Report Result : FT_TIME_BIGDOG - Desynced Forex Repository

Strategy Tester Report

FT_TIME_BIGDOG

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		starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20;

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

Initial deposit	10000.00
Total net profit	-250.52	Gross profit	0.00	Gross loss	-250.52
Profit factor	0.00	Expected payoff	-3.98
Absolute drawdown	254.19	Maximal drawdown	254.19 (2.54%)	Relative drawdown	2.54% (254.19)

Total trades	63	Short positions (won %)	63 (0.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	0 (0.00%)	Loss trades (% of total)	63 (100.00%)
Largest		profit trade	0.00	loss trade	-4.70
Average		profit trade	0.00	loss trade	-3.98
Maximum		consecutive wins (profit in money)	0 (0.00)	consecutive losses (loss in money)	63 (-250.52)
Maximal		consecutive profit (count of wins)	0.00 (0)	consecutive loss (count of losses)	-250.52 (63)
Average		consecutive wins	0	consecutive losses	63

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 00:07	sell stop	1	0.10	1.19065	1.19108	1.19015
2	2009.01.06 00:10	sell	1	0.10	1.19065	1.19108	1.19015
3	2009.01.06 00:12	s/l	1	0.10	1.19108	1.19108	1.19015	-3.61	9996.39
4	2009.01.20 00:02	sell stop	2	0.10	1.25383	1.25433	1.25333
5	2009.01.20 00:15	sell	2	0.10	1.25383	1.25433	1.25333
6	2009.01.20 00:17	s/l	2	0.10	1.25433	1.25433	1.25333	-3.99	9992.40
7	2009.02.03 00:25	sell stop	3	0.10	1.24524	1.24570	1.24474
8	2009.02.03 00:45	sell	3	0.10	1.24524	1.24570	1.24474
9	2009.02.03 00:47	s/l	3	0.10	1.24570	1.24570	1.24474	-3.69	9988.71
10	2009.02.04 00:02	sell stop	4	0.10	1.23143	1.23184	1.23093
11	2009.02.04 00:15	sell	4	0.10	1.23143	1.23184	1.23093
12	2009.02.04 00:17	s/l	4	0.10	1.23184	1.23184	1.23093	-3.33	9985.38
13	2009.02.05 00:20	sell stop	5	0.10	1.23217	1.23258	1.23167
14	2009.02.05 00:33	sell	5	0.10	1.23217	1.23258	1.23167
15	2009.02.05 00:36	s/l	5	0.10	1.23258	1.23258	1.23167	-3.33	9982.05
16	2009.02.06 00:07	sell stop	6	0.10	1.23230	1.23280	1.23180
17	2009.02.06 00:15	sell	6	0.10	1.23230	1.23280	1.23180
18	2009.02.06 00:17	s/l	6	0.10	1.23280	1.23280	1.23180	-4.06	9977.99
19	2009.02.26 00:20	sell stop	7	0.10	1.25518	1.25558	1.25468
20	2009.02.26 00:30	sell	7	0.10	1.25518	1.25558	1.25468
21	2009.02.26 00:32	s/l	7	0.10	1.25558	1.25558	1.25468	-3.19	9974.80
22	2009.02.27 00:03	sell stop	8	0.10	1.25269	1.25311	1.25219
23	2009.02.27 01:15	sell	8	0.10	1.25269	1.25311	1.25219
24	2009.02.27 01:17	s/l	8	0.10	1.25311	1.25311	1.25219	-3.35	9971.45
25	2009.03.11 00:15	sell stop	9	0.10	1.28119	1.28166	1.28069
26	2009.03.11 00:45	sell	9	0.10	1.28119	1.28166	1.28069
