Report Result : EL_FODEURO-alt - Desynced Forex Repository

Strategy Tester Report

EL_FODEURO-alt

AlpariUK-Demo (Build 226)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;

Bars in test	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-9342.27	Gross profit	2594.07	Gross loss	-11936.34
Profit factor	0.22	Expected payoff	-94.37
Absolute drawdown	9491.97	Maximal drawdown	9527.91 (94.94%)	Relative drawdown	94.94% (9527.91)

Total trades	99	Short positions (won %)	48 (8.33%)	Long positions (won %)	51 (13.73%)
		Profit trades (% of total)	11 (11.11%)	Loss trades (% of total)	88 (88.89%)
Largest		profit trade	856.02	loss trade	-471.90
Average		profit trade	235.82	loss trade	-135.64
Maximum		consecutive wins (profit in money)	1 (856.02)	consecutive losses (loss in money)	31 (-3540.81)
Maximal		consecutive profit (count of wins)	856.02 (1)	consecutive loss (count of losses)	-3540.81 (31)
Average		consecutive wins	1	consecutive losses	8

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 03:00	sell	1	0.30	1.60777	0.00000	0.00000
2	2010.01.05 04:00	close	1	0.30	1.61216	0.00000	0.00000	-131.70	9868.30
3	2010.01.05 08:00	buy	2	0.30	1.61777	0.00000	0.00000
4	2010.01.05 09:00	close	2	0.30	1.60993	0.00000	0.00000	-235.20	9633.10
5	2010.01.05 09:00	sell	3	0.30	1.60993	0.00000	0.00000
6	2010.01.06 22:00	close	3	0.30	1.60479	0.00000	0.00000	153.54	9786.64
7	2010.01.08 10:00	buy	4	0.30	1.60432	0.00000	0.00000
8	2010.01.08 14:00	close	4	0.30	1.59787	0.00000	0.00000	-193.50	9593.14
9	2010.01.08 14:00	sell	5	0.30	1.59787	0.00000	0.00000
10	2010.01.08 15:00	close	5	0.30	1.61185	0.00000	0.00000	-419.40	9173.74
11	2010.01.08 15:00	buy	6	0.30	1.61185	0.00000	0.00000
12	2010.01.08 17:00	close	6	0.30	1.59612	0.00000	0.00000	-471.90	8701.84
13	2010.01.08 17:00	sell	7	0.30	1.59612	0.00000	0.00000
14	2010.01.08 18:00	close	7	0.30	1.60189	0.00000	0.00000	-173.10	8528.74
15	2010.01.08 19:00	buy	8	0.30	1.60324	0.00000	0.00000
16	2010.01.12 04:00	close	8	0.30	1.60889	0.00000	0.00000	169.44	8698.18
17	2010.01.18 01:00	buy	9	0.30	1.63159	0.00000	0.00000
18	2010.01.18 02:00	close	9	0.30	1.62597	0.00000	0.00000	-168.60	8529.58
19	2010.01.18 02:00	sell	10	0.30	1.62597	0.00000	0.00000
20	2010.01.18 04:00	close	10	0.30	1.63109	0.00000	0.00000	-153.60	8375.98
21	2010.01.18 04:00	buy	11	0.30	1.63109	0.00000	0.00000
22	2010.01.19 13:00	close	11	0.30	1.63380	0.00000	0.00000	81.27	8457.25
23	2010.01.19 14:00	sell	12	0.30	1.63330	0.00000	0.00000
24	2010.01.19 15:00	close	12	0.30	1.63695	0.00000	0.00000	-109.50	8347.75
25	2010.01.19 15:00	buy	13	0.30	1.63695	0.00000	0.00000
26	2010.01.19 17:00	close	13	0.30	1.63709	0.00000	0.00000	4.20	8351.95
27	2010.01.20 03:00	sell	14	0.30	1.63240	0.00000	0.00000
28	2010.01.20 04:00	close	14	0.30	1.63504	0.00000	0.00000	-79.20	8272.75
