Report Result : simplefx2 - Desynced Forex Repository

Strategy Tester Report

simplefx2

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		comment2=""*"; Lots=0.1; Stop_Loss=0; Take_Profit=0; Slippage=5; Order_Comment=""Simple"; Magic=112607; Order_Arrow_Color=Black; comment3=""*"; Long_MA_Period=200; Long_MA_Method=0; Long_MA_Applied_Price=4; Short_MA_Period=50; Short_MA_Method=0; Short_MA_Applied_Price=4;

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

Initial deposit	10000.00
Total net profit	-49.90	Gross profit	2740.32	Gross loss	-2790.21
Profit factor	0.98	Expected payoff	-1.47
Absolute drawdown	1093.56	Maximal drawdown	1503.70 (14.44%)	Relative drawdown	14.44% (1503.70)

Total trades	34	Short positions (won %)	17 (52.94%)	Long positions (won %)	17 (29.41%)
		Profit trades (% of total)	14 (41.18%)	Loss trades (% of total)	20 (58.82%)
Largest		profit trade	635.50	loss trade	-249.14
Average		profit trade	195.74	loss trade	-139.51
Maximum		consecutive wins (profit in money)	5 (1435.98)	consecutive losses (loss in money)	7 (-725.29)
Maximal		consecutive profit (count of wins)	1435.98 (5)	consecutive loss (count of losses)	-725.29 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.13 12:00	buy	1	0.10	1.22409	0.00000	0.00000
2	2009.01.26 12:00	close	1	0.10	1.21856	0.00000	0.00000	-46.58	9953.42
3	2009.01.26 12:00	sell	2	0.10	1.21856	0.00000	0.00000
4	2009.02.03 04:00	close	2	0.10	1.24388	0.00000	0.00000	-203.86	9749.56
5	2009.02.03 04:00	buy	3	0.10	1.24388	0.00000	0.00000
6	2009.02.09 19:00	close	3	0.10	1.21725	0.00000	0.00000	-219.32	9530.24
7	2009.02.09 19:00	sell	4	0.10	1.21725	0.00000	0.00000
8	2009.02.11 22:00	close	4	0.10	1.24354	0.00000	0.00000	-211.48	9318.75
9	2009.02.11 22:00	buy	5	0.10	1.24354	0.00000	0.00000
10	2009.02.24 12:00	close	5	0.10	1.24711	0.00000	0.00000	27.43	9346.18
11	2009.02.24 12:00	sell	6	0.10	1.24711	0.00000	0.00000
12	2009.02.27 17:00	close	6	0.10	1.27014	0.00000	0.00000	-181.51	9164.67
13	2009.02.27 17:00	buy	7	0.10	1.27014	0.00000	0.00000
14	2009.03.12 02:00	close	7	0.10	1.28655	0.00000	0.00000	126.35	9291.02
15	2009.03.12 02:00	sell	8	0.10	1.28655	0.00000	0.00000
16	2009.03.30 17:00	close	8	0.10	1.25667	0.00000	0.00000	237.17	9528.20
17	2009.03.30 17:00	buy	9	0.10	1.25667	0.00000	0.00000
18	2009.04.06 02:00	close	9	0.10	1.22620	0.00000	0.00000	-249.14	9279.06
19	2009.04.06 02:00	sell	10	0.10	1.22620	0.00000	0.00000
20	2009.04.21 04:00	close	10	0.10	1.23930	0.00000	0.00000	-106.26	9172.80
21	2009.04.21 04:00	buy	11	0.10	1.23930	0.00000	0.00000
22	2009.04.27 09:00	close	11	0.10	1.21792	0.00000	0.00000	-176.10	8996.70
23	2009.04.27 09:00	sell	12	0.10	1.21792	0.00000	0.00000
24	2009.05.14 21:00	close	12	0.10	1.17055	0.00000	0.00000	403.97	9400.67
25	2009.05.14 21:00	buy	13	0.10	1.17055	0.00000	0.00000
