Report Result : open_close - Desynced Forex Repository

Strategy Tester Report

open_close

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; MaximumRisk=0.3; DecreaseFactor=100;

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

Initial deposit	10000.00
Total net profit	-9416.02	Gross profit	3000.02	Gross loss	-12416.05
Profit factor	0.24	Expected payoff	-89.68
Absolute drawdown	9519.54	Maximal drawdown	9519.54 (95.20%)	Relative drawdown	95.20% (9519.54)

Total trades	105	Short positions (won %)	48 (25.00%)	Long positions (won %)	57 (10.53%)
		Profit trades (% of total)	18 (17.14%)	Loss trades (% of total)	87 (82.86%)
Largest		profit trade	817.88	loss trade	-724.12
Average		profit trade	166.67	loss trade	-142.71
Maximum		consecutive wins (profit in money)	3 (97.83)	consecutive losses (loss in money)	22 (-2369.31)
Maximal		consecutive profit (count of wins)	817.88 (1)	consecutive loss (count of losses)	-3517.21 (11)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	3.00	1.05391	0.00000	0.00000
2	2009.12.01 02:00	close	1	3.00	1.05646	0.00000	0.00000	-724.12	9275.88
3	2009.12.01 03:00	buy	2	2.78	1.05673	0.00000	0.00000
4	2009.12.01 04:00	close	2	2.78	1.05467	0.00000	0.00000	-542.99	8732.89
5	2009.12.01 05:00	buy	3	2.60	1.05601	0.00000	0.00000
6	2009.12.01 08:00	close	3	2.60	1.05501	0.00000	0.00000	-246.44	8486.45
7	2009.12.01 10:00	sell	4	2.50	1.04689	0.00000	0.00000
8	2009.12.01 13:00	close	4	2.50	1.04627	0.00000	0.00000	148.15	8634.60
9	2009.12.01 19:00	buy	5	2.59	1.04469	0.00000	0.00000
10	2009.12.01 20:00	close	5	2.59	1.04243	0.00000	0.00000	-561.51	8073.09
11	2009.12.02 00:00	buy	6	2.42	1.04765	0.00000	0.00000
12	2009.12.02 01:00	close	6	2.42	1.04625	0.00000	0.00000	-323.82	7749.27
13	2009.12.02 05:00	sell	7	2.30	1.04454	0.00000	0.00000
14	2009.12.02 06:00	close	7	2.30	1.04568	0.00000	0.00000	-250.75	7498.52
15	2009.12.02 07:00	sell	8	2.20	1.04447	0.00000	0.00000
16	2009.12.02 09:00	close	8	2.20	1.04653	0.00000	0.00000	-433.05	7065.47
17	2009.12.02 14:00	sell	9	2.00	1.04487	0.00000	0.00000
18	2009.12.02 15:00	close	9	2.00	1.04840	0.00000	0.00000	-673.41	6392.06
19	2009.12.02 17:00	sell	10	1.80	1.04518	0.00000	0.00000
20	2009.12.02 18:00	close	10	1.80	1.04717	0.00000	0.00000	-342.06	6050.00
21	2009.12.02 19:00	buy	11	1.70	1.04998	0.00000	0.00000
22	2009.12.02 20:00	close	11	1.70	1.04895	0.00000	0.00000	-166.93	5883.07
23	2009.12.02 21:00	buy	12	1.60	1.05179	0.00000	0.00000
24	2009.12.02 22:00	close	12	1.60	1.05014	0.00000	0.00000	-251.40	5631.67
25	2009.12.02 23:00	buy	13	1.60	1.05150	0.00000	0.00000
26	2009.12.03 01:00	close	13	1.60	1.04918	0.00000	0.00000	-356.96	5274.71
27	2009.12.03 02:00	sell	14	1.40	1.04906	0.00000	0.00000
28	2009.12.03 03:00	close	14	1.40	1.05016	0.00000	0.00000	-146.64	5128.07
29	2009.12.03 08:00	sell	15	1.40	1.04819	0.00000	0.00000
30	2009.12.03 10:00	close	15	1.40	1.04827	0.00000	0.00000	-10.68	5117.39
31	2009.12.03 11:00	buy	16	1.40	1.04957	0.00000	0.00000
