Report Result : amer - Desynced Forex Repository

Strategy Tester Report

amer

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		Lots=0.1; TrailingStop=50; StopLoss=50; TakeProfit=200; per=700; vremya=0; DayWeek=2;

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

Initial deposit	10000.00
Total net profit	-27.30	Gross profit	157.30	Gross loss	-184.60
Profit factor	0.85	Expected payoff	-0.61
Absolute drawdown	27.30	Maximal drawdown	65.60 (0.65%)	Relative drawdown	0.65% (65.60)

Total trades	45	Short positions (won %)	45 (42.22%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	19 (42.22%)	Loss trades (% of total)	26 (57.78%)
Largest		profit trade	20.00	loss trade	-7.10
Average		profit trade	8.28	loss trade	-7.10
Maximum		consecutive wins (profit in money)	3 (46.40)	consecutive losses (loss in money)	6 (-42.60)
Maximal		consecutive profit (count of wins)	46.40 (3)	consecutive loss (count of losses)	-42.60 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.02 00:00	sell	1	0.10	1.35681	1.35752	1.35481
2	2010.03.02 00:16	modify	1	0.10	1.35681	1.35657	1.35481
3	2010.03.02 00:32	s/l	1	0.10	1.35657	1.35657	1.35481	2.40	10002.40
4	2010.03.02 00:32	sell	2	0.10	1.35735	1.35806	1.35535
5	2010.03.02 00:45	modify	2	0.10	1.35735	1.35725	1.35535
6	2010.03.02 00:50	modify	2	0.10	1.35735	1.35670	1.35535
7	2010.03.02 00:57	s/l	2	0.10	1.35670	1.35670	1.35535	6.50	10008.90
8	2010.03.02 00:57	sell	3	0.10	1.35654	1.35725	1.35454
9	2010.03.02 01:10	modify	3	0.10	1.35654	1.35647	1.35454
10	2010.03.02 01:15	modify	3	0.10	1.35654	1.35615	1.35454
11	2010.03.02 01:20	modify	3	0.10	1.35654	1.35571	1.35454
12	2010.03.02 01:32	s/l	3	0.10	1.35571	1.35571	1.35454	8.30	10017.20
13	2010.03.03 00:00	sell	4	0.10	1.36074	1.36145	1.35874
14	2010.03.03 00:15	s/l	4	0.10	1.36145	1.36145	1.35874	-7.10	10010.10
15	2010.03.03 00:15	sell	5	0.10	1.36125	1.36196	1.35925
16	2010.03.03 00:40	s/l	5	0.10	1.36196	1.36196	1.35925	-7.10	10003.00
17	2010.03.03 00:40	sell	6	0.10	1.36179	1.36250	1.35979
18	2010.03.03 01:13	s/l	6	0.10	1.36250	1.36250	1.35979	-7.10	9995.90
19	2010.03.04 00:00	sell	7	0.10	1.36943	1.37014	1.36743
20	2010.03.04 00:10	s/l	7	0.10	1.37014	1.37014	1.36743	-7.10	9988.80
21	2010.03.04 00:10	sell	8	0.10	1.37003	1.37074	1.36803
22	2010.03.04 00:20	s/l	8	0.10	1.37074	1.37074	1.36803	-7.10	9981.70
23	2010.03.04 00:20	sell	9	0.10	1.37084	1.37155	1.36884
24	2010.03.04 00:30	modify	9	0.10	1.37084	1.37062	1.36884
25	2010.03.04 00:32	modify	9	0.10	1.37084	1.37060	1.36884
26	2010.03.04 00:37	modify	9	0.10	1.37084	1.37055	1.36884
27	2010.03.04 00:50	s/l	9	0.10	1.37055	1.37055	1.36884	2.90	9984.60
28	2010.03.04 00:50	sell	10	0.10	1.37039	1.37110	1.36839
29	2010.03.04 01:10	modify	10	0.10	1.37039	1.37037	1.36839
30	2010.03.04 01:15	modify	10	0.10	1.37039	1.37004	1.36839
31	2010.03.04 01:20	modify	10	0.10	1.37039	1.36961	1.36839
32	2010.03.04 01:40	s/l	10	0.10	1.36961	1.36961	1.36839	7.80	9992.40
33	2010.03.05 00:00	sell	11	0.10	1.35788	1.35859	1.35588
34	2010.03.05 00:20	modify	11	0.10	1.35788	1.35775	1.35588
35	2010.03.05 00:33	s/l	11	0.10	1.35775	1.35775	1.35588	1.30	9993.70
36	2010.03.05 00:33	sell	12	0.10	1.35777	1.35848	1.35577
