Report Result : FractalTakeOut_v1 - Desynced Forex Repository

Strategy Tester Report

Download FractalTakeOut_v1

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		StopLoss$=10; MagicNumber=1913;

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

Initial deposit	10000.00
Total net profit	-84.76	Gross profit	853.34	Gross loss	-938.10
Profit factor	0.91	Expected payoff	-0.84
Absolute drawdown	84.76	Maximal drawdown	334.40 (3.26%)	Relative drawdown	3.26% (334.40)

Total trades	101	Short positions (won %)	52 (38.46%)	Long positions (won %)	49 (26.53%)
		Profit trades (% of total)	33 (32.67%)	Loss trades (% of total)	68 (67.33%)
Largest		profit trade	56.10	loss trade	-32.80
Average		profit trade	25.86	loss trade	-13.80
Maximum		consecutive wins (profit in money)	4 (115.90)	consecutive losses (loss in money)	13 (-185.10)
Maximal		consecutive profit (count of wins)	115.90 (4)	consecutive loss (count of losses)	-185.10 (13)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 05:02	sell	1	0.10	1.42578	0.00000	0.00000
2	2009.08.03 05:50	close	1	0.10	1.42307	0.00000	0.00000	27.10	10027.10
3	2009.08.03 08:37	sell	2	0.10	1.42545	0.00000	0.00000
4	2009.08.03 08:45	close	2	0.10	1.42259	0.00000	0.00000	28.60	10055.70
5	2009.08.03 10:40	sell	3	0.10	1.42557	0.00000	0.00000
6	2009.08.03 10:45	close	3	0.10	1.42687	0.00000	0.00000	-13.00	10042.70
7	2009.08.04 08:15	sell	4	0.10	1.44042	0.00000	0.00000
8	2009.08.04 08:20	close	4	0.10	1.44144	0.00000	0.00000	-10.20	10032.50
9	2009.08.04 15:10	sell	5	0.10	1.43979	0.00000	0.00000
10	2009.08.04 15:20	close	5	0.10	1.44088	0.00000	0.00000	-10.90	10021.60
11	2009.08.04 19:50	buy	6	0.10	1.43859	0.00000	0.00000
12	2009.08.04 22:15	close	6	0.10	1.44031	0.00000	0.00000	17.20	10038.80
13	2009.08.05 06:20	buy	7	0.10	1.44078	0.00000	0.00000
14	2009.08.05 07:10	close	7	0.10	1.43946	0.00000	0.00000	-13.20	10025.60
15	2009.08.05 09:50	sell	8	0.10	1.44021	0.00000	0.00000
16	2009.08.05 13:10	close	8	0.10	1.44177	0.00000	0.00000	-15.60	10010.00
17	2009.08.05 14:32	buy	9	0.10	1.43866	0.00000	0.00000
18	2009.08.05 15:50	close	9	0.10	1.43747	0.00000	0.00000	-11.90	9998.10
19	2009.08.05 17:15	sell	10	0.10	1.43930	0.00000	0.00000
20	2009.08.05 18:15	close	10	0.10	1.44099	0.00000	0.00000	-16.90	9981.20
21	2009.08.05 21:46	buy	11	0.10	1.44063	0.00000	0.00000
22	2009.08.06 00:07	close	11	0.10	1.44206	0.00000	0.00000	14.18	9995.38
23	2009.08.06 14:50	sell	12	0.10	1.44031	0.00000	0.00000
24	2009.08.06 15:50	close	12	0.10	1.43532	0.00000	0.00000	49.90	10045.28
25	2009.08.06 21:50	sell	13	0.10	1.43562	0.00000	0.00000
26	2009.08.06 23:20	close	13	0.10	1.43404	0.00000	0.00000	15.80	10061.08
27	2009.08.07 14:40	buy	14	0.10	1.43486	0.00000	0.00000
28	2009.08.07 14:45	close	14	0.10	1.43158	0.00000	0.00000	-32.80	10028.28
29	2009.08.10 08:15	buy	15	0.10	1.41944	0.00000	0.00000
