Report Result : SHE_kanskigor - Desynced Forex Repository

Strategy Tester Report

SHE_kanskigor

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=0.1; Profit=100; Stop=0; Slippage=5; Symb="*"; StartTime="00:05";

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

Initial deposit	10000.00
Total net profit	-2192.14	Gross profit	660.54	Gross loss	-2852.68
Profit factor	0.23	Expected payoff	-29.62
Absolute drawdown	4437.07	Maximal drawdown	4487.07 (44.65%)	Relative drawdown	44.65% (4487.07)

Total trades	74	Short positions (won %)	35 (88.57%)	Long positions (won %)	39 (92.31%)
		Profit trades (% of total)	67 (90.54%)	Loss trades (% of total)	7 (9.46%)
Largest		profit trade	10.00	loss trade	-852.44
Average		profit trade	9.86	loss trade	-407.53
Maximum		consecutive wins (profit in money)	67 (660.54)	consecutive losses (loss in money)	7 (-2852.68)
Maximal		consecutive profit (count of wins)	660.54 (67)	consecutive loss (count of losses)	-2852.68 (7)
Average		consecutive wins	67	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:05	sell	1	0.10	1.61248	0.00000	1.61148
2	2010.01.04 03:07	t/p	1	0.10	1.61148	0.00000	1.61148	10.00	10010.00
3	2010.01.05 00:05	buy	2	0.10	1.61167	0.00000	1.61267
4	2010.01.05 01:15	t/p	2	0.10	1.61267	0.00000	1.61267	10.00	10020.00
5	2010.01.06 00:05	buy	3	0.10	1.60114	0.00000	1.60214
6	2010.01.06 08:50	t/p	3	0.10	1.60214	0.00000	1.60214	10.00	10030.00
7	2010.01.07 00:05	sell	4	0.10	1.60131	0.00000	1.60031
8	2010.01.07 06:50	t/p	4	0.10	1.60031	0.00000	1.60031	10.00	10040.00
9	2010.01.08 00:05	buy	5	0.10	1.59526	0.00000	1.59626
10	2010.01.08 08:45	t/p	5	0.10	1.59626	0.00000	1.59626	10.00	10050.00
11	2010.01.11 00:05	sell	6	0.10	1.60604	0.00000	1.60504
12	2010.01.12 00:05	sell	7	0.10	1.61163	0.00000	1.61063
13	2010.01.12 02:50	t/p	7	0.10	1.61063	0.00000	1.61063	10.00	10060.00
14	2010.01.13 00:06	sell	8	0.10	1.61635	0.00000	1.61535
15	2010.01.14 00:05	sell	9	0.10	1.62673	0.00000	1.62573
16	2010.01.15 00:05	sell	10	0.10	1.63366	0.00000	1.63266
17	2010.01.15 02:50	t/p	10	0.10	1.63266	0.00000	1.63266	10.00	10070.00
18	2010.01.15 17:32	t/p	9	0.10	1.62573	0.00000	1.62573	9.78	10079.78
19	2010.01.18 00:05	buy	11	0.10	1.62977	0.00000	1.63077
20	2010.01.18 04:45	t/p	11	0.10	1.63077	0.00000	1.63077	10.00	10089.78
21	2010.01.19 00:05	sell	12	0.10	1.63476	0.00000	1.63376
22	2010.01.20 00:05	sell	13	0.10	1.63627	0.00000	1.63527
23	2010.01.20 02:20	t/p	13	0.10	1.63527	0.00000	1.63527	10.00	10099.78
24	2010.01.20 03:20	t/p	12	0.10	1.63376	0.00000	1.63376	9.78	10109.56
25	2010.01.21 00:05	buy	14	0.10	1.63226	0.00000	1.63326
26	2010.01.21 12:20	t/p	8	0.10	1.61535	0.00000	1.61535	7.80	10117.36
