Report Result : Sweet_Spot_Extreme - Desynced Forex Repository

Strategy Tester Report

Download Sweet_Spot_Extreme

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		MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0;

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

Initial deposit	10000.00
Total net profit	-398.20	Gross profit	906.60	Gross loss	-1304.80
Profit factor	0.69	Expected payoff	-10.48
Absolute drawdown	954.30	Maximal drawdown	954.30 (9.54%)	Relative drawdown	9.54% (954.30)

Total trades	38	Short positions (won %)	16 (75.00%)	Long positions (won %)	22 (86.36%)
		Profit trades (% of total)	31 (81.58%)	Loss trades (% of total)	7 (18.42%)
Largest		profit trade	73.00	loss trade	-441.90
Average		profit trade	29.25	loss trade	-186.40
Maximum		consecutive wins (profit in money)	15 (470.40)	consecutive losses (loss in money)	2 (-255.00)
Maximal		consecutive profit (count of wins)	470.40 (15)	consecutive loss (count of losses)	-441.90 (1)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 09:10	sell	1	1.00	1.61166	0.00000	0.00000
2	2010.01.04 09:15	close	1	1.00	1.61379	0.00000	0.00000	-213.00	9787.00
3	2010.01.06 08:20	sell	2	1.00	1.60052	0.00000	0.00000
4	2010.01.06 08:22	close	2	1.00	1.60022	0.00000	0.00000	30.00	9817.00
5	2010.01.06 08:25	sell	3	1.00	1.60009	0.00000	0.00000
6	2010.01.06 08:27	close	3	1.00	1.59936	0.00000	0.00000	73.00	9890.00
7	2010.01.12 07:10	sell	4	1.00	1.61080	0.00000	0.00000
8	2010.01.12 07:13	sell	5	1.00	1.61057	0.00000	0.00000
9	2010.01.12 07:30	close	4	1.00	1.61195	0.00000	0.00000	-115.00	9775.00
10	2010.01.12 07:32	close	5	1.00	1.61197	0.00000	0.00000	-140.00	9635.00
11	2010.01.15 02:02	buy	6	0.70	1.63163	0.00000	0.00000
12	2010.01.15 02:05	buy	7	0.60	1.63178	0.00000	0.00000
13	2010.01.15 02:07	buy	8	0.60	1.63149	0.00000	0.00000
14	2010.01.15 02:10	close	8	0.60	1.63164	0.00000	0.00000	9.00	9644.00
15	2010.01.15 02:15	close	6	0.70	1.63207	0.00000	0.00000	30.80	9674.80
16	2010.01.15 02:17	close	7	0.60	1.63193	0.00000	0.00000	9.00	9683.80
17	2010.01.18 22:20	buy	9	1.00	1.63221	0.00000	0.00000
18	2010.01.18 22:27	close	9	1.00	1.63236	0.00000	0.00000	15.00	9698.80
19	2010.01.25 07:10	sell	10	1.00	1.61339	0.00000	0.00000
20	2010.01.25 07:13	sell	11	0.90	1.61309	0.00000	0.00000
21	2010.01.25 07:50	close	10	1.00	1.61316	0.00000	0.00000	23.00	9721.80
22	2010.01.25 08:15	close	11	0.90	1.61442	0.00000	0.00000	-119.70	9602.10
23	2010.01.26 04:20	buy	12	1.00	1.62215	0.00000	0.00000
24	2010.01.26 04:22	buy	13	0.90	1.62266	0.00000	0.00000
25	2010.01.26 04:25	buy	14	0.90	1.62240	0.00000	0.00000
26	2010.01.26 04:27	close	12	1.00	1.62261	0.00000	0.00000	46.00	9648.10
27	2010.01.26 04:27	close	14	0.90	1.62261	0.00000	0.00000	18.90	9667.00
28	2010.01.26 06:00	close	13	0.90	1.62078	0.00000	0.00000	-169.20	9497.80
29	2010.01.26 16:20	sell	15	0.90	1.61630	0.00000	0.00000
30	2010.01.26 16:22	sell	16	0.90	1.61558	0.00000	0.00000