30	2009.08.10 08:20	close	15	0.10	1.41808	0.00000	0.00000	-13.60	10014.68
31	2009.08.10 09:02	sell	16	0.10	1.42162	0.00000	0.00000
32	2009.08.10 09:45	close	16	0.10	1.41913	0.00000	0.00000	24.90	10039.58
33	2009.08.10 09:45	buy	17	0.10	1.41913	0.00000	0.00000
34	2009.08.10 10:20	close	17	0.10	1.41757	0.00000	0.00000	-15.60	10023.98
35	2009.08.10 21:45	sell	18	0.10	1.41400	0.00000	0.00000
36	2009.08.11 01:05	close	18	0.10	1.41356	0.00000	0.00000	4.23	10028.21
37	2009.08.11 14:50	buy	19	0.10	1.41482	0.00000	0.00000
38	2009.08.11 14:59	close	19	0.10	1.41298	0.00000	0.00000	-18.40	10009.81
39	2009.08.11 17:07	sell	20	0.10	1.41437	0.00000	0.00000
40	2009.08.11 18:15	close	20	0.10	1.41592	0.00000	0.00000	-15.50	9994.31
41	2009.08.12 14:07	buy	21	0.10	1.41393	0.00000	0.00000
42	2009.08.12 14:20	close	21	0.10	1.41787	0.00000	0.00000	39.40	10033.71
43	2009.08.14 07:50	sell	22	0.10	1.42758	0.00000	0.00000
44	2009.08.14 08:20	close	22	0.10	1.42571	0.00000	0.00000	18.70	10052.41
45	2009.08.14 08:50	sell	23	0.10	1.42767	0.00000	0.00000
46	2009.08.14 09:20	close	23	0.10	1.42525	0.00000	0.00000	24.20	10076.61
47	2009.08.14 10:15	sell	24	0.10	1.42766	0.00000	0.00000
48	2009.08.14 11:07	close	24	0.10	1.42869	0.00000	0.00000	-10.30	10066.31
49	2009.08.14 14:50	buy	25	0.10	1.42659	0.00000	0.00000
50	2009.08.14 15:20	buy	26	0.10	1.42658	0.00000	0.00000
51	2009.08.14 15:45	close	25	0.10	1.42510	0.00000	0.00000	-14.90	10051.41
52	2009.08.14 15:47	close	26	0.10	1.42536	0.00000	0.00000	-12.20	10039.21
53	2009.08.17 08:50	sell	27	0.10	1.41581	0.00000	0.00000
54	2009.08.17 09:20	close	27	0.10	1.41160	0.00000	0.00000	42.10	10081.31
55	2009.08.17 14:50	sell	28	0.10	1.40868	0.00000	0.00000
56	2009.08.17 16:15	close	28	0.10	1.40546	0.00000	0.00000	32.20	10113.51
57	2009.08.17 17:35	sell	29	0.10	1.40783	0.00000	0.00000
58	2009.08.17 17:50	close	29	0.10	1.40909	0.00000	0.00000	-12.60	10100.91
59	2009.08.18 05:15	buy	30	0.10	1.41045	0.00000	0.00000
60	2009.08.18 05:50	close	30	0.10	1.40930	0.00000	0.00000	-11.50	10089.41
61	2009.08.18 10:03	buy	31	0.10	1.41178	0.00000	0.00000
62	2009.08.18 11:02	close	31	0.10	1.41494	0.00000	0.00000	31.60	10121.01
63	2009.08.18 11:50	buy	32	0.10	1.41110	0.00000	0.00000
64	2009.08.18 13:50	close	32	0.10	1.40982	0.00000	0.00000	-12.80	10108.21
65	2009.08.18 16:15	sell	33	0.10	1.41076	0.00000	0.00000
66	2009.08.18 16:20	close	33	0.10	1.41191	0.00000	0.00000	-11.50	10096.71
67	2009.08.20 13:50	sell	34	0.10	1.42387	0.00000	0.00000
68	2009.08.20 14:02	sell	35	0.10	1.42425	0.00000	0.00000
69	2009.08.20 15:10	close	34	0.10	1.42109	0.00000	0.00000	27.80	10124.51
70	2009.08.20 15:13	close	35	0.10	1.42134	0.00000	0.00000	29.10	10153.61
71	2009.08.20 16:07	sell	36	0.10	1.42381	0.00000	0.00000
72	2009.08.20 17:15	close	36	0.10	1.42508	0.00000	0.00000	-12.70	10140.91
73	2009.08.21 04:50	sell	37	0.10	1.42602	0.00000	0.00000