27	2009.03.11 00:47	s/l	9	0.10	1.28166	1.28166	1.28069	-3.66	9967.79
28	2009.03.16 00:07	sell stop	10	0.10	1.27774	1.27817	1.27724
29	2009.03.16 00:10	sell	10	0.10	1.27774	1.27817	1.27724
30	2009.03.16 00:12	s/l	10	0.10	1.27817	1.27817	1.27724	-3.36	9964.43
31	2009.03.26 00:02	sell stop	11	0.10	1.23037	1.23083	1.22987
32	2009.03.26 00:15	sell	11	0.10	1.23037	1.23083	1.22987
33	2009.03.26 00:17	s/l	11	0.10	1.23083	1.23083	1.22987	-3.73	9960.70
34	2009.03.27 00:26	sell stop	12	0.10	1.22864	1.22910	1.22814
35	2009.03.27 01:15	sell	12	0.10	1.22864	1.22910	1.22814
36	2009.03.27 01:17	s/l	12	0.10	1.22910	1.22910	1.22814	-3.74	9956.96
37	2009.04.01 00:07	sell stop	13	0.10	1.26229	1.26273	1.26179
38	2009.04.01 00:10	sell	13	0.10	1.26229	1.26273	1.26179
39	2009.04.01 00:12	s/l	13	0.10	1.26273	1.26273	1.26179	-3.48	9953.48
40	2009.04.16 00:07	sell stop	14	0.10	1.20475	1.20524	1.20425
41	2009.04.16 00:10	sell	14	0.10	1.20475	1.20524	1.20425
42	2009.04.16 00:12	s/l	14	0.10	1.20524	1.20524	1.20425	-4.06	9949.42
43	2009.04.24 00:10	sell stop	15	0.10	1.22321	1.22364	1.22271
44	2009.04.24 05:16	sell	15	0.10	1.22321	1.22364	1.22271
45	2009.04.24 05:20	s/l	15	0.10	1.22364	1.22364	1.22271	-3.51	9945.91
46	2009.05.05 00:15	sell stop	16	0.10	1.17191	1.17238	1.17141
47	2009.05.05 10:50	sell	16	0.10	1.17191	1.17238	1.17141
48	2009.05.05 10:52	s/l	16	0.10	1.17238	1.17238	1.17141	-4.00	9941.91
49	2009.05.15 00:15	sell stop	17	0.10	1.17046	1.17091	1.16996
50	2009.05.15 00:45	sell	17	0.10	1.17046	1.17091	1.16996
51	2009.05.15 00:47	s/l	17	0.10	1.17091	1.17091	1.16996	-3.84	9938.07
52	2009.05.18 00:15	sell stop	18	0.10	1.17835	1.17876	1.17785
53	2009.05.18 00:40	sell	18	0.10	1.17835	1.17876	1.17785
54	2009.05.18 00:42	s/l	18	0.10	1.17876	1.17876	1.17785	-3.48	9934.59
55	2009.05.21 00:20	sell stop	19	0.10	1.14183	1.14231	1.14133
56	2009.05.21 00:40	sell	19	0.10	1.14183	1.14231	1.14133
57	2009.05.21 00:42	s/l	19	0.10	1.14231	1.14231	1.14133	-4.20	9930.39
58	2009.05.27 00:15	sell stop	20	0.10	1.11565	1.11611	1.11515
59	2009.05.27 00:50	sell	20	0.10	1.11565	1.11611	1.11515
60	2009.05.27 00:52	s/l	20	0.10	1.11611	1.11611	1.11515	-4.12	9926.27
61	2009.06.03 00:20	sell stop	21	0.10	1.08153	1.08197	1.08103
62	2009.06.03 00:32	sell	21	0.10	1.08153	1.08197	1.08103
63	2009.06.03 00:35	s/l	21	0.10	1.08197	1.08197	1.08103	-4.07	9922.20
64	2009.06.04 00:07	sell stop	22	0.10	1.11355	1.11402	1.11305
65	2009.06.04 00:10	sell	22	0.10	1.11355	1.11402	1.11305
66	2009.06.04 00:12	s/l	22	0.10	1.11402	1.11402	1.11305	-4.22	9917.98
67	2009.06.12 00:07	sell stop	23	0.10	1.10295	1.10341	1.10245
68	2009.06.12 00:10	sell	23	0.10	1.10295	1.10341	1.10245
