Report Result : NinaEA - Desynced Forex Repository

Strategy Tester Report

Download NinaEA

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		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	-225.68	Gross profit	908.28	Gross loss	-1133.96
Profit factor	0.80	Expected payoff	-6.84
Absolute drawdown	287.38	Maximal drawdown	806.44 (7.67%)	Relative drawdown	7.67% (806.44)

Total trades	33	Short positions (won %)	16 (18.75%)	Long positions (won %)	17 (41.18%)
		Profit trades (% of total)	10 (30.30%)	Loss trades (% of total)	23 (69.70%)
Largest		profit trade	258.96	loss trade	-143.50
Average		profit trade	90.83	loss trade	-49.30
Maximum		consecutive wins (profit in money)	5 (519.40)	consecutive losses (loss in money)	11 (-603.20)
Maximal		consecutive profit (count of wins)	519.40 (5)	consecutive loss (count of losses)	-603.20 (11)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 01:00	buy	1	0.10	1.42529	0.00000	0.00000
2	2009.08.03 09:00	close	1	0.10	1.42086	0.00000	0.00000	-44.30	9955.70
3	2009.08.03 09:00	sell	2	0.10	1.42086	0.00000	0.00000
4	2009.08.03 11:00	close	2	0.10	1.42764	0.00000	0.00000	-67.80	9887.90
5	2009.08.03 11:00	buy	3	0.10	1.42764	0.00000	0.00000
6	2009.08.06 18:00	close	3	0.10	1.43568	0.00000	0.00000	80.25	9968.15
7	2009.08.06 18:00	sell	4	0.10	1.43568	0.00000	0.00000
8	2009.08.12 16:00	close	4	0.10	1.41940	0.00000	0.00000	162.12	10130.27
9	2009.08.12 16:00	buy	5	0.10	1.41940	0.00000	0.00000
10	2009.08.14 17:00	close	5	0.10	1.42350	0.00000	0.00000	40.88	10171.15
11	2009.08.14 17:00	sell	6	0.10	1.42350	0.00000	0.00000
12	2009.08.18 09:00	close	6	0.10	1.41309	0.00000	0.00000	103.76	10274.91
13	2009.08.18 09:00	buy	7	0.10	1.41309	0.00000	0.00000
14	2009.08.25 09:00	close	7	0.10	1.42635	0.00000	0.00000	132.39	10407.30
15	2009.08.25 09:00	sell	8	0.10	1.42635	0.00000	0.00000
16	2009.08.25 14:00	close	8	0.10	1.43355	0.00000	0.00000	-72.00	10335.30
17	2009.08.25 14:00	buy	9	0.10	1.43355	0.00000	0.00000
18	2009.08.26 14:00	close	9	0.10	1.42778	0.00000	0.00000	-57.73	10277.57
19	2009.08.26 14:00	sell	10	0.10	1.42778	0.00000	0.00000
20	2009.08.27 14:00	close	10	0.10	1.42800	0.00000	0.00000	-2.71	10274.86
21	2009.08.27 14:00	buy	11	0.10	1.42800	0.00000	0.00000
22	2009.08.27 16:00	close	11	0.10	1.42291	0.00000	0.00000	-50.90	10223.96
23	2009.08.27 16:00	sell	12	0.10	1.42291	0.00000	0.00000
24	2009.08.27 21:00	close	12	0.10	1.43726	0.00000	0.00000	-143.50	10080.46
25	2009.08.27 21:00	buy	13	0.10	1.43726	0.00000	0.00000
26	2009.08.28 21:00	close	13	0.10	1.42862	0.00000	0.00000	-86.43	9994.03
