Report Result : OpenTiks_v1 - Desynced Forex Repository

Strategy Tester Report

OpenTiks_v1

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		TrailingStop=30; StopLoss=0; Lots=0.1; magicnumber=777; PolLots=false; MaxOrders=1;

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

Initial deposit	10000.00
Total net profit	450.60	Gross profit	450.60	Gross loss	0.00
Profit factor		Expected payoff	6.63
Absolute drawdown	31.90	Maximal drawdown	242.86 (2.34%)	Relative drawdown	2.34% (242.86)

Total trades	68	Short positions (won %)	67 (100.00%)	Long positions (won %)	1 (100.00%)
		Profit trades (% of total)	68 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	23.70	loss trade	0.00
Average		profit trade	6.63	loss trade	0.00
Maximum		consecutive wins (profit in money)	68 (450.60)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	450.60 (68)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	68	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 19:00	sell	1	0.10	1.60019	0.00000	0.00000
2	2010.01.05 19:05	modify	1	0.10	1.60019	1.60014	0.00000
3	2010.01.05 19:07	s/l	1	0.10	1.60014	1.60014	0.00000	0.50	10000.50
4	2010.01.05 20:00	sell	2	0.10	1.59750	0.00000	0.00000
5	2010.01.06 00:20	modify	2	0.10	1.59750	1.59735	0.00000
6	2010.01.06 00:22	s/l	2	0.10	1.59735	1.59735	0.00000	1.26	10001.76
7	2010.01.06 13:00	sell	3	0.10	1.59816	0.00000	0.00000
8	2010.01.06 13:20	modify	3	0.10	1.59816	1.59774	0.00000
9	2010.01.06 13:27	s/l	3	0.10	1.59774	1.59774	0.00000	4.20	10005.96
10	2010.01.06 14:00	sell	4	0.10	1.59651	0.00000	0.00000
11	2010.01.06 14:07	modify	4	0.10	1.59651	1.59628	0.00000
12	2010.01.06 14:10	s/l	4	0.10	1.59628	1.59628	0.00000	2.30	10008.26
13	2010.01.07 08:00	sell	5	0.10	1.59673	0.00000	0.00000
14	2010.01.07 08:02	modify	5	0.10	1.59673	1.59504	0.00000
15	2010.01.07 08:05	s/l	5	0.10	1.59504	1.59504	0.00000	16.90	10025.16
16	2010.01.07 09:00	sell	6	0.10	1.59514	0.00000	0.00000
17	2010.01.07 09:20	modify	6	0.10	1.59514	1.59411	0.00000
18	2010.01.07 09:22	s/l	6	0.10	1.59411	1.59411	0.00000	10.30	10035.46
19	2010.01.07 10:00	sell	7	0.10	1.59231	0.00000	0.00000
20	2010.01.07 10:07	modify	7	0.10	1.59231	1.59222	0.00000
21	2010.01.07 10:10	s/l	7	0.10	1.59222	1.59222	0.00000	0.90	10036.36
22	2010.01.07 14:00	sell	8	0.10	1.59038	0.00000	0.00000
23	2010.01.07 14:02	modify	8	0.10	1.59038	1.59031	0.00000
24	2010.01.07 14:07	modify	8	0.10	1.59038	1.59007	0.00000
25	2010.01.07 14:10	s/l	8	0.10	1.59007	1.59007	0.00000	3.10	10039.46
26	2010.01.08 00:00	sell	9	0.10	1.59249	0.00000	0.00000
27	2010.01.08 03:50	modify	9	0.10	1.59249	1.59191	0.00000
