Report Result : Sidus v1 - Desynced Forex Repository

Strategy Tester Report

Sidus v1

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		FastEMA=23; SlowEMA=62; FastEMA2=18; SlowEMA2=54; RSIPeriod=67; RSIPeriod2=97; b1=63; c1=59; b12=-57; c12=60; pipdiffCurrent2=24; rsi_sig2=-97; tp=95; st=100; tp2=17; st2=69; Lots=0.5;

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

Initial deposit	10000.00
Total net profit	-9974.15	Gross profit	1044.95	Gross loss	-11019.10
Profit factor	0.09	Expected payoff	-124.68
Absolute drawdown	9974.15	Maximal drawdown	9982.65 (99.74%)	Relative drawdown	99.74% (9982.65)

Total trades	80	Short positions (won %)	0 (0.00%)	Long positions (won %)	80 (27.50%)
		Profit trades (% of total)	22 (27.50%)	Loss trades (% of total)	58 (72.50%)
Largest		profit trade	47.50	loss trade	-190.55
Average		profit trade	47.50	loss trade	-189.98
Maximum		consecutive wins (profit in money)	2 (95.00)	consecutive losses (loss in money)	9 (-1714.50)
Maximal		consecutive profit (count of wins)	95.00 (2)	consecutive loss (count of losses)	-1714.50 (9)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	0.50	1.61502	1.61121	1.61597
2	2010.01.04 01:20	s/l	1	0.50	1.61121	1.61121	1.61597	-190.50	9809.50
3	2010.01.04 02:00	buy	2	0.50	1.61479	1.61098	1.61574
4	2010.01.04 02:10	s/l	2	0.50	1.61098	1.61098	1.61574	-190.50	9619.00
5	2010.01.04 03:00	buy	3	0.50	1.61162	1.60781	1.61257
6	2010.01.04 04:50	s/l	3	0.50	1.60781	1.60781	1.61257	-190.50	9428.50
7	2010.01.04 05:00	buy	4	0.50	1.61144	1.60763	1.61239
8	2010.01.04 07:50	s/l	4	0.50	1.60763	1.60763	1.61239	-190.50	9238.00
9	2010.01.04 08:00	buy	5	0.50	1.61150	1.60769	1.61245
10	2010.01.04 08:03	s/l	5	0.50	1.60769	1.60769	1.61245	-190.50	9047.50
11	2010.01.04 09:00	buy	6	0.50	1.61249	1.60868	1.61344
12	2010.01.04 09:20	t/p	6	0.50	1.61344	1.60868	1.61344	47.50	9095.00
13	2010.01.04 10:00	buy	7	0.50	1.61807	1.61426	1.61902
14	2010.01.04 10:45	t/p	7	0.50	1.61902	1.61426	1.61902	47.50	9142.50
15	2010.01.04 11:00	buy	8	0.50	1.62316	1.61935	1.62411
16	2010.01.04 11:45	s/l	8	0.50	1.61935	1.61935	1.62411	-190.50	8952.00
17	2010.01.04 12:00	buy	9	0.50	1.62021	1.61640	1.62116
18	2010.01.04 12:10	t/p	9	0.50	1.62116	1.61640	1.62116	47.50	8999.50
19	2010.01.04 13:00	buy	10	0.50	1.62478	1.62097	1.62573
20	2010.01.04 13:10	s/l	10	0.50	1.62097	1.62097	1.62573	-190.50	8809.00
21	2010.01.04 14:00	buy	11	0.50	1.61747	1.61366	1.61842
22	2010.01.04 15:10	t/p	11	0.50	1.61842	1.61366	1.61842	47.50	8856.50
23	2010.01.04 16:00	buy	12	0.50	1.61918	1.61537	1.62013
24	2010.01.04 16:15	s/l	12	0.50	1.61537	1.61537	1.62013	-190.50	8666.00
25	2010.01.04 17:00	buy	13	0.50	1.61472	1.61091	1.61567
26	2010.01.04 17:15	s/l	13	0.50	1.61091	1.61091	1.61567	-190.50	8475.50
27	2010.01.04 18:00	buy	14	0.50	1.61340	1.60959	1.61435
28	2010.01.04 20:07	s/l	14	0.50	1.60959	1.60959	1.61435	-190.50	8285.00