29	2010.01.22 09:00	buy	15	0.30	1.62767	0.00000	0.00000
30	2010.01.22 10:00	close	15	0.30	1.62638	0.00000	0.00000	-38.70	8234.05
31	2010.01.22 11:00	sell	16	0.30	1.62214	0.00000	0.00000
32	2010.01.22 12:00	close	16	0.30	1.62714	0.00000	0.00000	-150.00	8084.05
33	2010.01.22 12:00	buy	17	0.30	1.62714	0.00000	0.00000
34	2010.01.22 13:00	close	17	0.30	1.61762	0.00000	0.00000	-285.60	7798.45
35	2010.01.22 13:00	sell	18	0.30	1.61762	0.00000	0.00000
36	2010.01.25 16:00	close	18	0.30	1.62110	0.00000	0.00000	-105.06	7693.39
37	2010.01.25 16:00	buy	19	0.30	1.62110	0.00000	0.00000
38	2010.01.25 17:00	close	19	0.30	1.62068	0.00000	0.00000	-12.60	7680.79
39	2010.01.26 11:00	sell	20	0.30	1.61371	0.00000	0.00000
40	2010.01.27 11:00	close	20	0.30	1.62139	0.00000	0.00000	-231.06	7449.73
41	2010.01.27 11:00	buy	21	0.30	1.62139	0.00000	0.00000
42	2010.01.27 19:00	close	21	0.30	1.61809	0.00000	0.00000	-99.00	7350.73
43	2010.01.27 20:00	sell	22	0.30	1.61717	0.00000	0.00000
44	2010.01.27 21:00	close	22	0.30	1.62006	0.00000	0.00000	-86.70	7264.03
45	2010.01.28 04:00	buy	23	0.30	1.62342	0.00000	0.00000
46	2010.01.28 07:00	close	23	0.30	1.61800	0.00000	0.00000	-162.60	7101.43
47	2010.01.28 07:00	sell	24	0.30	1.61800	0.00000	0.00000
48	2010.01.28 08:00	close	24	0.30	1.62299	0.00000	0.00000	-149.70	6951.73
49	2010.01.28 08:00	buy	25	0.30	1.62299	0.00000	0.00000
50	2010.01.28 17:00	close	25	0.30	1.61352	0.00000	0.00000	-284.10	6667.63
51	2010.01.28 17:00	sell	26	0.30	1.61352	0.00000	0.00000
52	2010.02.02 02:00	close	26	0.30	1.59899	0.00000	0.00000	433.92	7101.55
53	2010.02.03 15:00	sell	27	0.30	1.59423	0.00000	0.00000
54	2010.02.03 16:00	close	27	0.30	1.59906	0.00000	0.00000	-144.90	6956.65
55	2010.02.03 16:00	buy	28	0.30	1.59906	0.00000	0.00000
56	2010.02.03 17:00	close	28	0.30	1.59348	0.00000	0.00000	-167.40	6789.25
57	2010.02.03 17:00	sell	29	0.30	1.59348	0.00000	0.00000
58	2010.02.03 19:00	close	29	0.30	1.59435	0.00000	0.00000	-26.10	6763.15
59	2010.02.09 18:00	buy	30	0.30	1.57046	0.00000	0.00000
60	2010.02.10 13:00	close	30	0.30	1.56572	0.00000	0.00000	-142.23	6620.92
61	2010.02.10 14:00	sell	31	0.30	1.56204	0.00000	0.00000
62	2010.02.10 15:00	close	31	0.30	1.56412	0.00000	0.00000	-62.40	6558.52
63	2010.02.11 18:00	buy	32	0.30	1.56998	0.00000	0.00000
64	2010.02.12 11:00	close	32	0.30	1.56542	0.00000	0.00000	-136.83	6421.69
65	2010.02.12 11:00	sell	33	0.30	1.56542	0.00000	0.00000
66	2010.02.12 18:00	close	33	0.30	1.56956	0.00000	0.00000	-124.20	6297.49
67	2010.02.12 18:00	buy	34	0.30	1.56956	0.00000	0.00000
68	2010.02.15 02:00	close	34	0.30	1.56624	0.00000	0.00000	-99.63	6197.86
69	2010.02.15 06:00	sell	35	0.30	1.56445	0.00000	0.00000
70	2010.02.15 07:00	close	35	0.30	1.56748	0.00000	0.00000	-90.90	6106.96
71	2010.02.15 09:00	buy	36	0.30	1.56846	0.00000	0.00000
