Report Result : vlado - Desynced Forex Repository

Strategy Tester Report

vlado

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		slippage=5; shift=0; Lots=0.1; MaximumRisk=10; mm=0; WPRLen=100; WPRLevel=-50;

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

Initial deposit	10000.00
Total net profit	-538.76	Gross profit	245.15	Gross loss	-783.92
Profit factor	0.31	Expected payoff	-5.92
Absolute drawdown	601.26	Maximal drawdown	747.50 (7.37%)	Relative drawdown	7.37% (747.50)

Total trades	91	Short positions (won %)	46 (4.35%)	Long positions (won %)	45 (2.22%)
		Profit trades (% of total)	3 (3.30%)	Loss trades (% of total)	88 (96.70%)
Largest		profit trade	149.16	loss trade	-32.06
Average		profit trade	81.72	loss trade	-8.91
Maximum		consecutive wins (profit in money)	1 (149.16)	consecutive losses (loss in money)	56 (-496.43)
Maximal		consecutive profit (count of wins)	149.16 (1)	consecutive loss (count of losses)	-496.43 (56)
Average		consecutive wins	1	consecutive losses	22

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.05597	0.00000	0.00000
2	2009.12.03 16:20	close	1	0.10	1.05848	0.00000	0.00000	-23.86	9976.14
3	2009.12.03 16:22	buy	2	0.10	1.05796	0.00000	0.00000
4	2009.12.03 16:27	close	2	0.10	1.05724	0.00000	0.00000	-6.81	9969.33
5	2009.12.03 16:27	sell	3	0.10	1.05709	0.00000	0.00000
6	2009.12.03 20:50	close	3	0.10	1.05388	0.00000	0.00000	30.46	9999.79
7	2009.12.03 21:00	buy	4	0.10	1.05357	0.00000	0.00000
8	2009.12.04 13:03	close	4	0.10	1.05021	0.00000	0.00000	-32.06	9967.73
9	2009.12.04 13:06	sell	5	0.10	1.05072	0.00000	0.00000
10	2009.12.04 15:02	close	5	0.10	1.05120	0.00000	0.00000	-4.57	9963.16
11	2009.12.04 15:07	buy	6	0.10	1.05167	0.00000	0.00000
12	2009.12.04 15:10	close	6	0.10	1.04959	0.00000	0.00000	-19.82	9943.34
13	2009.12.04 15:12	sell	7	0.10	1.05006	0.00000	0.00000
14	2009.12.04 16:20	close	7	0.10	1.05108	0.00000	0.00000	-9.70	9933.64
15	2009.12.04 16:33	buy	8	0.10	1.05183	0.00000	0.00000
16	2009.12.04 16:50	close	8	0.10	1.05065	0.00000	0.00000	-11.23	9922.41
17	2009.12.04 16:53	sell	9	0.10	1.05081	0.00000	0.00000
18	2009.12.04 17:20	close	9	0.10	1.05198	0.00000	0.00000	-11.12	9911.29
19	2009.12.04 17:22	buy	10	0.10	1.05127	0.00000	0.00000
20	2009.12.04 17:27	close	10	0.10	1.05036	0.00000	0.00000	-8.66	9902.63
21	2009.12.07 16:40	sell	11	0.10	1.05233	0.00000	0.00000
22	2009.12.07 18:16	close	11	0.10	1.05327	0.00000	0.00000	-8.92	9893.71
23	2009.12.07 18:23	buy	12	0.10	1.05305	0.00000	0.00000
24	2009.12.07 18:26	close	12	0.10	1.05219	0.00000	0.00000	-8.17	9885.54
