Report Result : OpenTiks MM (Time Filter) - Desynced Forex Repository

Strategy Tester Report

OpenTiks MM (Time Filter)

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="---------------- General Settings"; Shift1=0; Shift2=1; Shift3=2; Shift4=3; TrailingStop=30; StopLoss=0; Lots=0.1; RiskManagement=false; RiskPercent=10; magicnumber=777; PolLots=false; MaxOrders=1; S2="---------------- Time Filter"; TradeOnSunday=true; MondayToThursdayTimeFilter=false; MondayToThursdayStartHour=0; MondayToThursdayEndHour=24; FridayTimeFilter=false; FridayStartHour=0; FridayEndHour=21;

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

Initial deposit	10000.00
Total net profit	243.68	Gross profit	243.68	Gross loss	0.00
Profit factor		Expected payoff	6.25
Absolute drawdown	38.16	Maximal drawdown	135.28 (1.34%)	Relative drawdown	1.34% (135.28)

Total trades	39	Short positions (won %)	39 (100.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	39 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	17.60	loss trade	0.00
Average		profit trade	6.25	loss trade	0.00
Maximum		consecutive wins (profit in money)	39 (243.68)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	243.68 (39)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	39	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 04:00	sell	1	0.10	1.36040	0.00000	0.00000
2	2010.03.01 07:45	modify	1	0.10	1.36040	1.36003	0.00000
3	2010.03.01 07:50	modify	1	0.10	1.36040	1.35906	0.00000
4	2010.03.01 07:52	s/l	1	0.10	1.35906	1.35906	0.00000	13.40	10013.40
5	2010.03.01 14:00	sell	2	0.10	1.35069	0.00000	0.00000
6	2010.03.01 16:15	modify	2	0.10	1.35069	1.34964	0.00000
7	2010.03.01 16:17	s/l	2	0.10	1.34964	1.34964	0.00000	10.50	10023.90
8	2010.03.02 03:00	sell	3	0.10	1.35290	0.00000	0.00000
9	2010.03.02 04:50	modify	3	0.10	1.35290	1.35237	0.00000
10	2010.03.02 04:52	s/l	3	0.10	1.35237	1.35237	0.00000	5.30	10029.20
11	2010.03.03 23:00	sell	4	0.10	1.36953	0.00000	0.00000
12	2010.03.04 01:20	modify	4	0.10	1.36953	1.36941	0.00000
13	2010.03.04 01:27	s/l	4	0.10	1.36941	1.36941	0.00000	0.96	10030.16
14	2010.03.04 06:00	sell	5	0.10	1.36818	0.00000	0.00000
15	2010.03.04 06:10	modify	5	0.10	1.36818	1.36807	0.00000
16	2010.03.04 06:16	modify	5	0.10	1.36818	1.36771	0.00000
17	2010.03.04 06:26	s/l	5	0.10	1.36771	1.36771	0.00000	4.70	10034.86
18	2010.03.04 07:00	sell	6	0.10	1.36769	0.00000	0.00000
19	2010.03.04 07:26	modify	6	0.10	1.36769	1.36711	0.00000
20	2010.03.04 07:32	s/l	6	0.10	1.36711	1.36711	0.00000	5.80	10040.66
21	2010.03.04 17:00	sell	7	0.10	1.36061	0.00000	0.00000
22	2010.03.04 17:20	modify	7	0.10	1.36061	1.36060	0.00000
23	2010.03.04 17:22	s/l	7	0.10	1.36060	1.36060	0.00000	0.10	10040.76
24	2010.03.04 18:00	sell	8	0.10	1.35703	0.00000	0.00000
25	2010.03.04 18:02	modify	8	0.10	1.35703	1.35640	0.00000
26	2010.03.04 18:07	modify	8	0.10	1.35703	1.35620	0.00000
27	2010.03.04 18:10	s/l	8	0.10	1.35620	1.35620	0.00000	8.30	10049.06
28	2010.03.05 13:00	sell	9	0.10	1.35849	0.00000	0.00000
29	2010.03.05 13:20	modify	9	0.10	1.35849	1.35826	0.00000
30	2010.03.05 13:27	s/l	9	0.10	1.35826	1.35826	0.00000	2.30	10051.36
31	2010.03.05 14:00	sell	10	0.10	1.35809	0.00000	0.00000
32	2010.03.05 14:20	modify	10	0.10	1.35809	1.35789	0.00000
