Report Result : TDI_v3 - Desynced Forex Repository

Strategy Tester Report

Download TDI_v3

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=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;

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

Initial deposit	10000.00
Total net profit	-35.05	Gross profit	162.37	Gross loss	-197.42
Profit factor	0.82	Expected payoff	-0.38
Absolute drawdown	61.78	Maximal drawdown	69.33 (0.69%)	Relative drawdown	0.69% (69.33)

Total trades	92	Short positions (won %)	47 (48.94%)	Long positions (won %)	45 (48.89%)
		Profit trades (% of total)	45 (48.91%)	Loss trades (% of total)	47 (51.09%)
Largest		profit trade	15.99	loss trade	-19.10
Average		profit trade	3.61	loss trade	-4.20
Maximum		consecutive wins (profit in money)	5 (18.46)	consecutive losses (loss in money)	5 (-26.31)
Maximal		consecutive profit (count of wins)	21.12 (3)	consecutive loss (count of losses)	-33.74 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 14:00	sell	1	0.01	1.61466	0.00000	0.00000
2	2010.01.05 07:00	close	1	0.01	1.61377	0.00000	0.00000	0.86	10000.87
3	2010.01.05 08:00	buy	2	0.01	1.61552	0.00000	0.00000
4	2010.01.06 02:00	close	2	0.01	1.59642	0.00000	0.00000	-19.10	9981.77
5	2010.01.06 03:00	sell	3	0.01	1.59918	0.00000	0.00000
6	2010.01.06 09:00	close	3	0.01	1.60217	0.00000	0.00000	-2.99	9978.78
7	2010.01.06 10:00	buy	4	0.01	1.60461	0.00000	0.00000
8	2010.01.06 14:00	close	4	0.01	1.59651	0.00000	0.00000	-8.10	9970.68
9	2010.01.06 15:00	sell	5	0.01	1.59680	0.00000	0.00000
10	2010.01.06 17:00	close	5	0.01	1.60035	0.00000	0.00000	-3.55	9967.13
11	2010.01.06 18:00	buy	6	0.01	1.60187	0.00000	0.00000
12	2010.01.07 03:00	close	6	0.01	1.60247	0.00000	0.00000	0.60	9967.73
13	2010.01.07 04:00	sell	7	0.01	1.60006	0.00000	0.00000
14	2010.01.07 15:00	close	7	0.01	1.59283	0.00000	0.00000	7.23	9974.96
15	2010.01.07 16:00	buy	8	0.01	1.59250	0.00000	0.00000
16	2010.01.07 23:00	close	8	0.01	1.59292	0.00000	0.00000	0.42	9975.38
17	2010.01.08 00:00	sell	9	0.01	1.59249	0.00000	0.00000
18	2010.01.08 05:00	close	9	0.01	1.59440	0.00000	0.00000	-1.91	9973.47
19	2010.01.08 06:00	buy	10	0.01	1.59465	0.00000	0.00000
20	2010.01.08 14:00	close	10	0.01	1.59787	0.00000	0.00000	3.22	9976.69
21	2010.01.08 15:00	sell	11	0.01	1.60904	0.00000	0.00000
22	2010.01.11 09:00	close	11	0.01	1.61007	0.00000	0.00000	-1.05	9975.63
23	2010.01.11 10:00	sell	12	0.01	1.61261	0.00000	0.00000
24	2010.01.11 11:00	close	12	0.01	1.61515	0.00000	0.00000	-2.54	9973.09
25	2010.01.11 12:00	buy	13	0.01	1.61709	0.00000	0.00000
