Report Result : Super_Carry_Trade_ver1 - Desynced Forex Repository

Strategy Tester Report

Super_Carry_Trade_ver1

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		EA_MAGIC_NUM=511112; StartHour=19; LadderHeight=400; CarryBuffer=200; Slippage=3; TakeProfit=10; StopLoss=0; MoneyManagement=false; RiskPercent=0.5; Lots=0.1; MaxLots=15; MinLots=0.01;

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

Initial deposit	10000.00
Total net profit	-2916.50	Gross profit	1731.20	Gross loss	-4647.70
Profit factor	0.37	Expected payoff	-63.40
Absolute drawdown	4158.90	Maximal drawdown	5578.80 (48.85%)	Relative drawdown	48.85% (5578.80)

Total trades	46	Short positions (won %)	0 (0.00%)	Long positions (won %)	46 (43.48%)
		Profit trades (% of total)	20 (43.48%)	Loss trades (% of total)	26 (56.52%)
Largest		profit trade	154.70	loss trade	-542.50
Average		profit trade	86.56	loss trade	-178.76
Maximum		consecutive wins (profit in money)	14 (1553.60)	consecutive losses (loss in money)	22 (-4486.50)
Maximal		consecutive profit (count of wins)	1553.60 (14)	consecutive loss (count of losses)	-4486.50 (22)
Average		consecutive wins	7	consecutive losses	9