31	2010.01.26 16:22	close	15	0.90	1.61614	0.00000	0.00000	14.40	9512.20
32	2010.01.26 16:25	sell	17	0.90	1.61594	0.00000	0.00000
33	2010.01.26 16:27	close	16	0.90	1.61542	0.00000	0.00000	14.40	9526.60
34	2010.01.26 16:27	close	17	0.90	1.61549	0.00000	0.00000	40.50	9567.10
35	2010.01.27 01:37	sell	18	1.00	1.61536	0.00000	0.00000
36	2010.01.27 01:40	close	18	1.00	1.61501	0.00000	0.00000	35.00	9602.10
37	2010.01.28 15:50	buy	19	1.00	1.62114	0.00000	0.00000
38	2010.01.28 15:52	buy	20	0.90	1.62204	0.00000	0.00000
39	2010.01.28 15:52	close	19	1.00	1.62148	0.00000	0.00000	34.00	9636.10
40	2010.01.28 15:55	buy	21	0.90	1.62159	0.00000	0.00000
41	2010.01.28 15:57	close	20	0.90	1.62237	0.00000	0.00000	29.70	9665.80
42	2010.01.28 15:59	buy	22	0.90	1.62127	0.00000	0.00000
43	2010.01.28 16:07	close	21	0.90	1.62174	0.00000	0.00000	13.50	9679.30
44	2010.01.28 16:15	close	22	0.90	1.61636	0.00000	0.00000	-441.90	9237.40
45	2010.02.01 08:15	sell	23	0.90	1.59714	0.00000	0.00000
46	2010.02.01 08:20	sell	24	0.90	1.59782	0.00000	0.00000
47	2010.02.01 08:22	sell	25	0.90	1.59736	0.00000	0.00000
48	2010.02.01 08:27	close	24	0.90	1.59747	0.00000	0.00000	31.50	9268.90
49	2010.02.01 08:33	close	25	0.90	1.59710	0.00000	0.00000	23.40	9292.30
50	2010.02.01 08:36	close	23	0.90	1.59676	0.00000	0.00000	34.20	9326.50
51	2010.02.10 03:20	buy	26	0.90	1.56809	0.00000	0.00000
52	2010.02.10 03:22	buy	27	0.90	1.56865	0.00000	0.00000
53	2010.02.10 03:25	buy	28	0.90	1.56837	0.00000	0.00000
54	2010.02.10 03:27	close	26	0.90	1.56865	0.00000	0.00000	50.40	9376.90
55	2010.02.10 03:27	close	28	0.90	1.56865	0.00000	0.00000	25.20	9402.10
56	2010.02.10 03:37	close	27	0.90	1.56877	0.00000	0.00000	10.80	9412.90
57	2010.02.10 03:50	buy	29	0.90	1.56767	0.00000	0.00000
58	2010.02.10 03:59	close	29	0.90	1.56800	0.00000	0.00000	29.70	9442.60
59	2010.02.12 01:45	buy	30	0.90	1.56769	0.00000	0.00000
60	2010.02.12 01:47	buy	31	0.90	1.56791	0.00000	0.00000
61	2010.02.12 01:50	buy	32	0.90	1.56681	0.00000	0.00000
62	2010.02.12 01:57	close	32	0.90	1.56713	0.00000	0.00000	28.80	9471.40
63	2010.02.12 02:10	close	30	0.90	1.56790	0.00000	0.00000	18.90	9490.30
64	2010.02.12 02:15	close	31	0.90	1.56832	0.00000	0.00000	36.90	9527.20
65	2010.02.17 02:50	buy	33	1.00	1.57685	0.00000	0.00000
66	2010.02.17 02:52	buy	34	0.90	1.57709	0.00000	0.00000
67	2010.02.17 02:55	buy	35	0.90	1.57697	0.00000	0.00000
68	2010.02.17 03:20	close	33	1.00	1.57715	0.00000	0.00000	30.00	9557.20
69	2010.02.17 03:20	close	35	0.90	1.57715	0.00000	0.00000	16.20	9573.40
70	2010.02.17 04:15	close	34	0.90	1.57735	0.00000	0.00000	23.40	9596.80
71	2010.02.18 07:50	sell	36	1.00	1.56817	0.00000	0.00000
72	2010.02.18 07:57	close	36	1.00	1.56775	0.00000	0.00000	42.00	9638.80
73	2010.02.19 14:37	sell	37	1.00	1.54208	0.00000	0.00000
74	2010.02.19 14:40	close	37	1.00	1.54139	0.00000	0.00000	69.00	9707.80
75	2010.02.22 07:45	buy	38	1.00	1.54654	0.00000	0.00000
76	2010.02.22 08:00	close	38	1.00	1.54548	0.00000	0.00000	-106.00	9601.80