Report Result : - Desynced Forex Repository

Strategy Tester Report

Download Locker

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		NeedProfit=0.001; StepLot=0.2; Lot=0.5; Step=50; spasenie=false;

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

Initial deposit	10000.00
Total net profit	-8028.21	Gross profit	3787.57	Gross loss	-11815.77
Profit factor	0.32	Expected payoff	-101.62
Absolute drawdown	9539.63	Maximal drawdown	9805.99 (95.52%)	Relative drawdown	95.52% (9805.99)

Total trades	79	Short positions (won %)	36 (55.56%)	Long positions (won %)	43 (37.21%)
		Profit trades (% of total)	36 (45.57%)	Loss trades (% of total)	43 (54.43%)
Largest		profit trade	431.16	loss trade	-542.05
Average		profit trade	105.21	loss trade	-274.79
Maximum		consecutive wins (profit in money)	8 (528.98)	consecutive losses (loss in money)	27 (-7875.58)
Maximal		consecutive profit (count of wins)	684.48 (4)	consecutive loss (count of losses)	-7875.58 (27)
Average		consecutive wins	4	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.50	1.05622	0.00000	0.00000
2	2009.12.01 00:20	sell	2	0.20	1.05561	0.00000	0.00000
3	2009.12.01 00:33	sell	3	0.20	1.05505	0.00000	0.00000
4	2009.12.01 00:40	sell	4	0.20	1.05447	0.00000	0.00000
5	2009.12.01 00:46	sell	5	0.20	1.05370	0.00000	0.00000
6	2009.12.01 02:20	buy	6	0.20	1.05632	0.00000	0.00000
7	2009.12.01 02:46	buy	7	0.20	1.05683	0.00000	0.00000
8	2009.12.01 06:20	buy	8	0.20	1.05790	0.00000	0.00000
9	2009.12.01 08:10	sell	9	0.20	1.05273	0.00000	0.00000
10	2009.12.01 08:16	sell	10	0.20	1.05143	0.00000	0.00000
11	2009.12.01 09:03	sell	11	0.20	1.05084	0.00000	0.00000
12	2009.12.01 09:10	sell	12	0.20	1.04979	0.00000	0.00000
13	2009.12.01 09:16	sell	13	0.20	1.04839	0.00000	0.00000
14	2009.12.01 09:45	sell	14	0.20	1.04771	0.00000	0.00000
15	2009.12.01 09:50	sell	15	0.20	1.04675	0.00000	0.00000
16	2009.12.01 10:03	sell	16	0.20	1.04610	0.00000	0.00000
17	2009.12.01 10:10	close	16	0.20	1.04576	0.00000	0.00000	6.50	10006.50
18	2009.12.01 10:10	close	15	0.20	1.04576	0.00000	0.00000	18.93	10025.43
19	2009.12.01 10:10	close	14	0.20	1.04576	0.00000	0.00000	37.29	10062.72
20	2009.12.01 10:10	close	13	0.20	1.04576	0.00000	0.00000	50.30	10113.02
21	2009.12.01 10:10	close	12	0.20	1.04576	0.00000	0.00000	77.07	10190.09
22	2009.12.01 10:10	close	11	0.20	1.04576	0.00000	0.00000	97.15	10287.24
23	2009.12.01 10:10	close	10	0.20	1.04576	0.00000	0.00000	108.44	10395.68
24	2009.12.01 10:10	close	9	0.20	1.04576	0.00000	0.00000	133.30	10528.98
25	2009.12.01 10:10	close	8	0.20	1.04551	0.00000	0.00000	-237.01	10291.97
26	2009.12.01 10:10	close	7	0.20	1.04551	0.00000	0.00000	-216.55	10075.42
27	2009.12.01 10:10	close	6	0.20	1.04551	0.00000	0.00000	-206.79	9868.63
28	2009.12.01 10:10	close	5	0.20	1.04576	0.00000	0.00000	151.85	10020.48
29	2009.12.01 10:10	close	4	0.20	1.04576	0.00000	0.00000	166.58	10187.06
30	2009.12.01 10:10	close	3	0.20	1.04576	0.00000	0.00000	177.67	10364.73
