Report Result : SilverTrendTrader_v5 - Desynced Forex Repository

Strategy Tester Report

SilverTrendTrader_v5

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		MAPeriod=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=1; FridayNightHour=16;

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

Initial deposit	10000.00
Total net profit	-609.20	Gross profit	16834.80	Gross loss	-17444.00
Profit factor	0.97	Expected payoff	-8.23
Absolute drawdown	2792.80	Maximal drawdown	5122.40 (39.94%)	Relative drawdown	39.94% (5122.40)

Total trades	74	Short positions (won %)	39 (41.03%)	Long positions (won %)	35 (28.57%)
		Profit trades (% of total)	26 (35.14%)	Loss trades (% of total)	48 (64.86%)
Largest		profit trade	2560.40	loss trade	-899.00
Average		profit trade	647.49	loss trade	-363.42
Maximum		consecutive wins (profit in money)	3 (3002.00)	consecutive losses (loss in money)	9 (-3153.60)
Maximal		consecutive profit (count of wins)	3002.00 (3)	consecutive loss (count of losses)	-3153.60 (9)
Average		consecutive wins	1	consecutive losses	2

#	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	0.00000
2	2010.01.04 10:00	close	1	1.00	1.61540	0.00000	0.00000	-319.00	9681.00
3	2010.01.04 10:00	buy	2	1.00	1.61540	0.00000	0.00000
4	2010.01.04 18:00	close	2	1.00	1.61059	0.00000	0.00000	-481.00	9200.00
5	2010.01.04 18:00	sell	3	1.00	1.61059	0.00000	0.00000
6	2010.01.05 07:00	close	3	1.00	1.61335	0.00000	0.00000	-278.40	8921.60
7	2010.01.05 07:00	buy	4	1.00	1.61335	0.00000	0.00000
8	2010.01.05 10:00	close	4	1.00	1.60436	0.00000	0.00000	-899.00	8022.60
9	2010.01.05 10:00	sell	5	1.00	1.60436	0.00000	0.00000
10	2010.01.06 03:00	close	5	1.00	1.59932	0.00000	0.00000	501.60	8524.20
11	2010.01.06 13:00	sell	6	1.00	1.59816	0.00000	0.00000
12	2010.01.06 22:00	close	6	1.00	1.60212	0.00000	0.00000	-396.00	8128.20
13	2010.01.06 22:00	buy	7	1.00	1.60212	0.00000	0.00000
14	2010.01.07 06:00	close	7	1.00	1.60016	0.00000	0.00000	-196.00	7932.20
15	2010.01.07 06:00	sell	8	1.00	1.60016	0.00000	0.00000
16	2010.01.07 19:00	close	8	1.00	1.59432	0.00000	0.00000	584.00	8516.20
17	2010.01.07 19:00	buy	9	1.00	1.59432	0.00000	0.00000
18	2010.01.08 04:00	close	9	1.00	1.59200	0.00000	0.00000	-232.00	8284.20
19	2010.01.08 04:00	sell	10	1.00	1.59200	0.00000	0.00000
20	2010.01.08 09:00	close	10	1.00	1.59714	0.00000	0.00000	-514.00	7770.20
21	2010.01.08 09:00	buy	11	1.00	1.59714	0.00000	0.00000
22	2010.01.08 17:00	close	11	1.00	1.59612	0.00000	0.00000	-102.00	7668.20
23	2010.01.11 01:00	buy	12	1.00	1.60881	0.00000	0.00000
24	2010.01.11 19:00	close	12	1.00	1.61159	0.00000	0.00000	278.00	7946.20
25	2010.01.11 19:00	sell	13	1.00	1.61159	0.00000	0.00000
