Report Result : CashMachine_5min - Desynced Forex Repository

Strategy Tester Report

Download CashMachine_5min

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		hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3;

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

Initial deposit	10000.00
Total net profit	-1009.40	Gross profit	32.60	Gross loss	-1042.00
Profit factor	0.03	Expected payoff	-19.79
Absolute drawdown	1009.40	Maximal drawdown	1009.40 (10.09%)	Relative drawdown	10.09% (1009.40)

Total trades	51	Short positions (won %)	18 (5.56%)	Long positions (won %)	33 (3.03%)
		Profit trades (% of total)	2 (3.92%)	Loss trades (% of total)	49 (96.08%)
Largest		profit trade	17.40	loss trade	-50.40
Average		profit trade	16.30	loss trade	-21.27
Maximum		consecutive wins (profit in money)	1 (17.40)	consecutive losses (loss in money)	25 (-559.80)
Maximal		consecutive profit (count of wins)	17.40 (1)	consecutive loss (count of losses)	-559.80 (25)
Average		consecutive wins	1	consecutive losses	16

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.08 13:50	sell	1	0.20	1.59804	0.00000	0.00000
2	2010.01.08 13:52	close	1	0.20	1.59905	0.00000	0.00000	-20.20	9979.80
3	2010.01.08 13:55	sell	2	0.20	1.59826	0.00000	0.00000
4	2010.01.08 13:57	close	2	0.20	1.59949	0.00000	0.00000	-24.60	9955.20
5	2010.01.08 13:59	sell	3	0.20	1.59808	0.00000	0.00000
6	2010.01.08 14:00	close	3	0.20	1.59843	0.00000	0.00000	-7.00	9948.20
7	2010.01.11 14:37	sell	4	0.20	1.61415	0.00000	0.00000
8	2010.01.11 14:40	close	4	0.20	1.61595	0.00000	0.00000	-36.00	9912.20
9	2010.01.11 14:42	sell	5	0.20	1.61514	0.00000	0.00000
10	2010.01.11 14:45	close	5	0.20	1.61670	0.00000	0.00000	-31.20	9881.00
11	2010.01.11 14:47	sell	6	0.20	1.61589	0.00000	0.00000
12	2010.01.11 14:50	close	6	0.20	1.61744	0.00000	0.00000	-31.00	9850.00
13	2010.01.11 14:52	sell	7	0.20	1.61638	0.00000	0.00000
14	2010.01.11 14:55	close	7	0.20	1.61719	0.00000	0.00000	-16.20	9833.80
15	2010.01.11 14:57	sell	8	0.20	1.61589	0.00000	0.00000
16	2010.01.11 14:59	close	8	0.20	1.61670	0.00000	0.00000	-16.20	9817.60
17	2010.01.12 18:32	sell	9	0.20	1.61581	0.00000	0.00000
18	2010.01.12 18:35	close	9	0.20	1.61658	0.00000	0.00000	-15.40	9802.20
19	2010.01.12 18:37	sell	10	0.20	1.61561	0.00000	0.00000
20	2010.01.12 18:40	close	10	0.20	1.61718	0.00000	0.00000	-31.40	9770.80
21	2010.01.12 18:42	sell	11	0.20	1.61642	0.00000	0.00000
22	2010.01.12 18:45	close	11	0.20	1.61779	0.00000	0.00000	-27.40	9743.40
23	2010.01.18 12:16	sell	12	0.20	1.63289	0.00000	0.00000
24	2010.01.18 12:20	close	12	0.20	1.63395	0.00000	0.00000	-21.20	9722.20
