Report Result : EL_FODEURO-logging - Desynced Forex Repository

Strategy Tester Report

Download EL_FODEURO-logging

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;

Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7

Initial deposit	10000.00
Total net profit	-628.80	Gross profit	890.88	Gross loss	-1519.68
Profit factor	0.59	Expected payoff	-20.28
Absolute drawdown	988.86	Maximal drawdown	1453.56 (13.89%)	Relative drawdown	13.89% (1453.56)

Total trades	31	Short positions (won %)	10 (10.00%)	Long positions (won %)	21 (19.05%)
		Profit trades (% of total)	5 (16.13%)	Loss trades (% of total)	26 (83.87%)
Largest		profit trade	386.85	loss trade	-259.29
Average		profit trade	178.18	loss trade	-58.45
Maximum		consecutive wins (profit in money)	2 (396.75)	consecutive losses (loss in money)	15 (-1054.98)
Maximal		consecutive profit (count of wins)	396.75 (2)	consecutive loss (count of losses)	-1054.98 (15)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 02:00	buy	1	0.30	1.42887	0.00000	0.00000
2	2009.08.05 08:00	close	1	0.30	1.43833	0.00000	0.00000	283.62	10283.62
3	2009.08.06 07:00	buy	2	0.30	1.44071	0.00000	0.00000
4	2009.08.06 09:00	close	2	0.30	1.43932	0.00000	0.00000	-41.70	10241.92
5	2009.08.06 10:00	buy	3	0.30	1.44074	0.00000	0.00000
6	2009.08.06 12:00	close	3	0.30	1.43988	0.00000	0.00000	-25.80	10216.12
7	2009.08.12 14:00	sell	4	0.30	1.41432	0.00000	0.00000
8	2009.08.12 15:00	close	4	0.30	1.41562	0.00000	0.00000	-39.00	10177.12
9	2009.08.14 18:00	sell	5	0.30	1.42149	0.00000	0.00000
10	2009.08.14 19:00	close	5	0.30	1.42312	0.00000	0.00000	-48.90	10128.22
11	2009.08.14 20:00	sell	6	0.30	1.41928	0.00000	0.00000
12	2009.08.14 22:00	close	6	0.30	1.41911	0.00000	0.00000	5.10	10133.32
13	2009.08.19 09:00	sell	7	0.30	1.41021	0.00000	0.00000
14	2009.08.19 14:00	close	7	0.30	1.41282	0.00000	0.00000	-78.30	10055.02
15	2009.08.25 02:00	buy	8	0.30	1.42940	0.00000	0.00000
16	2009.08.25 03:00	close	8	0.30	1.42819	0.00000	0.00000	-36.30	10018.72
17	2009.08.25 06:00	buy	9	0.30	1.43026	0.00000	0.00000
18	2009.08.25 07:00	close	9	0.30	1.43020	0.00000	0.00000	-1.80	10016.92
19	2009.08.25 12:00	buy	10	0.30	1.42962	0.00000	0.00000
20	2009.08.25 13:00	close	10	0.30	1.42865	0.00000	0.00000	-29.10	9987.82
21	2009.08.25 14:00	buy	11	0.30	1.43355	0.00000	0.00000
22	2009.08.25 20:00	close	11	0.30	1.43066	0.00000	0.00000	-86.70	9901.12
23	2009.08.26 08:00	buy	12	0.30	1.43180	0.00000	0.00000
24	2009.08.26 09:00	close	12	0.30	1.43095	0.00000	0.00000	-25.50	9875.62
25	2009.08.27 21:00	buy	13	0.30	1.43726	0.00000	0.00000
26	2009.08.28 21:00	close	13	0.30	1.42862	0.00000	0.00000	-259.29	9616.33
27	2009.08.31 17:00	buy	14	0.30	1.43510	0.00000	0.00000
28	2009.09.01 03:00	close	14	0.30	1.43211	0.00000	0.00000	-89.79	9526.54
29	2009.09.01 04:00	buy	15	0.30	1.43365	0.00000	0.00000
30	2009.09.01 13:00	close	15	0.30	1.42873	0.00000	0.00000	-147.60	9378.94
31	2009.09.01 16:00	buy	16	0.30	1.43248	0.00000	0.00000
32	2009.09.01 17:00	close	16	0.30	1.43036	0.00000	0.00000	-63.60	9315.34
33	2009.09.02 21:00	sell	17	0.30	1.42710	0.00000	0.00000
34	2009.09.02 22:00	close	17	0.30	1.42736	0.00000	0.00000	-7.80	9307.54
35	2009.09.03 17:00	sell	18	0.30	1.42577	0.00000	0.00000
36	2009.09.03 18:00	close	18	0.30	1.42784	0.00000	0.00000	-62.10	9245.44
37	2009.09.03 19:00	sell	19	0.30	1.42585	0.00000	0.00000
38	2009.09.04 08:00	close	19	0.30	1.42682	0.00000	0.00000	-29.61	9215.83
39	2009.09.04 12:00	sell	20	0.30	1.42632	0.00000	0.00000
40	2009.09.04 13:00	close	20	0.30	1.42642	0.00000	0.00000	-3.00	9212.83
41	2009.09.14 16:00	buy	21	0.30	1.46236	0.00000	0.00000
42	2009.09.15 15:00	close	21	0.30	1.45788	0.00000	0.00000	-134.49	9078.34
43	2009.09.15 16:00	buy	22	0.30	1.45964	0.00000	0.00000
44	2009.09.18 03:00	close	22	0.30	1.47255	0.00000	0.00000	386.85	9465.19
45	2009.09.18 06:00	buy	23	0.30	1.47192	0.00000	0.00000
46	2009.09.18 07:00	close	23	0.30	1.47225	0.00000	0.00000	9.90	9475.09
47	2009.09.18 12:00	buy	24	0.30	1.47081	0.00000	0.00000
48	2009.09.18 18:00	close	24	0.30	1.47021	0.00000	0.00000	-18.00	9457.09
49	2009.09.18 19:00	buy	25	0.30	1.47259	0.00000	0.00000
50	2009.09.18 22:00	close	25	0.30	1.47010	0.00000	0.00000	-74.70	9382.39
51	2009.09.21 18:00	buy	26	0.30	1.46920	0.00000	0.00000
52	2009.09.21 19:00	close	26	0.30	1.46765	0.00000	0.00000	-46.50	9335.89
53	2009.09.22 01:00	buy	27	0.30	1.46864	0.00000	0.00000
54	2009.09.22 02:00	close	27	0.30	1.46820	0.00000	0.00000	-13.20	9322.69
55	2009.09.22 03:00	buy	28	0.30	1.47029	0.00000	0.00000
56	2009.09.23 13:00	close	28	0.30	1.47714	0.00000	0.00000	205.41	9528.10
57	2009.09.24 12:00	buy	29	0.30	1.47840	0.00000	0.00000
58	2009.09.24 16:00	close	29	0.30	1.47575	0.00000	0.00000	-79.50	9448.60
59	2009.09.30 06:00	sell	30	0.30	1.46197	0.00000	0.00000
60	2009.09.30 07:00	close	30	0.30	1.46263	0.00000	0.00000	-19.80	9428.80
61	2009.09.30 16:00	sell	31	0.30	1.45999	0.00000	0.00000
62	2009.09.30 17:00	close	31	0.30	1.46191	0.00000	0.00000	-57.60	9371.20