Report Result : up3x1 - Desynced Forex Repository

Strategy Tester Report

up3x1

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=0.1; TakeProfit=150; StopLoss=100; TrailingStop=100;

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

Initial deposit	10000.00
Total net profit	-454.89	Gross profit	198.62	Gross loss	-653.51
Profit factor	0.30	Expected payoff	-6.69
Absolute drawdown	481.13	Maximal drawdown	481.13 (4.81%)	Relative drawdown	4.81% (481.13)

Total trades	68	Short positions (won %)	36 (22.22%)	Long positions (won %)	32 (9.38%)
		Profit trades (% of total)	11 (16.18%)	Loss trades (% of total)	57 (83.82%)
Largest		profit trade	28.62	loss trade	-19.01
Average		profit trade	18.06	loss trade	-11.47
Maximum		consecutive wins (profit in money)	3 (59.92)	consecutive losses (loss in money)	16 (-168.46)
Maximal		consecutive profit (count of wins)	59.92 (3)	consecutive loss (count of losses)	-168.46 (16)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.08 09:00	buy	1	0.20	1.20327	1.20227	1.20477
2	2009.01.08 09:02	s/l	1	0.20	1.20227	1.20227	1.20477	-16.65	9983.35
3	2009.01.19 05:00	sell	2	0.20	1.23940	1.24040	1.23790
4	2009.01.19 06:10	s/l	2	0.20	1.24040	1.24040	1.23790	-16.12	9967.23
5	2009.01.22 15:00	sell	3	0.10	1.26965	1.27065	1.26815
6	2009.01.22 15:10	s/l	3	0.10	1.27065	1.27065	1.26815	-7.86	9959.37
7	2009.01.28 17:00	buy	4	0.10	1.20919	1.20819	1.21069
8	2009.01.28 17:15	s/l	4	0.10	1.20819	1.20819	1.21069	-8.28	9951.09
9	2009.01.30 08:00	buy	5	0.10	1.22679	1.22579	1.22829
10	2009.01.30 08:02	s/l	5	0.10	1.22579	1.22579	1.22829	-8.18	9942.91
11	2009.02.04 13:00	sell	6	0.10	1.23816	1.23916	1.23666
12	2009.02.04 13:15	s/l	6	0.10	1.23916	1.23916	1.23666	-8.07	9934.84
13	2009.02.06 17:00	buy	7	0.10	1.24451	1.24351	1.24601
14	2009.02.06 17:05	s/l	7	0.10	1.24351	1.24351	1.24601	-8.04	9926.80
15	2009.02.11 04:00	buy	8	0.10	1.24454	1.24354	1.24604
16	2009.02.11 04:15	s/l	8	0.10	1.24354	1.24354	1.24604	-8.04	9918.76
17	2009.02.13 17:00	sell	9	0.10	1.23930	1.24030	1.23780
18	2009.02.13 17:05	s/l	9	0.10	1.24030	1.24030	1.23780	-8.06	9910.70
19	2009.02.19 17:00	sell	10	0.10	1.25915	1.26015	1.25765
20	2009.02.19 17:15	t/p	10	0.10	1.25765	1.26015	1.25765	11.94	9922.64
21	2009.02.23 10:00	sell	11	0.20	1.24602	1.24702	1.24452
22	2009.02.23 10:15	t/p	11	0.20	1.24452	1.24702	1.24452	24.11	9946.75
23	2009.02.26 06:00	buy	12	0.20	1.25475	1.25375	1.25625
