Report Result : PROphet - Desynced Forex Repository

Strategy Tester Report

PROphet

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		daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72;

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

Initial deposit	10000.00
Total net profit	-291.06	Gross profit	142.77	Gross loss	-433.83
Profit factor	0.33	Expected payoff	-7.87
Absolute drawdown	291.06	Maximal drawdown	291.06 (2.91%)	Relative drawdown	2.91% (291.06)

Total trades	37	Short positions (won %)	35 (17.14%)	Long positions (won %)	2 (50.00%)
		Profit trades (% of total)	7 (18.92%)	Loss trades (% of total)	30 (81.08%)
Largest		profit trade	48.56	loss trade	-15.62
Average		profit trade	20.40	loss trade	-14.46
Maximum		consecutive wins (profit in money)	3 (28.08)	consecutive losses (loss in money)	13 (-177.36)
Maximal		consecutive profit (count of wins)	68.92 (2)	consecutive loss (count of losses)	-177.36 (13)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.26 11:00	sell	1	0.10	1.22244	1.22405	0.00000
2	2009.01.26 11:02	s/l	1	0.10	1.22405	1.22405	0.00000	-13.15	9986.85
3	2009.01.28 15:00	sell	2	0.10	1.20415	1.20576	0.00000
4	2009.01.28 15:10	s/l	2	0.10	1.20576	1.20576	0.00000	-13.35	9973.50
5	2009.03.16 10:00	sell	3	0.10	1.26707	1.26868	0.00000
6	2009.03.16 10:10	s/l	3	0.10	1.26868	1.26868	0.00000	-12.69	9960.81
7	2009.03.19 13:00	sell	4	0.10	1.22726	1.22887	0.00000
8	2009.03.19 13:02	s/l	4	0.10	1.22887	1.22887	0.00000	-13.10	9947.71
9	2009.03.19 14:00	sell	5	0.10	1.22488	1.22649	0.00000
10	2009.03.19 14:02	s/l	5	0.10	1.22649	1.22649	0.00000	-13.12	9934.59
11	2009.04.07 18:00	sell	6	0.10	1.23401	1.23562	0.00000
12	2009.04.07 18:15	s/l	6	0.10	1.23562	1.23562	0.00000	-13.03	9921.56
13	2009.04.30 10:00	sell	7	0.10	1.18759	1.18920	0.00000
14	2009.04.30 10:15	s/l	7	0.10	1.18920	1.18920	0.00000	-13.53	9908.03
15	2009.05.04 17:00	sell	8	0.10	1.17868	1.18029	0.00000
16	2009.05.04 17:26	s/l	8	0.10	1.18029	1.18029	0.00000	-13.64	9894.39
17	2009.05.08 14:00	sell	9	0.10	1.16075	1.16236	0.00000
18	2009.05.08 14:20	s/l	9	0.10	1.16236	1.16236	0.00000	-13.84	9880.55
19	2009.06.01 11:00	sell	10	0.10	1.08050	1.08211	0.00000
20	2009.06.01 11:02	s/l	10	0.10	1.08211	1.08211	0.00000	-14.87	9865.68
21	2009.06.04 10:00	sell	11	0.10	1.10319	1.10480	0.00000
22	2009.06.04 10:20	s/l	11	0.10	1.10480	1.10480	0.00000	-14.57	9851.11
23	2009.06.09 10:00	sell	12	0.10	1.11149	1.11310	0.00000
24	2009.06.09 10:02	s/l	12	0.10	1.11310	1.11310	0.00000	-14.46	9836.65
25	2009.07.01 16:00	sell	13	0.10	1.14635	1.14796	0.00000
26	2009.07.01 16:02	s/l	13	0.10	1.14796	1.14796	0.00000	-14.01	9822.64
27	2009.07.15 15:00	sell	14	0.10	1.12311	1.12472	0.00000
28	2009.07.15 16:00	modify	14	0.10	1.12311	1.12206	0.00000
29	2009.07.15 16:02	s/l	14	0.10	1.12206	1.12206	0.00000	9.35	9831.99
30	2009.07.20 13:00	sell	15	0.10	1.10380	1.10541	0.00000
31	2009.07.20 13:02	s/l	15	0.10	1.10541	1.10541	0.00000	-14.56	9817.43
32	2009.08.12 11:00	buy	16	0.10	1.10516	1.10359	0.00000
33	2009.08.12 11:15	s/l	16	0.10	1.10359	1.10359	0.00000	-14.22	9803.21
