Report Result : JK_sinkhro1 - Desynced Forex Repository

Strategy Tester Report

JK_sinkhro1

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	84.90	Gross profit	264.90	Gross loss	-180.00
Profit factor	1.47	Expected payoff	1.25
Absolute drawdown	48.20	Maximal drawdown	76.90 (0.76%)	Relative drawdown	0.76% (76.90)

Total trades	68	Short positions (won %)	35 (57.14%)	Long positions (won %)	33 (84.85%)
		Profit trades (% of total)	48 (70.59%)	Loss trades (% of total)	20 (29.41%)
Largest		profit trade	10.00	loss trade	-9.00
Average		profit trade	5.52	loss trade	-9.00
Maximum		consecutive wins (profit in money)	10 (56.40)	consecutive losses (loss in money)	6 (-54.00)
Maximal		consecutive profit (count of wins)	56.40 (10)	consecutive loss (count of losses)	-54.00 (6)
Average		consecutive wins	5	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	1.61017	1.60827
2	2010.01.04 21:03	sell	2	0.10	1.60915	1.61005	1.60815
3	2010.01.04 21:45	s/l	1	0.10	1.61017	1.61017	1.60827	-9.00	9991.00
4	2010.01.04 21:45	s/l	2	0.10	1.61005	1.61005	1.60815	-9.00	9982.00
5	2010.01.06 21:00	buy	3	0.10	1.59964	1.59874	1.60064
6	2010.01.06 21:03	close	3	0.10	1.60018	1.59874	1.60064	5.40	9987.40
7	2010.01.07 21:00	buy	4	0.10	1.59429	1.59339	1.59529
8	2010.01.07 21:02	buy	5	0.10	1.59430	1.59340	1.59530
9	2010.01.07 21:15	s/l	4	0.10	1.59339	1.59339	1.59529	-9.00	9978.40
10	2010.01.07 21:15	s/l	5	0.10	1.59340	1.59340	1.59530	-9.00	9969.40
11	2010.01.08 21:00	sell	6	0.10	1.60308	1.60398	1.60208
12	2010.01.08 21:02	sell	7	0.10	1.60282	1.60372	1.60182
13	2010.01.08 21:20	s/l	7	0.10	1.60372	1.60372	1.60182	-9.00	9960.40
14	2010.01.08 21:50	close	6	0.10	1.60257	1.60398	1.60208	5.10	9965.50
15	2010.01.11 21:00	buy	8	0.10	1.60991	1.60901	1.61091
16	2010.01.11 21:02	buy	9	0.10	1.60990	1.60900	1.61090
17	2010.01.11 21:10	close	8	0.10	1.61056	1.60901	1.61091	6.50	9972.00
18	2010.01.11 21:12	close	9	0.10	1.61038	1.60900	1.61090	4.80	9976.80
19	2010.01.12 21:00	sell	10	0.10	1.61756	1.61846	1.61656
20	2010.01.12 21:02	sell	11	0.10	1.61750	1.61840	1.61650
21	2010.01.12 21:10	close	10	0.10	1.61702	1.61846	1.61656	5.40	9982.20
22	2010.01.12 21:15	t/p	11	0.10	1.61650	1.61840	1.61650	10.00	9992.20
23	2010.01.13 21:00	buy	12	0.10	1.62809	1.62719	1.62909
24	2010.01.13 21:02	buy	13	0.10	1.62779	1.62689	1.62879
25	2010.01.13 21:10	close	13	0.10	1.62821	1.62689	1.62879	4.20	9996.40
26	2010.01.13 21:15	close	12	0.10	1.62859	1.62719	1.62909	5.00	10001.40
27	2010.01.14 21:00	buy	14	0.10	1.63326	1.63236	1.63426
