Report Result : BARS-Alligator - Desynced Forex Repository

Strategy Tester Report

BARS-Alligator

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Magic=5675; Orders=3; StopLoss=50; TakeProfit=50; ___=""Ïàðàìåòðû"; JawsPeriod=13; JawsShift=8; TeethPeriod=8; TeethShift=5; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.1; MoneyManagement=true; MarginPercent=3;

Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70

Initial deposit	10000.00
Total net profit	11735.36	Gross profit	21045.57	Gross loss	-9310.22
Profit factor	2.26	Expected payoff	170.08
Absolute drawdown	3210.04	Maximal drawdown	9431.97 (40.17%)	Relative drawdown	40.17% (9431.97)

Total trades	69	Short positions (won %)	36 (97.22%)	Long positions (won %)	33 (84.85%)
		Profit trades (% of total)	63 (91.30%)	Loss trades (% of total)	6 (8.70%)
Largest		profit trade	1500.22	loss trade	-6626.23
Average		profit trade	334.06	loss trade	-1551.70
Maximum		consecutive wins (profit in money)	38 (13014.55)	consecutive losses (loss in money)	2 (-9285.87)
Maximal		consecutive profit (count of wins)	13014.55 (38)	consecutive loss (count of losses)	-9285.87 (2)
Average		consecutive wins	13	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 19:00	sell	1	0.30	1.19130	0.00000	0.00000
2	2009.01.07 22:00	buy	2	0.30	1.19739	0.00000	0.00000
3	2009.01.08 20:00	sell	3	0.30	1.18377	0.00000	0.00000
4	2009.01.09 13:00	close	1	0.30	1.18907	0.00000	0.00000	55.59	10055.59
5	2009.01.09 19:00	buy	4	0.30	1.19084	0.00000	0.00000
6	2009.01.14 06:00	close	4	0.30	1.21700	0.00000	0.00000	644.03	10699.62
7	2009.01.14 06:00	close	2	0.30	1.21700	0.00000	0.00000	481.46	11181.08
8	2009.01.14 08:00	sell	5	0.30	1.21270	0.00000	0.00000
9	2009.01.14 16:00	buy	6	0.30	1.23717	0.00000	0.00000
10	2009.01.16 06:00	close	6	0.30	1.24525	0.00000	0.00000	193.55	11374.63
11	2009.01.16 09:00	sell	7	0.30	1.24070	0.00000	0.00000
12	2009.01.27 17:00	close	7	0.30	1.22842	0.00000	0.00000	298.89	11673.52
13	2009.01.27 19:00	buy	8	0.30	1.22482	0.00000	0.00000
14	2009.02.02 02:00	close	8	0.30	1.22940	0.00000	0.00000	110.10	11783.62
15	2009.02.03 21:00	sell	9	0.30	1.23450	0.00000	0.00000
16	2009.02.05 07:00	close	9	0.30	1.23314	0.00000	0.00000	32.64	11816.26
17	2009.02.05 12:00	buy	10	0.30	1.22834	0.00000	0.00000
18	2009.02.05 14:00	close	10	0.30	1.23186	0.00000	0.00000	85.72	11901.98
19	2009.02.06 05:00	buy	11	0.30	1.23699	0.00000	0.00000
20	2009.02.12 01:00	close	11	0.30	1.24090	0.00000	0.00000	92.87	11994.85
21	2009.02.12 04:00	sell	12	0.30	1.24148	0.00000	0.00000