29	2010.01.04 21:00	buy	15	0.50	1.61208	1.60827	1.61303
30	2010.01.04 22:59	s/l	15	0.50	1.60827	1.60827	1.61303	-190.50	8094.50
31	2010.01.04 23:00	buy	16	0.50	1.61096	1.60715	1.61191
32	2010.01.05 01:10	t/p	16	0.50	1.61191	1.60715	1.61191	47.45	8141.95
33	2010.01.05 02:00	buy	17	0.50	1.61318	1.60937	1.61413
34	2010.01.05 02:10	s/l	17	0.50	1.60937	1.60937	1.61413	-190.50	7951.45
35	2010.01.05 03:00	buy	18	0.50	1.61058	1.60677	1.61153
36	2010.01.05 06:45	t/p	18	0.50	1.61153	1.60677	1.61153	47.50	7998.95
37	2010.01.05 07:00	buy	19	0.50	1.61602	1.61221	1.61697
38	2010.01.05 07:15	s/l	19	0.50	1.61221	1.61221	1.61697	-190.50	7808.45
39	2010.01.05 08:00	buy	20	0.50	1.61777	1.61396	1.61872
40	2010.01.05 08:15	s/l	20	0.50	1.61396	1.61396	1.61872	-190.50	7617.95
41	2010.01.05 09:00	buy	21	0.50	1.61274	1.60893	1.61369
42	2010.01.05 09:10	s/l	21	0.50	1.60893	1.60893	1.61369	-190.50	7427.45
43	2010.01.05 10:00	buy	22	0.50	1.60717	1.60336	1.60812
44	2010.01.05 10:37	t/p	22	0.50	1.60812	1.60336	1.60812	47.50	7474.95
45	2010.01.05 11:00	buy	23	0.50	1.60767	1.60386	1.60862
46	2010.01.05 11:15	s/l	23	0.50	1.60386	1.60386	1.60862	-190.50	7284.45
47	2010.01.05 12:00	buy	24	0.50	1.60277	1.59896	1.60372
48	2010.01.05 12:02	s/l	24	0.50	1.59896	1.59896	1.60372	-190.50	7093.95
49	2010.01.05 13:00	buy	25	0.50	1.60397	1.60016	1.60492
50	2010.01.05 13:50	t/p	25	0.50	1.60492	1.60016	1.60492	47.50	7141.45
51	2010.01.05 14:00	buy	26	0.50	1.60639	1.60258	1.60734
52	2010.01.05 14:32	s/l	26	0.50	1.60258	1.60258	1.60734	-190.50	6950.95
53	2010.01.05 15:00	buy	27	0.50	1.60650	1.60269	1.60745
54	2010.01.05 15:02	s/l	27	0.50	1.60269	1.60269	1.60745	-190.50	6760.45
55	2010.01.05 16:00	buy	28	0.50	1.60723	1.60342	1.60818
56	2010.01.05 16:07	s/l	28	0.50	1.60342	1.60342	1.60818	-190.50	6569.95
57	2010.01.05 17:00	buy	29	0.50	1.60591	1.60210	1.60686
58	2010.01.05 17:20	s/l	29	0.50	1.60210	1.60210	1.60686	-190.50	6379.45
59	2010.01.05 18:00	buy	30	0.50	1.60349	1.59968	1.60444
60	2010.01.05 18:15	s/l	30	0.50	1.59968	1.59968	1.60444	-190.50	6188.95
61	2010.01.05 19:00	buy	31	0.50	1.60300	1.59919	1.60395
62	2010.01.05 19:10	s/l	31	0.50	1.59919	1.59919	1.60395	-190.50	5998.45
63	2010.01.05 20:00	buy	32	0.50	1.60031	1.59650	1.60126
64	2010.01.06 01:40	s/l	32	0.50	1.59650	1.59650	1.60126	-190.55	5807.90
65	2010.01.06 02:00	buy	33	0.50	1.59923	1.59542	1.60018
66	2010.01.06 02:20	t/p	33	0.50	1.60018	1.59542	1.60018	47.50	5855.40
67	2010.01.06 03:00	buy	34	0.50	1.60199	1.59818	1.60294
68	2010.01.06 03:20	s/l	34	0.50	1.59818	1.59818	1.60294	-190.50	5664.90
69	2010.01.06 04:00	buy	35	0.50	1.60123	1.59742	1.60218
70	2010.01.06 04:20	s/l	35	0.50	1.59742	1.59742	1.60218	-190.50	5474.40
71	2010.01.06 05:00	buy	36	0.50	1.60070	1.59689	1.60165
72	2010.01.06 06:15	s/l	36	0.50	1.59689	1.59689	1.60165	-190.50	5283.90