32	2009.12.03 17:00	close	16	1.40	1.05437	0.00000	0.00000	637.35	5754.74
33	2009.12.03 18:00	sell	17	1.72	1.05384	0.00000	0.00000
34	2009.12.03 22:00	close	17	1.72	1.05530	0.00000	0.00000	-237.96	5516.78
35	2009.12.04 01:00	sell	18	1.65	1.05586	0.00000	0.00000
36	2009.12.04 02:00	close	18	1.65	1.05763	0.00000	0.00000	-276.14	5240.64
37	2009.12.04 06:00	buy	19	1.50	1.05694	0.00000	0.00000
38	2009.12.04 08:00	close	19	1.50	1.05529	0.00000	0.00000	-234.53	5006.11
39	2009.12.04 10:00	buy	20	1.50	1.05539	0.00000	0.00000
40	2009.12.04 11:00	close	20	1.50	1.05468	0.00000	0.00000	-100.98	4905.13
41	2009.12.04 12:00	buy	21	1.40	1.05549	0.00000	0.00000
42	2009.12.04 13:00	close	21	1.40	1.05225	0.00000	0.00000	-431.08	4474.05
43	2009.12.04 15:00	buy	22	1.30	1.04933	0.00000	0.00000
44	2009.12.04 16:00	close	22	1.30	1.04673	0.00000	0.00000	-322.91	4151.14
45	2009.12.04 17:00	buy	23	1.20	1.05065	0.00000	0.00000
46	2009.12.04 22:00	close	23	1.20	1.05786	0.00000	0.00000	817.88	4969.02
47	2009.12.07 01:00	buy	24	1.49	1.05666	0.00000	0.00000
48	2009.12.07 02:00	close	24	1.49	1.05542	0.00000	0.00000	-175.06	4793.96
49	2009.12.07 03:00	buy	25	1.43	1.05634	0.00000	0.00000
50	2009.12.07 04:00	close	25	1.43	1.05434	0.00000	0.00000	-271.26	4522.70
51	2009.12.07 05:00	buy	26	1.30	1.05553	0.00000	0.00000
52	2009.12.07 08:00	close	26	1.30	1.05404	0.00000	0.00000	-183.77	4338.93
53	2009.12.07 11:00	sell	27	1.30	1.05911	0.00000	0.00000
54	2009.12.07 12:00	close	27	1.30	1.06186	0.00000	0.00000	-336.67	4002.26
55	2009.12.07 13:00	buy	28	1.20	1.06323	0.00000	0.00000
56	2009.12.07 14:00	close	28	1.20	1.05909	0.00000	0.00000	-469.08	3533.18
57	2009.12.07 15:00	sell	29	1.00	1.05543	0.00000	0.00000
58	2009.12.07 20:00	close	29	1.00	1.05131	0.00000	0.00000	391.89	3925.07
59	2009.12.07 21:00	buy	30	1.17	1.05334	0.00000	0.00000
60	2009.12.07 23:00	close	30	1.17	1.05104	0.00000	0.00000	-256.03	3669.04
61	2009.12.08 04:00	buy	31	1.10	1.05136	0.00000	0.00000
62	2009.12.08 05:00	close	31	1.10	1.05042	0.00000	0.00000	-98.44	3570.60
63	2009.12.08 06:00	sell	32	1.00	1.05040	0.00000	0.00000
64	2009.12.08 07:00	close	32	1.00	1.05111	0.00000	0.00000	-67.55	3503.05
65	2009.12.08 09:00	buy	33	1.00	1.05578	0.00000	0.00000
66	2009.12.08 10:00	close	33	1.00	1.05231	0.00000	0.00000	-329.75	3173.30
67	2009.12.08 14:00	sell	34	0.90	1.05394	0.00000	0.00000
68	2009.12.08 15:00	close	34	0.90	1.05775	0.00000	0.00000	-324.18	2849.12
69	2009.12.08 16:00	buy	35	0.80	1.06012	0.00000	0.00000
70	2009.12.08 18:00	close	35	0.80	1.05988	0.00000	0.00000	-18.12	2831.00
71	2009.12.08 20:00	buy	36	0.80	1.06481	0.00000	0.00000
72	2009.12.08 22:00	close	36	0.80	1.06368	0.00000	0.00000	-84.99	2746.01
73	2009.12.09 04:00	sell	37	0.80	1.06191	0.00000	0.00000
74	2009.12.09 06:00	close	37	0.80	1.06285	0.00000	0.00000	-70.75	2675.26
75	2009.12.09 08:00	buy	38	0.70	1.06530	0.00000	0.00000
76	2009.12.09 09:00	close	38	0.70	1.06323	0.00000	0.00000	-136.28	2538.98
