Report Result : NinaEA v03 - Desynced Forex Repository

Strategy Tester Report

Download NinaEA v03

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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

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

Initial deposit	10000.00
Total net profit	-351.69	Gross profit	831.38	Gross loss	-1183.07
Profit factor	0.70	Expected payoff	-7.99
Absolute drawdown	509.91	Maximal drawdown	892.24 (8.59%)	Relative drawdown	8.59% (892.24)

Total trades	44	Short positions (won %)	23 (26.09%)	Long positions (won %)	21 (23.81%)
		Profit trades (% of total)	11 (25.00%)	Loss trades (% of total)	33 (75.00%)
Largest		profit trade	225.74	loss trade	-349.36
Average		profit trade	75.58	loss trade	-35.85
Maximum		consecutive wins (profit in money)	2 (86.09)	consecutive losses (loss in money)	8 (-555.63)
Maximal		consecutive profit (count of wins)	225.74 (1)	consecutive loss (count of losses)	-555.63 (8)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 11:00	buy	1	0.20	1.42764	0.00000	0.00000
2	2009.08.04 06:00	close	1	0.20	1.43893	0.00000	0.00000	225.74	10225.74
3	2009.08.04 09:00	buy	2	0.20	1.44188	0.00000	0.00000
4	2009.08.04 10:00	close	2	0.20	1.44025	0.00000	0.00000	-32.60	10193.14
5	2009.08.04 16:00	buy	3	0.20	1.44099	0.00000	0.00000
6	2009.08.04 17:00	close	3	0.20	1.43957	0.00000	0.00000	-28.40	10164.74
7	2009.08.04 22:00	buy	4	0.10	1.43992	0.00000	0.00000
8	2009.08.05 00:00	close	4	0.10	1.43976	0.00000	0.00000	-1.63	10163.11
9	2009.08.05 02:00	buy	5	0.10	1.44171	0.00000	0.00000
10	2009.08.05 08:00	close	5	0.10	1.43833	0.00000	0.00000	-33.80	10129.31
11	2009.08.05 14:00	buy	6	0.10	1.44187	0.00000	0.00000
12	2009.08.05 15:00	close	6	0.10	1.43967	0.00000	0.00000	-22.00	10107.31
13	2009.08.05 19:00	buy	7	0.10	1.44187	0.00000	0.00000
14	2009.08.06 05:00	close	7	0.10	1.43945	0.00000	0.00000	-24.29	10083.02
15	2009.08.07 03:00	sell	8	0.10	1.43611	0.00000	0.00000
16	2009.08.07 09:00	close	8	0.10	1.43672	0.00000	0.00000	-6.10	10076.92
17	2009.08.07 14:00	sell	9	0.10	1.43562	0.00000	0.00000
18	2009.08.11 09:00	close	9	0.10	1.41676	0.00000	0.00000	188.26	10265.18
19	2009.08.11 15:00	sell	10	0.20	1.41288	0.00000	0.00000
20	2009.08.11 19:00	close	10	0.20	1.41612	0.00000	0.00000	-64.80	10200.38
21	2009.08.11 20:00	sell	11	0.20	1.41502	0.00000	0.00000
22	2009.08.11 22:00	close	11	0.20	1.41527	0.00000	0.00000	-5.00	10195.38
23	2009.08.11 23:00	sell	12	0.10	1.41503	0.00000	0.00000
24	2009.08.12 01:00	close	12	0.10	1.41562	0.00000	0.00000	-6.07	10189.31
25	2009.08.12 02:00	sell	13	0.10	1.41505	0.00000	0.00000
26	2009.08.12 03:00	close	13	0.10	1.41602	0.00000	0.00000	-9.70	10179.61
27	2009.08.12 05:00	sell	14	0.10	1.41432	0.00000	0.00000
28	2009.08.12 07:00	close	14	0.10	1.41505	0.00000	0.00000	-7.30	10172.31
29	2009.08.12 08:00	sell	15	0.10	1.41355	0.00000	0.00000
30	2009.08.12 13:00	close	15	0.10	1.41652	0.00000	0.00000	-29.70	10142.61
31	2009.08.12 14:00	sell	16	0.10	1.41432	0.00000	0.00000
32	2009.08.18 02:00	close	16	0.10	1.41092	0.00000	0.00000	32.98	10175.59
33	2009.08.18 18:00	buy	17	0.20	1.41290	0.00000	0.00000
34	2009.08.19 08:00	close	17	0.20	1.41170	0.00000	0.00000	-24.06	10151.53
35	2009.08.19 16:00	buy	18	0.20	1.41509	0.00000	0.00000
36	2009.08.20 07:00	close	18	0.20	1.42179	0.00000	0.00000	133.82	10285.35
37	2009.08.20 08:00	buy	19	0.20	1.42361	0.00000	0.00000
