Report Result : russian20-HP - Desynced Forex Repository

Strategy Tester Report

russian20-HP

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		lTakeProfit=20; sTakeProfit=20; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""Generate"; Slippage=1; UseHourTrade=false; FromHourTrade=14; ToHourTrade=16; UseSound=false; NameFileSound=""alert.wav""; Lots=1;

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

Initial deposit	10000.00
Total net profit	321.50	Gross profit	1254.00	Gross loss	-932.50
Profit factor	1.34	Expected payoff	4.73
Absolute drawdown	5370.50	Maximal drawdown	5699.00 (55.18%)	Relative drawdown	55.18% (5699.00)

Total trades	68	Short positions (won %)	68 (95.59%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	65 (95.59%)	Loss trades (% of total)	3 (4.41%)
Largest		profit trade	20.00	loss trade	-892.00
Average		profit trade	19.29	loss trade	-310.83
Maximum		consecutive wins (profit in money)	24 (463.90)	consecutive losses (loss in money)	1 (-892.00)
Maximal		consecutive profit (count of wins)	463.90 (24)	consecutive loss (count of losses)	-892.00 (1)
Average		consecutive wins	22	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	1.00	1.61221	0.00000	1.61201
2	2010.01.04 01:20	t/p	1	1.00	1.61201	0.00000	1.61201	20.00	10020.00
3	2010.01.04 01:20	sell	2	1.00	1.61052	0.00000	1.61032
4	2010.01.04 02:40	t/p	2	1.00	1.61032	0.00000	1.61032	20.00	10040.00
5	2010.01.04 02:40	sell	3	1.00	1.60967	0.00000	1.60947
6	2010.01.04 02:46	t/p	3	1.00	1.60947	0.00000	1.60947	20.00	10060.00
7	2010.01.04 02:46	sell	4	1.00	1.60882	0.00000	1.60862
8	2010.01.04 04:45	t/p	4	1.00	1.60862	0.00000	1.60862	20.00	10080.00
9	2010.01.04 04:45	sell	5	1.00	1.60786	0.00000	1.60766
10	2010.01.04 04:50	t/p	5	1.00	1.60766	0.00000	1.60766	20.00	10100.00
11	2010.01.04 04:50	sell	6	1.00	1.60700	0.00000	1.60680
12	2010.01.04 08:16	t/p	6	1.00	1.60680	0.00000	1.60680	20.00	10120.00
13	2010.01.04 08:16	sell	7	1.00	1.60588	0.00000	1.60568
14	2010.01.05 09:20	t/p	7	1.00	1.60568	0.00000	1.60568	17.70	10137.70
15	2010.01.05 09:20	sell	8	1.00	1.60367	0.00000	1.60347
16	2010.01.05 09:37	t/p	8	1.00	1.60347	0.00000	1.60347	20.00	10157.70
17	2010.01.05 09:37	sell	9	1.00	1.60268	0.00000	1.60248
18	2010.01.05 11:45	t/p	9	1.00	1.60248	0.00000	1.60248	20.00	10177.70
19	2010.01.05 11:45	sell	10	1.00	1.60090	0.00000	1.60070
20	2010.01.05 11:50	t/p	10	1.00	1.60070	0.00000	1.60070	20.00	10197.70
21	2010.01.05 11:50	sell	11	1.00	1.59926	0.00000	1.59906