26	2010.01.11 15:00	close	13	0.01	1.61613	0.00000	0.00000	-0.96	9972.13
27	2010.01.11 16:00	sell	14	0.01	1.61261	0.00000	0.00000
28	2010.01.12 04:00	close	14	0.01	1.60945	0.00000	0.00000	3.14	9975.27
29	2010.01.12 05:00	buy	15	0.01	1.60798	0.00000	0.00000
30	2010.01.12 15:00	close	15	0.01	1.61287	0.00000	0.00000	4.89	9980.16
31	2010.01.12 16:00	sell	16	0.01	1.61549	0.00000	0.00000
32	2010.01.12 17:00	close	16	0.01	1.61956	0.00000	0.00000	-4.07	9976.09
33	2010.01.12 18:00	buy	17	0.01	1.61844	0.00000	0.00000
34	2010.01.13 04:00	close	17	0.01	1.61509	0.00000	0.00000	-3.35	9972.74
35	2010.01.13 05:00	sell	18	0.01	1.61659	0.00000	0.00000
36	2010.01.14 02:00	close	18	0.01	1.63068	0.00000	0.00000	-14.16	9958.57
37	2010.01.14 03:00	buy	19	0.01	1.63019	0.00000	0.00000
38	2010.01.14 05:00	close	19	0.01	1.62883	0.00000	0.00000	-1.36	9957.21
39	2010.01.14 06:00	sell	20	0.01	1.62828	0.00000	0.00000
40	2010.01.14 15:00	close	20	0.01	1.63165	0.00000	0.00000	-3.37	9953.84
41	2010.01.14 16:00	buy	21	0.01	1.62959	0.00000	0.00000
42	2010.01.14 22:00	close	21	0.01	1.63238	0.00000	0.00000	2.79	9956.63
43	2010.01.14 23:00	sell	22	0.01	1.63328	0.00000	0.00000
44	2010.01.15 06:00	close	22	0.01	1.63398	0.00000	0.00000	-0.72	9955.91
45	2010.01.15 07:00	buy	23	0.01	1.63405	0.00000	0.00000
46	2010.01.15 09:00	close	23	0.01	1.63319	0.00000	0.00000	-0.86	9955.05
47	2010.01.15 10:00	sell	24	0.01	1.63289	0.00000	0.00000
48	2010.01.15 14:00	close	24	0.01	1.63141	0.00000	0.00000	1.48	9956.53
49	2010.01.15 15:00	buy	25	0.01	1.62947	0.00000	0.00000
50	2010.01.18 11:00	close	25	0.01	1.63409	0.00000	0.00000	4.62	9961.15
51	2010.01.18 12:00	sell	26	0.01	1.63565	0.00000	0.00000
52	2010.01.18 13:00	close	26	0.01	1.63415	0.00000	0.00000	1.50	9962.65
53	2010.01.18 14:00	sell	27	0.01	1.63351	0.00000	0.00000
54	2010.01.18 15:00	close	27	0.01	1.63112	0.00000	0.00000	2.39	9965.04
55	2010.01.18 16:00	buy	28	0.01	1.63228	0.00000	0.00000
56	2010.01.19 04:00	close	28	0.01	1.64075	0.00000	0.00000	8.47	9973.51
57	2010.01.19 05:00	sell	29	0.01	1.64145	0.00000	0.00000
58	2010.01.19 11:00	close	29	0.01	1.64204	0.00000	0.00000	-0.59	9972.92
59	2010.01.19 12:00	buy	30	0.01	1.63882	0.00000	0.00000
60	2010.01.19 23:00	close	30	0.01	1.63587	0.00000	0.00000	-2.95	9969.97
61	2010.01.20 00:00	sell	31	0.01	1.63620	0.00000	0.00000
62	2010.01.20 08:00	close	31	0.01	1.63219	0.00000	0.00000	4.01	9973.98
63	2010.01.20 09:00	buy	32	0.01	1.62745	0.00000	0.00000
64	2010.01.21 03:00	close	32	0.01	1.62725	0.00000	0.00000	-0.20	9973.78
65	2010.01.21 04:00	sell	33	0.01	1.62530	0.00000	0.00000
