Report Result : Tolik - Desynced Forex Repository

Strategy Tester Report

Tolik

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		TakeProfit=50; Lots=0.1; StopLoss=50; TralingStop=35; FirstStop=24; ten_sen=9; kij_sen=26; sen_span_b=52; mail_users="""; FreeMargin=500; MathLots=300;

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

Initial deposit	10000.00
Total net profit	-9702.30	Gross profit	12002.50	Gross loss	-21704.80
Profit factor	0.55	Expected payoff	-164.45
Absolute drawdown	9702.30	Maximal drawdown	17481.70 (98.33%)	Relative drawdown	98.33% (17481.70)

Total trades	59	Short positions (won %)	33 (78.79%)	Long positions (won %)	26 (84.62%)
		Profit trades (% of total)	48 (81.36%)	Loss trades (% of total)	11 (18.64%)
Largest		profit trade	582.40	loss trade	-17446.30
Average		profit trade	250.05	loss trade	-1973.16
Maximum		consecutive wins (profit in money)	15 (4239.70)	consecutive losses (loss in money)	3 (-252.00)
Maximal		consecutive profit (count of wins)	4239.70 (15)	consecutive loss (count of losses)	-17446.30 (1)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 09:32	sell	1	3.30	1.60292	0.00000	1.60242
2	2010.01.05 11:20	t/p	1	3.30	1.60242	0.00000	1.60242	165.00	10165.00
3	2010.01.05 11:20	sell	2	3.40	1.60208	0.00000	1.60158
4	2010.01.05 11:45	t/p	2	3.40	1.60158	0.00000	1.60158	170.00	10335.00
5	2010.01.05 11:45	sell	3	3.40	1.60090	0.00000	1.60040
6	2010.01.05 11:50	t/p	3	3.40	1.60040	0.00000	1.60040	170.00	10505.00
7	2010.01.05 11:50	sell	4	3.50	1.59926	0.00000	1.59876
8	2010.01.05 12:02	modify	4	3.50	1.59926	1.59950	1.59850
9	2010.01.05 12:07	modify	4	3.50	1.59926	1.59915	1.59830
10	2010.01.05 12:10	s/l	4	3.50	1.59915	1.59915	1.59830	38.50	10543.50
11	2010.01.05 14:15	sell	5	3.50	1.60334	0.00000	1.60284
12	2010.01.05 14:20	t/p	5	3.50	1.60284	0.00000	1.60284	175.00	10718.50
13	2010.01.05 14:20	sell	6	3.60	1.60260	0.00000	1.60210
14	2010.01.05 14:32	t/p	6	3.60	1.60210	0.00000	1.60210	180.00	10898.50
15	2010.01.05 14:32	sell	7	3.60	1.60085	0.00000	1.60035
16	2010.01.05 14:37	modify	7	3.60	1.60085	1.60108	1.60008
17	2010.01.05 14:40	s/l	7	3.60	1.60108	1.60108	1.60008	-82.80	10815.70
18	2010.01.05 14:40	sell	8	3.60	1.60219	0.00000	1.60169
19	2010.01.05 14:42	modify	8	3.60	1.60219	1.60242	1.60142
20	2010.01.05 14:45	s/l	8	3.60	1.60242	1.60242	1.60142	-82.80	10732.90
21	2010.01.05 14:45	sell	9	3.60	1.60319	0.00000	1.60269
22	2010.01.05 14:47	modify	9	3.60	1.60319	1.60343	1.60243
23	2010.01.05 14:50	s/l	9	3.60	1.60343	1.60343	1.60243	-86.40	10646.50