27	2010.01.22 00:05	buy	15	0.10	1.62195	0.00000	1.62295
28	2010.01.22 07:20	t/p	15	0.10	1.62295	0.00000	1.62295	10.00	10127.36
29	2010.01.25 00:05	buy	16	0.10	1.61394	0.00000	1.61494
30	2010.01.25 09:40	t/p	16	0.10	1.61494	0.00000	1.61494	10.00	10137.36
31	2010.01.26 00:05	sell	17	0.10	1.62451	0.00000	1.62351
32	2010.01.26 05:50	t/p	17	0.10	1.62351	0.00000	1.62351	10.00	10147.36
33	2010.01.27 00:06	buy	18	0.10	1.61730	0.00000	1.61830
34	2010.01.27 10:50	t/p	18	0.10	1.61830	0.00000	1.61830	10.00	10157.36
35	2010.01.28 00:05	sell	19	0.10	1.61751	0.00000	1.61651
36	2010.01.28 02:50	t/p	19	0.10	1.61651	0.00000	1.61651	10.00	10167.36
37	2010.01.29 00:05	buy	20	0.10	1.61570	0.00000	1.61670
38	2010.01.29 09:20	t/p	20	0.10	1.61670	0.00000	1.61670	10.00	10177.36
39	2010.01.29 16:59	t/p	6	0.10	1.60504	0.00000	1.60504	5.60	10182.96
40	2010.02.01 00:05	buy	21	0.10	1.59699	0.00000	1.59799
41	2010.02.02 00:05	sell	22	0.10	1.59610	0.00000	1.59510
42	2010.02.02 04:46	t/p	22	0.10	1.59510	0.00000	1.59510	10.00	10192.96
43	2010.02.02 16:50	t/p	21	0.10	1.59799	0.00000	1.59799	9.99	10202.95
44	2010.02.03 00:05	sell	23	0.10	1.59760	0.00000	1.59660
45	2010.02.03 16:20	t/p	23	0.10	1.59660	0.00000	1.59660	10.00	10212.95
46	2010.02.04 00:05	buy	24	0.10	1.59284	0.00000	1.59384
47	2010.02.05 00:05	buy	25	0.10	1.57938	0.00000	1.58038
48	2010.02.08 00:05	buy	26	0.10	1.56312	0.00000	1.56412
49	2010.02.08 16:50	t/p	26	0.10	1.56412	0.00000	1.56412	10.00	10222.95
50	2010.02.09 00:06	buy	27	0.10	1.56193	0.00000	1.56293
51	2010.02.09 06:37	t/p	27	0.10	1.56293	0.00000	1.56293	10.00	10232.95
52	2010.02.10 00:05	sell	28	0.10	1.57035	0.00000	1.56935
53	2010.02.10 06:20	t/p	28	0.10	1.56935	0.00000	1.56935	10.00	10242.95
54	2010.02.11 00:05	buy	29	0.10	1.56222	0.00000	1.56322
55	2010.02.11 01:45	t/p	29	0.10	1.56322	0.00000	1.56322	10.00	10252.95
56	2010.02.12 00:05	sell	30	0.10	1.56945	0.00000	1.56845
57	2010.02.12 10:50	t/p	30	0.10	1.56845	0.00000	1.56845	10.00	10262.95
58	2010.02.15 00:06	sell	31	0.10	1.56609	0.00000	1.56509
59	2010.02.15 08:20	t/p	31	0.10	1.56509	0.00000	1.56509	10.00	10272.95
60	2010.02.16 00:05	buy	32	0.10	1.56936	0.00000	1.57036
61	2010.02.16 05:50	t/p	32	0.10	1.57036	0.00000	1.57036	10.00	10282.95
62	2010.02.17 00:05	sell	33	0.10	1.57840	0.00000	1.57740
63	2010.02.17 08:50	t/p	25	0.10	1.58038	0.00000	1.58038	9.90	10292.85
64	2010.02.17 10:32	t/p	33	0.10	1.57740	0.00000	1.57740	10.00	10302.85
65	2010.02.18 00:05	buy	34	0.10	1.57125	0.00000	1.57225
66	2010.02.19 00:05	buy	35	0.10	1.54898	0.00000	1.54998
67	2010.02.22 00:05	buy	36	0.10	1.54786	0.00000	1.54886
68	2010.02.22 03:50	t/p	36	0.10	1.54886	0.00000	1.54886	10.00	10312.85
