Report Result : Bull Bear - Desynced Forex Repository

Strategy Tester Report

Bull Bear

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		Lots=1; StopLoss=30; TakeProfit=40; TrailingStop=5;

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

Initial deposit	10000.00
Total net profit	-9984.02	Gross profit	1075.13	Gross loss	-11059.15
Profit factor	0.10	Expected payoff	-302.55
Absolute drawdown	9984.02	Maximal drawdown	11048.38 (99.86%)	Relative drawdown	99.86% (11048.38)

Total trades	33	Short positions (won %)	17 (94.12%)	Long positions (won %)	16 (93.75%)
		Profit trades (% of total)	31 (93.94%)	Loss trades (% of total)	2 (6.06%)
Largest		profit trade	37.18	loss trade	-11048.38
Average		profit trade	34.68	loss trade	-5529.57
Maximum		consecutive wins (profit in money)	27 (936.53)	consecutive losses (loss in money)	1 (-11048.38)
Maximal		consecutive profit (count of wins)	936.53 (27)	consecutive loss (count of losses)	-11048.38 (1)
Average		consecutive wins	16	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 17:00	buy	1	1.00	1.18809	0.00000	1.18850
2	2009.01.05 17:10	t/p	1	1.00	1.18850	0.00000	1.18850	34.48	10034.48
3	2009.01.05 17:12	buy	2	1.00	1.18938	0.00000	1.18980
4	2009.01.05 17:15	t/p	2	1.00	1.18980	0.00000	1.18980	35.29	10069.77
5	2009.01.05 17:15	buy	3	1.00	1.19127	0.00000	1.19170
6	2009.01.05 17:20	t/p	3	1.00	1.19170	0.00000	1.19170	36.08	10105.85
7	2009.01.05 17:20	buy	4	1.00	1.19269	0.00000	1.19310
8	2009.01.05 17:50	t/p	4	1.00	1.19310	0.00000	1.19310	34.33	10140.18
9	2009.01.05 17:50	buy	5	1.00	1.19499	0.00000	1.19540
10	2009.01.06 06:10	t/p	5	1.00	1.19540	0.00000	1.19540	33.37	10173.55
11	2009.01.06 07:00	sell	6	1.00	1.19570	0.00000	1.19530
12	2009.01.06 07:15	t/p	6	1.00	1.19530	0.00000	1.19530	33.47	10207.02
13	2009.01.06 07:15	sell	7	1.00	1.19423	0.00000	1.19380
14	2009.01.06 08:02	t/p	7	1.00	1.19380	0.00000	1.19380	36.09	10243.11
15	2009.01.06 08:05	buy	8	1.00	1.19207	0.00000	1.19250
16	2009.01.06 08:15	t/p	8	1.00	1.19250	0.00000	1.19250	36.02	10279.13
17	2009.01.06 08:20	sell	9	1.00	1.19490	0.00000	1.19450
18	2009.01.06 08:27	t/p	9	1.00	1.19450	0.00000	1.19450	33.49	10312.62
19	2009.01.06 08:27	sell	10	1.00	1.19440	0.00000	1.19400
20	2009.01.06 10:16	t/p	10	1.00	1.19400	0.00000	1.19400	33.53	10346.15
21	2009.01.06 10:16	sell	11	1.00	1.19210	0.00000	1.19170
22	2009.01.06 10:45	t/p	11	1.00	1.19170	0.00000	1.19170	33.57	10379.72
23	2009.01.06 10:45	sell	12	1.00	1.19053	0.00000	1.19010
24	2009.01.06 10:50	t/p	12	1.00	1.19010	0.00000	1.19010	36.14	10415.86
25	2009.01.06 10:57	sell	13	1.00	1.19053	0.00000	1.19010
