Report Result : weekly_Day - Desynced Forex Repository

Strategy Tester Report

weekly_Day

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		StartHour=13; Range=40; TakeProfit=90; StopLoss=200; Lots=0.1; OrderExpirationDays=7; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1;

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

Initial deposit	10000.00
Total net profit	44.17	Gross profit	273.05	Gross loss	-228.88
Profit factor	1.19	Expected payoff	1.00
Absolute drawdown	31.55	Maximal drawdown	63.35 (0.63%)	Relative drawdown	0.63% (63.35)

Total trades	44	Short positions (won %)	22 (77.27%)	Long positions (won %)	22 (68.18%)
		Profit trades (% of total)	32 (72.73%)	Loss trades (% of total)	12 (27.27%)
Largest		profit trade	8.68	loss trade	-19.29
Average		profit trade	8.53	loss trade	-19.07
Maximum		consecutive wins (profit in money)	7 (59.75)	consecutive losses (loss in money)	2 (-38.24)
Maximal		consecutive profit (count of wins)	59.75 (7)	consecutive loss (count of losses)	-38.24 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 14:00	buy stop	1	0.10	1.04650	1.04450	1.04740
2	2009.12.01 14:02	sell stop	2	0.10	1.04555	1.04755	1.04465
3	2009.12.01 14:10	sell	2	0.10	1.04555	1.04755	1.04465
4	2009.12.01 14:15	t/p	2	0.10	1.04465	1.04755	1.04465	8.62	10008.62
5	2009.12.01 21:40	buy	1	0.10	1.04650	1.04450	1.04740
6	2009.12.02 04:20	s/l	1	0.10	1.04450	1.04450	1.04740	-19.22	9989.40
7	2009.12.02 14:00	buy stop	3	0.10	1.04540	1.04340	1.04630
8	2009.12.02 14:02	sell stop	4	0.10	1.04356	1.04556	1.04266
9	2009.12.02 14:20	buy	3	0.10	1.04540	1.04340	1.04630
10	2009.12.02 14:40	t/p	3	0.10	1.04630	1.04340	1.04630	8.60	9998.00
11	2009.12.03 14:00	buy stop	5	0.10	1.04979	1.04779	1.05069
12	2009.12.03 14:02	sell stop	6	0.10	1.04898	1.05098	1.04808
13	2009.12.03 14:10	buy	5	0.10	1.04979	1.04779	1.05069
14	2009.12.03 14:20	t/p	5	0.10	1.05069	1.04779	1.05069	8.57	10006.57
15	2009.12.04 13:10	sell	6	0.10	1.04898	1.05098	1.04808
16	2009.12.04 13:16	t/p	6	0.10	1.04808	1.05098	1.04808	8.60	10015.17
17	2009.12.04 14:00	buy stop	7	0.10	1.04711	1.04511	1.04801
18	2009.12.04 14:02	sell stop	8	0.10	1.04608	1.04808	1.04518
19	2009.12.04 14:10	buy	7	0.10	1.04711	1.04511	1.04801
20	2009.12.04 14:32	s/l	7	0.10	1.04511	1.04511	1.04801	-19.16	9996.01
21	2009.12.04 14:32	sell	8	0.10	1.04608	1.04808	1.04518
22	2009.12.04 14:35	t/p	8	0.10	1.04518	1.04808	1.04518	8.62	10004.63
23	2009.12.04 14:37	sell	4	0.10	1.04356	1.04556	1.04266
24	2009.12.04 14:40	s/l	4	0.10	1.04556	1.04556	1.04266	-19.12	9985.51
25	2009.12.07 14:00	buy stop	9	0.10	1.05962	1.05762	1.06052
26	2009.12.07 14:02	buy	9	0.10	1.05962	1.05762	1.06052
27	2009.12.07 14:02	sell stop	10	0.10	1.05910	1.06110	1.05820
28	2009.12.07 14:15	sell	10	0.10	1.05910	1.06110	1.05820
29	2009.12.07 14:30	t/p	10	0.10	1.05820	1.06110	1.05820	8.51	9994.02
30	2009.12.07 14:33	s/l	9	0.10	1.05762	1.05762	1.06052	-18.93	9975.09
31	2009.12.08 14:00	buy stop	11	0.10	1.05447	1.05247	1.05537
32	2009.12.08 14:02	sell stop	12	0.10	1.05374	1.05574	1.05284
33	2009.12.08 14:05	buy	11	0.10	1.05447	1.05247	1.05537
34	2009.12.08 14:10	t/p	11	0.10	1.05537	1.05247	1.05537	8.52	9983.61