66	2010.01.21 08:00	close	33	0.01	1.62939	0.00000	0.00000	-4.09	9969.69
67	2010.01.21 09:00	buy	34	0.01	1.62356	0.00000	0.00000
68	2010.01.21 22:00	close	34	0.01	1.61964	0.00000	0.00000	-3.92	9965.77
69	2010.01.21 23:00	sell	35	0.01	1.61912	0.00000	0.00000
70	2010.01.22 18:00	close	35	0.01	1.61224	0.00000	0.00000	6.85	9972.63
71	2010.01.22 19:00	buy	36	0.01	1.61374	0.00000	0.00000
72	2010.01.25 13:00	close	36	0.01	1.61477	0.00000	0.00000	1.03	9973.66
73	2010.01.25 14:00	sell	37	0.01	1.61336	0.00000	0.00000
74	2010.01.26 08:00	close	37	0.01	1.62383	0.00000	0.00000	-10.50	9963.17
75	2010.01.26 09:00	buy	38	0.01	1.62311	0.00000	0.00000
76	2010.01.26 11:00	close	38	0.01	1.61371	0.00000	0.00000	-9.40	9953.77
77	2010.01.26 12:00	sell	39	0.01	1.61196	0.00000	0.00000
78	2010.01.26 14:00	close	39	0.01	1.61478	0.00000	0.00000	-2.82	9950.95
79	2010.01.26 15:00	buy	40	0.01	1.61116	0.00000	0.00000
80	2010.01.27 04:00	close	40	0.01	1.61317	0.00000	0.00000	2.01	9952.96
81	2010.01.27 05:00	sell	41	0.01	1.61271	0.00000	0.00000
82	2010.01.27 06:00	close	41	0.01	1.61336	0.00000	0.00000	-0.65	9952.31
83	2010.01.27 07:00	buy	42	0.01	1.61301	0.00000	0.00000
84	2010.01.27 16:00	close	42	0.01	1.61901	0.00000	0.00000	6.00	9958.31
85	2010.01.27 17:00	sell	43	0.01	1.61900	0.00000	0.00000
86	2010.01.28 00:00	close	43	0.01	1.61832	0.00000	0.00000	0.60	9958.91
87	2010.01.28 01:00	buy	44	0.01	1.61813	0.00000	0.00000
88	2010.01.28 07:00	close	44	0.01	1.61800	0.00000	0.00000	-0.13	9958.78
89	2010.01.28 08:00	sell	45	0.01	1.62018	0.00000	0.00000
90	2010.01.28 23:00	close	45	0.01	1.61398	0.00000	0.00000	6.20	9964.98
91	2010.01.29 00:00	buy	46	0.01	1.61299	0.00000	0.00000
92	2010.01.29 11:00	close	46	0.01	1.61477	0.00000	0.00000	1.78	9966.76
93	2010.01.29 12:00	sell	47	0.01	1.61484	0.00000	0.00000
94	2010.01.29 19:00	close	47	0.01	1.60170	0.00000	0.00000	13.14	9979.90
95	2010.01.29 20:00	buy	48	0.01	1.60176	0.00000	0.00000
96	2010.02.01 20:00	close	48	0.01	1.59376	0.00000	0.00000	-8.00	9971.90
97	2010.02.01 21:00	sell	49	0.01	1.59530	0.00000	0.00000
98	2010.02.02 13:00	close	49	0.01	1.59442	0.00000	0.00000	0.85	9972.76
99	2010.02.02 14:00	buy	50	0.01	1.59422	0.00000	0.00000
100	2010.02.02 23:00	close	50	0.01	1.59697	0.00000	0.00000	2.75	9975.51
101	2010.02.03 00:00	sell	51	0.01	1.59757	0.00000	0.00000
102	2010.02.03 16:00	close	51	0.01	1.59681	0.00000	0.00000	0.76	9976.27
103	2010.02.03 17:00	buy	52	0.01	1.59404	0.00000	0.00000
104	2010.02.04 22:00	close	52	0.01	1.57530	0.00000	0.00000	-18.74	9957.53
105	2010.02.04 23:00	sell	53	0.01	1.57512	0.00000	0.00000
