Report Result : KI EA - Desynced Forex Repository

Strategy Tester Report

Download KI EA

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		Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=false; TrailingAct=10; TrailingStep=40; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false;

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

Initial deposit	10000.00
Total net profit	-792.48	Gross profit	856.35	Gross loss	-1648.83
Profit factor	0.52	Expected payoff	-18.01
Absolute drawdown	901.95	Maximal drawdown	1228.79 (11.90%)	Relative drawdown	11.90% (1228.79)

Total trades	44	Short positions (won %)	22 (31.82%)	Long positions (won %)	22 (36.36%)
		Profit trades (% of total)	15 (34.09%)	Loss trades (% of total)	29 (65.91%)
Largest		profit trade	243.62	loss trade	-120.70
Average		profit trade	57.09	loss trade	-56.86
Maximum		consecutive wins (profit in money)	3 (233.40)	consecutive losses (loss in money)	6 (-394.47)
Maximal		consecutive profit (count of wins)	243.62 (1)	consecutive loss (count of losses)	-394.47 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.05 10:00	sell	1	0.10	1.44004	0.00000	0.00000
2	2009.08.05 11:00	close	1	0.10	1.43929	0.00000	0.00000	7.50	10007.50
3	2009.08.05 11:02	buy	2	0.10	1.43849	0.00000	0.00000
4	2009.08.06 09:00	close	2	0.10	1.43932	0.00000	0.00000	8.21	10015.71
5	2009.08.06 09:02	sell	3	0.10	1.43895	0.00000	0.00000
6	2009.08.11 13:00	close	3	0.10	1.41713	0.00000	0.00000	217.69	10233.40
7	2009.08.11 13:02	buy	4	0.10	1.41690	0.00000	0.00000
8	2009.08.11 16:00	close	4	0.10	1.41270	0.00000	0.00000	-42.00	10191.40
9	2009.08.11 16:02	sell	5	0.10	1.41271	0.00000	0.00000
10	2009.08.12 03:00	close	5	0.10	1.41602	0.00000	0.00000	-33.27	10158.13
11	2009.08.12 03:03	buy	6	0.10	1.41633	0.00000	0.00000
12	2009.08.12 05:00	close	6	0.10	1.41432	0.00000	0.00000	-20.10	10138.03
13	2009.08.12 05:02	sell	7	0.10	1.41403	0.00000	0.00000
14	2009.08.12 16:00	close	7	0.10	1.41940	0.00000	0.00000	-53.70	10084.33
15	2009.08.12 16:02	buy	8	0.10	1.41896	0.00000	0.00000
16	2009.08.14 17:00	close	8	0.10	1.42350	0.00000	0.00000	45.28	10129.61
17	2009.08.14 17:03	sell	9	0.10	1.42446	0.00000	0.00000
18	2009.08.18 09:00	close	9	0.10	1.41309	0.00000	0.00000	113.36	10242.97
19	2009.08.18 09:02	buy	10	0.10	1.41285	0.00000	0.00000
20	2009.08.18 16:00	close	10	0.10	1.40814	0.00000	0.00000	-47.10	10195.87
21	2009.08.18 16:02	sell	11	0.10	1.40833	0.00000	0.00000
22	2009.08.18 18:00	close	11	0.10	1.41290	0.00000	0.00000	-45.70	10150.17
23	2009.08.18 18:02	buy	12	0.10	1.41408	0.00000	0.00000
24	2009.08.19 11:00	close	12	0.10	1.40983	0.00000	0.00000	-42.53	10107.64
25	2009.08.19 11:02	sell	13	0.10	1.40975	0.00000	0.00000
26	2009.08.19 17:00	close	13	0.10	1.42182	0.00000	0.00000	-120.70	9986.94
27	2009.08.19 17:02	buy	14	0.10	1.42134	0.00000	0.00000
28	2009.08.21 08:00	close	14	0.10	1.42310	0.00000	0.00000	17.48	10004.42
29	2009.08.21 08:02	sell	15	0.10	1.42344	0.00000	0.00000
30	2009.08.24 15:00	close	15	0.10	1.43316	0.00000	0.00000	-97.37	9907.05
31	2009.08.24 15:02	buy	16	0.10	1.43439	0.00000	0.00000
32	2009.08.24 21:00	close	16	0.10	1.42879	0.00000	0.00000	-56.00	9851.05
33	2009.08.24 21:02	sell	17	0.10	1.42853	0.00000	0.00000
34	2009.08.25 15:00	close	17	0.10	1.43426	0.00000	0.00000	-57.47	9793.58
35	2009.08.25 15:02	buy	18	0.10	1.43377	0.00000	0.00000
36	2009.08.26 02:00	close	18	0.10	1.42824	0.00000	0.00000	-55.33	9738.25
