Report Result : JK_sinkhro - Desynced Forex Repository

Strategy Tester Report

JK_sinkhro

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		TakeProfit=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10;

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

Initial deposit	10000.00
Total net profit	-50.60	Gross profit	249.00	Gross loss	-299.60
Profit factor	0.83	Expected payoff	-0.69
Absolute drawdown	121.80	Maximal drawdown	141.00 (1.41%)	Relative drawdown	1.41% (141.00)

Total trades	73	Short positions (won %)	36 (52.78%)	Long positions (won %)	37 (70.27%)
		Profit trades (% of total)	45 (61.64%)	Loss trades (% of total)	28 (38.36%)
Largest		profit trade	10.00	loss trade	-10.70
Average		profit trade	5.53	loss trade	-10.70
Maximum		consecutive wins (profit in money)	10 (55.00)	consecutive losses (loss in money)	6 (-64.20)
Maximal		consecutive profit (count of wins)	55.00 (10)	consecutive loss (count of losses)	-64.20 (6)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 21:00	sell	1	0.10	1.60927	1.61034	1.60827
2	2010.01.04 21:03	sell	2	0.10	1.60915	1.61022	1.60815
3	2010.01.04 21:45	s/l	1	0.10	1.61034	1.61034	1.60827	-10.70	9989.30
4	2010.01.04 21:45	s/l	2	0.10	1.61022	1.61022	1.60815	-10.70	9978.60
5	2010.01.06 21:00	buy	3	0.10	1.59981	1.59874	1.60081
6	2010.01.06 21:03	close	3	0.10	1.60018	1.59874	1.60081	3.70	9982.30
7	2010.01.07 21:00	buy	4	0.10	1.59446	1.59339	1.59546
8	2010.01.07 21:02	buy	5	0.10	1.59447	1.59340	1.59547
9	2010.01.07 21:15	s/l	4	0.10	1.59339	1.59339	1.59546	-10.70	9971.60
10	2010.01.07 21:15	s/l	5	0.10	1.59340	1.59340	1.59547	-10.70	9960.90
11	2010.01.08 21:00	sell	6	0.10	1.60308	1.60415	1.60208
12	2010.01.08 21:02	sell	7	0.10	1.60282	1.60389	1.60182
13	2010.01.08 21:20	s/l	7	0.10	1.60389	1.60389	1.60182	-10.70	9950.20
14	2010.01.08 21:50	modify	6	0.10	1.60308	1.60304	1.60208
15	2010.01.08 21:57	s/l	6	0.10	1.60304	1.60304	1.60208	0.40	9950.60
16	2010.01.11 21:00	buy	8	0.10	1.61008	1.60901	1.61108
17	2010.01.11 21:02	buy	9	0.10	1.61007	1.60900	1.61107
18	2010.01.11 21:10	close	8	0.10	1.61056	1.60901	1.61108	4.80	9955.40
19	2010.01.11 21:12	modify	9	0.10	1.61007	1.61008	1.61107
20	2010.01.11 21:15	t/p	9	0.10	1.61107	1.61008	1.61107	10.00	9965.40
21	2010.01.12 21:00	sell	10	0.10	1.61756	1.61863	1.61656
22	2010.01.12 21:02	sell	11	0.10	1.61750	1.61857	1.61650
23	2010.01.12 21:10	close	10	0.10	1.61719	1.61863	1.61656	3.70	9969.10
24	2010.01.12 21:15	close	11	0.10	1.61663	1.61857	1.61650	8.70	9977.80
25	2010.01.13 21:00	buy	12	0.10	1.62826	1.62719	1.62926
26	2010.01.13 21:02	buy	13	0.10	1.62796	1.62689	1.62896
27	2010.01.13 21:15	modify	12	0.10	1.62826	1.62829	1.62926
28	2010.01.13 21:17	close	13	0.10	1.62846	1.62689	1.62896	5.00	9982.80
29	2010.01.13 21:20	close	12	0.10	1.62896	1.62829	1.62926	7.00	9989.80