28	2010.01.14 21:02	close	14	0.10	1.63376	1.63236	1.63426	5.00	10006.40
29	2010.01.15 21:00	sell	15	0.10	1.62582	1.62672	1.62482
30	2010.01.15 21:02	s/l	15	0.10	1.62672	1.62672	1.62482	-9.00	9997.40
31	2010.01.15 21:02	sell	16	0.10	1.62676	1.62766	1.62576
32	2010.01.15 21:10	modify	16	0.10	1.62676	1.62672	1.62576
33	2010.01.15 21:15	close	16	0.10	1.62599	1.62672	1.62576	7.70	10005.10
34	2010.01.18 21:00	sell	17	0.10	1.63288	1.63378	1.63188
35	2010.01.18 21:02	sell	18	0.10	1.63287	1.63377	1.63187
36	2010.01.18 21:20	modify	17	0.10	1.63288	1.63287	1.63188
37	2010.01.18 21:35	s/l	17	0.10	1.63287	1.63287	1.63188	0.10	10005.20
38	2010.01.18 21:50	s/l	18	0.10	1.63377	1.63377	1.63187	-9.00	9996.20
39	2010.01.19 21:00	buy	19	0.10	1.63621	1.63531	1.63721
40	2010.01.19 21:02	buy	20	0.10	1.63627	1.63537	1.63727
41	2010.01.19 21:15	close	19	0.10	1.63664	1.63531	1.63721	4.30	10000.50
42	2010.01.19 21:17	modify	20	0.10	1.63627	1.63628	1.63727
43	2010.01.19 21:20	close	20	0.10	1.63684	1.63628	1.63727	5.70	10006.20
44	2010.01.20 21:00	sell	21	0.10	1.62888	1.62978	1.62788
45	2010.01.20 21:02	sell	22	0.10	1.62902	1.62992	1.62802
46	2010.01.20 21:15	modify	21	0.10	1.62888	1.62884	1.62788
47	2010.01.20 21:17	close	22	0.10	1.62863	1.62992	1.62802	3.90	10010.10
48	2010.01.20 21:20	close	21	0.10	1.62817	1.62884	1.62788	7.10	10017.20
49	2010.01.21 21:00	sell	23	0.10	1.62090	1.62180	1.61990
50	2010.01.21 21:02	sell	24	0.10	1.62110	1.62200	1.62010
51	2010.01.21 21:10	close	24	0.10	1.62065	1.62200	1.62010	4.50	10021.70
52	2010.01.21 21:15	close	23	0.10	1.62013	1.62180	1.61990	7.70	10029.40
53	2010.01.22 21:00	buy	25	0.10	1.61158	1.61068	1.61258
54	2010.01.22 21:02	buy	26	0.10	1.61181	1.61091	1.61281
55	2010.01.22 21:07	modify	25	0.10	1.61158	1.61160	1.61258
56	2010.01.22 21:10	s/l	25	0.10	1.61160	1.61160	1.61258	0.20	10029.60
57	2010.01.22 21:15	s/l	26	0.10	1.61091	1.61091	1.61281	-9.00	10020.60
58	2010.01.25 21:00	sell	27	0.10	1.62432	1.62522	1.62332
59	2010.01.25 21:02	sell	28	0.10	1.62423	1.62513	1.62323
60	2010.01.25 21:10	modify	27	0.10	1.62432	1.62426	1.62332
61	2010.01.25 21:15	close	27	0.10	1.62362	1.62426	1.62332	7.00	10027.60
62	2010.01.25 21:17	close	28	0.10	1.62373	1.62513	1.62323	5.00	10032.60
63	2010.01.26 21:00	buy	29	0.10	1.61448	1.61358	1.61548
64	2010.01.26 21:02	modify	29	0.10	1.61448	1.61453	1.61548
65	2010.01.26 21:07	close	29	0.10	1.61492	1.61453	1.61548	4.40	10037.00
66	2010.01.27 21:00	buy	30	0.10	1.61733	1.61643	1.61833
67	2010.01.27 21:02	close	30	0.10	1.61773	1.61643	1.61833	4.00	10041.00
