Report Result : TDI_v3 - Desynced Forex Repository

Strategy Tester Report

TDI_v3

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=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-69.47	Gross profit	45.33	Gross loss	-114.80
Profit factor	0.39	Expected payoff	-1.65
Absolute drawdown	88.96	Maximal drawdown	96.18 (0.96%)	Relative drawdown	0.96% (96.18)

Total trades	42	Short positions (won %)	21 (38.10%)	Long positions (won %)	21 (33.33%)
		Profit trades (% of total)	15 (35.71%)	Loss trades (% of total)	27 (64.29%)
Largest		profit trade	10.14	loss trade	-15.20
Average		profit trade	3.02	loss trade	-4.25
Maximum		consecutive wins (profit in money)	2 (13.23)	consecutive losses (loss in money)	8 (-36.77)
Maximal		consecutive profit (count of wins)	13.23 (2)	consecutive loss (count of losses)	-36.77 (8)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 03:00	sell	1	0.01	1.36161	0.00000	0.00000
2	2010.03.01 07:00	close	1	0.01	1.36181	0.00000	0.00000	-0.20	9999.80
3	2010.03.01 08:00	buy	2	0.01	1.35991	0.00000	0.00000
4	2010.03.01 12:00	close	2	0.01	1.35939	0.00000	0.00000	-0.52	9999.28
5	2010.03.01 13:00	sell	3	0.01	1.35418	0.00000	0.00000
6	2010.03.01 14:00	close	3	0.01	1.35090	0.00000	0.00000	3.28	10002.56
7	2010.03.01 15:00	buy	4	0.01	1.35335	0.00000	0.00000
8	2010.03.02 10:00	close	4	0.01	1.34849	0.00000	0.00000	-4.87	9997.69
9	2010.03.02 11:00	sell	5	0.01	1.34851	0.00000	0.00000
10	2010.03.03 11:00	close	5	0.01	1.36370	0.00000	0.00000	-15.20	9982.49
11	2010.03.03 12:00	buy	6	0.01	1.36250	0.00000	0.00000
12	2010.03.03 14:00	close	6	0.01	1.36222	0.00000	0.00000	-0.28	9982.21
13	2010.03.03 15:00	sell	7	0.01	1.36549	0.00000	0.00000
14	2010.03.04 01:00	close	7	0.01	1.37021	0.00000	0.00000	-4.74	9977.47
15	2010.03.04 02:00	buy	8	0.01	1.36949	0.00000	0.00000
16	2010.03.04 04:00	close	8	0.01	1.36946	0.00000	0.00000	-0.03	9977.44
17	2010.03.04 05:00	sell	9	0.01	1.36831	0.00000	0.00000
18	2010.03.04 06:00	close	9	0.01	1.36839	0.00000	0.00000	-0.08	9977.36
19	2010.03.04 07:00	buy	10	0.01	1.36790	0.00000	0.00000
20	2010.03.05 08:00	close	10	0.01	1.35835	0.00000	0.00000	-9.56	9967.80
21	2010.03.05 09:00	sell	11	0.01	1.35901	0.00000	0.00000
22	2010.03.05 17:00	close	11	0.01	1.36102	0.00000	0.00000	-2.01	9965.79
23	2010.03.05 18:00	buy	12	0.01	1.36090	0.00000	0.00000
24	2010.03.08 07:00	close	12	0.01	1.36761	0.00000	0.00000	6.70	9972.50
25	2010.03.08 08:00	sell	13	0.01	1.36765	0.00000	0.00000
26	2010.03.08 14:00	close	13	0.01	1.36690	0.00000	0.00000	0.75	9973.25
27	2010.03.08 15:00	buy	14	0.01	1.36670	0.00000	0.00000
28	2010.03.08 17:00	close	14	0.01	1.36529	0.00000	0.00000	-1.41	9971.84
29	2010.03.08 18:00	sell	15	0.01	1.36121	0.00000	0.00000
30	2010.03.09 09:00	close	15	0.01	1.36211	0.00000	0.00000	-0.91	9970.93
31	2010.03.09 10:00	buy	16	0.01	1.35981	0.00000	0.00000
32	2010.03.10 08:00	close	16	0.01	1.35823	0.00000	0.00000	-1.59	9969.34
33	2010.03.10 09:00	sell	17	0.01	1.35572	0.00000	0.00000
34	2010.03.10 11:00	close	17	0.01	1.35844	0.00000	0.00000	-2.72	9966.62
35	2010.03.10 12:00	buy	18	0.01	1.35849	0.00000	0.00000
36	2010.03.10 16:00	close	18	0.01	1.36144	0.00000	0.00000	2.95	9969.57
