Report Result : TDI_v3 - Desynced Forex Repository

Strategy Tester Report

Download TDI_v3

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=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;

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

Initial deposit	10000.00
Total net profit	8.51	Gross profit	75.66	Gross loss	-67.15
Profit factor	1.13	Expected payoff	0.17
Absolute drawdown	19.71	Maximal drawdown	30.33 (0.30%)	Relative drawdown	0.30% (30.33)

Total trades	51	Short positions (won %)	27 (48.15%)	Long positions (won %)	24 (45.83%)
		Profit trades (% of total)	24 (47.06%)	Loss trades (% of total)	27 (52.94%)
Largest		profit trade	10.09	loss trade	-8.54
Average		profit trade	3.15	loss trade	-2.49
Maximum		consecutive wins (profit in money)	5 (14.50)	consecutive losses (loss in money)	5 (-3.04)
Maximal		consecutive profit (count of wins)	20.92 (4)	consecutive loss (count of losses)	-13.49 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:00	sell	1	0.01	1.05224	0.00000	0.00000
2	2009.12.01 22:00	close	1	0.01	1.04728	0.00000	0.00000	4.74	10004.74
3	2009.12.01 23:00	buy	2	0.01	1.04661	0.00000	0.00000
4	2009.12.02 16:00	close	2	0.01	1.04637	0.00000	0.00000	-0.24	10004.50
5	2009.12.02 17:00	sell	3	0.01	1.04518	0.00000	0.00000
6	2009.12.03 11:00	close	3	0.01	1.04955	0.00000	0.00000	-4.16	10000.34
7	2009.12.03 12:00	buy	4	0.01	1.05020	0.00000	0.00000
8	2009.12.03 19:00	close	4	0.01	1.05288	0.00000	0.00000	2.55	10002.89
9	2009.12.03 20:00	sell	5	0.01	1.05214	0.00000	0.00000
10	2009.12.04 07:00	close	5	0.01	1.05782	0.00000	0.00000	-5.37	9997.52
11	2009.12.04 08:00	buy	6	0.01	1.05593	0.00000	0.00000
12	2009.12.07 01:00	close	6	0.01	1.05600	0.00000	0.00000	0.06	9997.58
13	2009.12.07 02:00	sell	7	0.01	1.05542	0.00000	0.00000
14	2009.12.07 10:00	close	7	0.01	1.06451	0.00000	0.00000	-8.54	9989.04
15	2009.12.07 11:00	buy	8	0.01	1.05975	0.00000	0.00000
16	2009.12.07 15:00	close	8	0.01	1.05543	0.00000	0.00000	-4.09	9984.95
17	2009.12.07 16:00	sell	9	0.01	1.05485	0.00000	0.00000
18	2009.12.08 09:00	close	9	0.01	1.05576	0.00000	0.00000	-0.86	9984.08
19	2009.12.08 10:00	buy	10	0.01	1.05295	0.00000	0.00000
20	2009.12.08 22:00	close	10	0.01	1.06368	0.00000	0.00000	10.09	9994.17
21	2009.12.08 23:00	sell	11	0.01	1.06372	0.00000	0.00000
22	2009.12.09 20:00	close	11	0.01	1.05871	0.00000	0.00000	4.73	9998.90
23	2009.12.09 21:00	buy	12	0.01	1.05442	0.00000	0.00000
24	2009.12.10 08:00	close	12	0.01	1.05532	0.00000	0.00000	0.82	9999.72
25	2009.12.10 09:00	sell	13	0.01	1.05672	0.00000	0.00000
26	2009.12.10 16:00	close	13	0.01	1.05117	0.00000	0.00000	5.28	10005.00
27	2009.12.10 17:00	sell	14	0.01	1.05168	0.00000	0.00000
28	2009.12.10 18:00	close	14	0.01	1.05238	0.00000	0.00000	-0.67	10004.33
29	2009.12.10 19:00	buy	15	0.01	1.05407	0.00000	0.00000
30	2009.12.10 21:00	close	15	0.01	1.05013	0.00000	0.00000	-3.75	10000.58
31	2009.12.10 22:00	sell	16	0.01	1.05044	0.00000	0.00000
32	2009.12.11 15:00	close	16	0.01	1.05112	0.00000	0.00000	-0.65	9999.93
33	2009.12.11 16:00	buy	17	0.01	1.05312	0.00000	0.00000
34	2009.12.14 01:00	close	17	0.01	1.05866	0.00000	0.00000	5.22	10005.15
35	2009.12.14 02:00	sell	18	0.01	1.05943	0.00000	0.00000
36	2009.12.14 08:00	close	18	0.01	1.05875	0.00000	0.00000	0.64	10005.79
37	2009.12.14 09:00	buy	19	0.01	1.06066	0.00000	0.00000
38	2009.12.14 16:00	close	19	0.01	1.06241	0.00000	0.00000	1.65	10007.44
39	2009.12.14 17:00	sell	20	0.01	1.06083	0.00000	0.00000
40	2009.12.15 07:00	close	20	0.01	1.05706	0.00000	0.00000	3.57	10011.01
41	2009.12.15 08:00	buy	21	0.01	1.05720	0.00000	0.00000
42	2009.12.15 15:00	close	21	0.01	1.06083	0.00000	0.00000	3.42	10014.43
43	2009.12.15 16:00	sell	22	0.01	1.06146	0.00000	0.00000
44	2009.12.15 18:00	close	22	0.01	1.06271	0.00000	0.00000	-1.18	10013.25