68	2010.01.28 21:00	buy	31	0.10	1.61258	1.61168	1.61358
69	2010.01.28 21:03	close	31	0.10	1.61311	1.61168	1.61358	5.30	10046.30
70	2010.01.29 21:00	buy	32	0.10	1.59916	1.59826	1.60016
71	2010.01.29 21:02	buy	33	0.10	1.59903	1.59813	1.60003
72	2010.01.29 21:10	modify	33	0.10	1.59903	1.59907	1.60003
73	2010.01.29 21:15	close	32	0.10	1.59969	1.59826	1.60016	5.30	10051.60
74	2010.01.29 21:17	close	33	0.10	1.59958	1.59907	1.60003	5.50	10057.10
75	2010.02.01 21:00	sell	34	0.10	1.59530	1.59620	1.59430
76	2010.02.01 21:03	sell	35	0.10	1.59573	1.59663	1.59473
77	2010.02.01 21:16	s/l	34	0.10	1.59620	1.59620	1.59430	-9.00	10048.10
78	2010.02.01 22:07	s/l	35	0.10	1.59663	1.59663	1.59473	-9.00	10039.10
79	2010.02.02 21:00	sell	36	0.10	1.59773	1.59863	1.59673
80	2010.02.02 21:02	close	36	0.10	1.59733	1.59863	1.59673	4.00	10043.10
81	2010.02.03 21:00	buy	37	0.10	1.58960	1.58870	1.59060
82	2010.02.03 21:02	buy	38	0.10	1.58967	1.58877	1.59067
83	2010.02.03 21:10	close	37	0.10	1.59005	1.58870	1.59060	4.50	10047.60
84	2010.02.03 21:15	close	38	0.10	1.59040	1.58877	1.59067	7.30	10054.90
85	2010.02.04 21:00	buy	39	0.10	1.57595	1.57505	1.57695
86	2010.02.04 21:02	buy	40	0.10	1.57596	1.57506	1.57696
87	2010.02.04 21:10	close	39	0.10	1.57639	1.57505	1.57695	4.40	10059.30
88	2010.02.04 21:15	close	40	0.10	1.57677	1.57506	1.57696	8.10	10067.40
89	2010.02.05 21:00	buy	41	0.10	1.56035	1.55945	1.56135
90	2010.02.05 21:02	buy	42	0.10	1.56036	1.55946	1.56136
91	2010.02.05 21:10	t/p	41	0.10	1.56135	1.55945	1.56135	10.00	10077.40
92	2010.02.05 21:10	t/p	42	0.10	1.56136	1.55946	1.56136	10.00	10087.40
93	2010.02.08 21:00	buy	43	0.10	1.56121	1.56031	1.56221
94	2010.02.08 21:02	close	43	0.10	1.56173	1.56031	1.56221	5.20	10092.60
95	2010.02.09 21:00	sell	44	0.10	1.56864	1.56954	1.56764
96	2010.02.09 21:03	sell	45	0.10	1.56944	1.57034	1.56844
97	2010.02.09 21:10	s/l	44	0.10	1.56954	1.56954	1.56764	-9.00	10083.60
98	2010.02.09 21:16	s/l	45	0.10	1.57034	1.57034	1.56844	-9.00	10074.60
99	2010.02.10 21:00	buy	46	0.10	1.55884	1.55794	1.55984
100	2010.02.10 21:02	modify	46	0.10	1.55884	1.55890	1.55984
101	2010.02.10 21:07	close	46	0.10	1.55930	1.55890	1.55984	4.60	10079.20
102	2010.02.11 21:00	sell	47	0.10	1.56954	1.57044	1.56854
103	2010.02.11 21:02	sell	48	0.10	1.56976	1.57066	1.56876
104	2010.02.11 21:15	close	48	0.10	1.56935	1.57066	1.56876	4.10	10083.30
105	2010.02.11 21:20	close	47	0.10	1.56903	1.57044	1.56854	5.10	10088.40
106	2010.02.12 21:00	sell	49	0.10	1.56657	1.56747	1.56557
107	2010.02.12 21:02	sell	50	0.10	1.56643	1.56733	1.56543
