Report Result : Emily_v4 - Desynced Forex Repository

Strategy Tester Report

Emily_v4

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		MaxTrades=20; Pips=5; TakeProfit=40; TrailingStop=20; InitialStop=250; Note1=""TF"; MACDTimeFrame=0; RSIOMA=14; RSIOMA_MODE=0; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=80; SellTrigger=20; MainTrendLong=50; MainTrendShort=50;

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

Initial deposit	10000.00
Total net profit	-9991.40	Gross profit	7973.60	Gross loss	-17965.00
Profit factor	0.44	Expected payoff	-135.02
Absolute drawdown	9991.40	Maximal drawdown	14334.34 (99.94%)	Relative drawdown	99.94% (14334.34)

Total trades	74	Short positions (won %)	34 (64.71%)	Long positions (won %)	40 (72.50%)
		Profit trades (% of total)	51 (68.92%)	Loss trades (% of total)	23 (31.08%)
Largest		profit trade	846.40	loss trade	-5607.50
Average		profit trade	156.35	loss trade	-781.09
Maximum		consecutive wins (profit in money)	9 (6.80)	consecutive losses (loss in money)	2 (-8935.00)
Maximal		consecutive profit (count of wins)	4955.20 (8)	consecutive loss (count of losses)	-8935.00 (2)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	10.00	1.61237	1.60987	1.61277
2	2010.01.04 00:07	buy	2	15.00	1.61210	1.60960	1.61250
3	2010.01.04 00:10	t/p	1	10.00	1.61277	1.60987	1.61277	400.00	10400.00
4	2010.01.04 00:10	t/p	2	15.00	1.61250	1.60960	1.61250	600.00	11000.00
5	2010.01.04 00:10	buy	3	11.00	1.61344	1.61094	1.61384
6	2010.01.04 00:12	buy	4	16.50	1.61317	1.61067	1.61357
7	2010.01.04 00:15	t/p	3	11.00	1.61384	1.61094	1.61384	440.00	11440.00
8	2010.01.04 00:15	t/p	4	16.50	1.61357	1.61067	1.61357	660.00	12100.00
9	2010.01.04 00:15	buy	5	12.10	1.61425	1.61175	1.61465
10	2010.01.04 00:17	buy	6	18.15	1.61398	1.61148	1.61438
11	2010.01.04 00:20	t/p	5	12.10	1.61465	1.61175	1.61465	484.00	12584.00
12	2010.01.04 00:20	t/p	6	18.15	1.61438	1.61148	1.61438	726.00	13310.00
13	2010.01.04 00:20	buy	7	13.31	1.61505	1.61255	1.61545
14	2010.01.04 00:22	buy	8	19.97	1.61451	1.61201	1.61491
15	2010.01.04 00:50	t/p	8	19.97	1.61491	1.61201	1.61491	798.80	14108.80
16	2010.01.04 00:59	buy	9	21.16	1.61387	1.61137	1.61427
17	2010.01.04 01:07	t/p	9	21.16	1.61427	1.61137	1.61427	846.40	14955.20
18	2010.01.04 01:10	buy	10	22.43	1.61327	1.61077	1.61367
19	2010.01.04 01:15	s/l	7	13.31	1.61255	1.61255	1.61545	-3327.50	11627.70
20	2010.01.04 01:20	s/l	10	22.43	1.61077	1.61077	1.61367	-5607.50	6020.20
21	2010.01.04 01:20	buy	11	6.02	1.61068	1.60818	1.61108
22	2010.01.04 01:22	t/p	11	6.02	1.61108	1.60818	1.61108	240.80	6261.00
23	2010.01.04 01:22	buy	12	6.26	1.61142	1.60892	1.61182