30	2010.01.14 21:00	buy	14	0.10	1.63343	1.63236	1.63443
31	2010.01.14 21:02	modify	14	0.10	1.63343	1.63346	1.63443
32	2010.01.14 21:07	close	14	0.10	1.63385	1.63346	1.63443	4.20	9994.00
33	2010.01.15 21:00	sell	15	0.10	1.62582	1.62689	1.62482
34	2010.01.15 21:02	s/l	15	0.10	1.62689	1.62689	1.62482	-10.70	9983.30
35	2010.01.15 21:02	sell	16	0.10	1.62676	1.62783	1.62576
36	2010.01.15 21:15	close	16	0.10	1.62616	1.62783	1.62576	6.00	9989.30
37	2010.01.18 21:00	sell	17	0.10	1.63288	1.63395	1.63188
38	2010.01.18 21:02	sell	18	0.10	1.63287	1.63394	1.63187
39	2010.01.18 21:50	s/l	17	0.10	1.63395	1.63395	1.63188	-10.70	9978.60
40	2010.01.18 21:50	s/l	18	0.10	1.63394	1.63394	1.63187	-10.70	9967.90
41	2010.01.19 21:00	buy	19	0.10	1.63638	1.63531	1.63738
42	2010.01.19 21:02	buy	20	0.10	1.63644	1.63537	1.63744
43	2010.01.19 21:20	close	19	0.10	1.63684	1.63531	1.63738	4.60	9972.50
44	2010.01.19 21:25	modify	20	0.10	1.63644	1.63647	1.63744
45	2010.01.19 21:27	close	20	0.10	1.63683	1.63647	1.63744	3.90	9976.40
46	2010.01.20 21:00	sell	21	0.10	1.62888	1.62995	1.62788
47	2010.01.20 21:02	sell	22	0.10	1.62902	1.63009	1.62802
48	2010.01.20 21:15	modify	22	0.10	1.62902	1.62901	1.62802
49	2010.01.20 21:20	close	21	0.10	1.62834	1.62995	1.62788	5.40	9981.80
50	2010.01.20 21:22	close	22	0.10	1.62853	1.62901	1.62802	4.90	9986.70
51	2010.01.21 21:00	sell	23	0.10	1.62090	1.62197	1.61990
52	2010.01.21 21:02	sell	24	0.10	1.62110	1.62217	1.62010
53	2010.01.21 21:15	close	23	0.10	1.62030	1.62197	1.61990	6.00	9992.70
54	2010.01.21 21:17	close	24	0.10	1.62047	1.62217	1.62010	6.30	9999.00
55	2010.01.22 21:00	buy	25	0.10	1.61175	1.61068	1.61275
56	2010.01.22 21:02	buy	26	0.10	1.61198	1.61091	1.61298
57	2010.01.22 21:15	s/l	26	0.10	1.61091	1.61091	1.61298	-10.70	9988.30
58	2010.01.22 21:20	s/l	25	0.10	1.61068	1.61068	1.61275	-10.70	9977.60
59	2010.01.25 21:00	sell	27	0.10	1.62432	1.62539	1.62332
60	2010.01.25 21:02	sell	28	0.10	1.62423	1.62530	1.62323
61	2010.01.25 21:15	close	27	0.10	1.62379	1.62539	1.62332	5.30	9982.90
62	2010.01.25 21:17	modify	28	0.10	1.62423	1.62420	1.62323
63	2010.01.25 21:20	close	28	0.10	1.62333	1.62420	1.62323	9.00	9991.90
64	2010.01.26 21:00	buy	29	0.10	1.61465	1.61358	1.61565
65	2010.01.26 21:02	buy	30	0.10	1.61508	1.61401	1.61608
66	2010.01.26 21:20	s/l	30	0.10	1.61401	1.61401	1.61608	-10.70	9981.20
67	2010.01.26 23:20	close	29	0.10	1.61503	1.61358	1.61565	3.80	9985.00
68	2010.01.27 21:00	buy	31	0.10	1.61750	1.61643	1.61850
69	2010.01.27 21:02	buy	32	0.10	1.61798	1.61691	1.61898
70	2010.01.27 21:07	close	31	0.10	1.61815	1.61643	1.61850	6.50	9991.50
71	2010.01.27 21:10	s/l	32	0.10	1.61691	1.61691	1.61898	-10.70	9980.80
72	2010.01.28 21:00	buy	33	0.10	1.61275	1.61168	1.61375