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 19:00	buy	1	0.10	1.61307	0.00000	0.00000
2	2010.01.05 19:00	buy	2	0.10	1.60075	0.00000	0.00000
3	2010.01.05 19:00	buy	3	0.10	1.60075	0.00000	0.00000
4	2010.01.06 19:00	buy	4	0.10	1.60002	0.00000	0.00000
5	2010.01.06 19:00	buy	5	0.10	1.60002	0.00000	0.00000
6	2010.01.07 19:00	buy	6	0.10	1.59474	0.00000	0.00000
7	2010.01.07 19:00	buy	7	0.10	1.59474	0.00000	0.00000
8	2010.01.08 19:02	close	7	0.10	1.60060	0.00000	0.00000	58.60	10058.60
9	2010.01.08 19:02	close	6	0.10	1.60060	0.00000	0.00000	58.60	10117.20
10	2010.01.08 19:02	close	5	0.10	1.60060	0.00000	0.00000	5.80	10123.00
11	2010.01.08 19:02	close	4	0.10	1.60060	0.00000	0.00000	5.80	10128.80
12	2010.01.08 19:02	close	3	0.10	1.60060	0.00000	0.00000	-1.50	10127.30
13	2010.01.08 19:02	close	2	0.10	1.60060	0.00000	0.00000	-1.50	10125.80
14	2010.01.08 19:02	close	1	0.10	1.60060	0.00000	0.00000	-124.70	10001.10
15	2010.01.08 19:02	buy	8	0.10	1.60116	0.00000	0.00000
16	2010.02.01 19:00	buy	9	0.10	1.59537	0.00000	0.00000
17	2010.02.01 19:00	buy	10	0.10	1.59537	0.00000	0.00000
18	2010.02.02 19:15	close	10	0.10	1.59781	0.00000	0.00000	24.40	10025.50
19	2010.02.02 19:15	close	9	0.10	1.59781	0.00000	0.00000	24.40	10049.90
20	2010.02.02 19:15	close	8	0.10	1.59781	0.00000	0.00000	-33.50	10016.40
21	2010.02.02 19:15	buy	11	0.10	1.59837	0.00000	0.00000
22	2010.02.03 19:00	buy	12	0.10	1.59210	0.00000	0.00000
23	2010.02.03 19:00	buy	13	0.10	1.59210	0.00000	0.00000
24	2010.02.04 19:00	buy	14	0.10	1.57896	0.00000	0.00000
25	2010.02.04 19:00	buy	15	0.10	1.57896	0.00000	0.00000
26	2010.02.05 19:00	buy	16	0.10	1.56312	0.00000	0.00000
27	2010.02.05 19:00	buy	17	0.10	1.56312	0.00000	0.00000
28	2010.02.08 19:00	buy	18	0.10	1.56509	0.00000	0.00000
29	2010.02.08 19:00	buy	19	0.10	1.56509	0.00000	0.00000
30	2010.02.09 19:00	buy	20	0.10	1.57068	0.00000	0.00000
31	2010.02.09 19:00	buy	21	0.10	1.57068	0.00000	0.00000
32	2010.02.10 19:00	buy	22	0.10	1.56176	0.00000	0.00000
33	2010.02.10 19:00	buy	23	0.10	1.56176	0.00000	0.00000
34	2010.02.11 19:00	buy	24	0.10	1.56840	0.00000	0.00000
35	2010.02.11 19:00	buy	25	0.10	1.56840	0.00000	0.00000
36	2010.02.12 19:00	buy	26	0.10	1.56758	0.00000	0.00000
37	2010.02.12 19:00	buy	27	0.10	1.56758	0.00000	0.00000
38	2010.02.15 19:00	buy	28	0.10	1.56630	0.00000	0.00000
39	2010.02.15 19:00	buy	29	0.10	1.56630	0.00000	0.00000
40	2010.02.16 19:00	close	29	0.10	1.57723	0.00000	0.00000	109.30	10125.70
41	2010.02.16 19:00	close	28	0.10	1.57723	0.00000	0.00000	109.30	10235.00
42	2010.02.16 19:00	close	27	0.10	1.57723	0.00000	0.00000	96.50	10331.50
43	2010.02.16 19:00	close	26	0.10	1.57723	0.00000	0.00000	96.50	10428.00
44	2010.02.16 19:00	close	25	0.10	1.57723	0.00000	0.00000	88.30	10516.30
45	2010.02.16 19:00	close	24	0.10	1.57723	0.00000	0.00000	88.30	10604.60
46	2010.02.16 19:00	close	23	0.10	1.57723	0.00000	0.00000	154.70	10759.30
47	2010.02.16 19:00	close	22	0.10	1.57723	0.00000	0.00000	154.70	10914.00
48	2010.02.16 19:00	close	21	0.10	1.57723	0.00000	0.00000	65.50	10979.50
49	2010.02.16 19:00	close	20	0.10	1.57723	0.00000	0.00000	65.50	11045.00
50	2010.02.16 19:00	close	19	0.10	1.57723	0.00000	0.00000	121.40	11166.40
51	2010.02.16 19:00	close	18	0.10	1.57723	0.00000	0.00000	121.40	11287.80
52	2010.02.16 19:00	close	17	0.10	1.57723	0.00000	0.00000	141.10	11428.90
53	2010.02.16 19:00	close	16	0.10	1.57723	0.00000	0.00000	141.10	11570.00
54	2010.02.16 19:00	close	15	0.10	1.57723	0.00000	0.00000	-17.30	11552.70
55	2010.02.16 19:00	close	14	0.10	1.57723	0.00000	0.00000	-17.30	11535.40
56	2010.02.16 19:00	close	13	0.10	1.57723	0.00000	0.00000	-148.70	11386.70
57	2010.02.16 19:00	close	12	0.10	1.57723	0.00000	0.00000	-148.70	11238.00
58	2010.02.16 19:00	close	11	0.10	1.57723	0.00000	0.00000	-211.40	11026.60
59	2010.02.16 19:00	buy	30	0.10	1.57779	0.00000	0.00000
60	2010.02.17 19:00	buy	31	0.10	1.57021	0.00000	0.00000
61	2010.02.17 19:00	buy	32	0.10	1.57021	0.00000	0.00000
62	2010.02.18 19:00	buy	33	0.10	1.56071	0.00000	0.00000
63	2010.02.18 19:00	buy	34	0.10	1.56071	0.00000	0.00000
64	2010.02.19 19:00	buy	35	0.10	1.54600	0.00000	0.00000
65	2010.02.19 19:00	buy	36	0.10	1.54600	0.00000	0.00000
66	2010.02.22 19:00	buy	37	0.10	1.54779	0.00000	0.00000
67	2010.02.22 19:00	buy	38	0.10	1.54779	0.00000	0.00000
68	2010.02.23 19:00	buy	39	0.10	1.54315	0.00000	0.00000
69	2010.02.23 19:00	buy	40	0.10	1.54315	0.00000	0.00000
70	2010.02.24 19:00	buy	41	0.10	1.54204	0.00000	0.00000
71	2010.02.24 19:00	buy	42	0.10	1.54204	0.00000	0.00000
72	2010.02.25 19:00	buy	43	0.10	1.52433	0.00000	0.00000
73	2010.02.25 19:00	buy	44	0.10	1.52433	0.00000	0.00000
74	2010.02.26 19:00	buy	45	0.10	1.52412	0.00000	0.00000
75	2010.02.26 19:00	buy	46	0.10	1.52412	0.00000	0.00000
76	2010.02.26 22:56	close at stop	46	0.10	1.52354	0.00000	0.00000	-5.80	11020.80
77	2010.02.26 22:56	close at stop	45	0.10	1.52354	0.00000	0.00000	-5.80	11015.00
78	2010.02.26 22:56	close at stop	44	0.10	1.52354	0.00000	0.00000	-7.90	11007.10
79	2010.02.26 22:56	close at stop	43	0.10	1.52354	0.00000	0.00000	-7.90	10999.20
80	2010.02.26 22:56	close at stop	42	0.10	1.52354	0.00000	0.00000	-185.00	10814.20
81	2010.02.26 22:56	close at stop	41	0.10	1.52354	0.00000	0.00000	-185.00	10629.20
82	2010.02.26 22:56	close at stop	40	0.10	1.52354	0.00000	0.00000	-196.10	10433.10
83	2010.02.26 22:56	close at stop	39	0.10	1.52354	0.00000	0.00000	-196.10	10237.00
84	2010.02.26 22:56	close at stop	38	0.10	1.52354	0.00000	0.00000	-242.50	9994.50
85	2010.02.26 22:56	close at stop	37	0.10	1.52354	0.00000	0.00000	-242.50	9752.00
86	2010.02.26 22:56	close at stop	36	0.10	1.52354	0.00000	0.00000	-224.60	9527.40
87	2010.02.26 22:56	close at stop	35	0.10	1.52354	0.00000	0.00000	-224.60	9302.80
88	2010.02.26 22:56	close at stop	34	0.10	1.52354	0.00000	0.00000	-371.70	8931.10
89	2010.02.26 22:56	close at stop	33	0.10	1.52354	0.00000	0.00000	-371.70	8559.40
90	2010.02.26 22:56	close at stop	32	0.10	1.52354	0.00000	0.00000	-466.70	8092.70
91	2010.02.26 22:56	close at stop	31	0.10	1.52354	0.00000	0.00000	-466.70	7626.00
92	2010.02.26 22:56	close at stop	30	0.10	1.52354	0.00000	0.00000	-542.50	7083.50