37	2010.03.10 17:00	sell	19	0.01	1.36639	0.00000	0.00000
38	2010.03.11 03:00	close	19	0.01	1.36430	0.00000	0.00000	2.07	9971.64
39	2010.03.11 04:00	buy	20	0.01	1.36436	0.00000	0.00000
40	2010.03.11 08:00	close	20	0.01	1.36360	0.00000	0.00000	-0.76	9970.88
41	2010.03.11 09:00	sell	21	0.01	1.36339	0.00000	0.00000
42	2010.03.11 17:00	close	21	0.01	1.36751	0.00000	0.00000	-4.12	9966.76
43	2010.03.11 18:00	buy	22	0.01	1.36742	0.00000	0.00000
44	2010.03.12 03:00	close	22	0.01	1.36761	0.00000	0.00000	0.18	9966.94
45	2010.03.12 04:00	sell	23	0.01	1.36797	0.00000	0.00000
46	2010.03.15 07:00	close	23	0.01	1.37398	0.00000	0.00000	-6.02	9960.92
47	2010.03.15 08:00	buy	24	0.01	1.37540	0.00000	0.00000
48	2010.03.16 08:00	close	24	0.01	1.36835	0.00000	0.00000	-7.06	9953.87
49	2010.03.16 09:00	sell	25	0.01	1.36632	0.00000	0.00000
50	2010.03.16 23:00	close	25	0.01	1.37744	0.00000	0.00000	-11.12	9942.75
51	2010.03.17 00:00	buy	26	0.01	1.37660	0.00000	0.00000
52	2010.03.17 11:00	close	26	0.01	1.37748	0.00000	0.00000	0.88	9943.63
53	2010.03.17 12:00	sell	27	0.01	1.37892	0.00000	0.00000
54	2010.03.17 18:00	close	27	0.01	1.37643	0.00000	0.00000	2.49	9946.12
55	2010.03.17 19:00	buy	28	0.01	1.37777	0.00000	0.00000
56	2010.03.18 16:00	close	28	0.01	1.36619	0.00000	0.00000	-11.60	9934.52
57	2010.03.18 17:00	sell	29	0.01	1.36026	0.00000	0.00000
58	2010.03.19 04:00	close	29	0.01	1.36216	0.00000	0.00000	-1.91	9932.61
59	2010.03.19 05:00	buy	30	0.01	1.36280	0.00000	0.00000
60	2010.03.19 10:00	close	30	0.01	1.35902	0.00000	0.00000	-3.78	9928.83
61	2010.03.19 11:00	sell	31	0.01	1.35672	0.00000	0.00000
62	2010.03.19 17:00	close	31	0.01	1.35313	0.00000	0.00000	3.59	9932.42
63	2010.03.19 18:00	buy	32	0.01	1.35423	0.00000	0.00000
64	2010.03.22 07:00	close	32	0.01	1.35039	0.00000	0.00000	-3.85	9928.57
65	2010.03.22 08:00	sell	33	0.01	1.35070	0.00000	0.00000
66	2010.03.22 16:00	close	33	0.01	1.35251	0.00000	0.00000	-1.81	9926.76
67	2010.03.22 17:00	buy	34	0.01	1.35321	0.00000	0.00000
68	2010.03.23 00:00	close	34	0.01	1.35581	0.00000	0.00000	2.59	9929.35
69	2010.03.23 01:00	sell	35	0.01	1.35667	0.00000	0.00000
70	2010.03.23 16:00	close	35	0.01	1.35353	0.00000	0.00000	3.14	9932.49
71	2010.03.23 17:00	buy	36	0.01	1.35358	0.00000	0.00000
72	2010.03.24 09:00	close	36	0.01	1.34262	0.00000	0.00000	-10.97	9921.53
73	2010.03.24 10:00	sell	37	0.01	1.33858	0.00000	0.00000
74	2010.03.24 15:00	close	37	0.01	1.33599	0.00000	0.00000	2.59	9924.12
75	2010.03.24 16:00	buy	38	0.01	1.33590	0.00000	0.00000
76	2010.03.25 07:00	close	38	0.01	1.32981	0.00000	0.00000	-6.11	9918.01
77	2010.03.25 08:00	sell	39	0.01	1.33196	0.00000	0.00000
78	2010.03.25 23:00	close	39	0.01	1.32887	0.00000	0.00000	3.09	9921.10
79	2010.03.26 00:00	buy	40	0.01	1.32739	0.00000	0.00000
80	2010.03.26 14:00	close	40	0.01	1.33753	0.00000	0.00000	10.14	9931.24
81	2010.03.26 15:00	sell	41	0.01	1.33772	0.00000	0.00000
82	2010.03.26 16:00	close	41	0.01	1.33931	0.00000	0.00000	-1.59	9929.65
83	2010.03.26 17:00	buy	42	0.01	1.33998	0.00000	0.00000
84	2010.03.26 21:59	close at stop	42	0.01	1.34086	0.00000	0.00000	0.88	9930.53