Report Result : EL_FODEURO-alt - Desynced Forex Repository

Strategy Tester Report

EL_FODEURO-alt

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-1754.34	Gross profit	1451.82	Gross loss	-3206.16
Profit factor	0.45	Expected payoff	-36.55
Absolute drawdown	1776.24	Maximal drawdown	2037.99 (19.86%)	Relative drawdown	19.86% (2037.99)

Total trades	48	Short positions (won %)	24 (20.83%)	Long positions (won %)	24 (25.00%)
		Profit trades (% of total)	11 (22.92%)	Loss trades (% of total)	37 (77.08%)
Largest		profit trade	508.95	loss trade	-396.60
Average		profit trade	131.98	loss trade	-86.65
Maximum		consecutive wins (profit in money)	2 (71.73)	consecutive losses (loss in money)	11 (-407.79)
Maximal		consecutive profit (count of wins)	508.95 (1)	consecutive loss (count of losses)	-956.70 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 03:00	sell	1	0.30	1.60777	0.00000	0.00000
2	2010.01.05 04:00	close	1	0.30	1.60965	0.00000	0.00000	-56.40	9943.60
3	2010.01.05 08:00	buy	2	0.30	1.61526	0.00000	0.00000
4	2010.01.05 09:00	close	2	0.30	1.60993	0.00000	0.00000	-159.90	9783.70
5	2010.01.05 09:00	sell	3	0.30	1.60993	0.00000	0.00000
6	2010.01.06 22:00	close	3	0.30	1.60228	0.00000	0.00000	228.75	10012.45
7	2010.01.08 10:00	buy	4	0.30	1.60181	0.00000	0.00000
8	2010.01.08 14:00	close	4	0.30	1.59787	0.00000	0.00000	-118.20	9894.25
9	2010.01.08 14:00	sell	5	0.30	1.59787	0.00000	0.00000
10	2010.01.08 15:00	close	5	0.30	1.60934	0.00000	0.00000	-344.10	9550.15
11	2010.01.08 15:00	buy	6	0.30	1.60934	0.00000	0.00000
12	2010.01.08 17:00	close	6	0.30	1.59612	0.00000	0.00000	-396.60	9153.55
13	2010.01.08 17:00	sell	7	0.30	1.59612	0.00000	0.00000
14	2010.01.08 18:00	close	7	0.30	1.59938	0.00000	0.00000	-97.80	9055.75
15	2010.01.08 19:00	buy	8	0.30	1.60073	0.00000	0.00000
16	2010.01.12 04:00	close	8	0.30	1.60889	0.00000	0.00000	244.86	9300.61
17	2010.01.18 01:00	buy	9	0.30	1.62908	0.00000	0.00000
18	2010.01.18 02:00	close	9	0.30	1.62597	0.00000	0.00000	-93.30	9207.31
19	2010.01.18 02:00	sell	10	0.30	1.62597	0.00000	0.00000
20	2010.01.18 04:00	close	10	0.30	1.62858	0.00000	0.00000	-78.30	9129.01
21	2010.01.18 04:00	buy	11	0.30	1.62858	0.00000	0.00000
22	2010.01.19 13:00	close	11	0.30	1.63380	0.00000	0.00000	156.63	9285.64
23	2010.01.19 14:00	sell	12	0.30	1.63330	0.00000	0.00000
24	2010.01.19 15:00	close	12	0.30	1.63444	0.00000	0.00000	-34.20	9251.44
25	2010.01.19 15:00	buy	13	0.30	1.63444	0.00000	0.00000
26	2010.01.19 17:00	close	13	0.30	1.63709	0.00000	0.00000	79.50	9330.94
27	2010.01.20 03:00	sell	14	0.30	1.63240	0.00000	0.00000
28	2010.01.20 04:00	close	14	0.30	1.63253	0.00000	0.00000	-3.90	9327.04
29	2010.01.22 09:00	buy	15	0.30	1.62516	0.00000	0.00000
30	2010.01.22 10:00	close	15	0.30	1.62638	0.00000	0.00000	36.60	9363.64
31	2010.01.22 11:00	sell	16	0.30	1.62214	0.00000	0.00000
32	2010.01.22 12:00	close	16	0.30	1.62463	0.00000	0.00000	-74.70	9288.94
33	2010.01.22 12:00	buy	17	0.30	1.62463	0.00000	0.00000
34	2010.01.22 13:00	close	17	0.30	1.61762	0.00000	0.00000	-210.30	9078.64
35	2010.01.22 13:00	sell	18	0.30	1.61762	0.00000	0.00000
36	2010.01.25 16:00	close	18	0.30	1.61859	0.00000	0.00000	-29.85	9048.79
37	2010.01.25 16:00	buy	19	0.30	1.61859	0.00000	0.00000
38	2010.01.25 17:00	close	19	0.30	1.62068	0.00000	0.00000	62.70	9111.49
39	2010.01.26 11:00	sell	20	0.30	1.61371	0.00000	0.00000
40	2010.01.27 11:00	close	20	0.30	1.61888	0.00000	0.00000	-155.85	8955.64
41	2010.01.27 11:00	buy	21	0.30	1.61888	0.00000	0.00000
42	2010.01.27 19:00	close	21	0.30	1.61809	0.00000	0.00000	-23.70	8931.94
