Report Result : starter - Desynced Forex Repository

Strategy Tester Report

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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		Lots=1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; MAPeriod=120;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	225.03	Gross profit	2402.07	Gross loss	-2177.04
Profit factor	1.10	Expected payoff	2.37
Absolute drawdown	1271.67	Maximal drawdown	1711.83 (16.40%)	Relative drawdown	16.40% (1711.83)

Total trades	95	Short positions (won %)	62 (93.55%)	Long positions (won %)	33 (93.94%)
		Profit trades (% of total)	89 (93.68%)	Loss trades (% of total)	6 (6.32%)
Largest		profit trade	138.00	loss trade	-995.10
Average		profit trade	26.99	loss trade	-362.84
Maximum		consecutive wins (profit in money)	26 (620.70)	consecutive losses (loss in money)	1 (-995.10)
Maximal		consecutive profit (count of wins)	620.70 (26)	consecutive loss (count of losses)	-995.10 (1)
Average		consecutive wins	15	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 02:16	buy	1	0.60	1.61072	0.00000	0.00000
2	2010.01.04 02:26	close	1	0.60	1.61120	0.00000	0.00000	28.80	10028.80
3	2010.01.04 02:33	buy	2	0.60	1.61086	0.00000	0.00000
4	2010.01.04 03:20	close	2	0.60	1.61136	0.00000	0.00000	30.00	10058.80
5	2010.01.04 04:00	buy	3	0.60	1.61152	0.00000	0.00000
6	2010.01.04 09:10	close	3	0.60	1.61166	0.00000	0.00000	8.40	10067.20
7	2010.01.04 19:00	buy	4	0.60	1.61307	0.00000	0.00000
8	2010.01.05 01:20	close	4	0.60	1.61359	0.00000	0.00000	31.26	10098.46
9	2010.01.05 03:00	buy	5	0.60	1.60833	0.00000	0.00000
10	2010.01.05 03:15	close	5	0.60	1.60857	0.00000	0.00000	14.40	10112.86
11	2010.01.05 03:17	buy	6	0.60	1.60892	0.00000	0.00000
12	2010.01.05 03:20	close	6	0.60	1.60921	0.00000	0.00000	17.40	10130.26
13	2010.01.05 03:22	buy	7	0.60	1.60935	0.00000	0.00000
14	2010.01.05 03:50	close	7	0.60	1.60956	0.00000	0.00000	12.60	10142.86
15	2010.01.05 03:52	buy	8	0.60	1.60982	0.00000	0.00000
16	2010.01.05 05:20	close	8	0.60	1.61034	0.00000	0.00000	31.20	10174.06
17	2010.01.05 05:50	buy	9	0.60	1.60910	0.00000	0.00000
18	2010.01.05 05:57	close	9	0.60	1.60962	0.00000	0.00000	31.20	10205.26
19	2010.01.05 05:59	buy	10	0.60	1.60917	0.00000	0.00000
20	2010.01.05 06:20	close	10	0.60	1.60959	0.00000	0.00000	25.20	10230.46
21	2010.01.05 06:27	buy	11	0.60	1.60948	0.00000	0.00000
22	2010.01.05 06:35	close	11	0.60	1.60997	0.00000	0.00000	29.40	10259.86
23	2010.01.05 06:37	buy	12	0.60	1.60965	0.00000	0.00000
24	2010.01.05 06:40	close	12	0.60	1.61128	0.00000	0.00000	97.80	10357.66
25	2010.01.06 12:00	sell	13	0.60	1.60105	0.00000	0.00000
26	2010.01.06 12:10	close	13	0.60	1.60086	0.00000	0.00000	11.40	10369.06
