Report Result : Gandalf - Desynced Forex Repository

Strategy Tester Report

Download Gandalf

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		In_BUY=true; Count_buy=24; w=0.18; SL_buy=62; In_SELL=true; Count_sell=24; m=0.18; SL_sell=62; Risk=0;

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

Initial deposit	10000.00
Total net profit	-7.46	Gross profit	112.61	Gross loss	-120.07
Profit factor	0.94	Expected payoff	-0.11
Absolute drawdown	24.98	Maximal drawdown	27.68 (0.28%)	Relative drawdown	0.28% (27.68)

Total trades	67	Short positions (won %)	35 (74.29%)	Long positions (won %)	32 (65.63%)
		Profit trades (% of total)	47 (70.15%)	Loss trades (% of total)	20 (29.85%)
Largest		profit trade	7.37	loss trade	-6.10
Average		profit trade	2.40	loss trade	-6.00
Maximum		consecutive wins (profit in money)	7 (17.43)	consecutive losses (loss in money)	2 (-12.08)
Maximal		consecutive profit (count of wins)	17.43 (7)	consecutive loss (count of losses)	-12.08 (2)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.01	1.05404	1.04771	1.05597
2	2009.12.01 02:20	t/p	1	0.01	1.05597	1.04771	1.05597	1.83	10001.83
3	2009.12.01 09:00	buy	2	0.01	1.05237	1.04604	1.05475
4	2009.12.01 10:10	s/l	2	0.01	1.04604	1.04604	1.05475	-6.05	9995.78
5	2009.12.01 11:00	buy	3	0.01	1.04600	1.03967	1.05104
6	2009.12.01 18:00	sell	4	0.01	1.04298	1.04931	1.04123
7	2009.12.02 18:20	s/l	4	0.01	1.04931	1.04931	1.04123	-6.03	9989.75
8	2009.12.02 19:00	sell	5	0.01	1.04932	1.05565	1.04721
9	2009.12.02 20:50	t/p	3	0.01	1.05104	1.03967	1.05104	4.78	9994.53
10	2009.12.03 01:00	buy	6	0.01	1.04931	1.04298	1.05109
11	2009.12.03 08:26	t/p	5	0.01	1.04721	1.05565	1.04721	2.00	9996.52
12	2009.12.03 14:40	t/p	6	0.01	1.05109	1.04298	1.05109	1.69	9998.21
13	2009.12.03 15:00	sell	7	0.01	1.05440	1.06073	1.05021
14	2009.12.04 05:00	buy	8	0.01	1.05599	1.04966	1.05782
15	2009.12.04 13:10	t/p	7	0.01	1.05021	1.06073	1.05021	4.00	10002.21
16	2009.12.04 13:10	s/l	8	0.01	1.04966	1.04966	1.05782	-6.04	9996.17
17	2009.12.04 14:00	buy	9	0.01	1.04671	1.04038	1.05321
18	2009.12.04 17:32	t/p	9	0.01	1.05321	1.04038	1.05321	6.17	10002.34
19	2009.12.04 18:00	sell	10	0.01	1.05145	1.05778	1.04894
20	2009.12.04 20:20	s/l	10	0.01	1.05778	1.05778	1.04894	-5.98	9996.36
21	2009.12.04 21:00	sell	11	0.01	1.05928	1.06561	1.05153
22	2009.12.07 08:00	buy	12	0.01	1.05417	1.04784	1.05617
23	2009.12.07 08:20	t/p	12	0.01	1.05617	1.04784	1.05617	1.89	9998.25
24	2009.12.07 14:00	buy	13	0.01	1.05922	1.05289	1.06105
25	2009.12.07 16:35	s/l	13	0.01	1.05289	1.05289	1.06105	-6.01	9992.24
26	2009.12.07 16:50	t/p	11	0.01	1.05153	1.06561	1.05153	7.37	9999.61
27	2009.12.07 17:00	buy	14	0.01	1.05096	1.04463	1.05799
28	2009.12.08 04:00	sell	15	0.01	1.05070	1.05703	1.04805
29	2009.12.08 14:20	s/l	15	0.01	1.05703	1.05703	1.04805	-5.98	9993.63
30	2009.12.08 14:32	t/p	14	0.01	1.05799	1.04463	1.05799	6.63	10000.26
31	2009.12.08 15:00	sell	16	0.01	1.05709	1.06342	1.05346
32	2009.12.08 19:15	s/l	16	0.01	1.06342	1.06342	1.05346	-5.95	9994.31
33	2009.12.08 20:00	sell	17	0.01	1.06415	1.07048	1.06188
34	2009.12.08 22:00	buy	18	0.01	1.06381	1.05748	1.06532
35	2009.12.08 23:16	t/p	17	0.01	1.06188	1.07048	1.06188	2.14	9996.45