106	2010.02.05 04:00	close	53	0.01	1.57538	0.00000	0.00000	-0.29	9957.25
107	2010.02.05 05:00	buy	54	0.01	1.57474	0.00000	0.00000
108	2010.02.05 16:00	close	54	0.01	1.56376	0.00000	0.00000	-10.98	9946.27
109	2010.02.05 17:00	sell	55	0.01	1.56434	0.00000	0.00000
110	2010.02.05 21:00	close	55	0.01	1.56083	0.00000	0.00000	3.51	9949.78
111	2010.02.05 22:00	buy	56	0.01	1.56348	0.00000	0.00000
112	2010.02.08 04:00	close	56	0.01	1.56059	0.00000	0.00000	-2.89	9946.89
113	2010.02.08 05:00	sell	57	0.01	1.56052	0.00000	0.00000
114	2010.02.08 10:00	close	57	0.01	1.56237	0.00000	0.00000	-1.85	9945.04
115	2010.02.08 11:00	buy	58	0.01	1.55807	0.00000	0.00000
116	2010.02.08 20:00	close	58	0.01	1.56204	0.00000	0.00000	3.97	9949.01
117	2010.02.08 21:00	sell	59	0.01	1.56113	0.00000	0.00000
118	2010.02.09 03:00	close	59	0.01	1.56054	0.00000	0.00000	0.56	9949.57
119	2010.02.09 04:00	buy	60	0.01	1.56025	0.00000	0.00000
120	2010.02.09 10:00	close	60	0.01	1.55869	0.00000	0.00000	-1.56	9948.01
121	2010.02.09 11:00	sell	61	0.01	1.55850	0.00000	0.00000
122	2010.02.09 14:00	close	61	0.01	1.56395	0.00000	0.00000	-5.45	9942.56
123	2010.02.09 15:00	buy	62	0.01	1.56278	0.00000	0.00000
124	2010.02.10 00:00	close	62	0.01	1.57080	0.00000	0.00000	8.02	9950.58
125	2010.02.10 01:00	sell	63	0.01	1.56926	0.00000	0.00000
126	2010.02.10 08:00	close	63	0.01	1.56882	0.00000	0.00000	0.44	9951.02
127	2010.02.10 09:00	buy	64	0.01	1.56689	0.00000	0.00000
128	2010.02.10 12:00	close	64	0.01	1.56848	0.00000	0.00000	1.59	9952.61
129	2010.02.10 13:00	sell	65	0.01	1.56572	0.00000	0.00000
130	2010.02.10 18:00	close	65	0.01	1.56089	0.00000	0.00000	4.83	9957.44
131	2010.02.10 19:00	buy	66	0.01	1.56176	0.00000	0.00000
132	2010.02.11 08:00	close	66	0.01	1.56224	0.00000	0.00000	0.48	9957.93
133	2010.02.11 09:00	sell	67	0.01	1.56061	0.00000	0.00000
134	2010.02.11 13:00	close	67	0.01	1.56355	0.00000	0.00000	-2.94	9954.99
135	2010.02.11 14:00	buy	68	0.01	1.56288	0.00000	0.00000
136	2010.02.11 16:00	close	68	0.01	1.55978	0.00000	0.00000	-3.10	9951.89
137	2010.02.11 17:00	sell	69	0.01	1.56108	0.00000	0.00000
138	2010.02.12 15:00	close	69	0.01	1.56347	0.00000	0.00000	-2.42	9949.47
139	2010.02.12 16:00	buy	70	0.01	1.56495	0.00000	0.00000
140	2010.02.15 01:00	close	70	0.01	1.56651	0.00000	0.00000	1.56	9951.03
141	2010.02.15 02:00	sell	71	0.01	1.56624	0.00000	0.00000
142	2010.02.15 10:00	close	71	0.01	1.56794	0.00000	0.00000	-1.70	9949.33
143	2010.02.15 11:00	buy	72	0.01	1.56780	0.00000	0.00000
144	2010.02.15 15:00	close	72	0.01	1.56639	0.00000	0.00000	-1.41	9947.92
145	2010.02.15 16:00	sell	73	0.01	1.56629	0.00000	0.00000
