Report Result : KI EA - Desynced Forex Repository

Strategy Tester Report

KI EA

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		Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=false; TrailingAct=10; TrailingStep=40; UseADX=false; ADXthresh=30; UseTimeFilter=false; BeginHour=8; EndHour=18; Reverse=false;

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

Initial deposit	10000.00
Total net profit	-555.25	Gross profit	1263.99	Gross loss	-1819.24
Profit factor	0.69	Expected payoff	-12.91
Absolute drawdown	905.06	Maximal drawdown	938.56 (9.35%)	Relative drawdown	9.35% (938.56)

Total trades	43	Short positions (won %)	22 (27.27%)	Long positions (won %)	21 (19.05%)
		Profit trades (% of total)	10 (23.26%)	Loss trades (% of total)	33 (76.74%)
Largest		profit trade	343.75	loss trade	-260.25
Average		profit trade	126.40	loss trade	-55.13
Maximum		consecutive wins (profit in money)	2 (55.01)	consecutive losses (loss in money)	12 (-449.53)
Maximal		consecutive profit (count of wins)	343.75 (1)	consecutive loss (count of losses)	-500.91 (5)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 07:00	sell	1	0.10	1.60924	0.00000	0.00000
2	2010.01.04 11:00	close	1	0.10	1.62057	0.00000	0.00000	-113.30	9886.70
3	2010.01.04 11:02	buy	2	0.10	1.62005	0.00000	0.00000
4	2010.01.04 21:00	close	2	0.10	1.60927	0.00000	0.00000	-107.80	9778.90
5	2010.01.04 21:03	sell	3	0.10	1.60915	0.00000	0.00000
6	2010.01.06 23:00	close	3	0.10	1.60188	0.00000	0.00000	72.20	9851.10
7	2010.01.06 23:02	buy	4	0.10	1.60225	0.00000	0.00000
8	2010.01.07 08:00	close	4	0.10	1.59673	0.00000	0.00000	-55.17	9795.93
9	2010.01.07 08:02	sell	5	0.10	1.59455	0.00000	0.00000
10	2010.01.08 10:00	close	5	0.10	1.60173	0.00000	0.00000	-72.05	9723.88
11	2010.01.08 10:02	buy	6	0.10	1.60176	0.00000	0.00000
12	2010.01.12 03:00	close	6	0.10	1.60811	0.00000	0.00000	63.52	9787.40
13	2010.01.12 03:02	sell	7	0.10	1.60852	0.00000	0.00000
14	2010.01.12 12:00	close	7	0.10	1.61478	0.00000	0.00000	-62.60	9724.80
15	2010.01.12 12:02	buy	8	0.10	1.61448	0.00000	0.00000
16	2010.01.15 13:00	close	8	0.10	1.62881	0.00000	0.00000	143.35	9868.15
17	2010.01.15 13:02	sell	9	0.10	1.62859	0.00000	0.00000
18	2010.01.18 07:00	close	9	0.10	1.63075	0.00000	0.00000	-21.85	9846.30
19	2010.01.18 07:02	buy	10	0.10	1.63149	0.00000	0.00000
20	2010.01.19 16:00	close	10	0.10	1.63674	0.00000	0.00000	52.51	9898.81
21	2010.01.19 16:02	sell	11	0.10	1.63852	0.00000	0.00000
22	2010.01.19 20:00	close	11	0.10	1.63827	0.00000	0.00000	2.50	9901.31
23	2010.01.19 20:03	buy	12	0.10	1.63723	0.00000	0.00000
24	2010.01.22 14:00	close	12	0.10	1.61120	0.00000	0.00000	-260.25	9641.06
25	2010.01.22 14:02	sell	13	0.10	1.61094	0.00000	0.00000
26	2010.01.25 12:00	close	13	0.10	1.61718	0.00000	0.00000	-62.65	9578.41
27	2010.01.25 12:02	buy	14	0.10	1.61747	0.00000	0.00000
28	2010.01.26 12:00	close	14	0.10	1.61196	0.00000	0.00000	-55.09	9523.32
29	2010.01.26 12:02	sell	15	0.10	1.61219	0.00000	0.00000
30	2010.01.27 12:00	close	15	0.10	1.62099	0.00000	0.00000	-88.25	9435.07
31	2010.01.27 12:02	buy	16	0.10	1.62052	0.00000	0.00000
32	2010.01.28 03:00	close	16	0.10	1.61705	0.00000	0.00000	-34.67	9400.40
33	2010.01.28 03:02	sell	17	0.10	1.61547	0.00000	0.00000
34	2010.02.02 02:00	close	17	0.10	1.59640	0.00000	0.00000	189.95	9590.35
35	2010.02.02 02:02	buy	18	0.10	1.59637	0.00000	0.00000