72	2010.02.15 17:00	close	36	0.30	1.56523	0.00000	0.00000	-96.90	6010.06
73	2010.02.15 18:00	buy	37	0.30	1.56904	0.00000	0.00000
74	2010.02.15 19:00	close	37	0.30	1.56574	0.00000	0.00000	-99.00	5911.06
75	2010.02.15 19:00	sell	38	0.30	1.56574	0.00000	0.00000
76	2010.02.15 20:00	close	38	0.30	1.56939	0.00000	0.00000	-109.50	5801.56
77	2010.02.15 20:00	buy	39	0.30	1.56939	0.00000	0.00000
78	2010.02.15 22:00	close	39	0.30	1.56598	0.00000	0.00000	-102.30	5699.26
79	2010.02.15 22:00	sell	40	0.30	1.56598	0.00000	0.00000
80	2010.02.16 00:00	close	40	0.30	1.56942	0.00000	0.00000	-103.86	5595.40
81	2010.02.16 00:00	buy	41	0.30	1.56942	0.00000	0.00000
82	2010.02.16 02:00	close	41	0.30	1.56653	0.00000	0.00000	-86.70	5508.70
83	2010.02.16 16:00	sell	42	0.30	1.56412	0.00000	0.00000
84	2010.02.16 17:00	close	42	0.30	1.57033	0.00000	0.00000	-186.30	5322.40
85	2010.02.16 17:00	buy	43	0.30	1.57033	0.00000	0.00000
86	2010.02.17 18:00	close	43	0.30	1.57008	0.00000	0.00000	-7.53	5314.87
87	2010.02.17 18:00	sell	44	0.30	1.57008	0.00000	0.00000
88	2010.02.17 19:00	close	44	0.30	1.57246	0.00000	0.00000	-71.40	5243.47
89	2010.02.23 01:00	buy	45	0.30	1.55279	0.00000	0.00000
90	2010.02.23 02:00	close	45	0.30	1.54865	0.00000	0.00000	-124.20	5119.27
91	2010.02.23 02:00	sell	46	0.30	1.54865	0.00000	0.00000
92	2010.02.23 03:00	close	46	0.30	1.55221	0.00000	0.00000	-106.80	5012.47
93	2010.02.23 03:00	buy	47	0.30	1.55221	0.00000	0.00000
94	2010.02.23 11:00	close	47	0.30	1.54315	0.00000	0.00000	-271.80	4740.67
95	2010.02.23 11:00	sell	48	0.30	1.54315	0.00000	0.00000
96	2010.02.23 15:00	close	48	0.30	1.54679	0.00000	0.00000	-109.20	4631.47
97	2010.03.03 03:00	buy	49	0.30	1.50844	0.00000	0.00000
98	2010.03.03 08:00	close	49	0.30	1.50053	0.00000	0.00000	-237.30	4394.17
99	2010.03.05 04:00	buy	50	0.30	1.50834	0.00000	0.00000
100	2010.03.05 05:00	close	50	0.30	1.50452	0.00000	0.00000	-114.60	4279.57
101	2010.03.05 05:00	sell	51	0.30	1.50452	0.00000	0.00000
102	2010.03.05 06:00	close	51	0.30	1.50646	0.00000	0.00000	-58.20	4221.37
103	2010.03.05 17:00	buy	52	0.30	1.51286	0.00000	0.00000
104	2010.03.08 17:00	close	52	0.30	1.50694	0.00000	0.00000	-177.63	4043.74
105	2010.03.08 17:00	sell	53	0.30	1.50694	0.00000	0.00000
106	2010.03.08 19:00	close	53	0.30	1.51109	0.00000	0.00000	-124.50	3919.24
107	2010.03.11 00:00	buy	54	0.30	1.50113	0.00000	0.00000
108	2010.03.11 01:00	close	54	0.30	1.49641	0.00000	0.00000	-141.60	3777.64
109	2010.03.11 01:00	sell	55	0.30	1.49641	0.00000	0.00000
110	2010.03.11 02:00	close	55	0.30	1.49886	0.00000	0.00000	-73.50	3704.14
111	2010.03.11 06:00	buy	56	0.30	1.50024	0.00000	0.00000
112	2010.03.11 07:00	close	56	0.30	1.49743	0.00000	0.00000	-84.30	3619.84
113	2010.03.15 11:00	sell	57	0.30	1.50354	0.00000	0.00000
114	2010.03.15 12:00	close	57	0.30	1.50551	0.00000	0.00000	-59.10	3560.74