73	2010.01.28 21:03	modify	33	0.10	1.61275	1.61281	1.61375
74	2010.01.28 21:10	close	33	0.10	1.61348	1.61281	1.61375	7.30	9988.10
75	2010.01.29 21:00	buy	34	0.10	1.59933	1.59826	1.60033
76	2010.01.29 21:02	buy	35	0.10	1.59920	1.59813	1.60020
77	2010.01.29 21:15	modify	34	0.10	1.59933	1.59939	1.60033
78	2010.01.29 21:17	close	35	0.10	1.59958	1.59813	1.60020	3.80	9991.90
79	2010.01.29 21:20	close	34	0.10	1.60000	1.59939	1.60033	6.70	9998.60
80	2010.02.01 21:00	sell	36	0.10	1.59530	1.59637	1.59430
81	2010.02.01 21:03	sell	37	0.10	1.59573	1.59680	1.59473
82	2010.02.01 21:16	s/l	36	0.10	1.59637	1.59637	1.59430	-10.70	9987.90
83	2010.02.01 22:07	s/l	37	0.10	1.59680	1.59680	1.59473	-10.70	9977.20
84	2010.02.02 21:00	sell	38	0.10	1.59773	1.59880	1.59673
85	2010.02.02 21:02	sell	39	0.10	1.59725	1.59832	1.59625
86	2010.02.02 21:45	s/l	39	0.10	1.59832	1.59832	1.59625	-10.70	9966.50
87	2010.02.02 22:20	close	38	0.10	1.59716	1.59880	1.59673	5.70	9972.20
88	2010.02.03 21:00	buy	40	0.10	1.58977	1.58870	1.59077
89	2010.02.03 21:02	buy	41	0.10	1.58984	1.58877	1.59084
90	2010.02.03 21:15	close	40	0.10	1.59040	1.58870	1.59077	6.30	9978.50
91	2010.02.03 21:17	close	41	0.10	1.59028	1.58877	1.59084	4.40	9982.90
92	2010.02.04 21:00	buy	42	0.10	1.57612	1.57505	1.57712
93	2010.02.04 21:02	buy	43	0.10	1.57613	1.57506	1.57713
94	2010.02.04 21:15	close	42	0.10	1.57677	1.57505	1.57712	6.50	9989.40
95	2010.02.04 21:17	close	43	0.10	1.57664	1.57506	1.57713	5.10	9994.50
96	2010.02.05 21:00	buy	44	0.10	1.56052	1.55945	1.56152
97	2010.02.05 21:02	buy	45	0.10	1.56053	1.55946	1.56153
98	2010.02.05 21:10	t/p	44	0.10	1.56152	1.55945	1.56152	10.00	10004.50
99	2010.02.05 21:10	t/p	45	0.10	1.56153	1.55946	1.56153	10.00	10014.50
100	2010.02.08 21:00	buy	46	0.10	1.56138	1.56031	1.56238
101	2010.02.08 21:02	modify	46	0.10	1.56138	1.56143	1.56238
102	2010.02.08 21:07	close	46	0.10	1.56185	1.56143	1.56238	4.70	10019.20
103	2010.02.09 21:00	sell	47	0.10	1.56864	1.56971	1.56764
104	2010.02.09 21:03	sell	48	0.10	1.56944	1.57051	1.56844
105	2010.02.09 21:10	s/l	47	0.10	1.56971	1.56971	1.56764	-10.70	10008.50
106	2010.02.09 21:16	s/l	48	0.10	1.57051	1.57051	1.56844	-10.70	9997.80
107	2010.02.10 21:00	buy	49	0.10	1.55901	1.55794	1.56001
108	2010.02.10 21:02	buy	50	0.10	1.55945	1.55838	1.56045
109	2010.02.10 21:20	s/l	50	0.10	1.55838	1.55838	1.56045	-10.70	9987.10
110	2010.02.10 22:03	s/l	49	0.10	1.55794	1.55794	1.56001	-10.70	9976.40
111	2010.02.11 21:00	sell	51	0.10	1.56954	1.57061	1.56854
112	2010.02.11 21:02	sell	52	0.10	1.56976	1.57083	1.56876
113	2010.02.11 21:20	modify	51	0.10	1.56954	1.56950	1.56854
114	2010.02.11 21:22	close	52	0.10	1.56936	1.57083	1.56876	4.00	9980.40
115	2010.02.11 21:27	s/l	51	0.10	1.56950	1.56950	1.56854	0.40	9980.80