77	2009.12.09 11:00	buy	39	0.70	1.06327	0.00000	0.00000
78	2009.12.09 12:00	close	39	0.70	1.05987	0.00000	0.00000	-224.56	2314.42
79	2009.12.09 14:00	buy	40	0.60	1.06140	0.00000	0.00000
80	2009.12.09 15:00	close	40	0.60	1.06074	0.00000	0.00000	-37.33	2277.09
81	2009.12.09 19:00	buy	41	0.60	1.05666	0.00000	0.00000
82	2009.12.09 21:00	close	41	0.60	1.05378	0.00000	0.00000	-163.98	2113.11
83	2009.12.10 03:00	buy	42	0.60	1.05553	0.00000	0.00000
84	2009.12.10 04:00	close	42	0.60	1.05437	0.00000	0.00000	-66.01	2047.10
85	2009.12.10 09:00	buy	43	0.50	1.05738	0.00000	0.00000
86	2009.12.10 10:00	close	43	0.50	1.05506	0.00000	0.00000	-109.95	1937.15
87	2009.12.10 14:00	sell	44	0.50	1.05017	0.00000	0.00000
88	2009.12.10 16:00	close	44	0.50	1.05119	0.00000	0.00000	-48.52	1888.63
89	2009.12.10 17:00	buy	45	0.50	1.05234	0.00000	0.00000
90	2009.12.10 20:00	close	45	0.50	1.05153	0.00000	0.00000	-38.52	1850.11
91	2009.12.10 21:00	sell	46	0.50	1.05013	0.00000	0.00000
92	2009.12.10 22:00	close	46	0.50	1.05110	0.00000	0.00000	-46.14	1803.97
93	2009.12.10 23:00	buy	47	0.40	1.05213	0.00000	0.00000
94	2009.12.11 00:00	close	47	0.40	1.05087	0.00000	0.00000	-48.22	1755.75
95	2009.12.11 01:00	buy	48	0.40	1.05197	0.00000	0.00000
96	2009.12.11 02:00	close	48	0.40	1.05101	0.00000	0.00000	-36.54	1719.21
97	2009.12.11 06:00	buy	49	0.40	1.05231	0.00000	0.00000
98	2009.12.11 07:00	close	49	0.40	1.05124	0.00000	0.00000	-40.71	1678.50
99	2009.12.11 08:00	buy	50	0.40	1.05292	0.00000	0.00000
100	2009.12.11 09:00	close	50	0.40	1.05172	0.00000	0.00000	-45.64	1632.86
101	2009.12.11 10:00	sell	51	0.40	1.05111	0.00000	0.00000
102	2009.12.11 16:00	close	51	0.40	1.05314	0.00000	0.00000	-77.10	1555.76
103	2009.12.11 17:00	buy	52	0.40	1.05548	0.00000	0.00000
104	2009.12.14 14:00	close	52	0.40	1.06383	0.00000	0.00000	313.70	1869.46
105	2009.12.14 16:00	sell	53	0.56	1.06241	0.00000	0.00000
106	2009.12.14 21:00	close	53	0.56	1.06008	0.00000	0.00000	123.09	1992.55
107	2009.12.14 23:00	sell	54	0.59	1.05867	0.00000	0.00000
108	2009.12.15 00:00	close	54	0.59	1.06003	0.00000	0.00000	-75.92	1916.62
109	2009.12.15 03:00	sell	55	0.57	1.05860	0.00000	0.00000
110	2009.12.15 07:00	close	55	0.57	1.05708	0.00000	0.00000	81.96	1998.58
111	2009.12.15 13:00	buy	56	0.59	1.06385	0.00000	0.00000
112	2009.12.15 15:00	close	56	0.59	1.06083	0.00000	0.00000	-167.96	1830.62
113	2009.12.15 19:00	sell	57	0.54	1.06194	0.00000	0.00000
114	2009.12.15 20:00	close	57	0.54	1.06259	0.00000	0.00000	-33.03	1797.59
115	2009.12.15 23:00	sell	58	0.50	1.06090	0.00000	0.00000
116	2009.12.16 03:00	close	58	0.50	1.06158	0.00000	0.00000	-32.22	1765.38
117	2009.12.16 04:00	sell	59	0.50	1.06063	0.00000	0.00000
118	2009.12.16 05:00	close	59	0.50	1.06168	0.00000	0.00000	-49.45	1715.93
119	2009.12.16 07:00	buy	60	0.50	1.06221	0.00000	0.00000
120	2009.12.16 08:00	close	60	0.50	1.06095	0.00000	0.00000	-59.38	1656.55
121	2009.12.16 09:00	buy	61	0.50	1.06261	0.00000	0.00000