24	2009.02.26 06:20	t/p	12	0.20	1.25625	1.25375	1.25625	23.87	9970.62
25	2009.03.05 04:00	sell	13	0.20	1.27757	1.27857	1.27607
26	2009.03.05 07:45	s/l	13	0.20	1.27857	1.27857	1.27607	-15.64	9954.98
27	2009.03.11 03:00	sell	14	0.20	1.28024	1.28124	1.27874
28	2009.03.11 03:15	s/l	14	0.20	1.28124	1.28124	1.27874	-15.61	9939.37
29	2009.03.12 18:00	buy	15	0.10	1.28556	1.28456	1.28706
30	2009.03.12 18:15	s/l	15	0.10	1.28456	1.28456	1.28706	-7.79	9931.58
31	2009.03.25 17:00	buy	16	0.10	1.22489	1.22389	1.22639
32	2009.03.25 17:07	s/l	16	0.10	1.22389	1.22389	1.22639	-8.17	9923.41
33	2009.04.02 16:00	sell	17	0.10	1.24535	1.24635	1.24385
34	2009.04.02 16:15	s/l	17	0.10	1.24635	1.24635	1.24385	-8.02	9915.39
35	2009.04.07 11:00	buy	18	0.10	1.24259	1.24159	1.24409
36	2009.04.07 11:07	s/l	18	0.10	1.24159	1.24159	1.24409	-8.06	9907.33
37	2009.04.17 17:00	buy	19	0.10	1.21536	1.21436	1.21686
38	2009.04.17 17:20	s/l	19	0.10	1.21436	1.21436	1.21686	-8.24	9899.09
39	2009.04.23 20:00	sell	20	0.10	1.22530	1.22630	1.22380
40	2009.04.23 20:02	s/l	20	0.10	1.22630	1.22630	1.22380	-8.16	9890.93
41	2009.04.28 16:00	buy	21	0.10	1.22324	1.22224	1.22474
42	2009.04.28 16:02	s/l	21	0.10	1.22224	1.22224	1.22474	-8.18	9882.75
43	2009.05.12 14:00	buy	22	0.10	1.15924	1.15824	1.16074
44	2009.05.12 14:15	s/l	22	0.10	1.15824	1.15824	1.16074	-8.63	9874.12
45	2009.05.19 03:00	sell	23	0.10	1.16567	1.16667	1.16417
46	2009.05.19 04:20	t/p	23	0.10	1.16417	1.16667	1.16417	12.89	9887.01
47	2009.05.26 19:00	buy	24	0.20	1.12096	1.11996	1.12246
48	2009.05.26 19:20	s/l	24	0.20	1.11996	1.11996	1.12246	-17.86	9869.15
49	2009.05.29 00:00	buy	25	0.20	1.11508	1.11408	1.11658
50	2009.05.29 00:32	s/l	25	0.20	1.11408	1.11408	1.11658	-17.96	9851.19
51	2009.06.04 02:00	buy	26	0.10	1.11075	1.10975	1.11225
52	2009.06.04 02:10	s/l	26	0.10	1.10975	1.10975	1.11225	-9.01	9842.18
53	2009.06.05 21:00	sell	27	0.10	1.11831	1.11931	1.11681
54	2009.06.05 21:02	s/l	27	0.10	1.11931	1.11931	1.11681	-8.93	9833.25
55	2009.06.09 22:00	sell	28	0.10	1.10333	1.10433	1.10183
56	2009.06.09 22:15	s/l	28	0.10	1.10433	1.10433	1.10183	-9.05	9824.20
57	2009.06.11 19:00	buy	29	0.10	1.09819	1.09719	1.09969
58	2009.06.11 19:10	s/l	29	0.10	1.09719	1.09719	1.09969	-9.12	9815.08
59	2009.06.12 19:00	buy	30	0.10	1.11993	1.11893	1.12143
60	2009.06.12 19:20	s/l	30	0.10	1.11893	1.11893	1.12143	-8.94	9806.14
61	2009.06.18 22:00	sell	31	0.10	1.13297	1.13397	1.13147