26	2010.01.12 08:00	close	13	1.00	1.61176	0.00000	0.00000	-19.40	7926.80
27	2010.01.12 08:00	buy	14	1.00	1.61176	0.00000	0.00000
28	2010.01.13 01:00	close	14	1.00	1.61503	0.00000	0.00000	327.00	8253.80
29	2010.01.13 01:00	sell	15	1.00	1.61503	0.00000	0.00000
30	2010.01.13 06:00	close	15	1.00	1.61881	0.00000	0.00000	-378.00	7875.80
31	2010.01.13 06:00	buy	16	1.00	1.61881	0.00000	0.00000
32	2010.01.14 12:00	close	16	1.00	1.62792	0.00000	0.00000	911.00	8786.80
33	2010.01.14 12:00	sell	17	1.00	1.62792	0.00000	0.00000
34	2010.01.14 15:00	close	17	1.00	1.63123	0.00000	0.00000	-331.00	8455.80
35	2010.01.14 15:00	buy	18	1.00	1.63123	0.00000	0.00000
36	2010.01.15 03:00	close	18	1.00	1.63020	0.00000	0.00000	-103.00	8352.80
37	2010.01.15 03:00	sell	19	1.00	1.63020	0.00000	0.00000
38	2010.01.15 06:00	close	19	1.00	1.63356	0.00000	0.00000	-336.00	8016.80
39	2010.01.15 06:00	buy	20	1.00	1.63356	0.00000	0.00000
40	2010.01.15 11:00	close	20	1.00	1.63054	0.00000	0.00000	-302.00	7714.80
41	2010.01.15 11:00	sell	21	1.00	1.63054	0.00000	0.00000
42	2010.01.18 01:00	close	21	1.00	1.62892	0.00000	0.00000	159.60	7874.40
43	2010.01.18 01:00	buy	22	1.00	1.62892	0.00000	0.00000
44	2010.01.19 12:00	close	22	1.00	1.63826	0.00000	0.00000	934.00	8808.40
45	2010.01.19 12:00	sell	23	1.00	1.63826	0.00000	0.00000
46	2010.01.19 22:00	close	23	1.00	1.63824	0.00000	0.00000	2.00	8810.40
47	2010.01.19 22:00	buy	24	1.00	1.63824	0.00000	0.00000
48	2010.01.20 03:00	close	24	1.00	1.63240	0.00000	0.00000	-584.00	8226.40
49	2010.01.20 03:00	sell	25	1.00	1.63240	0.00000	0.00000
50	2010.01.21 00:00	close	25	1.00	1.62961	0.00000	0.00000	271.80	8498.20
51	2010.01.21 00:00	buy	26	1.00	1.62961	0.00000	0.00000
52	2010.01.21 03:00	close	26	1.00	1.62725	0.00000	0.00000	-236.00	8262.20
53	2010.01.21 03:00	sell	27	1.00	1.62725	0.00000	0.00000
54	2010.01.21 18:00	close	27	1.00	1.62125	0.00000	0.00000	600.00	8862.20
55	2010.01.21 18:00	buy	28	1.00	1.62125	0.00000	0.00000
56	2010.01.22 13:00	close	28	1.00	1.61762	0.00000	0.00000	-363.00	8499.20
57	2010.01.22 13:00	sell	29	1.00	1.61762	0.00000	0.00000
58	2010.01.25 08:00	close	29	1.00	1.61313	0.00000	0.00000	446.60	8945.80
59	2010.01.25 08:00	buy	30	1.00	1.61313	0.00000	0.00000
60	2010.01.26 05:00	close	30	1.00	1.62202	0.00000	0.00000	889.00	9834.80
61	2010.01.26 05:00	sell	31	1.00	1.62202	0.00000	0.00000
62	2010.01.26 20:00	close	31	1.00	1.61559	0.00000	0.00000	643.00	10477.80
63	2010.01.27 02:00	sell	32	1.00	1.61300	0.00000	0.00000
64	2010.01.27 08:00	close	32	1.00	1.61424	0.00000	0.00000	-124.00	10353.80
65	2010.01.27 08:00	buy	33	1.00	1.61424	0.00000	0.00000
66	2010.01.27 10:00	close	33	1.00	1.61178	0.00000	0.00000	-246.00	10107.80
67	2010.01.27 10:00	sell	34	1.00	1.61178	0.00000	0.00000