22	2009.02.13 21:00	close	12	0.30	1.23644	0.00000	0.00000	122.18	12117.03
23	2009.02.16 06:00	buy	13	0.30	1.24449	0.00000	0.00000
24	2009.02.17 03:00	close	13	0.30	1.24710	0.00000	0.00000	62.51	12179.54
25	2009.02.18 21:00	sell	14	0.30	1.25810	0.00000	0.00000
26	2009.02.19 21:00	close	14	0.30	1.25604	0.00000	0.00000	48.86	12228.41
27	2009.02.20 01:00	buy	15	0.30	1.25722	0.00000	0.00000
28	2009.03.03 11:00	close	15	0.30	1.28793	0.00000	0.00000	712.84	12941.24
29	2009.03.04 17:00	sell	16	0.30	1.28493	0.00000	0.00000
30	2009.03.17 01:00	close	16	0.30	1.27219	0.00000	0.00000	298.98	13240.22
31	2009.03.17 13:00	buy	17	0.30	1.27477	0.00000	0.00000
32	2009.04.16 15:00	close	5	0.30	1.20073	0.00000	0.00000	288.57	13528.79
33	2009.04.16 23:00	buy	18	0.30	1.20791	0.00000	0.00000
34	2009.04.21 22:00	close	18	0.30	1.23591	0.00000	0.00000	678.83	14207.62
35	2009.04.23 00:00	sell	19	0.40	1.23868	0.00000	0.00000
36	2009.04.27 09:00	close	19	0.40	1.21881	0.00000	0.00000	651.81	14859.43
37	2009.04.28 01:00	buy	20	0.40	1.21952	0.00000	0.00000
38	2009.04.29 00:00	close	20	0.40	1.22014	0.00000	0.00000	19.96	14879.39
39	2009.04.29 04:00	sell	21	0.40	1.21746	0.00000	0.00000
40	2009.05.04 16:00	close	21	0.40	1.17984	0.00000	0.00000	1274.69	16154.08
41	2009.05.04 16:00	close	3	0.30	1.17984	0.00000	0.00000	87.20	16241.28
42	2009.05.06 05:00	buy	22	0.40	1.17899	0.00000	0.00000
43	2009.05.06 14:00	close	22	0.40	1.17935	0.00000	0.00000	12.21	16253.49
44	2009.05.06 20:00	sell	23	0.40	1.17017	0.00000	0.00000
45	2009.05.07 22:00	buy	24	0.40	1.17309	0.00000	0.00000
46	2009.05.11 16:00	close	23	0.40	1.15938	0.00000	0.00000	371.53	16625.01
47	2009.05.11 20:00	buy	25	0.40	1.16197	0.00000	0.00000
48	2009.05.14 23:00	close	25	0.40	1.16913	0.00000	0.00000	243.12	16868.14
49	2009.05.15 02:00	sell	26	0.40	1.17077	0.00000	0.00000
50	2009.05.15 19:00	close	24	0.40	1.17697	0.00000	0.00000	128.90	16997.04
51	2009.05.15 20:00	sell	27	0.40	1.17819	0.00000	0.00000
52	2009.05.20 12:00	close	27	0.40	1.15434	0.00000	0.00000	826.00	17823.04
53	2009.05.20 12:00	close	26	0.40	1.15434	0.00000	0.00000	568.88	18391.93
54	2009.05.21 20:00	buy	28	0.40	1.13910	0.00000	0.00000
55	2009.05.21 21:00	sell	29	0.40	1.14020	0.00000	0.00000
56	2009.05.25 13:00	close	29	0.40	1.12667	0.00000	0.00000	480.05	18871.98
57	2009.05.25 19:00	buy	30	0.40	1.12621	0.00000	0.00000
58	2009.06.17 10:00	close	30	0.40	1.13112	0.00000	0.00000	165.13	19037.11
59	2009.06.17 12:00	sell	31	0.40	1.13399	0.00000	0.00000
60	2009.06.18 17:00	close	31	0.40	1.12781	0.00000	0.00000	218.74	19255.85
61	2009.06.18 18:00	sell	32	0.40	1.12714	0.00000	0.00000