122	2009.12.16 10:00	close	61	0.50	1.05972	0.00000	0.00000	-136.36	1520.19
123	2009.12.16 14:00	sell	62	0.40	1.05899	0.00000	0.00000
124	2009.12.16 15:00	close	62	0.40	1.06106	0.00000	0.00000	-78.04	1442.15
125	2009.12.16 22:00	sell	63	0.40	1.06054	0.00000	0.00000
126	2009.12.16 23:00	close	63	0.40	1.06183	0.00000	0.00000	-48.60	1393.55
127	2009.12.17 07:00	buy	64	0.40	1.06980	0.00000	0.00000
128	2009.12.17 08:00	close	64	0.40	1.06863	0.00000	0.00000	-43.79	1349.76
129	2009.12.17 12:00	buy	65	0.40	1.07380	0.00000	0.00000
130	2009.12.17 13:00	close	65	0.40	1.07074	0.00000	0.00000	-114.31	1235.45
131	2009.12.17 18:00	buy	66	0.30	1.07180	0.00000	0.00000
132	2009.12.17 19:00	close	66	0.30	1.07114	0.00000	0.00000	-18.48	1216.97
133	2009.12.17 20:00	sell	67	0.30	1.07092	0.00000	0.00000
134	2009.12.17 23:00	close	67	0.30	1.07162	0.00000	0.00000	-19.60	1197.37
135	2009.12.18 00:00	sell	68	0.30	1.07068	0.00000	0.00000
136	2009.12.18 08:00	close	68	0.30	1.06874	0.00000	0.00000	54.46	1251.83
137	2009.12.18 10:00	sell	69	0.37	1.06792	0.00000	0.00000
138	2009.12.18 15:00	close	69	0.37	1.06739	0.00000	0.00000	18.37	1270.20
139	2009.12.18 16:00	sell	70	0.38	1.06388	0.00000	0.00000
140	2009.12.18 17:00	close	70	0.38	1.06798	0.00000	0.00000	-145.88	1124.32
141	2009.12.18 18:00	buy	71	0.33	1.06840	0.00000	0.00000
142	2009.12.18 19:00	close	71	0.33	1.06572	0.00000	0.00000	-82.99	1041.33
143	2009.12.18 21:00	sell	72	0.30	1.06579	0.00000	0.00000
144	2009.12.18 22:00	close	72	0.30	1.06644	0.00000	0.00000	-18.29	1023.04
145	2009.12.21 02:00	buy	73	0.30	1.06814	0.00000	0.00000
146	2009.12.21 03:00	close	73	0.30	1.06732	0.00000	0.00000	-23.05	999.99
147	2009.12.21 05:00	sell	74	0.30	1.06616	0.00000	0.00000
148	2009.12.21 06:00	close	74	0.30	1.06684	0.00000	0.00000	-19.12	980.87
149	2009.12.21 07:00	buy	75	0.30	1.06758	0.00000	0.00000
150	2009.12.21 08:00	close	75	0.30	1.06627	0.00000	0.00000	-36.86	944.01
151	2009.12.21 11:00	sell	76	0.30	1.06524	0.00000	0.00000
152	2009.12.21 20:00	close	76	0.30	1.06255	0.00000	0.00000	75.95	1019.96
153	2009.12.21 21:00	sell	77	0.30	1.06136	0.00000	0.00000
154	2009.12.21 23:00	close	77	0.30	1.06270	0.00000	0.00000	-37.83	982.13
155	2009.12.22 04:00	buy	78	0.29	1.06291	0.00000	0.00000
156	2009.12.22 05:00	close	78	0.29	1.06204	0.00000	0.00000	-23.76	958.37
157	2009.12.22 06:00	sell	79	0.30	1.06175	0.00000	0.00000
158	2009.12.22 13:00	close	79	0.30	1.05861	0.00000	0.00000	88.98	1047.35
159	2009.12.22 16:00	buy	80	0.31	1.05925	0.00000	0.00000
160	2009.12.22 18:00	close	80	0.31	1.05524	0.00000	0.00000	-117.80	929.55
161	2009.12.22 23:00	sell	81	0.27	1.05735	0.00000	0.00000
162	2009.12.23 03:00	close	81	0.27	1.05652	0.00000	0.00000	21.11	950.65
163	2009.12.23 07:00	sell	82	0.28	1.05629	0.00000	0.00000
164	2009.12.23 11:00	close	82	0.28	1.05641	0.00000	0.00000	-3.18	947.47
165	2009.12.23 14:00	sell	83	0.28	1.04923	0.00000	0.00000