36	2009.12.09 00:20	t/p	18	0.01	1.06532	1.05748	1.06532	1.40	9997.85
37	2009.12.09 01:00	buy	19	0.01	1.06478	1.05845	1.06753
38	2009.12.09 14:20	s/l	19	0.01	1.05845	1.05845	1.06753	-5.98	9991.87
39	2009.12.09 17:00	buy	20	0.01	1.05491	1.04858	1.05905
40	2009.12.09 20:00	sell	21	0.01	1.05807	1.06440	1.05613
41	2009.12.09 20:20	t/p	21	0.01	1.05613	1.06440	1.05613	1.84	9993.71
42	2009.12.10 00:00	sell	22	0.01	1.05481	1.06114	1.05278
43	2009.12.10 01:50	t/p	22	0.01	1.05278	1.06114	1.05278	1.93	9995.64
44	2009.12.10 02:00	sell	23	0.01	1.05357	1.05990	1.05187
45	2009.12.10 11:50	t/p	23	0.01	1.05187	1.05990	1.05187	1.62	9997.26
46	2009.12.10 14:50	s/l	20	0.01	1.04858	1.04858	1.05905	-6.06	9991.20
47	2009.12.10 15:00	buy	24	0.01	1.04867	1.04234	1.05140
48	2009.12.10 16:10	t/p	24	0.01	1.05140	1.04234	1.05140	2.60	9993.80
49	2009.12.10 19:00	sell	25	0.01	1.05343	1.05976	1.05083
50	2009.12.10 20:20	t/p	25	0.01	1.05083	1.05976	1.05083	2.48	9996.28
51	2009.12.11 16:00	sell	26	0.01	1.05248	1.05881	1.05073
52	2009.12.11 17:15	s/l	26	0.01	1.05881	1.05881	1.05073	-5.98	9990.30
53	2009.12.11 18:00	sell	27	0.01	1.05832	1.06465	1.05317
54	2009.12.14 01:00	buy	28	0.01	1.05879	1.05246	1.06081
55	2009.12.14 04:15	t/p	28	0.01	1.06081	1.05246	1.06081	1.90	9992.20
56	2009.12.14 05:00	buy	29	0.01	1.06010	1.05377	1.06237
57	2009.12.14 09:32	t/p	29	0.01	1.06237	1.05377	1.06237	2.14	9994.34
58	2009.12.14 11:50	s/l	27	0.01	1.06465	1.06465	1.05317	-5.95	9988.39
59	2009.12.14 12:00	sell	30	0.01	1.06449	1.07082	1.06267
60	2009.12.14 15:50	t/p	30	0.01	1.06267	1.07082	1.06267	1.72	9990.11
61	2009.12.14 16:00	buy	31	0.01	1.06254	1.05621	1.06457
62	2009.12.15 05:16	s/l	31	0.01	1.05621	1.05621	1.06457	-6.01	9984.10
63	2009.12.15 09:00	sell	32	0.01	1.05915	1.06548	1.05610
64	2009.12.15 17:00	buy	33	0.01	1.05990	1.05357	1.06185
65	2009.12.15 17:45	t/p	33	0.01	1.06185	1.05357	1.06185	1.84	9985.94
66	2009.12.15 23:00	buy	34	0.01	1.06103	1.05470	1.06259
67	2009.12.16 08:50	t/p	34	0.01	1.06259	1.05470	1.06259	1.46	9987.40
68	2009.12.17 03:45	s/l	32	0.01	1.06548	1.06548	1.05610	-5.96	9981.45
69	2009.12.17 04:00	sell	35	0.01	1.06639	1.07272	1.06324
70	2009.12.17 09:00	buy	36	0.01	1.06652	1.06019	1.06886
71	2009.12.17 10:40	t/p	36	0.01	1.06886	1.06019	1.06886	2.18	9983.63
72	2009.12.17 11:45	s/l	35	0.01	1.07272	1.07272	1.06324	-5.90	9977.73
73	2009.12.17 12:00	sell	37	0.01	1.07314	1.07947	1.07166
74	2009.12.17 12:40	t/p	37	0.01	1.07166	1.07947	1.07166	1.38	9979.11
75	2009.12.17 13:00	buy	38	0.01	1.07087	1.06454	1.07238
76	2009.12.17 13:20	t/p	38	0.01	1.07238	1.06454	1.07238	1.41	9980.52
77	2009.12.17 16:00	buy	39	0.01	1.07015	1.06382	1.07388
78	2009.12.18 08:00	sell	40	0.01	1.06808	1.07441	1.06663
79	2009.12.18 09:20	t/p	40	0.01	1.06663	1.07441	1.06663	1.36	9981.88
80	2009.12.18 10:00	sell	41	0.01	1.06792	1.07425	1.06635
81	2009.12.18 10:50	t/p	41	0.01	1.06635	1.07425	1.06635	1.47	9983.35
82	2009.12.18 12:32	s/l	39	0.01	1.06382	1.06382	1.07388	-5.96	9977.39
83	2009.12.18 15:00	sell	42	0.01	1.06673	1.07306	1.06469
84	2009.12.18 15:20	t/p	42	0.01	1.06469	1.07306	1.06469	1.92	9979.31
85	2009.12.18 17:00	sell	43	0.01	1.06732	1.07365	1.06448
