Report Result : SweatSpot_3 - Desynced Forex Repository

Strategy Tester Report

Download SweatSpot_3

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		MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=20; MAPeriod=200; MinLot=0.1;

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

Initial deposit	10000.00
Total net profit	-1878.67	Gross profit	2932.15	Gross loss	-4810.82
Profit factor	0.61	Expected payoff	-24.40
Absolute drawdown	1922.67	Maximal drawdown	4213.62 (34.28%)	Relative drawdown	34.28% (4213.62)

Total trades	77	Short positions (won %)	62 (90.32%)	Long positions (won %)	15 (60.00%)
		Profit trades (% of total)	65 (84.42%)	Loss trades (% of total)	12 (15.58%)
Largest		profit trade	108.59	loss trade	-733.49
Average		profit trade	45.11	loss trade	-400.90
Maximum		consecutive wins (profit in money)	38 (1754.38)	consecutive losses (loss in money)	3 (-2083.76)
Maximal		consecutive profit (count of wins)	1754.38 (38)	consecutive loss (count of losses)	-2083.76 (3)
Average		consecutive wins	13	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.18 01:15	buy	1	1.00	1.07142	0.00000	0.00000
2	2009.12.18 01:17	buy	2	1.00	1.07130	0.00000	0.00000
3	2009.12.18 01:27	buy	3	0.90	1.07130	0.00000	0.00000
4	2009.12.18 01:30	close	1	1.00	1.07065	0.00000	0.00000	-71.92	9928.08
5	2009.12.18 01:32	close	2	1.00	1.07135	0.00000	0.00000	4.67	9932.75
6	2009.12.18 01:35	close	3	0.90	1.07110	0.00000	0.00000	-16.81	9915.94
7	2009.12.18 07:59	sell	4	1.00	1.06799	0.00000	0.00000
8	2009.12.18 08:50	close	4	1.00	1.06778	0.00000	0.00000	19.67	9935.61
9	2009.12.18 08:57	sell	5	1.00	1.06773	0.00000	0.00000
10	2009.12.18 08:59	sell	6	1.00	1.06821	0.00000	0.00000
11	2009.12.18 09:15	close	5	1.00	1.06734	0.00000	0.00000	36.54	9972.15
12	2009.12.18 09:17	close	6	1.00	1.06758	0.00000	0.00000	59.01	10031.16
13	2009.12.18 09:27	sell	7	1.00	1.06731	0.00000	0.00000
14	2009.12.18 09:30	sell	8	1.00	1.06729	0.00000	0.00000
15	2009.12.18 09:37	close	7	1.00	1.06710	0.00000	0.00000	19.68	10050.84
16	2009.12.18 09:40	sell	9	1.00	1.06719	0.00000	0.00000
17	2009.12.18 09:45	sell	10	0.90	1.06765	0.00000	0.00000
18	2009.12.18 10:50	close	8	1.00	1.06635	0.00000	0.00000	88.15	10138.99
19	2009.12.18 10:52	close	10	0.90	1.06714	0.00000	0.00000	43.01	10182.00
20	2009.12.18 10:55	close	9	1.00	1.06675	0.00000	0.00000	41.25	10223.25
21	2009.12.18 11:15	sell	11	1.00	1.06764	0.00000	0.00000
22	2009.12.18 11:20	sell	12	1.00	1.06817	0.00000	0.00000
23	2009.12.18 11:22	sell	13	1.00	1.06782	0.00000	0.00000
24	2009.12.18 11:27	close	11	1.00	1.06743	0.00000	0.00000	19.67	10242.92
25	2009.12.18 11:30	close	12	1.00	1.06742	0.00000	0.00000	70.26	10313.18
26	2009.12.18 11:32	close	13	1.00	1.06744	0.00000	0.00000	35.60	10348.78
27	2009.12.18 14:07	sell	14	1.00	1.06703	0.00000	0.00000
