Report Result : sashken_v1 - Desynced Forex Repository

Strategy Tester Report

sashken_v1

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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2;

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

Initial deposit	10000.00
Total net profit	3201.46	Gross profit	3201.46	Gross loss	0.00
Profit factor		Expected payoff	128.06
Absolute drawdown	996.68	Maximal drawdown	1851.07 (15.42%)	Relative drawdown	15.42% (1851.07)

Total trades	25	Short positions (won %)	10 (100.00%)	Long positions (won %)	15 (100.00%)
		Profit trades (% of total)	25 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	145.60	loss trade	0.00
Average		profit trade	128.06	loss trade	0.00
Maximum		consecutive wins (profit in money)	25 (3201.46)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	3201.46 (25)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	25	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 08:00	buy	1	0.80	1.35980	0.00000	1.36120
2	2010.03.01 08:45	t/p	1	0.80	1.36120	0.00000	1.36120	112.00	10112.00
3	2010.03.01 08:45	buy	2	0.81	1.36193	0.00000	1.36333
4	2010.03.01 09:50	t/p	2	0.81	1.36333	0.00000	1.36333	113.40	10225.40
5	2010.03.01 09:50	sell	3	0.82	1.36349	0.00000	1.36209
6	2010.03.01 11:20	t/p	3	0.82	1.36209	0.00000	1.36209	114.80	10340.20
7	2010.03.01 12:00	buy	4	0.83	1.35949	0.00000	1.36089
8	2010.03.02 19:15	t/p	4	0.83	1.36089	0.00000	1.36089	115.62	10455.82
9	2010.03.04 08:00	buy	5	0.84	1.36549	0.00000	1.36689
10	2010.03.04 09:50	t/p	5	0.84	1.36689	0.00000	1.36689	117.60	10573.42
11	2010.03.05 11:00	sell	6	0.85	1.35900	0.00000	1.35760
12	2010.03.05 14:20	t/p	6	0.85	1.35760	0.00000	1.35760	119.00	10692.42
13	2010.03.05 16:00	buy	7	0.86	1.35677	0.00000	1.35817
14	2010.03.05 16:15	t/p	7	0.86	1.35817	0.00000	1.35817	120.40	10812.82
15	2010.03.05 16:15	buy	8	0.87	1.35926	0.00000	1.36066
16	2010.03.05 16:45	t/p	8	0.87	1.36066	0.00000	1.36066	121.80	10934.62
17	2010.03.05 16:45	buy	9	0.87	1.36124	0.00000	1.36264
18	2010.03.05 17:20	t/p	9	0.87	1.36264	0.00000	1.36264	121.80	11056.42
19	2010.03.05 17:20	sell	10	0.88	1.36301	0.00000	1.36161
20	2010.03.05 17:33	t/p	10	0.88	1.36161	0.00000	1.36161	123.20	11179.62
21	2010.03.05 17:33	sell	11	0.89	1.36147	0.00000	1.36007
22	2010.03.05 18:15	t/p	11	0.89	1.36007	0.00000	1.36007	124.60	11304.22
23	2010.03.08 18:00	buy	12	0.90	1.36131	0.00000	1.36271
24	2010.03.08 18:20	t/p	12	0.90	1.36271	0.00000	1.36271	126.00	11430.22
25	2010.03.08 18:20	buy	13	0.91	1.36312	0.00000	1.36452
26	2010.03.10 16:40	t/p	13	0.91	1.36452	0.00000	1.36452	126.13	11556.34
27	2010.03.11 09:00	buy	14	0.92	1.36349	0.00000	1.36489
28	2010.03.11 09:45	t/p	14	0.92	1.36489	0.00000	1.36489	128.80	11685.14
29	2010.03.11 09:45	buy	15	0.93	1.36515	0.00000	1.36655
30	2010.03.11 11:16	t/p	15	0.93	1.36655	0.00000	1.36655	130.20	11815.34
31	2010.03.11 14:00	sell	16	0.95	1.36619	0.00000	1.36479
32	2010.03.11 14:50	t/p	16	0.95	1.36479	0.00000	1.36479	133.00	11948.34
33	2010.03.11 14:50	sell	17	0.96	1.36317	0.00000	1.36177
34	2010.03.18 16:20	t/p	17	0.96	1.36177	0.00000	1.36177	129.02	12077.37
35	2010.03.22 18:00	sell	18	0.97	1.35619	0.00000	1.35479
36	2010.03.22 18:20	t/p	18	0.97	1.35479	0.00000	1.35479	135.80	12213.17
37	2010.03.22 18:20	sell	19	0.98	1.35461	0.00000	1.35321
38	2010.03.23 06:50	t/p	19	0.98	1.35321	0.00000	1.35321	136.42	12349.58
39	2010.03.23 09:00	buy	20	0.99	1.35113	0.00000	1.35253
40	2010.03.23 09:45	t/p	20	0.99	1.35253	0.00000	1.35253	138.60	12488.18
41	2010.03.23 09:45	buy	21	1.00	1.35267	0.00000	1.35407
42	2010.03.23 15:15	t/p	21	1.00	1.35407	0.00000	1.35407	140.00	12628.18
43	2010.03.25 12:00	sell	22	1.01	1.33612	0.00000	1.33472
44	2010.03.25 13:15	t/p	22	1.01	1.33472	0.00000	1.33472	141.40	12769.58
45	2010.03.25 20:00	buy	23	1.02	1.32906	0.00000	1.33046
46	2010.03.25 20:20	t/p	23	1.02	1.33046	0.00000	1.33046	142.80	12912.38
47	2010.03.25 20:20	buy	24	1.03	1.33102	0.00000	1.33242
48	2010.03.26 03:40	t/p	24	1.03	1.33242	0.00000	1.33242	143.48	13055.86
49	2010.03.26 07:00	sell	25	1.04	1.33470	0.00000	1.33330
50	2010.03.26 08:32	t/p	25	1.04	1.33330	0.00000	1.33330	145.60	13201.46