Report Result : NinaEAtest - 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		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	-245.70	Gross profit	838.70	Gross loss	-1084.40
Profit factor	0.77	Expected payoff	-8.19
Absolute drawdown	307.40	Maximal drawdown	868.50 (8.22%)	Relative drawdown	8.22% (868.50)

Total trades	30	Short positions (won %)	15 (20.00%)	Long positions (won %)	15 (40.00%)
		Profit trades (% of total)	9 (30.00%)	Loss trades (% of total)	21 (70.00%)
Largest		profit trade	258.40	loss trade	-143.90
Average		profit trade	93.19	loss trade	-51.64
Maximum		consecutive wins (profit in money)	5 (517.50)	consecutive losses (loss in money)	11 (-607.30)
Maximal		consecutive profit (count of wins)	517.50 (5)	consecutive loss (count of losses)	-607.30 (11)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 09:00	sell	1	0.10	1.42086	0.00000	0.00000
2	2009.08.03 11:00	close	1	0.10	1.42768	0.00000	0.00000	-68.20	9931.80
3	2009.08.03 11:00	buy	2	0.10	1.42768	0.00000	0.00000
4	2009.08.06 18:00	close	2	0.10	1.43568	0.00000	0.00000	79.75	10011.55
5	2009.08.06 18:00	sell	3	0.10	1.43568	0.00000	0.00000
6	2009.08.12 16:00	close	3	0.10	1.41944	0.00000	0.00000	162.00	10173.55
7	2009.08.12 16:00	buy	4	0.10	1.41944	0.00000	0.00000
8	2009.08.14 17:00	close	4	0.10	1.42350	0.00000	0.00000	40.40	10213.95
9	2009.08.14 17:00	sell	5	0.10	1.42350	0.00000	0.00000
10	2009.08.18 09:00	close	5	0.10	1.41313	0.00000	0.00000	103.50	10317.45
11	2009.08.18 09:00	buy	6	0.10	1.41313	0.00000	0.00000
12	2009.08.25 09:00	close	6	0.10	1.42635	0.00000	0.00000	131.85	10449.30
13	2009.08.25 09:00	sell	7	0.10	1.42635	0.00000	0.00000
14	2009.08.25 14:00	close	7	0.10	1.43359	0.00000	0.00000	-72.40	10376.90
15	2009.08.25 14:00	buy	8	0.10	1.43359	0.00000	0.00000
16	2009.08.26 14:00	close	8	0.10	1.42778	0.00000	0.00000	-58.15	10318.75
17	2009.08.26 14:00	sell	9	0.10	1.42778	0.00000	0.00000
18	2009.08.27 14:00	close	9	0.10	1.42804	0.00000	0.00000	-2.90	10315.85
19	2009.08.27 14:00	buy	10	0.10	1.42804	0.00000	0.00000
20	2009.08.27 16:00	close	10	0.10	1.42291	0.00000	0.00000	-51.30	10264.55
21	2009.08.27 16:00	sell	11	0.10	1.42291	0.00000	0.00000
22	2009.08.27 21:00	close	11	0.10	1.43730	0.00000	0.00000	-143.90	10120.65
23	2009.08.27 21:00	buy	12	0.10	1.43730	0.00000	0.00000
24	2009.08.28 21:00	close	12	0.10	1.42862	0.00000	0.00000	-86.85	10033.80
25	2009.08.28 21:00	sell	13	0.10	1.42862	0.00000	0.00000
26	2009.08.31 17:00	close	13	0.10	1.43514	0.00000	0.00000	-65.30	9968.50
27	2009.08.31 17:00	buy	14	0.10	1.43514	0.00000	0.00000
28	2009.09.01 13:00	close	14	0.10	1.42873	0.00000	0.00000	-64.15	9904.35
29	2009.09.01 13:00	sell	15	0.10	1.42873	0.00000	0.00000
30	2009.09.02 19:00	close	15	0.10	1.42926	0.00000	0.00000	-5.40	9898.95
31	2009.09.02 19:00	buy	16	0.10	1.42926	0.00000	0.00000
32	2009.09.03 17:00	close	16	0.10	1.42577	0.00000	0.00000	-35.05	9863.90
33	2009.09.03 17:00	sell	17	0.10	1.42577	0.00000	0.00000
34	2009.09.04 18:00	close	17	0.10	1.42795	0.00000	0.00000	-21.90	9842.00
35	2009.09.04 18:00	buy	18	0.10	1.42795	0.00000	0.00000
36	2009.09.14 03:00	close	18	0.10	1.45383	0.00000	0.00000	258.40	10100.40
37	2009.09.14 03:00	sell	19	0.10	1.45383	0.00000	0.00000
38	2009.09.14 16:00	close	19	0.10	1.46240	0.00000	0.00000	-85.70	10014.70
39	2009.09.14 16:00	buy	20	0.10	1.46240	0.00000	0.00000
40	2009.09.18 10:00	close	20	0.10	1.46659	0.00000	0.00000	41.60	10056.30
41	2009.09.18 10:00	sell	21	0.10	1.46659	0.00000	0.00000
42	2009.09.22 02:00	close	21	0.10	1.46848	0.00000	0.00000	-19.10	10037.20
43	2009.09.23 18:00	sell	22	0.10	1.47503	0.00000	0.00000
44	2009.09.24 09:00	close	22	0.10	1.47657	0.00000	0.00000	-15.70	10021.50
45	2009.09.24 09:00	buy	23	0.10	1.47657	0.00000	0.00000
46	2009.09.24 17:00	close	23	0.10	1.47068	0.00000	0.00000	-58.90	9962.60
47	2009.09.24 17:00	sell	24	0.10	1.47068	0.00000	0.00000
48	2009.09.25 08:00	close	24	0.10	1.46960	0.00000	0.00000	10.70	9973.30
49	2009.09.25 08:00	buy	25	0.10	1.46960	0.00000	0.00000
50	2009.09.25 15:00	close	25	0.10	1.46430	0.00000	0.00000	-53.00	9920.30
51	2009.09.25 15:00	sell	26	0.10	1.46430	0.00000	0.00000
52	2009.09.28 01:00	close	26	0.10	1.47058	0.00000	0.00000	-62.90	9857.40
53	2009.09.28 01:00	buy	27	0.10	1.47058	0.00000	0.00000
54	2009.09.28 03:00	close	27	0.10	1.46441	0.00000	0.00000	-61.70	9795.70
55	2009.09.28 03:00	sell	28	0.10	1.46441	0.00000	0.00000
56	2009.09.28 16:00	close	28	0.10	1.46545	0.00000	0.00000	-10.40	9785.30
57	2009.09.28 16:00	buy	29	0.10	1.46545	0.00000	0.00000
58	2009.09.28 20:00	close	29	0.10	1.46130	0.00000	0.00000	-41.50	9743.80
59	2009.09.30 04:00	buy	30	0.10	1.46260	0.00000	0.00000
60	2009.09.30 23:59	close at stop	30	0.10	1.46365	0.00000	0.00000	10.50	9754.30