25	2009.12.07 18:26	sell	13	0.10	1.05258	0.00000	0.00000
26	2009.12.07 18:37	close	13	0.10	1.05319	0.00000	0.00000	-5.79	9879.75
27	2009.12.07 20:45	buy	14	0.10	1.05307	0.00000	0.00000
28	2009.12.07 20:47	close	14	0.10	1.05267	0.00000	0.00000	-3.80	9875.95
29	2009.12.07 20:57	sell	15	0.10	1.05267	0.00000	0.00000
30	2009.12.07 20:59	close	15	0.10	1.05295	0.00000	0.00000	-2.66	9873.29
31	2009.12.07 21:10	buy	16	0.10	1.05304	0.00000	0.00000
32	2009.12.07 21:45	close	16	0.10	1.05259	0.00000	0.00000	-4.28	9869.01
33	2009.12.07 21:47	sell	17	0.10	1.05267	0.00000	0.00000
34	2009.12.07 21:59	close	17	0.10	1.05303	0.00000	0.00000	-3.42	9865.59
35	2009.12.08 08:45	buy	18	0.10	1.05467	0.00000	0.00000
36	2009.12.08 09:20	close	18	0.10	1.05393	0.00000	0.00000	-7.02	9858.57
37	2009.12.08 09:26	sell	19	0.10	1.05274	0.00000	0.00000
38	2009.12.08 12:40	close	19	0.10	1.05429	0.00000	0.00000	-14.70	9843.87
39	2009.12.08 12:45	buy	20	0.10	1.05501	0.00000	0.00000
40	2009.12.08 13:15	close	20	0.10	1.05321	0.00000	0.00000	-17.09	9826.78
41	2009.12.08 13:17	sell	21	0.10	1.05349	0.00000	0.00000
42	2009.12.08 13:45	close	21	0.10	1.05443	0.00000	0.00000	-8.91	9817.87
43	2009.12.08 13:47	buy	22	0.10	1.05426	0.00000	0.00000
44	2009.12.08 13:59	close	22	0.10	1.05393	0.00000	0.00000	-3.13	9814.74
45	2009.12.08 14:00	sell	23	0.10	1.05394	0.00000	0.00000
46	2009.12.08 14:02	close	23	0.10	1.05435	0.00000	0.00000	-3.89	9810.85
47	2009.12.08 14:05	buy	24	0.10	1.05471	0.00000	0.00000
48	2009.12.08 14:07	close	24	0.10	1.05377	0.00000	0.00000	-8.92	9801.93
49	2009.12.09 16:50	sell	25	0.10	1.05422	0.00000	0.00000
50	2009.12.09 16:52	close	25	0.10	1.05547	0.00000	0.00000	-11.84	9790.09
51	2009.12.09 16:57	buy	26	0.10	1.05650	0.00000	0.00000
52	2009.12.09 16:59	close	26	0.10	1.05483	0.00000	0.00000	-15.83	9774.26
53	2009.12.09 17:00	sell	27	0.10	1.05478	0.00000	0.00000
54	2009.12.09 17:15	close	27	0.10	1.05571	0.00000	0.00000	-8.81	9765.45
55	2009.12.09 17:17	buy	28	0.10	1.05555	0.00000	0.00000
56	2009.12.09 17:50	close	28	0.10	1.05462	0.00000	0.00000	-8.82	9756.63
57	2009.12.09 17:52	sell	29	0.10	1.05489	0.00000	0.00000
58	2009.12.09 17:57	close	29	0.10	1.05538	0.00000	0.00000	-4.64	9751.99
59	2009.12.09 18:03	buy	30	0.10	1.05611	0.00000	0.00000
60	2009.12.09 18:32	close	30	0.10	1.05509	0.00000	0.00000	-9.67	9742.32
61	2009.12.09 18:37	sell	31	0.10	1.05493	0.00000	0.00000
62	2009.12.09 18:40	close	31	0.10	1.05593	0.00000	0.00000	-9.47	9732.85
63	2009.12.09 18:42	buy	32	0.10	1.05577	0.00000	0.00000
64	2009.12.09 20:45	close	32	0.10	1.05444	0.00000	0.00000	-12.61	9720.24