27	2010.01.06 20:05	sell	14	0.60	1.59961	0.00000	0.00000
28	2010.01.07 06:35	close	14	0.60	1.59942	0.00000	0.00000	6.90	10375.96
29	2010.01.07 22:00	sell	15	0.60	1.59385	0.00000	0.00000
30	2010.01.07 22:20	close	15	0.60	1.59333	0.00000	0.00000	31.20	10407.16
31	2010.01.07 22:27	sell	16	0.60	1.59328	0.00000	0.00000
32	2010.01.07 23:20	close	16	0.60	1.59305	0.00000	0.00000	13.80	10420.96
33	2010.01.08 03:02	sell	17	0.60	1.59359	0.00000	0.00000
34	2010.01.08 03:15	close	17	0.60	1.59344	0.00000	0.00000	9.00	10429.96
35	2010.01.08 07:10	sell	18	0.60	1.59440	0.00000	0.00000
36	2010.01.08 07:45	close	18	0.60	1.59423	0.00000	0.00000	10.20	10440.16
37	2010.01.08 08:12	sell	19	0.60	1.59383	0.00000	0.00000
38	2010.01.11 21:00	close	19	0.60	1.61039	0.00000	0.00000	-995.10	9445.06
39	2010.01.11 22:00	buy	20	0.60	1.61113	0.00000	0.00000
40	2010.01.11 22:50	close	20	0.60	1.61170	0.00000	0.00000	34.20	9479.26
41	2010.01.11 22:52	buy	21	0.60	1.61195	0.00000	0.00000
42	2010.01.12 07:45	close	21	0.60	1.61233	0.00000	0.00000	22.86	9502.12
43	2010.01.13 03:10	buy	22	0.60	1.61624	0.00000	0.00000
44	2010.01.13 04:45	close	22	0.60	1.61642	0.00000	0.00000	10.80	9512.92
45	2010.01.14 11:00	buy	23	0.60	1.62865	0.00000	0.00000
46	2010.01.14 11:02	close	23	0.60	1.62894	0.00000	0.00000	17.40	9530.32
47	2010.01.14 11:10	buy	24	0.60	1.62900	0.00000	0.00000
48	2010.01.14 14:40	close	24	0.60	1.62959	0.00000	0.00000	35.40	9565.72
49	2010.01.15 05:10	buy	25	0.60	1.63219	0.00000	0.00000
50	2010.01.15 05:13	close	25	0.60	1.63238	0.00000	0.00000	11.40	9577.12
51	2010.01.15 14:20	buy	26	0.60	1.63064	0.00000	0.00000
52	2010.01.15 14:32	close	26	0.60	1.63164	0.00000	0.00000	60.00	9637.12
53	2010.01.15 14:45	buy	27	0.60	1.63035	0.00000	0.00000
54	2010.01.15 15:20	close	27	0.60	1.63076	0.00000	0.00000	24.60	9661.72
55	2010.01.15 15:27	buy	28	0.60	1.63064	0.00000	0.00000
56	2010.01.18 03:00	close	28	0.60	1.62705	0.00000	0.00000	-215.34	9446.38
57	2010.01.18 18:12	buy	29	0.60	1.63305	0.00000	0.00000
58	2010.01.18 18:15	close	29	0.60	1.63334	0.00000	0.00000	17.40	9463.78
59	2010.01.19 15:00	buy	30	0.60	1.63470	0.00000	0.00000
60	2010.01.19 15:20	close	30	0.60	1.63521	0.00000	0.00000	30.60	9494.38
61	2010.01.19 15:22	buy	31	0.60	1.63525	0.00000	0.00000
62	2010.01.19 15:33	close	31	0.60	1.63626	0.00000	0.00000	60.60	9554.98
63	2010.01.19 15:36	buy	32	0.60	1.63656	0.00000	0.00000
64	2010.01.19 15:40	close	32	0.60	1.63706	0.00000	0.00000	30.00	9584.98
65	2010.01.19 17:15	buy	33	0.60	1.63578	0.00000	0.00000
66	2010.01.19 17:45	close	33	0.60	1.63649	0.00000	0.00000	42.60	9627.58
67	2010.01.20 02:02	buy	34	0.60	1.63683	0.00000	0.00000
