Report Result : TrendS - Desynced Forex Repository

Strategy Tester Report

TrendS

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		LotsIfNoMM=0.1; StopLoss=50; Slip=5; MM_Mode=0; MM_Risk=40;

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

Initial deposit	10000.00
Total net profit	256.19	Gross profit	646.27	Gross loss	-390.08
Profit factor	1.66	Expected payoff	2.75
Absolute drawdown	50.08	Maximal drawdown	119.90 (1.16%)	Relative drawdown	1.16% (119.90)

Total trades	93	Short positions (won %)	53 (15.09%)	Long positions (won %)	40 (17.50%)
		Profit trades (% of total)	15 (16.13%)	Loss trades (% of total)	78 (83.87%)
Largest		profit trade	68.90	loss trade	-5.08
Average		profit trade	43.08	loss trade	-5.00
Maximum		consecutive wins (profit in money)	2 (83.90)	consecutive losses (loss in money)	17 (-85.00)
Maximal		consecutive profit (count of wins)	83.90 (2)	consecutive loss (count of losses)	-85.00 (17)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 03:10	buy	1	0.10	1.36123	1.36073	0.00000
2	2010.03.01 03:15	s/l	1	0.10	1.36073	1.36073	0.00000	-5.00	9995.00
3	2010.03.01 03:15	buy	2	0.10	1.36064	1.36014	0.00000
4	2010.03.01 03:20	s/l	2	0.10	1.36014	1.36014	0.00000	-5.00	9990.00
5	2010.03.01 03:20	buy	3	0.10	1.35986	1.35936	0.00000
6	2010.03.01 03:32	s/l	3	0.10	1.35936	1.35936	0.00000	-5.00	9985.00
7	2010.03.01 03:32	buy	4	0.10	1.35944	1.35894	0.00000
8	2010.03.01 07:50	s/l	4	0.10	1.35894	1.35894	0.00000	-5.00	9980.00
9	2010.03.01 09:02	sell	5	0.10	1.36305	1.36355	0.00000
10	2010.03.01 09:50	s/l	5	0.10	1.36355	1.36355	0.00000	-5.00	9975.00
11	2010.03.01 09:50	sell	6	0.10	1.36349	1.36399	0.00000
12	2010.03.01 10:10	s/l	6	0.10	1.36399	1.36399	0.00000	-5.00	9970.00
13	2010.03.01 19:45	sell	7	0.10	1.35552	1.35602	0.00000
14	2010.03.01 19:50	s/l	7	0.10	1.35602	1.35602	0.00000	-5.00	9965.00
15	2010.03.01 19:50	sell	8	0.10	1.35609	1.35659	0.00000
16	2010.03.01 20:40	s/l	8	0.10	1.35659	1.35659	0.00000	-5.00	9960.00
17	2010.03.01 20:40	sell	9	0.10	1.35676	1.35726	0.00000
18	2010.03.01 20:45	s/l	9	0.10	1.35726	1.35726	0.00000	-5.00	9955.00
19	2010.03.01 20:45	sell	10	0.10	1.35738	1.35788	0.00000
20	2010.03.01 20:50	s/l	10	0.10	1.35788	1.35788	0.00000	-5.00	9950.00
21	2010.03.01 20:50	sell	11	0.10	1.35801	1.35851	0.00000
22	2010.03.02 02:15	close	11	0.10	1.35301	1.35851	0.00000	49.92	9999.92
23	2010.03.02 02:15	buy	12	0.10	1.35301	1.35251	0.00000
24	2010.03.02 02:20	s/l	12	0.10	1.35251	1.35251	0.00000	-5.00	9994.92
25	2010.03.02 02:20	buy	13	0.10	1.35241	1.35191	0.00000
26	2010.03.02 04:50	s/l	13	0.10	1.35191	1.35191	0.00000	-5.00	9989.92