65	2009.12.09 20:47	sell	33	0.10	1.05470	0.00000	0.00000
66	2009.12.10 02:50	close	33	0.10	1.05533	0.00000	0.00000	-6.08	9714.16
67	2009.12.10 03:07	buy	34	0.10	1.05533	0.00000	0.00000
68	2009.12.10 03:10	close	34	0.10	1.05485	0.00000	0.00000	-4.55	9709.61
69	2009.12.10 03:12	sell	35	0.10	1.05492	0.00000	0.00000
70	2009.12.10 04:07	close	35	0.10	1.05543	0.00000	0.00000	-4.83	9704.78
71	2009.12.10 04:50	buy	36	0.10	1.05572	0.00000	0.00000
72	2009.12.10 04:57	close	36	0.10	1.05481	0.00000	0.00000	-8.63	9696.15
73	2009.12.10 08:05	sell	37	0.10	1.05502	0.00000	0.00000
74	2009.12.10 08:07	close	37	0.10	1.05562	0.00000	0.00000	-5.68	9690.47
75	2009.12.10 08:33	buy	38	0.10	1.05573	0.00000	0.00000
76	2009.12.10 09:20	close	38	0.10	1.05451	0.00000	0.00000	-11.57	9678.90
77	2009.12.10 09:25	sell	39	0.10	1.05482	0.00000	0.00000
78	2009.12.10 09:27	close	39	0.10	1.05596	0.00000	0.00000	-10.80	9668.10
79	2009.12.10 09:27	buy	40	0.10	1.05678	0.00000	0.00000
80	2009.12.10 09:50	close	40	0.10	1.05407	0.00000	0.00000	-25.71	9642.39
81	2009.12.10 09:52	sell	41	0.10	1.05482	0.00000	0.00000
82	2009.12.10 09:57	close	41	0.10	1.05577	0.00000	0.00000	-9.00	9633.39
83	2009.12.10 10:02	buy	42	0.10	1.05544	0.00000	0.00000
84	2009.12.10 10:07	close	42	0.10	1.05505	0.00000	0.00000	-3.70	9629.69
85	2009.12.10 10:45	sell	43	0.10	1.05492	0.00000	0.00000
86	2009.12.10 10:47	close	43	0.10	1.05533	0.00000	0.00000	-3.89	9625.80
87	2009.12.11 17:15	buy	44	0.10	1.05906	0.00000	0.00000
88	2009.12.11 18:02	close	44	0.10	1.05691	0.00000	0.00000	-20.34	9605.46
89	2009.12.11 18:05	sell	45	0.10	1.05712	0.00000	0.00000
90	2009.12.11 18:10	close	45	0.10	1.05797	0.00000	0.00000	-8.03	9597.43
91	2009.12.11 18:12	buy	46	0.10	1.05776	0.00000	0.00000
92	2009.12.14 00:20	close	46	0.10	1.05709	0.00000	0.00000	-6.41	9591.03
93	2009.12.14 06:50	sell	47	0.10	1.05722	0.00000	0.00000
94	2009.12.14 06:57	close	47	0.10	1.05767	0.00000	0.00000	-4.25	9586.78
95	2009.12.14 07:02	buy	48	0.10	1.05770	0.00000	0.00000
96	2009.12.14 07:10	close	48	0.10	1.05720	0.00000	0.00000	-4.73	9582.05
97	2009.12.14 07:12	sell	49	0.10	1.05730	0.00000	0.00000
98	2009.12.14 07:40	close	49	0.10	1.05778	0.00000	0.00000	-4.54	9577.51
99	2009.12.14 07:42	buy	50	0.10	1.05765	0.00000	0.00000
100	2009.12.14 18:16	close	50	0.10	1.05701	0.00000	0.00000	-6.05	9571.46
101	2009.12.14 18:20	sell	51	0.10	1.05736	0.00000	0.00000
102	2009.12.14 18:26	close	51	0.10	1.05791	0.00000	0.00000	-5.20	9566.26
103	2009.12.14 18:26	buy	52	0.10	1.05798	0.00000	0.00000
104	2009.12.14 18:50	close	52	0.10	1.05688	0.00000	0.00000	-10.41	9555.85
