Report Result : Synthetic_VIX EA - Desynced Forex Repository

Strategy Tester Report

Download Synthetic_VIX EA

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		S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;

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

Initial deposit	10000.00
Total net profit	-1601.21	Gross profit	822.14	Gross loss	-2423.35
Profit factor	0.34	Expected payoff	-20.53
Absolute drawdown	1682.81	Maximal drawdown	1829.40 (18.03%)	Relative drawdown	18.03% (1829.40)

Total trades	78	Short positions (won %)	39 (33.33%)	Long positions (won %)	39 (20.51%)
		Profit trades (% of total)	21 (26.92%)	Loss trades (% of total)	57 (73.08%)
Largest		profit trade	365.51	loss trade	-139.07
Average		profit trade	39.15	loss trade	-42.51
Maximum		consecutive wins (profit in money)	4 (97.81)	consecutive losses (loss in money)	9 (-323.99)
Maximal		consecutive profit (count of wins)	381.41 (2)	consecutive loss (count of losses)	-323.99 (9)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 05:00	sell	1	0.10	1.60863	0.00000	0.00000
2	2010.01.04 06:00	buy	2	0.10	1.60946	0.00000	0.00000
3	2010.01.04 06:00	close	1	0.10	1.60946	0.00000	0.00000	-8.30	9991.70
4	2010.01.04 09:00	sell	3	0.10	1.60968	0.00000	0.00000
5	2010.01.04 09:00	close	2	0.10	1.60968	0.00000	0.00000	2.20	9993.90
6	2010.01.04 10:00	buy	4	0.10	1.61582	0.00000	0.00000
7	2010.01.04 10:00	close	3	0.10	1.61582	0.00000	0.00000	-61.40	9932.50
8	2010.01.05 10:00	sell	5	0.10	1.60436	0.00000	0.00000
9	2010.01.05 10:00	close	4	0.10	1.60436	0.00000	0.00000	-114.59	9817.91
10	2010.01.05 11:00	buy	6	0.10	1.60542	0.00000	0.00000
11	2010.01.05 11:00	close	5	0.10	1.60542	0.00000	0.00000	-10.60	9807.31
12	2010.01.05 12:00	sell	7	0.10	1.59996	0.00000	0.00000
13	2010.01.05 12:00	close	6	0.10	1.59996	0.00000	0.00000	-54.60	9752.71
14	2010.01.05 14:00	buy	8	0.10	1.60414	0.00000	0.00000
15	2010.01.05 14:00	close	7	0.10	1.60414	0.00000	0.00000	-41.80	9710.91
16	2010.01.05 18:00	sell	9	0.10	1.60068	0.00000	0.00000
17	2010.01.05 18:00	close	8	0.10	1.60068	0.00000	0.00000	-34.60	9676.31
18	2010.01.05 22:00	buy	10	0.10	1.60001	0.00000	0.00000
19	2010.01.05 22:00	close	9	0.10	1.60001	0.00000	0.00000	6.70	9683.01
20	2010.01.05 23:00	sell	11	0.10	1.59898	0.00000	0.00000
21	2010.01.05 23:00	close	10	0.10	1.59898	0.00000	0.00000	-10.30	9672.71
22	2010.01.06 07:00	buy	12	0.10	1.59685	0.00000	0.00000
23	2010.01.06 07:00	close	11	0.10	1.59685	0.00000	0.00000	21.05	9693.76
24	2010.01.07 13:00	sell	13	0.10	1.59068	0.00000	0.00000
25	2010.01.07 13:00	close	12	0.10	1.59068	0.00000	0.00000	-61.67	9632.09
26	2010.01.07 16:00	buy	14	0.10	1.59250	0.00000	0.00000
27	2010.01.07 16:00	close	13	0.10	1.59250	0.00000	0.00000	-18.20	9613.89
28	2010.01.20 07:00	sell	15	0.10	1.62904	0.00000	0.00000