68	2010.01.27 11:00	close	34	1.00	1.61872	0.00000	0.00000	-694.00	9413.80
69	2010.01.27 11:00	buy	35	1.00	1.61872	0.00000	0.00000
70	2010.01.27 20:00	close	35	1.00	1.61717	0.00000	0.00000	-155.00	9258.80
71	2010.01.27 20:00	sell	36	1.00	1.61717	0.00000	0.00000
72	2010.01.28 04:00	close	36	1.00	1.62075	0.00000	0.00000	-365.20	8893.60
73	2010.01.28 04:00	buy	37	1.00	1.62075	0.00000	0.00000
74	2010.01.28 17:00	close	37	1.00	1.61352	0.00000	0.00000	-723.00	8170.60
75	2010.01.28 17:00	sell	38	1.00	1.61352	0.00000	0.00000
76	2010.01.29 03:00	close	38	1.00	1.61435	0.00000	0.00000	-85.40	8085.20
77	2010.01.29 07:00	sell	39	1.00	1.61141	0.00000	0.00000
78	2010.01.29 08:00	close	39	1.00	1.61502	0.00000	0.00000	-361.00	7724.20
79	2010.01.29 08:00	buy	40	1.00	1.61502	0.00000	0.00000
80	2010.01.29 14:00	close	40	1.00	1.61102	0.00000	0.00000	-400.00	7324.20
81	2010.01.29 14:00	sell	41	1.00	1.61102	0.00000	0.00000
82	2010.02.01 18:00	close	41	1.00	1.59233	0.00000	0.00000	1866.60	9190.80
83	2010.02.02 05:00	sell	42	1.00	1.59319	0.00000	0.00000
84	2010.02.02 16:00	close	42	1.00	1.59521	0.00000	0.00000	-202.00	8988.80
85	2010.02.02 16:00	buy	43	1.00	1.59521	0.00000	0.00000
86	2010.02.03 13:00	close	43	1.00	1.59784	0.00000	0.00000	263.00	9251.80
87	2010.02.03 13:00	sell	44	1.00	1.59784	0.00000	0.00000
88	2010.02.05 15:00	close	44	1.00	1.57214	0.00000	0.00000	2560.40	11812.20
89	2010.02.05 16:00	sell	45	1.00	1.56376	0.00000	0.00000
90	2010.02.08 10:00	close	45	1.00	1.56195	0.00000	0.00000	178.60	11990.80
91	2010.02.08 10:00	buy	46	1.00	1.56195	0.00000	0.00000
92	2010.02.08 23:00	close	46	1.00	1.55825	0.00000	0.00000	-370.00	11620.80
93	2010.02.08 23:00	sell	47	1.00	1.55825	0.00000	0.00000
94	2010.02.09 06:00	close	47	1.00	1.56178	0.00000	0.00000	-355.40	11265.40
95	2010.02.09 06:00	buy	48	1.00	1.56178	0.00000	0.00000
96	2010.02.09 10:00	close	48	1.00	1.55869	0.00000	0.00000	-309.00	10956.40
97	2010.02.09 10:00	sell	49	1.00	1.55869	0.00000	0.00000
98	2010.02.09 14:00	close	49	1.00	1.56353	0.00000	0.00000	-484.00	10472.40
99	2010.02.09 14:00	buy	50	1.00	1.56353	0.00000	0.00000
100	2010.02.10 04:00	close	50	1.00	1.56803	0.00000	0.00000	450.00	10922.40
101	2010.02.10 11:00	buy	51	1.00	1.57283	0.00000	0.00000
102	2010.02.10 13:00	close	51	1.00	1.56572	0.00000	0.00000	-711.00	10211.40
103	2010.02.10 13:00	sell	52	1.00	1.56572	0.00000	0.00000
104	2010.02.11 03:00	close	52	1.00	1.56391	0.00000	0.00000	173.80	10385.20
105	2010.02.11 03:00	buy	53	1.00	1.56391	0.00000	0.00000
106	2010.02.11 09:00	close	53	1.00	1.56061	0.00000	0.00000	-330.00	10055.20
107	2010.02.11 09:00	sell	54	1.00	1.56061	0.00000	0.00000