73	2010.01.06 07:00	buy	37	0.50	1.59910	1.59529	1.60005
74	2010.01.06 07:50	s/l	37	0.50	1.59529	1.59529	1.60005	-190.50	5093.40
75	2010.01.06 08:00	buy	38	0.50	1.60019	1.59638	1.60114
76	2010.01.06 08:02	s/l	38	0.50	1.59638	1.59638	1.60114	-190.50	4902.90
77	2010.01.06 09:00	buy	39	0.50	1.60442	1.60061	1.60537
78	2010.01.06 09:32	t/p	39	0.50	1.60537	1.60061	1.60537	47.50	4950.40
79	2010.01.06 10:00	buy	40	0.50	1.60686	1.60305	1.60781
80	2010.01.06 10:20	s/l	40	0.50	1.60305	1.60305	1.60781	-190.50	4759.90
81	2010.01.06 11:00	buy	41	0.50	1.60503	1.60122	1.60598
82	2010.01.06 11:15	s/l	41	0.50	1.60122	1.60122	1.60598	-190.50	4569.40
83	2010.01.06 12:00	buy	42	0.50	1.60386	1.60005	1.60481
84	2010.01.06 12:15	s/l	42	0.50	1.60005	1.60005	1.60481	-190.50	4378.90
85	2010.01.06 13:00	buy	43	0.50	1.60097	1.59716	1.60192
86	2010.01.06 13:45	s/l	43	0.50	1.59716	1.59716	1.60192	-190.50	4188.40
87	2010.01.06 14:00	buy	44	0.50	1.59932	1.59551	1.60027
88	2010.01.06 15:45	s/l	44	0.50	1.59551	1.59551	1.60027	-190.50	3997.90
89	2010.01.06 16:00	buy	45	0.50	1.59749	1.59368	1.59844
90	2010.01.06 16:20	t/p	45	0.50	1.59844	1.59368	1.59844	47.50	4045.40
91	2010.01.06 17:00	buy	46	0.50	1.60260	1.59879	1.60355
92	2010.01.06 17:20	t/p	46	0.50	1.60355	1.59879	1.60355	47.50	4092.90
93	2010.01.06 18:00	buy	47	0.50	1.60412	1.60031	1.60507
94	2010.01.06 18:10	s/l	47	0.50	1.60031	1.60031	1.60507	-190.50	3902.40
95	2010.01.06 19:00	buy	48	0.50	1.60227	1.59846	1.60322
96	2010.01.06 19:15	s/l	48	0.50	1.59846	1.59846	1.60322	-190.50	3711.90
97	2010.01.06 20:00	buy	49	0.50	1.60182	1.59801	1.60277
98	2010.01.06 22:15	t/p	49	0.50	1.60277	1.59801	1.60277	47.50	3759.40
99	2010.01.06 23:00	buy	50	0.50	1.60447	1.60066	1.60542
100	2010.01.06 23:20	s/l	50	0.50	1.60066	1.60066	1.60542	-190.50	3568.90
101	2010.01.07 00:00	buy	51	0.50	1.60336	1.59955	1.60431
102	2010.01.07 01:20	t/p	51	0.50	1.60431	1.59955	1.60431	47.50	3616.40
103	2010.01.07 02:00	buy	52	0.50	1.60599	1.60218	1.60694
104	2010.01.07 02:10	s/l	52	0.50	1.60218	1.60218	1.60694	-190.50	3425.90
105	2010.01.07 03:00	buy	53	0.50	1.60528	1.60147	1.60623
106	2010.01.07 03:10	s/l	53	0.50	1.60147	1.60147	1.60623	-190.50	3235.40
107	2010.01.07 04:00	buy	54	0.50	1.60287	1.59906	1.60382
108	2010.01.07 06:35	s/l	54	0.50	1.59906	1.59906	1.60382	-190.50	3044.90
109	2010.01.07 07:00	buy	55	0.50	1.60016	1.59635	1.60111
110	2010.01.07 07:20	s/l	55	0.50	1.59635	1.59635	1.60111	-190.50	2854.40
111	2010.01.07 08:00	buy	56	0.50	1.59954	1.59573	1.60049
112	2010.01.07 08:02	s/l	56	0.50	1.59573	1.59573	1.60049	-190.50	2663.90
113	2010.01.07 09:00	buy	57	0.50	1.59795	1.59414	1.59890
114	2010.01.07 09:20	s/l	57	0.50	1.59414	1.59414	1.59890	-190.50	2473.40
115	2010.01.07 10:00	buy	58	0.50	1.59512	1.59131	1.59607
116	2010.01.07 11:50	s/l	58	0.50	1.59131	1.59131	1.59607	-190.50	2282.90