28	2009.12.18 14:15	close	14	1.00	1.06632	0.00000	0.00000	66.58	10415.36
29	2009.12.18 16:20	sell	15	1.00	1.06665	0.00000	0.00000
30	2009.12.18 16:25	sell	16	1.00	1.06629	0.00000	0.00000
31	2009.12.18 16:27	close	15	1.00	1.06588	0.00000	0.00000	72.24	10487.60
32	2009.12.18 16:27	sell	17	1.00	1.06633	0.00000	0.00000
33	2009.12.18 18:15	sell	18	1.00	1.06628	0.00000	0.00000
34	2009.12.18 18:20	close	16	1.00	1.06592	0.00000	0.00000	34.71	10522.31
35	2009.12.18 18:27	sell	19	1.00	1.06628	0.00000	0.00000
36	2009.12.18 20:40	close	17	1.00	1.06600	0.00000	0.00000	30.96	10553.27
37	2009.12.18 20:45	close	18	1.00	1.06557	0.00000	0.00000	66.63	10619.90
38	2009.12.18 20:47	close	19	1.00	1.06571	0.00000	0.00000	53.49	10673.39
39	2009.12.21 06:20	sell	20	1.10	1.06679	0.00000	0.00000
40	2009.12.21 07:50	close	20	1.10	1.06650	0.00000	0.00000	29.91	10703.30
41	2009.12.21 08:20	sell	21	1.10	1.06685	0.00000	0.00000
42	2009.12.21 09:00	close	21	1.10	1.06866	0.00000	0.00000	-186.31	10516.99
43	2009.12.21 10:46	sell	22	1.10	1.06742	0.00000	0.00000
44	2009.12.21 10:50	close	22	1.10	1.06698	0.00000	0.00000	45.36	10562.35
45	2009.12.21 17:10	sell	23	1.10	1.05911	0.00000	0.00000
46	2009.12.21 18:00	sell	24	1.00	1.05899	0.00000	0.00000
47	2009.12.21 18:02	sell	25	1.00	1.05951	0.00000	0.00000
48	2009.12.21 18:20	close	25	1.00	1.05923	0.00000	0.00000	26.43	10588.78
49	2009.12.21 18:22	sell	26	1.00	1.05876	0.00000	0.00000
50	2009.12.22 09:20	close	23	1.10	1.05864	0.00000	0.00000	48.43	10637.21
51	2009.12.22 09:27	close	24	1.00	1.05869	0.00000	0.00000	27.96	10665.17
52	2009.12.22 09:32	close	26	1.00	1.05831	0.00000	0.00000	42.14	10707.31
53	2009.12.22 14:15	sell	27	1.10	1.05863	0.00000	0.00000
54	2009.12.22 14:17	sell	28	1.00	1.05832	0.00000	0.00000
55	2009.12.22 14:30	sell	29	1.00	1.05811	0.00000	0.00000
56	2009.12.22 14:40	close	27	1.10	1.05832	0.00000	0.00000	32.22	10739.53
57	2009.12.22 14:45	close	28	1.00	1.05780	0.00000	0.00000	49.16	10788.69
58	2009.12.22 14:50	close	29	1.00	1.05709	0.00000	0.00000	96.49	10885.18
59	2009.12.22 15:15	sell	30	1.10	1.05820	0.00000	0.00000
60	2009.12.22 15:17	sell	31	1.10	1.05798	0.00000	0.00000
61	2009.12.22 15:30	close	30	1.10	1.05778	0.00000	0.00000	43.68	10928.86
62	2009.12.22 15:37	close	31	1.10	1.05761	0.00000	0.00000	38.48	10967.34
63	2009.12.22 15:40	sell	32	1.10	1.05814	0.00000	0.00000
64	2009.12.22 15:42	sell	33	1.10	1.05790	0.00000	0.00000
65	2009.12.22 17:22	sell	34	1.00	1.05802	0.00000	0.00000
66	2009.12.22 17:40	close	32	1.10	1.05772	0.00000	0.00000	43.68	11011.02
67	2009.12.22 17:45	close	33	1.10	1.05691	0.00000	0.00000	103.04	11114.06
68	2009.12.22 17:47	close	34	1.00	1.05718	0.00000	0.00000	79.46	11193.52
69	2009.12.22 23:10	sell	35	1.10	1.05698	0.00000	0.00000
70	2009.12.22 23:12	sell	36	1.10	1.05689	0.00000	0.00000