37	2010.03.05 00:46	s/l	12	0.10	1.35848	1.35848	1.35577	-7.10	9986.60
38	2010.03.05 00:46	sell	13	0.10	1.35840	1.35911	1.35640
39	2010.03.05 01:15	s/l	13	0.10	1.35911	1.35911	1.35640	-7.10	9979.50
40	2010.03.09 00:00	sell	14	0.10	1.36275	1.36346	1.36075
41	2010.03.09 00:16	modify	14	0.10	1.36275	1.36246	1.36075
42	2010.03.09 00:45	modify	14	0.10	1.36275	1.36228	1.36075
43	2010.03.09 00:50	modify	14	0.10	1.36275	1.36199	1.36075
44	2010.03.09 00:59	s/l	14	0.10	1.36199	1.36199	1.36075	7.60	9987.10
45	2010.03.09 00:59	sell	15	0.10	1.36186	1.36257	1.35986
46	2010.03.09 01:03	modify	15	0.10	1.36186	1.36164	1.35986
47	2010.03.09 01:10	modify	15	0.10	1.36186	1.36149	1.35986
48	2010.03.09 01:13	s/l	15	0.10	1.36149	1.36149	1.35986	3.70	9990.80
49	2010.03.10 00:00	sell	16	0.10	1.36016	1.36087	1.35816
50	2010.03.10 00:40	s/l	16	0.10	1.36087	1.36087	1.35816	-7.10	9983.70
51	2010.03.10 00:40	sell	17	0.10	1.36078	1.36149	1.35878
52	2010.03.10 00:50	s/l	17	0.10	1.36149	1.36149	1.35878	-7.10	9976.60
53	2010.03.10 00:50	sell	18	0.10	1.36130	1.36201	1.35930
54	2010.03.10 00:59	modify	18	0.10	1.36130	1.36126	1.35930
55	2010.03.10 01:10	modify	18	0.10	1.36130	1.36125	1.35930
56	2010.03.10 01:15	modify	18	0.10	1.36130	1.36102	1.35930
57	2010.03.10 01:20	modify	18	0.10	1.36130	1.36070	1.35930
58	2010.03.10 01:33	modify	18	0.10	1.36130	1.36042	1.35930
59	2010.03.10 01:40	modify	18	0.10	1.36130	1.36008	1.35930
60	2010.03.10 01:46	t/p	18	0.10	1.35930	1.36008	1.35930	20.00	9996.60
61	2010.03.11 00:00	sell	19	0.10	1.36558	1.36629	1.36358
62	2010.03.11 00:40	modify	19	0.10	1.36558	1.36548	1.36358
63	2010.03.11 00:45	modify	19	0.10	1.36558	1.36522	1.36358
64	2010.03.11 00:50	modify	19	0.10	1.36558	1.36486	1.36358
65	2010.03.11 01:07	modify	19	0.10	1.36558	1.36480	1.36358
66	2010.03.11 01:10	s/l	19	0.10	1.36480	1.36480	1.36358	7.80	10004.40
67	2010.03.12 00:00	sell	20	0.10	1.36764	1.36835	1.36564
68	2010.03.12 00:15	s/l	20	0.10	1.36835	1.36835	1.36564	-7.10	9997.30
69	2010.03.12 00:15	sell	21	0.10	1.36835	1.36906	1.36635
70	2010.03.12 01:07	s/l	21	0.10	1.36906	1.36906	1.36635	-7.10	9990.20
71	2010.03.16 00:00	sell	22	0.10	1.36726	1.36797	1.36526
72	2010.03.16 00:20	s/l	22	0.10	1.36797	1.36797	1.36526	-7.10	9983.10
73	2010.03.16 00:20	sell	23	0.10	1.36782	1.36853	1.36582
74	2010.03.16 01:40	modify	23	0.10	1.36782	1.36760	1.36582
75	2010.03.16 01:45	modify	23	0.10	1.36782	1.36716	1.36582
76	2010.03.16 01:50	modify	23	0.10	1.36782	1.36657	1.36582
77	2010.03.16 01:57	s/l	23	0.10	1.36657	1.36657	1.36582	12.50	9995.60
78	2010.03.17 00:00	sell	24	0.10	1.37639	1.37710	1.37439
79	2010.03.17 00:50	s/l	24	0.10	1.37710	1.37710	1.37439	-7.10	9988.50
80	2010.03.17 00:50	sell	25	0.10	1.37690	1.37761	1.37490
81	2010.03.17 01:20	s/l	25	0.10	1.37761	1.37761	1.37490	-7.10	9981.40
82	2010.03.18 00:00	sell	26	0.10	1.37359	1.37430	1.37159
83	2010.03.18 01:33	modify	26	0.10	1.37359	1.37323	1.37159
84	2010.03.18 01:40	modify	26	0.10	1.37359	1.37264	1.37159
85	2010.03.18 01:46	t/p	26	0.10	1.37159	1.37264	1.37159	20.00	10001.40
86	2010.03.19 00:00	sell	27	0.10	1.36078	1.36149	1.35878
87	2010.03.19 00:20	s/l	27	0.10	1.36149	1.36149	1.35878	-7.10	9994.30
88	2010.03.19 00:20	sell	28	0.10	1.36141	1.36212	1.35941
