Report Result : HTH - Desynced Forex Repository

Strategy Tester Report

HTH

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		trade=true; C1="EURUSD"; C2="USDCHF"; C3="GBPUSD"; C4="AUDUSD"; show_profit=true; enable_profit=false; enable_loss=false; enable_emergency_trading=true; emergency_loss=60; profit=80; loss=40; MagicNumber1=243; MagicNumber2=244; MagicNumber3=245; MagicNumber4=256; E_MagicNumber=257; lot=0.01;

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

Initial deposit	10000.00
Total net profit	-153.88	Gross profit	187.79	Gross loss	-341.67
Profit factor	0.55	Expected payoff	-2.56
Absolute drawdown	156.87	Maximal drawdown	186.91 (1.86%)	Relative drawdown	1.86% (186.91)

Total trades	60	Short positions (won %)	26 (42.31%)	Long positions (won %)	34 (35.29%)
		Profit trades (% of total)	23 (38.33%)	Loss trades (% of total)	37 (61.67%)
Largest		profit trade	24.65	loss trade	-21.13
Average		profit trade	8.16	loss trade	-9.23
Maximum		consecutive wins (profit in money)	4 (29.17)	consecutive losses (loss in money)	5 (-39.32)
Maximal		consecutive profit (count of wins)	36.49 (2)	consecutive loss (count of losses)	-39.32 (5)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:05	buy	1	0.01	1.61529	0.00000	0.00000
2	2010.01.04 23:00	close	1	0.01	1.60815	0.00000	0.00000	-7.14	9992.86
3	2010.01.05 00:05	sell	2	0.01	1.60886	0.00000	0.00000
4	2010.01.05 23:00	close	2	0.01	1.60179	0.00000	0.00000	7.07	9999.93
5	2010.01.06 00:05	buy	3	0.01	1.60114	0.00000	0.00000
6	2010.01.06 23:00	close	3	0.01	1.60166	0.00000	0.00000	0.52	10000.45
7	2010.01.07 00:05	sell	4	0.01	1.60131	0.00000	0.00000
8	2010.01.07 23:00	close	4	0.01	1.59573	0.00000	0.00000	5.58	10006.03
9	2010.01.08 00:05	buy	5	0.01	1.59526	0.00000	0.00000
10	2010.01.11 23:00	close	5	0.01	1.61126	0.00000	0.00000	16.00	10022.03
11	2010.01.12 00:05	sell	6	0.01	1.61163	0.00000	0.00000
12	2010.01.12 23:00	close	6	0.01	1.61895	0.00000	0.00000	-7.32	10014.71
13	2010.01.13 00:06	buy	7	0.01	1.61916	0.00000	0.00000
14	2010.01.13 23:00	close	7	0.01	1.62779	0.00000	0.00000	8.63	10023.34
15	2010.01.14 00:05	sell	8	0.01	1.62673	0.00000	0.00000
16	2010.01.14 23:00	close	8	0.01	1.63609	0.00000	0.00000	-9.36	10013.98
17	2010.01.15 00:05	buy	9	0.01	1.63647	0.00000	0.00000
18	2010.01.18 23:00	close	9	0.01	1.63369	0.00000	0.00000	-2.78	10011.20
19	2010.01.19 00:05	sell	10	0.01	1.63476	0.00000	0.00000
20	2010.01.19 23:00	close	10	0.01	1.63868	0.00000	0.00000	-3.92	10007.28
21	2010.01.20 00:05	buy	11	0.01	1.63908	0.00000	0.00000
22	2010.01.20 23:00	close	11	0.01	1.62896	0.00000	0.00000	-10.12	9997.16
23	2010.01.21 00:05	buy	12	0.01	1.63226	0.00000	0.00000
24	2010.01.21 23:00	close	12	0.01	1.61912	0.00000	0.00000	-13.14	9984.02
25	2010.01.22 00:05	buy	13	0.01	1.62195	0.00000	0.00000
26	2010.01.25 23:00	close	13	0.01	1.62427	0.00000	0.00000	2.32	9986.34
27	2010.01.26 00:05	sell	14	0.01	1.62451	0.00000	0.00000
28	2010.01.26 23:00	close	14	0.01	1.61693	0.00000	0.00000	7.58	9993.92