69	2009.06.12 00:12	s/l	23	0.10	1.10341	1.10341	1.10245	-4.17	9913.81
70	2009.06.24 00:10	sell stop	24	0.10	1.14969	1.15010	1.14919
71	2009.06.24 02:10	sell	24	0.10	1.14969	1.15010	1.14919
72	2009.06.24 02:12	s/l	24	0.10	1.15010	1.15010	1.14919	-3.56	9910.25
73	2009.06.25 00:03	sell stop	25	0.10	1.15535	1.15580	1.15485
74	2009.06.25 00:45	sell	25	0.10	1.15535	1.15580	1.15485
75	2009.06.25 00:47	s/l	25	0.10	1.15580	1.15580	1.15485	-3.89	9906.36
76	2009.06.26 00:15	sell stop	26	0.10	1.15460	1.15500	1.15410
77	2009.06.26 01:33	sell	26	0.10	1.15460	1.15500	1.15410
78	2009.06.26 01:36	s/l	26	0.10	1.15500	1.15500	1.15410	-3.46	9902.90
79	2009.06.29 00:03	sell stop	27	0.10	1.15222	1.15272	1.15172
80	2009.06.29 12:20	sell	27	0.10	1.15222	1.15272	1.15172
81	2009.06.29 12:22	s/l	27	0.10	1.15272	1.15272	1.15172	-4.33	9898.57
82	2009.07.14 00:20	sell stop	28	0.10	1.15039	1.15088	1.14989
83	2009.07.14 00:40	sell	28	0.10	1.15039	1.15088	1.14989
84	2009.07.14 00:43	s/l	28	0.10	1.15088	1.15088	1.14989	-4.26	9894.31
85	2009.07.15 00:10	sell stop	29	0.10	1.13310	1.13360	1.13260
86	2009.07.15 01:02	sell	29	0.10	1.13310	1.13360	1.13260
87	2009.07.15 01:05	s/l	29	0.10	1.13360	1.13360	1.13260	-4.41	9889.90
88	2009.07.21 00:16	sell stop	30	0.10	1.10616	1.10663	1.10566
89	2009.07.21 00:50	sell	30	0.10	1.10616	1.10663	1.10566
90	2009.07.21 00:52	s/l	30	0.10	1.10663	1.10663	1.10566	-4.25	9885.65
91	2009.07.22 00:10	sell stop	31	0.10	1.10411	1.10458	1.10361
92	2009.07.22 13:32	sell	31	0.10	1.10411	1.10458	1.10361
93	2009.07.22 13:40	s/l	31	0.10	1.10458	1.10458	1.10361	-4.25	9881.40
94	2009.07.23 00:20	sell stop	32	0.10	1.09990	1.10038	1.09940
95	2009.07.23 01:10	sell	32	0.10	1.09990	1.10038	1.09940
96	2009.07.23 01:13	s/l	32	0.10	1.10038	1.10038	1.09940	-4.37	9877.03
97	2009.07.28 00:10	sell stop	33	0.10	1.08061	1.08101	1.08011
98	2009.07.28 00:40	sell	33	0.10	1.08061	1.08101	1.08011
99	2009.07.28 00:42	s/l	33	0.10	1.08101	1.08101	1.08011	-3.70	9873.33
100	2009.08.04 00:10	sell stop	34	0.10	1.06511	1.06556	1.06461
101	2009.08.04 03:20	sell	34	0.10	1.06511	1.06556	1.06461
102	2009.08.04 03:22	s/l	34	0.10	1.06556	1.06556	1.06461	-4.22	9869.11
103	2009.08.05 00:07	sell stop	35	0.10	1.07259	1.07300	1.07209
104	2009.08.05 00:15	sell	35	0.10	1.07259	1.07300	1.07209
105	2009.08.05 00:17	s/l	35	0.10	1.07300	1.07300	1.07209	-3.82	9865.29
106	2009.08.07 00:07	sell stop	36	0.10	1.07734	1.07776	1.07684
107	2009.08.07 00:20	sell	36	0.10	1.07734	1.07776	1.07684
108	2009.08.07 00:22	s/l	36	0.10	1.07776	1.07776	1.07684	-3.90	9861.39
109	2009.08.12 00:07	sell stop	37	0.10	1.10114	1.10159	1.10064
110	2009.08.12 00:15	sell	37	0.10	1.10114	1.10159	1.10064