35	2009.12.09 14:00	buy stop	13	0.10	1.06127	1.05927	1.06217
36	2009.12.09 14:02	sell stop	14	0.10	1.06031	1.06231	1.05941
37	2009.12.09 14:10	sell	14	0.10	1.06031	1.06231	1.05941
38	2009.12.09 14:20	t/p	14	0.10	1.05941	1.06231	1.05941	8.50	9992.11
39	2009.12.09 15:10	buy	13	0.10	1.06127	1.05927	1.06217
40	2009.12.09 15:15	t/p	13	0.10	1.06217	1.05927	1.06217	8.47	10000.58
41	2009.12.09 20:50	sell	12	0.10	1.05374	1.05574	1.05284
42	2009.12.09 21:10	t/p	12	0.10	1.05284	1.05574	1.05284	8.55	10009.13
43	2009.12.10 14:00	buy stop	15	0.10	1.05070	1.04870	1.05160
44	2009.12.10 14:02	sell stop	16	0.10	1.05002	1.05202	1.04912
45	2009.12.10 14:15	sell	16	0.10	1.05002	1.05202	1.04912
46	2009.12.10 14:45	t/p	16	0.10	1.04912	1.05202	1.04912	8.58	10017.71
47	2009.12.10 15:50	buy	15	0.10	1.05070	1.04870	1.05160
48	2009.12.10 16:10	t/p	15	0.10	1.05160	1.04870	1.05160	8.56	10026.27
49	2009.12.11 14:00	buy stop	17	0.10	1.04975	1.04775	1.05065
50	2009.12.11 14:02	sell stop	18	0.10	1.04898	1.05098	1.04808
51	2009.12.11 14:15	sell	18	0.10	1.04898	1.05098	1.04808
52	2009.12.11 14:45	buy	17	0.10	1.04975	1.04775	1.05065
53	2009.12.11 14:50	t/p	17	0.10	1.05065	1.04775	1.05065	8.57	10034.84
54	2009.12.11 15:10	s/l	18	0.10	1.05098	1.05098	1.04808	-19.02	10015.82
55	2009.12.14 14:00	buy stop	19	0.10	1.06436	1.06236	1.06526
56	2009.12.14 14:02	sell stop	20	0.10	1.06276	1.06476	1.06186
57	2009.12.14 14:15	buy	19	0.10	1.06436	1.06236	1.06526
58	2009.12.14 14:20	t/p	19	0.10	1.06526	1.06236	1.06526	8.45	10024.27
59	2009.12.14 15:45	sell	20	0.10	1.06276	1.06476	1.06186
60	2009.12.14 16:45	t/p	20	0.10	1.06186	1.06476	1.06186	8.47	10032.74
61	2009.12.15 14:00	buy stop	21	0.10	1.06403	1.06203	1.06493
62	2009.12.15 14:02	sell stop	22	0.10	1.06308	1.06508	1.06218
63	2009.12.15 14:15	sell	22	0.10	1.06308	1.06508	1.06218
64	2009.12.15 14:45	t/p	22	0.10	1.06218	1.06508	1.06218	8.48	10041.22
65	2009.12.16 14:00	buy stop	23	0.10	1.05952	1.05752	1.06042
66	2009.12.16 14:02	sell stop	24	0.10	1.05868	1.06068	1.05778
67	2009.12.16 14:10	buy	23	0.10	1.05952	1.05752	1.06042
68	2009.12.16 14:20	t/p	23	0.10	1.06042	1.05752	1.06042	8.48	10049.70
69	2009.12.16 15:50	sell	24	0.10	1.05868	1.06068	1.05778
70	2009.12.16 15:55	t/p	24	0.10	1.05778	1.06068	1.05778	8.51	10058.21
71	2009.12.16 20:50	buy	21	0.10	1.06403	1.06203	1.06493
72	2009.12.16 21:20	s/l	21	0.10	1.06203	1.06203	1.06493	-18.85	10039.36
73	2009.12.17 14:00	buy stop	25	0.10	1.07263	1.07063	1.07353
74	2009.12.17 14:02	sell stop	26	0.10	1.07135	1.07335	1.07045
75	2009.12.17 14:10	buy	25	0.10	1.07263	1.07063	1.07353
76	2009.12.17 14:15	t/p	25	0.10	1.07353	1.07063	1.07353	8.38	10047.74
77	2009.12.17 15:15	sell	26	0.10	1.07135	1.07335	1.07045
78	2009.12.17 15:20	t/p	26	0.10	1.07045	1.07335	1.07045	8.41	10056.15
79	2009.12.18 14:00	buy stop	27	0.10	1.06577	1.06377	1.06667
80	2009.12.18 14:02	buy	27	0.10	1.06577	1.06377	1.06667
81	2009.12.18 14:02	sell stop	28	0.10	1.06643	1.06843	1.06553
82	2009.12.18 14:07	t/p	27	0.10	1.06667	1.06377	1.06667	8.44	10064.59
83	2009.12.18 14:10	sell	28	0.10	1.06643	1.06843	1.06553