89	2010.03.19 01:02	modify	28	0.10	1.36141	1.36124	1.35941
90	2010.03.19 01:07	modify	28	0.10	1.36141	1.36111	1.35941
91	2010.03.19 01:10	s/l	28	0.10	1.36111	1.36111	1.35941	3.00	9997.30
92	2010.03.23 00:00	sell	29	0.10	1.35581	1.35652	1.35381
93	2010.03.23 00:02	s/l	29	0.10	1.35652	1.35652	1.35381	-7.10	9990.20
94	2010.03.23 00:02	sell	30	0.10	1.35649	1.35720	1.35449
95	2010.03.23 00:20	modify	30	0.10	1.35649	1.35615	1.35449
96	2010.03.23 00:37	modify	30	0.10	1.35649	1.35611	1.35449
97	2010.03.23 00:40	s/l	30	0.10	1.35611	1.35611	1.35449	3.80	9994.00
98	2010.03.23 00:40	sell	31	0.10	1.35608	1.35679	1.35408
99	2010.03.23 00:50	s/l	31	0.10	1.35679	1.35679	1.35408	-7.10	9986.90
100	2010.03.23 00:50	sell	32	0.10	1.35690	1.35761	1.35490
101	2010.03.23 01:15	modify	32	0.10	1.35690	1.35672	1.35490
102	2010.03.23 01:20	modify	32	0.10	1.35690	1.35630	1.35490
103	2010.03.23 01:40	modify	32	0.10	1.35690	1.35613	1.35490
104	2010.03.23 01:45	modify	32	0.10	1.35690	1.35569	1.35490
105	2010.03.23 01:50	t/p	32	0.10	1.35490	1.35569	1.35490	20.00	10006.90
106	2010.03.24 00:00	sell	33	0.10	1.34908	1.34979	1.34708
107	2010.03.24 00:15	modify	33	0.10	1.34908	1.34868	1.34708
108	2010.03.24 00:20	modify	33	0.10	1.34908	1.34790	1.34708
109	2010.03.24 00:27	s/l	33	0.10	1.34790	1.34790	1.34708	11.80	10018.70
110	2010.03.24 00:27	sell	34	0.10	1.34797	1.34868	1.34597
111	2010.03.24 00:40	modify	34	0.10	1.34797	1.34785	1.34597
112	2010.03.24 00:45	modify	34	0.10	1.34797	1.34727	1.34597
113	2010.03.24 00:50	modify	34	0.10	1.34797	1.34651	1.34597
114	2010.03.24 00:57	s/l	34	0.10	1.34651	1.34651	1.34597	14.60	10033.30
115	2010.03.24 00:57	sell	35	0.10	1.34656	1.34727	1.34456
116	2010.03.24 01:13	s/l	35	0.10	1.34727	1.34727	1.34456	-7.10	10026.20
117	2010.03.25 00:00	sell	36	0.10	1.33281	1.33352	1.33081
118	2010.03.25 00:15	s/l	36	0.10	1.33352	1.33352	1.33081	-7.10	10019.10
119	2010.03.25 00:15	sell	37	0.10	1.33333	1.33404	1.33133
120	2010.03.25 00:50	modify	37	0.10	1.33333	1.33306	1.33133
121	2010.03.25 00:59	s/l	37	0.10	1.33306	1.33306	1.33133	2.70	10021.80
122	2010.03.25 00:59	sell	38	0.10	1.33287	1.33358	1.33087
123	2010.03.25 01:15	s/l	38	0.10	1.33358	1.33358	1.33087	-7.10	10014.70
124	2010.03.26 00:00	sell	39	0.10	1.32718	1.32789	1.32518
125	2010.03.26 00:03	s/l	39	0.10	1.32789	1.32789	1.32518	-7.10	10007.60
126	2010.03.26 00:03	sell	40	0.10	1.32788	1.32859	1.32588
127	2010.03.26 00:16	s/l	40	0.10	1.32859	1.32859	1.32588	-7.10	10000.50
128	2010.03.26 00:16	sell	41	0.10	1.32871	1.32942	1.32671
129	2010.03.26 00:40	s/l	41	0.10	1.32942	1.32942	1.32671	-7.10	9993.40
130	2010.03.26 00:40	sell	42	0.10	1.32941	1.33012	1.32741
131	2010.03.26 00:45	s/l	42	0.10	1.33012	1.33012	1.32741	-7.10	9986.30
132	2010.03.26 00:45	sell	43	0.10	1.32998	1.33069	1.32798
133	2010.03.26 00:50	s/l	43	0.10	1.33069	1.33069	1.32798	-7.10	9979.20
134	2010.03.26 00:50	sell	44	0.10	1.33056	1.33127	1.32856
135	2010.03.26 00:57	modify	44	0.10	1.33056	1.33050	1.32856
136	2010.03.26 00:59	s/l	44	0.10	1.33050	1.33050	1.32856	0.60	9979.80
137	2010.03.26 00:59	sell	45	0.10	1.33055	1.33126	1.32855
138	2010.03.26 01:10	s/l	45	0.10	1.33126	1.33126	1.32855	-7.10	9972.70