29	2010.01.20 07:00	close	14	0.10	1.62904	0.00000	0.00000	365.51	9979.40
30	2010.01.20 09:00	buy	16	0.10	1.62745	0.00000	0.00000
31	2010.01.20 09:00	close	15	0.10	1.62745	0.00000	0.00000	15.90	9995.30
32	2010.01.21 12:00	sell	17	0.10	1.61354	0.00000	0.00000
33	2010.01.21 12:00	close	16	0.10	1.61354	0.00000	0.00000	-139.07	9856.23
34	2010.01.21 14:00	buy	18	0.10	1.61803	0.00000	0.00000
35	2010.01.21 14:00	close	17	0.10	1.61803	0.00000	0.00000	-44.90	9811.33
36	2010.01.21 18:00	sell	19	0.10	1.62111	0.00000	0.00000
37	2010.01.21 18:00	close	18	0.10	1.62111	0.00000	0.00000	30.80	9842.13
38	2010.01.21 19:00	buy	20	0.10	1.62152	0.00000	0.00000
39	2010.01.21 19:00	close	19	0.10	1.62152	0.00000	0.00000	-4.10	9838.03
40	2010.01.22 14:00	sell	21	0.10	1.61120	0.00000	0.00000
41	2010.01.22 14:00	close	20	0.10	1.61120	0.00000	0.00000	-103.19	9734.84
42	2010.01.25 09:00	buy	22	0.10	1.61446	0.00000	0.00000
43	2010.01.25 09:00	close	21	0.10	1.61446	0.00000	0.00000	-32.85	9701.99
44	2010.01.26 13:00	sell	23	0.10	1.61160	0.00000	0.00000
45	2010.01.26 13:00	close	22	0.10	1.61160	0.00000	0.00000	-28.59	9673.40
46	2010.01.26 14:00	buy	24	0.10	1.61478	0.00000	0.00000
47	2010.01.26 14:00	close	23	0.10	1.61478	0.00000	0.00000	-31.80	9641.60
48	2010.01.26 15:00	sell	25	0.10	1.61060	0.00000	0.00000
49	2010.01.26 15:00	close	24	0.10	1.61060	0.00000	0.00000	-41.80	9599.80
50	2010.01.26 17:00	buy	26	0.10	1.61515	0.00000	0.00000
51	2010.01.26 17:00	close	25	0.10	1.61515	0.00000	0.00000	-45.50	9554.30
52	2010.01.28 21:00	sell	27	0.10	1.61250	0.00000	0.00000
53	2010.01.28 21:00	close	26	0.10	1.61250	0.00000	0.00000	-26.46	9527.84
54	2010.01.28 22:00	buy	28	0.10	1.61347	0.00000	0.00000
55	2010.01.28 22:00	close	27	0.10	1.61347	0.00000	0.00000	-9.70	9518.14
56	2010.01.29 01:00	sell	29	0.10	1.61411	0.00000	0.00000
57	2010.01.29 01:00	close	28	0.10	1.61411	0.00000	0.00000	6.41	9524.55
58	2010.01.29 04:00	buy	30	0.10	1.61391	0.00000	0.00000
59	2010.01.29 04:00	close	29	0.10	1.61391	0.00000	0.00000	2.00	9526.55
60	2010.01.29 07:00	sell	31	0.10	1.61141	0.00000	0.00000
61	2010.01.29 07:00	close	30	0.10	1.61141	0.00000	0.00000	-25.00	9501.55
62	2010.01.29 09:00	buy	32	0.10	1.61443	0.00000	0.00000
63	2010.01.29 09:00	close	31	0.10	1.61443	0.00000	0.00000	-30.20	9471.35
64	2010.01.29 18:00	sell	33	0.10	1.60062	0.00000	0.00000
65	2010.01.29 18:00	close	32	0.10	1.60062	0.00000	0.00000	-138.10	9333.25
66	2010.02.01 16:00	buy	34	0.10	1.59358	0.00000	0.00000
67	2010.02.01 16:00	close	33	0.10	1.59358	0.00000	0.00000	70.15	9403.40
68	2010.02.03 21:00	sell	35	0.10	1.58952	0.00000	0.00000
69	2010.02.03 21:00	close	34	0.10	1.58952	0.00000	0.00000	-40.58	9362.82
70	2010.02.04 01:00	buy	36	0.10	1.59181	0.00000	0.00000
71	2010.02.04 01:00	close	35	0.10	1.59181	0.00000	0.00000	-23.65	9339.17
