	1.04900	-203.55	12152.85