84	2009.12.18 14:20	t/p	28	0.10	1.06553	1.06843	1.06553	8.45	10073.04
85	2009.12.21 14:00	buy stop	29	0.10	1.05647	1.05447	1.05737
86	2009.12.21 14:02	sell stop	30	0.10	1.05563	1.05763	1.05473
87	2009.12.21 14:10	sell	30	0.10	1.05563	1.05763	1.05473
88	2009.12.21 14:20	t/p	30	0.10	1.05473	1.05763	1.05473	8.54	10081.58
89	2009.12.21 14:50	buy	29	0.10	1.05647	1.05447	1.05737
90	2009.12.21 15:45	s/l	29	0.10	1.05447	1.05447	1.05737	-18.97	10062.61
91	2009.12.22 14:00	buy stop	31	0.10	1.05763	1.05563	1.05853
92	2009.12.22 14:02	sell stop	32	0.10	1.05606	1.05806	1.05516
93	2009.12.22 14:10	buy	31	0.10	1.05763	1.05563	1.05853
94	2009.12.22 14:15	t/p	31	0.10	1.05853	1.05563	1.05853	8.51	10071.12
95	2009.12.22 17:50	sell	32	0.10	1.05606	1.05806	1.05516
96	2009.12.22 18:02	t/p	32	0.10	1.05516	1.05806	1.05516	8.53	10079.65
97	2009.12.23 14:00	buy stop	33	0.10	1.04976	1.04776	1.05066
98	2009.12.23 14:02	sell stop	34	0.10	1.04853	1.05053	1.04763
99	2009.12.23 14:20	buy	33	0.10	1.04976	1.04776	1.05066
100	2009.12.23 14:40	t/p	33	0.10	1.05066	1.04776	1.05066	8.56	10088.21
101	2009.12.23 17:07	sell	34	0.10	1.04853	1.05053	1.04763
102	2009.12.23 17:20	s/l	34	0.10	1.05053	1.05053	1.04763	-19.04	10069.17
103	2009.12.24 14:00	buy stop	35	0.10	1.04622	1.04422	1.04712
104	2009.12.24 14:02	sell stop	36	0.10	1.04556	1.04756	1.04466
105	2009.12.24 14:07	buy	35	0.10	1.04622	1.04422	1.04712
106	2009.12.24 14:10	sell	36	0.10	1.04556	1.04756	1.04466
107	2009.12.24 14:45	t/p	35	0.10	1.04712	1.04422	1.04712	8.59	10077.76
108	2009.12.24 14:45	s/l	36	0.10	1.04756	1.04756	1.04466	-19.09	10058.67
109	2009.12.28 14:00	buy stop	37	0.10	1.04700	1.04500	1.04790
110	2009.12.28 14:02	sell stop	38	0.10	1.04557	1.04757	1.04467
111	2009.12.28 14:20	buy	37	0.10	1.04700	1.04500	1.04790
112	2009.12.28 14:45	sell	38	0.10	1.04557	1.04757	1.04467
113	2009.12.28 14:50	s/l	37	0.10	1.04500	1.04500	1.04790	-19.15	10039.52
114	2009.12.28 14:50	t/p	38	0.10	1.04467	1.04757	1.04467	8.62	10048.14
115	2009.12.29 14:00	buy stop	39	0.10	1.03856	1.03656	1.03946
116	2009.12.29 14:03	buy	39	0.10	1.03856	1.03656	1.03946
117	2009.12.29 14:03	sell stop	40	0.10	1.03828	1.04028	1.03738
118	2009.12.29 14:35	sell	40	0.10	1.03828	1.04028	1.03738
119	2009.12.29 14:50	t/p	40	0.10	1.03738	1.04028	1.03738	8.68	10056.82
120	2009.12.29 15:07	s/l	39	0.10	1.03656	1.03656	1.03946	-19.29	10037.53
121	2009.12.30 14:00	buy stop	41	0.10	1.04914	1.04714	1.05004
122	2009.12.30 14:02	sell stop	42	0.10	1.04771	1.04971	1.04681
123	2009.12.30 14:15	buy	41	0.10	1.04914	1.04714	1.05004
124	2009.12.30 15:10	t/p	41	0.10	1.05004	1.04714	1.05004	8.56	10046.09
125	2009.12.31 09:50	sell	42	0.10	1.04771	1.04971	1.04681
126	2009.12.31 10:15	s/l	42	0.10	1.04971	1.04971	1.04681	-19.04	10027.05
127	2009.12.31 14:00	buy stop	43	0.10	1.05116	1.04916	1.05206
128	2009.12.31 14:02	sell stop	44	0.10	1.05028	1.05228	1.04938
129	2009.12.31 14:10	sell	44	0.10	1.05028	1.05228	1.04938
130	2009.12.31 14:20	t/p	44	0.10	1.04938	1.05228	1.04938	8.57	10035.62
131	2009.12.31 14:32	buy	43	0.10	1.05116	1.04916	1.05206
132	2009.12.31 14:37	t/p	43	0.10	1.05206	1.04916	1.05206	8.55	10044.17