166	2009.12.23 15:00	close	83	0.28	1.05214	0.00000	0.00000	-77.44	870.03
167	2009.12.23 16:00	buy	84	0.30	1.05330	0.00000	0.00000
168	2009.12.23 17:00	close	84	0.30	1.04938	0.00000	0.00000	-112.07	757.96
169	2009.12.23 19:00	sell	85	0.20	1.04713	0.00000	0.00000
170	2009.12.23 20:00	close	85	0.20	1.04837	0.00000	0.00000	-23.66	734.30
171	2009.12.23 22:00	buy	86	0.20	1.04873	0.00000	0.00000
172	2009.12.24 08:00	close	86	0.20	1.04797	0.00000	0.00000	-14.89	719.41
173	2009.12.24 09:00	sell	87	0.20	1.04738	0.00000	0.00000
174	2009.12.24 10:00	close	87	0.20	1.04856	0.00000	0.00000	-22.51	696.90
175	2009.12.24 11:00	sell	88	0.20	1.04692	0.00000	0.00000
176	2009.12.24 12:00	close	88	0.20	1.04769	0.00000	0.00000	-14.70	682.20
177	2009.12.24 16:00	sell	89	0.20	1.04774	0.00000	0.00000
178	2009.12.24 17:00	close	89	0.20	1.04901	0.00000	0.00000	-24.21	657.99
179	2009.12.28 02:00	buy	90	0.20	1.05019	0.00000	0.00000
180	2009.12.28 03:00	close	90	0.20	1.04765	0.00000	0.00000	-48.49	609.50
181	2009.12.28 05:00	buy	91	0.20	1.04703	0.00000	0.00000
182	2009.12.28 07:00	close	91	0.20	1.04650	0.00000	0.00000	-10.13	599.37
183	2009.12.28 12:00	sell	92	0.20	1.04835	0.00000	0.00000
184	2009.12.28 20:00	close	92	0.20	1.04385	0.00000	0.00000	86.22	685.59
185	2009.12.29 00:00	buy	93	0.20	1.04367	0.00000	0.00000
186	2009.12.29 01:00	close	93	0.20	1.04276	0.00000	0.00000	-17.45	668.14
187	2009.12.29 05:00	sell	94	0.20	1.04356	0.00000	0.00000
188	2009.12.29 07:00	close	94	0.20	1.04431	0.00000	0.00000	-14.36	653.78
189	2009.12.29 14:00	sell	95	0.20	1.03803	0.00000	0.00000
190	2009.12.29 16:00	close	95	0.20	1.03971	0.00000	0.00000	-32.32	621.46
191	2009.12.29 17:00	buy	96	0.20	1.04219	0.00000	0.00000
192	2009.12.29 18:00	close	96	0.20	1.04011	0.00000	0.00000	-40.00	581.46
193	2009.12.29 20:00	buy	97	0.20	1.04207	0.00000	0.00000
194	2009.12.29 23:00	close	97	0.20	1.04317	0.00000	0.00000	21.09	602.55
195	2009.12.30 07:00	buy	98	0.18	1.05151	0.00000	0.00000
196	2009.12.30 08:00	close	98	0.18	1.04887	0.00000	0.00000	-45.31	557.24
197	2009.12.30 10:00	buy	99	0.16	1.04834	0.00000	0.00000
198	2009.12.30 11:00	close	99	0.16	1.04725	0.00000	0.00000	-16.65	540.59
199	2009.12.30 13:00	buy	100	0.20	1.05004	0.00000	0.00000
200	2009.12.30 14:00	close	100	0.20	1.04861	0.00000	0.00000	-27.27	513.32
201	2009.12.30 15:00	buy	101	0.10	1.04928	0.00000	0.00000
202	2009.12.30 17:00	close	101	0.10	1.05062	0.00000	0.00000	12.75	526.07
203	2009.12.30 18:00	buy	102	0.15	1.05283	0.00000	0.00000
204	2009.12.30 20:00	close	102	0.15	1.05420	0.00000	0.00000	19.49	545.56
205	2009.12.30 22:00	sell	103	0.16	1.05533	0.00000	0.00000
206	2009.12.31 09:00	close	103	0.16	1.05101	0.00000	0.00000	65.59	611.15
207	2009.12.31 10:00	sell	104	0.18	1.04783	0.00000	0.00000
208	2009.12.31 11:00	close	104	0.18	1.05070	0.00000	0.00000	-49.17	561.98
209	2009.12.31 16:00	sell	105	0.16	1.04855	0.00000	0.00000
210	2009.12.31 18:57	close at stop	105	0.16	1.04711	0.00000	0.00000	22.00	583.98