108	2010.02.11 13:00	close	54	1.00	1.56313	0.00000	0.00000	-252.00	9803.20
109	2010.02.11 13:00	buy	55	1.00	1.56313	0.00000	0.00000
110	2010.02.12 05:00	close	55	1.00	1.56753	0.00000	0.00000	440.00	10243.20
111	2010.02.12 07:00	buy	56	1.00	1.56967	0.00000	0.00000
112	2010.02.12 11:00	close	56	1.00	1.56542	0.00000	0.00000	-425.00	9818.20
113	2010.02.12 11:00	sell	57	1.00	1.56542	0.00000	0.00000
114	2010.02.12 20:00	close	57	1.00	1.56737	0.00000	0.00000	-195.00	9623.20
115	2010.02.15 06:00	sell	58	1.00	1.56445	0.00000	0.00000
116	2010.02.15 10:00	close	58	1.00	1.56752	0.00000	0.00000	-307.00	9316.20
117	2010.02.15 10:00	buy	59	1.00	1.56752	0.00000	0.00000
118	2010.02.15 18:00	close	59	1.00	1.56623	0.00000	0.00000	-129.00	9187.20
119	2010.02.15 18:00	sell	60	1.00	1.56623	0.00000	0.00000
120	2010.02.16 02:00	close	60	1.00	1.56667	0.00000	0.00000	-46.40	9140.80
121	2010.02.16 02:00	buy	61	1.00	1.56667	0.00000	0.00000
122	2010.02.16 11:00	close	61	1.00	1.56838	0.00000	0.00000	171.00	9311.80
123	2010.02.16 11:00	sell	62	1.00	1.56838	0.00000	0.00000
124	2010.02.16 18:00	close	62	1.00	1.57329	0.00000	0.00000	-491.00	8820.80
125	2010.02.16 18:00	buy	63	1.00	1.57329	0.00000	0.00000
126	2010.02.17 04:00	close	63	1.00	1.57648	0.00000	0.00000	319.00	9139.80
127	2010.02.17 09:00	buy	64	1.00	1.58005	0.00000	0.00000
128	2010.02.17 17:00	close	64	1.00	1.57235	0.00000	0.00000	-770.00	8369.80
129	2010.02.17 17:00	sell	65	1.00	1.57235	0.00000	0.00000
130	2010.02.18 16:00	close	65	1.00	1.56487	0.00000	0.00000	740.80	9110.60
131	2010.02.18 16:00	buy	66	1.00	1.56487	0.00000	0.00000
132	2010.02.18 18:00	close	66	1.00	1.55807	0.00000	0.00000	-680.00	8430.60
133	2010.02.18 18:00	sell	67	1.00	1.55807	0.00000	0.00000
134	2010.02.19 16:00	close	67	1.00	1.54188	0.00000	0.00000	1616.60	10047.20
135	2010.02.22 10:00	sell	68	1.00	1.54605	0.00000	0.00000
136	2010.02.23 04:00	close	68	1.00	1.55132	0.00000	0.00000	-529.40	9517.80
137	2010.02.23 04:00	buy	69	1.00	1.55132	0.00000	0.00000
138	2010.02.23 11:00	close	69	1.00	1.54315	0.00000	0.00000	-817.00	8700.80
139	2010.02.23 11:00	sell	70	1.00	1.54315	0.00000	0.00000
140	2010.02.24 03:00	close	70	1.00	1.54544	0.00000	0.00000	-231.40	8469.40
141	2010.02.24 03:00	buy	71	1.00	1.54544	0.00000	0.00000
142	2010.02.24 09:00	close	71	1.00	1.54275	0.00000	0.00000	-269.00	8200.40
143	2010.02.24 09:00	sell	72	1.00	1.54275	0.00000	0.00000
144	2010.02.26 03:00	close	72	1.00	1.52792	0.00000	0.00000	1473.40	9673.80
145	2010.02.26 03:00	buy	73	1.00	1.52792	0.00000	0.00000
146	2010.02.26 09:00	close	73	1.00	1.52475	0.00000	0.00000	-317.00	9356.80
147	2010.02.26 09:00	sell	74	1.00	1.52475	0.00000	0.00000
148	2010.02.26 20:00	close	74	1.00	1.52441	0.00000	0.00000	34.00	9390.80