26	2009.05.20 01:00	close	13	0.10	1.15506	0.00000	0.00000	-134.48	9266.19
27	2009.05.20 01:00	sell	14	0.10	1.15506	0.00000	0.00000
28	2009.06.05 16:00	close	14	0.10	1.11324	0.00000	0.00000	374.99	9641.18
29	2009.06.05 16:00	buy	15	0.10	1.11324	0.00000	0.00000
30	2009.07.14 06:00	close	15	0.10	1.15103	0.00000	0.00000	324.89	9966.07
31	2009.07.14 06:00	sell	16	0.10	1.15103	0.00000	0.00000
32	2009.08.10 07:00	close	16	0.10	1.08215	0.00000	0.00000	635.50	10601.58
33	2009.08.10 07:00	buy	17	0.10	1.08215	0.00000	0.00000
34	2009.08.21 06:00	close	17	0.10	1.09293	0.00000	0.00000	97.43	10699.01
35	2009.08.21 06:00	sell	18	0.10	1.09293	0.00000	0.00000
36	2009.08.27 20:00	close	18	0.10	1.09256	0.00000	0.00000	3.17	10702.17
37	2009.08.27 20:00	buy	19	0.10	1.09256	0.00000	0.00000
38	2009.09.07 11:00	close	19	0.10	1.07818	0.00000	0.00000	-134.20	10567.97
39	2009.09.07 11:00	sell	20	0.10	1.07818	0.00000	0.00000
40	2009.09.16 04:00	close	20	0.10	1.07362	0.00000	0.00000	42.13	10610.11
41	2009.09.16 04:00	buy	21	0.10	1.07362	0.00000	0.00000
42	2009.09.16 06:00	close	21	0.10	1.07131	0.00000	0.00000	-21.56	10588.55
43	2009.09.16 06:00	sell	22	0.10	1.07131	0.00000	0.00000
44	2009.09.24 21:00	close	22	0.10	1.09100	0.00000	0.00000	-180.85	10407.69
45	2009.09.24 21:00	buy	23	0.10	1.09100	0.00000	0.00000
46	2009.10.01 05:00	close	23	0.10	1.06972	0.00000	0.00000	-199.58	10208.12
47	2009.10.01 05:00	sell	24	0.10	1.06972	0.00000	0.00000
48	2009.10.21 02:00	close	24	0.10	1.04969	0.00000	0.00000	190.15	10398.27
49	2009.10.21 02:00	buy	25	0.10	1.04969	0.00000	0.00000
50	2009.11.05 03:00	close	25	0.10	1.06493	0.00000	0.00000	141.54	10539.81
51	2009.11.05 03:00	sell	26	0.10	1.06493	0.00000	0.00000
52	2009.11.19 06:00	close	26	0.10	1.05889	0.00000	0.00000	56.52	10596.33
53	2009.11.19 06:00	buy	27	0.10	1.05889	0.00000	0.00000
54	2009.11.25 22:00	close	27	0.10	1.04514	0.00000	0.00000	-131.93	10464.40
55	2009.11.25 22:00	sell	28	0.10	1.04514	0.00000	0.00000
56	2009.11.30 00:00	close	28	0.10	1.06081	0.00000	0.00000	-147.91	10316.49
57	2009.11.30 00:00	buy	29	0.10	1.06081	0.00000	0.00000
58	2009.12.01 12:00	close	29	0.10	1.04554	0.00000	0.00000	-146.14	10170.35
59	2009.12.01 12:00	sell	30	0.10	1.04554	0.00000	0.00000
60	2009.12.07 09:00	close	30	0.10	1.05573	0.00000	0.00000	-96.74	10073.60
61	2009.12.07 09:00	buy	31	0.10	1.05573	0.00000	0.00000
62	2009.12.08 11:00	close	31	0.10	1.05018	0.00000	0.00000	-52.94	10020.66
63	2009.12.08 11:00	sell	32	0.10	1.05018	0.00000	0.00000
64	2009.12.08 18:00	close	32	0.10	1.06077	0.00000	0.00000	-99.83	9920.83
65	2009.12.08 18:00	buy	33	0.10	1.06077	0.00000	0.00000
66	2009.12.23 02:00	close	33	0.10	1.05566	0.00000	0.00000	-49.80	9871.04
67	2009.12.23 02:00	sell	34	0.10	1.05566	0.00000	0.00000
68	2009.12.31 18:57	close at stop	34	0.10	1.04734	0.00000	0.00000	79.07	9950.10