69	2010.02.22 09:37	t/p	35	0.10	1.54998	0.00000	1.54998	9.99	10322.84
70	2010.02.23 00:05	sell	37	0.10	1.54811	0.00000	1.54711
71	2010.02.23 10:50	t/p	37	0.10	1.54711	0.00000	1.54711	10.00	10332.84
72	2010.02.24 00:05	buy	38	0.10	1.54639	0.00000	1.54739
73	2010.02.24 11:46	t/p	38	0.10	1.54739	0.00000	1.54739	10.00	10342.84
74	2010.02.25 00:05	buy	39	0.10	1.54373	0.00000	1.54473
75	2010.02.26 00:05	buy	40	0.10	1.52896	0.00000	1.52996
76	2010.02.26 10:15	t/p	40	0.10	1.52996	0.00000	1.52996	10.00	10352.84
77	2010.03.01 00:05	buy	41	0.10	1.51641	0.00000	1.51741
78	2010.03.01 00:20	t/p	41	0.10	1.51741	0.00000	1.51741	10.00	10362.84
79	2010.03.02 00:05	buy	42	0.10	1.50228	0.00000	1.50328
80	2010.03.03 00:05	buy	43	0.10	1.49885	0.00000	1.49985
81	2010.03.03 00:40	t/p	43	0.10	1.49985	0.00000	1.49985	10.00	10372.84
82	2010.03.03 01:20	t/p	42	0.10	1.50328	0.00000	1.50328	9.99	10382.83
83	2010.03.04 00:06	sell	44	0.10	1.51045	0.00000	1.50945
84	2010.03.04 06:32	t/p	44	0.10	1.50945	0.00000	1.50945	10.00	10392.83
85	2010.03.05 00:05	buy	45	0.10	1.50576	0.00000	1.50676
86	2010.03.05 16:43	t/p	45	0.10	1.50676	0.00000	1.50676	10.00	10402.83
87	2010.03.08 00:05	sell	46	0.10	1.51610	0.00000	1.51510
88	2010.03.08 12:20	t/p	46	0.10	1.51510	0.00000	1.51510	10.00	10412.83
89	2010.03.09 00:05	buy	47	0.10	1.50788	0.00000	1.50888
90	2010.03.10 00:05	buy	48	0.10	1.50284	0.00000	1.50384
91	2010.03.11 00:06	buy	49	0.10	1.50069	0.00000	1.50169
92	2010.03.11 11:15	t/p	49	0.10	1.50169	0.00000	1.50169	10.00	10422.83
93	2010.03.11 11:45	t/p	48	0.10	1.50384	0.00000	1.50384	9.97	10432.80
94	2010.03.12 00:05	sell	50	0.10	1.50698	0.00000	1.50598
95	2010.03.12 08:32	t/p	50	0.10	1.50598	0.00000	1.50598	10.00	10442.80
96	2010.03.12 09:15	t/p	47	0.10	1.50888	0.00000	1.50888	9.95	10452.75
97	2010.03.15 00:05	sell	51	0.10	1.51771	0.00000	1.51671
98	2010.03.15 09:15	t/p	51	0.10	1.51671	0.00000	1.51671	10.00	10462.75
99	2010.03.16 00:05	buy	52	0.10	1.50728	0.00000	1.50828
100	2010.03.16 10:45	t/p	52	0.10	1.50828	0.00000	1.50828	10.00	10472.75
101	2010.03.17 00:05	sell	53	0.10	1.52331	0.00000	1.52231
102	2010.03.18 00:05	sell	54	0.10	1.53194	0.00000	1.53094
103	2010.03.18 06:02	t/p	54	0.10	1.53094	0.00000	1.53094	10.00	10482.75
104	2010.03.19 00:05	buy	55	0.10	1.52821	0.00000	1.52921
105	2010.03.19 07:20	t/p	53	0.10	1.52231	0.00000	1.52231	9.12	10491.87
106	2010.03.22 00:05	buy	56	0.10	1.50196	0.00000	1.50296
107	2010.03.22 15:15	t/p	56	0.10	1.50296	0.00000	1.50296	10.00	10501.87
108	2010.03.23 00:05	sell	57	0.10	1.51065	0.00000	1.50965
109	2010.03.23 06:50	t/p	57	0.10	1.50965	0.00000	1.50965	10.00	10511.87