116	2010.02.12 21:00	sell	53	0.10	1.56657	1.56764	1.56557
117	2010.02.12 21:02	sell	54	0.10	1.56643	1.56750	1.56543
118	2010.02.12 21:32	s/l	54	0.10	1.56750	1.56750	1.56543	-10.70	9970.10
119	2010.02.12 22:03	s/l	53	0.10	1.56764	1.56764	1.56557	-10.70	9959.40
120	2010.02.15 21:00	buy	55	0.10	1.56633	1.56526	1.56733
121	2010.02.15 21:02	buy	56	0.10	1.56631	1.56524	1.56731
122	2010.02.15 22:50	s/l	55	0.10	1.56526	1.56526	1.56733	-10.70	9948.70
123	2010.02.15 22:50	s/l	56	0.10	1.56524	1.56524	1.56731	-10.70	9938.00
124	2010.02.16 21:00	sell	57	0.10	1.57808	1.57915	1.57708
125	2010.02.16 21:02	sell	58	0.10	1.57789	1.57896	1.57689
126	2010.02.16 21:15	s/l	58	0.10	1.57896	1.57896	1.57689	-10.70	9927.30
127	2010.02.16 21:20	s/l	57	0.10	1.57915	1.57915	1.57708	-10.70	9916.60
128	2010.02.17 21:00	buy	59	0.10	1.56898	1.56791	1.56998
129	2010.02.17 21:02	buy	60	0.10	1.56950	1.56843	1.57050
130	2010.02.17 21:07	close	59	0.10	1.56937	1.56791	1.56998	3.90	9920.50
131	2010.02.17 21:20	s/l	60	0.10	1.56843	1.56843	1.57050	-10.70	9909.80
132	2010.02.18 21:00	buy	61	0.10	1.56235	1.56128	1.56335
133	2010.02.18 21:02	close	61	0.10	1.56295	1.56128	1.56335	6.00	9915.80
134	2010.02.19 21:00	sell	62	0.10	1.54634	1.54741	1.54534
135	2010.02.19 21:02	sell	63	0.10	1.54624	1.54731	1.54524
136	2010.02.19 21:20	s/l	62	0.10	1.54741	1.54741	1.54534	-10.70	9905.10
137	2010.02.19 21:20	s/l	63	0.10	1.54731	1.54731	1.54524	-10.70	9894.40
138	2010.02.22 21:00	sell	64	0.10	1.54879	1.54986	1.54779
139	2010.02.22 21:03	sell	65	0.10	1.54911	1.55018	1.54811
140	2010.02.22 21:45	close	65	0.10	1.54868	1.55018	1.54811	4.30	9898.70
141	2010.02.22 21:50	close	64	0.10	1.54806	1.54986	1.54779	7.30	9906.00
142	2010.02.23 21:00	sell	66	0.10	1.54434	1.54541	1.54334
143	2010.02.23 21:02	sell	67	0.10	1.54426	1.54533	1.54326
144	2010.02.23 21:10	modify	66	0.10	1.54434	1.54428	1.54334
145	2010.02.23 21:15	close	66	0.10	1.54346	1.54428	1.54334	8.80	9914.80
146	2010.02.23 21:17	close	67	0.10	1.54363	1.54533	1.54326	6.30	9921.10
147	2010.02.24 21:00	buy	68	0.10	1.53994	1.53887	1.54094
148	2010.02.24 21:02	buy	69	0.10	1.53983	1.53876	1.54083
149	2010.02.24 21:20	close	69	0.10	1.54024	1.53876	1.54083	4.10	9925.20
150	2010.02.24 22:10	close	68	0.10	1.54033	1.53887	1.54094	3.90	9929.10
151	2010.02.25 21:00	buy	70	0.10	1.52473	1.52366	1.52573
152	2010.02.25 21:02	buy	71	0.10	1.52452	1.52345	1.52552
153	2010.02.25 21:10	close	70	0.10	1.52522	1.52366	1.52573	4.90	9934.00
154	2010.02.25 21:12	close	71	0.10	1.52498	1.52345	1.52552	4.60	9938.60
155	2010.02.26 21:00	sell	72	0.10	1.52477	1.52584	1.52377
156	2010.02.26 21:02	sell	73	0.10	1.52528	1.52635	1.52428
157	2010.02.26 21:20	close	73	0.10	1.52461	1.52635	1.52428	6.70	9945.30
158	2010.02.26 21:32	close	72	0.10	1.52436	1.52584	1.52377	4.10	9949.40