105	2009.12.14 18:52	sell	53	0.10	1.05713	0.00000	0.00000
106	2009.12.14 18:57	close	53	0.10	1.05758	0.00000	0.00000	-4.25	9551.60
107	2009.12.14 18:59	buy	54	0.10	1.05783	0.00000	0.00000
108	2009.12.15 05:10	close	54	0.10	1.05631	0.00000	0.00000	-14.46	9537.14
109	2009.12.15 05:13	sell	55	0.10	1.05652	0.00000	0.00000
110	2009.12.15 06:50	close	55	0.10	1.05732	0.00000	0.00000	-7.57	9529.57
111	2009.12.15 06:55	buy	56	0.10	1.05720	0.00000	0.00000
112	2009.12.15 06:57	close	56	0.10	1.05662	0.00000	0.00000	-5.49	9524.08
113	2009.12.15 06:59	sell	57	0.10	1.05639	0.00000	0.00000
114	2009.12.15 07:20	close	57	0.10	1.05723	0.00000	0.00000	-7.95	9516.13
115	2009.12.15 07:27	buy	58	0.10	1.05720	0.00000	0.00000
116	2009.12.15 07:33	close	58	0.10	1.05670	0.00000	0.00000	-4.73	9511.40
117	2009.12.15 07:36	sell	59	0.10	1.05677	0.00000	0.00000
118	2009.12.15 08:40	close	59	0.10	1.05762	0.00000	0.00000	-8.04	9503.36
119	2009.12.15 08:42	buy	60	0.10	1.05730	0.00000	0.00000
120	2009.12.18 03:16	close	60	0.10	1.06431	0.00000	0.00000	65.53	9568.89
121	2009.12.18 03:23	sell	61	0.10	1.06474	0.00000	0.00000
122	2009.12.18 03:26	close	61	0.10	1.06623	0.00000	0.00000	-13.97	9554.92
123	2009.12.18 03:26	buy	62	0.10	1.06606	0.00000	0.00000
124	2009.12.18 12:32	close	62	0.10	1.06346	0.00000	0.00000	-24.45	9530.47
125	2009.12.18 12:35	sell	63	0.10	1.06366	0.00000	0.00000
126	2009.12.18 12:45	close	63	0.10	1.06504	0.00000	0.00000	-12.96	9517.51
127	2009.12.18 12:50	buy	64	0.10	1.06562	0.00000	0.00000
128	2009.12.18 12:57	close	64	0.10	1.06463	0.00000	0.00000	-9.30	9508.21
129	2009.12.18 13:50	sell	65	0.10	1.06367	0.00000	0.00000
130	2009.12.18 13:57	close	65	0.10	1.06510	0.00000	0.00000	-13.43	9494.78
131	2009.12.18 13:59	buy	66	0.10	1.06546	0.00000	0.00000
132	2009.12.18 15:20	close	66	0.10	1.06456	0.00000	0.00000	-8.45	9486.33
133	2009.12.18 15:27	sell	67	0.10	1.06463	0.00000	0.00000
134	2009.12.18 15:32	close	67	0.10	1.06503	0.00000	0.00000	-3.76	9482.57
135	2009.12.18 15:37	buy	68	0.10	1.06518	0.00000	0.00000
136	2009.12.18 15:40	close	68	0.10	1.06437	0.00000	0.00000	-7.61	9474.96
137	2009.12.18 15:42	sell	69	0.10	1.06452	0.00000	0.00000
138	2009.12.18 16:15	close	69	0.10	1.06579	0.00000	0.00000	-11.92	9463.04
139	2009.12.18 16:17	buy	70	0.10	1.06543	0.00000	0.00000
140	2009.12.18 20:50	close	70	0.10	1.06434	0.00000	0.00000	-10.24	9452.80
141	2009.12.18 20:52	sell	71	0.10	1.06463	0.00000	0.00000
142	2009.12.18 20:57	close	71	0.10	1.06512	0.00000	0.00000	-4.60	9448.20
143	2009.12.18 20:59	buy	72	0.10	1.06598	0.00000	0.00000