62	2009.06.18 22:02	s/l	31	0.10	1.13397	1.13397	1.13147	-8.82	9797.32
63	2009.06.24 19:00	sell	32	0.10	1.14883	1.14983	1.14733
64	2009.06.24 19:32	s/l	32	0.10	1.14983	1.14983	1.14733	-8.70	9788.62
65	2009.06.29 01:00	sell	33	0.10	1.15331	1.15431	1.15181
66	2009.06.29 01:10	s/l	33	0.10	1.15431	1.15431	1.15181	-8.66	9779.96
67	2009.07.02 03:00	sell	34	0.10	1.14937	1.15037	1.14787
68	2009.07.02 04:07	t/p	34	0.10	1.14787	1.15037	1.14787	13.07	9793.03
69	2009.07.07 18:00	sell	35	0.20	1.16282	1.16382	1.16132
70	2009.07.07 18:15	s/l	35	0.20	1.16382	1.16382	1.16132	-17.18	9775.85
71	2009.07.10 00:00	sell	36	0.20	1.16172	1.16272	1.16022
72	2009.07.10 04:20	s/l	36	0.20	1.16272	1.16272	1.16022	-17.20	9758.65
73	2009.07.29 15:00	buy	37	0.10	1.08682	1.08582	1.08832
74	2009.07.29 15:03	s/l	37	0.10	1.08582	1.08582	1.08832	-9.22	9749.43
75	2009.07.31 07:00	sell	38	0.10	1.07970	1.08070	1.07820
76	2009.07.31 07:20	t/p	38	0.10	1.07820	1.08070	1.07820	13.92	9763.35
77	2009.08.05 14:00	buy	39	0.20	1.07619	1.07519	1.07769
78	2009.08.05 14:02	s/l	39	0.20	1.07519	1.07519	1.07769	-18.60	9744.75
79	2009.08.07 02:00	buy	40	0.20	1.07735	1.07635	1.07885
80	2009.08.07 03:10	s/l	40	0.20	1.07635	1.07635	1.07885	-18.58	9726.17
81	2009.08.13 11:00	sell	41	0.10	1.08502	1.08602	1.08352
82	2009.08.13 12:46	t/p	41	0.10	1.08352	1.08602	1.08352	13.85	9740.02
83	2009.08.17 05:00	buy	42	0.20	1.10505	1.10405	1.10655
84	2009.08.17 05:15	s/l	42	0.20	1.10405	1.10405	1.10655	-18.12	9721.90
85	2009.08.19 09:00	sell	43	0.20	1.10733	1.10833	1.10583
86	2009.08.19 09:07	s/l	43	0.20	1.10833	1.10833	1.10583	-18.04	9703.86
87	2009.08.26 05:00	buy	44	0.10	1.08625	1.08525	1.08775
88	2009.08.26 05:50	s/l	44	0.10	1.08525	1.08525	1.08775	-9.22	9694.64
89	2009.08.28 13:00	sell	45	0.10	1.08275	1.08375	1.08125
90	2009.08.28 13:20	t/p	45	0.10	1.08125	1.08375	1.08125	13.88	9708.52
91	2009.09.04 05:00	sell	46	0.20	1.10269	1.10369	1.10119
92	2009.09.04 05:20	s/l	46	0.20	1.10369	1.10369	1.10119	-18.12	9690.40
93	2009.09.09 19:00	buy	47	0.20	1.07767	1.07667	1.07917
94	2009.09.09 19:02	s/l	47	0.20	1.07667	1.07667	1.07917	-18.57	9671.83
95	2009.09.16 03:00	sell	48	0.10	1.07210	1.07310	1.07060
96	2009.09.16 03:15	s/l	48	0.10	1.07310	1.07310	1.07060	-9.32	9662.51
97	2009.09.18 21:00	buy	49	0.10	1.07003	1.06903	1.07153
98	2009.09.18 21:20	s/l	49	0.10	1.06903	1.06903	1.07153	-9.36	9653.15
99	2009.09.23 02:00	sell	50	0.10	1.06790	1.06890	1.06640
