Report Result : NinaEA - Desynced Forex Repository

Strategy Tester Report

NinaEA

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		PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

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

Initial deposit	10000.00
Total net profit	-503.89	Gross profit	1377.06	Gross loss	-1880.95
Profit factor	0.73	Expected payoff	-8.84
Absolute drawdown	789.77	Maximal drawdown	853.37 (8.48%)	Relative drawdown	8.48% (853.37)

Total trades	57	Short positions (won %)	29 (31.03%)	Long positions (won %)	28 (21.43%)
		Profit trades (% of total)	15 (26.32%)	Loss trades (% of total)	42 (73.68%)
Largest		profit trade	346.40	loss trade	-83.20
Average		profit trade	91.80	loss trade	-44.78
Maximum		consecutive wins (profit in money)	3 (559.72)	consecutive losses (loss in money)	8 (-336.74)
Maximal		consecutive profit (count of wins)	559.72 (3)	consecutive loss (count of losses)	-336.74 (8)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	0.10	1.61221	0.00000	0.00000
2	2010.01.04 11:00	close	1	0.10	1.62053	0.00000	0.00000	-83.20	9916.80
3	2010.01.04 11:00	buy	2	0.10	1.62053	0.00000	0.00000
4	2010.01.04 14:00	close	2	0.10	1.61466	0.00000	0.00000	-58.70	9858.10
5	2010.01.04 14:00	sell	3	0.10	1.61466	0.00000	0.00000
6	2010.01.05 08:00	close	3	0.10	1.61514	0.00000	0.00000	-5.05	9853.05
7	2010.01.05 08:00	buy	4	0.10	1.61514	0.00000	0.00000
8	2010.01.05 09:00	close	4	0.10	1.60993	0.00000	0.00000	-52.10	9800.95
9	2010.01.05 09:00	sell	5	0.10	1.60993	0.00000	0.00000
10	2010.01.06 10:00	close	5	0.10	1.60423	0.00000	0.00000	56.75	9857.70
11	2010.01.06 10:00	buy	6	0.10	1.60423	0.00000	0.00000
12	2010.01.06 13:00	close	6	0.10	1.59816	0.00000	0.00000	-60.70	9797.00
13	2010.01.06 13:00	sell	7	0.10	1.59816	0.00000	0.00000
14	2010.01.06 22:00	close	7	0.10	1.60216	0.00000	0.00000	-40.00	9757.00
15	2010.01.06 22:00	buy	8	0.10	1.60216	0.00000	0.00000
16	2010.01.07 07:00	close	8	0.10	1.59735	0.00000	0.00000	-48.07	9708.93
17	2010.01.07 07:00	sell	9	0.10	1.59735	0.00000	0.00000
18	2010.01.08 10:00	close	9	0.10	1.60169	0.00000	0.00000	-43.65	9665.28
19	2010.01.08 10:00	buy	10	0.10	1.60169	0.00000	0.00000
20	2010.01.08 17:00	close	10	0.10	1.59612	0.00000	0.00000	-55.70	9609.58
21	2010.01.08 17:00	sell	11	0.10	1.59612	0.00000	0.00000
22	2010.01.08 21:00	close	11	0.10	1.60326	0.00000	0.00000	-71.40	9538.18
23	2010.01.08 21:00	buy	12	0.10	1.60326	0.00000	0.00000
24	2010.01.11 21:00	close	12	0.10	1.60983	0.00000	0.00000	65.71	9603.89
25	2010.01.11 21:00	sell	13	0.10	1.60983	0.00000	0.00000
26	2010.01.12 11:00	close	13	0.10	1.61368	0.00000	0.00000	-38.75	9565.14
27	2010.01.12 11:00	buy	14	0.10	1.61368	0.00000	0.00000
28	2010.01.15 17:00	close	14	0.10	1.62545	0.00000	0.00000	117.75	9682.89
29	2010.01.15 17:00	sell	15	0.10	1.62545	0.00000	0.00000
