Report Result : mandarine - Desynced Forex Repository

Strategy Tester Report

mandarine

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		StopLoss=100; TakeProfit=200; TrailingStop=100; T3Periods=5; FastPeriod=5; SlowPeriod=20; Lots=0.1; MaximumRisk=3; FixedLot=false; slippage=2; shift=1; MAGICNUM=187233;

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	-80.10	Gross profit	133.80	Gross loss	-213.90
Profit factor	0.63	Expected payoff	-4.71
Absolute drawdown	111.90	Maximal drawdown	199.50 (1.98%)	Relative drawdown	1.98% (199.50)

Total trades	17	Short positions (won %)	8 (50.00%)	Long positions (won %)	9 (0.00%)
		Profit trades (% of total)	4 (23.53%)	Loss trades (% of total)	13 (76.47%)
Largest		profit trade	60.00	loss trade	-30.00
Average		profit trade	33.45	loss trade	-16.45
Maximum		consecutive wins (profit in money)	1 (60.00)	consecutive losses (loss in money)	5 (-78.30)
Maximal		consecutive profit (count of wins)	60.00 (1)	consecutive loss (count of losses)	-78.30 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 13:02	sell	1	0.30	1.35486	1.35586	1.35286
2	2010.03.01 13:05	modify	1	0.30	1.35486	1.35558	1.35286
3	2010.03.01 13:10	modify	1	0.30	1.35486	1.35480	1.35286
4	2010.03.01 13:15	t/p	1	0.30	1.35286	1.35480	1.35286	60.00	10060.00
5	2010.03.02 14:00	buy	2	0.30	1.35625	1.35525	1.35825
6	2010.03.02 14:02	modify	2	0.30	1.35625	1.35593	1.35825
7	2010.03.02 14:07	modify	2	0.30	1.35625	1.35617	1.35825
8	2010.03.02 14:15	s/l	2	0.30	1.35617	1.35617	1.35825	-2.40	10057.60
9	2010.03.04 14:00	buy	3	0.30	1.36834	1.36734	1.37034
10	2010.03.04 14:10	s/l	3	0.30	1.36734	1.36734	1.37034	-30.00	10027.60
11	2010.03.05 18:00	buy	4	0.30	1.36079	1.35979	1.36279
12	2010.03.05 18:07	modify	4	0.30	1.36079	1.35995	1.36279
13	2010.03.05 18:15	s/l	4	0.30	1.35995	1.35995	1.36279	-25.20	10002.40
14	2010.03.08 18:20	sell	5	0.30	1.36302	1.36402	1.36102
15	2010.03.08 18:22	modify	5	0.30	1.36302	1.36368	1.36102
16	2010.03.08 18:27	modify	5	0.30	1.36302	1.36323	1.36102
17	2010.03.08 18:45	s/l	5	0.30	1.36323	1.36323	1.36102	-6.30	9996.10
18	2010.03.10 03:00	sell	6	0.30	1.35956	1.36056	1.35756
19	2010.03.10 03:15	modify	6	0.30	1.35956	1.36044	1.35756
20	2010.03.10 03:20	modify	6	0.30	1.35956	1.36015	1.35756
21	2010.03.10 03:32	modify	6	0.30	1.35956	1.35988	1.35756
22	2010.03.10 03:37	modify	6	0.30	1.35956	1.35980	1.35756
23	2010.03.10 04:15	s/l	6	0.30	1.35980	1.35980	1.35756	-7.20	9988.90
24	2010.03.10 08:00	sell	7	0.30	1.35823	1.35923	1.35623
25	2010.03.10 08:05	modify	7	0.30	1.35823	1.35912	1.35623
26	2010.03.10 08:10	modify	7	0.30	1.35823	1.35874	1.35623
27	2010.03.10 08:15	modify	7	0.30	1.35823	1.35817	1.35623
28	2010.03.10 08:20	modify	7	0.30	1.35823	1.35741	1.35623