25	2010.01.18 12:23	sell	13	0.20	1.63314	0.00000	0.00000
26	2010.01.18 12:26	close	13	0.20	1.63445	0.00000	0.00000	-26.20	9696.00
27	2010.01.18 12:26	sell	14	0.20	1.63377	0.00000	0.00000
28	2010.01.18 12:30	close	14	0.20	1.63430	0.00000	0.00000	-10.60	9685.40
29	2010.01.18 12:32	sell	15	0.20	1.63436	0.00000	0.00000
30	2010.01.18 12:35	close	15	0.20	1.63473	0.00000	0.00000	-7.40	9678.00
31	2010.01.18 12:37	sell	16	0.20	1.63455	0.00000	0.00000
32	2010.01.18 12:45	close	16	0.20	1.63379	0.00000	0.00000	15.20	9693.20
33	2010.01.18 12:47	sell	17	0.20	1.63342	0.00000	0.00000
34	2010.01.18 12:50	modify	17	0.20	1.63342	1.63352	1.63188
35	2010.01.18 12:57	s/l	17	0.20	1.63352	1.63352	1.63188	-2.00	9691.20
36	2010.01.18 12:57	sell	18	0.20	1.63323	0.00000	0.00000
37	2010.01.18 12:59	close	18	0.20	1.63410	0.00000	0.00000	-17.40	9673.80
38	2010.01.22 17:15	buy	19	0.20	1.61418	0.00000	0.00000
39	2010.01.22 17:17	close	19	0.20	1.61339	0.00000	0.00000	-15.80	9658.00
40	2010.01.22 17:20	buy	20	0.20	1.61487	0.00000	0.00000
41	2010.01.22 17:22	close	20	0.20	1.61385	0.00000	0.00000	-20.40	9637.60
42	2010.01.22 17:25	buy	21	0.20	1.61464	0.00000	0.00000
43	2010.01.22 17:27	close	21	0.20	1.61339	0.00000	0.00000	-25.00	9612.60
44	2010.01.22 17:27	buy	22	0.20	1.61417	0.00000	0.00000
45	2010.01.22 17:30	close	22	0.20	1.61362	0.00000	0.00000	-11.00	9601.60
46	2010.01.22 17:32	buy	23	0.20	1.61492	0.00000	0.00000
47	2010.01.22 17:35	close	23	0.20	1.61398	0.00000	0.00000	-18.80	9582.80
48	2010.01.22 17:37	buy	24	0.20	1.61531	0.00000	0.00000
49	2010.01.22 17:40	close	24	0.20	1.61320	0.00000	0.00000	-42.20	9540.60
50	2010.01.22 17:42	buy	25	0.20	1.61415	0.00000	0.00000
51	2010.01.22 17:45	close	25	0.20	1.61205	0.00000	0.00000	-42.00	9498.60
52	2010.01.22 17:47	buy	26	0.20	1.61299	0.00000	0.00000
53	2010.01.22 17:50	close	26	0.20	1.61050	0.00000	0.00000	-49.80	9448.80
54	2010.01.22 17:52	buy	27	0.20	1.61183	0.00000	0.00000
55	2010.01.22 17:55	close	27	0.20	1.61089	0.00000	0.00000	-18.80	9430.00
56	2010.01.22 17:57	buy	28	0.20	1.61261	0.00000	0.00000
57	2010.01.22 17:59	close	28	0.20	1.61170	0.00000	0.00000	-18.20	9411.80
58	2010.02.04 13:20	buy	29	0.20	1.58826	0.00000	0.00000
59	2010.02.04 13:22	close	29	0.20	1.58639	0.00000	0.00000	-37.40	9374.40
60	2010.02.04 13:25	buy	30	0.20	1.58761	0.00000	0.00000
61	2010.02.04 13:27	close	30	0.20	1.58509	0.00000	0.00000	-50.40	9324.00
62	2010.02.04 13:27	buy	31	0.20	1.58626	0.00000	0.00000
63	2010.02.04 13:30	close	31	0.20	1.58580	0.00000	0.00000	-9.20	9314.80