30	2010.01.18 05:00	close	15	0.10	1.63094	0.00000	0.00000	-55.15	9627.74
31	2010.01.18 05:00	buy	16	0.10	1.63094	0.00000	0.00000
32	2010.01.19 13:00	close	16	0.10	1.63380	0.00000	0.00000	28.61	9656.35
33	2010.01.19 13:00	sell	17	0.10	1.63380	0.00000	0.00000
34	2010.01.19 19:00	close	17	0.10	1.63783	0.00000	0.00000	-40.30	9616.05
35	2010.01.19 19:00	buy	18	0.10	1.63783	0.00000	0.00000
36	2010.01.20 03:00	close	18	0.10	1.63240	0.00000	0.00000	-54.29	9561.76
37	2010.01.20 03:00	sell	19	0.10	1.63240	0.00000	0.00000
38	2010.01.21 16:00	close	19	0.10	1.62165	0.00000	0.00000	106.75	9668.51
39	2010.01.21 16:00	buy	20	0.10	1.62165	0.00000	0.00000
40	2010.01.21 17:00	close	20	0.10	1.61740	0.00000	0.00000	-42.50	9626.01
41	2010.01.21 17:00	sell	21	0.10	1.61740	0.00000	0.00000
42	2010.01.21 18:00	close	21	0.10	1.62129	0.00000	0.00000	-38.90	9587.11
43	2010.01.21 18:00	buy	22	0.10	1.62129	0.00000	0.00000
44	2010.01.22 13:00	close	22	0.10	1.61762	0.00000	0.00000	-36.69	9550.42
45	2010.01.22 13:00	sell	23	0.10	1.61762	0.00000	0.00000
46	2010.01.25 12:00	close	23	0.10	1.61714	0.00000	0.00000	4.55	9554.97
47	2010.01.25 12:00	buy	24	0.10	1.61714	0.00000	0.00000
48	2010.01.25 14:00	close	24	0.10	1.61336	0.00000	0.00000	-37.80	9517.17
49	2010.01.25 14:00	sell	25	0.10	1.61336	0.00000	0.00000
50	2010.01.25 16:00	close	25	0.10	1.61847	0.00000	0.00000	-51.10	9466.07
51	2010.01.25 16:00	buy	26	0.10	1.61847	0.00000	0.00000
52	2010.01.26 11:00	close	26	0.10	1.61371	0.00000	0.00000	-47.59	9418.48
53	2010.01.26 11:00	sell	27	0.10	1.61371	0.00000	0.00000
54	2010.01.27 11:00	close	27	0.10	1.61876	0.00000	0.00000	-50.75	9367.73
55	2010.01.27 11:00	buy	28	0.10	1.61876	0.00000	0.00000
56	2010.01.28 17:00	close	28	0.10	1.61352	0.00000	0.00000	-52.37	9315.36
57	2010.01.28 17:00	sell	29	0.10	1.61352	0.00000	0.00000
58	2010.02.01 19:00	close	29	0.10	1.59499	0.00000	0.00000	184.80	9500.16
59	2010.02.01 19:00	buy	30	0.10	1.59499	0.00000	0.00000
60	2010.02.03 13:00	close	30	0.10	1.59784	0.00000	0.00000	28.52	9528.68
61	2010.02.03 13:00	sell	31	0.10	1.59784	0.00000	0.00000
62	2010.02.05 22:00	close	31	0.10	1.56310	0.00000	0.00000	346.40	9875.08
63	2010.02.05 22:00	buy	32	0.10	1.56310	0.00000	0.00000
64	2010.02.08 01:00	close	32	0.10	1.55993	0.00000	0.00000	-31.69	9843.39
65	2010.02.08 01:00	sell	33	0.10	1.55993	0.00000	0.00000
66	2010.02.08 10:00	close	33	0.10	1.56199	0.00000	0.00000	-20.60	9822.79
67	2010.02.08 10:00	buy	34	0.10	1.56199	0.00000	0.00000
68	2010.02.08 11:00	close	34	0.10	1.55751	0.00000	0.00000	-44.80	9777.99
69	2010.02.08 11:00	sell	35	0.10	1.55751	0.00000	0.00000
70	2010.02.08 17:00	close	35	0.10	1.56406	0.00000	0.00000	-65.50	9712.49
71	2010.02.08 17:00	buy	36	0.10	1.56406	0.00000	0.00000