108	2010.02.12 21:32	s/l	50	0.10	1.56733	1.56733	1.56543	-9.00	10079.40
109	2010.02.12 22:03	s/l	49	0.10	1.56747	1.56747	1.56557	-9.00	10070.40
110	2010.02.15 21:00	buy	51	0.10	1.56616	1.56526	1.56716
111	2010.02.15 21:02	buy	52	0.10	1.56614	1.56524	1.56714
112	2010.02.15 22:50	s/l	51	0.10	1.56526	1.56526	1.56716	-9.00	10061.40
113	2010.02.15 22:50	s/l	52	0.10	1.56524	1.56524	1.56714	-9.00	10052.40
114	2010.02.16 21:00	sell	53	0.10	1.57808	1.57898	1.57708
115	2010.02.16 21:02	sell	54	0.10	1.57789	1.57879	1.57689
116	2010.02.16 21:15	s/l	54	0.10	1.57879	1.57879	1.57689	-9.00	10043.40
117	2010.02.16 21:20	s/l	53	0.10	1.57898	1.57898	1.57708	-9.00	10034.40
118	2010.02.17 21:00	buy	55	0.10	1.56881	1.56791	1.56981
119	2010.02.17 21:02	close	55	0.10	1.56925	1.56791	1.56981	4.40	10038.80
120	2010.02.18 21:00	buy	56	0.10	1.56218	1.56128	1.56318
121	2010.02.18 21:02	close	56	0.10	1.56295	1.56128	1.56318	7.70	10046.50
122	2010.02.19 21:00	sell	57	0.10	1.54634	1.54724	1.54534
123	2010.02.19 21:02	sell	58	0.10	1.54624	1.54714	1.54524
124	2010.02.19 21:20	s/l	57	0.10	1.54724	1.54724	1.54534	-9.00	10037.50
125	2010.02.19 21:20	s/l	58	0.10	1.54714	1.54714	1.54524	-9.00	10028.50
126	2010.02.22 21:00	sell	59	0.10	1.54879	1.54969	1.54779
127	2010.02.22 21:03	sell	60	0.10	1.54911	1.55001	1.54811
128	2010.02.22 21:45	close	60	0.10	1.54851	1.55001	1.54811	6.00	10034.50
129	2010.02.22 21:50	close	59	0.10	1.54789	1.54969	1.54779	9.00	10043.50
130	2010.02.23 21:00	sell	61	0.10	1.54434	1.54524	1.54334
131	2010.02.23 21:02	sell	62	0.10	1.54426	1.54516	1.54326
132	2010.02.23 21:10	close	61	0.10	1.54381	1.54524	1.54334	5.30	10048.80
133	2010.02.23 21:15	close	62	0.10	1.54329	1.54516	1.54326	9.70	10058.50
134	2010.02.24 21:00	buy	63	0.10	1.53977	1.53887	1.54077
135	2010.02.24 21:02	buy	64	0.10	1.53966	1.53876	1.54066
136	2010.02.24 21:15	close	64	0.10	1.54004	1.53876	1.54066	3.80	10062.30
137	2010.02.24 21:20	close	63	0.10	1.54024	1.53887	1.54077	4.70	10067.00
138	2010.02.25 21:00	buy	65	0.10	1.52456	1.52366	1.52556
139	2010.02.25 21:02	buy	66	0.10	1.52435	1.52345	1.52535
140	2010.02.25 21:10	close	65	0.10	1.52522	1.52366	1.52556	6.60	10073.60
141	2010.02.25 21:12	close	66	0.10	1.52498	1.52345	1.52535	6.30	10079.90
142	2010.02.26 21:00	sell	67	0.10	1.52477	1.52567	1.52377
143	2010.02.26 21:02	sell	68	0.10	1.52528	1.52618	1.52428
144	2010.02.26 21:15	close	68	0.10	1.52481	1.52618	1.52428	4.70	10084.60
145	2010.02.26 21:20	modify	67	0.10	1.52477	1.52474	1.52377
146	2010.02.26 21:27	s/l	67	0.10	1.52474	1.52474	1.52377	0.30	10084.90