71	2009.12.22 23:50	sell	37	1.10	1.05647	0.00000	0.00000
72	2009.12.23 01:45	close	35	1.10	1.05653	0.00000	0.00000	46.44	11239.96
73	2009.12.23 01:47	close	36	1.10	1.05666	0.00000	0.00000	23.53	11263.49
74	2009.12.23 01:50	close	37	1.10	1.05602	0.00000	0.00000	46.46	11309.94
75	2009.12.23 06:30	sell	38	1.10	1.05664	0.00000	0.00000
76	2009.12.23 06:32	sell	39	1.10	1.05660	0.00000	0.00000
77	2009.12.23 06:37	sell	40	1.10	1.05667	0.00000	0.00000
78	2009.12.23 08:15	close	38	1.10	1.05639	0.00000	0.00000	26.03	11335.97
79	2009.12.23 08:20	close	39	1.10	1.05596	0.00000	0.00000	66.67	11402.64
80	2009.12.23 08:22	close	40	1.10	1.05617	0.00000	0.00000	52.07	11454.71
81	2009.12.23 15:50	sell	41	1.10	1.05314	0.00000	0.00000
82	2009.12.23 15:57	close	41	1.10	1.05254	0.00000	0.00000	62.71	11517.42
83	2009.12.23 22:30	sell	42	1.20	1.04871	0.00000	0.00000
84	2009.12.23 22:32	sell	43	1.10	1.04876	0.00000	0.00000
85	2009.12.23 22:35	sell	44	1.10	1.04865	0.00000	0.00000
86	2009.12.23 22:50	close	42	1.20	1.04831	0.00000	0.00000	45.79	11563.21
87	2009.12.23 22:52	close	43	1.10	1.04853	0.00000	0.00000	24.13	11587.34
88	2009.12.23 22:55	close	44	1.10	1.04842	0.00000	0.00000	24.13	11611.47
89	2009.12.23 23:00	sell	45	1.20	1.04843	0.00000	0.00000
90	2009.12.23 23:03	sell	46	1.10	1.04831	0.00000	0.00000
91	2009.12.23 23:06	sell	47	1.10	1.04834	0.00000	0.00000
92	2009.12.24 08:45	close	45	1.20	1.04802	0.00000	0.00000	45.60	11657.07
93	2009.12.24 08:47	close	46	1.10	1.04809	0.00000	0.00000	21.85	11678.92
94	2009.12.24 08:50	close	47	1.10	1.04773	0.00000	0.00000	62.80	11741.72
95	2009.12.24 09:15	sell	48	1.20	1.04856	0.00000	0.00000
96	2009.12.24 09:17	sell	49	1.10	1.04841	0.00000	0.00000
97	2009.12.24 10:07	sell	50	1.10	1.04839	0.00000	0.00000
98	2009.12.24 10:15	close	48	1.20	1.04814	0.00000	0.00000	48.09	11789.81
99	2009.12.24 10:20	close	49	1.10	1.04762	0.00000	0.00000	82.95	11872.76
100	2009.12.24 10:22	close	50	1.10	1.04788	0.00000	0.00000	53.54	11926.30
101	2009.12.24 16:30	sell	51	1.20	1.04687	0.00000	0.00000
102	2009.12.28 00:00	sell	52	1.10	1.04784	0.00000	0.00000
103	2009.12.28 00:10	sell	53	1.10	1.04793	0.00000	0.00000
104	2009.12.28 03:20	close	52	1.10	1.04763	0.00000	0.00000	22.05	11948.35
105	2009.12.28 03:25	close	53	1.10	1.04771	0.00000	0.00000	23.10	11971.45
106	2009.12.28 04:15	close	51	1.20	1.04655	0.00000	0.00000	35.79	12007.24
107	2009.12.28 08:13	sell	54	1.20	1.04729	0.00000	0.00000
108	2009.12.28 12:37	sell	55	1.20	1.04791	0.00000	0.00000
109	2009.12.28 13:13	sell	56	1.10	1.04802	0.00000	0.00000
110	2009.12.28 13:45	close	55	1.20	1.04756	0.00000	0.00000	40.09	12047.33
111	2009.12.28 13:47	close	56	1.10	1.04780	0.00000	0.00000	23.10	12070.43
112	2009.12.28 13:50	close	54	1.20	1.04661	0.00000	0.00000	77.97	12148.40