28	2010.01.08 03:57	s/l	9	0.10	1.59191	1.59191	0.00000	5.80	10045.26
29	2010.01.08 14:00	sell	10	0.10	1.59787	0.00000	0.00000
30	2010.01.08 14:07	modify	10	0.10	1.59787	1.59757	0.00000
31	2010.01.08 14:10	s/l	10	0.10	1.59757	1.59757	0.00000	3.00	10048.26
32	2010.01.11 16:00	sell	11	0.10	1.61261	0.00000	0.00000
33	2010.01.11 16:02	modify	11	0.10	1.61261	1.61234	0.00000
34	2010.01.11 16:07	modify	11	0.10	1.61261	1.61215	0.00000
35	2010.01.11 16:10	s/l	11	0.10	1.61215	1.61215	0.00000	4.60	10052.86
36	2010.01.11 20:00	sell	12	0.10	1.61146	0.00000	0.00000
37	2010.01.11 20:15	modify	12	0.10	1.61146	1.61132	0.00000
38	2010.01.11 20:20	modify	12	0.10	1.61146	1.61075	0.00000
39	2010.01.11 20:27	s/l	12	0.10	1.61075	1.61075	0.00000	7.10	10059.96
40	2010.01.11 21:00	sell	13	0.10	1.60983	0.00000	0.00000
41	2010.01.12 01:20	modify	13	0.10	1.60983	1.60971	0.00000
42	2010.01.12 01:22	s/l	13	0.10	1.60971	1.60971	0.00000	0.96	10060.92
43	2010.01.12 03:00	sell	14	0.10	1.60811	0.00000	0.00000
44	2010.01.12 03:15	modify	14	0.10	1.60811	1.60758	0.00000
45	2010.01.12 03:20	modify	14	0.10	1.60811	1.60662	0.00000
46	2010.01.12 03:22	s/l	14	0.10	1.60662	1.60662	0.00000	14.90	10075.82
47	2010.01.14 13:00	sell	15	0.10	1.62695	0.00000	0.00000
48	2010.01.14 13:10	modify	15	0.10	1.62695	1.62691	0.00000
49	2010.01.14 13:15	modify	15	0.10	1.62695	1.62629	0.00000
50	2010.01.14 13:20	modify	15	0.10	1.62695	1.62545	0.00000
51	2010.01.14 13:22	s/l	15	0.10	1.62545	1.62545	0.00000	15.00	10090.82
52	2010.01.14 14:00	sell	16	0.10	1.62573	0.00000	0.00000
53	2010.01.14 14:07	modify	16	0.10	1.62573	1.62568	0.00000
54	2010.01.14 14:10	s/l	16	0.10	1.62568	1.62568	0.00000	0.50	10091.32
55	2010.01.15 11:00	sell	17	0.10	1.63054	0.00000	0.00000
56	2010.01.15 11:10	modify	17	0.10	1.63054	1.63003	0.00000
57	2010.01.15 11:15	modify	17	0.10	1.63054	1.62924	0.00000
58	2010.01.15 11:20	modify	17	0.10	1.63054	1.62817	0.00000
59	2010.01.15 11:22	s/l	17	0.10	1.62817	1.62817	0.00000	23.70	10115.02
60	2010.01.15 12:00	sell	18	0.10	1.62857	0.00000	0.00000
61	2010.01.15 12:15	modify	18	0.10	1.62857	1.62829	0.00000
62	2010.01.15 12:20	modify	18	0.10	1.62857	1.62738	0.00000
63	2010.01.15 12:22	s/l	18	0.10	1.62738	1.62738	0.00000	11.90	10126.92
64	2010.01.18 15:00	sell	19	0.10	1.63056	0.00000	0.00000
65	2010.01.18 15:07	modify	19	0.10	1.63056	1.63049	0.00000
66	2010.01.18 15:10	s/l	19	0.10	1.63049	1.63049	0.00000	0.70	10127.62
67	2010.01.19 14:00	sell	20	0.10	1.63330	0.00000	0.00000
68	2010.01.19 14:02	modify	20	0.10	1.63330	1.63302	0.00000
69	2010.01.19 14:07	modify	20	0.10	1.63330	1.63279	0.00000