27	2009.08.28 21:00	sell	14	0.10	1.42862	0.00000	0.00000
28	2009.08.31 17:00	close	14	0.10	1.43510	0.00000	0.00000	-64.97	9929.06
29	2009.08.31 17:00	buy	15	0.10	1.43510	0.00000	0.00000
30	2009.09.01 13:00	close	15	0.10	1.42873	0.00000	0.00000	-63.73	9865.33
31	2009.09.01 13:00	sell	16	0.10	1.42873	0.00000	0.00000
32	2009.09.02 19:00	close	16	0.10	1.42922	0.00000	0.00000	-5.07	9860.26
33	2009.09.02 19:00	buy	17	0.10	1.42922	0.00000	0.00000
34	2009.09.03 17:00	close	17	0.10	1.42577	0.00000	0.00000	-34.59	9825.67
35	2009.09.03 17:00	sell	18	0.10	1.42577	0.00000	0.00000
36	2009.09.04 18:00	close	18	0.10	1.42791	0.00000	0.00000	-21.57	9804.10
37	2009.09.04 18:00	buy	19	0.10	1.42791	0.00000	0.00000
38	2009.09.14 03:00	close	19	0.10	1.45383	0.00000	0.00000	258.96	10063.06
39	2009.09.14 03:00	sell	20	0.10	1.45383	0.00000	0.00000
40	2009.09.14 16:00	close	20	0.10	1.46236	0.00000	0.00000	-85.30	9977.76
41	2009.09.14 16:00	buy	21	0.10	1.46236	0.00000	0.00000
42	2009.09.18 10:00	close	21	0.10	1.46659	0.00000	0.00000	42.12	10019.88
43	2009.09.18 10:00	sell	22	0.10	1.46659	0.00000	0.00000
44	2009.09.22 02:00	close	22	0.10	1.46844	0.00000	0.00000	-18.84	10001.04
45	2009.09.22 02:00	buy	23	0.10	1.46844	0.00000	0.00000
46	2009.09.23 18:00	close	23	0.10	1.47503	0.00000	0.00000	65.87	10066.91
47	2009.09.23 18:00	sell	24	0.10	1.47503	0.00000	0.00000
48	2009.09.24 09:00	close	24	0.10	1.47653	0.00000	0.00000	-15.51	10051.40
49	2009.09.24 09:00	buy	25	0.10	1.47653	0.00000	0.00000
50	2009.09.24 17:00	close	25	0.10	1.47068	0.00000	0.00000	-58.50	9992.90
51	2009.09.24 17:00	sell	26	0.10	1.47068	0.00000	0.00000
52	2009.09.25 08:00	close	26	0.10	1.46956	0.00000	0.00000	11.03	10003.93
53	2009.09.25 08:00	buy	27	0.10	1.46956	0.00000	0.00000
54	2009.09.25 15:00	close	27	0.10	1.46430	0.00000	0.00000	-52.60	9951.33
55	2009.09.25 15:00	sell	28	0.10	1.46430	0.00000	0.00000
56	2009.09.28 01:00	close	28	0.10	1.47054	0.00000	0.00000	-62.57	9888.76
57	2009.09.28 01:00	buy	29	0.10	1.47054	0.00000	0.00000
58	2009.09.28 03:00	close	29	0.10	1.46441	0.00000	0.00000	-61.30	9827.46
59	2009.09.28 03:00	sell	30	0.10	1.46441	0.00000	0.00000
60	2009.09.28 16:00	close	30	0.10	1.46541	0.00000	0.00000	-10.00	9817.46
61	2009.09.28 16:00	buy	31	0.10	1.46541	0.00000	0.00000
62	2009.09.28 20:00	close	31	0.10	1.46130	0.00000	0.00000	-41.10	9776.36
63	2009.09.28 20:00	sell	32	0.10	1.46130	0.00000	0.00000
64	2009.09.30 04:00	close	32	0.10	1.46256	0.00000	0.00000	-12.94	9763.42
65	2009.09.30 04:00	buy	33	0.10	1.46256	0.00000	0.00000
66	2009.09.30 23:59	close at stop	33	0.10	1.46365	0.00000	0.00000	10.90	9774.32