110	2010.03.24 00:05	buy	58	0.10	1.50592	0.00000	1.50692
111	2010.03.25 00:05	buy	59	0.10	1.49161	0.00000	1.49261
112	2010.03.25 08:50	t/p	59	0.10	1.49261	0.00000	1.49261	10.00	10521.87
113	2010.03.26 00:05	buy	60	0.10	1.48391	0.00000	1.48491
114	2010.03.26 01:10	t/p	60	0.10	1.48491	0.00000	1.48491	10.00	10531.87
115	2010.03.29 00:06	sell	61	0.10	1.49566	0.00000	1.49466
116	2010.03.29 00:50	t/p	61	0.10	1.49466	0.00000	1.49466	10.00	10541.87
117	2010.03.30 00:05	sell	62	0.10	1.49781	0.00000	1.49681
118	2010.03.30 10:02	t/p	58	0.10	1.50692	0.00000	1.50692	9.94	10551.81
119	2010.03.31 00:05	sell	63	0.10	1.50738	0.00000	1.50638
120	2010.04.01 00:05	sell	64	0.10	1.51785	0.00000	1.51685
121	2010.04.01 17:20	t/p	55	0.10	1.52921	0.00000	1.52921	9.87	10561.68
122	2010.04.02 00:05	sell	65	0.10	1.52937	0.00000	1.52837
123	2010.04.02 05:20	t/p	65	0.10	1.52837	0.00000	1.52837	10.00	10571.68
124	2010.04.05 00:05	buy	66	0.10	1.52876	0.00000	1.52976
125	2010.04.05 15:45	t/p	66	0.10	1.52976	0.00000	1.52976	10.00	10581.68
126	2010.04.06 00:05	sell	67	0.10	1.52863	0.00000	1.52763
127	2010.04.06 03:15	t/p	67	0.10	1.52763	0.00000	1.52763	10.00	10591.68
128	2010.04.06 12:15	t/p	64	0.10	1.51685	0.00000	1.51685	9.34	10601.02
129	2010.04.07 00:05	buy	68	0.10	1.52939	0.00000	1.53039
130	2010.04.08 00:06	buy	69	0.10	1.52678	0.00000	1.52778
131	2010.04.08 22:46	t/p	69	0.10	1.52778	0.00000	1.52778	10.00	10611.02
132	2010.04.09 00:05	sell	70	0.10	1.52800	0.00000	1.52700
133	2010.04.09 08:20	t/p	68	0.10	1.53039	0.00000	1.53039	9.96	10620.98
134	2010.04.12 00:02	t/p	39	0.10	1.54473	0.00000	1.54473	9.56	10630.54
135	2010.04.12 00:05	sell	71	0.10	1.54456	0.00000	1.54356
136	2010.04.12 02:20	t/p	71	0.10	1.54356	0.00000	1.54356	10.00	10640.54
137	2010.04.13 00:05	buy	72	0.10	1.53866	0.00000	1.53966
138	2010.04.13 10:45	t/p	72	0.10	1.53966	0.00000	1.53966	10.00	10650.54
139	2010.04.14 00:05	sell	73	0.10	1.53741	0.00000	1.53641
140	2010.04.15 00:05	sell	74	0.10	1.54717	0.00000	1.54617
141	2010.04.15 11:20	t/p	74	0.10	1.54617	0.00000	1.54617	10.00	10660.54
142	2010.04.15 23:59	close at stop	73	0.10	1.54991	0.00000	1.53641	-125.66	10534.88
143	2010.04.15 23:59	close at stop	70	0.10	1.54991	0.00000	1.52700	-220.42	10314.46
144	2010.04.15 23:59	close at stop	63	0.10	1.54991	0.00000	1.50638	-429.04	9885.42
145	2010.04.15 23:59	close at stop	62	0.10	1.54991	0.00000	1.49681	-524.96	9360.46
146	2010.04.15 23:59	close at stop	34	0.10	1.54710	0.00000	1.57225	-242.06	9118.40
147	2010.04.15 23:59	close at stop	24	0.10	1.54710	0.00000	1.59384	-458.10	8660.30
148	2010.04.15 23:59	close at stop	14	0.10	1.54710	0.00000	1.63326	-852.44	7807.86