29	2010.03.10 08:32	s/l	7	0.30	1.35741	1.35741	1.35623	24.60	10013.50
30	2010.03.10 13:00	buy	8	0.30	1.36158	1.36058	1.36358
31	2010.03.10 13:10	modify	8	0.30	1.36158	1.36074	1.36358
32	2010.03.10 13:15	modify	8	0.30	1.36158	1.36113	1.36358
33	2010.03.10 13:20	modify	8	0.30	1.36158	1.36152	1.36358
34	2010.03.10 13:43	s/l	8	0.30	1.36152	1.36152	1.36358	-1.80	10011.70
35	2010.03.15 08:00	buy	9	0.30	1.37529	1.37429	1.37729
36	2010.03.15 08:10	modify	9	0.30	1.37529	1.37438	1.37729
37	2010.03.15 08:15	modify	9	0.30	1.37529	1.37473	1.37729
38	2010.03.15 08:20	modify	9	0.30	1.37529	1.37507	1.37729
39	2010.03.15 08:40	s/l	9	0.30	1.37507	1.37507	1.37729	-6.60	10005.10
40	2010.03.17 15:05	sell	10	0.30	1.37553	1.37653	1.37353
41	2010.03.17 15:07	modify	10	0.30	1.37553	1.37637	1.37353
42	2010.03.17 15:15	s/l	10	0.30	1.37637	1.37637	1.37353	-25.20	9979.90
43	2010.03.17 19:00	buy	11	0.30	1.37766	1.37666	1.37966
44	2010.03.17 19:10	s/l	11	0.30	1.37666	1.37666	1.37966	-30.00	9949.90
45	2010.03.22 18:00	buy	12	0.30	1.35629	1.35529	1.35829
46	2010.03.22 18:02	modify	12	0.30	1.35629	1.35560	1.35829
47	2010.03.22 18:07	modify	12	0.30	1.35629	1.35580	1.35829
48	2010.03.22 18:15	s/l	12	0.30	1.35580	1.35580	1.35829	-14.70	9935.20
49	2010.03.23 08:07	sell	13	0.30	1.35223	1.35323	1.35023
50	2010.03.23 08:10	modify	13	0.30	1.35223	1.35270	1.35023
51	2010.03.23 08:15	modify	13	0.30	1.35223	1.35222	1.35023
52	2010.03.23 08:20	modify	13	0.30	1.35223	1.35159	1.35023
53	2010.03.23 08:32	modify	13	0.30	1.35223	1.35151	1.35023
54	2010.03.23 08:37	modify	13	0.30	1.35223	1.35139	1.35023
55	2010.03.23 08:50	s/l	13	0.30	1.35139	1.35139	1.35023	25.20	9960.40
56	2010.03.25 13:15	buy	14	0.30	1.33469	1.33369	1.33669
57	2010.03.25 13:17	modify	14	0.30	1.33469	1.33379	1.33669
58	2010.03.25 13:20	s/l	14	0.30	1.33379	1.33379	1.33669	-27.00	9933.40
59	2010.03.25 15:00	sell	15	0.30	1.33250	1.33350	1.33050
60	2010.03.25 15:02	s/l	15	0.30	1.33350	1.33350	1.33050	-30.00	9903.40
61	2010.03.25 18:00	sell	16	0.30	1.33421	1.33521	1.33221
62	2010.03.25 18:10	modify	16	0.30	1.33421	1.33495	1.33221
63	2010.03.25 18:15	modify	16	0.30	1.33421	1.33438	1.33221
64	2010.03.25 18:20	modify	16	0.30	1.33421	1.33361	1.33221
65	2010.03.25 18:35	modify	16	0.30	1.33421	1.33341	1.33221
66	2010.03.25 18:37	s/l	16	0.30	1.33341	1.33341	1.33221	24.00	9927.40
67	2010.03.26 05:00	buy	17	0.30	1.33350	1.33250	1.33550
68	2010.03.26 05:05	modify	17	0.30	1.33350	1.33251	1.33550
69	2010.03.26 05:10	modify	17	0.30	1.33350	1.33276	1.33550
70	2010.03.26 05:15	modify	17	0.30	1.33350	1.33300	1.33550
71	2010.03.26 05:20	modify	17	0.30	1.33350	1.33325	1.33550
72	2010.03.26 05:46	s/l	17	0.30	1.33325	1.33325	1.33550	-7.50	9919.90