Report Result : OverHedge_mini - Desynced Forex Repository

Strategy Tester Report

OverHedge_mini

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		MagicNumber=11111; Lots=0.01; HedgeBase=2; Slippage=5; shutdownGrid=false; TunnelWidth=20; profitTarget=100; UseLSMA=false; MAShortPeriod=8; MALongPeriod=21; PauseSeconds=6; MillisPerSec=1000;

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

Initial deposit	10000.00
Total net profit	-9461.02	Gross profit	9492.25	Gross loss	-18953.27
Profit factor	0.50	Expected payoff	-178.51
Absolute drawdown	9461.02	Maximal drawdown	9628.16 (94.70%)	Relative drawdown	94.70% (9628.16)

Total trades	53	Short positions (won %)	26 (53.85%)	Long positions (won %)	27 (51.85%)
		Profit trades (% of total)	28 (52.83%)	Loss trades (% of total)	25 (47.17%)
Largest		profit trade	3527.36	loss trade	-10457.26
Average		profit trade	339.01	loss trade	-758.13
Maximum		consecutive wins (profit in money)	6 (4557.46)	consecutive losses (loss in money)	5 (-4509.61)
Maximal		consecutive profit (count of wins)	4557.46 (6)	consecutive loss (count of losses)	-10457.26 (1)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.01	1.05597	0.00000	0.00000
2	2009.12.01 06:15	buy	2	0.02	1.05769	0.00000	0.00000
3	2009.12.01 06:50	sell	3	0.04	1.05539	0.00000	0.00000
4	2009.12.01 09:16	close	2	0.02	1.04839	0.00000	0.00000	-17.74	9982.26
5	2009.12.01 09:16	close	3	0.04	1.04905	0.00000	0.00000	24.17	10006.43
6	2009.12.01 09:16	close	1	0.01	1.04905	0.00000	0.00000	6.60	10013.03
7	2009.12.01 09:16	sell	4	0.01	1.04839	0.00000	0.00000
8	2009.12.01 09:26	buy	5	0.02	1.05045	0.00000	0.00000
9	2009.12.01 09:45	sell	6	0.04	1.04771	0.00000	0.00000
10	2009.12.01 17:15	close	5	0.02	1.04149	0.00000	0.00000	-17.21	9995.82
11	2009.12.01 17:15	close	6	0.04	1.04215	0.00000	0.00000	21.34	10017.16
12	2009.12.01 17:15	close	4	0.01	1.04215	0.00000	0.00000	5.99	10023.15
13	2009.12.01 17:15	sell	7	0.01	1.04149	0.00000	0.00000
14	2009.12.01 17:45	buy	8	0.02	1.04353	0.00000	0.00000
15	2009.12.03 16:10	close	7	0.01	1.05738	0.00000	0.00000	-15.05	10008.10
16	2009.12.03 16:10	close	8	0.02	1.05672	0.00000	0.00000	24.91	10033.01
17	2009.12.03 16:10	buy	9	0.01	1.05738	0.00000	0.00000
18	2009.12.03 16:50	sell	10	0.02	1.05403	0.00000	0.00000
19	2009.12.03 22:45	buy	11	0.04	1.05745	0.00000	0.00000
20	2009.12.04 07:46	sell	12	0.08	1.05501	0.00000	0.00000
21	2009.12.04 09:20	buy	13	0.16	1.05759	0.00000	0.00000
22	2009.12.04 09:50	sell	14	0.32	1.05471	0.00000	0.00000
23	2009.12.04 13:10	close	13	0.16	1.04868	0.00000	0.00000	-135.94	9897.07
24	2009.12.04 13:10	close	11	0.04	1.04868	0.00000	0.00000	-33.48	9863.60
25	2009.12.04 13:10	close	9	0.01	1.04868	0.00000	0.00000	-8.31	9855.29