31	2009.12.01 10:10	close	2	0.20	1.04576	0.00000	0.00000	188.38	10553.11
32	2009.12.01 10:10	close	1	0.50	1.04551	0.00000	0.00000	-512.19	10040.92
33	2009.12.01 10:13	buy	17	0.50	1.04596	0.00000	0.00000
34	2009.12.01 10:16	sell	18	0.20	1.04472	0.00000	0.00000
35	2009.12.01 10:45	buy	19	0.20	1.04627	0.00000	0.00000
36	2009.12.01 11:20	sell	20	0.20	1.04461	0.00000	0.00000
37	2009.12.01 12:10	buy	21	0.20	1.04634	0.00000	0.00000
38	2009.12.01 12:20	buy	22	0.20	1.04714	0.00000	0.00000
39	2009.12.01 14:15	sell	23	0.20	1.04376	0.00000	0.00000
40	2009.12.01 14:20	sell	24	0.20	1.04231	0.00000	0.00000
41	2009.12.01 17:15	sell	25	0.20	1.04149	0.00000	0.00000
42	2009.12.01 17:20	sell	26	0.20	1.04054	0.00000	0.00000
43	2009.12.01 21:46	buy	27	0.20	1.04731	0.00000	0.00000
44	2009.12.02 14:50	buy	28	0.20	1.04848	0.00000	0.00000
45	2009.12.02 18:20	buy	29	0.20	1.04982	0.00000	0.00000
46	2009.12.02 18:32	buy	30	0.20	1.05079	0.00000	0.00000
47	2009.12.02 20:50	buy	31	0.20	1.05167	0.00000	0.00000
48	2009.12.03 14:40	buy	32	0.20	1.05223	0.00000	0.00000
49	2009.12.03 14:45	buy	33	0.20	1.05378	0.00000	0.00000
50	2009.12.03 14:50	close	33	0.20	1.05507	0.00000	0.00000	24.45	10065.37
51	2009.12.03 14:50	close	32	0.20	1.05507	0.00000	0.00000	53.84	10119.21
52	2009.12.03 14:50	close	31	0.20	1.05507	0.00000	0.00000	64.28	10183.49
53	2009.12.03 14:50	close	30	0.20	1.05507	0.00000	0.00000	80.96	10264.45
54	2009.12.03 14:50	close	29	0.20	1.05507	0.00000	0.00000	99.35	10363.80
55	2009.12.03 14:50	close	28	0.20	1.05507	0.00000	0.00000	124.75	10488.55
56	2009.12.03 14:50	close	27	0.20	1.05507	0.00000	0.00000	146.87	10635.43
57	2009.12.03 14:50	close	26	0.20	1.05532	0.00000	0.00000	-280.10	10355.33
58	2009.12.03 14:50	close	25	0.20	1.05532	0.00000	0.00000	-262.10	10093.23
59	2009.12.03 14:50	close	24	0.20	1.05532	0.00000	0.00000	-246.56	9846.67
60	2009.12.03 14:50	close	23	0.20	1.05532	0.00000	0.00000	-219.08	9627.59
61	2009.12.03 14:50	close	22	0.20	1.05507	0.00000	0.00000	150.09	9777.68
62	2009.12.03 14:50	close	21	0.20	1.05507	0.00000	0.00000	165.26	9942.95
63	2009.12.03 14:50	close	20	0.20	1.05532	0.00000	0.00000	-202.97	9739.98
64	2009.12.03 14:50	close	19	0.20	1.05507	0.00000	0.00000	166.58	9906.56
65	2009.12.03 14:50	close	18	0.20	1.05532	0.00000	0.00000	-200.89	9705.67
66	2009.12.03 14:50	close	17	0.50	1.05507	0.00000	0.00000	431.16	10136.83
67	2009.12.03 14:52	buy	34	0.50	1.05429	0.00000	0.00000
68	2009.12.03 14:55	close	34	0.50	1.05456	0.00000	0.00000	12.80	10149.63
69	2009.12.03 14:57	buy	35	0.50	1.05326	0.00000	0.00000
70	2009.12.03 14:59	close	35	0.50	1.05441	0.00000	0.00000	54.53	10204.16
71	2009.12.03 15:00	buy	36	0.50	1.05465	0.00000	0.00000
72	2009.12.03 15:02	sell	37	0.20	1.05337	0.00000	0.00000
73	2009.12.03 15:10	buy	38	0.20	1.05476	0.00000	0.00000
74	2009.12.03 15:17	buy	39	0.20	1.05533	0.00000	0.00000
75	2009.12.03 15:20	close	39	0.20	1.05623	0.00000	0.00000	17.04	10221.20