37	2009.08.26 02:02	sell	19	0.10	1.42809	0.00000	0.00000
38	2009.08.26 10:00	close	19	0.10	1.43388	0.00000	0.00000	-57.90	9680.35
39	2009.08.26 10:02	buy	20	0.10	1.43482	0.00000	0.00000
40	2009.08.26 14:00	close	20	0.10	1.42778	0.00000	0.00000	-70.40	9609.95
41	2009.08.26 14:02	sell	21	0.10	1.42813	0.00000	0.00000
42	2009.08.27 14:00	close	21	0.10	1.42800	0.00000	0.00000	0.79	9610.74
43	2009.08.27 14:02	buy	22	0.10	1.42825	0.00000	0.00000
44	2009.08.27 16:00	close	22	0.10	1.42291	0.00000	0.00000	-53.40	9557.34
45	2009.08.27 16:02	sell	23	0.10	1.42229	0.00000	0.00000
46	2009.08.27 19:00	close	23	0.10	1.42690	0.00000	0.00000	-46.10	9511.24
47	2009.08.27 19:02	buy	24	0.10	1.42693	0.00000	0.00000
48	2009.08.28 22:00	close	24	0.10	1.43001	0.00000	0.00000	30.77	9542.01
49	2009.08.28 22:02	sell	25	0.10	1.42998	0.00000	0.00000
50	2009.08.31 18:00	close	25	0.10	1.43550	0.00000	0.00000	-55.37	9486.64
51	2009.08.31 18:02	buy	26	0.10	1.43673	0.00000	0.00000
52	2009.09.01 15:00	close	26	0.10	1.43023	0.00000	0.00000	-65.03	9421.61
53	2009.09.01 15:02	sell	27	0.10	1.43060	0.00000	0.00000
54	2009.09.02 19:00	close	27	0.10	1.42922	0.00000	0.00000	13.63	9435.24
55	2009.09.02 19:02	buy	28	0.10	1.42924	0.00000	0.00000
56	2009.09.03 21:00	close	28	0.10	1.42486	0.00000	0.00000	-43.89	9391.35
57	2009.09.03 21:02	sell	29	0.10	1.42510	0.00000	0.00000
58	2009.09.04 11:00	close	29	0.10	1.42830	0.00000	0.00000	-32.17	9359.18
59	2009.09.04 11:02	buy	30	0.10	1.42846	0.00000	0.00000
60	2009.09.04 15:00	close	30	0.10	1.42181	0.00000	0.00000	-66.50	9292.68
61	2009.09.04 15:05	sell	31	0.10	1.42153	0.00000	0.00000
62	2009.09.04 20:00	close	31	0.10	1.43126	0.00000	0.00000	-97.30	9195.38
63	2009.09.04 20:03	buy	32	0.10	1.43169	0.00000	0.00000
64	2009.09.10 17:00	close	32	0.10	1.45607	0.00000	0.00000	243.62	9439.00
65	2009.09.10 17:02	sell	33	0.10	1.45763	0.00000	0.00000
66	2009.09.14 17:00	close	33	0.10	1.46325	0.00000	0.00000	-56.54	9382.46
67	2009.09.14 17:02	buy	34	0.10	1.46514	0.00000	0.00000
68	2009.09.15 14:00	close	34	0.10	1.46042	0.00000	0.00000	-47.23	9335.23
69	2009.09.15 14:02	sell	35	0.10	1.46005	0.00000	0.00000
70	2009.09.15 20:00	close	35	0.10	1.46821	0.00000	0.00000	-81.60	9253.63
71	2009.09.15 20:02	buy	36	0.10	1.46841	0.00000	0.00000
72	2009.09.18 05:00	close	36	0.10	1.47020	0.00000	0.00000	17.75	9271.38
73	2009.09.18 05:03	sell	37	0.10	1.47031	0.00000	0.00000
74	2009.09.18 22:00	close	37	0.10	1.47034	0.00000	0.00000	-0.30	9271.08
75	2009.09.18 22:02	buy	38	0.10	1.47001	0.00000	0.00000
76	2009.09.23 15:00	close	38	0.10	1.47811	0.00000	0.00000	80.91	9351.99
77	2009.09.23 15:02	sell	39	0.10	1.47714	0.00000	0.00000
78	2009.09.24 13:00	close	39	0.10	1.47688	0.00000	0.00000	2.09	9354.08
79	2009.09.24 13:02	buy	40	0.10	1.47642	0.00000	0.00000
80	2009.09.24 18:00	close	40	0.10	1.46948	0.00000	0.00000	-69.40	9284.68
81	2009.09.24 18:02	sell	41	0.10	1.47058	0.00000	0.00000
82	2009.09.25 18:00	close	41	0.10	1.46833	0.00000	0.00000	22.33	9307.01
83	2009.09.25 18:02	buy	42	0.10	1.46847	0.00000	0.00000
84	2009.09.28 04:00	close	42	0.10	1.45852	0.00000	0.00000	-99.53	9207.48
85	2009.09.28 04:02	sell	43	0.10	1.45825	0.00000	0.00000
86	2009.09.28 19:00	close	43	0.10	1.46174	0.00000	0.00000	-34.90	9172.58
87	2009.09.28 19:02	buy	44	0.10	1.46015	0.00000	0.00000
88	2009.09.30 23:59	close at stop	44	0.10	1.46365	0.00000	0.00000	34.94	9207.52