113	2009.12.28 23:00	sell	57	1.20	1.04274	0.00000	0.00000
114	2009.12.28 23:15	sell	58	1.20	1.04278	0.00000	0.00000
115	2009.12.28 23:17	sell	59	1.20	1.04274	0.00000	0.00000
116	2009.12.29 08:45	close	58	1.20	1.04257	0.00000	0.00000	23.72	12172.11
117	2009.12.29 08:50	close	57	1.20	1.04222	0.00000	0.00000	59.42	12231.53
118	2009.12.29 08:52	close	59	1.20	1.04239	0.00000	0.00000	39.84	12271.37
119	2009.12.29 16:15	sell	60	1.20	1.03963	0.00000	0.00000
120	2009.12.29 16:17	sell	61	1.20	1.03952	0.00000	0.00000
121	2009.12.29 18:00	sell	62	1.20	1.04011	0.00000	0.00000
122	2009.12.30 01:15	close	60	1.20	1.04517	0.00000	0.00000	-636.52	11634.85
123	2009.12.30 01:17	close	61	1.20	1.04510	0.00000	0.00000	-641.15	10993.70
124	2009.12.30 01:20	close	62	1.20	1.04537	0.00000	0.00000	-604.26	10389.44
125	2009.12.30 08:20	buy	63	0.50	1.04823	0.00000	0.00000
126	2009.12.30 08:22	buy	64	0.50	1.04850	0.00000	0.00000
127	2009.12.30 08:25	buy	65	0.50	1.04836	0.00000	0.00000
128	2009.12.30 08:32	close	63	0.50	1.04886	0.00000	0.00000	30.03	10419.47
129	2009.12.30 08:35	close	64	0.50	1.04872	0.00000	0.00000	10.49	10429.96
130	2009.12.30 08:37	close	65	0.50	1.04901	0.00000	0.00000	30.98	10460.94
131	2009.12.30 08:45	buy	66	1.00	1.04865	0.00000	0.00000
132	2009.12.30 08:47	buy	67	1.00	1.04879	0.00000	0.00000
133	2009.12.30 10:02	buy	68	1.00	1.04866	0.00000	0.00000
134	2009.12.30 12:45	close	66	1.00	1.04920	0.00000	0.00000	52.42	10513.36
135	2009.12.30 12:47	close	67	1.00	1.04900	0.00000	0.00000	20.02	10533.38
136	2009.12.30 12:50	close	68	1.00	1.04980	0.00000	0.00000	108.59	10641.97
137	2009.12.30 13:07	buy	69	1.10	1.04879	0.00000	0.00000
138	2009.12.30 13:15	close	69	1.10	1.04933	0.00000	0.00000	56.61	10698.58
139	2009.12.30 14:07	buy	70	1.10	1.04863	0.00000	0.00000
140	2009.12.30 14:15	close	70	1.10	1.04907	0.00000	0.00000	46.14	10744.72
141	2009.12.31 00:10	buy	71	1.10	1.05526	0.00000	0.00000
142	2009.12.31 00:17	buy	72	1.00	1.05507	0.00000	0.00000
143	2009.12.31 00:30	buy	73	1.00	1.05503	0.00000	0.00000
144	2009.12.31 09:45	close	71	1.10	1.04827	0.00000	0.00000	-733.49	10011.23
145	2009.12.31 09:47	close	72	1.00	1.04846	0.00000	0.00000	-630.45	9380.78
146	2009.12.31 09:50	close	73	1.00	1.04749	0.00000	0.00000	-719.82	8660.96
147	2009.12.31 10:20	sell	74	0.50	1.05131	0.00000	0.00000
148	2009.12.31 10:27	close	74	0.50	1.05067	0.00000	0.00000	30.46	8691.42
149	2009.12.31 10:40	buy	75	0.90	1.05162	0.00000	0.00000
150	2009.12.31 11:30	close	75	0.90	1.04899	0.00000	0.00000	-225.65	8465.77
151	2009.12.31 16:03	sell	76	0.80	1.05001	0.00000	0.00000
152	2009.12.31 16:06	sell	77	0.80	1.04972	0.00000	0.00000
153	2009.12.31 16:16	close	76	0.80	1.05242	0.00000	0.00000	-183.20	8282.57
154	2009.12.31 16:20	close	77	0.80	1.05184	0.00000	0.00000	-161.24	8121.33