146	2010.02.15 20:00	close	73	0.01	1.56714	0.00000	0.00000	-0.85	9947.07
147	2010.02.15 21:00	buy	74	0.01	1.56664	0.00000	0.00000
148	2010.02.16 11:00	close	74	0.01	1.56838	0.00000	0.00000	1.74	9948.81
149	2010.02.16 12:00	sell	75	0.01	1.56854	0.00000	0.00000
150	2010.02.16 17:00	close	75	0.01	1.56808	0.00000	0.00000	0.46	9949.27
151	2010.02.16 18:00	buy	76	0.01	1.57371	0.00000	0.00000
152	2010.02.17 00:00	close	76	0.01	1.57823	0.00000	0.00000	4.52	9953.79
153	2010.02.17 01:00	sell	77	0.01	1.57823	0.00000	0.00000
154	2010.02.17 09:00	close	77	0.01	1.58047	0.00000	0.00000	-2.24	9951.55
155	2010.02.17 10:00	buy	78	0.01	1.57851	0.00000	0.00000
156	2010.02.17 15:00	close	78	0.01	1.57638	0.00000	0.00000	-2.13	9949.42
157	2010.02.17 16:00	sell	79	0.01	1.57642	0.00000	0.00000
158	2010.02.18 00:00	close	79	0.01	1.56861	0.00000	0.00000	7.73	9957.16
159	2010.02.18 01:00	buy	80	0.01	1.56836	0.00000	0.00000
160	2010.02.18 18:00	close	80	0.01	1.55807	0.00000	0.00000	-10.29	9946.87
161	2010.02.18 19:00	sell	81	0.01	1.56015	0.00000	0.00000
162	2010.02.19 04:00	close	81	0.01	1.54414	0.00000	0.00000	15.99	9962.85
163	2010.02.19 05:00	buy	82	0.01	1.54344	0.00000	0.00000
164	2010.02.19 22:00	close	82	0.01	1.54534	0.00000	0.00000	1.90	9964.75
165	2010.02.22 00:00	sell	83	0.01	1.54548	0.00000	0.00000
166	2010.02.22 21:00	close	83	0.01	1.54935	0.00000	0.00000	-3.87	9960.88
167	2010.02.22 22:00	buy	84	0.01	1.54845	0.00000	0.00000
168	2010.02.23 02:00	close	84	0.01	1.54865	0.00000	0.00000	0.20	9961.09
169	2010.02.23 03:00	sell	85	0.01	1.54940	0.00000	0.00000
170	2010.02.23 15:00	close	85	0.01	1.54454	0.00000	0.00000	4.86	9965.95
171	2010.02.23 16:00	buy	86	0.01	1.54460	0.00000	0.00000
172	2010.02.24 05:00	close	86	0.01	1.54514	0.00000	0.00000	0.54	9966.49
173	2010.02.24 06:00	sell	87	0.01	1.54462	0.00000	0.00000
174	2010.02.24 12:00	close	87	0.01	1.54598	0.00000	0.00000	-1.36	9965.13
175	2010.02.24 13:00	buy	88	0.01	1.54534	0.00000	0.00000
176	2010.02.24 19:00	close	88	0.01	1.54148	0.00000	0.00000	-3.86	9961.27
177	2010.02.24 20:00	sell	89	0.01	1.54107	0.00000	0.00000
178	2010.02.25 12:00	close	89	0.01	1.53075	0.00000	0.00000	10.25	9971.51
179	2010.02.25 13:00	buy	90	0.01	1.53107	0.00000	0.00000
180	2010.02.26 01:00	close	90	0.01	1.52394	0.00000	0.00000	-7.13	9964.38
181	2010.02.26 02:00	sell	91	0.01	1.52453	0.00000	0.00000
182	2010.02.26 17:00	close	91	0.01	1.52293	0.00000	0.00000	1.60	9965.98
183	2010.02.26 18:00	buy	92	0.01	1.52437	0.00000	0.00000
184	2010.02.26 22:59	close at stop	92	0.01	1.52334	0.00000	0.00000	-1.03	9964.95