Report Result : StoXAM - Desynced Forex Repository

Strategy Tester Report

StoXAM

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		TakeProfit=20; Lots=0.1; TrailingStop=30; StopLoss=20; MR=0.02; DF=3;

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

Initial deposit	10000.00
Total net profit	-3843.64	Gross profit	1714.76	Gross loss	-5558.40
Profit factor	0.31	Expected payoff	-45.76
Absolute drawdown	5019.46	Maximal drawdown	5375.87 (51.91%)	Relative drawdown	51.91% (5375.87)

Total trades	84	Short positions (won %)	47 (76.60%)	Long positions (won %)	37 (97.30%)
		Profit trades (% of total)	72 (85.71%)	Loss trades (% of total)	12 (14.29%)
Largest		profit trade	26.56	loss trade	-3076.27
Average		profit trade	23.82	loss trade	-463.20
Maximum		consecutive wins (profit in money)	14 (343.88)	consecutive losses (loss in money)	2 (-692.79)
Maximal		consecutive profit (count of wins)	343.88 (14)	consecutive loss (count of losses)	-3076.27 (1)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	1.30	1.05413	0.00000	1.05433
2	2009.12.01 01:20	t/p	1	1.30	1.05433	0.00000	1.05433	24.66	10024.66
3	2009.12.01 01:20	buy	2	1.30	1.05469	0.00000	1.05489
4	2009.12.01 01:43	t/p	2	1.30	1.05489	0.00000	1.05489	24.65	10049.31
5	2009.12.01 01:43	buy	3	1.30	1.05516	0.00000	1.05536
6	2009.12.01 01:50	t/p	3	1.30	1.05536	0.00000	1.05536	24.64	10073.95
7	2009.12.01 01:50	buy	4	1.30	1.05558	0.00000	1.05578
8	2009.12.01 01:59	t/p	4	1.30	1.05578	0.00000	1.05578	24.63	10098.58
9	2009.12.01 01:59	buy	5	1.30	1.05601	0.00000	1.05621
10	2009.12.01 02:33	t/p	5	1.30	1.05621	0.00000	1.05621	24.62	10123.20
11	2009.12.01 02:33	sell	6	1.30	1.05621	0.00000	1.05601
12	2009.12.01 03:40	t/p	6	1.30	1.05601	0.00000	1.05601	24.62	10147.82
13	2009.12.01 03:40	sell	7	1.40	1.05557	0.00000	1.05537
14	2009.12.01 03:45	t/p	7	1.40	1.05537	0.00000	1.05537	26.53	10174.35
15	2009.12.01 03:45	sell	8	1.40	1.05502	0.00000	1.05482
16	2009.12.01 03:50	t/p	8	1.40	1.05482	0.00000	1.05482	26.55	10200.90
17	2009.12.01 03:50	sell	9	1.40	1.05430	0.00000	1.05410
18	2009.12.01 05:00	close	9	1.40	1.05557	0.00000	1.05410	-168.44	10032.46
19	2009.12.01 05:02	sell	10	1.30	1.05595	0.00000	1.05575
20	2009.12.01 05:10	t/p	10	1.30	1.05575	0.00000	1.05575	24.63	10057.09
21	2009.12.01 05:10	sell	11	1.30	1.05553	0.00000	1.05533
22	2009.12.01 05:15	t/p	11	1.30	1.05533	0.00000	1.05533	24.64	10081.73
23	2009.12.01 05:15	buy	12	1.30	1.05533	0.00000	1.05553
24	2009.12.01 05:45	t/p	12	1.30	1.05553	0.00000	1.05553	24.62	10106.35
25	2009.12.01 05:45	sell	13	1.30	1.05598	0.00000	1.05578
26	2009.12.01 05:59	t/p	13	1.30	1.05578	0.00000	1.05578	24.63	10130.98
27	2009.12.01 05:59	sell	14	1.40	1.05544	0.00000	1.05524
28	2009.12.01 06:50	close	14	1.40	1.05561	0.00000	1.05524	-22.55	10108.43
29	2009.12.01 06:52	sell	15	1.30	1.05570	0.00000	1.05550
30	2009.12.01 06:55	close	15	1.30	1.05576	0.00000	1.05550	-7.39	10101.04
31	2009.12.01 06:57	sell	16	0.40	1.05601	0.00000	1.05581
