Report Result : Synthetic_VIX EA - Desynced Forex Repository

Strategy Tester Report

Synthetic_VIX EA

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		S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;

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

Initial deposit	10000.00
Total net profit	-106.52	Gross profit	399.34	Gross loss	-505.86
Profit factor	0.79	Expected payoff	-4.10
Absolute drawdown	252.31	Maximal drawdown	501.59 (4.89%)	Relative drawdown	4.89% (501.59)

Total trades	26	Short positions (won %)	13 (38.46%)	Long positions (won %)	13 (23.08%)
		Profit trades (% of total)	8 (30.77%)	Loss trades (% of total)	18 (69.23%)
Largest		profit trade	94.76	loss trade	-138.41
Average		profit trade	49.92	loss trade	-28.10
Maximum		consecutive wins (profit in money)	2 (88.72)	consecutive losses (loss in money)	4 (-164.17)
Maximal		consecutive profit (count of wins)	94.76 (1)	consecutive loss (count of losses)	-164.17 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 13:00	sell	1	0.10	1.35418	0.00000	0.00000
2	2010.03.01 19:00	buy	2	0.10	1.35391	0.00000	0.00000
3	2010.03.01 19:00	close	1	0.10	1.35391	0.00000	0.00000	2.70	10002.70
4	2010.03.02 06:00	sell	3	0.10	1.35338	0.00000	0.00000
5	2010.03.02 06:00	close	2	0.10	1.35338	0.00000	0.00000	-5.37	9997.33
6	2010.03.02 07:00	buy	4	0.10	1.35372	0.00000	0.00000
7	2010.03.02 07:00	close	3	0.10	1.35372	0.00000	0.00000	-3.40	9993.93
8	2010.03.02 08:00	sell	5	0.10	1.35172	0.00000	0.00000
9	2010.03.02 08:00	close	4	0.10	1.35172	0.00000	0.00000	-20.00	9973.93
10	2010.03.02 10:00	buy	6	0.10	1.34870	0.00000	0.00000
11	2010.03.02 10:00	close	5	0.10	1.34870	0.00000	0.00000	30.20	10004.13
12	2010.03.02 11:00	sell	7	0.10	1.34851	0.00000	0.00000
13	2010.03.02 11:00	close	6	0.10	1.34851	0.00000	0.00000	-1.90	10002.23
14	2010.03.02 12:00	buy	8	0.10	1.35302	0.00000	0.00000
15	2010.03.02 12:00	close	7	0.10	1.35302	0.00000	0.00000	-45.10	9957.13
16	2010.03.04 17:00	sell	9	0.10	1.36061	0.00000	0.00000
17	2010.03.04 17:00	close	8	0.10	1.36061	0.00000	0.00000	75.62	10032.75
18	2010.03.04 22:00	buy	10	0.10	1.35930	0.00000	0.00000
19	2010.03.04 22:00	close	9	0.10	1.35930	0.00000	0.00000	13.10	10045.85
20	2010.03.05 01:00	sell	11	0.10	1.35814	0.00000	0.00000
21	2010.03.05 01:00	close	10	0.10	1.35814	0.00000	0.00000	-11.67	10034.18
22	2010.03.05 02:00	buy	12	0.10	1.35846	0.00000	0.00000
23	2010.03.05 02:00	close	11	0.10	1.35846	0.00000	0.00000	-3.20	10030.98
24	2010.03.09 13:00	sell	13	0.10	1.35601	0.00000	0.00000
25	2010.03.09 13:00	close	12	0.10	1.35601	0.00000	0.00000	-24.64	10006.34
26	2010.03.09 14:00	buy	14	0.10	1.35671	0.00000	0.00000
27	2010.03.09 14:00	close	13	0.10	1.35671	0.00000	0.00000	-7.00	9999.34
28	2010.03.18 09:00	sell	15	0.10	1.36515	0.00000	0.00000
29	2010.03.18 09:00	close	14	0.10	1.36515	0.00000	0.00000	83.63	10082.97
30	2010.03.18 10:00	buy	16	0.10	1.36721	0.00000	0.00000
31	2010.03.18 10:00	close	15	0.10	1.36721	0.00000	0.00000	-20.60	10062.37
32	2010.03.18 17:00	sell	17	0.10	1.36026	0.00000	0.00000
33	2010.03.18 17:00	close	16	0.10	1.36026	0.00000	0.00000	-69.50	9992.87
34	2010.03.18 20:00	buy	18	0.10	1.36211	0.00000	0.00000
35	2010.03.18 20:00	close	17	0.10	1.36211	0.00000	0.00000	-18.50	9974.37
36	2010.03.19 13:00	sell	19	0.10	1.35656	0.00000	0.00000
37	2010.03.19 13:00	close	18	0.10	1.35656	0.00000	0.00000	-55.57	9918.80
38	2010.03.19 14:00	buy	20	0.10	1.35531	0.00000	0.00000
39	2010.03.19 14:00	close	19	0.10	1.35531	0.00000	0.00000	12.50	9931.30
40	2010.03.24 07:00	sell	21	0.10	1.34149	0.00000	0.00000
41	2010.03.24 07:00	close	20	0.10	1.34149	0.00000	0.00000	-138.41	9792.89
42	2010.03.24 08:00	buy	22	0.10	1.34327	0.00000	0.00000
43	2010.03.24 08:00	close	21	0.10	1.34327	0.00000	0.00000	-17.80	9775.09
44	2010.03.24 09:00	sell	23	0.10	1.34262	0.00000	0.00000
45	2010.03.24 09:00	close	22	0.10	1.34262	0.00000	0.00000	-6.50	9768.59
46	2010.03.25 04:00	buy	24	0.10	1.33312	0.00000	0.00000
47	2010.03.25 04:00	close	23	0.10	1.33312	0.00000	0.00000	94.76	9863.35
48	2010.03.25 07:00	sell	25	0.10	1.32981	0.00000	0.00000
49	2010.03.25 07:00	close	24	0.10	1.32981	0.00000	0.00000	-33.10	9830.25
50	2010.03.25 08:00	buy	26	0.10	1.33217	0.00000	0.00000
51	2010.03.25 08:00	close	25	0.10	1.33217	0.00000	0.00000	-23.60	9806.65
52	2010.03.26 21:59	close at stop	26	0.10	1.34086	0.00000	0.00000	86.83	9893.48