111	2009.08.12 00:17	s/l	37	0.10	1.10159	1.10159	1.10064	-4.09	9857.30
112	2009.08.17 00:46	sell stop	38	0.10	1.09899	1.09941	1.09849
113	2009.08.17 01:40	sell	38	0.10	1.09899	1.09941	1.09849
114	2009.08.17 01:43	s/l	38	0.10	1.09941	1.09941	1.09849	-3.82	9853.48
115	2009.08.20 00:03	sell stop	39	0.10	1.09444	1.09486	1.09394
116	2009.08.20 00:32	sell	39	0.10	1.09444	1.09486	1.09394
117	2009.08.20 00:35	s/l	39	0.10	1.09486	1.09486	1.09394	-3.84	9849.64
118	2009.08.27 00:07	sell stop	40	0.10	1.09747	1.09795	1.09697
119	2009.08.27 00:15	sell	40	0.10	1.09747	1.09795	1.09697
120	2009.08.27 00:17	s/l	40	0.10	1.09795	1.09795	1.09697	-4.37	9845.27
121	2009.09.02 00:07	sell stop	41	0.10	1.10301	1.10342	1.10251
122	2009.09.02 00:15	sell	41	0.10	1.10301	1.10342	1.10251
123	2009.09.02 00:17	s/l	41	0.10	1.10342	1.10342	1.10251	-3.71	9841.56
124	2009.09.03 00:20	sell stop	42	0.10	1.10409	1.10457	1.10359
125	2009.09.03 00:50	sell	42	0.10	1.10409	1.10457	1.10359
126	2009.09.03 00:52	s/l	42	0.10	1.10457	1.10457	1.10359	-4.34	9837.22
127	2009.09.04 00:10	sell stop	43	0.10	1.10159	1.10199	1.10109
128	2009.09.04 08:20	sell	43	0.10	1.10159	1.10199	1.10109
129	2009.09.04 08:22	s/l	43	0.10	1.10199	1.10199	1.10109	-3.63	9833.59
130	2009.09.09 00:15	sell stop	44	0.10	1.07851	1.07897	1.07801
131	2009.09.09 00:50	sell	44	0.10	1.07851	1.07897	1.07801
132	2009.09.09 00:52	s/l	44	0.10	1.07897	1.07897	1.07801	-4.26	9829.33
133	2009.09.15 00:02	sell stop	45	0.10	1.08304	1.08344	1.08254
134	2009.09.15 00:15	sell	45	0.10	1.08304	1.08344	1.08254
135	2009.09.15 00:17	s/l	45	0.10	1.08344	1.08344	1.08254	-3.69	9825.64
136	2009.09.16 00:02	sell stop	46	0.10	1.07237	1.07278	1.07187
137	2009.09.16 00:15	sell	46	0.10	1.07237	1.07278	1.07187
138	2009.09.16 00:17	s/l	46	0.10	1.07278	1.07278	1.07187	-3.82	9821.82
139	2009.09.25 00:10	sell stop	47	0.10	1.08839	1.08887	1.08789
140	2009.09.25 06:20	sell	47	0.10	1.08839	1.08887	1.08789
141	2009.09.25 06:22	s/l	47	0.10	1.08887	1.08887	1.08789	-4.41	9817.41
142	2009.10.01 00:02	sell stop	48	0.10	1.06900	1.06940	1.06850
143	2009.10.01 00:15	sell	48	0.10	1.06900	1.06940	1.06850
144	2009.10.01 00:17	s/l	48	0.10	1.06940	1.06940	1.06850	-3.73	9813.68
145	2009.10.02 00:10	sell stop	49	0.10	1.08270	1.08316	1.08220
146	2009.10.02 07:45	sell	49	0.10	1.08270	1.08316	1.08220
147	2009.10.02 07:47	s/l	49	0.10	1.08316	1.08316	1.08220	-4.25	9809.43
148	2009.10.05 00:30	sell stop	50	0.10	1.08050	1.08097	1.08000
149	2009.10.05 01:13	sell	50	0.10	1.08050	1.08097	1.08000
150	2009.10.05 01:16	s/l	50	0.10	1.08097	1.08097	1.08000	-4.35	9805.08
151	2009.10.12 00:02	sell stop	51	0.10	1.04233	1.04282	1.04183
152	2009.10.12 00:15	sell	51	0.10	1.04233	1.04282	1.04183