76	2009.12.03 15:20	close	38	0.20	1.05623	0.00000	0.00000	27.83	10249.03
77	2009.12.03 15:20	close	37	0.20	1.05648	0.00000	0.00000	-58.87	10190.16
78	2009.12.03 15:20	close	36	0.50	1.05623	0.00000	0.00000	74.79	10264.95
79	2009.12.03 15:22	buy	40	0.50	1.05591	0.00000	0.00000
80	2009.12.03 15:27	sell	41	0.20	1.05508	0.00000	0.00000
81	2009.12.03 15:27	buy	42	0.20	1.05624	0.00000	0.00000
82	2009.12.03 15:40	sell	43	0.20	1.05501	0.00000	0.00000
83	2009.12.03 15:45	sell	44	0.20	1.05417	0.00000	0.00000
84	2009.12.03 15:50	sell	45	0.20	1.05304	0.00000	0.00000
85	2009.12.03 16:10	buy	46	0.20	1.05697	0.00000	0.00000
86	2009.12.03 16:15	buy	47	0.20	1.05775	0.00000	0.00000
87	2009.12.03 16:20	buy	48	0.20	1.05852	0.00000	0.00000
88	2009.12.03 17:15	sell	49	0.20	1.05231	0.00000	0.00000
89	2009.12.03 17:20	sell	50	0.20	1.05113	0.00000	0.00000
90	2009.12.04 13:03	sell	51	0.20	1.05021	0.00000	0.00000
91	2009.12.04 13:10	sell	52	0.20	1.04868	0.00000	0.00000
92	2009.12.04 13:16	sell	53	0.20	1.04664	0.00000	0.00000
93	2009.12.04 13:50	sell	54	0.20	1.04567	0.00000	0.00000
94	2009.12.04 14:32	sell	55	0.20	1.04386	0.00000	0.00000
95	2009.12.04 14:37	sell	56	0.20	1.04327	0.00000	0.00000
96	2009.12.04 20:45	buy	57	0.20	1.05877	0.00000	0.00000
97	2009.12.04 20:50	buy	58	0.20	1.05966	0.00000	0.00000
98	2009.12.07 09:33	buy	59	0.20	1.06142	0.00000	0.00000
99	2009.12.07 09:40	buy	60	0.20	1.06292	0.00000	0.00000
100	2009.12.07 09:46	buy	61	0.20	1.06441	0.00000	0.00000
101	2009.12.07 10:07	buy	62	0.20	1.06511	0.00000	0.00000
102	2009.12.08 20:20	buy	63	0.20	1.06587	0.00000	0.00000
103	2009.12.08 20:50	buy	64	0.20	1.06720	0.00000	0.00000
104	2009.12.17 04:50	buy	65	0.20	1.06780	0.00000	0.00000
105	2009.12.17 05:15	buy	66	0.20	1.06851	0.00000	0.00000
106	2009.12.17 05:45	buy	67	0.20	1.06922	0.00000	0.00000
107	2009.12.17 07:10	buy	68	0.20	1.06982	0.00000	0.00000
108	2009.12.17 07:20	buy	69	0.20	1.07067	0.00000	0.00000
109	2009.12.17 10:50	buy	70	0.20	1.07134	0.00000	0.00000
110	2009.12.17 11:40	buy	71	0.20	1.07222	0.00000	0.00000
111	2009.12.17 11:45	buy	72	0.20	1.07288	0.00000	0.00000
112	2009.12.17 11:50	buy	73	0.20	1.07355	0.00000	0.00000
113	2009.12.17 14:20	buy	74	0.20	1.07477	0.00000	0.00000
114	2009.12.28 16:50	sell	75	0.20	1.04308	0.00000	0.00000
115	2009.12.28 17:20	sell	76	0.20	1.04254	0.00000	0.00000
116	2009.12.28 17:26	sell	77	0.20	1.04203	0.00000	0.00000
117	2009.12.29 09:15	sell	78	0.20	1.04138	0.00000	0.00000
118	2009.12.29 09:40	sell	79	0.20	1.04082	0.00000	0.00000
119	2009.12.31 18:57	close at stop	79	0.20	1.04670	0.00000	0.00000	-112.35	10152.60
120	2009.12.31 18:57	close at stop	78	0.20	1.04670	0.00000	0.00000	-101.65	10050.95
121	2009.12.31 18:57	close at stop	77	0.20	1.04670	0.00000	0.00000	-89.23	9961.72
122	2009.12.31 18:57	close at stop	76	0.20	1.04670	0.00000	0.00000	-79.49	9882.23
123	2009.12.31 18:57	close at stop	75	0.20	1.04670	0.00000	0.00000	-69.17	9813.06