68	2010.01.20 20:02	close	34	0.60	1.62797	0.00000	0.00000	-531.60	9095.98
69	2010.01.20 22:02	sell	35	0.50	1.62889	0.00000	0.00000
70	2010.01.20 22:20	close	35	0.50	1.62867	0.00000	0.00000	11.00	9106.98
71	2010.01.20 22:33	sell	36	0.50	1.62885	0.00000	0.00000
72	2010.01.20 23:07	close	36	0.50	1.62865	0.00000	0.00000	10.00	9116.98
73	2010.01.20 23:10	sell	37	0.50	1.62881	0.00000	0.00000
74	2010.01.21 02:02	close	37	0.50	1.62854	0.00000	0.00000	9.75	9126.73
75	2010.01.21 02:20	sell	38	0.50	1.62936	0.00000	0.00000
76	2010.01.21 02:45	close	38	0.50	1.62885	0.00000	0.00000	25.50	9152.23
77	2010.01.21 20:00	sell	39	0.50	1.62216	0.00000	0.00000
78	2010.01.21 20:15	close	39	0.50	1.62183	0.00000	0.00000	16.50	9168.73
79	2010.01.21 21:00	sell	40	0.60	1.62090	0.00000	0.00000
80	2010.01.21 21:15	close	40	0.60	1.62061	0.00000	0.00000	17.40	9186.13
81	2010.01.21 21:32	sell	41	0.60	1.62069	0.00000	0.00000
82	2010.01.21 21:45	close	41	0.60	1.62032	0.00000	0.00000	22.20	9208.33
83	2010.01.22 06:00	sell	42	0.60	1.62098	0.00000	0.00000
84	2010.01.22 10:50	close	42	0.60	1.61905	0.00000	0.00000	115.80	9324.13
85	2010.01.22 11:15	sell	43	0.60	1.62398	0.00000	0.00000
86	2010.01.22 12:10	close	43	0.60	1.62346	0.00000	0.00000	31.20	9355.33
87	2010.01.25 11:00	sell	44	0.60	1.61590	0.00000	0.00000
88	2010.01.25 11:20	close	44	0.60	1.61525	0.00000	0.00000	39.00	9394.33
89	2010.01.25 11:22	sell	45	0.60	1.61507	0.00000	0.00000
90	2010.01.25 13:02	close	45	0.60	1.61387	0.00000	0.00000	72.00	9466.33
91	2010.01.25 13:20	sell	46	0.60	1.61531	0.00000	0.00000
92	2010.01.25 13:27	close	46	0.60	1.61507	0.00000	0.00000	14.40	9480.73
93	2010.01.25 13:27	sell	47	0.60	1.61529	0.00000	0.00000
94	2010.01.25 13:40	close	47	0.60	1.61508	0.00000	0.00000	12.60	9493.33
95	2010.01.25 14:52	sell	48	0.60	1.61550	0.00000	0.00000
96	2010.01.26 07:20	close	48	0.60	1.62031	0.00000	0.00000	-290.10	9203.23
97	2010.01.26 08:20	buy	49	0.60	1.62254	0.00000	0.00000
98	2010.01.26 08:27	close	49	0.60	1.62302	0.00000	0.00000	28.80	9232.03
99	2010.01.26 08:50	buy	50	0.60	1.62215	0.00000	0.00000
100	2010.01.26 08:57	close	50	0.60	1.62231	0.00000	0.00000	9.60	9241.63
101	2010.01.26 09:02	buy	51	0.60	1.62261	0.00000	0.00000
102	2010.01.26 09:10	close	51	0.60	1.62307	0.00000	0.00000	27.60	9269.23
103	2010.01.27 17:50	sell	52	0.60	1.62085	0.00000	0.00000
104	2010.01.27 17:59	close	52	0.60	1.62074	0.00000	0.00000	6.60	9275.83
105	2010.01.28 06:10	sell	53	0.60	1.61910	0.00000	0.00000
106	2010.01.28 06:35	close	53	0.60	1.61893	0.00000	0.00000	10.20	9286.03
107	2010.01.28 07:20	sell	54	0.60	1.61966	0.00000	0.00000
108	2010.01.28 07:27	close	54	0.60	1.61943	0.00000	0.00000	13.80	9299.83
109	2010.01.28 07:30	sell	55	0.60	1.61933	0.00000	0.00000
