Report Result : EL_FODEURO-stoch - Desynced Forex Repository

Strategy Tester Report

EL_FODEURO-stoch

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; StopLoss=0;

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

Initial deposit	10000.00
Total net profit	266.45	Gross profit	2690.27	Gross loss	-2423.82
Profit factor	1.11	Expected payoff	7.01
Absolute drawdown	707.28	Maximal drawdown	2177.98 (18.99%)	Relative drawdown	18.99% (2177.98)

Total trades	38	Short positions (won %)	19 (63.16%)	Long positions (won %)	19 (36.84%)
		Profit trades (% of total)	19 (50.00%)	Loss trades (% of total)	19 (50.00%)
Largest		profit trade	399.00	loss trade	-681.88
Average		profit trade	141.59	loss trade	-127.57
Maximum		consecutive wins (profit in money)	5 (712.44)	consecutive losses (loss in money)	5 (-926.30)
Maximal		consecutive profit (count of wins)	712.44 (5)	consecutive loss (count of losses)	-926.30 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 17:00	sell	1	0.20	1.61191	0.00000	0.00000
2	2010.01.05 12:00	close	1	0.20	1.60013	0.00000	0.00000	235.10	10235.10
3	2010.01.05 12:00	buy	2	0.30	1.60013	0.00000	0.00000
4	2010.01.05 14:00	close	2	0.30	1.60358	0.00000	0.00000	103.50	10338.60
5	2010.01.05 15:00	buy	3	0.40	1.60386	0.00000	0.00000
6	2010.01.07 05:00	close	3	0.40	1.60117	0.00000	0.00000	-107.44	10231.16
7	2010.01.07 05:00	sell	4	0.20	1.60117	0.00000	0.00000
8	2010.01.08 10:00	close	4	0.20	1.60168	0.00000	0.00000	-10.70	10220.46
9	2010.01.08 10:00	buy	5	0.20	1.60168	0.00000	0.00000
10	2010.01.08 11:00	close	5	0.20	1.60304	0.00000	0.00000	27.20	10247.66
11	2010.01.08 11:00	sell	6	0.30	1.60304	0.00000	0.00000
12	2010.01.08 14:00	close	6	0.30	1.59804	0.00000	0.00000	150.00	10397.66
13	2010.01.08 15:00	buy	7	0.20	1.60921	0.00000	0.00000
14	2010.01.15 12:00	close	7	0.20	1.62857	0.00000	0.00000	387.34	10785.00
15	2010.01.15 12:00	sell	8	0.20	1.62857	0.00000	0.00000
16	2010.01.15 18:00	close	8	0.20	1.62392	0.00000	0.00000	93.00	10878.00
17	2010.01.15 18:00	buy	9	0.30	1.62392	0.00000	0.00000
18	2010.01.15 20:00	close	9	0.30	1.62575	0.00000	0.00000	54.90	10932.90
19	2010.01.18 02:00	sell	10	0.20	1.62597	0.00000	0.00000
20	2010.01.19 14:00	close	10	0.20	1.63347	0.00000	0.00000	-150.50	10782.40
21	2010.01.19 14:00	buy	11	0.30	1.63347	0.00000	0.00000
22	2010.01.19 23:00	close	11	0.30	1.63587	0.00000	0.00000	72.00	10854.40
23	2010.01.19 23:00	sell	12	0.20	1.63587	0.00000	0.00000
24	2010.01.20 03:00	close	12	0.20	1.63257	0.00000	0.00000	65.50	10919.90
25	2010.01.20 03:00	buy	13	0.30	1.63257	0.00000	0.00000
26	2010.01.20 04:00	close	13	0.30	1.63223	0.00000	0.00000	-10.20	10909.70
27	2010.01.20 04:00	sell	14	0.20	1.63223	0.00000	0.00000
28	2010.01.22 10:00	close	14	0.20	1.62655	0.00000	0.00000	111.60	11021.30
29	2010.01.22 10:00	buy	15	0.20	1.62655	0.00000	0.00000
30	2010.01.22 12:00	close	15	0.20	1.62433	0.00000	0.00000	-44.40	10976.90
31	2010.01.22 12:00	sell	16	0.30	1.62433	0.00000	0.00000