33	2010.03.05 14:27	s/l	10	0.10	1.35789	1.35789	0.00000	2.00	10053.36
34	2010.03.05 15:00	sell	11	0.10	1.35582	0.00000	0.00000
35	2010.03.05 15:02	modify	11	0.10	1.35582	1.35532	0.00000
36	2010.03.05 15:05	s/l	11	0.10	1.35532	1.35532	0.00000	5.00	10058.36
37	2010.03.08 12:00	sell	12	0.10	1.36463	0.00000	0.00000
38	2010.03.08 12:20	modify	12	0.10	1.36463	1.36445	0.00000
39	2010.03.08 12:22	s/l	12	0.10	1.36445	1.36445	0.00000	1.80	10060.16
40	2010.03.08 13:00	sell	13	0.10	1.36461	0.00000	0.00000
41	2010.03.08 16:50	modify	13	0.10	1.36461	1.36362	0.00000
42	2010.03.08 16:52	s/l	13	0.10	1.36362	1.36362	0.00000	9.90	10070.06
43	2010.03.09 12:00	sell	14	0.10	1.35697	0.00000	0.00000
44	2010.03.09 12:20	modify	14	0.10	1.35697	1.35681	0.00000
45	2010.03.09 12:27	s/l	14	0.10	1.35681	1.35681	0.00000	1.60	10071.66
46	2010.03.09 13:00	sell	15	0.10	1.35601	0.00000	0.00000
47	2010.03.09 13:20	modify	15	0.10	1.35601	1.35540	0.00000
48	2010.03.09 13:22	s/l	15	0.10	1.35540	1.35540	0.00000	6.10	10077.76
49	2010.03.10 09:00	sell	16	0.10	1.35572	0.00000	0.00000
50	2010.03.10 09:02	modify	16	0.10	1.35572	1.35510	0.00000
51	2010.03.10 09:07	modify	16	0.10	1.35572	1.35491	0.00000
52	2010.03.10 09:10	s/l	16	0.10	1.35491	1.35491	0.00000	8.10	10085.86
53	2010.03.10 20:00	sell	17	0.10	1.36426	0.00000	0.00000
54	2010.03.11 01:45	modify	17	0.10	1.36426	1.36408	0.00000
55	2010.03.11 01:50	modify	17	0.10	1.36426	1.36341	0.00000
56	2010.03.11 01:52	s/l	17	0.10	1.36341	1.36341	0.00000	8.26	10094.12
57	2010.03.11 20:00	sell	18	0.10	1.36661	0.00000	0.00000
58	2010.03.15 16:20	modify	18	0.10	1.36661	1.36539	0.00000
59	2010.03.15 16:22	s/l	18	0.10	1.36539	1.36539	0.00000	12.04	10106.16
60	2010.03.15 17:00	sell	19	0.10	1.36511	0.00000	0.00000
61	2010.03.15 17:02	modify	19	0.10	1.36511	1.36467	0.00000
62	2010.03.15 17:07	modify	19	0.10	1.36511	1.36446	0.00000
63	2010.03.15 17:10	s/l	19	0.10	1.36446	1.36446	0.00000	6.50	10112.66
64	2010.03.16 19:00	sell	20	0.10	1.37270	0.00000	0.00000
65	2010.03.16 19:07	modify	20	0.10	1.37270	1.37218	0.00000
66	2010.03.16 19:10	s/l	20	0.10	1.37218	1.37218	0.00000	5.20	10117.86
67	2010.03.17 15:00	sell	21	0.10	1.37533	0.00000	0.00000
68	2010.03.17 15:45	modify	21	0.10	1.37533	1.37516	0.00000
69	2010.03.17 15:50	modify	21	0.10	1.37533	1.37449	0.00000
70	2010.03.17 15:52	s/l	21	0.10	1.37449	1.37449	0.00000	8.40	10126.26
71	2010.03.17 22:00	sell	22	0.10	1.37365	0.00000	0.00000
72	2010.03.17 23:37	modify	22	0.10	1.37365	1.37362	0.00000
73	2010.03.17 23:45	s/l	22	0.10	1.37362	1.37362	0.00000	0.30	10126.56
74	2010.03.18 14:00	sell	23	0.10	1.36652	0.00000	0.00000
75	2010.03.18 14:02	modify	23	0.10	1.36652	1.36633	0.00000
76	2010.03.18 14:07	modify	23	0.10	1.36652	1.36615	0.00000
77	2010.03.18 14:10	s/l	23	0.10	1.36615	1.36615	0.00000	3.70	10130.26
78	2010.03.18 22:00	sell	24	0.10	1.36073	0.00000	0.00000
79	2010.03.18 22:20	modify	24	0.10	1.36073	1.36071	0.00000
80	2010.03.18 22:27	s/l	24	0.10	1.36071	1.36071	0.00000	0.20	10130.46
81	2010.03.18 23:00	sell	25	0.10	1.36063	0.00000	0.00000
82	2010.03.18 23:20	modify	25	0.10	1.36063	1.36062	0.00000
83	2010.03.18 23:30	s/l	25	0.10	1.36062	1.36062	0.00000	0.10	10130.56
84	2010.03.19 15:00	sell	26	0.10	1.35380	0.00000	0.00000