38	2009.08.20 13:00	close	19	0.20	1.42241	0.00000	0.00000	-24.00	10261.35
39	2009.08.20 14:00	buy	20	0.20	1.42387	0.00000	0.00000
40	2009.08.21 06:00	close	20	0.20	1.42239	0.00000	0.00000	-29.66	10231.69
41	2009.08.21 10:00	buy	21	0.10	1.42974	0.00000	0.00000
42	2009.08.24 09:00	close	21	0.10	1.42949	0.00000	0.00000	-2.53	10229.16
43	2009.08.24 19:00	buy	22	0.10	1.43286	0.00000	0.00000
44	2009.08.24 20:00	close	22	0.10	1.42996	0.00000	0.00000	-29.00	10200.16
45	2009.08.25 13:00	sell	23	0.10	1.42865	0.00000	0.00000
46	2009.08.27 05:00	close	23	0.10	1.42535	0.00000	0.00000	32.32	10232.48
47	2009.08.27 06:00	sell	24	0.20	1.42421	0.00000	0.00000
48	2009.08.27 11:00	close	24	0.20	1.42477	0.00000	0.00000	-11.20	10221.28
49	2009.08.27 16:00	sell	25	0.20	1.42291	0.00000	0.00000
50	2009.08.27 18:00	close	25	0.20	1.42738	0.00000	0.00000	-89.40	10131.88
51	2009.08.28 11:00	buy	26	0.10	1.43591	0.00000	0.00000
52	2009.08.28 19:00	close	26	0.10	1.43266	0.00000	0.00000	-32.50	10099.38
53	2009.09.02 10:00	sell	27	0.10	1.42128	0.00000	0.00000
54	2009.09.02 11:00	close	27	0.10	1.42293	0.00000	0.00000	-16.50	10082.88
55	2009.09.02 15:00	sell	28	0.10	1.42103	0.00000	0.00000
56	2009.09.02 17:00	close	28	0.10	1.42401	0.00000	0.00000	-29.80	10053.08
57	2009.09.03 17:00	sell	29	0.10	1.42577	0.00000	0.00000
58	2009.09.04 08:00	close	29	0.10	1.42682	0.00000	0.00000	-10.67	10042.41
59	2009.09.04 15:00	sell	30	0.10	1.42181	0.00000	0.00000
60	2009.09.14 14:00	close	30	0.10	1.45661	0.00000	0.00000	-349.36	9693.05
61	2009.09.15 08:00	buy	31	0.10	1.46310	0.00000	0.00000
62	2009.09.15 09:00	close	31	0.10	1.46148	0.00000	0.00000	-16.20	9676.85
63	2009.09.15 18:00	buy	32	0.10	1.46186	0.00000	0.00000
64	2009.09.16 16:00	close	32	0.10	1.46613	0.00000	0.00000	42.67	9719.52
65	2009.09.16 17:00	buy	33	0.20	1.46885	0.00000	0.00000
66	2009.09.17 14:00	close	33	0.20	1.47103	0.00000	0.00000	43.42	9762.94
67	2009.09.17 16:00	buy	34	0.20	1.47417	0.00000	0.00000
68	2009.09.17 19:00	close	34	0.20	1.47147	0.00000	0.00000	-54.00	9708.94
69	2009.09.17 21:00	buy	35	0.20	1.47511	0.00000	0.00000
70	2009.09.18 03:00	close	35	0.20	1.47255	0.00000	0.00000	-51.26	9657.68
71	2009.09.18 18:00	sell	36	0.10	1.47021	0.00000	0.00000
72	2009.09.18 19:00	close	36	0.10	1.47259	0.00000	0.00000	-23.80	9633.88
73	2009.09.18 22:00	sell	37	0.10	1.47010	0.00000	0.00000
74	2009.09.21 00:00	close	37	0.10	1.46950	0.00000	0.00000	5.83	9639.71
75	2009.09.23 10:00	buy	38	0.20	1.48056	0.00000	0.00000
76	2009.09.23 11:00	close	38	0.20	1.47934	0.00000	0.00000	-24.40	9615.31
77	2009.09.23 22:00	sell	39	0.20	1.47418	0.00000	0.00000
78	2009.09.25 16:00	close	39	0.20	1.46809	0.00000	0.00000	120.44	9735.75
79	2009.09.25 20:00	sell	40	0.20	1.46683	0.00000	0.00000
80	2009.09.28 00:00	close	40	0.20	1.46957	0.00000	0.00000	-55.14	9680.61
81	2009.09.28 03:00	sell	41	0.20	1.46441	0.00000	0.00000
82	2009.09.28 14:00	close	41	0.20	1.46440	0.00000	0.00000	0.20	9680.81
83	2009.09.29 02:00	sell	42	0.20	1.46212	0.00000	0.00000
84	2009.09.29 06:00	close	42	0.20	1.46283	0.00000	0.00000	-14.20	9666.61
85	2009.09.29 10:00	sell	43	0.20	1.45775	0.00000	0.00000
86	2009.09.29 23:00	close	43	0.20	1.45895	0.00000	0.00000	-24.00	9642.61
87	2009.09.30 18:00	buy	44	0.10	1.46308	0.00000	0.00000
88	2009.09.30 23:59	close at stop	44	0.10	1.46365	0.00000	0.00000	5.70	9648.31