24	2010.01.05 14:57	sell	10	3.50	1.60286	0.00000	1.60236
25	2010.01.05 15:02	t/p	10	3.50	1.60236	0.00000	1.60236	175.00	10821.50
26	2010.01.05 15:02	sell	11	3.60	1.60174	0.00000	1.60124
27	2010.01.05 17:20	t/p	11	3.60	1.60124	0.00000	1.60124	180.00	11001.50
28	2010.01.05 17:20	sell	12	3.70	1.60085	0.00000	1.60035
29	2010.01.05 17:40	modify	12	3.70	1.60085	1.60111	1.60011
30	2010.01.05 17:45	t/p	12	3.70	1.60011	1.60111	1.60011	273.80	11275.30
31	2010.01.05 17:45	sell	13	3.80	1.59969	0.00000	1.59919
32	2010.01.05 17:50	t/p	13	3.80	1.59919	0.00000	1.59919	190.00	11465.30
33	2010.01.05 17:50	sell	14	3.80	1.59855	0.00000	1.59805
34	2010.01.05 19:15	t/p	14	3.80	1.59805	0.00000	1.59805	190.00	11655.30
35	2010.01.08 11:07	buy	15	3.90	1.60327	0.00000	1.60377
36	2010.01.08 14:40	t/p	15	3.90	1.60377	0.00000	1.60377	195.00	11850.30
37	2010.01.08 14:40	buy	16	4.00	1.60540	0.00000	1.60590
38	2010.01.08 14:45	t/p	16	4.00	1.60590	0.00000	1.60590	200.00	12050.30
39	2010.01.08 14:45	buy	17	4.00	1.60823	0.00000	1.60873
40	2010.01.08 14:50	t/p	17	4.00	1.60873	0.00000	1.60873	200.00	12250.30
41	2010.01.08 14:50	buy	18	4.10	1.61105	0.00000	1.61155
42	2010.01.11 08:15	t/p	18	4.10	1.61155	0.00000	1.61155	205.00	12455.30
43	2010.01.15 17:32	sell	19	4.20	1.62133	0.00000	1.62083
44	2010.01.15 17:37	modify	19	4.20	1.62133	1.62159	1.62059
45	2010.01.15 17:40	s/l	19	4.20	1.62159	1.62159	1.62059	-109.20	12346.10
46	2010.01.20 03:20	sell	20	4.10	1.63074	0.00000	1.63024
47	2010.01.20 05:15	modify	20	4.10	1.63074	1.63098	1.62998
48	2010.01.20 05:20	t/p	20	4.10	1.62998	1.63098	1.62998	311.60	12657.70
49	2010.01.20 05:20	sell	21	4.20	1.62957	0.00000	1.62907
50	2010.01.20 06:45	t/p	21	4.20	1.62907	0.00000	1.62907	210.00	12867.70
51	2010.01.20 06:45	sell	22	4.30	1.62897	0.00000	1.62847
52	2010.01.20 06:50	t/p	22	4.30	1.62847	0.00000	1.62847	215.00	13082.70
53	2010.01.20 06:50	sell	23	4.40	1.62807	0.00000	1.62757
54	2010.01.20 08:40	modify	23	4.40	1.62807	1.62830	1.62730
55	2010.01.20 08:46	t/p	23	4.40	1.62730	1.62830	1.62730	338.80	13421.50
56	2010.01.20 08:46	sell	24	4.50	1.62650	0.00000	1.62600
57	2010.01.20 09:15	t/p	24	4.50	1.62600	0.00000	1.62600	225.00	13646.50
58	2010.01.25 16:50	buy	25	4.50	1.62148	0.00000	1.62198
59	2010.01.25 17:15	t/p	25	4.50	1.62198	0.00000	1.62198	225.00	13871.50
60	2010.01.25 17:15	buy	26	4.60	1.62249	0.00000	1.62299
61	2010.01.25 17:20	t/p	26	4.60	1.62299	0.00000	1.62299	230.00	14101.50
62	2010.01.25 17:20	buy	27	4.70	1.62329	0.00000	1.62379
