Report Result : GO_v1 - Desynced Forex Repository

Strategy Tester Report

Download GO_v1

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		RISK=30; MAXORDERS=5;

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

Initial deposit	10000.00
Total net profit	-10327.20	Gross profit	0.00	Gross loss	-10327.20
Profit factor	0.00	Expected payoff	-356.11
Absolute drawdown	10327.20	Maximal drawdown	31245.37 (101.06%)	Relative drawdown	101.06% (31245.37)

Total trades	29	Short positions (won %)	14 (0.00%)	Long positions (won %)	15 (0.00%)
		Profit trades (% of total)	0 (0.00%)	Loss trades (% of total)	29 (100.00%)
Largest		profit trade	0.00	loss trade	-1066.48
Average		profit trade	0.00	loss trade	-356.11
Maximum		consecutive wins (profit in money)	0 (0.00)	consecutive losses (loss in money)	29 (-10327.20)
Maximal		consecutive profit (count of wins)	0.00 (0)	consecutive loss (count of losses)	-10327.20 (29)
Average		consecutive wins	0	consecutive losses	29

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	3.00	1.05597	0.00000	0.00000
2	2009.12.01 01:00	sell	2	3.00	1.05391	0.00000	0.00000
3	2009.12.01 02:00	sell	3	3.00	1.05580	0.00000	0.00000
4	2009.12.01 03:00	sell	4	3.00	1.05607	0.00000	0.00000
5	2009.12.01 04:00	sell	5	3.00	1.05467	0.00000	0.00000
6	2009.12.03 23:02	close	5	3.00	1.05789	0.00000	0.00000	-918.78	9081.22
7	2009.12.03 23:05	close	4	3.00	1.05781	0.00000	0.00000	-499.11	8582.11
8	2009.12.03 23:07	close	3	3.00	1.05797	0.00000	0.00000	-620.97	7961.14
9	2009.12.03 23:10	close	2	3.00	1.05765	0.00000	0.00000	-1066.48	6894.66
10	2009.12.03 23:12	close	1	3.00	1.05773	0.00000	0.00000	-504.82	6389.84
11	2009.12.03 23:15	sell	6	1.90	1.05717	0.00000	0.00000
12	2009.12.03 23:17	close	6	1.90	1.05748	0.00000	0.00000	-55.70	6334.14
13	2009.12.04 00:00	sell	7	1.90	1.05690	0.00000	0.00000
14	2009.12.04 01:00	sell	8	1.90	1.05586	0.00000	0.00000
15	2009.12.04 01:46	close	8	1.90	1.05781	0.00000	0.00000	-350.25	5983.89
16	2009.12.04 01:53	close	7	1.90	1.05771	0.00000	0.00000	-145.50	5838.39
17	2009.12.04 02:00	buy	9	1.80	1.05720	0.00000	0.00000
18	2009.12.04 03:00	buy	10	1.80	1.05644	0.00000	0.00000
19	2009.12.04 04:00	buy	11	1.80	1.05654	0.00000	0.00000
20	2009.12.04 05:00	buy	12	1.80	1.05609	0.00000	0.00000
21	2009.12.04 06:00	buy	13	1.80	1.05651	0.00000	0.00000
22	2009.12.04 07:40	close	13	1.80	1.05576	0.00000	0.00000	-127.87	5710.52
23	2009.12.04 07:43	buy	14	1.70	1.05617	0.00000	0.00000
24	2009.12.04 07:46	close	14	1.70	1.05501	0.00000	0.00000	-186.92	5523.60
25	2009.12.04 07:50	close	12	1.80	1.05538	0.00000	0.00000	-121.09	5402.51
26	2009.12.04 07:53	close	11	1.80	1.05520	0.00000	0.00000	-228.58	5173.93
27	2009.12.04 07:56	close	10	1.80	1.05576	0.00000	0.00000	-115.94	5057.99
28	2009.12.04 07:59	close	9	1.80	1.05530	0.00000	0.00000	-324.08	4733.91
29	2009.12.04 08:00	sell	15	1.40	1.05529	0.00000	0.00000
30	2009.12.04 09:00	sell	16	1.40	1.05421	0.00000	0.00000
31	2009.12.04 09:05	close	16	1.40	1.05487	0.00000	0.00000	-87.59	4646.32
32	2009.12.04 09:10	close	15	1.40	1.05563	0.00000	0.00000	-45.09	4601.23
33	2009.12.04 10:00	buy	17	1.40	1.05496	0.00000	0.00000
34	2009.12.04 11:00	buy	18	1.40	1.05491	0.00000	0.00000
35	2009.12.04 12:00	buy	19	1.40	1.05506	0.00000	0.00000
36	2009.12.04 12:59	close	19	1.40	1.05255	0.00000	0.00000	-333.86	4267.37
37	2009.12.04 13:00	close	18	1.40	1.05225	0.00000	0.00000	-353.91	3913.46
38	2009.12.04 13:03	close	17	1.40	1.05021	0.00000	0.00000	-633.21	3280.25
39	2009.12.04 13:06	sell	20	1.00	1.05072	0.00000	0.00000
40	2009.12.04 14:00	sell	21	1.00	1.04658	0.00000	0.00000
41	2009.12.04 15:00	sell	22	1.00	1.04867	0.00000	0.00000
42	2009.12.04 16:00	sell	23	1.00	1.04673	0.00000	0.00000
43	2009.12.04 16:20	close	23	1.00	1.05110	0.00000	0.00000	-415.75	2864.50
44	2009.12.04 16:33	close	22	1.00	1.05185	0.00000	0.00000	-302.32	2562.18
45	2009.12.04 16:36	close	21	1.00	1.05169	0.00000	0.00000	-485.88	2076.30
46	2009.12.04 16:40	close	20	1.00	1.05201	0.00000	0.00000	-122.62	1953.68
47	2009.12.04 17:00	buy	24	0.60	1.05022	0.00000	0.00000
48	2009.12.04 17:02	close	24	0.60	1.04823	0.00000	0.00000	-113.91	1839.77
49	2009.12.04 18:00	buy	25	0.60	1.05168	0.00000	0.00000
50	2009.12.04 19:00	buy	26	0.60	1.05202	0.00000	0.00000
51	2009.12.04 20:00	buy	27	0.60	1.05717	0.00000	0.00000
52	2009.12.04 21:00	buy	28	0.60	1.05951	0.00000	0.00000
53	2009.12.04 22:00	buy	29	0.60	1.05809	0.00000	0.00000
54	2009.12.07 18:50	close at stop	29	0.60	1.04813	0.00000	0.00000	-570.55	1269.22
55	2009.12.07 18:50	close at stop	28	0.60	1.04813	0.00000	0.00000	-651.84	617.37
56	2009.12.07 18:50	close at stop	27	0.60	1.04813	0.00000	0.00000	-517.88	99.49
57	2009.12.07 18:50	close at stop	26	0.60	1.04813	0.00000	0.00000	-223.07	-123.59
58	2009.12.07 18:50	close at stop	25	0.60	1.04813	0.00000	0.00000	-203.61	-327.20