72	2010.02.08 23:00	close	36	0.10	1.55825	0.00000	0.00000	-58.10	9654.39
73	2010.02.08 23:00	sell	37	0.10	1.55825	0.00000	0.00000
74	2010.02.09 06:00	close	37	0.10	1.56182	0.00000	0.00000	-35.95	9618.44
75	2010.02.09 06:00	buy	38	0.10	1.56182	0.00000	0.00000
76	2010.02.09 10:00	close	38	0.10	1.55869	0.00000	0.00000	-31.30	9587.14
77	2010.02.09 10:00	sell	39	0.10	1.55869	0.00000	0.00000
78	2010.02.09 14:00	close	39	0.10	1.56357	0.00000	0.00000	-48.80	9538.34
79	2010.02.09 14:00	buy	40	0.10	1.56357	0.00000	0.00000
80	2010.02.10 13:00	close	40	0.10	1.56572	0.00000	0.00000	21.51	9559.85
81	2010.02.10 13:00	sell	41	0.10	1.56572	0.00000	0.00000
82	2010.02.11 06:00	close	41	0.10	1.56535	0.00000	0.00000	2.95	9562.80
83	2010.02.11 06:00	buy	42	0.10	1.56535	0.00000	0.00000
84	2010.02.11 08:00	close	42	0.10	1.56224	0.00000	0.00000	-31.10	9531.70
85	2010.02.11 08:00	sell	43	0.10	1.56224	0.00000	0.00000
86	2010.02.11 18:00	close	43	0.10	1.56735	0.00000	0.00000	-51.10	9480.60
87	2010.02.11 18:00	buy	44	0.10	1.56735	0.00000	0.00000
88	2010.02.12 12:00	close	44	0.10	1.56142	0.00000	0.00000	-59.29	9421.31
89	2010.02.12 12:00	sell	45	0.10	1.56142	0.00000	0.00000
90	2010.02.12 18:00	close	45	0.10	1.56693	0.00000	0.00000	-55.10	9366.21
91	2010.02.12 18:00	buy	46	0.10	1.56693	0.00000	0.00000
92	2010.02.15 08:00	close	46	0.10	1.56403	0.00000	0.00000	-28.99	9337.22
93	2010.02.15 08:00	sell	47	0.10	1.56403	0.00000	0.00000
94	2010.02.15 10:00	close	47	0.10	1.56756	0.00000	0.00000	-35.30	9301.92
95	2010.02.15 10:00	buy	48	0.10	1.56756	0.00000	0.00000
96	2010.02.16 16:00	close	48	0.10	1.56412	0.00000	0.00000	-34.39	9267.53
97	2010.02.16 16:00	sell	49	0.10	1.56412	0.00000	0.00000
98	2010.02.16 17:00	close	49	0.10	1.56770	0.00000	0.00000	-35.80	9231.73
99	2010.02.16 17:00	buy	50	0.10	1.56770	0.00000	0.00000
100	2010.02.17 17:00	close	50	0.10	1.57235	0.00000	0.00000	46.51	9278.24
101	2010.02.17 17:00	sell	51	0.10	1.57235	0.00000	0.00000
102	2010.02.18 16:00	close	51	0.10	1.56491	0.00000	0.00000	73.65	9351.89
103	2010.02.18 16:00	buy	52	0.10	1.56491	0.00000	0.00000
104	2010.02.18 18:00	close	52	0.10	1.55807	0.00000	0.00000	-68.40	9283.49
105	2010.02.18 18:00	sell	53	0.10	1.55807	0.00000	0.00000
106	2010.02.19 18:00	close	53	0.10	1.54364	0.00000	0.00000	144.05	9427.54
107	2010.02.19 18:00	buy	54	0.10	1.54364	0.00000	0.00000
108	2010.02.23 11:00	close	54	0.10	1.54315	0.00000	0.00000	-4.88	9422.66
109	2010.02.23 11:00	sell	55	0.10	1.54315	0.00000	0.00000
110	2010.02.26 07:00	close	55	0.10	1.52817	0.00000	0.00000	148.55	9571.21
111	2010.02.26 07:00	buy	56	0.10	1.52817	0.00000	0.00000
112	2010.02.26 13:00	close	56	0.10	1.52219	0.00000	0.00000	-59.80	9511.41
113	2010.02.26 13:00	sell	57	0.10	1.52219	0.00000	0.00000
114	2010.02.26 22:56	close at stop	57	0.10	1.52372	0.00000	0.00000	-15.30	9496.11