22	2010.01.05 19:15	t/p	11	1.00	1.59906	0.00000	1.59906	20.00	10217.70
23	2010.01.05 19:15	sell	12	1.00	1.59787	0.00000	1.59767
24	2010.01.05 19:20	t/p	12	1.00	1.59767	0.00000	1.59767	20.00	10237.70
25	2010.01.05 19:20	sell	13	1.00	1.59644	0.00000	1.59624
26	2010.01.06 01:45	t/p	13	1.00	1.59624	0.00000	1.59624	17.70	10255.40
27	2010.01.06 01:45	sell	14	1.00	1.59546	0.00000	1.59526
28	2010.01.06 01:50	t/p	14	1.00	1.59526	0.00000	1.59526	20.00	10275.40
29	2010.01.06 01:50	sell	15	1.00	1.59435	0.00000	1.59415
30	2010.01.07 08:50	t/p	15	1.00	1.59415	0.00000	1.59415	13.10	10288.50
31	2010.01.07 08:50	sell	16	1.00	1.59303	0.00000	1.59283
32	2010.01.07 09:50	t/p	16	1.00	1.59283	0.00000	1.59283	20.00	10308.50
33	2010.01.07 09:50	sell	17	1.00	1.59104	0.00000	1.59084
34	2010.01.07 12:50	t/p	17	1.00	1.59084	0.00000	1.59084	20.00	10328.50
35	2010.01.07 12:50	sell	18	1.00	1.58956	0.00000	1.58936
36	2010.02.01 11:15	t/p	18	1.00	1.58936	0.00000	1.58936	-32.90	10295.60
37	2010.02.01 11:15	sell	19	1.00	1.58841	0.00000	1.58821
38	2010.02.01 11:20	t/p	19	1.00	1.58821	0.00000	1.58821	20.00	10315.60
39	2010.02.01 11:20	sell	20	1.00	1.58583	0.00000	1.58563
40	2010.02.01 11:46	t/p	20	1.00	1.58563	0.00000	1.58563	20.00	10335.60
41	2010.02.01 11:46	sell	21	1.00	1.58506	0.00000	1.58486
42	2010.02.04 10:50	t/p	21	1.00	1.58486	0.00000	1.58486	8.50	10344.10
43	2010.02.04 10:50	sell	22	1.00	1.58359	0.00000	1.58339
44	2010.02.04 11:03	t/p	22	1.00	1.58339	0.00000	1.58339	20.00	10364.10
45	2010.02.04 11:03	sell	23	1.00	1.58258	0.00000	1.58238
46	2010.02.04 12:50	t/p	23	1.00	1.58238	0.00000	1.58238	20.00	10384.10
47	2010.02.04 12:50	sell	24	1.00	1.58051	0.00000	1.58031
48	2010.02.04 15:50	t/p	24	1.00	1.58031	0.00000	1.58031	20.00	10404.10
49	2010.02.04 15:50	sell	25	1.00	1.57844	0.00000	1.57824
50	2010.02.04 16:15	t/p	25	1.00	1.57824	0.00000	1.57824	20.00	10424.10
51	2010.02.04 16:15	sell	26	1.00	1.57736	0.00000	1.57716
52	2010.02.04 16:20	t/p	26	1.00	1.57716	0.00000	1.57716	20.00	10444.10
53	2010.02.04 16:20	sell	27	1.00	1.57587	0.00000	1.57567
54	2010.02.04 17:45	t/p	27	1.00	1.57567	0.00000	1.57567	20.00	10464.10
55	2010.02.04 17:45	sell	28	1.00	1.57443	0.00000	1.57423
56	2010.02.04 17:50	t/p	28	1.00	1.57423	0.00000	1.57423	20.00	10484.10
57	2010.02.04 17:50	sell	29	1.00	1.57301	0.00000	1.57281
58	2010.02.05 06:45	t/p	29	1.00	1.57281	0.00000	1.57281	17.70	10501.80
59	2010.02.05 06:45	sell	30	1.00	1.57222	0.00000	1.57202
60	2010.02.05 07:20	t/p	30	1.00	1.57202	0.00000	1.57202	20.00	10521.80