72	2010.02.04 02:00	sell	37	0.10	1.58967	0.00000	0.00000
73	2010.02.04 02:00	close	36	0.10	1.58967	0.00000	0.00000	-21.40	9317.77
74	2010.02.04 04:00	buy	38	0.10	1.59146	0.00000	0.00000
75	2010.02.04 04:00	close	37	0.10	1.59146	0.00000	0.00000	-17.90	9299.87
76	2010.02.04 06:00	sell	39	0.10	1.59019	0.00000	0.00000
77	2010.02.04 06:00	close	38	0.10	1.59019	0.00000	0.00000	-12.70	9287.17
78	2010.02.04 09:00	buy	40	0.10	1.58864	0.00000	0.00000
79	2010.02.04 09:00	close	39	0.10	1.58864	0.00000	0.00000	15.50	9302.67
80	2010.02.04 13:00	sell	41	0.10	1.58190	0.00000	0.00000
81	2010.02.04 13:00	close	40	0.10	1.58190	0.00000	0.00000	-67.40	9235.27
82	2010.02.04 15:00	buy	42	0.10	1.58504	0.00000	0.00000
83	2010.02.04 15:00	close	41	0.10	1.58504	0.00000	0.00000	-31.40	9203.87
84	2010.02.04 17:00	sell	43	0.10	1.57815	0.00000	0.00000
85	2010.02.04 17:00	close	42	0.10	1.57815	0.00000	0.00000	-68.90	9134.97
86	2010.02.04 20:00	buy	44	0.10	1.57737	0.00000	0.00000
87	2010.02.04 20:00	close	43	0.10	1.57737	0.00000	0.00000	7.80	9142.77
88	2010.02.04 21:00	sell	45	0.10	1.57587	0.00000	0.00000
89	2010.02.04 21:00	close	44	0.10	1.57587	0.00000	0.00000	-15.00	9127.77
90	2010.02.05 13:00	buy	46	0.10	1.57255	0.00000	0.00000
91	2010.02.05 13:00	close	45	0.10	1.57255	0.00000	0.00000	32.95	9160.72
92	2010.02.05 16:00	sell	47	0.10	1.56376	0.00000	0.00000
93	2010.02.05 16:00	close	46	0.10	1.56376	0.00000	0.00000	-87.90	9072.82
94	2010.02.05 19:00	buy	48	0.10	1.56312	0.00000	0.00000
95	2010.02.05 19:00	close	47	0.10	1.56312	0.00000	0.00000	6.40	9079.22
96	2010.02.05 20:00	sell	49	0.10	1.55600	0.00000	0.00000
97	2010.02.05 20:00	close	48	0.10	1.55600	0.00000	0.00000	-71.20	9008.02
98	2010.02.08 00:00	buy	50	0.10	1.56026	0.00000	0.00000
99	2010.02.08 00:00	close	49	0.10	1.56026	0.00000	0.00000	-42.85	8965.17
100	2010.02.08 01:00	sell	51	0.10	1.55993	0.00000	0.00000
101	2010.02.08 01:00	close	50	0.10	1.55993	0.00000	0.00000	-3.30	8961.87
102	2010.02.08 03:00	buy	52	0.10	1.56134	0.00000	0.00000
103	2010.02.08 03:00	close	51	0.10	1.56134	0.00000	0.00000	-14.10	8947.77
104	2010.02.08 08:00	sell	53	0.10	1.55453	0.00000	0.00000
105	2010.02.08 08:00	close	52	0.10	1.55453	0.00000	0.00000	-68.10	8879.67
106	2010.02.08 14:00	buy	54	0.10	1.56077	0.00000	0.00000
107	2010.02.08 14:00	close	53	0.10	1.56077	0.00000	0.00000	-62.40	8817.27
108	2010.02.10 17:00	sell	55	0.10	1.55877	0.00000	0.00000
109	2010.02.10 17:00	close	54	0.10	1.55877	0.00000	0.00000	-19.98	8797.29
110	2010.02.10 18:00	buy	56	0.10	1.56089	0.00000	0.00000
111	2010.02.10 18:00	close	55	0.10	1.56089	0.00000	0.00000	-21.20	8776.09
112	2010.02.11 09:00	sell	57	0.10	1.56061	0.00000	0.00000
113	2010.02.11 09:00	close	56	0.10	1.56061	0.00000	0.00000	-2.77	8773.32
114	2010.02.11 10:00	buy	58	0.10	1.55845	0.00000	0.00000