43	2010.01.27 20:00	sell	22	0.30	1.61717	0.00000	0.00000
44	2010.01.27 21:00	close	22	0.30	1.61755	0.00000	0.00000	-11.40	8920.54
45	2010.01.28 04:00	buy	23	0.30	1.62091	0.00000	0.00000
46	2010.01.28 07:00	close	23	0.30	1.61800	0.00000	0.00000	-87.30	8833.24
47	2010.01.28 07:00	sell	24	0.30	1.61800	0.00000	0.00000
48	2010.01.28 08:00	close	24	0.30	1.62048	0.00000	0.00000	-74.40	8758.84
49	2010.01.28 08:00	buy	25	0.30	1.62048	0.00000	0.00000
50	2010.01.28 17:00	close	25	0.30	1.61352	0.00000	0.00000	-208.80	8550.04
51	2010.01.28 17:00	sell	26	0.30	1.61352	0.00000	0.00000
52	2010.02.02 02:00	close	26	0.30	1.59648	0.00000	0.00000	508.95	9058.99
53	2010.02.03 15:00	sell	27	0.30	1.59423	0.00000	0.00000
54	2010.02.03 16:00	close	27	0.30	1.59655	0.00000	0.00000	-69.60	8989.39
55	2010.02.03 16:00	buy	28	0.30	1.59655	0.00000	0.00000
56	2010.02.03 17:00	close	28	0.30	1.59348	0.00000	0.00000	-92.10	8897.29
57	2010.02.03 17:00	sell	29	0.30	1.59348	0.00000	0.00000
58	2010.02.03 19:00	close	29	0.30	1.59184	0.00000	0.00000	49.20	8946.49
59	2010.02.09 18:00	buy	30	0.30	1.56795	0.00000	0.00000
60	2010.02.10 13:00	close	30	0.30	1.56572	0.00000	0.00000	-66.87	8879.62
61	2010.02.10 14:00	sell	31	0.30	1.56204	0.00000	0.00000
62	2010.02.10 15:00	close	31	0.30	1.56161	0.00000	0.00000	12.90	8892.52
63	2010.02.11 18:00	buy	32	0.30	1.56747	0.00000	0.00000
64	2010.02.12 11:00	close	32	0.30	1.56542	0.00000	0.00000	-61.47	8831.05
65	2010.02.12 11:00	sell	33	0.30	1.56542	0.00000	0.00000
66	2010.02.12 18:00	close	33	0.30	1.56705	0.00000	0.00000	-48.90	8782.15
67	2010.02.12 18:00	buy	34	0.30	1.56705	0.00000	0.00000
68	2010.02.15 02:00	close	34	0.30	1.56624	0.00000	0.00000	-24.27	8757.88
69	2010.02.15 06:00	sell	35	0.30	1.56445	0.00000	0.00000
70	2010.02.15 07:00	close	35	0.30	1.56497	0.00000	0.00000	-15.60	8742.28
71	2010.02.15 09:00	buy	36	0.30	1.56595	0.00000	0.00000
72	2010.02.15 17:00	close	36	0.30	1.56523	0.00000	0.00000	-21.60	8720.68
73	2010.02.15 18:00	buy	37	0.30	1.56653	0.00000	0.00000
74	2010.02.15 19:00	close	37	0.30	1.56574	0.00000	0.00000	-23.70	8696.98
75	2010.02.15 19:00	sell	38	0.30	1.56574	0.00000	0.00000
76	2010.02.15 20:00	close	38	0.30	1.56688	0.00000	0.00000	-34.20	8662.78
77	2010.02.15 20:00	buy	39	0.30	1.56688	0.00000	0.00000
78	2010.02.15 22:00	close	39	0.30	1.56598	0.00000	0.00000	-27.00	8635.78
79	2010.02.15 22:00	sell	40	0.30	1.56598	0.00000	0.00000
80	2010.02.16 00:00	close	40	0.30	1.56691	0.00000	0.00000	-28.65	8607.13
81	2010.02.16 00:00	buy	41	0.30	1.56691	0.00000	0.00000
82	2010.02.16 02:00	close	41	0.30	1.56653	0.00000	0.00000	-11.40	8595.73
83	2010.02.16 16:00	sell	42	0.30	1.56412	0.00000	0.00000
84	2010.02.16 17:00	close	42	0.30	1.56782	0.00000	0.00000	-111.00	8484.73
85	2010.02.16 17:00	buy	43	0.30	1.56782	0.00000	0.00000
86	2010.02.17 18:00	close	43	0.30	1.57008	0.00000	0.00000	67.83	8552.56
87	2010.02.17 18:00	sell	44	0.30	1.57008	0.00000	0.00000
88	2010.02.17 19:00	close	44	0.30	1.56995	0.00000	0.00000	3.90	8556.46
89	2010.02.23 01:00	buy	45	0.30	1.55028	0.00000	0.00000
90	2010.02.23 02:00	close	45	0.30	1.54865	0.00000	0.00000	-48.90	8507.56
91	2010.02.23 02:00	sell	46	0.30	1.54865	0.00000	0.00000
92	2010.02.23 03:00	close	46	0.30	1.54970	0.00000	0.00000	-31.50	8476.06
93	2010.02.23 03:00	buy	47	0.30	1.54970	0.00000	0.00000
94	2010.02.23 11:00	close	47	0.30	1.54315	0.00000	0.00000	-196.50	8279.56
95	2010.02.23 11:00	sell	48	0.30	1.54315	0.00000	0.00000
96	2010.02.23 15:00	close	48	0.30	1.54428	0.00000	0.00000	-33.90	8245.66