Report Result : Bull Bear - Desynced Forex Repository

Strategy Tester Report

Download Bull Bear

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=1; StopLoss=30; TakeProfit=40; TrailingStop=5;

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

Initial deposit	10000.00
Total net profit	-4918.90	Gross profit	1913.90	Gross loss	-6832.80
Profit factor	0.28	Expected payoff	-98.38
Absolute drawdown	5734.90	Maximal drawdown	7658.80 (64.23%)	Relative drawdown	64.23% (7658.80)

Total trades	50	Short positions (won %)	30 (96.67%)	Long positions (won %)	20 (95.00%)
		Profit trades (% of total)	48 (96.00%)	Loss trades (% of total)	2 (4.00%)
Largest		profit trade	43.00	loss trade	-6820.80
Average		profit trade	39.87	loss trade	-3416.40
Maximum		consecutive wins (profit in money)	33 (1339.60)	consecutive losses (loss in money)	1 (-6820.80)
Maximal		consecutive profit (count of wins)	1339.60 (33)	consecutive loss (count of losses)	-6820.80 (1)
Average		consecutive wins	24	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	1.00	1.61277	0.00000	1.61320
2	2010.01.04 00:10	t/p	1	1.00	1.61320	0.00000	1.61320	43.00	10043.00
3	2010.01.04 00:12	buy	2	1.00	1.61357	0.00000	1.61400
4	2010.01.04 00:15	t/p	2	1.00	1.61400	0.00000	1.61400	43.00	10086.00
5	2010.01.04 00:17	buy	3	1.00	1.61438	0.00000	1.61480
6	2010.01.04 00:20	t/p	3	1.00	1.61480	0.00000	1.61480	42.00	10128.00
7	2010.01.04 00:20	sell	4	1.00	1.61489	0.00000	1.61450
8	2010.01.04 00:27	t/p	4	1.00	1.61450	0.00000	1.61450	39.00	10167.00
9	2010.01.04 00:27	sell	5	1.00	1.61382	0.00000	1.61340
10	2010.01.04 01:15	t/p	5	1.00	1.61340	0.00000	1.61340	42.00	10209.00
11	2010.01.04 01:15	sell	6	1.00	1.61200	0.00000	1.61160
12	2010.01.04 01:20	t/p	6	1.00	1.61160	0.00000	1.61160	40.00	10249.00
13	2010.01.04 01:20	sell	7	1.00	1.61052	0.00000	1.61010
14	2010.01.04 02:46	t/p	7	1.00	1.61010	0.00000	1.61010	42.00	10291.00
15	2010.01.04 02:46	buy	8	1.00	1.60938	0.00000	1.60980
16	2010.01.04 03:10	t/p	8	1.00	1.60980	0.00000	1.60980	42.00	10333.00
17	2010.01.04 03:10	buy	9	1.00	1.61037	0.00000	1.61080
18	2010.01.04 03:20	t/p	9	1.00	1.61080	0.00000	1.61080	43.00	10376.00
19	2010.01.04 03:20	buy	10	1.00	1.61192	0.00000	1.61230
20	2010.01.04 09:15	t/p	10	1.00	1.61230	0.00000	1.61230	38.00	10414.00
21	2010.01.04 10:02	sell	11	1.00	1.61547	0.00000	1.61510
22	2010.01.04 13:50	t/p	11	1.00	1.61510	0.00000	1.61510	37.00	10451.00
23	2010.01.04 13:50	sell	12	1.00	1.61378	0.00000	1.61340