115	2010.03.16 12:00	buy	58	0.30	1.51283	0.00000	0.00000
116	2010.03.18 06:00	close	58	0.30	1.52861	0.00000	0.00000	473.28	4034.02
117	2010.03.18 19:00	buy	59	0.30	1.52955	0.00000	0.00000
118	2010.03.18 20:00	close	59	0.30	1.52514	0.00000	0.00000	-132.30	3901.72
119	2010.03.18 20:00	sell	60	0.30	1.52514	0.00000	0.00000
120	2010.03.18 21:00	close	60	0.30	1.52662	0.00000	0.00000	-44.40	3857.32
121	2010.03.23 01:00	buy	61	0.30	1.51374	0.00000	0.00000
122	2010.03.23 02:00	close	61	0.30	1.50832	0.00000	0.00000	-162.60	3694.72
123	2010.03.23 02:00	sell	62	0.30	1.50832	0.00000	0.00000
124	2010.03.23 03:00	close	62	0.30	1.51136	0.00000	0.00000	-91.20	3603.52
125	2010.03.23 05:00	buy	63	0.30	1.51229	0.00000	0.00000
126	2010.03.23 06:00	close	63	0.30	1.50898	0.00000	0.00000	-99.30	3504.22
127	2010.03.23 06:00	sell	64	0.30	1.50898	0.00000	0.00000
128	2010.03.23 07:00	close	64	0.30	1.50932	0.00000	0.00000	-10.20	3494.02
129	2010.03.23 18:00	sell	65	0.30	1.50427	0.00000	0.00000
130	2010.03.23 21:00	close	65	0.30	1.50731	0.00000	0.00000	-91.20	3402.82
131	2010.03.24 01:00	sell	66	0.30	1.50200	0.00000	0.00000
132	2010.03.25 11:00	close	66	0.30	1.49823	0.00000	0.00000	111.12	3513.94
133	2010.03.25 12:00	buy	67	0.30	1.50018	0.00000	0.00000
134	2010.03.25 13:00	close	67	0.30	1.49417	0.00000	0.00000	-180.30	3333.64
135	2010.03.25 13:00	sell	68	0.30	1.49417	0.00000	0.00000
136	2010.03.26 17:00	close	68	0.30	1.49332	0.00000	0.00000	24.84	3358.48
137	2010.03.26 17:00	buy	69	0.30	1.49332	0.00000	0.00000
138	2010.03.26 18:00	close	69	0.30	1.48616	0.00000	0.00000	-214.80	3143.68
139	2010.03.26 18:00	sell	70	0.30	1.48616	0.00000	0.00000
140	2010.03.26 20:00	close	70	0.30	1.49196	0.00000	0.00000	-174.00	2969.68
141	2010.03.29 00:00	buy	71	0.30	1.49833	0.00000	0.00000
142	2010.03.29 04:00	close	71	0.30	1.48960	0.00000	0.00000	-261.90	2707.78
143	2010.03.29 04:00	sell	72	0.30	1.48960	0.00000	0.00000
144	2010.03.29 05:00	close	72	0.30	1.49374	0.00000	0.00000	-124.20	2583.58
145	2010.03.29 05:00	buy	73	0.30	1.49374	0.00000	0.00000
146	2010.04.02 15:00	close	73	0.30	1.52228	0.00000	0.00000	856.02	3439.60
147	2010.04.05 00:00	buy	74	0.30	1.52949	0.00000	0.00000
148	2010.04.05 09:00	close	74	0.30	1.52322	0.00000	0.00000	-188.10	3251.50
149	2010.04.05 09:00	sell	75	0.30	1.52322	0.00000	0.00000
150	2010.04.05 10:00	close	75	0.30	1.52716	0.00000	0.00000	-118.20	3133.30
151	2010.04.05 10:00	buy	76	0.30	1.52716	0.00000	0.00000
152	2010.04.05 11:00	close	76	0.30	1.52357	0.00000	0.00000	-107.70	3025.60
153	2010.04.05 11:00	sell	77	0.30	1.52357	0.00000	0.00000
154	2010.04.05 12:00	close	77	0.30	1.52640	0.00000	0.00000	-84.90	2940.70
155	2010.04.05 14:00	buy	78	0.30	1.52795	0.00000	0.00000
156	2010.04.06 04:00	close	78	0.30	1.52454	0.00000	0.00000	-102.33	2838.37