29	2010.01.27 00:06	buy	15	0.01	1.61730	0.00000	0.00000
30	2010.01.27 23:00	close	15	0.01	1.61667	0.00000	0.00000	-0.63	9993.29
31	2010.01.28 00:05	buy	16	0.01	1.62032	0.00000	0.00000
32	2010.01.28 23:00	close	16	0.01	1.61342	0.00000	0.00000	-6.90	9986.39
33	2010.01.29 00:05	buy	17	0.01	1.61570	0.00000	0.00000
34	2010.02.01 23:00	close	17	0.01	1.59556	0.00000	0.00000	-20.14	9966.25
35	2010.02.02 00:05	sell	18	0.01	1.59610	0.00000	0.00000
36	2010.02.02 23:00	close	18	0.01	1.59978	0.00000	0.00000	-3.68	9962.57
37	2010.02.03 00:05	sell	19	0.01	1.59760	0.00000	0.00000
38	2010.02.03 23:00	close	19	0.01	1.59198	0.00000	0.00000	5.62	9968.19
39	2010.02.04 00:05	buy	20	0.01	1.59284	0.00000	0.00000
40	2010.02.04 23:00	close	20	0.01	1.57512	0.00000	0.00000	-17.72	9950.47
41	2010.02.05 00:05	buy	21	0.01	1.57938	0.00000	0.00000
42	2010.02.08 23:00	close	21	0.01	1.55825	0.00000	0.00000	-21.13	9929.34
43	2010.02.09 00:06	buy	22	0.01	1.56193	0.00000	0.00000
44	2010.02.09 23:00	close	22	0.01	1.57167	0.00000	0.00000	9.74	9939.08
45	2010.02.10 00:05	sell	23	0.01	1.57035	0.00000	0.00000
46	2010.02.10 23:00	close	23	0.01	1.56202	0.00000	0.00000	8.33	9947.41
47	2010.02.11 00:05	buy	24	0.01	1.56222	0.00000	0.00000
48	2010.02.11 23:00	close	24	0.01	1.57012	0.00000	0.00000	7.90	9955.31
49	2010.02.12 00:05	buy	25	0.01	1.57226	0.00000	0.00000
50	2010.02.15 23:00	close	25	0.01	1.56565	0.00000	0.00000	-6.61	9948.69
51	2010.02.16 00:05	buy	26	0.01	1.56936	0.00000	0.00000
52	2010.02.16 23:00	close	26	0.01	1.57912	0.00000	0.00000	9.76	9958.45
53	2010.02.17 00:05	sell	27	0.01	1.57840	0.00000	0.00000
54	2010.02.17 23:00	close	27	0.01	1.57018	0.00000	0.00000	8.22	9966.67
55	2010.02.18 00:05	buy	28	0.01	1.57125	0.00000	0.00000
56	2010.02.18 23:00	close	28	0.01	1.55264	0.00000	0.00000	-18.61	9948.06
57	2010.02.19 00:05	buy	29	0.01	1.54898	0.00000	0.00000
58	2010.02.22 23:00	close	29	0.01	1.54791	0.00000	0.00000	-1.07	9946.99
59	2010.02.23 00:05	buy	30	0.01	1.55092	0.00000	0.00000
60	2010.02.23 23:00	close	30	0.01	1.54247	0.00000	0.00000	-8.45	9938.54
61	2010.02.24 00:05	buy	31	0.01	1.54639	0.00000	0.00000
62	2010.02.24 23:00	close	31	0.01	1.54057	0.00000	0.00000	-5.82	9932.72
63	2010.02.25 00:05	sell	32	0.01	1.54092	0.00000	0.00000
64	2010.02.25 23:00	close	32	0.01	1.52908	0.00000	0.00000	11.84	9944.56
65	2010.02.26 00:05	sell	33	0.01	1.52615	0.00000	0.00000
66	2010.03.01 23:00	close	33	0.01	1.50148	0.00000	0.00000	24.65	9969.21
67	2010.03.02 00:05	buy	34	0.01	1.50228	0.00000	0.00000
68	2010.03.02 23:00	close	34	0.01	1.49682	0.00000	0.00000	-5.46	9963.75
69	2010.03.03 00:05	sell	35	0.01	1.49604	0.00000	0.00000
70	2010.03.03 23:00	close	35	0.01	1.51245	0.00000	0.00000	-16.41	9947.34
71	2010.03.04 00:06	sell	36	0.01	1.51045	0.00000	0.00000
72	2010.03.04 23:00	close	36	0.01	1.50523	0.00000	0.00000	5.22	9952.56
73	2010.03.05 00:05	buy	37	0.01	1.50576	0.00000	0.00000
74	2010.03.08 23:00	close	37	0.01	1.50606	0.00000	0.00000	0.30	9952.86
