Report Result : NinaEA - Desynced Forex Repository

Strategy Tester Report

Download NinaEA

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378

Initial deposit	10000.00
Total net profit	71.93	Gross profit	478.98	Gross loss	-407.05
Profit factor	1.18	Expected payoff	3.60
Absolute drawdown	177.02	Maximal drawdown	303.40 (3.00%)	Relative drawdown	3.00% (303.40)

Total trades	20	Short positions (won %)	10 (40.00%)	Long positions (won %)	10 (60.00%)
		Profit trades (% of total)	10 (50.00%)	Loss trades (% of total)	10 (50.00%)
Largest		profit trade	110.96	loss trade	-72.90
Average		profit trade	47.90	loss trade	-40.70
Maximum		consecutive wins (profit in money)	3 (189.45)	consecutive losses (loss in money)	4 (-154.91)
Maximal		consecutive profit (count of wins)	189.45 (3)	consecutive loss (count of losses)	-154.91 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 00:00	sell	1	0.10	1.47325	0.00000	0.00000
2	2009.11.02 07:00	close	1	0.10	1.47758	0.00000	0.00000	-43.30	9956.70
3	2009.11.02 07:00	buy	2	0.10	1.47758	0.00000	0.00000
4	2009.11.02 19:00	close	2	0.10	1.47615	0.00000	0.00000	-14.30	9942.40
5	2009.11.02 19:00	sell	3	0.10	1.47615	0.00000	0.00000
6	2009.11.03 02:00	close	3	0.10	1.47985	0.00000	0.00000	-37.01	9905.39
7	2009.11.03 02:00	buy	4	0.10	1.47985	0.00000	0.00000
8	2009.11.03 10:00	close	4	0.10	1.47382	0.00000	0.00000	-60.30	9845.09
9	2009.11.03 10:00	sell	5	0.10	1.47382	0.00000	0.00000
10	2009.11.03 20:00	close	5	0.10	1.47107	0.00000	0.00000	27.50	9872.59
11	2009.11.03 20:00	buy	6	0.10	1.47107	0.00000	0.00000
12	2009.11.05 08:00	close	6	0.10	1.48217	0.00000	0.00000	110.96	9983.55
13	2009.11.05 08:00	sell	7	0.10	1.48217	0.00000	0.00000
14	2009.11.05 15:00	close	7	0.10	1.48946	0.00000	0.00000	-72.90	9910.65
15	2009.11.05 15:00	buy	8	0.10	1.48946	0.00000	0.00000
16	2009.11.11 18:00	close	8	0.10	1.49665	0.00000	0.00000	71.86	9982.51
17	2009.11.11 18:00	sell	9	0.10	1.49665	0.00000	0.00000
18	2009.11.13 19:00	close	9	0.10	1.49286	0.00000	0.00000	37.86	10020.37
19	2009.11.13 19:00	buy	10	0.10	1.49286	0.00000	0.00000
20	2009.11.17 12:00	close	10	0.10	1.49047	0.00000	0.00000	-23.92	9996.45
21	2009.11.17 12:00	sell	11	0.10	1.49047	0.00000	0.00000
22	2009.11.18 08:00	close	11	0.10	1.48969	0.00000	0.00000	7.79	10004.24
23	2009.11.18 08:00	buy	12	0.10	1.48969	0.00000	0.00000
24	2009.11.19 04:00	close	12	0.10	1.49220	0.00000	0.00000	25.07	10029.31
25	2009.11.19 04:00	sell	13	0.10	1.49220	0.00000	0.00000
26	2009.11.19 23:00	close	13	0.10	1.49253	0.00000	0.00000	-3.30	10026.01
27	2009.11.19 23:00	buy	14	0.10	1.49253	0.00000	0.00000
28	2009.11.20 11:00	close	14	0.10	1.48720	0.00000	0.00000	-53.31	9972.70
29	2009.11.20 11:00	sell	15	0.10	1.48720	0.00000	0.00000
30	2009.11.23 02:00	close	15	0.10	1.49006	0.00000	0.00000	-28.61	9944.09
31	2009.11.23 02:00	buy	16	0.10	1.49006	0.00000	0.00000
32	2009.11.24 09:00	close	16	0.10	1.49091	0.00000	0.00000	8.49	9952.58
33	2009.11.24 09:00	sell	17	0.10	1.49091	0.00000	0.00000
34	2009.11.24 14:00	close	17	0.10	1.49792	0.00000	0.00000	-70.10	9882.48
35	2009.11.24 14:00	buy	18	0.10	1.49792	0.00000	0.00000
36	2009.11.26 08:00	close	18	0.10	1.50700	0.00000	0.00000	90.76	9973.24
37	2009.11.26 08:00	sell	19	0.10	1.50700	0.00000	0.00000
38	2009.11.27 17:00	close	19	0.10	1.49783	0.00000	0.00000	91.69	10064.93
39	2009.11.27 17:00	buy	20	0.10	1.49783	0.00000	0.00000
40	2009.11.27 22:59	close at stop	20	0.10	1.49853	0.00000	0.00000	7.00	10071.93