74	2009.08.21 05:26	close	37	0.10	1.42378	0.00000	0.00000	22.40	10163.31
75	2009.08.21 08:45	sell	38	0.10	1.42422	0.00000	0.00000
76	2009.08.21 09:13	close	38	0.10	1.42539	0.00000	0.00000	-11.70	10151.61
77	2009.08.21 16:20	buy	39	0.10	1.42992	0.00000	0.00000
78	2009.08.21 16:50	close	39	0.10	1.42817	0.00000	0.00000	-17.50	10134.11
79	2009.08.21 17:00	buy	40	0.10	1.43013	0.00000	0.00000
80	2009.08.21 17:15	close	40	0.10	1.42852	0.00000	0.00000	-16.10	10118.01
81	2009.08.24 11:07	sell	41	0.10	1.43063	0.00000	0.00000
82	2009.08.24 13:10	close	41	0.10	1.43192	0.00000	0.00000	-12.90	10105.11
83	2009.08.24 22:45	sell	42	0.10	1.43029	0.00000	0.00000
84	2009.08.25 00:02	close	42	0.10	1.42938	0.00000	0.00000	8.93	10114.04
85	2009.08.25 04:07	sell	43	0.10	1.42942	0.00000	0.00000
86	2009.08.25 05:45	close	43	0.10	1.43046	0.00000	0.00000	-10.40	10103.64
87	2009.08.25 16:20	buy	44	0.10	1.43138	0.00000	0.00000
88	2009.08.25 19:50	close	44	0.10	1.43032	0.00000	0.00000	-10.60	10093.04
89	2009.08.26 03:50	sell	45	0.10	1.43015	0.00000	0.00000
90	2009.08.26 06:50	close	45	0.10	1.42943	0.00000	0.00000	7.20	10100.24
91	2009.08.26 18:50	sell	46	0.10	1.42395	0.00000	0.00000
92	2009.08.26 21:45	close	46	0.10	1.42521	0.00000	0.00000	-12.60	10087.64
93	2009.08.27 10:07	buy	47	0.10	1.42358	0.00000	0.00000
94	2009.08.27 11:40	close	47	0.10	1.42632	0.00000	0.00000	27.40	10115.04
95	2009.08.27 14:50	buy	48	0.10	1.42473	0.00000	0.00000
96	2009.08.27 15:59	close	48	0.10	1.42298	0.00000	0.00000	-17.50	10097.54
97	2009.08.27 17:16	sell	49	0.10	1.42548	0.00000	0.00000
98	2009.08.27 17:45	close	49	0.10	1.42687	0.00000	0.00000	-13.90	10083.64
99	2009.08.28 10:50	sell	50	0.10	1.43588	0.00000	0.00000
100	2009.08.28 13:15	close	50	0.10	1.43695	0.00000	0.00000	-10.70	10072.94
101	2009.08.31 09:37	sell	51	0.10	1.42870	0.00000	0.00000
102	2009.08.31 10:50	close	51	0.10	1.42999	0.00000	0.00000	-12.90	10060.04
103	2009.08.31 19:10	buy	52	0.10	1.43380	0.00000	0.00000
104	2009.08.31 19:20	close	52	0.10	1.43268	0.00000	0.00000	-11.20	10048.84
105	2009.09.01 14:37	sell	53	0.10	1.43248	0.00000	0.00000
106	2009.09.01 15:20	close	53	0.10	1.42898	0.00000	0.00000	35.00	10083.84
107	2009.09.02 09:50	buy	54	0.10	1.42103	0.00000	0.00000
108	2009.09.02 12:02	close	54	0.10	1.42322	0.00000	0.00000	21.90	10105.74
109	2009.09.03 04:50	sell	55	0.10	1.42740	0.00000	0.00000
110	2009.09.03 07:20	close	55	0.10	1.42716	0.00000	0.00000	2.40	10108.14
111	2009.09.03 07:20	buy	56	0.10	1.42716	0.00000	0.00000
112	2009.09.03 08:10	close	56	0.10	1.42849	0.00000	0.00000	13.30	10121.44
113	2009.09.03 14:50	buy	57	0.10	1.42865	0.00000	0.00000
114	2009.09.03 15:20	close	57	0.10	1.42747	0.00000	0.00000	-11.80	10109.64
115	2009.09.07 04:02	buy	58	0.10	1.43196	0.00000	0.00000
116	2009.09.07 04:45	close	58	0.10	1.43277	0.00000	0.00000	8.10	10117.74