62	2009.06.23 18:00	close	28	0.40	1.15554	0.00000	0.00000	557.62	19813.47
63	2009.06.24 02:00	sell	33	0.50	1.15045	0.00000	0.00000
64	2009.07.16 15:00	close	33	0.50	1.11684	0.00000	0.00000	1500.22	21313.70
65	2009.07.16 15:00	close	32	0.40	1.11684	0.00000	0.00000	364.73	21678.43
66	2009.07.22 00:00	buy	34	0.50	1.10512	0.00000	0.00000
67	2009.07.22 02:00	sell	35	0.50	1.10616	0.00000	0.00000
68	2009.07.22 02:00	close	34	0.50	1.10616	0.00000	0.00000	47.01	21725.44
69	2009.07.22 13:00	close	35	0.50	1.10601	0.00000	0.00000	6.78	21732.22
70	2009.07.22 14:00	buy	36	0.50	1.10601	0.00000	0.00000
71	2009.07.22 18:00	sell	37	0.50	1.09795	0.00000	0.00000
72	2009.07.27 05:00	close	37	0.50	1.08587	0.00000	0.00000	555.31	22287.53
73	2009.07.28 21:00	buy	38	0.50	1.08287	0.00000	0.00000
74	2009.07.30 12:00	close	38	0.50	1.08680	0.00000	0.00000	178.96	22466.49
75	2009.07.30 14:00	sell	39	0.50	1.08429	0.00000	0.00000
76	2009.07.31 19:00	close	39	0.50	1.08054	0.00000	0.00000	173.33	22639.82
77	2009.08.04 20:00	buy	40	0.50	1.07659	0.00000	0.00000
78	2009.08.10 16:00	close	40	0.50	1.08478	0.00000	0.00000	374.73	23014.55
79	2009.08.12 20:00	sell	41	0.50	1.08790	0.00000	0.00000
80	2009.08.18 07:00	close	36	0.50	1.10601	0.00000	0.00000	-12.47	23002.08
81	2009.08.18 13:00	sell	42	0.50	1.10501	0.00000	0.00000
82	2009.08.18 18:00	close	42	0.50	1.10431	0.00000	0.00000	31.69	23033.77
83	2009.08.18 23:00	sell	43	0.50	1.10063	0.00000	0.00000
84	2009.08.21 10:00	close	43	0.50	1.08737	0.00000	0.00000	608.80	23642.57
85	2009.08.21 10:00	close	41	0.50	1.08737	0.00000	0.00000	22.32	23664.89
86	2009.08.25 15:00	buy	44	0.50	1.07450	0.00000	0.00000
87	2009.08.25 17:00	sell	45	0.50	1.07911	0.00000	0.00000
88	2009.08.25 17:00	close	44	0.50	1.07911	0.00000	0.00000	213.60	23878.49
89	2009.08.25 22:00	buy	46	0.50	1.08664	0.00000	0.00000
90	2009.08.27 17:00	close	46	0.50	1.09902	0.00000	0.00000	561.38	24439.87
91	2009.08.27 23:00	sell	47	0.60	1.08720	0.00000	0.00000
92	2009.09.08 22:00	close	47	0.60	1.07995	0.00000	0.00000	400.57	24840.44
93	2009.09.09 01:00	buy	48	0.60	1.07946	0.00000	0.00000
94	2009.09.10 07:00	close	45	0.50	1.07910	0.00000	0.00000	-2.89	24837.55
95	2009.09.10 12:00	sell	49	0.60	1.08575	0.00000	0.00000
96	2009.09.14 02:00	close	49	0.60	1.07941	0.00000	0.00000	351.96	25189.51
97	2009.09.14 04:00	buy	50	0.60	1.08544	0.00000	0.00000
98	2009.09.15 01:00	close	48	0.60	1.08319	0.00000	0.00000	203.28	25392.79
99	2009.09.15 05:00	sell	51	0.60	1.08365	0.00000	0.00000
100	2009.09.17 18:00	close	51	0.60	1.06232	0.00000	0.00000	1203.83	26596.62
