Report Result : Desynced Forex Repository

Strategy Tester Report

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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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=30; UseTrailingStop=false; TrailingStop=30;

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

Initial deposit	10000.00
Total net profit	-6468.00	Gross profit	5889.60	Gross loss	-12357.60
Profit factor	0.48	Expected payoff	-102.67
Absolute drawdown	6531.00	Maximal drawdown	7170.20 (67.39%)	Relative drawdown	67.39% (7170.20)

Total trades	63	Short positions (won %)	63 (20.63%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	13 (20.63%)	Loss trades (% of total)	50 (79.37%)
Largest		profit trade	1524.30	loss trade	-735.00
Average		profit trade	453.05	loss trade	-247.15
Maximum		consecutive wins (profit in money)	3 (294.00)	consecutive losses (loss in money)	10 (-2025.00)
Maximal		consecutive profit (count of wins)	1768.60 (2)	consecutive loss (count of losses)	-2200.00 (7)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 09:00	sell	1	1.00	1.42086	0.00000	0.00000
2	2009.08.03 11:00	close	1	1.00	1.42764	0.00000	0.00000	-678.00	9322.00
3	2009.08.04 07:00	sell	2	1.00	1.43836	0.00000	0.00000
4	2009.08.04 09:00	close	2	1.00	1.44188	0.00000	0.00000	-352.00	8970.00
5	2009.08.04 12:00	sell	3	1.00	1.44040	0.00000	0.00000
6	2009.08.04 16:00	close	3	1.00	1.44099	0.00000	0.00000	-59.00	8911.00
7	2009.08.04 21:00	sell	4	1.00	1.43873	0.00000	0.00000
8	2009.08.04 23:00	close	4	1.00	1.44096	0.00000	0.00000	-223.00	8688.00
9	2009.08.05 01:00	sell	5	1.00	1.43959	0.00000	0.00000
10	2009.08.05 02:00	close	5	1.00	1.44171	0.00000	0.00000	-212.00	8476.00
11	2009.08.05 08:00	sell	6	1.00	1.43833	0.00000	0.00000
12	2009.08.05 14:00	close	6	1.00	1.44187	0.00000	0.00000	-354.00	8122.00
13	2009.08.05 16:00	sell	7	1.00	1.43865	0.00000	0.00000
14	2009.08.05 19:00	close	7	1.00	1.44187	0.00000	0.00000	-322.00	7800.00
15	2009.08.06 05:00	sell	8	1.00	1.43945	0.00000	0.00000
16	2009.08.07 02:00	close	8	1.00	1.43727	0.00000	0.00000	216.30	8016.30
17	2009.08.07 03:00	sell	9	1.00	1.43611	0.00000	0.00000
18	2009.08.07 07:00	close	9	1.00	1.43665	0.00000	0.00000	-54.00	7962.30
19	2009.08.07 08:00	sell	10	1.00	1.43522	0.00000	0.00000
20	2009.08.07 10:00	close	10	1.00	1.43603	0.00000	0.00000	-81.00	7881.30
21	2009.08.07 14:00	sell	11	1.00	1.43562	0.00000	0.00000
22	2009.08.10 13:00	close	11	1.00	1.42036	0.00000	0.00000	1524.30	9405.60
23	2009.08.10 14:00	sell	12	1.00	1.41922	0.00000	0.00000
24	2009.08.11 09:00	close	12	1.00	1.41676	0.00000	0.00000	244.30	9649.90
25	2009.08.11 15:00	sell	13	1.00	1.41288	0.00000	0.00000
26	2009.08.11 19:00	close	13	1.00	1.41612	0.00000	0.00000	-324.00	9325.90
27	2009.08.12 05:00	sell	14	1.00	1.41432	0.00000	0.00000
28	2009.08.12 13:00	close	14	1.00	1.41652	0.00000	0.00000	-220.00	9105.90
29	2009.08.14 06:00	sell	15	1.00	1.42688	0.00000	0.00000
30	2009.08.14 11:00	close	15	1.00	1.42847	0.00000	0.00000	-159.00	8946.90
31	2009.08.14 13:00	sell	16	1.00	1.42703	0.00000	0.00000
32	2009.08.14 14:00	close	16	1.00	1.43011	0.00000	0.00000	-308.00	8638.90