24	2010.01.04 16:45	t/p	12	1.00	1.61340	0.00000	1.61340	38.00	10489.00
25	2010.01.04 16:47	sell	13	1.00	1.61283	0.00000	1.61240
26	2010.01.04 16:50	t/p	13	1.00	1.61240	0.00000	1.61240	43.00	10532.00
27	2010.01.04 16:50	sell	14	1.00	1.61143	0.00000	1.61100
28	2010.01.04 17:15	t/p	14	1.00	1.61100	0.00000	1.61100	43.00	10575.00
29	2010.01.04 17:15	buy	15	1.00	1.61068	0.00000	1.61110
30	2010.01.04 17:40	t/p	15	1.00	1.61110	0.00000	1.61110	42.00	10617.00
31	2010.01.04 17:40	buy	16	1.00	1.61194	0.00000	1.61230
32	2010.01.04 17:50	t/p	16	1.00	1.61230	0.00000	1.61230	36.00	10653.00
33	2010.01.04 17:50	buy	17	1.00	1.61369	0.00000	1.61410
34	2010.01.05 07:45	t/p	17	1.00	1.61410	0.00000	1.61410	41.10	10694.10
35	2010.01.05 08:07	sell	18	1.00	1.61528	0.00000	1.61490
36	2010.01.05 08:10	t/p	18	1.00	1.61490	0.00000	1.61490	38.00	10732.10
37	2010.01.05 08:10	sell	19	1.00	1.61399	0.00000	1.61360
38	2010.01.05 08:15	t/p	19	1.00	1.61360	0.00000	1.61360	39.00	10771.10
39	2010.01.05 08:15	sell	20	1.00	1.61303	0.00000	1.61260
40	2010.01.05 08:20	t/p	20	1.00	1.61260	0.00000	1.61260	43.00	10814.10
41	2010.01.05 08:22	sell	21	1.00	1.61238	0.00000	1.61200
42	2010.01.05 08:45	t/p	21	1.00	1.61200	0.00000	1.61200	38.00	10852.10
43	2010.01.05 08:45	sell	22	1.00	1.61103	0.00000	1.61060
44	2010.01.05 08:50	t/p	22	1.00	1.61060	0.00000	1.61060	43.00	10895.10
45	2010.01.05 08:57	sell	23	1.00	1.61103	0.00000	1.61060
46	2010.01.05 08:59	t/p	23	1.00	1.61060	0.00000	1.61060	43.00	10938.10
47	2010.01.05 09:00	buy	24	1.00	1.61049	0.00000	1.61090
48	2010.01.08 14:50	t/p	24	1.00	1.61090	0.00000	1.61090	41.50	10979.60
49	2010.01.08 15:02	sell	25	1.00	1.60933	0.00000	1.60890
50	2010.01.08 15:10	t/p	25	1.00	1.60890	0.00000	1.60890	43.00	11022.60
51	2010.01.08 15:10	sell	26	1.00	1.60830	0.00000	1.60790
52	2010.01.08 15:15	t/p	26	1.00	1.60790	0.00000	1.60790	40.00	11062.60
53	2010.01.08 15:17	sell	27	1.00	1.60761	0.00000	1.60720
54	2010.01.08 15:20	t/p	27	1.00	1.60720	0.00000	1.60720	41.00	11103.60
55	2010.01.08 15:20	sell	28	1.00	1.60589	0.00000	1.60550
56	2010.01.08 15:40	t/p	28	1.00	1.60550	0.00000	1.60550	39.00	11142.60
57	2010.01.08 15:40	sell	29	1.00	1.60462	0.00000	1.60420
58	2010.01.08 15:45	t/p	29	1.00	1.60420	0.00000	1.60420	42.00	11184.60
59	2010.01.08 15:45	sell	30	1.00	1.60308	0.00000	1.60270
60	2010.01.08 15:50	t/p	30	1.00	1.60270	0.00000	1.60270	38.00	11222.60
61	2010.01.08 15:50	sell	31	1.00	1.60101	0.00000	1.60060
62	2010.01.08 16:15	t/p	31	1.00	1.60060	0.00000	1.60060	41.00	11263.60