34	2009.08.12 17:00	sell	17	0.10	1.08832	1.08993	0.00000
35	2009.08.12 17:03	s/l	17	0.10	1.08993	1.08993	0.00000	-14.77	9788.44
36	2009.08.21 10:00	sell	18	0.10	1.08648	1.08809	0.00000
37	2009.08.21 10:02	s/l	18	0.10	1.08809	1.08809	0.00000	-14.80	9773.64
38	2009.08.24 16:00	sell	19	0.10	1.07345	1.07506	0.00000
39	2009.08.24 16:32	s/l	19	0.10	1.07506	1.07506	0.00000	-14.96	9758.68
40	2009.08.27 15:00	sell	20	0.10	1.09185	1.09346	0.00000
41	2009.08.27 15:15	s/l	20	0.10	1.09346	1.09346	0.00000	-14.72	9743.96
42	2009.09.04 10:00	sell	21	0.10	1.10060	1.10221	0.00000
43	2009.09.04 11:00	modify	21	0.10	1.10060	1.09923	0.00000
44	2009.09.04 14:00	modify	21	0.10	1.10060	1.09528	0.00000
45	2009.09.04 14:45	s/l	21	0.10	1.09528	1.09528	0.00000	48.56	9792.52
46	2009.09.08 10:00	sell	22	0.10	1.07222	1.07383	0.00000
47	2009.09.08 12:00	modify	22	0.10	1.07222	1.07004	0.00000
48	2009.09.08 12:15	s/l	22	0.10	1.07004	1.07004	0.00000	20.36	9812.88
49	2009.09.30 12:00	sell	23	0.10	1.07265	1.07426	0.00000
50	2009.09.30 12:20	s/l	23	0.10	1.07426	1.07426	0.00000	-14.99	9797.89
51	2009.10.06 13:00	sell	24	0.10	1.06416	1.06577	0.00000
52	2009.10.06 13:02	s/l	24	0.10	1.06577	1.06577	0.00000	-15.11	9782.78
53	2009.10.09 14:00	sell	25	0.10	1.04333	1.04494	0.00000
54	2009.10.09 14:15	s/l	25	0.10	1.04494	1.04494	0.00000	-15.40	9767.38
55	2009.10.12 14:00	sell	26	0.10	1.03193	1.03354	0.00000
56	2009.10.12 14:15	s/l	26	0.10	1.03354	1.03354	0.00000	-15.57	9751.81
57	2009.10.13 14:00	sell	27	0.10	1.02846	1.03007	0.00000
58	2009.10.13 14:03	s/l	27	0.10	1.03007	1.03007	0.00000	-15.62	9736.19
59	2009.10.21 16:00	sell	28	0.10	1.04914	1.05075	0.00000
60	2009.10.21 17:00	modify	28	0.10	1.04914	1.04533	0.00000
61	2009.10.21 17:03	s/l	28	0.10	1.04533	1.04533	0.00000	36.42	9772.61
62	2009.11.09 10:00	sell	29	0.10	1.06468	1.06629	0.00000
63	2009.11.09 10:02	s/l	29	0.10	1.06629	1.06629	0.00000	-15.10	9757.51
64	2009.11.11 10:00	sell	30	0.10	1.04622	1.04783	0.00000
65	2009.11.11 14:00	modify	30	0.10	1.04622	1.04582	0.00000
66	2009.11.11 14:45	s/l	30	0.10	1.04582	1.04582	0.00000	3.82	9761.33
67	2009.11.30 17:00	buy	31	0.10	1.05498	1.05341	0.00000
68	2009.11.30 18:00	modify	31	0.10	1.05498	1.05630	0.00000
69	2009.11.30 18:20	s/l	31	0.10	1.05630	1.05630	0.00000	12.50	9773.83
70	2009.12.01 10:00	sell	32	0.10	1.04689	1.04850	0.00000
71	2009.12.01 15:00	modify	32	0.10	1.04689	1.04566	0.00000
72	2009.12.01 15:02	s/l	32	0.10	1.04566	1.04566	0.00000	11.76	9785.59
73	2009.12.04 14:00	sell	33	0.10	1.04658	1.04819	0.00000
74	2009.12.04 14:15	s/l	33	0.10	1.04819	1.04819	0.00000	-15.36	9770.23
75	2009.12.10 13:00	sell	34	0.10	1.05038	1.05199	0.00000
76	2009.12.10 13:03	s/l	34	0.10	1.05199	1.05199	0.00000	-15.30	9754.93
77	2009.12.21 15:00	sell	35	0.10	1.05559	1.05720	0.00000
78	2009.12.21 15:02	s/l	35	0.10	1.05720	1.05720	0.00000	-15.23	9739.70
79	2009.12.23 14:00	sell	36	0.10	1.04923	1.05084	0.00000
80	2009.12.23 14:33	s/l	36	0.10	1.05084	1.05084	0.00000	-15.32	9724.38
81	2009.12.29 10:00	sell	37	0.10	1.04049	1.04210	0.00000
82	2009.12.29 10:15	s/l	37	0.10	1.04210	1.04210	0.00000	-15.44	9708.94