117	2009.09.07 07:50	buy	59	0.10	1.43256	0.00000	0.00000
118	2009.09.07 08:15	close	59	0.10	1.43364	0.00000	0.00000	10.80	10128.54
119	2009.09.08 15:50	buy	60	0.10	1.44598	0.00000	0.00000
120	2009.09.08 16:02	buy	61	0.10	1.44635	0.00000	0.00000
121	2009.09.08 16:40	close	60	0.10	1.45063	0.00000	0.00000	46.50	10175.04
122	2009.09.08 16:45	close	61	0.10	1.45140	0.00000	0.00000	50.50	10225.54
123	2009.09.10 08:50	buy	62	0.10	1.45693	0.00000	0.00000
124	2009.09.10 09:02	buy	63	0.10	1.45646	0.00000	0.00000
125	2009.09.10 10:15	close	62	0.10	1.45588	0.00000	0.00000	-10.50	10215.04
126	2009.09.10 10:20	close	63	0.10	1.45473	0.00000	0.00000	-17.30	10197.74
127	2009.09.10 13:50	sell	64	0.10	1.45631	0.00000	0.00000
128	2009.09.10 14:00	sell	65	0.10	1.45608	0.00000	0.00000
129	2009.09.10 14:40	close	64	0.10	1.45792	0.00000	0.00000	-16.10	10181.64
130	2009.09.10 14:40	sell	66	0.10	1.45781	0.00000	0.00000
131	2009.09.10 14:42	close	65	0.10	1.45744	0.00000	0.00000	-13.60	10168.04
132	2009.09.10 14:45	close	66	0.10	1.45936	0.00000	0.00000	-15.50	10152.54
133	2009.09.10 15:20	buy	67	0.10	1.45236	0.00000	0.00000
134	2009.09.10 15:50	close	67	0.10	1.45018	0.00000	0.00000	-21.80	10130.74
135	2009.09.11 08:20	buy	68	0.10	1.46038	0.00000	0.00000
136	2009.09.11 08:50	close	68	0.10	1.45917	0.00000	0.00000	-12.10	10118.64
137	2009.09.11 09:00	buy	69	0.10	1.46018	0.00000	0.00000
138	2009.09.11 10:10	close	69	0.10	1.45899	0.00000	0.00000	-11.90	10106.74
139	2009.09.14 11:15	buy	70	0.10	1.45347	0.00000	0.00000
140	2009.09.14 11:32	close	70	0.10	1.45232	0.00000	0.00000	-11.50	10095.24
141	2009.09.15 03:02	buy	71	0.10	1.46216	0.00000	0.00000
142	2009.09.15 03:50	close	71	0.10	1.46059	0.00000	0.00000	-15.70	10079.54
143	2009.09.15 12:20	sell	72	0.10	1.46168	0.00000	0.00000
144	2009.09.15 14:37	close	72	0.10	1.46281	0.00000	0.00000	-11.30	10068.24
145	2009.09.16 11:50	buy	73	0.10	1.46828	0.00000	0.00000
146	2009.09.16 12:45	close	73	0.10	1.46724	0.00000	0.00000	-10.40	10057.84
147	2009.09.16 14:50	sell	74	0.10	1.46877	0.00000	0.00000
148	2009.09.16 15:02	close	74	0.10	1.47051	0.00000	0.00000	-17.40	10040.44
149	2009.09.16 15:02	sell	75	0.10	1.47040	0.00000	0.00000
150	2009.09.16 15:50	close	75	0.10	1.46479	0.00000	0.00000	56.10	10096.54
151	2009.09.16 17:02	sell	76	0.10	1.46989	0.00000	0.00000
152	2009.09.16 18:10	close	76	0.10	1.47139	0.00000	0.00000	-15.00	10081.54
153	2009.09.17 15:45	sell	77	0.10	1.47306	0.00000	0.00000
154	2009.09.17 15:50	close	77	0.10	1.47438	0.00000	0.00000	-13.20	10068.34
155	2009.09.17 16:00	sell	78	0.10	1.47393	0.00000	0.00000
156	2009.09.17 16:02	close	78	0.10	1.47508	0.00000	0.00000	-11.50	10056.84
157	2009.09.18 11:45	sell	79	0.10	1.47000	0.00000	0.00000
158	2009.09.18 12:02	close	79	0.10	1.47129	0.00000	0.00000	-12.90	10043.94
159	2009.09.18 16:10	buy	80	0.10	1.47018	0.00000	0.00000