63	2010.01.25 17:45	t/p	27	4.70	1.62379	0.00000	1.62379	235.00	14336.50
64	2010.01.25 17:45	buy	28	4.80	1.62415	0.00000	1.62465
65	2010.01.25 17:50	t/p	28	4.80	1.62465	0.00000	1.62465	240.00	14576.50
66	2010.01.25 17:50	buy	29	4.90	1.62478	0.00000	1.62528
67	2010.01.25 20:32	t/p	29	4.90	1.62528	0.00000	1.62528	245.00	14821.50
68	2010.01.26 06:52	buy	30	4.90	1.61958	0.00000	1.62008
69	2010.01.26 06:57	modify	30	4.90	1.61958	1.61939	1.62039
70	2010.01.26 06:59	t/p	30	4.90	1.62039	1.61939	1.62039	396.90	15218.40
71	2010.01.26 06:59	buy	31	5.10	1.62062	0.00000	1.62112
72	2010.01.26 07:02	t/p	31	5.10	1.62112	0.00000	1.62112	255.00	15473.40
73	2010.01.27 10:47	sell	32	5.20	1.61777	0.00000	1.61727
74	2010.01.27 18:50	t/p	32	5.20	1.61727	0.00000	1.61727	260.00	15733.40
75	2010.01.27 18:52	buy	33	5.20	1.61750	0.00000	1.61800
76	2010.01.27 18:57	modify	33	5.20	1.61750	1.61726	1.61826
77	2010.01.27 18:59	modify	33	5.20	1.61750	1.61777	1.61862
78	2010.01.27 19:02	t/p	33	5.20	1.61862	1.61777	1.61862	582.40	16315.80
79	2010.01.27 19:17	buy	34	5.40	1.61756	0.00000	1.61806
80	2010.01.27 20:02	t/p	34	5.40	1.61806	0.00000	1.61806	270.00	16585.80
81	2010.01.27 20:02	buy	35	5.50	1.61932	0.00000	1.61982
82	2010.01.27 20:07	modify	35	5.50	1.61932	1.61920	1.62020
83	2010.01.27 20:10	s/l	35	5.50	1.61920	1.61920	1.62020	-66.00	16519.80
84	2010.01.27 20:10	buy	36	5.50	1.61797	0.00000	1.61847
85	2010.01.27 20:12	modify	36	5.50	1.61797	1.61785	1.61885
86	2010.01.27 20:15	s/l	36	5.50	1.61785	1.61785	1.61885	-66.00	16453.80
87	2010.01.27 20:45	buy	37	5.50	1.61814	0.00000	1.61864
88	2010.01.27 20:50	t/p	37	5.50	1.61864	0.00000	1.61864	275.00	16728.80
89	2010.01.27 20:50	buy	38	5.60	1.61946	0.00000	1.61996
90	2010.01.28 00:50	close	38	5.60	1.61785	0.00000	1.61996	-901.60	15827.20
91	2010.01.28 00:53	sell	39	5.30	1.61795	0.00000	1.61745
92	2010.01.28 00:56	modify	39	5.30	1.61795	1.61820	1.61720
93	2010.01.28 00:59	modify	39	5.30	1.61795	1.61799	1.61714
94	2010.01.28 01:02	s/l	39	5.30	1.61799	1.61799	1.61714	-21.20	15806.00
95	2010.01.28 01:10	sell	40	5.30	1.61780	0.00000	1.61730
96	2010.01.28 01:20	modify	40	5.30	1.61780	1.61785	1.61685
97	2010.01.28 01:22	modify	40	5.30	1.61780	1.61785	1.61700
98	2010.01.28 01:25	modify	40	5.30	1.61780	1.61777	1.61692
99	2010.01.28 01:30	modify	40	5.30	1.61780	1.61771	1.61686
100	2010.01.28 01:37	s/l	40	5.30	1.61771	1.61771	1.61686	47.70	15853.70
101	2010.01.28 01:37	sell	41	5.30	1.61780	0.00000	1.61730
102	2010.01.28 01:40	t/p	41	5.30	1.61730	0.00000	1.61730	265.00	16118.70
