Report Result : Desynced Forex Repository

Strategy Tester Report

Download _Turtle Channel System

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=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50;

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

Initial deposit	10000.00
Total net profit	3.30	Gross profit	2149.30	Gross loss	-2146.00
Profit factor	1.00	Expected payoff	0.11
Absolute drawdown	568.00	Maximal drawdown	1834.70 (15.93%)	Relative drawdown	15.93% (1834.70)

Total trades	31	Short positions (won %)	25 (4.00%)	Long positions (won %)	6 (16.67%)
		Profit trades (% of total)	2 (6.45%)	Loss trades (% of total)	29 (93.55%)
Largest		profit trade	1557.60	loss trade	-74.00
Average		profit trade	1074.65	loss trade	-74.00
Maximum		consecutive wins (profit in money)	1 (1557.60)	consecutive losses (loss in money)	18 (-1332.00)
Maximal		consecutive profit (count of wins)	1557.60 (1)	consecutive loss (count of losses)	-1332.00 (18)
Average		consecutive wins	1	consecutive losses	10

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.04 13:50	sell	1	1.00	1.43737	1.43811	0.00000
2	2009.08.04 14:10	s/l	1	1.00	1.43811	1.43811	0.00000	-74.00	9926.00
3	2009.08.05 16:10	sell	2	1.00	1.43663	1.43737	0.00000
4	2009.08.05 16:26	s/l	2	1.00	1.43737	1.43737	0.00000	-74.00	9852.00
5	2009.08.06 16:15	sell	3	1.00	1.43500	1.43574	0.00000
6	2009.08.06 16:40	s/l	3	1.00	1.43574	1.43574	0.00000	-74.00	9778.00
7	2009.08.07 16:15	sell	4	1.00	1.42466	1.42540	0.00000
8	2009.08.07 16:17	s/l	4	1.00	1.42540	1.42540	0.00000	-74.00	9704.00
9	2009.08.10 15:50	sell	5	1.00	1.41548	1.41622	0.00000
10	2009.08.10 15:57	s/l	5	1.00	1.41622	1.41622	0.00000	-74.00	9630.00
11	2009.08.11 16:20	sell	6	1.00	1.41097	1.41171	0.00000
12	2009.08.11 16:27	s/l	6	1.00	1.41171	1.41171	0.00000	-74.00	9556.00
13	2009.08.12 17:42	buy	7	1.00	1.42195	1.42121	0.00000
14	2009.08.12 18:07	s/l	7	1.00	1.42121	1.42121	0.00000	-74.00	9482.00
15	2009.08.14 15:45	sell	8	1.00	1.42510	1.42584	0.00000
16	2009.08.17 02:00	modify	8	1.00	1.42510	1.42477	0.00000
17	2009.08.17 04:00	modify	8	1.00	1.42510	1.42327	0.00000
18	2009.08.17 05:00	modify	8	1.00	1.42510	1.42288	0.00000
19	2009.08.17 06:00	modify	8	1.00	1.42510	1.42032	0.00000
20	2009.08.17 09:00	modify	8	1.00	1.42510	1.41944	0.00000
21	2009.08.17 10:00	modify	8	1.00	1.42510	1.41889	0.00000
22	2009.08.17 11:00	modify	8	1.00	1.42510	1.41701	0.00000
23	2009.08.17 12:00	modify	8	1.00	1.42510	1.41631	0.00000
24	2009.08.17 14:00	modify	8	1.00	1.42510	1.41592	0.00000
25	2009.08.17 15:00	modify	8	1.00	1.42510	1.41581	0.00000
26	2009.08.17 18:00	modify	8	1.00	1.42510	1.41528	0.00000
27	2009.08.17 19:00	modify	8	1.00	1.42510	1.41287	0.00000
28	2009.08.17 20:00	modify	8	1.00	1.42510	1.41228	0.00000
29	2009.08.17 21:00	modify	8	1.00	1.42510	1.41048	0.00000
30	2009.08.17 22:00	modify	8	1.00	1.42510	1.40949	0.00000
31	2009.08.18 01:20	s/l	8	1.00	1.40949	1.40949	0.00000	1557.60	11039.60
32	2009.08.18 08:52	buy	9	1.00	1.41329	1.41255	0.00000
33	2009.08.18 09:07	s/l	9	1.00	1.41255	1.41255	0.00000	-74.00	10965.60
34	2009.08.20 15:16	sell	10	1.00	1.41998	1.42072	0.00000