75	2010.03.09 00:05	sell	38	0.01	1.50507	0.00000	0.00000
76	2010.03.09 23:00	close	38	0.01	1.50213	0.00000	0.00000	2.94	9955.80
77	2010.03.10 00:05	buy	39	0.01	1.50284	0.00000	0.00000
78	2010.03.10 23:00	close	39	0.01	1.49747	0.00000	0.00000	-5.37	9950.43
79	2010.03.11 00:06	sell	40	0.01	1.49788	0.00000	0.00000
80	2010.03.11 23:00	close	40	0.01	1.50868	0.00000	0.00000	-10.80	9939.63
81	2010.03.12 00:05	sell	41	0.01	1.50698	0.00000	0.00000
82	2010.03.15 23:00	close	41	0.01	1.50795	0.00000	0.00000	-0.99	9938.64
83	2010.03.16 00:05	buy	42	0.01	1.50728	0.00000	0.00000
84	2010.03.16 23:00	close	42	0.01	1.52500	0.00000	0.00000	17.72	9956.36
85	2010.03.17 00:05	sell	43	0.01	1.52331	0.00000	0.00000
86	2010.03.17 23:00	close	43	0.01	1.53451	0.00000	0.00000	-11.20	9945.16
87	2010.03.18 00:05	buy	44	0.01	1.53475	0.00000	0.00000
88	2010.03.18 23:00	close	44	0.01	1.52446	0.00000	0.00000	-10.29	9934.87
89	2010.03.19 00:05	buy	45	0.01	1.52821	0.00000	0.00000
90	2010.03.22 23:00	close	45	0.01	1.51075	0.00000	0.00000	-17.46	9917.41
91	2010.03.23 00:05	sell	46	0.01	1.51065	0.00000	0.00000
92	2010.03.23 23:00	close	46	0.01	1.50622	0.00000	0.00000	4.43	9921.84
93	2010.03.24 00:05	buy	47	0.01	1.50592	0.00000	0.00000
94	2010.03.24 23:00	close	47	0.01	1.48785	0.00000	0.00000	-18.07	9903.77
95	2010.03.25 00:05	buy	48	0.01	1.49161	0.00000	0.00000
96	2010.03.25 23:00	close	48	0.01	1.48172	0.00000	0.00000	-9.89	9893.88
97	2010.03.26 00:05	buy	49	0.01	1.48391	0.00000	0.00000
98	2010.03.29 23:00	close	49	0.01	1.49852	0.00000	0.00000	14.61	9908.49
99	2010.03.30 00:05	sell	50	0.01	1.49781	0.00000	0.00000
100	2010.03.30 23:00	close	50	0.01	1.50948	0.00000	0.00000	-11.67	9896.82
101	2010.03.31 00:05	buy	51	0.01	1.51019	0.00000	0.00000
102	2010.03.31 23:00	close	51	0.01	1.51811	0.00000	0.00000	7.92	9904.74
103	2010.04.01 00:05	sell	52	0.01	1.51785	0.00000	0.00000
104	2010.04.01 23:00	close	52	0.01	1.53158	0.00000	0.00000	-13.73	9891.01
105	2010.04.02 00:05	sell	53	0.01	1.52937	0.00000	0.00000
106	2010.04.05 23:00	close	53	0.01	1.53197	0.00000	0.00000	-2.62	9888.38
107	2010.04.06 00:05	buy	54	0.01	1.53144	0.00000	0.00000
108	2010.04.06 23:00	close	54	0.01	1.52649	0.00000	0.00000	-4.95	9883.43
109	2010.04.07 00:05	buy	55	0.01	1.52939	0.00000	0.00000
110	2010.04.07 23:00	close	55	0.01	1.52397	0.00000	0.00000	-5.42	9878.01
111	2010.04.08 00:06	buy	56	0.01	1.52678	0.00000	0.00000
112	2010.04.08 23:00	close	56	0.01	1.52768	0.00000	0.00000	0.90	9878.91
113	2010.04.09 00:05	sell	57	0.01	1.52800	0.00000	0.00000
114	2010.04.12 23:00	close	57	0.01	1.53928	0.00000	0.00000	-11.30	9867.61
115	2010.04.13 00:05	sell	58	0.01	1.53585	0.00000	0.00000
116	2010.04.13 23:00	close	58	0.01	1.54066	0.00000	0.00000	-4.81	9862.80
117	2010.04.14 00:05	sell	59	0.01	1.53741	0.00000	0.00000
118	2010.04.14 23:00	close	59	0.01	1.54913	0.00000	0.00000	-11.72	9851.08
119	2010.04.15 00:05	sell	60	0.01	1.54717	0.00000	0.00000
120	2010.04.15 23:00	close	60	0.01	1.55213	0.00000	0.00000	-4.96	9846.12