110	2010.01.28 07:32	close	55	0.60	1.61911	0.00000	0.00000	13.20	9313.03
111	2010.01.28 07:40	sell	56	0.60	1.61922	0.00000	0.00000
112	2010.01.28 16:15	close	56	0.60	1.61692	0.00000	0.00000	138.00	9451.03
113	2010.01.29 11:00	sell	57	0.60	1.61477	0.00000	0.00000
114	2010.01.29 11:20	close	57	0.60	1.61425	0.00000	0.00000	31.20	9482.23
115	2010.01.29 11:45	sell	58	0.60	1.61482	0.00000	0.00000
116	2010.01.29 12:02	close	58	0.60	1.61448	0.00000	0.00000	20.40	9502.63
117	2010.01.29 12:10	sell	59	0.60	1.61485	0.00000	0.00000
118	2010.01.29 12:45	close	59	0.60	1.61449	0.00000	0.00000	21.60	9524.23
119	2010.02.01 20:00	sell	60	0.60	1.59376	0.00000	0.00000
120	2010.02.02 04:46	close	60	0.60	1.59276	0.00000	0.00000	58.50	9582.73
121	2010.02.02 18:00	sell	61	0.60	1.59649	0.00000	0.00000
122	2010.02.03 13:32	close	61	0.60	1.59628	0.00000	0.00000	11.10	9593.83
123	2010.02.08 16:15	sell	62	0.60	1.56142	0.00000	0.00000
124	2010.02.08 19:32	close	62	0.60	1.56126	0.00000	0.00000	9.60	9603.43
125	2010.02.08 19:45	sell	63	0.60	1.56197	0.00000	0.00000
126	2010.02.08 20:50	close	63	0.60	1.56166	0.00000	0.00000	18.60	9622.03
127	2010.02.09 07:20	sell	64	0.60	1.56327	0.00000	0.00000
128	2010.02.09 07:27	close	64	0.60	1.56281	0.00000	0.00000	27.60	9649.63
129	2010.02.09 07:45	sell	65	0.60	1.56326	0.00000	0.00000
130	2010.02.09 08:02	close	65	0.60	1.56238	0.00000	0.00000	52.80	9702.43
131	2010.02.09 09:00	sell	66	0.60	1.56435	0.00000	0.00000
132	2010.02.09 09:03	close	66	0.60	1.56389	0.00000	0.00000	27.60	9730.03
133	2010.02.09 17:40	sell	67	0.60	1.56298	0.00000	0.00000
134	2010.02.09 17:42	close	67	0.60	1.56266	0.00000	0.00000	19.20	9749.23
135	2010.02.09 17:47	sell	68	0.60	1.56473	0.00000	0.00000
136	2010.02.10 06:20	close	68	0.60	1.56676	0.00000	0.00000	-123.30	9625.93
137	2010.02.11 05:00	sell	69	0.60	1.56411	0.00000	0.00000
138	2010.02.11 07:20	close	69	0.60	1.56373	0.00000	0.00000	22.80	9648.73
139	2010.02.11 07:32	sell	70	0.60	1.56400	0.00000	0.00000
140	2010.02.11 07:45	close	70	0.60	1.56349	0.00000	0.00000	30.60	9679.33
141	2010.02.12 21:00	sell	71	0.60	1.56657	0.00000	0.00000
142	2010.02.15 00:03	close	71	0.60	1.56646	0.00000	0.00000	5.10	9684.43
143	2010.02.15 00:46	sell	72	0.60	1.56653	0.00000	0.00000
144	2010.02.15 01:50	close	72	0.60	1.56593	0.00000	0.00000	36.00	9720.43
145	2010.02.17 06:50	buy	73	0.60	1.57753	0.00000	0.00000
146	2010.02.17 07:20	close	73	0.60	1.57763	0.00000	0.00000	6.00	9726.43
147	2010.02.17 07:40	buy	74	0.60	1.57761	0.00000	0.00000
148	2010.02.17 08:40	close	74	0.60	1.57819	0.00000	0.00000	34.80	9761.23
149	2010.02.17 15:40	buy	75	0.60	1.57746	0.00000	0.00000
150	2010.02.17 15:50	close	75	0.60	1.57819	0.00000	0.00000	43.80	9805.03
