Report Result : Sadukey_exp - Desynced Forex Repository

Strategy Tester Report

Sadukey_exp

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		TakeProfit=300; StopLoss=200; TrailingStop=120; TrailingStep=20; CloseOppositePosition=false; Lots=0.1; Slippage=1; s______=""Ïàðàìåòðû"; KPeriod=30; Slowing=10; DPeriod=10; note4=""0sma,"; MAMethod=0; note5=""0high/low,"; PriceField=1; note6=""overbought"; overBought=60; note7=""oversold"; overSold=40;

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

Initial deposit	10000.00
Total net profit	-45.55	Gross profit	313.84	Gross loss	-359.39
Profit factor	0.87	Expected payoff	-1.01
Absolute drawdown	117.35	Maximal drawdown	130.25 (1.30%)	Relative drawdown	1.30% (130.25)

Total trades	45	Short positions (won %)	19 (68.42%)	Long positions (won %)	26 (42.31%)
		Profit trades (% of total)	24 (53.33%)	Loss trades (% of total)	21 (46.67%)
Largest		profit trade	28.60	loss trade	-18.87
Average		profit trade	13.08	loss trade	-17.11
Maximum		consecutive wins (profit in money)	4 (63.24)	consecutive losses (loss in money)	5 (-81.17)
Maximal		consecutive profit (count of wins)	63.24 (4)	consecutive loss (count of losses)	-81.17 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.14 17:00	buy	1	0.10	1.24355	1.24155	1.24655
2	2009.01.14 17:40	s/l	1	0.10	1.24155	1.24155	1.24655	-16.12	9983.88
3	2009.01.16 07:00	sell	2	0.10	1.24465	1.24665	1.24165
4	2009.01.16 07:32	modify	2	0.10	1.24465	1.24290	1.24165
5	2009.01.16 07:37	t/p	2	0.10	1.24165	1.24290	1.24165	24.17	10008.05
6	2009.01.19 01:00	sell	3	0.10	1.23850	1.24050	1.23550
7	2009.01.19 01:40	s/l	3	0.10	1.24050	1.24050	1.23550	-16.11	9991.94
8	2009.01.22 00:00	sell	4	0.10	1.25545	1.25745	1.25245
9	2009.01.22 00:10	s/l	4	0.10	1.25745	1.25745	1.25245	-15.90	9976.04
10	2009.01.22 19:00	sell	5	0.10	1.26035	1.26235	1.25735
11	2009.01.22 19:20	modify	5	0.10	1.26035	1.25925	1.25735
12	2009.01.22 19:27	s/l	5	0.10	1.25925	1.25925	1.25735	8.73	9984.77
13	2009.01.23 17:00	sell	6	0.10	1.24959	1.25159	1.24659
14	2009.01.23 17:03	t/p	6	0.10	1.24659	1.25159	1.24659	24.07	10008.84
15	2009.01.29 19:00	buy	7	0.10	1.22170	1.21970	1.22470
16	2009.01.29 19:15	s/l	7	0.10	1.21970	1.21970	1.22470	-16.40	9992.44
17	2009.02.05 12:00	sell	8	0.10	1.22745	1.22945	1.22445
18	2009.02.05 12:20	s/l	8	0.10	1.22945	1.22945	1.22445	-16.27	9976.17
19	2009.02.06 05:00	buy	9	0.10	1.23615	1.23415	1.23915
20	2009.02.06 06:26	s/l	9	0.10	1.23415	1.23415	1.23915	-16.21	9959.96
21	2009.02.10 11:00	buy	10	0.10	1.23215	1.23015	1.23515
22	2009.02.10 11:10	s/l	10	0.10	1.23015	1.23015	1.23515	-16.28	9943.68
23	2009.02.24 04:00	buy	11	0.10	1.25109	1.24909	1.25409
24	2009.02.24 04:50	s/l	11	0.10	1.24909	1.24909	1.25409	-16.01	9927.67
25	2009.03.09 11:00	buy	12	0.10	1.29085	1.28885	1.29385
26	2009.03.09 11:45	modify	12	0.10	1.29085	1.29115	1.29385
27	2009.03.09 11:50	modify	12	0.10	1.29085	1.29165	1.29385
28	2009.03.09 12:15	modify	12	0.10	1.29085	1.29205	1.29385
29	2009.03.09 12:20	modify	12	0.10	1.29085	1.29240	1.29385
30	2009.03.09 12:45	t/p	12	0.10	1.29385	1.29240	1.29385	23.18	9950.85
31	2009.03.20 19:00	buy	13	0.10	1.24165	1.23965	1.24465