24	2010.01.04 01:25	buy	13	9.39	1.61105	1.60855	1.61145
25	2010.01.04 01:27	t/p	12	6.26	1.61182	1.60892	1.61182	250.40	6511.40
26	2010.01.04 01:27	t/p	13	9.39	1.61145	1.60855	1.61145	375.60	6887.00
27	2010.01.04 01:27	buy	14	6.88	1.61216	1.60966	1.61256
28	2010.01.04 01:27	t/p	14	6.88	1.61256	1.60966	1.61256	275.20	7162.20
29	2010.01.04 01:27	buy	15	7.16	1.61314	1.61064	1.61354
30	2010.01.04 01:32	buy	16	10.74	1.61304	1.61054	1.61344
31	2010.01.04 02:16	s/l	15	7.16	1.61064	1.61064	1.61354	-1790.00	5372.20
32	2010.01.04 02:16	s/l	16	10.74	1.61054	1.61054	1.61344	-2685.00	2687.20
33	2010.01.04 02:16	sell	17	2.68	1.61016	1.61266	1.60976
34	2010.01.04 02:20	sell	18	4.03	1.61049	1.61299	1.61009
35	2010.01.04 02:40	t/p	18	4.03	1.61009	1.61299	1.61009	161.20	2848.40
36	2010.01.04 02:46	t/p	17	2.68	1.60976	1.61266	1.60976	107.20	2955.60
37	2010.01.04 02:46	sell	19	2.95	1.60882	1.61132	1.60842
38	2010.01.04 02:50	sell	20	4.43	1.60924	1.61174	1.60884
39	2010.01.04 03:07	t/p	20	4.43	1.60884	1.61174	1.60884	177.20	3132.80
40	2010.01.04 03:10	sell	21	4.70	1.60981	1.61231	1.60941
41	2010.01.04 03:20	s/l	19	2.95	1.61132	1.61132	1.60842	-737.50	2395.30
42	2010.01.04 04:20	t/p	21	4.70	1.60941	1.61231	1.60941	188.00	2583.30
43	2010.01.04 04:20	sell	22	2.58	1.60861	1.61111	1.60821
44	2010.01.04 04:22	sell	23	3.87	1.60904	1.61154	1.60864
45	2010.01.04 04:45	t/p	22	2.58	1.60821	1.61111	1.60821	103.20	2686.50
46	2010.01.04 04:45	t/p	23	3.87	1.60864	1.61154	1.60864	154.80	2841.30
47	2010.01.04 04:45	sell	24	2.84	1.60786	1.61036	1.60746
48	2010.01.04 04:47	sell	25	4.26	1.60807	1.61057	1.60767
49	2010.01.04 04:50	t/p	24	2.84	1.60746	1.61036	1.60746	113.60	2954.90
50	2010.01.04 04:50	t/p	25	4.26	1.60767	1.61057	1.60767	170.40	3125.30
51	2010.01.04 04:50	sell	26	3.12	1.60700	1.60950	1.60660
52	2010.01.04 04:52	sell	27	4.69	1.60743	1.60993	1.60703
53	2010.01.04 05:20	s/l	26	3.12	1.60950	1.60950	1.60660	-780.00	2345.30
54	2010.01.04 05:32	s/l	27	4.69	1.60993	1.60993	1.60703	-1172.50	1172.80
55	2010.01.04 05:32	sell	28	1.17	1.60990	1.61240	1.60950
56	2010.01.04 05:37	sell	29	1.76	1.61009	1.61259	1.60969
57	2010.01.04 05:40	t/p	29	1.76	1.60969	1.61259	1.60969	70.40	1243.20
58	2010.01.04 05:45	t/p	28	1.17	1.60950	1.61240	1.60950	46.80	1290.00
59	2010.01.04 05:45	sell	30	1.29	1.60879	1.61129	1.60839
60	2010.01.04 05:47	sell	31	1.94	1.60898	1.61148	1.60858
61	2010.01.04 05:50	t/p	30	1.29	1.60839	1.61129	1.60839	51.60	1341.60
62	2010.01.04 05:50	t/p	31	1.94	1.60858	1.61148	1.60858	77.60	1419.20
63	2010.01.04 05:50	sell	32	1.41	1.60805	1.61055	1.60765
64	2010.01.04 05:52	sell	33	2.13	1.60842	1.61092	1.60802
