Report Result : OpenTiks MM - Desynced Forex Repository

Strategy Tester Report

OpenTiks MM

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		Shift1=0; Shift2=1; Shift3=2; Shift4=3; TrailingStop=30; StopLoss=0; Lots=0.1; RiskManagement=true; RiskPercent=10; magicnumber=777; PolLots=false; MaxOrders=1;

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

Initial deposit	10000.00
Total net profit	972.55	Gross profit	972.55	Gross loss	0.00
Profit factor		Expected payoff	24.94
Absolute drawdown	154.34	Maximal drawdown	496.54 (4.79%)	Relative drawdown	4.79% (496.54)

Total trades	39	Short positions (won %)	39 (100.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	39 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	74.00	loss trade	0.00
Average		profit trade	24.94	loss trade	0.00
Maximum		consecutive wins (profit in money)	39 (972.55)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	972.55 (39)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	39	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 04:00	sell	1	0.36	1.36040	0.00000	0.00000
2	2010.03.01 04:20	modify	1	0.36	1.36040	1.36035	0.00000
3	2010.03.01 04:27	s/l	1	0.36	1.36035	1.36035	0.00000	1.80	10001.80
4	2010.03.01 14:00	sell	2	0.37	1.35069	0.00000	0.00000
5	2010.03.01 16:15	modify	2	0.37	1.35069	1.34953	0.00000
6	2010.03.01 16:17	s/l	2	0.37	1.34953	1.34953	0.00000	42.92	10044.72
7	2010.03.02 03:00	sell	3	0.37	1.35290	0.00000	0.00000
8	2010.03.02 04:50	modify	3	0.37	1.35290	1.35226	0.00000
9	2010.03.02 04:52	s/l	3	0.37	1.35226	1.35226	0.00000	23.68	10068.40
10	2010.03.03 23:00	sell	4	0.36	1.36953	0.00000	0.00000
11	2010.03.04 01:20	modify	4	0.36	1.36953	1.36930	0.00000
12	2010.03.04 01:27	s/l	4	0.36	1.36930	1.36930	0.00000	7.20	10075.60
13	2010.03.04 06:00	sell	5	0.36	1.36818	0.00000	0.00000
14	2010.03.04 06:10	modify	5	0.36	1.36818	1.36796	0.00000
15	2010.03.04 06:16	modify	5	0.36	1.36818	1.36760	0.00000
16	2010.03.04 06:26	s/l	5	0.36	1.36760	1.36760	0.00000	20.88	10096.48
17	2010.03.04 07:00	sell	6	0.36	1.36769	0.00000	0.00000
18	2010.03.04 07:20	modify	6	0.36	1.36769	1.36762	0.00000
19	2010.03.04 07:26	modify	6	0.36	1.36769	1.36700	0.00000
20	2010.03.04 07:32	s/l	6	0.36	1.36700	1.36700	0.00000	24.84	10121.32
21	2010.03.04 17:00	sell	7	0.37	1.36061	0.00000	0.00000
22	2010.03.04 17:20	modify	7	0.37	1.36061	1.36049	0.00000
23	2010.03.04 17:22	s/l	7	0.37	1.36049	1.36049	0.00000	4.44	10125.76
24	2010.03.04 18:00	sell	8	0.37	1.35703	0.00000	0.00000
25	2010.03.04 18:02	modify	8	0.37	1.35703	1.35629	0.00000
26	2010.03.04 18:07	modify	8	0.37	1.35703	1.35609	0.00000
27	2010.03.04 18:10	s/l	8	0.37	1.35609	1.35609	0.00000	34.78	10160.54
28	2010.03.05 13:00	sell	9	0.37	1.35849	0.00000	0.00000
29	2010.03.05 13:20	modify	9	0.37	1.35849	1.35815	0.00000
30	2010.03.05 13:27	s/l	9	0.37	1.35815	1.35815	0.00000	12.58	10173.12
31	2010.03.05 14:00	sell	10	0.37	1.35809	0.00000	0.00000
32	2010.03.05 14:20	modify	10	0.37	1.35809	1.35778	0.00000
33	2010.03.05 14:27	s/l	10	0.37	1.35778	1.35778	0.00000	11.47	10184.59
34	2010.03.05 15:00	sell	11	0.37	1.35582	0.00000	0.00000
35	2010.03.05 15:02	modify	11	0.37	1.35582	1.35521	0.00000
36	2010.03.05 15:05	s/l	11	0.37	1.35521	1.35521	0.00000	22.57	10207.16