45	2009.12.15 19:00	buy	23	0.01	1.06258	0.00000	0.00000
46	2009.12.15 21:00	close	23	0.01	1.06130	0.00000	0.00000	-1.21	10012.04
47	2009.12.15 22:00	sell	24	0.01	1.06135	0.00000	0.00000
48	2009.12.16 03:00	close	24	0.01	1.06156	0.00000	0.00000	-0.20	10011.84
49	2009.12.16 04:00	buy	25	0.01	1.06127	0.00000	0.00000
50	2009.12.16 06:00	close	25	0.01	1.06084	0.00000	0.00000	-0.41	10011.43
51	2009.12.16 07:00	sell	26	0.01	1.06155	0.00000	0.00000
52	2009.12.16 08:00	close	26	0.01	1.06159	0.00000	0.00000	-0.04	10011.39
53	2009.12.16 09:00	sell	27	0.01	1.06195	0.00000	0.00000
54	2009.12.16 10:00	close	27	0.01	1.06036	0.00000	0.00000	1.50	10012.89
55	2009.12.16 11:00	buy	28	0.01	1.05958	0.00000	0.00000
56	2009.12.16 13:00	close	28	0.01	1.06004	0.00000	0.00000	0.43	10013.32
57	2009.12.16 14:00	sell	29	0.01	1.05899	0.00000	0.00000
58	2009.12.16 15:00	close	29	0.01	1.06104	0.00000	0.00000	-1.93	10011.39
59	2009.12.16 16:00	buy	30	0.01	1.05968	0.00000	0.00000
60	2009.12.17 09:00	close	30	0.01	1.06639	0.00000	0.00000	6.26	10017.65
61	2009.12.17 10:00	sell	31	0.01	1.06732	0.00000	0.00000
62	2009.12.17 18:00	close	31	0.01	1.07178	0.00000	0.00000	-4.16	10013.49
63	2009.12.17 19:00	buy	32	0.01	1.07178	0.00000	0.00000
64	2009.12.18 00:00	close	32	0.01	1.07068	0.00000	0.00000	-1.04	10012.45
65	2009.12.18 01:00	sell	33	0.01	1.07012	0.00000	0.00000
66	2009.12.18 07:00	close	33	0.01	1.06823	0.00000	0.00000	1.77	10014.22
67	2009.12.18 08:00	buy	34	0.01	1.06872	0.00000	0.00000
68	2009.12.18 21:00	close	34	0.01	1.06579	0.00000	0.00000	-2.75	10011.47
69	2009.12.18 22:00	sell	35	0.01	1.06578	0.00000	0.00000
70	2009.12.21 07:00	close	35	0.01	1.06756	0.00000	0.00000	-1.67	10009.80
71	2009.12.21 08:00	buy	36	0.01	1.06691	0.00000	0.00000
72	2009.12.21 11:00	close	36	0.01	1.06524	0.00000	0.00000	-1.57	10008.23
73	2009.12.21 12:00	sell	37	0.01	1.06281	0.00000	0.00000
74	2009.12.21 13:00	close	37	0.01	1.06149	0.00000	0.00000	1.24	10009.47
75	2009.12.21 14:00	buy	38	0.01	1.05658	0.00000	0.00000
76	2009.12.22 08:00	close	38	0.01	1.06074	0.00000	0.00000	3.91	10013.38
77	2009.12.22 09:00	sell	39	0.01	1.06007	0.00000	0.00000
78	2009.12.22 16:00	close	39	0.01	1.05923	0.00000	0.00000	0.79	10014.17
79	2009.12.22 17:00	buy	40	0.01	1.06072	0.00000	0.00000
80	2009.12.23 02:00	close	40	0.01	1.05566	0.00000	0.00000	-4.80	10009.37
81	2009.12.23 03:00	sell	41	0.01	1.05586	0.00000	0.00000
82	2009.12.23 15:00	close	41	0.01	1.05212	0.00000	0.00000	3.55	10012.92
83	2009.12.23 16:00	buy	42	0.01	1.05328	0.00000	0.00000
84	2009.12.24 08:00	close	42	0.01	1.04797	0.00000	0.00000	-5.10	10007.82
85	2009.12.24 09:00	sell	43	0.01	1.04738	0.00000	0.00000
86	2009.12.24 15:00	close	43	0.01	1.04902	0.00000	0.00000	-1.56	10006.26
87	2009.12.24 16:00	buy	44	0.01	1.04838	0.00000	0.00000
88	2009.12.28 01:00	close	44	0.01	1.04817	0.00000	0.00000	-0.22	10006.03
89	2009.12.28 02:00	sell	45	0.01	1.04953	0.00000	0.00000
90	2009.12.29 03:00	close	45	0.01	1.04434	0.00000	0.00000	4.97	10011.00
91	2009.12.29 04:00	sell	46	0.01	1.04430	0.00000	0.00000
92	2009.12.29 05:00	close	46	0.01	1.04420	0.00000	0.00000	0.10	10011.10
93	2009.12.29 06:00	buy	47	0.01	1.04404	0.00000	0.00000
94	2009.12.29 08:00	close	47	0.01	1.04276	0.00000	0.00000	-1.23	10009.87
95	2009.12.29 09:00	sell	48	0.01	1.04177	0.00000	0.00000
96	2009.12.29 16:00	close	48	0.01	1.03969	0.00000	0.00000	2.00	10011.87
97	2009.12.29 17:00	buy	49	0.01	1.04217	0.00000	0.00000
98	2009.12.30 08:00	close	49	0.01	1.04887	0.00000	0.00000	6.38	10018.25
99	2009.12.30 09:00	sell	50	0.01	1.04766	0.00000	0.00000
100	2009.12.31 07:00	close	50	0.01	1.05407	0.00000	0.00000	-6.08	10012.17
101	2009.12.31 08:00	buy	51	0.01	1.05028	0.00000	0.00000
102	2009.12.31 18:57	close at stop	51	0.01	1.04645	0.00000	0.00000	-3.66	10008.51