32	2009.12.01 06:59	t/p	16	0.40	1.05581	0.00000	1.05581	7.57	10108.61
33	2009.12.01 06:59	buy	17	1.30	1.05569	0.00000	1.05589
34	2009.12.01 07:15	t/p	17	1.30	1.05589	0.00000	1.05589	24.62	10133.23
35	2009.12.01 07:15	buy	18	1.40	1.05628	0.00000	1.05648
36	2009.12.03 16:10	t/p	18	1.40	1.05648	0.00000	1.05648	22.81	10156.04
37	2009.12.03 16:10	sell	19	1.40	1.05672	0.00000	1.05652
38	2009.12.03 16:45	t/p	19	1.40	1.05652	0.00000	1.05652	26.52	10182.56
39	2009.12.03 16:45	sell	20	1.40	1.05534	0.00000	1.05514
40	2009.12.03 16:50	t/p	20	1.40	1.05514	0.00000	1.05514	26.56	10209.12
41	2009.12.03 16:50	buy	21	1.40	1.05425	0.00000	1.05445
42	2009.12.03 16:52	t/p	21	1.40	1.05445	0.00000	1.05445	26.55	10235.67
43	2009.12.03 16:52	sell	22	1.40	1.05469	0.00000	1.05449
44	2009.12.03 16:55	close	22	1.40	1.05458	0.00000	1.05449	14.60	10250.27
45	2009.12.03 16:57	sell	23	1.40	1.05534	0.00000	1.05514
46	2009.12.03 16:59	t/p	23	1.40	1.05514	0.00000	1.05514	26.55	10276.82
47	2009.12.03 16:59	buy	24	1.40	1.05460	0.00000	1.05480
48	2009.12.03 17:50	t/p	24	1.40	1.05480	0.00000	1.05480	26.54	10303.36
49	2009.12.03 17:50	buy	25	1.40	1.05525	0.00000	1.05545
50	2009.12.03 22:20	t/p	25	1.40	1.05545	0.00000	1.05545	26.53	10329.89
51	2009.12.03 22:20	sell	26	1.40	1.05550	0.00000	1.05530
52	2009.12.03 22:27	t/p	26	1.40	1.05530	0.00000	1.05530	26.53	10356.42
53	2009.12.03 22:27	sell	27	1.40	1.05502	0.00000	1.05482
54	2009.12.04 02:00	close	27	1.40	1.05719	0.00000	1.05482	-287.90	10068.52
55	2009.12.04 02:02	buy	28	1.30	1.05747	0.00000	1.05767
56	2009.12.04 20:20	t/p	28	1.30	1.05767	0.00000	1.05767	24.58	10093.10
57	2009.12.04 20:20	sell	29	1.30	1.05798	0.00000	1.05778
58	2009.12.04 20:27	t/p	29	1.30	1.05778	0.00000	1.05778	24.58	10117.68
59	2009.12.04 20:27	sell	30	1.30	1.05747	0.00000	1.05727
60	2009.12.04 20:32	t/p	30	1.30	1.05727	0.00000	1.05727	24.60	10142.28
61	2009.12.04 20:32	sell	31	1.40	1.05646	0.00000	1.05626
62	2009.12.07 00:00	t/p	31	1.40	1.05626	0.00000	1.05626	25.99	10168.27
63	2009.12.07 01:00	buy	32	1.40	1.05622	0.00000	1.05642
64	2009.12.07 01:10	t/p	32	1.40	1.05642	0.00000	1.05642	26.50	10194.77
65	2009.12.07 01:10	buy	33	1.40	1.05679	0.00000	1.05699
66	2009.12.07 01:15	t/p	33	1.40	1.05699	0.00000	1.05699	26.48	10221.25
67	2009.12.07 01:15	buy	34	1.40	1.05729	0.00000	1.05749
68	2009.12.07 01:20	t/p	34	1.40	1.05749	0.00000	1.05749	26.48	10247.73
69	2009.12.07 01:20	buy	35	1.40	1.05780	0.00000	1.05800
70	2009.12.07 09:10	t/p	35	1.40	1.05800	0.00000	1.05800	26.47	10274.20
71	2009.12.07 09:10	sell	36	1.40	1.05800	0.00000	1.05780
72	2009.12.07 12:00	close	36	1.40	1.06142	0.00000	1.05780	-451.09	9823.11
73	2009.12.07 12:02	buy	37	1.30	1.06141	0.00000	1.06161
74	2009.12.07 12:40	t/p	37	1.30	1.06161	0.00000	1.06161	24.49	9847.60
75	2009.12.07 12:40	buy	38	1.30	1.06185	0.00000	1.06205
76	2009.12.07 12:45	t/p	38	1.30	1.06205	0.00000	1.06205	24.47	9872.07
77	2009.12.07 12:45	buy	39	1.30	1.06260	0.00000	1.06280