26	2009.12.04 13:10	close	14	0.32	1.04934	0.00000	0.00000	163.76	10019.05
27	2009.12.04 13:10	close	12	0.08	1.04934	0.00000	0.00000	43.23	10062.28
28	2009.12.04 13:10	close	10	0.02	1.04934	0.00000	0.00000	8.93	10071.21
29	2009.12.04 13:10	buy	15	0.01	1.04934	0.00000	0.00000
30	2009.12.04 13:16	sell	16	0.02	1.04664	0.00000	0.00000
31	2009.12.04 13:26	buy	17	0.04	1.04934	0.00000	0.00000
32	2009.12.04 13:40	sell	18	0.08	1.04689	0.00000	0.00000
33	2009.12.04 14:50	buy	19	0.16	1.05040	0.00000	0.00000
34	2009.12.04 15:20	sell	20	0.32	1.04632	0.00000	0.00000
35	2009.12.04 16:15	buy	21	0.64	1.05037	0.00000	0.00000
36	2009.12.04 19:20	close	20	0.32	1.05581	0.00000	0.00000	-287.63	9783.58
37	2009.12.04 19:20	close	18	0.08	1.05581	0.00000	0.00000	-67.59	9715.99
38	2009.12.04 19:20	close	16	0.02	1.05581	0.00000	0.00000	-17.37	9698.62
39	2009.12.04 19:20	close	21	0.64	1.05515	0.00000	0.00000	289.93	9988.55
40	2009.12.04 19:20	close	19	0.16	1.05515	0.00000	0.00000	72.03	10060.58
41	2009.12.04 19:20	close	17	0.04	1.05515	0.00000	0.00000	22.03	10082.61
42	2009.12.04 19:20	close	15	0.01	1.05515	0.00000	0.00000	5.51	10088.12
43	2009.12.04 19:20	sell	22	0.01	1.05515	0.00000	0.00000
44	2009.12.04 19:45	buy	23	0.02	1.05717	0.00000	0.00000
45	2009.12.07 01:45	sell	24	0.04	1.05428	0.00000	0.00000
46	2009.12.07 08:20	buy	25	0.08	1.05719	0.00000	0.00000
47	2009.12.07 08:45	sell	26	0.16	1.05493	0.00000	0.00000
48	2009.12.07 09:03	buy	27	0.32	1.05747	0.00000	0.00000
49	2009.12.07 09:33	close	26	0.16	1.06183	0.00000	0.00000	-103.97	9984.15
50	2009.12.07 09:33	close	24	0.04	1.06183	0.00000	0.00000	-28.44	9955.71
51	2009.12.07 09:33	close	22	0.01	1.06183	0.00000	0.00000	-6.29	9949.42
52	2009.12.07 09:33	close	27	0.32	1.06117	0.00000	0.00000	111.57	10060.99
53	2009.12.07 09:33	close	25	0.08	1.06117	0.00000	0.00000	30.00	10090.99
54	2009.12.07 09:33	close	23	0.02	1.06117	0.00000	0.00000	7.53	10098.51
55	2009.12.07 09:33	buy	28	0.01	1.06183	0.00000	0.00000
56	2009.12.07 10:50	sell	29	0.02	1.05878	0.00000	0.00000
57	2009.12.07 11:50	buy	30	0.04	1.06202	0.00000	0.00000
58	2009.12.07 13:45	sell	31	0.08	1.05913	0.00000	0.00000
59	2009.12.07 16:40	close	30	0.04	1.05233	0.00000	0.00000	-36.83	10061.68
60	2009.12.07 16:40	close	28	0.01	1.05233	0.00000	0.00000	-9.03	10052.65
61	2009.12.07 16:40	close	31	0.08	1.05299	0.00000	0.00000	46.65	10099.30
62	2009.12.07 16:40	close	29	0.02	1.05299	0.00000	0.00000	11.00	10110.30
63	2009.12.07 16:40	buy	32	0.01	1.05299	0.00000	0.00000
64	2009.12.07 16:50	sell	33	0.02	1.05068	0.00000	0.00000
65	2009.12.07 17:20	buy	34	0.04	1.05299	0.00000	0.00000
66	2009.12.07 17:59	sell	35	0.08	1.05072	0.00000	0.00000
67	2009.12.07 18:10	buy	36	0.16	1.05307	0.00000	0.00000