63	2010.01.08 16:15	sell	32	1.00	1.59958	0.00000	1.59920
64	2010.01.08 16:20	t/p	32	1.00	1.59920	0.00000	1.59920	38.00	11301.60
65	2010.01.08 16:20	sell	33	1.00	1.59758	0.00000	1.59720
66	2010.01.08 16:50	t/p	33	1.00	1.59720	0.00000	1.59720	38.00	11339.60
67	2010.01.08 16:50	sell	34	1.00	1.59553	0.00000	1.59510
68	2010.02.01 00:00	t/p	34	1.00	1.59510	0.00000	1.59510	-12.00	11327.60
69	2010.02.01 00:00	buy	35	1.00	1.59500	0.00000	1.59540
70	2010.02.01 00:15	t/p	35	1.00	1.59540	0.00000	1.59540	40.00	11367.60
71	2010.02.01 00:15	buy	36	1.00	1.59652	0.00000	1.59690
72	2010.02.01 00:45	t/p	36	1.00	1.59690	0.00000	1.59690	38.00	11405.60
73	2010.02.01 00:47	buy	37	1.00	1.59741	0.00000	1.59780
74	2010.02.01 08:20	t/p	37	1.00	1.59780	0.00000	1.59780	39.00	11444.60
75	2010.02.01 09:05	buy	38	1.00	1.59338	0.00000	1.59380
76	2010.02.01 09:15	t/p	38	1.00	1.59380	0.00000	1.59380	42.00	11486.60
77	2010.02.01 09:15	buy	39	1.00	1.59483	0.00000	1.59520
78	2010.02.01 19:20	t/p	39	1.00	1.59520	0.00000	1.59520	37.00	11523.60
79	2010.02.01 20:02	sell	40	1.00	1.59387	0.00000	1.59350
80	2010.02.02 04:46	t/p	40	1.00	1.59350	0.00000	1.59350	34.50	11558.10
81	2010.02.02 05:05	buy	41	1.00	1.59362	0.00000	1.59400
82	2010.02.02 05:50	t/p	41	1.00	1.59400	0.00000	1.59400	38.00	11596.10
83	2010.02.02 05:50	buy	42	1.00	1.59493	0.00000	1.59530
84	2010.02.02 07:20	t/p	42	1.00	1.59530	0.00000	1.59530	37.00	11633.10
85	2010.02.02 08:00	sell	43	1.00	1.59549	0.00000	1.59510
86	2010.02.02 08:10	t/p	43	1.00	1.59510	0.00000	1.59510	39.00	11672.10
87	2010.02.02 08:12	sell	44	1.00	1.59470	0.00000	1.59430
88	2010.02.02 08:15	t/p	44	1.00	1.59430	0.00000	1.59430	40.00	11712.10
89	2010.02.02 08:17	sell	45	1.00	1.59391	0.00000	1.59350
90	2010.02.02 08:20	t/p	45	1.00	1.59350	0.00000	1.59350	41.00	11753.10
91	2010.02.02 08:20	sell	46	1.00	1.59258	0.00000	1.59220
92	2010.02.02 09:20	t/p	46	1.00	1.59220	0.00000	1.59220	38.00	11791.10
93	2010.02.02 09:20	sell	47	1.00	1.59050	0.00000	1.59010
94	2010.02.03 20:15	t/p	47	1.00	1.59010	0.00000	1.59010	37.50	11828.60
95	2010.02.03 20:15	buy	48	1.00	1.59003	0.00000	1.59040
96	2010.02.03 21:15	t/p	48	1.00	1.59040	0.00000	1.59040	37.00	11865.60
97	2010.02.03 21:17	buy	49	1.00	1.59084	0.00000	1.59120
98	2010.02.04 00:15	t/p	49	1.00	1.59120	0.00000	1.59120	36.30	11901.90
99	2010.02.04 00:17	buy	50	1.00	1.59157	0.00000	1.59200
100	2010.02.26 22:59	close at stop	50	1.00	1.52334	0.00000	1.59200	-6820.80	5081.10