61	2010.02.05 07:20	sell	31	1.00	1.57134	0.00000	1.57114
62	2010.02.05 07:50	t/p	31	1.00	1.57114	0.00000	1.57114	20.00	10541.80
63	2010.02.05 07:50	sell	32	1.00	1.57038	0.00000	1.57018
64	2010.02.05 08:45	t/p	32	1.00	1.57018	0.00000	1.57018	20.00	10561.80
65	2010.02.05 08:45	sell	33	1.00	1.56930	0.00000	1.56910
66	2010.02.05 08:50	t/p	33	1.00	1.56910	0.00000	1.56910	20.00	10581.80
67	2010.02.05 08:50	sell	34	1.00	1.56665	0.00000	1.56645
68	2010.02.05 09:20	t/p	34	1.00	1.56645	0.00000	1.56645	20.00	10601.80
69	2010.02.05 09:20	sell	35	1.00	1.56549	0.00000	1.56529
70	2010.02.05 15:45	t/p	35	1.00	1.56529	0.00000	1.56529	20.00	10621.80
71	2010.02.05 15:45	sell	36	1.00	1.56395	0.00000	1.56375
72	2010.02.05 15:50	t/p	36	1.00	1.56375	0.00000	1.56375	20.00	10641.80
73	2010.02.05 15:50	sell	37	1.00	1.56146	0.00000	1.56126
74	2010.02.05 16:20	t/p	37	1.00	1.56126	0.00000	1.56126	20.00	10661.80
75	2010.02.05 16:20	sell	38	1.00	1.56040	0.00000	1.56020
76	2010.02.05 19:40	t/p	38	1.00	1.56020	0.00000	1.56020	20.00	10681.80
77	2010.02.05 19:40	sell	39	1.00	1.55932	0.00000	1.55912
78	2010.02.05 19:45	t/p	39	1.00	1.55912	0.00000	1.55912	20.00	10701.80
79	2010.02.05 19:45	sell	40	1.00	1.55781	0.00000	1.55761
80	2010.02.05 19:50	t/p	40	1.00	1.55761	0.00000	1.55761	20.00	10721.80
81	2010.02.05 19:50	sell	41	1.00	1.55578	0.00000	1.55558
82	2010.02.08 07:45	t/p	41	1.00	1.55558	0.00000	1.55558	17.70	10739.50
83	2010.02.08 07:45	sell	42	1.00	1.55500	0.00000	1.55480
84	2010.02.08 07:50	t/p	42	1.00	1.55480	0.00000	1.55480	20.00	10759.50
85	2010.02.08 07:50	sell	43	1.00	1.55348	0.00000	1.55328
86	2010.02.18 22:50	t/p	43	1.00	1.55328	0.00000	1.55328	-7.60	10751.90
87	2010.02.18 22:50	sell	44	1.00	1.54919	0.00000	1.54899
88	2010.02.18 23:50	t/p	44	1.00	1.54899	0.00000	1.54899	20.00	10771.90
89	2010.02.18 23:50	sell	45	1.00	1.54698	0.00000	1.54678
90	2010.02.19 00:02	t/p	45	1.00	1.54678	0.00000	1.54678	17.70	10789.60
91	2010.02.19 00:02	sell	46	1.00	1.54589	0.00000	1.54569
92	2010.02.19 00:45	t/p	46	1.00	1.54569	0.00000	1.54569	20.00	10809.60
93	2010.02.19 00:45	sell	47	1.00	1.54379	0.00000	1.54359
94	2010.02.19 00:50	t/p	47	1.00	1.54359	0.00000	1.54359	20.00	10829.60
95	2010.02.19 00:50	sell	48	1.00	1.54058	0.00000	1.54038
96	2010.02.19 07:10	t/p	48	1.00	1.54038	0.00000	1.54038	20.00	10849.60
97	2010.02.19 07:10	sell	49	1.00	1.53933	0.00000	1.53913
98	2010.02.19 07:16	t/p	49	1.00	1.53913	0.00000	1.53913	20.00	10869.60