35	2009.08.20 15:20	s/l	10	1.00	1.42072	1.42072	0.00000	-74.00	10891.60
36	2009.08.25 03:02	sell	11	1.00	1.42743	1.42817	0.00000
37	2009.08.25 03:10	s/l	11	1.00	1.42817	1.42817	0.00000	-74.00	10817.60
38	2009.08.26 13:15	sell	12	1.00	1.42770	1.42844	0.00000
39	2009.08.26 14:07	s/l	12	1.00	1.42844	1.42844	0.00000	-74.00	10743.60
40	2009.08.27 14:02	buy	13	1.00	1.42825	1.42751	0.00000
41	2009.08.27 14:10	s/l	13	1.00	1.42751	1.42751	0.00000	-74.00	10669.60
42	2009.08.28 18:20	sell	14	1.00	1.43208	1.43282	0.00000
43	2009.08.28 18:22	s/l	14	1.00	1.43282	1.43282	0.00000	-74.00	10595.60
44	2009.08.31 05:37	sell	15	1.00	1.42802	1.42876	0.00000
45	2009.08.31 05:45	s/l	15	1.00	1.42876	1.42876	0.00000	-74.00	10521.60
46	2009.09.01 12:20	sell	16	1.00	1.43070	1.43144	0.00000
47	2009.09.01 12:22	s/l	16	1.00	1.43144	1.43144	0.00000	-74.00	10447.60
48	2009.09.03 16:20	sell	17	1.00	1.42437	1.42511	0.00000
49	2009.09.03 16:22	s/l	17	1.00	1.42511	1.42511	0.00000	-74.00	10373.60
50	2009.09.07 02:15	buy	18	1.00	1.43266	1.43192	0.00000
51	2009.09.07 04:02	s/l	18	1.00	1.43192	1.43192	0.00000	-74.00	10299.60
52	2009.09.08 14:45	buy	19	1.00	1.44975	1.44901	0.00000
53	2009.09.08 15:15	s/l	19	1.00	1.44901	1.44901	0.00000	-74.00	10225.60
54	2009.09.10 11:32	sell	20	1.00	1.45299	1.45373	0.00000
55	2009.09.10 11:45	s/l	20	1.00	1.45373	1.45373	0.00000	-74.00	10151.60
56	2009.09.11 16:20	sell	21	1.00	1.45527	1.45601	0.00000
57	2009.09.11 16:22	s/l	21	1.00	1.45601	1.45601	0.00000	-74.00	10077.60
58	2009.09.14 02:16	sell	22	1.00	1.45392	1.45466	0.00000
59	2009.09.14 02:20	s/l	22	1.00	1.45466	1.45466	0.00000	-74.00	10003.60
60	2009.09.15 11:15	sell	23	1.00	1.45885	1.45959	0.00000
61	2009.09.15 11:32	s/l	23	1.00	1.45959	1.45959	0.00000	-74.00	9929.60
62	2009.09.16 15:50	sell	24	1.00	1.46468	1.46542	0.00000
63	2009.09.16 15:52	s/l	24	1.00	1.46542	1.46542	0.00000	-74.00	9855.60
64	2009.09.18 08:50	sell	25	1.00	1.46834	1.46908	0.00000
65	2009.09.18 08:52	s/l	25	1.00	1.46908	1.46908	0.00000	-74.00	9781.60
66	2009.09.21 07:15	sell	26	1.00	1.46715	1.46789	0.00000
67	2009.09.21 07:27	s/l	26	1.00	1.46789	1.46789	0.00000	-74.00	9707.60
68	2009.09.22 08:17	buy	27	1.00	1.47248	1.47174	0.00000
69	2009.09.22 18:00	modify	27	1.00	1.47248	1.47248	0.00000
70	2009.09.22 19:00	modify	27	1.00	1.47248	1.47687	0.00000
71	2009.09.23 02:00	modify	27	1.00	1.47248	1.47786	0.00000
72	2009.09.23 05:00	modify	27	1.00	1.47248	1.47790	0.00000
73	2009.09.23 06:00	modify	27	1.00	1.47248	1.47840	0.00000
74	2009.09.23 08:50	s/l	27	1.00	1.47840	1.47840	0.00000	591.70	10299.30
75	2009.09.23 12:20	sell	28	1.00	1.47695	1.47769	0.00000
76	2009.09.23 12:27	s/l	28	1.00	1.47769	1.47769	0.00000	-74.00	10225.30
77	2009.09.24 16:50	sell	29	1.00	1.46769	1.46843	0.00000
78	2009.09.24 16:52	s/l	29	1.00	1.46843	1.46843	0.00000	-74.00	10151.30
79	2009.09.28 03:35	sell	30	1.00	1.46218	1.46292	0.00000
80	2009.09.28 03:37	s/l	30	1.00	1.46292	1.46292	0.00000	-74.00	10077.30
81	2009.09.29 09:45	sell	31	1.00	1.45800	1.45874	0.00000
82	2009.09.29 10:45	s/l	31	1.00	1.45874	1.45874	0.00000	-74.00	10003.30