157	2010.04.06 04:00	sell	79	0.30	1.52454	0.00000	0.00000
158	2010.04.06 09:00	close	79	0.30	1.52702	0.00000	0.00000	-74.40	2763.97
159	2010.04.06 18:00	buy	80	0.30	1.52557	0.00000	0.00000
160	2010.04.06 19:00	close	80	0.30	1.52314	0.00000	0.00000	-72.90	2691.07
161	2010.04.07 12:00	sell	81	0.30	1.51960	0.00000	0.00000
162	2010.04.07 18:00	close	81	0.30	1.52721	0.00000	0.00000	-228.30	2462.77
163	2010.04.07 18:00	buy	82	0.30	1.52721	0.00000	0.00000
164	2010.04.08 02:00	close	82	0.30	1.52218	0.00000	0.00000	-150.99	2311.78
165	2010.04.08 09:00	sell	83	0.30	1.51874	0.00000	0.00000
166	2010.04.08 12:00	close	83	0.30	1.52503	0.00000	0.00000	-188.70	2123.08
167	2010.04.08 12:00	buy	84	0.30	1.52503	0.00000	0.00000
168	2010.04.08 14:00	close	84	0.30	1.52017	0.00000	0.00000	-145.80	1977.28
169	2010.04.08 14:00	sell	85	0.30	1.52017	0.00000	0.00000
170	2010.04.08 15:00	close	85	0.30	1.52405	0.00000	0.00000	-116.40	1860.88
171	2010.04.08 15:00	buy	86	0.30	1.52405	0.00000	0.00000
172	2010.04.08 16:00	close	86	0.30	1.51910	0.00000	0.00000	-148.50	1712.38
173	2010.04.08 16:00	sell	87	0.30	1.51910	0.00000	0.00000
174	2010.04.08 17:00	close	87	0.30	1.52730	0.00000	0.00000	-246.00	1466.38
175	2010.04.08 17:00	buy	88	0.30	1.52730	0.00000	0.00000
176	2010.04.12 18:00	close	88	0.30	1.53660	0.00000	0.00000	278.94	1745.32
177	2010.04.13 00:00	sell	89	0.30	1.53602	0.00000	0.00000
178	2010.04.13 01:00	close	89	0.30	1.54002	0.00000	0.00000	-120.00	1625.32
179	2010.04.13 01:00	buy	90	0.30	1.54002	0.00000	0.00000
180	2010.04.13 02:00	close	90	0.30	1.53667	0.00000	0.00000	-100.50	1524.82
181	2010.04.13 02:00	sell	91	0.30	1.53667	0.00000	0.00000
182	2010.04.13 03:00	close	91	0.30	1.53686	0.00000	0.00000	-5.70	1519.12
183	2010.04.13 11:00	buy	92	0.30	1.54163	0.00000	0.00000
184	2010.04.13 12:00	close	92	0.30	1.53873	0.00000	0.00000	-87.00	1432.12
185	2010.04.14 03:00	buy	93	0.30	1.54431	0.00000	0.00000
186	2010.04.14 04:00	close	93	0.30	1.54080	0.00000	0.00000	-105.30	1326.82
187	2010.04.14 04:00	sell	94	0.30	1.54080	0.00000	0.00000
188	2010.04.14 05:00	close	94	0.30	1.54502	0.00000	0.00000	-126.60	1200.22
189	2010.04.14 05:00	buy	95	0.30	1.54502	0.00000	0.00000
190	2010.04.14 09:00	close	95	0.30	1.53901	0.00000	0.00000	-180.30	1019.92
191	2010.04.14 09:00	sell	96	0.30	1.53901	0.00000	0.00000
192	2010.04.14 10:00	close	96	0.30	1.54424	0.00000	0.00000	-156.90	863.02
193	2010.04.14 10:00	buy	97	0.30	1.54424	0.00000	0.00000
194	2010.04.15 12:00	close	97	0.30	1.54051	0.00000	0.00000	-111.99	751.03
195	2010.04.15 12:00	sell	98	0.30	1.54051	0.00000	0.00000
196	2010.04.15 13:00	close	98	0.30	1.54387	0.00000	0.00000	-100.80	650.23
197	2010.04.15 15:00	buy	99	0.30	1.54685	0.00000	0.00000
198	2010.04.15 23:59	close at stop	99	0.30	1.54710	0.00000	0.00000	7.50	657.73