27	2010.03.02 04:50	buy	14	0.10	1.35207	1.35157	0.00000
28	2010.03.02 05:20	s/l	14	0.10	1.35157	1.35157	0.00000	-5.00	9984.92
29	2010.03.02 12:20	sell	15	0.10	1.35458	1.35508	0.00000
30	2010.03.02 12:50	s/l	15	0.10	1.35508	1.35508	0.00000	-5.00	9979.92
31	2010.03.02 12:50	sell	16	0.10	1.35531	1.35581	0.00000
32	2010.03.02 13:15	s/l	16	0.10	1.35581	1.35581	0.00000	-5.00	9974.92
33	2010.03.02 13:15	sell	17	0.10	1.35580	1.35630	0.00000
34	2010.03.02 13:20	s/l	17	0.10	1.35630	1.35630	0.00000	-5.00	9969.92
35	2010.03.02 13:20	sell	18	0.10	1.35659	1.35709	0.00000
36	2010.03.02 13:32	s/l	18	0.10	1.35709	1.35709	0.00000	-5.00	9964.92
37	2010.03.02 13:32	sell	19	0.10	1.35693	1.35743	0.00000
38	2010.03.02 14:40	s/l	19	0.10	1.35743	1.35743	0.00000	-5.00	9959.92
39	2010.03.03 08:32	buy	20	0.10	1.36152	1.36102	0.00000
40	2010.03.03 09:15	s/l	20	0.10	1.36102	1.36102	0.00000	-5.00	9954.92
41	2010.03.03 09:15	buy	21	0.10	1.36061	1.36011	0.00000
42	2010.03.03 09:20	s/l	21	0.10	1.36011	1.36011	0.00000	-5.00	9949.92
43	2010.03.03 09:20	buy	22	0.10	1.35942	1.35892	0.00000
44	2010.03.03 10:16	close	22	0.10	1.36631	1.35892	0.00000	68.90	10018.82
45	2010.03.03 12:32	sell	23	0.10	1.36678	1.36728	0.00000
46	2010.03.03 14:32	s/l	23	0.10	1.36728	1.36728	0.00000	-5.00	10013.82
47	2010.03.03 14:32	sell	24	0.10	1.36716	1.36766	0.00000
48	2010.03.03 16:45	s/l	24	0.10	1.36766	1.36766	0.00000	-5.00	10008.82
49	2010.03.04 01:20	buy	25	0.10	1.36911	1.36861	0.00000
50	2010.03.04 03:20	close	25	0.10	1.37123	1.36861	0.00000	21.20	10030.02
51	2010.03.04 03:20	sell	26	0.10	1.37123	1.37173	0.00000
52	2010.03.04 04:15	close	26	0.10	1.36860	1.37173	0.00000	26.30	10056.32
53	2010.03.04 12:20	sell	27	0.10	1.36851	1.36901	0.00000
54	2010.03.04 12:45	s/l	27	0.10	1.36901	1.36901	0.00000	-5.00	10051.32
55	2010.03.04 12:45	sell	28	0.10	1.36887	1.36937	0.00000
56	2010.03.04 12:50	s/l	28	0.10	1.36937	1.36937	0.00000	-5.00	10046.32
57	2010.03.04 12:50	sell	29	0.10	1.36942	1.36992	0.00000
58	2010.03.04 15:50	close	29	0.10	1.36262	1.36992	0.00000	68.00	10114.32
59	2010.03.04 15:50	buy	30	0.10	1.36262	1.36212	0.00000
60	2010.03.04 16:15	s/l	30	0.10	1.36212	1.36212	0.00000	-5.00	10109.32
61	2010.03.05 03:45	sell	31	0.10	1.35950	1.36000	0.00000
62	2010.03.05 04:15	s/l	31	0.10	1.36000	1.36000	0.00000	-5.00	10104.32
63	2010.03.05 07:20	buy	32	0.10	1.35701	1.35651	0.00000
64	2010.03.05 10:02	close	32	0.10	1.36050	1.35651	0.00000	34.90	10139.22
65	2010.03.05 16:45	sell	33	0.10	1.36114	1.36164	0.00000
66	2010.03.05 16:50	s/l	33	0.10	1.36164	1.36164	0.00000	-5.00	10134.22