144	2009.12.18 21:16	close	72	0.10	1.06423	0.00000	0.00000	-16.44	9431.76
145	2009.12.18 21:20	sell	73	0.10	1.06451	0.00000	0.00000
146	2009.12.18 21:26	close	73	0.10	1.06537	0.00000	0.00000	-8.07	9423.69
147	2009.12.18 21:30	buy	74	0.10	1.06532	0.00000	0.00000
148	2009.12.18 21:32	close	74	0.10	1.06475	0.00000	0.00000	-5.35	9418.34
149	2009.12.18 21:37	sell	75	0.10	1.06462	0.00000	0.00000
150	2009.12.18 21:40	close	75	0.10	1.06549	0.00000	0.00000	-8.17	9410.17
151	2009.12.18 21:42	buy	76	0.10	1.06536	0.00000	0.00000
152	2009.12.21 11:10	close	76	0.10	1.06464	0.00000	0.00000	-6.83	9403.34
153	2009.12.21 11:15	sell	77	0.10	1.06380	0.00000	0.00000
154	2009.12.30 04:40	close	77	0.10	1.04813	0.00000	0.00000	149.16	9552.51
155	2009.12.30 04:42	buy	78	0.10	1.04784	0.00000	0.00000
156	2009.12.30 09:15	close	78	0.10	1.04698	0.00000	0.00000	-8.21	9544.30
157	2009.12.30 09:20	sell	79	0.10	1.04629	0.00000	0.00000
158	2009.12.30 09:27	close	79	0.10	1.04773	0.00000	0.00000	-13.74	9530.56
159	2009.12.30 09:30	buy	80	0.10	1.04781	0.00000	0.00000
160	2009.12.30 09:32	close	80	0.10	1.04683	0.00000	0.00000	-9.36	9521.20
161	2009.12.30 09:35	sell	81	0.10	1.04695	0.00000	0.00000
162	2009.12.30 09:40	close	81	0.10	1.04753	0.00000	0.00000	-5.54	9515.66
163	2009.12.30 09:42	buy	82	0.10	1.04741	0.00000	0.00000
164	2009.12.30 11:03	close	82	0.10	1.04684	0.00000	0.00000	-5.44	9510.22
165	2009.12.30 11:06	sell	83	0.10	1.04693	0.00000	0.00000
166	2009.12.30 11:13	close	83	0.10	1.04739	0.00000	0.00000	-4.39	9505.83
167	2009.12.30 11:16	buy	84	0.10	1.04730	0.00000	0.00000
168	2009.12.30 12:07	close	84	0.10	1.04704	0.00000	0.00000	-2.48	9503.35
169	2009.12.31 12:32	sell	85	0.10	1.04703	0.00000	0.00000
170	2009.12.31 12:35	close	85	0.10	1.04738	0.00000	0.00000	-3.34	9500.01
171	2009.12.31 12:40	buy	86	0.10	1.04782	0.00000	0.00000
172	2009.12.31 17:15	close	86	0.10	1.04672	0.00000	0.00000	-10.51	9489.50
173	2009.12.31 17:17	sell	87	0.10	1.04697	0.00000	0.00000
174	2009.12.31 17:27	close	87	0.10	1.04749	0.00000	0.00000	-4.96	9484.54
175	2009.12.31 17:30	buy	88	0.10	1.04748	0.00000	0.00000
176	2009.12.31 17:50	close	88	0.10	1.04678	0.00000	0.00000	-6.69	9477.85
177	2009.12.31 17:53	sell	89	0.10	1.04696	0.00000	0.00000
178	2009.12.31 18:15	close	89	0.10	1.04740	0.00000	0.00000	-4.20	9473.65
179	2009.12.31 18:20	buy	90	0.10	1.04790	0.00000	0.00000
180	2009.12.31 18:27	close	90	0.10	1.04702	0.00000	0.00000	-8.40	9465.25
181	2009.12.31 18:40	sell	91	0.10	1.04707	0.00000	0.00000
182	2009.12.31 18:42	close	91	0.10	1.04749	0.00000	0.00000	-4.01	9461.24