78	2009.12.07 12:50	t/p	39	1.30	1.06280	0.00000	1.06280	24.46	9896.53
79	2009.12.07 12:50	sell	40	1.30	1.06313	0.00000	1.06293
80	2009.12.07 12:52	t/p	40	1.30	1.06293	0.00000	1.06293	24.46	9920.99
81	2009.12.07 12:52	sell	41	1.30	1.06263	0.00000	1.06243
82	2009.12.07 12:57	t/p	41	1.30	1.06243	0.00000	1.06243	24.47	9945.46
83	2009.12.07 12:57	buy	42	1.30	1.06235	0.00000	1.06255
84	2009.12.07 12:59	t/p	42	1.30	1.06255	0.00000	1.06255	24.47	9969.93
85	2009.12.07 12:59	sell	43	1.30	1.06258	0.00000	1.06238
86	2009.12.07 13:15	t/p	43	1.30	1.06238	0.00000	1.06238	24.49	9994.42
87	2009.12.07 13:15	sell	44	1.30	1.06162	0.00000	1.06142
88	2009.12.07 13:20	t/p	44	1.30	1.06142	0.00000	1.06142	24.50	10018.92
89	2009.12.07 13:20	buy	45	1.30	1.06108	0.00000	1.06128
90	2009.12.07 13:27	t/p	45	1.30	1.06128	0.00000	1.06128	24.50	10043.42
91	2009.12.07 13:27	sell	46	1.30	1.06162	0.00000	1.06142
92	2009.12.07 13:27	t/p	46	1.30	1.06142	0.00000	1.06142	24.50	10067.92
93	2009.12.07 13:27	buy	47	1.30	1.06115	0.00000	1.06135
94	2009.12.08 16:20	t/p	47	1.30	1.06135	0.00000	1.06135	23.63	10091.56
95	2009.12.08 16:20	sell	48	1.30	1.06158	0.00000	1.06138
96	2009.12.08 16:27	t/p	48	1.30	1.06138	0.00000	1.06138	24.50	10116.06
97	2009.12.08 16:27	sell	49	1.30	1.06080	0.00000	1.06060
98	2009.12.08 16:27	t/p	49	1.30	1.06060	0.00000	1.06060	24.51	10140.57
99	2009.12.08 16:27	sell	50	1.40	1.06033	0.00000	1.06013
100	2009.12.08 17:20	t/p	50	1.40	1.06013	0.00000	1.06013	26.43	10167.00
101	2009.12.08 17:20	sell	51	1.40	1.05918	0.00000	1.05898
102	2009.12.08 19:46	close	51	1.40	1.06318	0.00000	1.05898	-526.72	9640.28
103	2009.12.08 19:50	sell	52	1.30	1.06323	0.00000	1.06303
104	2009.12.08 21:20	close	52	1.30	1.06459	0.00000	1.06303	-166.07	9474.21
105	2009.12.08 21:22	buy	53	0.40	1.06505	0.00000	1.06525
106	2009.12.08 21:27	t/p	53	0.40	1.06525	0.00000	1.06525	7.51	9481.72
107	2009.12.08 21:27	sell	54	1.30	1.06529	0.00000	1.06509
108	2009.12.08 21:27	t/p	54	1.30	1.06509	0.00000	1.06509	24.42	9506.14
109	2009.12.08 21:27	buy	55	1.30	1.06474	0.00000	1.06494
110	2009.12.09 00:20	t/p	55	1.30	1.06494	0.00000	1.06494	23.54	9529.68
111	2009.12.09 01:00	buy	56	1.30	1.06487	0.00000	1.06507
112	2009.12.14 12:15	t/p	56	1.30	1.06507	0.00000	1.06507	20.12	9549.80
113	2009.12.14 12:15	sell	57	1.30	1.06535	0.00000	1.06515
114	2009.12.14 12:50	t/p	57	1.30	1.06515	0.00000	1.06515	24.42	9574.22
115	2009.12.14 12:50	sell	58	1.30	1.06457	0.00000	1.06437
116	2009.12.14 13:15	t/p	58	1.30	1.06437	0.00000	1.06437	24.43	9598.65
117	2009.12.14 13:15	sell	59	1.30	1.06414	0.00000	1.06394
118	2009.12.14 13:20	t/p	59	1.30	1.06394	0.00000	1.06394	24.44	9623.09
119	2009.12.14 13:20	sell	60	1.30	1.06357	0.00000	1.06337
120	2009.12.14 14:00	close	60	1.30	1.06405	0.00000	1.06337	-58.64	9564.45
121	2009.12.14 14:02	buy	61	1.30	1.06338	0.00000	1.06358
122	2009.12.14 14:10	t/p	61	1.30	1.06358	0.00000	1.06358	24.43	9588.88
123	2009.12.14 14:10	buy	62	1.30	1.06435	0.00000	1.06455