101	2009.09.18 06:00	buy	52	0.60	1.06868	0.00000	0.00000
102	2009.09.22 07:00	close	52	0.60	1.07441	0.00000	0.00000	318.88	26915.50
103	2009.09.22 10:00	sell	53	0.60	1.07041	0.00000	0.00000
104	2009.09.24 18:00	close	50	0.60	1.08646	0.00000	0.00000	49.68	26965.18
105	2009.09.28 21:00	sell	54	0.60	1.08660	0.00000	0.00000
106	2009.10.01 12:00	close	54	0.60	1.07342	0.00000	0.00000	735.59	27700.77
107	2009.10.01 15:00	close	53	0.60	1.06903	0.00000	0.00000	74.99	27775.77
108	2009.10.01 22:00	buy	55	0.70	1.08533	0.00000	0.00000
109	2009.10.05 03:00	sell	56	0.60	1.07643	0.00000	0.00000
110	2009.10.07 19:00	close	56	0.60	1.06273	0.00000	0.00000	773.03	28548.80
111	2009.10.07 22:00	buy	57	0.60	1.06302	0.00000	0.00000
112	2009.10.27 20:00	close	57	0.60	1.06308	0.00000	0.00000	-7.70	28541.10
113	2009.10.28 02:00	sell	58	0.60	1.06569	0.00000	0.00000
114	2009.11.10 13:00	close	58	0.60	1.05819	0.00000	0.00000	422.35	28963.45
115	2009.11.12 15:00	buy	59	0.60	1.05130	0.00000	0.00000
116	2009.11.13 13:00	close	59	0.60	1.05236	0.00000	0.00000	59.89	29023.33
117	2009.11.13 20:00	sell	60	0.60	1.04848	0.00000	0.00000
118	2009.11.17 03:00	close	60	0.60	1.04826	0.00000	0.00000	12.14	29035.48
119	2009.11.17 08:00	buy	61	0.60	1.04907	0.00000	0.00000
120	2009.11.18 01:00	close	61	0.60	1.05110	0.00000	0.00000	115.33	29150.80
121	2009.11.18 04:00	sell	62	0.60	1.05150	0.00000	0.00000
122	2009.12.02 18:00	close	62	0.60	1.04740	0.00000	0.00000	231.74	29382.54
123	2009.12.02 22:00	buy	63	0.60	1.05103	0.00000	0.00000
124	2009.12.08 14:00	close	63	0.60	1.05394	0.00000	0.00000	162.33	29544.88
125	2009.12.08 18:00	buy	64	0.60	1.06077	0.00000	0.00000
126	2009.12.09 16:00	close	64	0.60	1.06203	0.00000	0.00000	70.63	29615.50
127	2009.12.09 20:00	sell	65	0.60	1.05807	0.00000	0.00000
128	2009.12.11 12:00	close	65	0.60	1.05078	0.00000	0.00000	415.37	30030.87
129	2009.12.11 21:00	buy	66	0.70	1.06154	0.00000	0.00000
130	2009.12.16 07:00	close	66	0.70	1.06155	0.00000	0.00000	-1.28	30029.59
131	2009.12.16 14:00	sell	67	0.70	1.05899	0.00000	0.00000
132	2009.12.28 03:00	close	67	0.70	1.04854	0.00000	0.00000	694.51	30724.10
133	2009.12.30 02:00	buy	68	0.60	1.04643	0.00000	0.00000
134	2009.12.31 09:00	close	68	0.60	1.05035	0.00000	0.00000	222.27	30946.37
135	2009.12.31 13:00	sell	69	0.70	1.04846	0.00000	0.00000
136	2009.12.31 18:57	close at stop	69	0.70	1.04734	0.00000	0.00000	74.86	31021.23
137	2009.12.31 18:57	close at stop	55	0.70	1.04645	0.00000	0.00000	-2659.65	28361.58
138	2009.12.31 18:57	close at stop	17	0.30	1.04645	0.00000	0.00000	-6626.23	21735.36