153	2009.10.12 00:17	s/l	51	0.10	1.04282	1.04282	1.04183	-4.70	9800.38
154	2009.10.23 00:20	sell stop	52	0.10	1.04662	1.04711	1.04612
155	2009.10.23 00:50	sell	52	0.10	1.04662	1.04711	1.04612
156	2009.10.23 00:52	s/l	52	0.10	1.04711	1.04711	1.04612	-4.68	9795.70
157	2009.10.26 00:05	sell stop	53	0.10	1.05040	1.05084	1.04990
158	2009.10.26 00:07	sell	53	0.10	1.05040	1.05084	1.04990
159	2009.10.26 00:10	s/l	53	0.10	1.05084	1.05084	1.04990	-4.18	9791.52
160	2009.10.29 00:02	sell stop	54	0.10	1.07984	1.08032	1.07934
161	2009.10.29 00:15	sell	54	0.10	1.07984	1.08032	1.07934
162	2009.10.29 00:17	s/l	54	0.10	1.08032	1.08032	1.07934	-4.44	9787.08
163	2009.10.30 00:03	sell stop	55	0.10	1.06655	1.06697	1.06605
164	2009.10.30 00:32	sell	55	0.10	1.06655	1.06697	1.06605
165	2009.10.30 00:35	s/l	55	0.10	1.06697	1.06697	1.06605	-3.93	9783.15
166	2009.11.02 00:07	sell stop	56	0.10	1.08464	1.08508	1.08414
167	2009.11.02 00:10	sell	56	0.10	1.08464	1.08508	1.08414
168	2009.11.02 00:12	s/l	56	0.10	1.08508	1.08508	1.08414	-4.05	9779.10
169	2009.11.05 00:20	sell stop	57	0.10	1.06185	1.06229	1.06135
170	2009.11.05 13:32	sell	57	0.10	1.06185	1.06229	1.06135
171	2009.11.05 13:35	s/l	57	0.10	1.06229	1.06229	1.06135	-4.14	9774.96
172	2009.11.12 00:15	sell stop	58	0.10	1.04419	1.04466	1.04369
173	2009.11.12 01:26	sell	58	0.10	1.04419	1.04466	1.04369
174	2009.11.12 01:30	s/l	58	0.10	1.04466	1.04466	1.04369	-4.50	9770.46
175	2009.11.25 00:10	sell stop	59	0.10	1.05716	1.05762	1.05666
176	2009.11.25 01:20	sell	59	0.10	1.05716	1.05762	1.05666
177	2009.11.25 01:22	s/l	59	0.10	1.05762	1.05762	1.05666	-4.35	9766.11
178	2009.11.26 00:15	sell stop	60	0.10	1.04514	1.04562	1.04464
179	2009.11.27 00:00	delete	60	0.10	1.04514	1.04562	1.04464
180	2009.11.27 00:06	sell stop	61	0.10	1.05856	1.05900	1.05806
181	2009.11.27 00:10	sell	61	0.10	1.05856	1.05900	1.05806
182	2009.11.27 00:13	s/l	61	0.10	1.05900	1.05900	1.05806	-4.14	9761.97
183	2009.12.11 00:10	sell stop	62	0.10	1.05058	1.05104	1.05008
184	2009.12.11 09:20	sell	62	0.10	1.05058	1.05104	1.05008
185	2009.12.11 09:22	s/l	62	0.10	1.05104	1.05104	1.05008	-4.38	9757.59
186	2009.12.14 00:02	sell stop	63	0.10	1.06018	1.06059	1.05968
187	2009.12.14 00:10	sell	63	0.10	1.06018	1.06059	1.05968
188	2009.12.14 00:12	s/l	63	0.10	1.06059	1.06059	1.05968	-3.87	9753.72
189	2009.12.17 00:15	sell stop	64	0.10	1.06099	1.06144	1.06049
190	2009.12.17 01:37	sell	64	0.10	1.06099	1.06144	1.06049
191	2009.12.17 01:40	s/l	64	0.10	1.06144	1.06144	1.06049	-4.24	9749.48
192	2009.12.30 00:40	sell stop	65	0.10	1.04341	1.04390	1.04291
193	2009.12.31 00:00	delete	65	0.10	1.04341	1.04390	1.04291