67	2010.03.05 16:50	sell	34	0.10	1.36176	1.36226	0.00000
68	2010.03.05 17:15	s/l	34	0.10	1.36226	1.36226	0.00000	-5.00	10129.22
69	2010.03.05 17:15	sell	35	0.10	1.36227	1.36277	0.00000
70	2010.03.05 17:20	s/l	35	0.10	1.36277	1.36277	0.00000	-5.00	10124.22
71	2010.03.05 17:20	sell	36	0.10	1.36301	1.36351	0.00000
72	2010.03.08 00:00	s/l	36	0.10	1.36351	1.36351	0.00000	-5.08	10119.14
73	2010.03.08 09:20	buy	37	0.10	1.36629	1.36579	0.00000
74	2010.03.08 10:50	s/l	37	0.10	1.36579	1.36579	0.00000	-5.00	10114.14
75	2010.03.08 10:50	buy	38	0.10	1.36600	1.36550	0.00000
76	2010.03.08 11:15	s/l	38	0.10	1.36550	1.36550	0.00000	-5.00	10109.14
77	2010.03.08 11:15	buy	39	0.10	1.36518	1.36468	0.00000
78	2010.03.08 11:20	s/l	39	0.10	1.36468	1.36468	0.00000	-5.00	10104.14
79	2010.03.08 11:20	buy	40	0.10	1.36442	1.36392	0.00000
80	2010.03.08 11:32	s/l	40	0.10	1.36392	1.36392	0.00000	-5.00	10099.14
81	2010.03.08 11:32	buy	41	0.10	1.36397	1.36347	0.00000
82	2010.03.08 15:20	close	41	0.10	1.36880	1.36347	0.00000	48.30	10147.44
83	2010.03.08 15:20	sell	42	0.10	1.36880	1.36930	0.00000
84	2010.03.08 15:37	s/l	42	0.10	1.36930	1.36930	0.00000	-5.00	10142.44
85	2010.03.08 15:37	sell	43	0.10	1.36913	1.36963	0.00000
86	2010.03.08 16:50	close	43	0.10	1.36332	1.36963	0.00000	58.10	10200.54
87	2010.03.09 04:50	sell	44	0.10	1.36351	1.36401	0.00000
88	2010.03.09 06:32	close	44	0.10	1.36093	1.36401	0.00000	25.80	10226.34
89	2010.03.09 18:50	sell	45	0.10	1.35959	1.36009	0.00000
90	2010.03.09 18:59	s/l	45	0.10	1.36009	1.36009	0.00000	-5.00	10221.34
91	2010.03.09 18:59	sell	46	0.10	1.36030	1.36080	0.00000
92	2010.03.09 19:15	s/l	46	0.10	1.36080	1.36080	0.00000	-5.00	10216.34
93	2010.03.10 12:40	sell	47	0.10	1.36081	1.36131	0.00000
94	2010.03.10 12:45	s/l	47	0.10	1.36131	1.36131	0.00000	-5.00	10211.34
95	2010.03.10 12:45	sell	48	0.10	1.36153	1.36203	0.00000
96	2010.03.10 12:50	s/l	48	0.10	1.36203	1.36203	0.00000	-5.00	10206.34
97	2010.03.10 12:50	sell	49	0.10	1.36225	1.36275	0.00000
98	2010.03.10 15:20	s/l	49	0.10	1.36275	1.36275	0.00000	-5.00	10201.34
99	2010.03.11 01:45	buy	50	0.10	1.36378	1.36328	0.00000
100	2010.03.11 01:50	s/l	50	0.10	1.36328	1.36328	0.00000	-5.00	10196.34
101	2010.03.11 01:50	buy	51	0.10	1.36311	1.36261	0.00000
102	2010.03.11 08:20	s/l	51	0.10	1.36261	1.36261	0.00000	-5.00	10191.34
103	2010.03.11 09:45	sell	52	0.10	1.36505	1.36555	0.00000
104	2010.03.11 09:50	s/l	52	0.10	1.36555	1.36555	0.00000	-5.00	10186.34
105	2010.03.11 09:50	sell	53	0.10	1.36552	1.36602	0.00000
106	2010.03.11 10:46	s/l	53	0.10	1.36602	1.36602	0.00000	-5.00	10181.34
107	2010.03.11 15:20	buy	54	0.10	1.36272	1.36222	0.00000