115	2010.02.11 10:00	close	57	0.10	1.55845	0.00000	0.00000	21.60	8794.92
116	2010.02.12 13:00	sell	59	0.10	1.56141	0.00000	0.00000
117	2010.02.12 13:00	close	58	0.10	1.56141	0.00000	0.00000	29.61	8824.53
118	2010.02.12 14:00	buy	60	0.10	1.56057	0.00000	0.00000
119	2010.02.12 14:00	close	59	0.10	1.56057	0.00000	0.00000	8.40	8832.93
120	2010.02.12 16:00	sell	61	0.10	1.56439	0.00000	0.00000
121	2010.02.12 16:00	close	60	0.10	1.56439	0.00000	0.00000	38.20	8871.13
122	2010.02.12 17:00	buy	62	0.10	1.56473	0.00000	0.00000
123	2010.02.12 17:00	close	61	0.10	1.56473	0.00000	0.00000	-3.40	8867.73
124	2010.02.18 02:00	sell	63	0.10	1.56615	0.00000	0.00000
125	2010.02.18 02:00	close	62	0.10	1.56615	0.00000	0.00000	14.26	8881.99
126	2010.02.18 05:00	buy	64	0.10	1.56695	0.00000	0.00000
127	2010.02.18 05:00	close	63	0.10	1.56695	0.00000	0.00000	-8.00	8873.99
128	2010.02.18 09:00	sell	65	0.10	1.56204	0.00000	0.00000
129	2010.02.18 09:00	close	64	0.10	1.56204	0.00000	0.00000	-49.10	8824.89
130	2010.02.18 16:00	buy	66	0.10	1.56529	0.00000	0.00000
131	2010.02.18 16:00	close	65	0.10	1.56529	0.00000	0.00000	-32.50	8792.39
132	2010.02.18 23:00	sell	67	0.10	1.55264	0.00000	0.00000
133	2010.02.18 23:00	close	66	0.10	1.55264	0.00000	0.00000	-126.50	8665.89
134	2010.02.19 21:00	buy	68	0.10	1.54690	0.00000	0.00000
135	2010.02.19 21:00	close	67	0.10	1.54690	0.00000	0.00000	57.15	8723.04
136	2010.02.23 12:00	sell	69	0.10	1.54125	0.00000	0.00000
137	2010.02.23 12:00	close	68	0.10	1.54125	0.00000	0.00000	-56.48	8666.56
138	2010.02.23 16:00	buy	70	0.10	1.54460	0.00000	0.00000
139	2010.02.23 16:00	close	69	0.10	1.54460	0.00000	0.00000	-33.50	8633.06
140	2010.02.23 17:00	sell	71	0.10	1.54491	0.00000	0.00000
141	2010.02.23 17:00	close	70	0.10	1.54491	0.00000	0.00000	3.10	8636.16
142	2010.02.23 18:00	buy	72	0.10	1.54687	0.00000	0.00000
143	2010.02.23 18:00	close	71	0.10	1.54687	0.00000	0.00000	-19.60	8616.56
144	2010.02.23 19:00	sell	73	0.10	1.54259	0.00000	0.00000
145	2010.02.23 19:00	close	72	0.10	1.54259	0.00000	0.00000	-42.80	8573.76
146	2010.02.23 21:00	buy	74	0.10	1.54490	0.00000	0.00000
147	2010.02.23 21:00	close	73	0.10	1.54490	0.00000	0.00000	-23.10	8550.66
148	2010.02.23 22:00	sell	75	0.10	1.54060	0.00000	0.00000
149	2010.02.23 22:00	close	74	0.10	1.54060	0.00000	0.00000	-43.00	8507.66
150	2010.02.24 00:00	buy	76	0.10	1.54406	0.00000	0.00000
151	2010.02.24 00:00	close	75	0.10	1.54406	0.00000	0.00000	-34.85	8472.81
152	2010.02.25 08:00	sell	77	0.10	1.53279	0.00000	0.00000
153	2010.02.25 08:00	close	76	0.10	1.53279	0.00000	0.00000	-112.67	8360.14
154	2010.02.26 00:00	buy	78	0.10	1.52612	0.00000	0.00000
155	2010.02.26 00:00	close	77	0.10	1.52612	0.00000	0.00000	66.45	8426.59
156	2010.02.26 22:59	close at stop	78	0.10	1.52334	0.00000	0.00000	-27.80	8398.79