70	2010.01.19 14:10	s/l	20	0.10	1.63279	1.63279	0.00000	5.10	10132.72
71	2010.01.20 07:00	sell	21	0.10	1.62904	0.00000	0.00000
72	2010.01.20 08:40	modify	21	0.10	1.62904	1.62822	0.00000
73	2010.01.20 08:43	s/l	21	0.10	1.62822	1.62822	0.00000	8.20	10140.92
74	2010.01.21 04:00	sell	22	0.10	1.62530	0.00000	0.00000
75	2010.01.21 04:07	modify	22	0.10	1.62530	1.62518	0.00000
76	2010.01.21 04:10	s/l	22	0.10	1.62518	1.62518	0.00000	1.20	10142.12
77	2010.01.21 11:00	sell	23	0.10	1.61493	0.00000	0.00000
78	2010.01.21 11:50	modify	23	0.10	1.61493	1.61369	0.00000
79	2010.01.21 11:52	s/l	23	0.10	1.61369	1.61369	0.00000	12.40	10154.52
80	2010.01.21 12:00	sell	24	0.10	1.61354	0.00000	0.00000
81	2010.01.21 12:20	modify	24	0.10	1.61354	1.61299	0.00000
82	2010.01.21 12:22	s/l	24	0.10	1.61299	1.61299	0.00000	5.50	10160.02
83	2010.01.21 23:00	sell	25	0.10	1.61912	0.00000	0.00000
84	2010.01.21 23:50	modify	25	0.10	1.61912	1.61911	0.00000
85	2010.01.21 23:57	s/l	25	0.10	1.61911	1.61911	0.00000	0.10	10160.12
86	2010.01.22 15:00	sell	26	0.10	1.61018	0.00000	0.00000
87	2010.01.22 15:20	modify	26	0.10	1.61018	1.60956	0.00000
88	2010.01.22 15:22	s/l	26	0.10	1.60956	1.60956	0.00000	6.20	10166.32
89	2010.01.22 16:00	sell	27	0.10	1.60983	0.00000	0.00000
90	2010.01.22 16:02	modify	27	0.10	1.60983	1.60846	0.00000
91	2010.01.22 16:07	modify	27	0.10	1.60983	1.60819	0.00000
92	2010.01.22 16:10	s/l	27	0.10	1.60819	1.60819	0.00000	16.40	10182.72
93	2010.01.26 06:00	sell	28	0.10	1.62078	0.00000	0.00000
94	2010.01.26 06:02	modify	28	0.10	1.62078	1.62066	0.00000
95	2010.01.26 06:07	modify	28	0.10	1.62078	1.62052	0.00000
96	2010.01.26 06:10	s/l	28	0.10	1.62052	1.62052	0.00000	2.60	10185.32
97	2010.01.26 07:00	sell	29	0.10	1.62055	0.00000	0.00000
98	2010.01.26 07:20	modify	29	0.10	1.62055	1.62024	0.00000
99	2010.01.26 07:27	s/l	29	0.10	1.62024	1.62024	0.00000	3.10	10188.42
100	2010.01.26 13:00	sell	30	0.10	1.61160	0.00000	0.00000
101	2010.01.26 14:50	modify	30	0.10	1.61160	1.61078	0.00000
102	2010.01.26 14:52	s/l	30	0.10	1.61078	1.61078	0.00000	8.20	10196.62
103	2010.01.27 17:00	sell	31	0.10	1.61900	0.00000	0.00000
104	2010.01.27 17:02	modify	31	0.10	1.61900	1.61834	0.00000
105	2010.01.27 17:07	modify	31	0.10	1.61900	1.61810	0.00000
106	2010.01.27 17:10	s/l	31	0.10	1.61810	1.61810	0.00000	9.00	10205.62
107	2010.01.28 21:00	sell	32	0.10	1.61250	0.00000	0.00000
108	2010.01.28 22:07	modify	32	0.10	1.61250	1.61247	0.00000
109	2010.01.28 22:10	s/l	32	0.10	1.61247	1.61247	0.00000	0.30	10205.92
110	2010.01.29 15:00	sell	33	0.10	1.60560	0.00000	0.00000