86	2009.12.18 20:50	t/p	43	0.01	1.06448	1.07365	1.06448	2.67	9981.98
87	2009.12.21 00:00	sell	44	0.01	1.06759	1.07392	1.06537
88	2009.12.21 10:59	t/p	44	0.01	1.06537	1.07392	1.06537	2.08	9984.06
89	2009.12.21 11:00	buy	45	0.01	1.06537	1.05904	1.06745
90	2009.12.21 13:15	s/l	45	0.01	1.05904	1.05904	1.06745	-5.98	9978.08
91	2009.12.21 14:00	buy	46	0.01	1.05607	1.04974	1.06311
92	2009.12.21 18:00	sell	47	0.01	1.05899	1.06532	1.05707
93	2009.12.21 19:20	t/p	46	0.01	1.06311	1.04974	1.06311	6.62	9984.70
94	2009.12.22 09:00	buy	48	0.01	1.06020	1.05387	1.06162
95	2009.12.22 11:15	t/p	47	0.01	1.05707	1.06532	1.05707	1.82	9986.51
96	2009.12.22 16:50	t/p	48	0.01	1.06162	1.05387	1.06162	1.34	9987.85
97	2009.12.22 17:00	sell	49	0.01	1.06008	1.06641	1.05773
98	2009.12.22 17:20	t/p	49	0.01	1.05773	1.06641	1.05773	2.22	9990.07
99	2009.12.22 18:00	buy	50	0.01	1.05537	1.04904	1.05696
100	2009.12.22 19:20	t/p	50	0.01	1.05696	1.04904	1.05696	1.50	9991.57
101	2009.12.22 22:00	sell	51	0.01	1.05792	1.06425	1.05528
102	2009.12.23 09:15	t/p	51	0.01	1.05528	1.06425	1.05528	2.51	9994.08
103	2009.12.23 13:00	buy	52	0.01	1.05268	1.04635	1.05503
104	2009.12.23 22:00	sell	53	0.01	1.04807	1.05440	1.04656
105	2009.12.24 11:03	t/p	53	0.01	1.04656	1.05440	1.04656	1.43	9995.51
106	2009.12.24 11:10	s/l	52	0.01	1.04635	1.04635	1.05503	-6.07	9989.44
107	2009.12.24 15:00	sell	54	0.01	1.04838	1.05471	1.04677
108	2009.12.28 03:45	t/p	54	0.01	1.04677	1.05471	1.04677	1.53	9990.97
109	2009.12.28 04:00	buy	55	0.01	1.04643	1.04010	1.04826
110	2009.12.28 08:35	t/p	55	0.01	1.04826	1.04010	1.04826	1.75	9992.72
111	2009.12.28 09:00	sell	56	0.01	1.04918	1.05551	1.04752
112	2009.12.28 12:20	t/p	56	0.01	1.04752	1.05551	1.04752	1.59	9994.31
113	2009.12.28 15:00	buy	57	0.01	1.04536	1.03903	1.04709
114	2009.12.29 03:00	sell	58	0.01	1.04370	1.05003	1.04145
115	2009.12.29 09:20	t/p	58	0.01	1.04145	1.05003	1.04145	2.16	9996.47
116	2009.12.29 12:45	s/l	57	0.01	1.03903	1.03903	1.04709	-6.10	9990.37
117	2009.12.29 13:00	buy	59	0.01	1.03862	1.03229	1.04031
118	2009.12.29 16:33	t/p	59	0.01	1.04031	1.03229	1.04031	1.63	9992.00
119	2009.12.29 17:00	sell	60	0.01	1.04153	1.04786	1.03854
120	2009.12.30 04:40	s/l	60	0.01	1.04786	1.04786	1.03854	-6.04	9985.96
121	2009.12.30 05:00	sell	61	0.01	1.04862	1.05495	1.04684
122	2009.12.30 09:00	buy	62	0.01	1.04779	1.04146	1.05063
123	2009.12.30 09:20	t/p	61	0.01	1.04684	1.05495	1.04684	1.70	9987.66
124	2009.12.30 15:10	t/p	62	0.01	1.05063	1.04146	1.05063	2.71	9990.37
125	2009.12.30 16:00	sell	63	0.01	1.05327	1.05960	1.05140
126	2009.12.30 16:50	t/p	63	0.01	1.05140	1.05960	1.05140	1.78	9992.15
127	2009.12.30 19:00	sell	64	0.01	1.05485	1.06118	1.05302
128	2009.12.31 01:00	buy	65	0.01	1.05489	1.04856	1.05639
129	2009.12.31 02:35	t/p	64	0.01	1.05302	1.06118	1.05302	1.73	9993.87
130	2009.12.31 09:45	s/l	65	0.01	1.04856	1.04856	1.05639	-6.04	9987.83
131	2009.12.31 10:00	buy	66	0.01	1.04796	1.04163	1.05067
132	2009.12.31 10:20	t/p	66	0.01	1.05067	1.04163	1.05067	2.58	9990.41
133	2009.12.31 14:00	sell	67	0.01	1.05063	1.05696	1.04840
134	2009.12.31 15:45	t/p	67	0.01	1.04840	1.05696	1.04840	2.13	9992.54