65	2010.01.04 07:02	s/l	32	1.41	1.61055	1.61055	1.60765	-352.50	1066.70
66	2010.01.04 07:50	t/p	33	2.13	1.60802	1.61092	1.60802	85.20	1151.90
67	2010.01.04 07:50	sell	34	1.15	1.60715	1.60965	1.60675
68	2010.01.04 07:52	sell	35	1.73	1.60759	1.61009	1.60719
69	2010.01.04 08:10	t/p	35	1.73	1.60719	1.61009	1.60719	69.20	1221.10
70	2010.01.04 08:16	t/p	34	1.15	1.60675	1.60965	1.60675	46.00	1267.10
71	2010.01.04 08:16	sell	36	1.26	1.60588	1.60838	1.60548
72	2010.01.04 08:20	sell	37	1.90	1.60639	1.60889	1.60599
73	2010.01.04 08:37	t/p	37	1.90	1.60599	1.60889	1.60599	76.00	1343.10
74	2010.01.04 08:42	sell	38	2.01	1.60763	1.61013	1.60723
75	2010.01.04 08:45	s/l	36	1.26	1.60838	1.60838	1.60548	-315.00	1028.10
76	2010.01.04 08:50	s/l	38	2.01	1.61013	1.61013	1.60723	-502.50	525.60
77	2010.01.04 08:50	sell	39	0.52	1.61105	1.61355	1.61065
78	2010.01.04 08:52	t/p	39	0.52	1.61065	1.61355	1.61065	20.80	546.40
79	2010.01.04 08:52	sell	40	0.54	1.61007	1.61257	1.60967
80	2010.01.04 08:55	sell	41	0.82	1.61056	1.61306	1.61016
81	2010.01.04 08:57	t/p	40	0.54	1.60967	1.61257	1.60967	21.60	568.00
82	2010.01.04 08:57	t/p	41	0.82	1.61016	1.61306	1.61016	32.80	600.80
83	2010.01.04 08:57	sell	42	0.60	1.60909	1.61159	1.60869
84	2010.01.04 08:59	sell	43	0.90	1.60976	1.61226	1.60936
85	2010.01.04 09:07	t/p	43	0.90	1.60936	1.61226	1.60936	36.00	636.80
86	2010.01.04 09:10	s/l	42	0.60	1.61159	1.61159	1.60869	-150.00	486.80
87	2010.01.04 09:10	sell	44	0.48	1.61166	1.61416	1.61126
88	2010.01.04 09:15	sell	45	0.73	1.61323	1.61573	1.61283
89	2010.01.04 09:20	s/l	44	0.48	1.61416	1.61416	1.61126	-120.00	366.80
90	2010.01.04 09:37	t/p	45	0.73	1.61283	1.61573	1.61283	29.20	396.00
91	2010.01.04 09:37	sell	46	0.39	1.61257	1.61507	1.61217
92	2010.01.04 09:40	sell	47	0.59	1.61403	1.61653	1.61363
93	2010.01.04 09:50	s/l	46	0.39	1.61507	1.61507	1.61217	-97.50	298.50
94	2010.01.04 10:10	s/l	47	0.59	1.61653	1.61653	1.61363	-147.50	151.00
95	2010.01.04 10:10	sell	48	0.15	1.61668	1.61918	1.61628
96	2010.01.04 10:15	sell	49	0.23	1.61758	1.62008	1.61718
97	2010.01.04 10:27	t/p	49	0.23	1.61718	1.62008	1.61718	9.20	160.20
98	2010.01.04 10:40	sell	50	0.24	1.61869	1.62119	1.61829
99	2010.01.04 10:45	s/l	48	0.15	1.61918	1.61918	1.61628	-37.50	122.70
100	2010.01.04 10:50	s/l	50	0.24	1.62119	1.62119	1.61829	-60.00	62.70
101	2010.01.04 10:50	buy	51	0.06	1.62140	1.61890	1.62180
102	2010.01.04 10:52	buy	52	0.09	1.62055	1.61805	1.62095
103	2010.01.04 11:10	t/p	52	0.09	1.62095	1.61805	1.62095	3.60	66.30
104	2010.01.04 11:12	buy	53	0.10	1.62126	1.61876	1.62166
105	2010.01.04 11:15	t/p	51	0.06	1.62180	1.61890	1.62180	2.40	68.70
106	2010.01.04 11:15	t/p	53	0.10	1.62166	1.61876	1.62166	4.00	72.70