111	2010.01.29 15:15	modify	33	0.10	1.60560	1.60495	0.00000
112	2010.01.29 15:20	modify	33	0.10	1.60560	1.60404	0.00000
113	2010.01.29 15:22	s/l	33	0.10	1.60404	1.60404	0.00000	15.60	10221.52
114	2010.01.29 16:00	sell	34	0.10	1.60467	0.00000	0.00000
115	2010.01.29 16:02	modify	34	0.10	1.60467	1.60315	0.00000
116	2010.01.29 16:05	s/l	34	0.10	1.60315	1.60315	0.00000	15.20	10236.72
117	2010.02.01 05:00	sell	35	0.10	1.59371	0.00000	0.00000
118	2010.02.01 08:59	modify	35	0.10	1.59371	1.59358	0.00000
119	2010.02.01 09:02	modify	35	0.10	1.59371	1.59307	0.00000
120	2010.02.01 09:07	modify	35	0.10	1.59371	1.59283	0.00000
121	2010.02.01 09:10	s/l	35	0.10	1.59283	1.59283	0.00000	8.80	10245.52
122	2010.02.01 11:00	sell	36	0.10	1.59188	0.00000	0.00000
123	2010.02.01 11:10	modify	36	0.10	1.59188	1.59083	0.00000
124	2010.02.01 11:12	s/l	36	0.10	1.59083	1.59083	0.00000	10.50	10256.02
125	2010.02.01 12:00	sell	37	0.10	1.58602	0.00000	0.00000
126	2010.02.04 10:20	modify	37	0.10	1.58602	1.58557	0.00000
127	2010.02.04 10:22	s/l	37	0.10	1.58557	1.58557	0.00000	3.30	10259.32
128	2010.02.04 17:00	sell	38	0.10	1.57815	0.00000	0.00000
129	2010.02.04 17:03	modify	38	0.10	1.57815	1.57764	0.00000
130	2010.02.04 17:10	modify	38	0.10	1.57815	1.57688	0.00000
131	2010.02.04 17:16	modify	38	0.10	1.57815	1.57588	0.00000
132	2010.02.04 17:20	s/l	38	0.10	1.57588	1.57588	0.00000	22.70	10282.02
133	2010.02.04 18:00	sell	39	0.10	1.57610	0.00000	0.00000
134	2010.02.04 20:50	modify	39	0.10	1.57610	1.57594	0.00000
135	2010.02.04 20:52	s/l	39	0.10	1.57594	1.57594	0.00000	1.60	10283.62
136	2010.02.04 22:00	sell	40	0.10	1.57530	0.00000	0.00000
137	2010.02.04 22:20	modify	40	0.10	1.57530	1.57489	0.00000
138	2010.02.04 22:27	s/l	40	0.10	1.57489	1.57489	0.00000	4.10	10287.72
139	2010.02.04 23:00	sell	41	0.10	1.57512	0.00000	0.00000
140	2010.02.05 01:50	modify	41	0.10	1.57512	1.57377	0.00000
141	2010.02.05 01:52	s/l	41	0.10	1.57377	1.57377	0.00000	13.26	10300.98
142	2010.02.05 07:00	sell	42	0.10	1.57263	0.00000	0.00000
143	2010.02.05 07:15	modify	42	0.10	1.57263	1.57234	0.00000
144	2010.02.05 07:20	modify	42	0.10	1.57263	1.57183	0.00000
145	2010.02.05 07:27	s/l	42	0.10	1.57183	1.57183	0.00000	8.00	10308.98
146	2010.02.05 08:00	sell	43	0.10	1.57189	0.00000	0.00000
147	2010.02.05 08:40	modify	43	0.10	1.57189	1.57178	0.00000
148	2010.02.05 08:42	s/l	43	0.10	1.57178	1.57178	0.00000	1.10	10310.08
149	2010.02.08 05:00	sell	44	0.10	1.56052	0.00000	0.00000
150	2010.02.08 05:20	modify	44	0.10	1.56052	1.56009	0.00000
151	2010.02.08 05:27	s/l	44	0.10	1.56009	1.56009	0.00000	4.30	10314.38