124	2009.12.14 14:15	t/p	62	1.30	1.06455	0.00000	1.06455	24.42	9613.30
125	2009.12.14 14:15	buy	63	1.30	1.06507	0.00000	1.06527
126	2009.12.14 14:20	t/p	63	1.30	1.06527	0.00000	1.06527	24.40	9637.70
127	2009.12.14 14:20	buy	64	1.30	1.06580	0.00000	1.06600
128	2009.12.14 14:50	t/p	64	1.30	1.06600	0.00000	1.06600	24.39	9662.09
129	2009.12.14 14:50	sell	65	1.30	1.06613	0.00000	1.06593
130	2009.12.14 14:57	t/p	65	1.30	1.06593	0.00000	1.06593	24.39	9686.48
131	2009.12.14 14:57	buy	66	1.30	1.06592	0.00000	1.06612
132	2009.12.17 03:50	t/p	66	1.30	1.06612	0.00000	1.06612	20.10	9706.59
133	2009.12.17 03:50	sell	67	1.30	1.06650	0.00000	1.06630
134	2009.12.17 03:52	t/p	67	1.30	1.06630	0.00000	1.06630	24.39	9730.98
135	2009.12.17 03:52	sell	68	1.30	1.06595	0.00000	1.06575
136	2009.12.17 03:57	t/p	68	1.30	1.06575	0.00000	1.06575	24.40	9755.38
137	2009.12.17 03:57	sell	69	1.30	1.06540	0.00000	1.06520
138	2009.12.17 07:33	close	69	1.30	1.06941	0.00000	1.06520	-487.47	9267.91
139	2009.12.17 07:36	buy	70	1.20	1.06960	0.00000	1.06980
140	2009.12.17 10:45	t/p	70	1.20	1.06980	0.00000	1.06980	22.42	9290.33
141	2009.12.17 10:45	buy	71	1.20	1.07054	0.00000	1.07074
142	2009.12.17 10:50	t/p	71	1.20	1.07074	0.00000	1.07074	22.41	9312.74
143	2009.12.17 10:50	buy	72	1.20	1.07131	0.00000	1.07151
144	2009.12.17 11:20	t/p	72	1.20	1.07151	0.00000	1.07151	22.40	9335.14
145	2009.12.17 11:20	sell	73	1.20	1.07153	0.00000	1.07133
146	2009.12.17 11:27	t/p	73	1.20	1.07133	0.00000	1.07133	22.40	9357.54
147	2009.12.17 11:27	sell	74	1.20	1.07093	0.00000	1.07073
148	2009.12.17 12:46	t/p	74	1.20	1.07073	0.00000	1.07073	22.42	9379.96
149	2009.12.17 12:46	sell	75	1.30	1.07018	0.00000	1.06998
150	2009.12.17 13:07	t/p	75	1.30	1.06998	0.00000	1.06998	24.30	9404.26
151	2009.12.17 13:07	sell	76	1.30	1.06966	0.00000	1.06946
152	2009.12.17 14:02	close	76	1.30	1.07197	0.00000	1.06946	-280.14	9124.12
153	2009.12.17 14:05	sell	77	1.20	1.07202	0.00000	1.07182
154	2009.12.17 14:07	t/p	77	1.20	1.07182	0.00000	1.07182	22.39	9146.51
155	2009.12.17 14:07	buy	78	1.20	1.07169	0.00000	1.07189
156	2009.12.17 14:10	t/p	78	1.20	1.07189	0.00000	1.07189	22.37	9168.88
157	2009.12.17 14:10	sell	79	1.20	1.07286	0.00000	1.07266
158	2009.12.17 14:27	t/p	79	1.20	1.07266	0.00000	1.07266	22.38	9191.26
159	2009.12.17 14:27	buy	80	1.20	1.07246	0.00000	1.07266
160	2009.12.17 14:45	t/p	80	1.20	1.07266	0.00000	1.07266	22.36	9213.62
161	2009.12.17 14:45	sell	81	1.20	1.07313	0.00000	1.07293
162	2009.12.17 14:59	t/p	81	1.20	1.07293	0.00000	1.07293	22.37	9235.99
163	2009.12.17 14:59	sell	82	1.20	1.07266	0.00000	1.07246
164	2009.12.17 15:00	close	82	1.20	1.07289	0.00000	1.07246	-25.72	9210.27
165	2009.12.17 15:05	buy	83	1.20	1.07259	0.00000	1.07279
166	2009.12.17 15:07	t/p	83	1.20	1.07279	0.00000	1.07279	22.37	9232.64
167	2009.12.17 15:07	buy	84	1.20	1.07318	0.00000	1.07338
168	2009.12.31 18:57	close at stop	84	1.20	1.04645	0.00000	1.07338	-3076.27	6156.36