108	2010.03.12 00:15	close	54	0.10	1.36835	1.36222	0.00000	56.23	10237.57
109	2010.03.15 02:20	buy	55	0.10	1.37471	1.37421	0.00000
110	2010.03.15 02:50	s/l	55	0.10	1.37421	1.37421	0.00000	-5.00	10232.57
111	2010.03.15 02:50	buy	56	0.10	1.37381	1.37331	0.00000
112	2010.03.15 04:45	s/l	56	0.10	1.37331	1.37331	0.00000	-5.00	10227.57
113	2010.03.15 08:15	sell	57	0.10	1.37573	1.37623	0.00000
114	2010.03.15 08:20	s/l	57	0.10	1.37623	1.37623	0.00000	-5.00	10222.57
115	2010.03.15 08:20	sell	58	0.10	1.37607	1.37657	0.00000
116	2010.03.15 10:03	close	58	0.10	1.37276	1.37657	0.00000	33.10	10255.67
117	2010.03.15 23:16	sell	59	0.10	1.36807	1.36857	0.00000
118	2010.03.16 01:50	close	59	0.10	1.36607	1.36857	0.00000	19.92	10275.59
119	2010.03.16 08:20	buy	60	0.10	1.36702	1.36652	0.00000
120	2010.03.16 08:45	s/l	60	0.10	1.36652	1.36652	0.00000	-5.00	10270.59
121	2010.03.16 08:45	buy	61	0.10	1.36645	1.36595	0.00000
122	2010.03.16 08:50	s/l	61	0.10	1.36595	1.36595	0.00000	-5.00	10265.59
123	2010.03.16 08:50	buy	62	0.10	1.36584	1.36534	0.00000
124	2010.03.16 11:02	close	62	0.10	1.37025	1.36534	0.00000	44.10	10309.69
125	2010.03.17 10:32	buy	63	0.10	1.37628	1.37578	0.00000
126	2010.03.17 13:50	s/l	63	0.10	1.37578	1.37578	0.00000	-5.00	10304.69
127	2010.03.17 13:50	buy	64	0.10	1.37552	1.37502	0.00000
128	2010.03.17 14:15	s/l	64	0.10	1.37502	1.37502	0.00000	-5.00	10299.69
129	2010.03.19 03:50	sell	65	0.10	1.36220	1.36270	0.00000
130	2010.03.19 04:50	s/l	65	0.10	1.36270	1.36270	0.00000	-5.00	10294.69
131	2010.03.19 07:32	buy	66	0.10	1.36023	1.35973	0.00000
132	2010.03.19 09:45	s/l	66	0.10	1.35973	1.35973	0.00000	-5.00	10289.69
133	2010.03.19 09:45	buy	67	0.10	1.35976	1.35926	0.00000
134	2010.03.19 09:50	s/l	67	0.10	1.35926	1.35926	0.00000	-5.00	10284.69
135	2010.03.19 09:50	buy	68	0.10	1.35801	1.35751	0.00000
136	2010.03.19 10:45	s/l	68	0.10	1.35751	1.35751	0.00000	-5.00	10279.69
137	2010.03.22 09:32	sell	69	0.10	1.35238	1.35288	0.00000
138	2010.03.22 09:40	s/l	69	0.10	1.35288	1.35288	0.00000	-5.00	10274.69
139	2010.03.22 09:40	sell	70	0.10	1.35312	1.35362	0.00000
140	2010.03.22 09:45	s/l	70	0.10	1.35362	1.35362	0.00000	-5.00	10269.69
141	2010.03.22 09:45	sell	71	0.10	1.35368	1.35418	0.00000
142	2010.03.22 09:50	s/l	71	0.10	1.35418	1.35418	0.00000	-5.00	10264.69
143	2010.03.22 09:50	sell	72	0.10	1.35423	1.35473	0.00000
144	2010.03.22 10:10	s/l	72	0.10	1.35473	1.35473	0.00000	-5.00	10259.69
145	2010.03.22 13:45	buy	73	0.10	1.34908	1.34858	0.00000
146	2010.03.22 13:50	s/l	73	0.10	1.34858	1.34858	0.00000	-5.00	10254.69