37	2010.03.08 12:00	sell	12	0.37	1.36463	0.00000	0.00000
38	2010.03.08 12:20	modify	12	0.37	1.36463	1.36434	0.00000
39	2010.03.08 12:22	s/l	12	0.37	1.36434	1.36434	0.00000	10.73	10217.89
40	2010.03.08 13:00	sell	13	0.37	1.36461	0.00000	0.00000
41	2010.03.08 16:50	modify	13	0.37	1.36461	1.36351	0.00000
42	2010.03.08 16:52	s/l	13	0.37	1.36351	1.36351	0.00000	40.70	10258.59
43	2010.03.09 12:00	sell	14	0.37	1.35697	0.00000	0.00000
44	2010.03.09 12:20	modify	14	0.37	1.35697	1.35670	0.00000
45	2010.03.09 12:27	s/l	14	0.37	1.35670	1.35670	0.00000	9.99	10268.58
46	2010.03.09 13:00	sell	15	0.37	1.35601	0.00000	0.00000
47	2010.03.09 13:15	modify	15	0.37	1.35601	1.35595	0.00000
48	2010.03.09 13:20	modify	15	0.37	1.35601	1.35529	0.00000
49	2010.03.09 13:22	s/l	15	0.37	1.35529	1.35529	0.00000	26.64	10295.22
50	2010.03.10 09:00	sell	16	0.37	1.35572	0.00000	0.00000
51	2010.03.10 09:02	modify	16	0.37	1.35572	1.35499	0.00000
52	2010.03.10 09:07	modify	16	0.37	1.35572	1.35480	0.00000
53	2010.03.10 09:10	s/l	16	0.37	1.35480	1.35480	0.00000	34.04	10329.26
54	2010.03.10 20:00	sell	17	0.37	1.36426	0.00000	0.00000
55	2010.03.11 01:45	modify	17	0.37	1.36426	1.36397	0.00000
56	2010.03.11 01:50	modify	17	0.37	1.36426	1.36330	0.00000
57	2010.03.11 01:52	s/l	17	0.37	1.36330	1.36330	0.00000	34.41	10363.67
58	2010.03.11 20:00	sell	18	0.37	1.36661	0.00000	0.00000
59	2010.03.15 16:20	modify	18	0.37	1.36661	1.36528	0.00000
60	2010.03.15 16:22	s/l	18	0.37	1.36528	1.36528	0.00000	48.47	10412.14
61	2010.03.15 17:00	sell	19	0.38	1.36511	0.00000	0.00000
62	2010.03.15 17:02	modify	19	0.38	1.36511	1.36456	0.00000
63	2010.03.15 17:07	modify	19	0.38	1.36511	1.36435	0.00000
64	2010.03.15 17:10	s/l	19	0.38	1.36435	1.36435	0.00000	28.88	10441.02
65	2010.03.16 19:00	sell	20	0.38	1.37270	0.00000	0.00000
66	2010.03.16 19:02	modify	20	0.38	1.37270	1.37262	0.00000
67	2010.03.16 19:05	s/l	20	0.38	1.37262	1.37262	0.00000	3.04	10444.06
68	2010.03.17 15:00	sell	21	0.37	1.37533	0.00000	0.00000
69	2010.03.17 15:45	modify	21	0.37	1.37533	1.37505	0.00000
70	2010.03.17 15:50	modify	21	0.37	1.37533	1.37438	0.00000
71	2010.03.17 15:52	s/l	21	0.37	1.37438	1.37438	0.00000	35.15	10479.21
72	2010.03.17 22:00	sell	22	0.38	1.37365	0.00000	0.00000
73	2010.03.17 23:32	modify	22	0.38	1.37365	1.37356	0.00000
74	2010.03.17 23:37	modify	22	0.38	1.37365	1.37351	0.00000
75	2010.03.17 23:45	s/l	22	0.38	1.37351	1.37351	0.00000	5.32	10484.53
76	2010.03.18 14:00	sell	23	0.38	1.36652	0.00000	0.00000
77	2010.03.18 14:02	modify	23	0.38	1.36652	1.36622	0.00000
78	2010.03.18 14:07	modify	23	0.38	1.36652	1.36604	0.00000
79	2010.03.18 14:10	s/l	23	0.38	1.36604	1.36604	0.00000	18.24	10502.77
80	2010.03.18 22:00	sell	24	0.38	1.36073	0.00000	0.00000
81	2010.03.18 22:20	modify	24	0.38	1.36073	1.36060	0.00000
82	2010.03.18 22:27	s/l	24	0.38	1.36060	1.36060	0.00000	4.94	10507.71
83	2010.03.18 23:00	sell	25	0.38	1.36063	0.00000	0.00000
84	2010.03.18 23:20	modify	25	0.38	1.36063	1.36051	0.00000
85	2010.03.18 23:30	s/l	25	0.38	1.36051	1.36051	0.00000	4.56	10512.27
86	2010.03.19 15:00	sell	26	0.38	1.35380	0.00000	0.00000
87	2010.03.19 15:10	modify	26	0.38	1.35380	1.35378	0.00000
88	2010.03.19 15:12	s/l	26	0.38	1.35378	1.35378	0.00000	0.76	10513.03
