Report Result : st+L+2stor-V1_M - Desynced Forex Repository

Strategy Tester Report

st+L+2stor-V1_M

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=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016;

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

Initial deposit	10000.00
Total net profit	1642.40	Gross profit	1642.40	Gross loss	0.00
Profit factor		Expected payoff	54.75
Absolute drawdown	533.30	Maximal drawdown	1034.00 (9.62%)	Relative drawdown	9.64% (1010.30)

Total trades	30	Short positions (won %)	20 (100.00%)	Long positions (won %)	10 (100.00%)
		Profit trades (% of total)	30 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	210.00	loss trade	0.00
Average		profit trade	54.75	loss trade	0.00
Maximum		consecutive wins (profit in money)	30 (1642.40)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	1642.40 (30)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	30	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 03:00	buy	1	1.00	1.60791	0.00000	0.00000
2	2010.01.05 03:15	close	1	1.00	1.60857	0.00000	0.00000	66.00	10066.00
3	2010.01.05 03:17	buy	2	1.00	1.60850	0.00000	0.00000
4	2010.01.05 03:20	close	2	1.00	1.60921	0.00000	0.00000	71.00	10137.00
5	2010.01.05 03:22	buy	3	1.00	1.60893	0.00000	0.00000
6	2010.01.05 03:45	close	3	1.00	1.60911	0.00000	0.00000	18.00	10155.00
7	2010.01.05 03:47	buy	4	1.00	1.60910	0.00000	0.00000
8	2010.01.05 03:50	close	4	1.00	1.60956	0.00000	0.00000	46.00	10201.00
9	2010.01.05 03:52	buy	5	1.00	1.60940	0.00000	0.00000
10	2010.01.05 04:02	close	5	1.00	1.60973	0.00000	0.00000	33.00	10234.00
11	2010.01.12 05:10	buy	6	1.00	1.60826	0.00000	0.00000
12	2010.01.12 05:15	close	6	1.00	1.60854	0.00000	0.00000	28.00	10262.00
13	2010.01.20 10:20	buy	7	1.00	1.63079	0.00000	0.00000
14	2010.01.20 10:32	close	7	1.00	1.63190	0.00000	0.00000	111.00	10373.00
15	2010.01.20 10:40	buy	8	1.00	1.63104	0.00000	0.00000
16	2010.01.20 10:42	close	8	1.00	1.63123	0.00000	0.00000	19.00	10392.00
17	2010.01.20 10:45	buy	9	1.00	1.63005	0.00000	0.00000
18	2010.01.20 10:47	close	9	1.00	1.63024	0.00000	0.00000	19.00	10411.00
19	2010.01.20 10:57	buy	10	1.00	1.63005	0.00000	0.00000
20	2010.01.20 11:07	close	10	1.00	1.63035	0.00000	0.00000	30.00	10441.00
21	2010.01.22 12:00	sell	11	1.00	1.62433	0.00000	0.00000
22	2010.01.22 12:05	close	11	1.00	1.62397	0.00000	0.00000	36.00	10477.00
23	2010.01.25 16:20	sell	12	1.00	1.61684	0.00000	0.00000
24	2010.01.26 10:40	close	12	1.00	1.61513	0.00000	0.00000	168.70	10645.70
25	2010.02.03 01:02	sell	13	1.00	1.59838	0.00000	0.00000
26	2010.02.03 03:20	close	13	1.00	1.59753	0.00000	0.00000	85.00	10730.70
27	2010.02.03 03:22	sell	14	1.00	1.59780	0.00000	0.00000
28	2010.02.03 03:30	close	14	1.00	1.59762	0.00000	0.00000	18.00	10748.70
29	2010.02.03 03:32	sell	15	1.00	1.59675	0.00000	0.00000
30	2010.02.03 13:20	close	15	1.00	1.59632	0.00000	0.00000	43.00	10791.70
31	2010.02.09 23:00	sell	16	1.00	1.57167	0.00000	0.00000
32	2010.02.09 23:02	close	16	1.00	1.57137	0.00000	0.00000	30.00	10821.70
33	2010.02.09 23:05	sell	17	1.00	1.57132	0.00000	0.00000
34	2010.02.09 23:50	close	17	1.00	1.57065	0.00000	0.00000	67.00	10888.70
35	2010.02.09 23:52	sell	18	1.00	1.57092	0.00000	0.00000
36	2010.02.10 00:02	close	18	1.00	1.57044	0.00000	0.00000	45.70	10934.40
37	2010.02.12 08:16	sell	19	1.00	1.56798	0.00000	0.00000
38	2010.02.12 08:32	close	19	1.00	1.56761	0.00000	0.00000	37.00	10971.40
39	2010.02.12 08:35	sell	20	1.00	1.56796	0.00000	0.00000
40	2010.02.12 08:37	close	20	1.00	1.56712	0.00000	0.00000	84.00	11055.40
41	2010.02.12 10:30	sell	21	1.00	1.56810	0.00000	0.00000
42	2010.02.12 10:45	close	21	1.00	1.56679	0.00000	0.00000	131.00	11186.40
43	2010.02.22 03:00	sell	22	1.00	1.54843	0.00000	0.00000
44	2010.02.22 03:15	close	22	1.00	1.54812	0.00000	0.00000	31.00	11217.40
45	2010.02.22 03:17	sell	23	1.00	1.54809	0.00000	0.00000
46	2010.02.22 03:20	close	23	1.00	1.54769	0.00000	0.00000	40.00	11257.40
47	2010.02.22 03:22	sell	24	1.00	1.54776	0.00000	0.00000
48	2010.02.22 03:32	close	24	1.00	1.54725	0.00000	0.00000	51.00	11308.40
49	2010.02.22 03:35	sell	25	1.00	1.54729	0.00000	0.00000
50	2010.02.22 03:37	close	25	1.00	1.54707	0.00000	0.00000	22.00	11330.40
51	2010.02.22 03:40	sell	26	1.00	1.54782	0.00000	0.00000
52	2010.02.22 05:32	close	26	1.00	1.54767	0.00000	0.00000	15.00	11345.40
53	2010.02.22 05:35	sell	27	1.00	1.54758	0.00000	0.00000
54	2010.02.22 07:20	close	27	1.00	1.54732	0.00000	0.00000	26.00	11371.40
55	2010.02.22 21:45	sell	28	1.00	1.54843	0.00000	0.00000
56	2010.02.22 21:50	close	28	1.00	1.54795	0.00000	0.00000	48.00	11419.40
57	2010.02.22 21:52	sell	29	1.00	1.54812	0.00000	0.00000
58	2010.02.22 22:15	close	29	1.00	1.54799	0.00000	0.00000	13.00	11432.40
59	2010.02.23 01:59	sell	30	1.00	1.54860	0.00000	0.00000
60	2010.02.23 10:20	close	30	1.00	1.54650	0.00000	0.00000	210.00	11642.40