33	2009.08.14 16:00	sell	17	1.00	1.42474	0.00000	0.00000
34	2009.08.18 02:00	close	17	1.00	1.41092	0.00000	0.00000	1378.60	10017.50
35	2009.08.18 14:00	sell	18	1.00	1.41053	0.00000	0.00000
36	2009.08.18 18:00	close	18	1.00	1.41290	0.00000	0.00000	-237.00	9780.50
37	2009.08.19 08:00	sell	19	1.00	1.41170	0.00000	0.00000
38	2009.08.19 16:00	close	19	1.00	1.41509	0.00000	0.00000	-339.00	9441.50
39	2009.08.20 16:00	sell	20	1.00	1.42303	0.00000	0.00000
40	2009.08.20 17:00	close	20	1.00	1.42375	0.00000	0.00000	-72.00	9369.50
41	2009.08.21 06:00	sell	21	1.00	1.42239	0.00000	0.00000
42	2009.08.21 10:00	close	21	1.00	1.42974	0.00000	0.00000	-735.00	8634.50
43	2009.08.24 09:00	sell	22	1.00	1.42949	0.00000	0.00000
44	2009.08.24 14:00	close	22	1.00	1.43295	0.00000	0.00000	-346.00	8288.50
45	2009.08.24 18:00	sell	23	1.00	1.43186	0.00000	0.00000
46	2009.08.24 19:00	close	23	1.00	1.43286	0.00000	0.00000	-100.00	8188.50
47	2009.08.24 20:00	sell	24	1.00	1.42996	0.00000	0.00000
48	2009.08.25 07:00	close	24	1.00	1.43044	0.00000	0.00000	-49.70	8138.80
49	2009.08.25 08:00	sell	25	1.00	1.42881	0.00000	0.00000
50	2009.08.25 12:00	close	25	1.00	1.42962	0.00000	0.00000	-81.00	8057.80
51	2009.08.25 23:00	sell	26	1.00	1.42960	0.00000	0.00000
52	2009.08.26 08:00	close	26	1.00	1.43180	0.00000	0.00000	-221.70	7836.10
53	2009.08.26 13:00	sell	27	1.00	1.42968	0.00000	0.00000
54	2009.08.27 09:00	close	27	1.00	1.42592	0.00000	0.00000	370.90	8207.00
55	2009.08.27 16:00	sell	28	1.00	1.42291	0.00000	0.00000
56	2009.08.27 18:00	close	28	1.00	1.42738	0.00000	0.00000	-447.00	7760.00
57	2009.08.28 10:00	sell	29	1.00	1.43308	0.00000	0.00000
58	2009.08.28 11:00	close	29	1.00	1.43591	0.00000	0.00000	-283.00	7477.00
59	2009.08.28 19:00	sell	30	1.00	1.43266	0.00000	0.00000
60	2009.08.31 17:00	close	30	1.00	1.43510	0.00000	0.00000	-245.70	7231.30
61	2009.09.01 12:00	sell	31	1.00	1.43346	0.00000	0.00000
62	2009.09.02 09:00	close	31	1.00	1.42439	0.00000	0.00000	905.30	8136.60
63	2009.09.02 10:00	sell	32	1.00	1.42128	0.00000	0.00000
64	2009.09.02 13:00	close	32	1.00	1.42243	0.00000	0.00000	-115.00	8021.60
65	2009.09.02 15:00	sell	33	1.00	1.42103	0.00000	0.00000
66	2009.09.02 17:00	close	33	1.00	1.42401	0.00000	0.00000	-298.00	7723.60
67	2009.09.03 16:00	sell	34	1.00	1.42816	0.00000	0.00000
68	2009.09.04 08:00	close	34	1.00	1.42682	0.00000	0.00000	132.30	7855.90
69	2009.09.04 13:00	sell	35	1.00	1.42618	0.00000	0.00000
70	2009.09.04 18:00	close	35	1.00	1.42791	0.00000	0.00000	-173.00	7682.90
71	2009.09.07 20:00	sell	36	1.00	1.43293	0.00000	0.00000
72	2009.09.07 21:00	close	36	1.00	1.43392	0.00000	0.00000	-99.00	7583.90
73	2009.09.08 02:00	sell	37	1.00	1.43331	0.00000	0.00000
74	2009.09.08 03:00	close	37	1.00	1.43416	0.00000	0.00000	-85.00	7498.90
75	2009.09.08 04:00	sell	38	1.00	1.43323	0.00000	0.00000
76	2009.09.08 06:00	close	38	1.00	1.43429	0.00000	0.00000	-106.00	7392.90
77	2009.09.09 06:00	sell	39	1.00	1.44818	0.00000	0.00000
78	2009.09.09 08:00	close	39	1.00	1.45162	0.00000	0.00000	-344.00	7048.90
79	2009.09.09 10:00	sell	40	1.00	1.44847	0.00000	0.00000