124	2009.12.31 18:57	close at stop	74	0.20	1.04645	0.00000	0.00000	-542.05	9271.01
125	2009.12.31 18:57	close at stop	73	0.20	1.04645	0.00000	0.00000	-518.73	8752.28
126	2009.12.31 18:57	close at stop	72	0.20	1.04645	0.00000	0.00000	-505.93	8246.35
127	2009.12.31 18:57	close at stop	71	0.20	1.04645	0.00000	0.00000	-493.31	7753.04
128	2009.12.31 18:57	close at stop	70	0.20	1.04645	0.00000	0.00000	-476.49	7276.55
129	2009.12.31 18:57	close at stop	69	0.20	1.04645	0.00000	0.00000	-463.69	6812.86
130	2009.12.31 18:57	close at stop	68	0.20	1.04645	0.00000	0.00000	-447.44	6365.42
131	2009.12.31 18:57	close at stop	67	0.20	1.04645	0.00000	0.00000	-435.98	5929.44
132	2009.12.31 18:57	close at stop	66	0.20	1.04645	0.00000	0.00000	-422.41	5507.03
133	2009.12.31 18:57	close at stop	65	0.20	1.04645	0.00000	0.00000	-408.84	5098.19
134	2009.12.31 18:57	close at stop	64	0.20	1.04645	0.00000	0.00000	-397.99	4700.20
135	2009.12.31 18:57	close at stop	63	0.20	1.04645	0.00000	0.00000	-372.57	4327.63
136	2009.12.31 18:57	close at stop	62	0.20	1.04645	0.00000	0.00000	-358.10	3969.53
137	2009.12.31 18:57	close at stop	61	0.20	1.04645	0.00000	0.00000	-344.73	3624.81
138	2009.12.31 18:57	close at stop	60	0.20	1.04645	0.00000	0.00000	-316.25	3308.56
139	2009.12.31 18:57	close at stop	59	0.20	1.04645	0.00000	0.00000	-287.58	3020.99
140	2009.12.31 18:57	close at stop	58	0.20	1.04645	0.00000	0.00000	-253.99	2766.99
141	2009.12.31 18:57	close at stop	57	0.20	1.04645	0.00000	0.00000	-236.98	2530.01
142	2009.12.31 18:57	close at stop	56	0.20	1.04670	0.00000	0.00000	-65.54	2464.47
143	2009.12.31 18:57	close at stop	55	0.20	1.04670	0.00000	0.00000	-54.27	2410.20
144	2009.12.31 18:57	close at stop	54	0.20	1.04670	0.00000	0.00000	-19.68	2390.52
145	2009.12.31 18:57	close at stop	53	0.20	1.04670	0.00000	0.00000	-1.15	2389.37
146	2009.12.31 18:57	close at stop	52	0.20	1.04670	0.00000	0.00000	37.83	2427.20
147	2009.12.31 18:57	close at stop	51	0.20	1.04670	0.00000	0.00000	67.07	2494.27
148	2009.12.31 18:57	close at stop	50	0.20	1.04670	0.00000	0.00000	84.65	2578.92
149	2009.12.31 18:57	close at stop	49	0.20	1.04670	0.00000	0.00000	107.19	2686.11
150	2009.12.31 18:57	close at stop	48	0.20	1.04645	0.00000	0.00000	-232.26	2453.85
151	2009.12.31 18:57	close at stop	47	0.20	1.04645	0.00000	0.00000	-217.55	2236.30
152	2009.12.31 18:57	close at stop	46	0.20	1.04645	0.00000	0.00000	-202.64	2033.66
153	2009.12.31 18:57	close at stop	45	0.20	1.04670	0.00000	0.00000	121.14	2154.80
154	2009.12.31 18:57	close at stop	44	0.20	1.04670	0.00000	0.00000	142.73	2297.53
155	2009.12.31 18:57	close at stop	43	0.20	1.04670	0.00000	0.00000	158.78	2456.31
156	2009.12.31 18:57	close at stop	42	0.20	1.04645	0.00000	0.00000	-188.69	2267.62
157	2009.12.31 18:57	close at stop	41	0.20	1.04670	0.00000	0.00000	160.12	2427.74
158	2009.12.31 18:57	close at stop	40	0.50	1.04645	0.00000	0.00000	-455.95	1971.79