147	2010.03.22 13:50	buy	74	0.10	1.34722	1.34672	0.00000
148	2010.03.22 14:02	s/l	74	0.10	1.34672	1.34672	0.00000	-5.00	10249.69
149	2010.03.23 02:02	buy	75	0.10	1.35427	1.35377	0.00000
150	2010.03.23 06:50	s/l	75	0.10	1.35377	1.35377	0.00000	-5.00	10244.69
151	2010.03.23 15:15	sell	76	0.10	1.35431	1.35481	0.00000
152	2010.03.23 15:20	s/l	76	0.10	1.35481	1.35481	0.00000	-5.00	10239.69
153	2010.03.23 15:20	sell	77	0.10	1.35552	1.35602	0.00000
154	2010.03.23 15:37	s/l	77	0.10	1.35602	1.35602	0.00000	-5.00	10234.69
155	2010.03.23 15:37	sell	78	0.10	1.35602	1.35652	0.00000
156	2010.03.23 17:07	s/l	78	0.10	1.35652	1.35652	0.00000	-5.00	10229.69
157	2010.03.25 02:15	sell	79	0.10	1.33417	1.33467	0.00000
158	2010.03.25 02:20	s/l	79	0.10	1.33467	1.33467	0.00000	-5.00	10224.69
159	2010.03.25 02:20	sell	80	0.10	1.33470	1.33520	0.00000
160	2010.03.25 06:10	close	80	0.10	1.33171	1.33520	0.00000	29.90	10254.59
161	2010.03.25 06:10	buy	81	0.10	1.33171	1.33121	0.00000
162	2010.03.25 06:15	s/l	81	0.10	1.33121	1.33121	0.00000	-5.00	10249.59
163	2010.03.25 06:15	buy	82	0.10	1.33037	1.32987	0.00000
164	2010.03.25 06:20	s/l	82	0.10	1.32987	1.32987	0.00000	-5.00	10244.59
165	2010.03.25 06:20	buy	83	0.10	1.32858	1.32808	0.00000
166	2010.03.25 10:15	close	83	0.10	1.33474	1.32808	0.00000	61.60	10306.19
167	2010.03.25 10:15	sell	84	0.10	1.33474	1.33524	0.00000
168	2010.03.25 10:20	s/l	84	0.10	1.33524	1.33524	0.00000	-5.00	10301.19
169	2010.03.25 10:20	sell	85	0.10	1.33540	1.33590	0.00000
170	2010.03.25 11:45	s/l	85	0.10	1.33590	1.33590	0.00000	-5.00	10296.19
171	2010.03.25 18:40	buy	86	0.10	1.33151	1.33101	0.00000
172	2010.03.25 18:45	s/l	86	0.10	1.33101	1.33101	0.00000	-5.00	10291.19
173	2010.03.25 18:45	buy	87	0.10	1.33001	1.32951	0.00000
174	2010.03.25 18:50	s/l	87	0.10	1.32951	1.32951	0.00000	-5.00	10286.19
175	2010.03.25 18:50	buy	88	0.10	1.32800	1.32750	0.00000
176	2010.03.25 20:46	s/l	88	0.10	1.32750	1.32750	0.00000	-5.00	10281.19
177	2010.03.26 01:10	sell	89	0.10	1.33112	1.33162	0.00000
178	2010.03.26 01:15	s/l	89	0.10	1.33162	1.33162	0.00000	-5.00	10276.19
179	2010.03.26 01:15	sell	90	0.10	1.33174	1.33224	0.00000
180	2010.03.26 01:20	s/l	90	0.10	1.33224	1.33224	0.00000	-5.00	10271.19
181	2010.03.26 01:20	sell	91	0.10	1.33235	1.33285	0.00000
182	2010.03.26 03:45	s/l	91	0.10	1.33285	1.33285	0.00000	-5.00	10266.19
183	2010.03.26 03:45	sell	92	0.10	1.33287	1.33337	0.00000
184	2010.03.26 03:50	s/l	92	0.10	1.33337	1.33337	0.00000	-5.00	10261.19
185	2010.03.26 03:50	sell	93	0.10	1.33320	1.33370	0.00000
186	2010.03.26 04:50	s/l	93	0.10	1.33370	1.33370	0.00000	-5.00	10256.19