117	2010.01.07 12:00	buy	59	0.50	1.59495	1.59114	1.59590
118	2010.01.07 12:20	s/l	59	0.50	1.59114	1.59114	1.59590	-190.50	2092.40
119	2010.01.07 13:00	buy	60	0.50	1.59349	1.58968	1.59444
120	2010.01.07 13:07	s/l	60	0.50	1.58968	1.58968	1.59444	-190.50	1901.90
121	2010.01.07 14:00	buy	61	0.50	1.59319	1.58938	1.59414
122	2010.01.07 15:15	t/p	61	0.50	1.59414	1.58938	1.59414	47.50	1949.40
123	2010.01.07 16:00	buy	62	0.50	1.59475	1.59094	1.59570
124	2010.01.07 17:20	s/l	62	0.50	1.59094	1.59094	1.59570	-190.50	1758.90
125	2010.01.07 18:00	buy	63	0.50	1.59380	1.58999	1.59475
126	2010.01.07 20:50	t/p	63	0.50	1.59475	1.58999	1.59475	47.50	1806.40
127	2010.01.07 21:00	buy	64	0.50	1.59702	1.59321	1.59797
128	2010.01.07 21:20	s/l	64	0.50	1.59321	1.59321	1.59797	-190.50	1615.90
129	2010.01.07 22:00	buy	65	0.50	1.59666	1.59285	1.59761
130	2010.01.07 22:20	s/l	65	0.50	1.59285	1.59285	1.59761	-190.50	1425.40
131	2010.01.07 23:00	buy	66	0.50	1.59573	1.59192	1.59668
132	2010.01.08 03:50	s/l	66	0.50	1.59192	1.59192	1.59668	-190.55	1234.85
133	2010.01.08 04:00	buy	67	0.50	1.59481	1.59100	1.59576
134	2010.01.08 08:45	t/p	67	0.50	1.59576	1.59100	1.59576	47.50	1282.35
135	2010.01.08 09:00	buy	68	0.50	1.59981	1.59600	1.60076
136	2010.01.08 09:45	t/p	68	0.50	1.60076	1.59600	1.60076	47.50	1329.85
137	2010.01.08 10:00	buy	69	0.50	1.60432	1.60051	1.60527
138	2010.01.08 12:50	s/l	69	0.50	1.60051	1.60051	1.60527	-190.50	1139.35
139	2010.01.08 13:00	buy	70	0.50	1.60356	1.59975	1.60451
140	2010.01.08 13:15	s/l	70	0.50	1.59975	1.59975	1.60451	-190.50	948.85
141	2010.01.08 14:00	buy	71	0.50	1.60068	1.59687	1.60163
142	2010.01.08 14:35	t/p	71	0.50	1.60163	1.59687	1.60163	47.50	996.35
143	2010.01.08 15:00	buy	72	0.50	1.61185	1.60804	1.61280
144	2010.01.08 15:15	s/l	72	0.50	1.60804	1.60804	1.61280	-190.50	805.85
145	2010.01.08 16:00	buy	73	0.50	1.60580	1.60199	1.60675
146	2010.01.08 16:10	s/l	73	0.50	1.60199	1.60199	1.60675	-190.50	615.35
147	2010.01.08 17:00	buy	74	0.50	1.59893	1.59512	1.59988
148	2010.01.08 18:10	t/p	74	0.50	1.59988	1.59512	1.59988	47.50	662.85
149	2010.01.08 19:00	buy	75	0.50	1.60324	1.59943	1.60419
150	2010.01.08 20:50	t/p	75	0.50	1.60419	1.59943	1.60419	47.50	710.35
151	2010.01.08 21:00	buy	76	0.50	1.60589	1.60208	1.60684
152	2010.01.08 22:50	s/l	76	0.50	1.60208	1.60208	1.60684	-190.50	519.85
153	2010.01.11 00:00	buy	77	0.50	1.60860	1.60479	1.60955
154	2010.01.11 00:50	t/p	77	0.50	1.60955	1.60479	1.60955	47.50	567.35
155	2010.01.11 01:00	buy	78	0.50	1.61148	1.60767	1.61243
156	2010.01.11 01:20	s/l	78	0.50	1.60767	1.60767	1.61243	-190.50	376.85
157	2010.01.11 02:00	buy	79	0.50	1.61049	1.60668	1.61144
158	2010.01.11 02:02	s/l	79	0.50	1.60668	1.60668	1.61144	-190.50	186.35
159	2010.01.11 03:00	buy	80	0.50	1.61012	1.60631	1.61107
160	2010.01.11 03:15	close at stop	80	0.50	1.60691	1.60631	1.61107	-160.50	25.85