32	2009.03.20 19:02	modify	13	0.10	1.24165	1.24210	1.24465
33	2009.03.20 19:15	s/l	13	0.10	1.24210	1.24210	1.24465	3.63	9954.48
34	2009.03.26 07:00	buy	14	0.10	1.23047	1.22847	1.23347
35	2009.03.26 07:16	s/l	14	0.10	1.22847	1.22847	1.23347	-16.29	9938.19
36	2009.03.27 13:00	buy	15	0.10	1.23998	1.23798	1.24298
37	2009.03.27 13:15	s/l	15	0.10	1.23798	1.23798	1.24298	-16.17	9922.02
38	2009.04.09 09:00	sell	16	0.10	1.23215	1.23415	1.22915
39	2009.04.09 09:20	s/l	16	0.10	1.23415	1.23415	1.22915	-16.20	9905.82
40	2009.04.22 08:00	sell	17	0.10	1.23782	1.23982	1.23482
41	2009.04.22 08:15	modify	17	0.10	1.23782	1.23770	1.23482
42	2009.04.22 08:20	modify	17	0.10	1.23782	1.23675	1.23482
43	2009.04.22 08:40	s/l	17	0.10	1.23675	1.23675	1.23482	8.64	9914.46
44	2009.04.28 00:00	buy	18	0.10	1.21910	1.21710	1.22210
45	2009.04.28 02:50	s/l	18	0.10	1.21710	1.21710	1.22210	-16.44	9898.02
46	2009.05.06 04:00	buy	19	0.10	1.17978	1.17778	1.18278
47	2009.05.06 06:37	modify	19	0.10	1.17978	1.17980	1.18278
48	2009.05.06 06:45	s/l	19	0.10	1.17980	1.17980	1.18278	0.17	9898.19
49	2009.05.08 14:00	sell	20	0.10	1.16075	1.16275	1.15775
50	2009.05.08 14:45	modify	20	0.10	1.16075	1.16005	1.15775
51	2009.05.08 14:50	t/p	20	0.10	1.15775	1.16005	1.15775	25.93	9924.12
52	2009.05.13 19:00	buy	21	0.10	1.16772	1.16572	1.17072
53	2009.05.13 19:10	modify	21	0.10	1.16772	1.16925	1.17072
54	2009.05.13 19:15	t/p	21	0.10	1.17072	1.16925	1.17072	25.59	9949.71
55	2009.05.15 20:00	buy	22	0.10	1.17824	1.17624	1.18124
56	2009.05.15 20:20	modify	22	0.10	1.17824	1.17870	1.18124
57	2009.05.15 21:07	modify	22	0.10	1.17824	1.17895	1.18124
58	2009.05.15 21:15	s/l	22	0.10	1.17895	1.17895	1.18124	6.03	9955.74
59	2009.05.26 04:00	buy	23	0.10	1.12811	1.12611	1.13111
60	2009.05.26 05:15	s/l	23	0.10	1.12611	1.12611	1.13111	-17.77	9937.97
61	2009.05.26 20:00	sell	24	0.10	1.11814	1.12014	1.11514
62	2009.05.26 20:02	modify	24	0.10	1.11814	1.11760	1.11514
63	2009.05.26 20:15	s/l	24	0.10	1.11760	1.11760	1.11514	4.83	9942.80
64	2009.06.12 10:00	buy	25	0.10	1.11092	1.10892	1.11392
65	2009.06.12 10:50	modify	25	0.10	1.11092	1.11135	1.11392
66	2009.06.12 11:10	modify	25	0.10	1.11092	1.11175	1.11392
67	2009.06.12 11:15	modify	25	0.10	1.11092	1.11240	1.11392
68	2009.06.12 11:20	t/p	25	0.10	1.11392	1.11240	1.11392	26.93	9969.73
69	2009.06.18 16:00	sell	26	0.10	1.12754	1.12954	1.12454
70	2009.06.18 16:10	modify	26	0.10	1.12754	1.12720	1.12454
71	2009.06.18 16:15	modify	26	0.10	1.12754	1.12595	1.12454
72	2009.06.18 16:20	t/p	26	0.10	1.12454	1.12595	1.12454	26.71	9996.44
73	2009.06.26 06:00	sell	27	0.10	1.15180	1.15380	1.14880
74	2009.06.26 08:20	modify	27	0.10	1.15180	1.15125	1.14880
75	2009.06.26 08:45	s/l	27	0.10	1.15125	1.15125	1.14880	4.77	10001.21
76	2009.06.30 20:00	buy	28	0.10	1.16255	1.16055	1.16555
77	2009.06.30 20:20	s/l	28	0.10	1.16055	1.16055	1.16555	-17.24	9983.97
78	2009.07.10 11:00	buy	29	0.10	1.16348	1.16148	1.16648
79	2009.07.10 12:10	modify	29	0.10	1.16348	1.16370	1.16648
80	2009.07.10 12:15	modify	29	0.10	1.16348	1.16410	1.16648
81	2009.07.10 12:20	modify	29	0.10	1.16348	1.16455	1.16648