151	2010.02.18 22:20	sell	76	0.60	1.56294	0.00000	0.00000
152	2010.02.18 22:32	close	76	0.60	1.56207	0.00000	0.00000	52.20	9857.23
153	2010.02.19 19:45	sell	77	0.60	1.54680	0.00000	0.00000
154	2010.02.19 19:59	close	77	0.60	1.54620	0.00000	0.00000	36.00	9893.23
155	2010.02.19 20:00	sell	78	0.60	1.54564	0.00000	0.00000
156	2010.02.19 21:50	close	78	0.60	1.54550	0.00000	0.00000	8.40	9901.63
157	2010.02.19 21:52	sell	79	0.60	1.54527	0.00000	0.00000
158	2010.02.22 00:10	close	79	0.60	1.54514	0.00000	0.00000	6.30	9907.93
159	2010.02.22 00:45	sell	80	0.60	1.54595	0.00000	0.00000
160	2010.02.22 07:50	close	80	0.60	1.54534	0.00000	0.00000	36.60	9944.53
161	2010.02.22 18:02	sell	81	0.60	1.54828	0.00000	0.00000
162	2010.02.22 18:15	close	81	0.60	1.54815	0.00000	0.00000	7.80	9952.33
163	2010.02.22 18:32	sell	82	0.60	1.54808	0.00000	0.00000
164	2010.02.22 18:45	close	82	0.60	1.54787	0.00000	0.00000	12.60	9964.93
165	2010.02.22 23:00	sell	83	0.60	1.54791	0.00000	0.00000
166	2010.02.23 10:20	close	83	0.60	1.54692	0.00000	0.00000	57.90	10022.83
167	2010.02.24 05:00	sell	84	0.60	1.54514	0.00000	0.00000
168	2010.02.24 05:45	close	84	0.60	1.54494	0.00000	0.00000	12.00	10034.83
169	2010.02.24 05:47	sell	85	0.60	1.54447	0.00000	0.00000
170	2010.02.24 08:45	close	85	0.60	1.54355	0.00000	0.00000	55.20	10090.03
171	2010.02.26 06:02	sell	86	0.60	1.52786	0.00000	0.00000
172	2010.02.26 06:15	close	86	0.60	1.52763	0.00000	0.00000	13.80	10103.83
173	2010.02.26 06:40	sell	87	0.60	1.52776	0.00000	0.00000
174	2010.02.26 07:45	close	87	0.60	1.52757	0.00000	0.00000	11.40	10115.23
175	2010.02.26 07:47	sell	88	0.60	1.52724	0.00000	0.00000
176	2010.02.26 07:50	close	88	0.60	1.52664	0.00000	0.00000	36.00	10151.23
177	2010.02.26 07:57	sell	89	0.60	1.52701	0.00000	0.00000
178	2010.02.26 07:59	close	89	0.60	1.52680	0.00000	0.00000	12.60	10163.83
179	2010.02.26 08:02	sell	90	0.60	1.52727	0.00000	0.00000
180	2010.02.26 08:10	close	90	0.60	1.52716	0.00000	0.00000	6.60	10170.43
181	2010.02.26 08:37	sell	91	0.60	1.52711	0.00000	0.00000
182	2010.02.26 08:40	close	91	0.60	1.52671	0.00000	0.00000	24.00	10194.43
183	2010.02.26 22:00	sell	92	0.60	1.52499	0.00000	0.00000
184	2010.02.26 22:20	close	92	0.60	1.52467	0.00000	0.00000	19.20	10213.63
185	2010.02.26 22:22	sell	93	0.60	1.52431	0.00000	0.00000
186	2010.02.26 22:40	close	93	0.60	1.52410	0.00000	0.00000	12.60	10226.23
187	2010.02.26 22:43	sell	94	0.60	1.52372	0.00000	0.00000
188	2010.02.26 22:46	close	94	0.60	1.52338	0.00000	0.00000	20.40	10246.63
189	2010.02.26 22:56	sell	95	0.60	1.52354	0.00000	0.00000
190	2010.02.26 22:59	close at stop	95	0.60	1.52390	0.00000	0.00000	-21.60	10225.03