152	2010.02.08 21:00	sell	45	0.10	1.56113	0.00000	0.00000
153	2010.02.08 21:20	modify	45	0.10	1.56113	1.56099	0.00000
154	2010.02.08 21:27	s/l	45	0.10	1.56099	1.56099	0.00000	1.40	10315.78
155	2010.02.08 22:00	sell	46	0.10	1.55990	0.00000	0.00000
156	2010.02.08 22:35	modify	46	0.10	1.55990	1.55976	0.00000
157	2010.02.08 22:37	s/l	46	0.10	1.55976	1.55976	0.00000	1.40	10317.18
158	2010.02.08 23:00	sell	47	0.10	1.55825	0.00000	0.00000
159	2010.02.08 23:10	modify	47	0.10	1.55825	1.55812	0.00000
160	2010.02.08 23:15	modify	47	0.10	1.55825	1.55760	0.00000
161	2010.02.08 23:20	modify	47	0.10	1.55825	1.55692	0.00000
162	2010.02.08 23:22	s/l	47	0.10	1.55692	1.55692	0.00000	13.30	10330.48
163	2010.02.09 12:00	sell	48	0.10	1.55748	0.00000	0.00000
164	2010.02.09 12:02	modify	48	0.10	1.55748	1.55691	0.00000
165	2010.02.09 12:07	modify	48	0.10	1.55748	1.55664	0.00000
166	2010.02.09 12:10	s/l	48	0.10	1.55664	1.55664	0.00000	8.40	10338.88
167	2010.02.10 14:00	sell	49	0.10	1.56204	0.00000	0.00000
168	2010.02.10 14:07	modify	49	0.10	1.56204	1.56202	0.00000
169	2010.02.10 14:10	s/l	49	0.10	1.56202	1.56202	0.00000	0.20	10339.08
170	2010.02.10 15:00	sell	50	0.10	1.56131	0.00000	0.00000
171	2010.02.10 15:20	modify	50	0.10	1.56131	1.56072	0.00000
172	2010.02.10 15:22	s/l	50	0.10	1.56072	1.56072	0.00000	5.90	10344.98
173	2010.02.10 16:00	sell	51	0.10	1.56113	0.00000	0.00000
174	2010.02.10 16:05	modify	51	0.10	1.56113	1.56093	0.00000
175	2010.02.10 16:07	s/l	51	0.10	1.56093	1.56093	0.00000	2.00	10346.98
176	2010.02.10 17:00	sell	52	0.10	1.55877	0.00000	0.00000
177	2010.02.10 17:20	modify	52	0.10	1.55877	1.55812	0.00000
178	2010.02.10 17:22	s/l	52	0.10	1.55812	1.55812	0.00000	6.50	10353.48
179	2010.02.10 22:00	sell	53	0.10	1.55834	0.00000	0.00000
180	2010.02.10 22:10	modify	53	0.10	1.55834	1.55832	0.00000
181	2010.02.10 22:13	s/l	53	0.10	1.55832	1.55832	0.00000	0.20	10353.68
182	2010.02.11 09:00	sell	54	0.10	1.56061	0.00000	0.00000
183	2010.02.11 09:15	modify	54	0.10	1.56061	1.56050	0.00000
184	2010.02.11 09:20	modify	54	0.10	1.56061	1.55947	0.00000
185	2010.02.11 09:22	s/l	54	0.10	1.55947	1.55947	0.00000	11.40	10365.08
186	2010.02.11 10:00	sell	55	0.10	1.55789	0.00000	0.00000
187	2010.02.11 10:10	modify	55	0.10	1.55789	1.55774	0.00000
188	2010.02.11 10:15	modify	55	0.10	1.55789	1.55719	0.00000
189	2010.02.11 10:20	modify	55	0.10	1.55789	1.55646	0.00000
190	2010.02.11 10:22	s/l	55	0.10	1.55646	1.55646	0.00000	14.30	10379.38
191	2010.02.11 11:00	sell	56	0.10	1.55788	0.00000	0.00000
192	2010.02.18 14:45	modify	56	0.10	1.55788	1.55743	0.00000