99	2010.02.19 07:16	sell	50	1.00	1.53806	0.00000	1.53786
100	2010.02.19 09:37	t/p	50	1.00	1.53786	0.00000	1.53786	20.00	10889.60
101	2010.02.19 09:37	sell	51	1.00	1.53709	0.00000	1.53689
102	2010.02.19 10:45	t/p	51	1.00	1.53689	0.00000	1.53689	20.00	10909.60
103	2010.02.19 10:45	sell	52	1.00	1.53617	0.00000	1.53597
104	2010.02.19 10:50	t/p	52	1.00	1.53597	0.00000	1.53597	20.00	10929.60
105	2010.02.19 10:50	sell	53	1.00	1.53438	0.00000	1.53418
106	2010.02.25 05:20	t/p	53	1.00	1.53418	0.00000	1.53418	6.20	10935.80
107	2010.02.25 05:20	sell	54	1.00	1.53259	0.00000	1.53239
108	2010.02.25 07:37	t/p	54	1.00	1.53239	0.00000	1.53239	20.00	10955.80
109	2010.02.25 07:37	sell	55	1.00	1.53183	0.00000	1.53163
110	2010.02.25 09:50	t/p	55	1.00	1.53163	0.00000	1.53163	20.00	10975.80
111	2010.02.25 09:50	sell	56	1.00	1.53079	0.00000	1.53059
112	2010.02.25 10:15	t/p	56	1.00	1.53059	0.00000	1.53059	20.00	10995.80
113	2010.02.25 10:15	sell	57	1.00	1.52920	0.00000	1.52900
114	2010.02.25 10:20	t/p	57	1.00	1.52900	0.00000	1.52900	20.00	11015.80
115	2010.02.25 10:20	sell	58	1.00	1.52779	0.00000	1.52759
116	2010.02.25 14:20	t/p	58	1.00	1.52759	0.00000	1.52759	20.00	11035.80
117	2010.02.25 14:20	sell	59	1.00	1.52668	0.00000	1.52648
118	2010.02.25 14:45	t/p	59	1.00	1.52648	0.00000	1.52648	20.00	11055.80
119	2010.02.25 14:45	sell	60	1.00	1.52577	0.00000	1.52557
120	2010.02.25 14:50	t/p	60	1.00	1.52557	0.00000	1.52557	20.00	11075.80
121	2010.02.25 14:50	sell	61	1.00	1.52439	0.00000	1.52419
122	2010.02.25 17:15	t/p	61	1.00	1.52419	0.00000	1.52419	20.00	11095.80
123	2010.02.25 17:15	sell	62	1.00	1.52314	0.00000	1.52294
124	2010.02.25 17:20	t/p	62	1.00	1.52294	0.00000	1.52294	20.00	11115.80
125	2010.02.25 17:20	sell	63	1.00	1.52166	0.00000	1.52146
126	2010.02.25 17:45	t/p	63	1.00	1.52146	0.00000	1.52146	20.00	11135.80
127	2010.02.25 17:45	sell	64	1.00	1.52007	0.00000	1.51987
128	2010.02.25 17:50	t/p	64	1.00	1.51987	0.00000	1.51987	20.00	11155.80
129	2010.02.25 17:50	sell	65	1.00	1.51891	0.00000	1.51871
130	2010.02.26 14:02	t/p	65	1.00	1.51871	0.00000	1.51871	17.70	11173.50
131	2010.02.26 14:02	sell	66	1.00	1.51797	0.00000	1.51777
132	2010.02.26 15:20	t/p	66	1.00	1.51777	0.00000	1.51777	20.00	11193.50
133	2010.02.26 15:20	sell	67	1.00	1.51634	0.00000	1.51614
134	2010.02.26 16:07	t/p	67	1.00	1.51614	0.00000	1.51614	20.00	11213.50
135	2010.02.26 16:07	sell	68	1.00	1.51518	0.00000	1.51498
136	2010.02.26 22:56	close at stop	68	1.00	1.52410	0.00000	1.51498	-892.00	10321.50