82	2009.07.10 12:37	modify	29	0.10	1.16348	1.16490	1.16648
83	2009.07.10 12:45	s/l	29	0.10	1.16490	1.16490	1.16648	12.19	9996.16
84	2009.07.22 05:00	buy	30	0.10	1.10569	1.10369	1.10869
85	2009.07.22 09:15	modify	30	0.10	1.10569	1.10600	1.10869
86	2009.07.22 09:20	modify	30	0.10	1.10569	1.10680	1.10869
87	2009.07.22 09:32	s/l	30	0.10	1.10680	1.10680	1.10869	10.03	10006.19
88	2009.08.19 21:00	sell	31	0.10	1.09605	1.09805	1.09305
89	2009.08.19 21:20	modify	31	0.10	1.09605	1.09545	1.09305
90	2009.08.19 21:50	s/l	31	0.10	1.09545	1.09545	1.09305	5.48	10011.67
91	2009.08.25 20:00	buy	32	0.10	1.08659	1.08459	1.08959
92	2009.08.25 20:20	s/l	32	0.10	1.08459	1.08459	1.08959	-18.46	9993.21
93	2009.09.01 05:00	sell	33	0.10	1.09339	1.09539	1.09039
94	2009.09.01 05:50	modify	33	0.10	1.09339	1.09335	1.09039
95	2009.09.01 06:15	modify	33	0.10	1.09339	1.09305	1.09039
96	2009.09.01 06:20	modify	33	0.10	1.09339	1.09265	1.09039
97	2009.09.01 06:33	s/l	33	0.10	1.09265	1.09265	1.09039	6.77	9999.98
98	2009.09.03 09:00	sell	34	0.10	1.10026	1.10226	1.09726
99	2009.09.03 10:20	s/l	34	0.10	1.10226	1.10226	1.09726	-18.14	9981.84
100	2009.09.09 00:00	buy	35	0.10	1.07857	1.07657	1.08157
101	2009.09.09 03:10	s/l	35	0.10	1.07657	1.07657	1.08157	-18.59	9963.25
102	2009.09.10 12:00	buy	36	0.10	1.08580	1.08380	1.08880
103	2009.09.10 12:10	modify	36	0.10	1.08580	1.08605	1.08880
104	2009.09.10 12:16	modify	36	0.10	1.08580	1.08660	1.08880
105	2009.09.10 12:26	s/l	36	0.10	1.08660	1.08660	1.08880	7.37	9970.62
106	2009.09.18 04:00	buy	37	0.10	1.06848	1.06648	1.07148
107	2009.09.18 07:02	s/l	37	0.10	1.06648	1.06648	1.07148	-18.75	9951.87
108	2009.09.22 11:00	sell	38	0.10	1.06857	1.07057	1.06557
109	2009.09.22 11:46	modify	38	0.10	1.06857	1.06730	1.06557
110	2009.09.22 11:56	s/l	38	0.10	1.06730	1.06730	1.06557	11.90	9963.77
111	2009.11.03 13:00	buy	39	0.10	1.08423	1.08223	1.08723
112	2009.11.03 13:20	s/l	39	0.10	1.08223	1.08223	1.08723	-18.49	9945.28
113	2009.11.06 15:00	buy	40	0.10	1.07279	1.07079	1.07579
114	2009.11.06 15:20	s/l	40	0.10	1.07079	1.07079	1.07579	-18.68	9926.60
115	2009.11.18 11:00	sell	41	0.10	1.04777	1.04977	1.04477
116	2009.11.18 12:20	modify	41	0.10	1.04777	1.04745	1.04477
117	2009.11.18 12:45	modify	41	0.10	1.04777	1.04690	1.04477
118	2009.11.18 12:50	modify	41	0.10	1.04777	1.04630	1.04477
119	2009.11.18 13:02	s/l	41	0.10	1.04630	1.04630	1.04477	14.04	9940.64
120	2009.11.25 04:00	sell	42	0.10	1.05548	1.05748	1.05248
121	2009.11.25 05:50	modify	42	0.10	1.05548	1.05535	1.05248
122	2009.11.25 06:10	s/l	42	0.10	1.05535	1.05535	1.05248	1.24	9941.88
123	2009.12.07 01:00	buy	43	0.10	1.05605	1.05405	1.05905
124	2009.12.07 01:20	modify	43	0.10	1.05605	1.05635	1.05905
125	2009.12.07 01:27	s/l	43	0.10	1.05635	1.05635	1.05905	2.84	9944.72
126	2009.12.16 18:00	sell	44	0.10	1.05777	1.05977	1.05477
127	2009.12.16 18:50	s/l	44	0.10	1.05977	1.05977	1.05477	-18.87	9925.85
128	2009.12.30 02:00	buy	45	0.10	1.04559	1.04359	1.04859
129	2009.12.30 04:20	modify	45	0.10	1.04559	1.04565	1.04859
130	2009.12.30 04:40	modify	45	0.10	1.04559	1.04670	1.04859
131	2009.12.30 04:45	t/p	45	0.10	1.04859	1.04670	1.04859	28.60	9954.45