36	2010.02.02 06:00	close	18	0.10	1.59298	0.00000	0.00000	-33.90	9556.45
37	2010.02.02 06:02	sell	19	0.10	1.59292	0.00000	0.00000
38	2010.02.02 08:00	close	19	0.10	1.59571	0.00000	0.00000	-27.90	9528.55
39	2010.02.02 08:02	buy	20	0.10	1.59545	0.00000	0.00000
40	2010.02.02 10:00	close	20	0.10	1.59180	0.00000	0.00000	-36.50	9492.05
41	2010.02.02 10:02	sell	21	0.10	1.59135	0.00000	0.00000
42	2010.02.02 17:00	close	21	0.10	1.59691	0.00000	0.00000	-55.60	9436.45
43	2010.02.02 17:02	buy	22	0.10	1.59724	0.00000	0.00000
44	2010.02.03 16:00	close	22	0.10	1.59625	0.00000	0.00000	-9.89	9426.56
45	2010.02.03 16:02	sell	23	0.10	1.59676	0.00000	0.00000
46	2010.02.08 20:00	close	23	0.10	1.56226	0.00000	0.00000	343.75	9770.31
47	2010.02.08 20:02	buy	24	0.10	1.56205	0.00000	0.00000
48	2010.02.08 23:00	close	24	0.10	1.55825	0.00000	0.00000	-38.00	9732.31
49	2010.02.08 23:02	sell	25	0.10	1.55814	0.00000	0.00000
50	2010.02.09 08:00	close	25	0.10	1.56413	0.00000	0.00000	-60.15	9672.16
51	2010.02.09 08:02	buy	26	0.10	1.56204	0.00000	0.00000
52	2010.02.09 12:00	close	26	0.10	1.55748	0.00000	0.00000	-45.60	9626.56
53	2010.02.09 12:02	sell	27	0.10	1.55642	0.00000	0.00000
54	2010.02.09 15:00	close	27	0.10	1.56244	0.00000	0.00000	-60.20	9566.36
55	2010.02.09 15:02	buy	28	0.10	1.56123	0.00000	0.00000
56	2010.02.10 15:00	close	28	0.10	1.56131	0.00000	0.00000	0.81	9567.17
57	2010.02.10 15:02	sell	29	0.10	1.56247	0.00000	0.00000
58	2010.02.11 07:00	close	29	0.10	1.56413	0.00000	0.00000	-17.35	9549.82
59	2010.02.11 07:02	buy	30	0.10	1.56452	0.00000	0.00000
60	2010.02.11 09:00	close	30	0.10	1.56061	0.00000	0.00000	-39.10	9510.72
61	2010.02.11 09:02	sell	31	0.10	1.56156	0.00000	0.00000
62	2010.02.11 19:00	close	31	0.10	1.56806	0.00000	0.00000	-65.00	9445.72
63	2010.02.11 19:02	buy	32	0.10	1.56788	0.00000	0.00000
64	2010.02.12 13:00	close	32	0.10	1.56141	0.00000	0.00000	-64.69	9381.03
65	2010.02.12 13:02	sell	33	0.10	1.56117	0.00000	0.00000
66	2010.02.15 00:00	close	33	0.10	1.56689	0.00000	0.00000	-57.45	9323.58
67	2010.02.15 00:03	buy	34	0.10	1.56612	0.00000	0.00000
68	2010.02.15 07:00	close	34	0.10	1.56467	0.00000	0.00000	-14.50	9309.08
69	2010.02.15 07:02	sell	35	0.10	1.56483	0.00000	0.00000
70	2010.02.15 12:00	close	35	0.10	1.56810	0.00000	0.00000	-32.70	9276.38
71	2010.02.15 12:02	buy	36	0.10	1.56819	0.00000	0.00000
72	2010.02.15 20:00	close	36	0.10	1.56658	0.00000	0.00000	-16.10	9260.28
73	2010.02.15 20:02	sell	37	0.10	1.56683	0.00000	0.00000
74	2010.02.16 03:00	close	37	0.10	1.56840	0.00000	0.00000	-15.95	9244.33
75	2010.02.16 03:02	buy	38	0.10	1.56849	0.00000	0.00000
76	2010.02.16 17:00	close	38	0.10	1.56752	0.00000	0.00000	-9.70	9234.63
77	2010.02.16 17:02	sell	39	0.10	1.56776	0.00000	0.00000
78	2010.02.16 18:00	close	39	0.10	1.57337	0.00000	0.00000	-56.10	9178.53
79	2010.02.16 18:03	buy	40	0.10	1.57617	0.00000	0.00000
80	2010.02.17 18:00	close	40	0.10	1.57008	0.00000	0.00000	-60.89	9117.64
81	2010.02.17 18:02	sell	41	0.10	1.56998	0.00000	0.00000
82	2010.02.22 01:00	close	41	0.10	1.54713	0.00000	0.00000	227.25	9344.89
83	2010.02.22 01:02	buy	42	0.10	1.54752	0.00000	0.00000
84	2010.02.23 13:00	close	42	0.10	1.54069	0.00000	0.00000	-68.29	9276.60
85	2010.02.23 13:02	sell	43	0.10	1.54070	0.00000	0.00000
86	2010.02.26 22:56	close at stop	43	0.10	1.52376	0.00000	0.00000	168.15	9444.75