68	2009.12.07 18:45	sell	37	0.32	1.04989	0.00000	0.00000
69	2009.12.07 20:45	buy	38	0.64	1.05352	0.00000	0.00000
70	2009.12.07 23:02	sell	39	1.28	1.05022	0.00000	0.00000
71	2009.12.08 08:20	buy	40	2.56	1.05354	0.00000	0.00000
72	2009.12.08 10:20	sell	41	5.12	1.05043	0.00000	0.00000
73	2009.12.08 12:10	buy	42	10.24	1.05306	0.00000	0.00000
74	2009.12.08 14:15	close	41	5.12	1.05736	0.00000	0.00000	-3355.68	6754.62
75	2009.12.08 14:15	close	39	1.28	1.05736	0.00000	0.00000	-864.82	5889.80
76	2009.12.08 14:15	close	37	0.32	1.05736	0.00000	0.00000	-226.19	5663.61
77	2009.12.08 14:15	close	35	0.08	1.05736	0.00000	0.00000	-50.27	5613.34
78	2009.12.08 14:15	close	33	0.02	1.05736	0.00000	0.00000	-12.65	5600.70
79	2009.12.08 14:15	close	42	10.24	1.05670	0.00000	0.00000	3527.36	9128.06
80	2009.12.08 14:15	close	40	2.56	1.05670	0.00000	0.00000	765.55	9893.61
81	2009.12.08 14:15	close	38	0.64	1.05670	0.00000	0.00000	192.18	10085.78
82	2009.12.08 14:15	close	36	0.16	1.05670	0.00000	0.00000	54.85	10140.64
83	2009.12.08 14:15	close	34	0.04	1.05670	0.00000	0.00000	14.01	10154.65
84	2009.12.08 14:15	close	32	0.01	1.05670	0.00000	0.00000	3.50	10158.16
85	2009.12.08 14:15	buy	43	0.01	1.05736	0.00000	0.00000
86	2009.12.09 16:50	sell	44	0.02	1.05422	0.00000	0.00000
87	2009.12.09 18:16	buy	45	0.04	1.05764	0.00000	0.00000
88	2009.12.09 18:32	sell	46	0.08	1.05509	0.00000	0.00000
89	2009.12.09 19:03	buy	47	0.16	1.05749	0.00000	0.00000
90	2009.12.09 20:20	sell	48	0.32	1.05513	0.00000	0.00000
91	2009.12.10 05:15	buy	49	0.64	1.05754	0.00000	0.00000
92	2009.12.10 08:05	sell	50	1.28	1.05502	0.00000	0.00000
93	2009.12.10 08:46	buy	51	2.56	1.05763	0.00000	0.00000
94	2009.12.10 09:20	sell	52	5.12	1.05451	0.00000	0.00000
95	2009.12.10 09:32	buy	53	10.24	1.05847	0.00000	0.00000
96	2009.12.10 14:50	close at stop	53	10.24	1.04777	0.00000	0.00000	-10457.26	-299.10
97	2009.12.10 14:50	close at stop	52	5.12	1.04843	0.00000	0.00000	2969.16	2670.06
98	2009.12.10 14:50	close at stop	51	2.56	1.04777	0.00000	0.00000	-2409.08	260.98
99	2009.12.10 14:50	close at stop	50	1.28	1.04843	0.00000	0.00000	804.56	1065.54
100	2009.12.10 14:50	close at stop	49	0.64	1.04777	0.00000	0.00000	-596.77	468.77
101	2009.12.10 14:50	close at stop	48	0.32	1.04843	0.00000	0.00000	204.14	672.91
102	2009.12.10 14:50	close at stop	47	0.16	1.04777	0.00000	0.00000	-148.75	524.16
103	2009.12.10 14:50	close at stop	46	0.08	1.04843	0.00000	0.00000	50.73	574.89
104	2009.12.10 14:50	close at stop	45	0.04	1.04777	0.00000	0.00000	-37.76	537.13
105	2009.12.10 14:50	close at stop	44	0.02	1.04843	0.00000	0.00000	11.03	548.16
106	2009.12.10 14:50	close at stop	43	0.01	1.04777	0.00000	0.00000	-9.18	538.98