64	2010.02.04 13:32	buy	32	0.20	1.58641	0.00000	0.00000
65	2010.02.04 13:37	close	32	0.20	1.58558	0.00000	0.00000	-16.60	9298.20
66	2010.02.04 13:40	buy	33	0.20	1.58749	0.00000	0.00000
67	2010.02.04 13:42	close	33	0.20	1.58666	0.00000	0.00000	-16.60	9281.60
68	2010.02.04 13:45	buy	34	0.20	1.58830	0.00000	0.00000
69	2010.02.04 13:47	close	34	0.20	1.58747	0.00000	0.00000	-16.60	9265.00
70	2010.02.04 13:50	buy	35	0.20	1.58911	0.00000	0.00000
71	2010.02.04 13:52	close	35	0.20	1.58801	0.00000	0.00000	-22.00	9243.00
72	2010.02.04 13:55	buy	36	0.20	1.58884	0.00000	0.00000
73	2010.02.04 13:57	close	36	0.20	1.58747	0.00000	0.00000	-27.40	9215.60
74	2010.02.04 13:59	buy	37	0.20	1.58649	0.00000	0.00000
75	2010.02.04 14:00	close	37	0.20	1.58600	0.00000	0.00000	-9.80	9205.80
76	2010.02.05 21:20	buy	38	0.20	1.56413	0.00000	0.00000
77	2010.02.05 21:22	close	38	0.20	1.56291	0.00000	0.00000	-24.40	9181.40
78	2010.02.05 21:25	buy	39	0.20	1.56380	0.00000	0.00000
79	2010.02.05 21:27	close	39	0.20	1.56225	0.00000	0.00000	-31.00	9150.40
80	2010.02.05 21:27	buy	40	0.20	1.56276	0.00000	0.00000
81	2010.02.05 21:30	close	40	0.20	1.56229	0.00000	0.00000	-9.40	9141.00
82	2010.02.05 21:32	buy	41	0.20	1.56202	0.00000	0.00000
83	2010.02.05 21:35	close	41	0.20	1.56164	0.00000	0.00000	-7.60	9133.40
84	2010.02.05 21:37	buy	42	0.20	1.56184	0.00000	0.00000
85	2010.02.05 21:45	close	42	0.20	1.56271	0.00000	0.00000	17.40	9150.80
86	2010.02.05 21:47	buy	43	0.20	1.56309	0.00000	0.00000
87	2010.02.05 21:57	close	43	0.20	1.56253	0.00000	0.00000	-11.20	9139.60
88	2010.02.05 21:59	buy	44	0.20	1.56347	0.00000	0.00000
89	2010.02.05 22:00	close	44	0.20	1.56292	0.00000	0.00000	-11.00	9128.60
90	2010.02.12 13:20	buy	45	0.20	1.56407	0.00000	0.00000
91	2010.02.12 13:22	close	45	0.20	1.56304	0.00000	0.00000	-20.60	9108.00
92	2010.02.12 13:25	buy	46	0.20	1.56384	0.00000	0.00000
93	2010.02.12 13:27	close	46	0.20	1.56258	0.00000	0.00000	-25.20	9082.80
94	2010.02.12 13:30	buy	47	0.20	1.56335	0.00000	0.00000
95	2010.02.12 13:32	close	47	0.20	1.56270	0.00000	0.00000	-13.00	9069.80
96	2010.02.12 13:35	buy	48	0.20	1.56295	0.00000	0.00000
97	2010.02.12 13:40	close	48	0.20	1.56179	0.00000	0.00000	-23.20	9046.60
98	2010.02.17 21:02	buy	49	0.20	1.56981	0.00000	0.00000
99	2010.02.17 21:05	close	49	0.20	1.56912	0.00000	0.00000	-13.80	9032.80
100	2010.02.17 21:07	buy	50	0.20	1.56993	0.00000	0.00000
101	2010.02.17 21:10	close	50	0.20	1.56888	0.00000	0.00000	-21.00	9011.80
102	2010.02.17 21:12	buy	51	0.20	1.56956	0.00000	0.00000
103	2010.02.17 21:15	close	51	0.20	1.56850	0.00000	0.00000	-21.20	8990.60