107	2010.01.04 11:15	buy	54	0.07	1.62296	1.62046	1.62336
108	2010.01.04 11:17	buy	55	0.11	1.62254	1.62004	1.62294
109	2010.01.04 11:20	t/p	54	0.07	1.62336	1.62046	1.62336	2.80	75.50
110	2010.01.04 11:20	t/p	55	0.11	1.62294	1.62004	1.62294	4.40	79.90
111	2010.01.04 11:20	buy	56	0.07	1.62423	1.62173	1.62463
112	2010.01.04 11:22	buy	57	0.12	1.62338	1.62088	1.62378
113	2010.01.04 11:27	s/l	56	0.07	1.62173	1.62173	1.62463	-17.50	62.40
114	2010.01.04 11:27	s/l	57	0.12	1.62088	1.62088	1.62378	-30.00	32.40
115	2010.01.04 11:27	buy	58	0.03	1.62094	1.61844	1.62134
116	2010.01.04 11:30	buy	59	0.05	1.62087	1.61837	1.62127
117	2010.01.04 11:37	t/p	58	0.03	1.62134	1.61844	1.62134	1.20	33.60
118	2010.01.04 11:37	t/p	59	0.05	1.62127	1.61837	1.62127	2.00	35.60
119	2010.01.04 11:37	buy	60	0.03	1.62150	1.61900	1.62190
120	2010.01.04 11:40	buy	61	0.05	1.61981	1.61731	1.62021
121	2010.01.04 11:45	s/l	60	0.03	1.61900	1.61900	1.62190	-7.50	28.10
122	2010.01.04 11:50	s/l	61	0.05	1.61731	1.61731	1.62021	-12.50	15.60
123	2010.01.04 11:50	buy	62	0.01	1.61684	1.61434	1.61724
124	2010.01.04 11:52	t/p	62	0.01	1.61724	1.61434	1.61724	0.40	16.00
125	2010.01.04 11:52	buy	63	0.01	1.61769	1.61519	1.61809
126	2010.01.04 11:55	buy	64	0.02	1.61726	1.61476	1.61766
127	2010.01.04 11:57	t/p	63	0.01	1.61809	1.61519	1.61809	0.40	16.40
128	2010.01.04 11:57	t/p	64	0.02	1.61766	1.61476	1.61766	0.80	17.20
129	2010.01.04 11:57	buy	65	0.01	1.61853	1.61603	1.61893
130	2010.01.04 11:59	buy	66	0.03	1.61758	1.61508	1.61798
131	2010.01.04 12:03	t/p	65	0.01	1.61893	1.61603	1.61893	0.40	17.60
132	2010.01.04 12:03	t/p	66	0.03	1.61798	1.61508	1.61798	1.20	18.80
133	2010.01.04 12:03	buy	67	0.01	1.61996	1.61746	1.62036
134	2010.01.04 12:06	buy	68	0.03	1.61948	1.61698	1.61988
135	2010.01.04 12:10	t/p	67	0.01	1.62036	1.61746	1.62036	0.40	19.20
136	2010.01.04 12:10	t/p	68	0.03	1.61988	1.61698	1.61988	1.20	20.40
137	2010.01.04 12:10	buy	69	0.02	1.62140	1.61890	1.62180
138	2010.01.04 12:13	buy	70	0.03	1.62092	1.61842	1.62132
139	2010.01.04 12:16	t/p	69	0.02	1.62180	1.61890	1.62180	0.80	21.20
140	2010.01.04 12:16	t/p	70	0.03	1.62132	1.61842	1.62132	1.20	22.40
141	2010.01.04 12:16	buy	71	0.02	1.62284	1.62034	1.62324
142	2010.01.04 12:20	buy	72	0.03	1.62188	1.61938	1.62228
143	2010.01.04 12:32	s/l	71	0.02	1.62034	1.62034	1.62324	-5.00	17.40
144	2010.01.04 12:50	t/p	72	0.03	1.62228	1.61938	1.62228	1.20	18.60
145	2010.01.04 12:50	buy	73	0.01	1.62268	1.62018	1.62308
146	2010.01.04 12:52	buy	74	0.03	1.62224	1.61974	1.62264
147	2010.01.04 13:10	s/l	73	0.01	1.62018	1.62018	1.62308	-2.50	16.10
148	2010.01.04 13:10	s/l	74	0.03	1.61974	1.61974	1.62264	-7.50	8.60