85	2010.03.19 15:15	modify	26	0.10	1.35380	1.35296	0.00000
86	2010.03.19 15:17	s/l	26	0.10	1.35296	1.35296	0.00000	8.40	10138.96
87	2010.03.19 16:00	sell	27	0.10	1.35157	0.00000	0.00000
88	2010.03.19 16:15	modify	27	0.10	1.35157	1.35137	0.00000
89	2010.03.19 16:20	modify	27	0.10	1.35157	1.35081	0.00000
90	2010.03.19 16:27	s/l	27	0.10	1.35081	1.35081	0.00000	7.60	10146.56
91	2010.03.23 08:00	sell	28	0.10	1.35192	0.00000	0.00000
92	2010.03.23 08:15	modify	28	0.10	1.35192	1.35163	0.00000
93	2010.03.23 08:20	modify	28	0.10	1.35192	1.35100	0.00000
94	2010.03.23 08:22	s/l	28	0.10	1.35100	1.35100	0.00000	9.20	10155.76
95	2010.03.23 09:00	sell	29	0.10	1.35103	0.00000	0.00000
96	2010.03.23 11:50	modify	29	0.10	1.35103	1.35080	0.00000
97	2010.03.23 11:57	s/l	29	0.10	1.35080	1.35080	0.00000	2.30	10158.06
98	2010.03.23 13:00	sell	30	0.10	1.34822	0.00000	0.00000
99	2010.03.24 00:20	modify	30	0.10	1.34822	1.34770	0.00000
100	2010.03.24 00:22	s/l	30	0.10	1.34770	1.34770	0.00000	5.12	10163.18
101	2010.03.24 01:00	sell	31	0.10	1.34685	0.00000	0.00000
102	2010.03.24 02:10	modify	31	0.10	1.34685	1.34682	0.00000
103	2010.03.24 02:15	modify	31	0.10	1.34685	1.34608	0.00000
104	2010.03.24 02:20	modify	31	0.10	1.34685	1.34509	0.00000
105	2010.03.24 02:22	s/l	31	0.10	1.34509	1.34509	0.00000	17.60	10180.78
106	2010.03.24 07:00	sell	32	0.10	1.34149	0.00000	0.00000
107	2010.03.24 08:37	modify	32	0.10	1.34149	1.34133	0.00000
108	2010.03.24 08:40	s/l	32	0.10	1.34133	1.34133	0.00000	1.60	10182.38
109	2010.03.24 12:00	sell	33	0.10	1.33580	0.00000	0.00000
110	2010.03.24 12:45	modify	33	0.10	1.33580	1.33552	0.00000
111	2010.03.24 12:50	modify	33	0.10	1.33580	1.33459	0.00000
112	2010.03.24 12:52	s/l	33	0.10	1.33459	1.33459	0.00000	12.10	10194.48
113	2010.03.24 13:00	sell	34	0.10	1.33512	0.00000	0.00000
114	2010.03.24 13:15	modify	34	0.10	1.33512	1.33501	0.00000
115	2010.03.24 13:20	modify	34	0.10	1.33512	1.33393	0.00000
116	2010.03.24 13:22	s/l	34	0.10	1.33393	1.33393	0.00000	11.90	10206.38
117	2010.03.24 21:00	sell	35	0.10	1.33252	0.00000	0.00000
118	2010.03.24 21:10	modify	35	0.10	1.33252	1.33218	0.00000
119	2010.03.24 21:16	modify	35	0.10	1.33252	1.33170	0.00000
120	2010.03.24 21:26	s/l	35	0.10	1.33170	1.33170	0.00000	8.20	10214.58
121	2010.03.24 22:00	sell	36	0.10	1.33128	0.00000	0.00000
122	2010.03.24 22:20	modify	36	0.10	1.33128	1.33098	0.00000
123	2010.03.24 22:27	s/l	36	0.10	1.33098	1.33098	0.00000	3.00	10217.58
124	2010.03.25 20:00	sell	37	0.10	1.32896	0.00000	0.00000
125	2010.03.25 20:33	modify	37	0.10	1.32896	1.32873	0.00000
126	2010.03.25 20:40	modify	37	0.10	1.32896	1.32809	0.00000
127	2010.03.25 20:46	modify	37	0.10	1.32896	1.32722	0.00000
128	2010.03.25 20:50	s/l	37	0.10	1.32722	1.32722	0.00000	17.40	10234.98
129	2010.03.25 21:00	sell	38	0.10	1.32817	0.00000	0.00000
130	2010.03.25 21:45	modify	38	0.10	1.32817	1.32797	0.00000
131	2010.03.25 21:50	modify	38	0.10	1.32817	1.32739	0.00000
132	2010.03.25 21:57	s/l	38	0.10	1.32739	1.32739	0.00000	7.80	10242.78
133	2010.03.25 22:00	sell	39	0.10	1.32733	0.00000	0.00000
134	2010.03.25 23:50	modify	39	0.10	1.32733	1.32724	0.00000
135	2010.03.25 23:57	s/l	39	0.10	1.32724	1.32724	0.00000	0.90	10243.68