26	2009.01.06 11:05	t/p	13	1.00	1.19010	0.00000	1.19010	36.13	10451.99
27	2009.01.06 11:07	buy	14	1.00	1.19089	0.00000	1.19130
28	2009.01.06 11:50	t/p	14	1.00	1.19130	0.00000	1.19130	34.38	10486.37
29	2009.01.06 11:50	buy	15	1.00	1.19359	0.00000	1.19400
30	2009.01.07 16:37	t/p	15	1.00	1.19400	0.00000	1.19400	33.40	10519.76
31	2009.01.07 17:00	sell	16	1.00	1.18848	0.00000	1.18810
32	2009.01.07 17:10	t/p	16	1.00	1.18810	0.00000	1.18810	31.99	10551.75
33	2009.01.07 17:10	sell	17	1.00	1.18713	0.00000	1.18670
34	2009.01.07 17:15	t/p	17	1.00	1.18670	0.00000	1.18670	36.27	10588.02
35	2009.01.07 17:15	sell	18	1.00	1.18471	0.00000	1.18430
36	2009.01.07 17:20	t/p	18	1.00	1.18430	0.00000	1.18430	34.68	10622.70
37	2009.01.07 17:20	sell	19	1.00	1.18148	0.00000	1.18110
38	2009.01.08 20:37	t/p	19	1.00	1.18110	0.00000	1.18110	31.05	10653.76
39	2009.01.08 20:37	buy	20	1.00	1.18097	0.00000	1.18140
40	2009.01.08 20:40	t/p	20	1.00	1.18140	0.00000	1.18140	36.39	10690.15
41	2009.01.08 20:42	buy	21	1.00	1.18216	0.00000	1.18260
42	2009.01.08 20:50	t/p	21	1.00	1.18260	0.00000	1.18260	37.18	10727.33
43	2009.01.08 21:00	buy	22	1.00	1.18229	0.00000	1.18270
44	2009.01.09 01:40	t/p	22	1.00	1.18270	0.00000	1.18270	33.73	10761.05
45	2009.01.09 01:40	buy	23	1.00	1.18397	0.00000	1.18440
46	2009.01.09 02:45	t/p	23	1.00	1.18440	0.00000	1.18440	36.30	10797.35
47	2009.01.09 02:45	buy	24	1.00	1.18548	0.00000	1.18590
48	2009.01.09 09:40	t/p	24	1.00	1.18590	0.00000	1.18590	35.41	10832.76
49	2009.01.09 10:00	sell	25	1.00	1.18842	0.00000	1.18800
50	2009.01.09 10:03	t/p	25	1.00	1.18800	0.00000	1.18800	35.36	10868.12
51	2009.01.09 10:03	sell	26	1.00	1.18673	0.00000	1.18630
52	2009.01.09 10:16	t/p	26	1.00	1.18630	0.00000	1.18630	36.30	10904.42
53	2009.01.09 10:16	sell	27	1.00	1.18378	0.00000	1.18340
54	2009.01.09 10:37	t/p	27	1.00	1.18340	0.00000	1.18340	32.11	10936.53
55	2009.01.09 10:37	sell	28	1.00	1.18247	0.00000	1.18210
56	2009.05.04 02:50	t/p	28	1.00	1.18210	0.00000	1.18210	-10.76	10925.77
57	2009.05.04 02:50	buy	29	1.00	1.18200	0.00000	1.18240
58	2009.05.04 02:57	t/p	29	1.00	1.18240	0.00000	1.18240	33.83	10959.60
59	2009.05.04 02:57	buy	30	1.00	1.18329	0.00000	1.18370
60	2009.05.04 10:20	t/p	30	1.00	1.18370	0.00000	1.18370	34.62	10994.22
61	2009.05.04 11:02	sell	31	1.00	1.18440	0.00000	1.18400
62	2009.05.04 11:20	t/p	31	1.00	1.18400	0.00000	1.18400	33.78	11028.00
63	2009.05.04 11:20	sell	32	1.00	1.18293	0.00000	1.18250
64	2009.05.04 15:15	t/p	32	1.00	1.18250	0.00000	1.18250	36.37	11064.37
65	2009.05.04 15:15	buy	33	1.00	1.18248	0.00000	1.18290
66	2009.08.03 14:32	close at stop	33	1.00	1.06564	0.00000	1.18290	-11048.38	15.98