193	2010.02.18 14:47	s/l	56	0.10	1.55743	1.55743	0.00000	2.82	10382.20
194	2010.02.18 23:00	sell	57	0.10	1.55264	0.00000	0.00000
195	2010.02.18 23:15	modify	57	0.10	1.55264	1.55193	0.00000
196	2010.02.18 23:17	s/l	57	0.10	1.55193	1.55193	0.00000	7.10	10389.30
197	2010.02.19 00:00	sell	58	0.10	1.54788	0.00000	0.00000
198	2010.02.19 00:02	modify	58	0.10	1.54788	1.54638	0.00000
199	2010.02.19 00:07	modify	58	0.10	1.54788	1.54610	0.00000
200	2010.02.19 00:10	s/l	58	0.10	1.54610	1.54610	0.00000	17.80	10407.10
201	2010.02.19 01:00	sell	59	0.10	1.54256	0.00000	0.00000
202	2010.02.19 01:07	modify	59	0.10	1.54256	1.54231	0.00000
203	2010.02.19 01:10	s/l	59	0.10	1.54231	1.54231	0.00000	2.50	10409.60
204	2010.02.22 04:00	buy	60	0.10	1.54911	0.00000	0.00000
205	2010.02.22 04:20	modify	60	0.10	1.54911	1.54926	0.00000
206	2010.02.22 04:27	s/l	60	0.10	1.54926	1.54926	0.00000	1.50	10411.10
207	2010.02.22 20:00	sell	61	0.10	1.54699	0.00000	0.00000
208	2010.02.23 10:20	modify	61	0.10	1.54699	1.54685	0.00000
209	2010.02.23 10:22	s/l	61	0.10	1.54685	1.54685	0.00000	1.16	10412.26
210	2010.02.23 12:00	sell	62	0.10	1.54125	0.00000	0.00000
211	2010.02.23 12:20	modify	62	0.10	1.54125	1.54116	0.00000
212	2010.02.23 12:22	s/l	62	0.10	1.54116	1.54116	0.00000	0.90	10413.16
213	2010.02.23 13:00	sell	63	0.10	1.54069	0.00000	0.00000
214	2010.02.24 18:46	modify	63	0.10	1.54069	1.54055	0.00000
215	2010.02.24 18:50	s/l	63	0.10	1.54055	1.54055	0.00000	1.16	10414.32
216	2010.02.24 20:00	sell	64	0.10	1.54107	0.00000	0.00000
217	2010.02.24 20:15	modify	64	0.10	1.54107	1.54102	0.00000
218	2010.02.24 20:20	modify	64	0.10	1.54107	1.54066	0.00000
219	2010.02.24 20:27	s/l	64	0.10	1.54066	1.54066	0.00000	4.10	10418.42
220	2010.02.24 21:00	sell	65	0.10	1.53969	0.00000	0.00000
221	2010.02.25 01:50	modify	65	0.10	1.53969	1.53872	0.00000
222	2010.02.25 01:52	s/l	65	0.10	1.53872	1.53872	0.00000	8.98	10427.40
223	2010.02.25 04:00	sell	66	0.10	1.53563	0.00000	0.00000
224	2010.02.25 05:10	modify	66	0.10	1.53563	1.53517	0.00000
225	2010.02.25 05:12	s/l	66	0.10	1.53517	1.53517	0.00000	4.60	10432.00
226	2010.02.25 08:00	sell	67	0.10	1.53279	0.00000	0.00000
227	2010.02.25 08:02	modify	67	0.10	1.53279	1.53277	0.00000
228	2010.02.25 08:07	modify	67	0.10	1.53279	1.53258	0.00000
229	2010.02.25 08:10	s/l	67	0.10	1.53258	1.53258	0.00000	2.10	10434.10
230	2010.02.26 01:00	sell	68	0.10	1.52394	0.00000	0.00000
231	2010.02.26 12:45	modify	68	0.10	1.52394	1.52345	0.00000
232	2010.02.26 12:50	modify	68	0.10	1.52394	1.52229	0.00000
233	2010.02.26 12:52	s/l	68	0.10	1.52229	1.52229	0.00000	16.50	10450.60