Report Result : PS2 - Desynced Forex Repository

Strategy Tester Report

PS2

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		TP=145; TP2=300; SL2=40; SL=37; trigger=55; trigger2=20;

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

Initial deposit	10000.00
Total net profit	-65.00	Gross profit	30.00	Gross loss	-95.00
Profit factor	0.32	Expected payoff	-3.10
Absolute drawdown	75.00	Maximal drawdown	75.00 (0.75%)	Relative drawdown	0.75% (75.00)

Total trades	21	Short positions (won %)	7 (0.00%)	Long positions (won %)	14 (14.29%)
		Profit trades (% of total)	2 (9.52%)	Loss trades (% of total)	19 (90.48%)
Largest		profit trade	15.00	loss trade	-5.00
Average		profit trade	15.00	loss trade	-5.00
Maximum		consecutive wins (profit in money)	2 (30.00)	consecutive losses (loss in money)	15 (-75.00)
Maximal		consecutive profit (count of wins)	30.00 (2)	consecutive loss (count of losses)	-75.00 (15)
Average		consecutive wins	2	consecutive losses	10

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 19:00	buy	1	0.10	1.60034	1.59984	1.60184
2	2010.01.05 19:05	s/l	1	0.10	1.59984	1.59984	1.60184	-5.00	9995.00
3	2010.01.06 06:00	buy	2	0.10	1.59805	1.59755	1.59955
4	2010.01.06 06:10	s/l	2	0.10	1.59755	1.59755	1.59955	-5.00	9990.00
5	2010.01.12 06:00	buy	3	0.10	1.60892	1.60842	1.61042
6	2010.01.12 06:15	s/l	3	0.10	1.60842	1.60842	1.61042	-5.00	9985.00
7	2010.01.13 01:00	sell	4	0.10	1.61503	1.61553	1.61353
8	2010.01.13 01:15	s/l	4	0.10	1.61553	1.61553	1.61353	-5.00	9980.00
9	2010.01.14 23:00	buy	5	0.10	1.63343	1.63293	1.63493
10	2010.01.14 23:02	s/l	5	0.10	1.63293	1.63293	1.63493	-5.00	9975.00
11	2010.01.20 17:00	buy	6	0.10	1.62776	1.62726	1.62926
12	2010.01.20 17:02	s/l	6	0.10	1.62726	1.62726	1.62926	-5.00	9970.00
13	2010.01.21 00:00	buy	7	0.10	1.62962	1.62912	1.63112
14	2010.01.21 00:20	s/l	7	0.10	1.62912	1.62912	1.63112	-5.00	9965.00
15	2010.01.28 11:00	sell	8	0.10	1.62569	1.62619	1.62419
16	2010.01.28 11:15	s/l	8	0.10	1.62619	1.62619	1.62419	-5.00	9960.00
17	2010.02.01 06:00	buy	9	0.10	1.59532	1.59482	1.59682
18	2010.02.01 06:02	s/l	9	0.10	1.59482	1.59482	1.59682	-5.00	9955.00
19	2010.02.02 12:00	buy	10	0.10	1.59248	1.59198	1.59398
20	2010.02.02 12:02	s/l	10	0.10	1.59198	1.59198	1.59398	-5.00	9950.00
21	2010.02.02 23:00	sell	11	0.10	1.59697	1.59747	1.59547
22	2010.02.02 23:15	s/l	11	0.10	1.59747	1.59747	1.59547	-5.00	9945.00
23	2010.02.03 19:00	buy	12	0.10	1.59169	1.59119	1.59319
24	2010.02.03 19:02	s/l	12	0.10	1.59119	1.59119	1.59319	-5.00	9940.00
25	2010.02.04 14:00	buy	13	0.10	1.58615	1.58565	1.58765
26	2010.02.04 14:02	s/l	13	0.10	1.58565	1.58565	1.58765	-5.00	9935.00
27	2010.02.08 03:00	sell	14	0.10	1.56078	1.56128	1.55928
28	2010.02.08 03:07	s/l	14	0.10	1.56128	1.56128	1.55928	-5.00	9930.00
29	2010.02.09 01:00	sell	15	0.10	1.55715	1.55765	1.55565
30	2010.02.09 01:10	s/l	15	0.10	1.55765	1.55765	1.55565	-5.00	9925.00
31	2010.02.12 22:00	buy	16	0.10	1.56717	1.56667	1.56867
32	2010.02.12 22:03	t/p	16	0.10	1.56867	1.56667	1.56867	15.00	9940.00
33	2010.02.17 09:00	buy	17	0.10	1.58006	1.57956	1.58156
34	2010.02.17 09:07	t/p	17	0.10	1.58156	1.57956	1.58156	15.00	9955.00
35	2010.02.22 14:00	sell	18	0.10	1.54730	1.54780	1.54580
36	2010.02.22 14:10	s/l	18	0.10	1.54780	1.54780	1.54580	-5.00	9950.00
37	2010.02.23 04:00	buy	19	0.10	1.55133	1.55083	1.55283
38	2010.02.23 04:10	s/l	19	0.10	1.55083	1.55083	1.55283	-5.00	9945.00
39	2010.02.24 02:00	sell	20	0.10	1.54305	1.54355	1.54155
40	2010.02.24 02:10	s/l	20	0.10	1.54355	1.54355	1.54155	-5.00	9940.00
41	2010.02.24 13:00	buy	21	0.10	1.54493	1.54443	1.54643
42	2010.02.24 13:20	s/l	21	0.10	1.54443	1.54443	1.54643	-5.00	9935.00