103	2010.01.28 01:40	sell	42	5.40	1.61704	0.00000	1.61654
104	2010.01.28 01:45	t/p	42	5.40	1.61654	0.00000	1.61654	270.00	16388.70
105	2010.01.28 01:45	sell	43	5.50	1.61646	0.00000	1.61596
106	2010.01.28 01:50	t/p	43	5.50	1.61596	0.00000	1.61596	275.00	16663.70
107	2010.01.28 01:50	sell	44	5.60	1.61570	0.00000	1.61520
108	2010.01.28 02:45	modify	44	5.60	1.61570	1.61577	1.61477
109	2010.01.28 02:50	t/p	44	5.60	1.61477	1.61577	1.61477	520.80	17184.50
110	2010.01.28 02:50	sell	45	5.70	1.61359	0.00000	1.61309
111	2010.01.28 07:10	close	45	5.70	1.61855	0.00000	1.61309	-2827.20	14357.30
112	2010.01.28 07:12	buy	46	4.80	1.61836	0.00000	1.61886
113	2010.01.28 07:15	t/p	46	4.80	1.61886	0.00000	1.61886	240.00	14597.30
114	2010.01.28 07:15	buy	47	4.90	1.61914	0.00000	1.61964
115	2010.01.28 07:20	t/p	47	4.90	1.61964	0.00000	1.61964	245.00	14842.30
116	2010.01.28 07:20	buy	48	4.90	1.61973	0.00000	1.62023
117	2010.01.28 07:50	t/p	48	4.90	1.62023	0.00000	1.62023	245.00	15087.30
118	2010.01.28 07:50	buy	49	5.00	1.62030	0.00000	1.62080
119	2010.01.28 08:10	t/p	49	5.00	1.62080	0.00000	1.62080	250.00	15337.30
120	2010.01.29 09:52	sell	50	5.10	1.61737	0.00000	1.61687
121	2010.01.29 09:57	modify	50	5.10	1.61737	1.61740	1.61640
122	2010.01.29 10:02	s/l	50	5.10	1.61740	1.61740	1.61640	-15.30	15322.00
123	2010.01.29 10:10	sell	51	5.10	1.61647	0.00000	1.61597
124	2010.01.29 10:15	t/p	51	5.10	1.61597	0.00000	1.61597	255.00	15577.00
125	2010.01.29 10:15	sell	52	5.20	1.61544	0.00000	1.61494
126	2010.01.29 10:20	t/p	52	5.20	1.61494	0.00000	1.61494	260.00	15837.00
127	2010.01.29 10:20	sell	53	5.30	1.61407	0.00000	1.61357
128	2010.01.29 10:32	t/p	53	5.30	1.61357	0.00000	1.61357	265.00	16102.00
129	2010.01.29 10:32	sell	54	5.40	1.61310	0.00000	1.61260
130	2010.01.29 13:15	t/p	54	5.40	1.61260	0.00000	1.61260	270.00	16372.00
131	2010.02.03 07:10	buy	55	5.50	1.60157	0.00000	1.60207
132	2010.02.03 07:15	t/p	55	5.50	1.60207	0.00000	1.60207	275.00	16647.00
133	2010.02.03 07:15	buy	56	5.50	1.60245	0.00000	1.60295
134	2010.02.03 07:20	t/p	56	5.50	1.60295	0.00000	1.60295	275.00	16922.00
135	2010.02.03 07:20	buy	57	5.60	1.60333	0.00000	1.60383
136	2010.02.03 08:15	modify	57	5.60	1.60333	1.60328	1.60428
137	2010.02.03 08:20	t/p	57	5.60	1.60428	1.60328	1.60428	532.00	17454.00
138	2010.02.03 10:57	buy	58	5.80	1.60200	0.00000	1.60250
139	2010.02.03 10:59	t/p	58	5.80	1.60250	0.00000	1.60250	290.00	17744.00
140	2010.02.03 10:59	buy	59	5.90	1.60258	0.00000	1.60308
141	2010.02.04 17:50	close at stop	59	5.90	1.57301	0.00000	1.60308	-17446.30	297.70