160	2009.09.18 16:15	close	80	0.10	1.46918	0.00000	0.00000	-10.00	10033.94
161	2009.09.22 13:50	buy	81	0.10	1.47818	0.00000	0.00000
162	2009.09.22 15:10	close	81	0.10	1.48025	0.00000	0.00000	20.70	10054.64
163	2009.09.23 14:02	sell	82	0.10	1.47898	0.00000	0.00000
164	2009.09.23 15:50	close	82	0.10	1.47588	0.00000	0.00000	31.00	10085.64
165	2009.09.23 21:20	buy	83	0.10	1.47704	0.00000	0.00000
166	2009.09.23 21:40	close	83	0.10	1.47587	0.00000	0.00000	-11.70	10073.94
167	2009.09.24 15:45	buy	84	0.10	1.47605	0.00000	0.00000
168	2009.09.24 15:50	close	84	0.10	1.47472	0.00000	0.00000	-13.30	10060.64
169	2009.09.25 02:07	sell	85	0.10	1.46635	0.00000	0.00000
170	2009.09.25 02:20	close	85	0.10	1.46351	0.00000	0.00000	28.40	10089.04
171	2009.09.25 04:45	sell	86	0.10	1.46553	0.00000	0.00000
172	2009.09.25 06:15	close	86	0.10	1.46674	0.00000	0.00000	-12.10	10076.94
173	2009.09.25 09:15	buy	87	0.10	1.46741	0.00000	0.00000
174	2009.09.25 09:20	close	87	0.10	1.46635	0.00000	0.00000	-10.60	10066.34
175	2009.09.25 13:03	buy	88	0.10	1.46864	0.00000	0.00000
176	2009.09.25 13:16	close	88	0.10	1.46717	0.00000	0.00000	-14.70	10051.64
177	2009.09.25 18:15	buy	89	0.10	1.46725	0.00000	0.00000
178	2009.09.25 19:15	close	89	0.10	1.46625	0.00000	0.00000	-10.00	10041.64
179	2009.09.28 06:50	sell	90	0.10	1.45953	0.00000	0.00000
180	2009.09.28 07:15	sell	91	0.10	1.45993	0.00000	0.00000
181	2009.09.28 07:20	close	90	0.10	1.46074	0.00000	0.00000	-12.10	10029.54
182	2009.09.28 07:20	sell	92	0.10	1.46063	0.00000	0.00000
183	2009.09.28 08:15	close	91	0.10	1.46127	0.00000	0.00000	-13.40	10016.14
184	2009.09.28 08:20	close	92	0.10	1.46229	0.00000	0.00000	-16.60	9999.54
185	2009.09.29 04:10	sell	93	0.10	1.46210	0.00000	0.00000
186	2009.09.29 04:20	close	93	0.10	1.46339	0.00000	0.00000	-12.90	9986.64
187	2009.09.29 08:15	buy	94	0.10	1.46237	0.00000	0.00000
188	2009.09.29 09:15	close	94	0.10	1.46133	0.00000	0.00000	-10.40	9976.24
189	2009.09.30 08:37	buy	95	0.10	1.46150	0.00000	0.00000
190	2009.09.30 09:10	buy	96	0.10	1.46144	0.00000	0.00000
191	2009.09.30 09:20	close	95	0.10	1.46018	0.00000	0.00000	-13.20	9963.04
192	2009.09.30 09:20	buy	97	0.10	1.46029	0.00000	0.00000
193	2009.09.30 09:25	close	96	0.10	1.46034	0.00000	0.00000	-11.00	9952.04
194	2009.09.30 10:50	close	97	0.10	1.46386	0.00000	0.00000	35.70	9987.74
195	2009.09.30 13:50	buy	98	0.10	1.46359	0.00000	0.00000
196	2009.09.30 14:00	buy	99	0.10	1.46430	0.00000	0.00000
197	2009.09.30 14:15	close	99	0.10	1.46295	0.00000	0.00000	-13.50	9974.24
198	2009.09.30 14:20	close	98	0.10	1.46114	0.00000	0.00000	-24.50	9949.74
199	2009.09.30 14:22	buy	100	0.10	1.46216	0.00000	0.00000
200	2009.09.30 14:45	close	100	0.10	1.46011	0.00000	0.00000	-20.50	9929.24
201	2009.09.30 17:15	sell	101	0.10	1.46284	0.00000	0.00000
202	2009.09.30 18:10	close	101	0.10	1.46424	0.00000	0.00000	-14.00	9915.24