100	2009.09.23 02:30	s/l	50	0.10	1.06890	1.06890	1.06640	-9.35	9643.80
101	2009.09.29 11:00	sell	51	0.10	1.08542	1.08642	1.08392
102	2009.09.29 11:05	s/l	51	0.10	1.08642	1.08642	1.08392	-9.20	9634.60
103	2009.10.02 10:00	buy	52	0.10	1.08870	1.08770	1.09020
104	2009.10.02 10:50	s/l	52	0.10	1.08770	1.08770	1.09020	-9.19	9625.41
105	2009.10.16 09:00	buy	53	0.10	1.03526	1.03426	1.03676
106	2009.10.16 09:10	s/l	53	0.10	1.03426	1.03426	1.03676	-9.67	9615.74
107	2009.10.20 07:00	sell	54	0.10	1.02765	1.02865	1.02615
108	2009.10.20 07:10	s/l	54	0.10	1.02865	1.02865	1.02615	-9.72	9606.02
109	2009.10.30 10:00	sell	55	0.10	1.06710	1.06810	1.06560
110	2009.10.30 10:02	s/l	55	0.10	1.06810	1.06810	1.06560	-9.36	9596.66
111	2009.11.04 01:00	sell	56	0.10	1.06650	1.06750	1.06500
112	2009.11.04 01:15	s/l	56	0.10	1.06750	1.06750	1.06500	-9.37	9587.29
113	2009.11.06 09:00	buy	57	0.10	1.06453	1.06353	1.06603
114	2009.11.06 09:20	s/l	57	0.10	1.06353	1.06353	1.06603	-9.41	9577.88
115	2009.11.13 06:00	buy	58	0.10	1.05578	1.05478	1.05728
116	2009.11.13 06:45	s/l	58	0.10	1.05478	1.05478	1.05728	-9.48	9568.40
117	2009.11.23 23:00	sell	59	0.10	1.05545	1.05645	1.05395
118	2009.11.23 23:15	s/l	59	0.10	1.05645	1.05645	1.05395	-9.47	9558.93
119	2009.11.27 05:00	buy	60	0.10	1.06338	1.06238	1.06488
120	2009.11.27 05:37	s/l	60	0.10	1.06238	1.06238	1.06488	-9.41	9549.52
121	2009.11.30 20:00	sell	61	0.10	1.05590	1.05690	1.05440
122	2009.11.30 20:10	s/l	61	0.10	1.05690	1.05690	1.05440	-9.46	9540.06
123	2009.12.03 16:00	buy	62	0.10	1.05600	1.05500	1.05750
124	2009.12.03 16:15	t/p	62	0.10	1.05750	1.05500	1.05750	14.18	9554.24
125	2009.12.08 08:00	sell	63	0.20	1.05102	1.05202	1.04952
126	2009.12.08 08:10	s/l	63	0.20	1.05202	1.05202	1.04952	-19.01	9535.23
127	2009.12.10 14:00	sell	64	0.20	1.05017	1.05117	1.04867
128	2009.12.10 14:50	t/p	64	0.20	1.04867	1.05117	1.04867	28.62	9563.85
129	2009.12.14 08:00	buy	65	0.20	1.05865	1.05765	1.06015
130	2009.12.14 09:10	t/p	65	0.20	1.06015	1.05765	1.06015	28.29	9592.14
131	2009.12.17 01:00	sell	66	0.20	1.06192	1.06292	1.06042
132	2009.12.17 02:10	s/l	66	0.20	1.06292	1.06292	1.06042	-18.81	9573.33
133	2009.12.21 09:00	sell	67	0.20	1.06800	1.06900	1.06650
134	2009.12.21 09:13	s/l	67	0.20	1.06900	1.06900	1.06650	-18.71	9554.62
135	2009.12.30 18:00	buy	68	0.10	1.05271	1.05171	1.05421
136	2009.12.30 18:02	s/l	68	0.10	1.05171	1.05171	1.05421	-9.51	9545.11