80	2009.09.09 12:00	close	40	1.00	1.44981	0.00000	0.00000	-134.00	6914.90
81	2009.09.10 11:00	sell	41	1.00	1.45517	0.00000	0.00000
82	2009.09.10 15:00	close	41	1.00	1.45748	0.00000	0.00000	-231.00	6683.90
83	2009.09.10 16:00	sell	42	1.00	1.45330	0.00000	0.00000
84	2009.09.10 18:00	close	42	1.00	1.45690	0.00000	0.00000	-360.00	6323.90
85	2009.09.11 11:00	sell	43	1.00	1.45838	0.00000	0.00000
86	2009.09.11 13:00	close	43	1.00	1.46082	0.00000	0.00000	-244.00	6079.90
87	2009.09.11 15:00	sell	44	1.00	1.45852	0.00000	0.00000
88	2009.09.11 16:00	close	44	1.00	1.46101	0.00000	0.00000	-249.00	5830.90
89	2009.09.11 17:00	sell	45	1.00	1.46126	0.00000	0.00000
90	2009.09.14 15:00	close	45	1.00	1.45641	0.00000	0.00000	483.30	6314.20
91	2009.09.15 10:00	sell	46	1.00	1.45997	0.00000	0.00000
92	2009.09.15 19:00	close	46	1.00	1.46387	0.00000	0.00000	-390.00	5924.20
93	2009.09.16 14:00	sell	47	1.00	1.46742	0.00000	0.00000
94	2009.09.16 18:00	close	47	1.00	1.46991	0.00000	0.00000	-249.00	5675.20
95	2009.09.17 14:00	sell	48	1.00	1.47103	0.00000	0.00000
96	2009.09.17 17:00	close	48	1.00	1.47452	0.00000	0.00000	-349.00	5326.20
97	2009.09.17 19:00	sell	49	1.00	1.47147	0.00000	0.00000
98	2009.09.17 21:00	close	49	1.00	1.47511	0.00000	0.00000	-364.00	4962.20
99	2009.09.18 03:00	sell	50	1.00	1.47255	0.00000	0.00000
100	2009.09.18 16:00	close	50	1.00	1.47103	0.00000	0.00000	152.00	5114.20
101	2009.09.18 17:00	sell	51	1.00	1.47181	0.00000	0.00000
102	2009.09.18 18:00	close	51	1.00	1.47045	0.00000	0.00000	136.00	5250.20
103	2009.09.21 00:00	sell	52	1.00	1.46926	0.00000	0.00000
104	2009.09.21 18:00	close	52	1.00	1.46920	0.00000	0.00000	6.00	5256.20
105	2009.09.23 09:00	sell	53	1.00	1.47855	0.00000	0.00000
106	2009.09.23 21:00	close	53	1.00	1.47992	0.00000	0.00000	-137.00	5119.20
107	2009.09.23 22:00	sell	54	1.00	1.47418	0.00000	0.00000
108	2009.09.24 09:00	close	54	1.00	1.47653	0.00000	0.00000	-240.10	4879.10
109	2009.09.24 17:00	sell	55	1.00	1.47068	0.00000	0.00000
110	2009.09.25 07:00	close	55	1.00	1.46808	0.00000	0.00000	258.30	5137.40
111	2009.09.25 15:00	sell	56	1.00	1.46430	0.00000	0.00000
112	2009.09.25 17:00	close	56	1.00	1.46919	0.00000	0.00000	-489.00	4648.40
113	2009.09.25 19:00	sell	57	1.00	1.46758	0.00000	0.00000
114	2009.09.28 00:00	close	57	1.00	1.46957	0.00000	0.00000	-200.70	4447.70
115	2009.09.28 03:00	sell	58	1.00	1.46441	0.00000	0.00000
116	2009.09.28 12:00	close	58	1.00	1.46359	0.00000	0.00000	82.00	4529.70
117	2009.09.28 13:00	sell	59	1.00	1.46288	0.00000	0.00000
118	2009.09.28 14:00	close	59	1.00	1.46440	0.00000	0.00000	-152.00	4377.70
119	2009.09.28 20:00	sell	60	1.00	1.46130	0.00000	0.00000
120	2009.09.29 01:00	close	60	1.00	1.46303	0.00000	0.00000	-174.70	4203.00
121	2009.09.29 03:00	sell	61	1.00	1.45938	0.00000	0.00000
122	2009.09.29 05:00	close	61	1.00	1.46215	0.00000	0.00000	-277.00	3926.00
123	2009.09.29 10:00	sell	62	1.00	1.45775	0.00000	0.00000
124	2009.09.29 23:00	close	62	1.00	1.45895	0.00000	0.00000	-120.00	3806.00
125	2009.09.30 15:00	sell	63	1.00	1.46034	0.00000	0.00000
126	2009.09.30 18:00	close	63	1.00	1.46308	0.00000	0.00000	-274.00	3532.00