32	2010.01.25 17:00	close	16	0.30	1.62085	0.00000	0.00000	103.65	11080.55
33	2010.01.25 17:00	buy	17	0.20	1.62085	0.00000	0.00000
34	2010.01.27 21:00	close	17	0.20	1.61725	0.00000	0.00000	-71.96	11008.59
35	2010.01.27 21:00	sell	18	0.20	1.61725	0.00000	0.00000
36	2010.01.28 04:00	close	18	0.20	1.62078	0.00000	0.00000	-72.10	10936.49
37	2010.01.28 04:00	buy	19	0.20	1.62078	0.00000	0.00000
38	2010.02.02 14:00	close	19	0.20	1.59366	0.00000	0.00000	-542.34	10394.15
39	2010.02.02 14:00	sell	20	0.20	1.59366	0.00000	0.00000
40	2010.02.03 08:00	close	20	0.20	1.60266	0.00000	0.00000	-180.50	10213.65
41	2010.02.03 08:00	buy	21	0.20	1.60266	0.00000	0.00000
42	2010.02.03 12:00	close	21	0.20	1.59969	0.00000	0.00000	-59.40	10154.25
43	2010.02.03 12:00	sell	22	0.30	1.59969	0.00000	0.00000
44	2010.02.03 13:00	close	22	0.30	1.59801	0.00000	0.00000	50.40	10204.65
45	2010.02.03 13:00	buy	23	0.20	1.59801	0.00000	0.00000
46	2010.02.09 08:00	close	23	0.20	1.56391	0.00000	0.00000	-681.88	9522.77
47	2010.02.09 08:00	sell	24	0.20	1.56391	0.00000	0.00000
48	2010.02.09 18:00	close	24	0.20	1.56782	0.00000	0.00000	-78.20	9444.57
49	2010.02.09 18:00	buy	25	0.20	1.56782	0.00000	0.00000
50	2010.02.09 19:00	close	25	0.20	1.57012	0.00000	0.00000	46.00	9490.57
51	2010.02.09 19:00	sell	26	0.30	1.57012	0.00000	0.00000
52	2010.02.10 14:00	close	26	0.30	1.56221	0.00000	0.00000	236.55	9727.12
53	2010.02.10 14:00	buy	27	0.20	1.56221	0.00000	0.00000
54	2010.02.11 00:00	close	27	0.20	1.55975	0.00000	0.00000	-49.14	9677.98
55	2010.02.11 00:00	sell	28	0.20	1.55975	0.00000	0.00000
56	2010.02.11 18:00	close	28	0.20	1.56734	0.00000	0.00000	-151.80	9526.18
57	2010.02.11 18:00	buy	29	0.20	1.56734	0.00000	0.00000
58	2010.02.12 21:00	close	29	0.20	1.56657	0.00000	0.00000	-15.38	9510.80
59	2010.02.12 21:00	sell	30	0.40	1.56657	0.00000	0.00000
60	2010.02.15 02:00	close	30	0.40	1.56641	0.00000	0.00000	5.40	9516.20
61	2010.02.15 02:00	buy	31	0.20	1.56641	0.00000	0.00000
62	2010.02.15 03:00	close	31	0.20	1.56618	0.00000	0.00000	-4.60	9511.60
63	2010.02.15 03:00	sell	32	0.30	1.56618	0.00000	0.00000
64	2010.02.15 04:00	close	32	0.30	1.56677	0.00000	0.00000	-17.70	9493.90
65	2010.02.15 04:00	buy	33	0.20	1.56677	0.00000	0.00000
66	2010.02.15 18:00	close	33	0.20	1.56623	0.00000	0.00000	-10.80	9483.10
67	2010.02.15 18:00	sell	34	0.20	1.56623	0.00000	0.00000
68	2010.02.16 16:00	close	34	0.20	1.56429	0.00000	0.00000	38.30	9521.40
69	2010.02.16 16:00	buy	35	0.30	1.56429	0.00000	0.00000
70	2010.02.17 19:00	close	35	0.30	1.56965	0.00000	0.00000	160.83	9682.23
71	2010.02.17 19:00	sell	36	0.20	1.56965	0.00000	0.00000
72	2010.02.23 05:00	close	36	0.20	1.55200	0.00000	0.00000	350.00	10032.23
73	2010.02.23 05:00	buy	37	0.20	1.55200	0.00000	0.00000
74	2010.02.24 11:00	close	37	0.20	1.54376	0.00000	0.00000	-164.78	9867.45
75	2010.02.24 11:00	sell	38	0.20	1.54376	0.00000	0.00000
76	2010.02.26 22:56	close at stop	38	0.20	1.52371	0.00000	0.00000	399.00	10266.45