89	2010.03.19 16:00	sell	27	0.38	1.35157	0.00000	0.00000
90	2010.03.19 16:15	modify	27	0.38	1.35157	1.35126	0.00000
91	2010.03.19 16:20	modify	27	0.38	1.35157	1.35070	0.00000
92	2010.03.19 16:27	s/l	27	0.38	1.35070	1.35070	0.00000	33.06	10546.09
93	2010.03.23 08:00	sell	28	0.39	1.35192	0.00000	0.00000
94	2010.03.23 08:15	modify	28	0.39	1.35192	1.35152	0.00000
95	2010.03.23 08:20	modify	28	0.39	1.35192	1.35089	0.00000
96	2010.03.23 08:22	s/l	28	0.39	1.35089	1.35089	0.00000	40.17	10586.26
97	2010.03.23 09:00	sell	29	0.39	1.35103	0.00000	0.00000
98	2010.03.23 09:07	modify	29	0.39	1.35103	1.35099	0.00000
99	2010.03.23 09:10	s/l	29	0.39	1.35099	1.35099	0.00000	1.56	10587.82
100	2010.03.23 13:00	sell	30	0.39	1.34822	0.00000	0.00000
101	2010.03.24 00:20	modify	30	0.39	1.34822	1.34759	0.00000
102	2010.03.24 00:22	s/l	30	0.39	1.34759	1.34759	0.00000	24.18	10612.00
103	2010.03.24 01:00	sell	31	0.39	1.34685	0.00000	0.00000
104	2010.03.24 02:10	modify	31	0.39	1.34685	1.34671	0.00000
105	2010.03.24 02:15	modify	31	0.39	1.34685	1.34597	0.00000
106	2010.03.24 02:20	modify	31	0.39	1.34685	1.34498	0.00000
107	2010.03.24 02:22	s/l	31	0.39	1.34498	1.34498	0.00000	72.93	10684.93
108	2010.03.24 07:00	sell	32	0.39	1.34149	0.00000	0.00000
109	2010.03.24 08:32	modify	32	0.39	1.34149	1.34141	0.00000
110	2010.03.24 08:37	modify	32	0.39	1.34149	1.34122	0.00000
111	2010.03.24 08:40	s/l	32	0.39	1.34122	1.34122	0.00000	10.53	10695.46
112	2010.03.24 12:00	sell	33	0.40	1.33580	0.00000	0.00000
113	2010.03.24 12:45	modify	33	0.40	1.33580	1.33541	0.00000
114	2010.03.24 12:50	modify	33	0.40	1.33580	1.33448	0.00000
115	2010.03.24 12:52	s/l	33	0.40	1.33448	1.33448	0.00000	52.80	10748.26
116	2010.03.24 13:00	sell	34	0.40	1.33512	0.00000	0.00000
117	2010.03.24 13:15	modify	34	0.40	1.33512	1.33490	0.00000
118	2010.03.24 13:20	modify	34	0.40	1.33512	1.33382	0.00000
119	2010.03.24 13:22	s/l	34	0.40	1.33382	1.33382	0.00000	52.00	10800.26
120	2010.03.24 21:00	sell	35	0.40	1.33252	0.00000	0.00000
121	2010.03.24 21:03	modify	35	0.40	1.33252	1.33244	0.00000
122	2010.03.24 21:10	modify	35	0.40	1.33252	1.33207	0.00000
123	2010.03.24 21:16	modify	35	0.40	1.33252	1.33159	0.00000
124	2010.03.24 21:26	s/l	35	0.40	1.33159	1.33159	0.00000	37.20	10837.46
125	2010.03.24 22:00	sell	36	0.40	1.33128	0.00000	0.00000
126	2010.03.24 22:20	modify	36	0.40	1.33128	1.33087	0.00000
127	2010.03.24 22:27	s/l	36	0.40	1.33087	1.33087	0.00000	16.40	10853.86
128	2010.03.25 20:00	sell	37	0.40	1.32896	0.00000	0.00000
129	2010.03.25 20:33	modify	37	0.40	1.32896	1.32862	0.00000
130	2010.03.25 20:40	modify	37	0.40	1.32896	1.32798	0.00000
131	2010.03.25 20:46	modify	37	0.40	1.32896	1.32711	0.00000
132	2010.03.25 20:50	s/l	37	0.40	1.32711	1.32711	0.00000	74.00	10927.86
133	2010.03.25 21:00	sell	38	0.41	1.32817	0.00000	0.00000
134	2010.03.25 21:45	modify	38	0.41	1.32817	1.32786	0.00000
135	2010.03.25 21:50	modify	38	0.41	1.32817	1.32728	0.00000
136	2010.03.25 21:57	s/l	38	0.41	1.32728	1.32728	0.00000	36.49	10964.35
137	2010.03.25 22:00	sell	39	0.41	1.32733	0.00000	0.00000
138	2010.03.25 23:50	modify	39	0.41	1.32733	1.32713	0.00000
139	2010.03.25 23:57	s/l	39	0.41	1.32713	1.32713	0.00000	8.20	10972.55