Report Result : alliheik - Desynced Forex Repository

Strategy Tester Report

alliheik

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		_1=""Indiacator"; JawsPeriod=144; JawsMethod=0; JawsPrice=0; JawsShift=8; MaMetod=1; MaPeriod=21; MaMetod2=3; MaPeriod2=1; n1=""Ea"; Magic=123; StopLoss=0; TrailingStop=0; TakeProfit=225; Slippage=3; FixedLots=0.1;

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

Initial deposit	10000.00
Total net profit	-1100.97	Gross profit	539.26	Gross loss	-1640.23
Profit factor	0.33	Expected payoff	-26.21
Absolute drawdown	1287.60	Maximal drawdown	1332.38 (13.26%)	Relative drawdown	13.26% (1332.38)

Total trades	42	Short positions (won %)	23 (60.87%)	Long positions (won %)	19 (52.63%)
		Profit trades (% of total)	24 (57.14%)	Loss trades (% of total)	18 (42.86%)
Largest		profit trade	22.50	loss trade	-339.02
Average		profit trade	22.47	loss trade	-91.12
Maximum		consecutive wins (profit in money)	6 (134.97)	consecutive losses (loss in money)	3 (-264.63)
Maximal		consecutive profit (count of wins)	134.97 (6)	consecutive loss (count of losses)	-348.22 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 03:00	sell	1	0.10	1.60881	0.00000	1.60656
2	2010.01.05 09:20	t/p	1	0.10	1.60656	0.00000	1.60656	22.28	10022.28
3	2010.01.05 09:20	sell	2	0.10	1.60367	0.00000	1.60142
4	2010.01.05 17:50	t/p	2	0.10	1.60142	0.00000	1.60142	22.50	10044.78
5	2010.01.06 09:20	buy	3	0.10	1.60734	0.00000	1.60959
6	2010.01.06 16:00	close	3	0.10	1.59468	0.00000	1.60959	-126.60	9918.18
7	2010.01.06 18:00	buy	4	0.10	1.60412	0.00000	1.60637
8	2010.01.07 08:00	close	4	0.10	1.59673	0.00000	1.60637	-73.93	9844.25
9	2010.01.08 07:20	buy	5	0.10	1.59844	0.00000	1.60069
10	2010.01.08 09:45	t/p	5	0.10	1.60069	0.00000	1.60069	22.50	9866.75
11	2010.01.11 21:00	sell	6	0.10	1.60983	0.00000	1.60758
12	2010.01.20 16:00	close	6	0.10	1.63233	0.00000	1.60758	-226.98	9639.77
13	2010.01.21 01:00	buy	7	0.10	1.63290	0.00000	1.63515
14	2010.01.26 09:00	close	7	0.10	1.62255	0.00000	1.63515	-103.53	9536.24
15	2010.01.26 10:40	sell	8	0.10	1.61499	0.00000	1.61274
16	2010.01.26 10:43	modify	8	0.10	1.61499	1.62202	1.61274
17	2010.01.26 11:00	modify	8	0.10	1.61499	1.62076	1.61274
18	2010.01.26 12:00	modify	8	0.10	1.61499	1.62055	1.61274
19	2010.01.26 15:02	t/p	8	0.10	1.61274	1.62055	1.61274	22.50	9558.74
20	2010.01.27 11:00	buy	9	0.10	1.62139	0.00000	1.62364
21	2010.01.27 13:15	t/p	9	0.10	1.62364	0.00000	1.62364	22.50	9581.24
22	2010.01.27 20:20	sell	10	0.10	1.61475	0.00000	1.61250
23	2010.01.27 21:15	modify	10	0.10	1.61475	1.61929	1.61250
24	2010.01.27 21:45	s/l	10	0.10	1.61929	1.61929	1.61250	-45.40	9535.84
25	2010.01.27 21:45	sell	11	0.10	1.61659	0.00000	1.61434
26	2010.01.27 23:00	modify	11	0.10	1.61659	1.62018	1.61434
27	2010.01.27 23:20	s/l	11	0.10	1.62018	1.62018	1.61434	-35.90	9499.94
28	2010.01.28 01:02	buy	12	0.10	1.62084	0.00000	1.62309
29	2010.01.28 08:40	t/p	12	0.10	1.62309	0.00000	1.62309	22.50	9522.44
30	2010.01.28 16:20	sell	13	0.10	1.61329	0.00000	1.61104
31	2010.01.29 13:20	modify	13	0.10	1.61329	1.61480	1.61104
32	2010.01.29 13:27	s/l	13	0.10	1.61480	1.61480	1.61104	-15.32	9507.12
33	2010.02.01 21:00	buy	14	0.10	1.59811	0.00000	1.60036
34	2010.02.03 01:50	t/p	14	0.10	1.60036	0.00000	1.60036	22.48	9529.60
35	2010.02.03 13:10	sell	15	0.10	1.59746	0.00000	1.59521
36	2010.02.03 13:12	modify	15	0.10	1.59746	1.60249	1.59521
37	2010.02.03 16:50	t/p	15	0.10	1.59521	1.60249	1.59521	22.50	9552.10
38	2010.02.08 17:00	buy	16	0.10	1.56669	0.00000	1.56894
39	2010.02.09 18:10	t/p	16	0.10	1.56894	0.00000	1.56894	22.49	9574.59
40	2010.02.10 09:02	sell	17	0.10	1.56514	0.00000	1.56289
41	2010.02.10 13:10	modify	17	0.10	1.56514	1.56825	1.56289
42	2010.02.10 14:00	modify	17	0.10	1.56514	1.56640	1.56289
43	2010.02.10 16:10	t/p	17	0.10	1.56289	1.56640	1.56289	22.50	9597.09
44	2010.02.11 03:00	buy	18	0.10	1.56658	0.00000	1.56883
45	2010.02.11 18:15	t/p	18	0.10	1.56883	0.00000	1.56883	22.50	9619.59
46	2010.02.12 11:00	sell	19	0.10	1.56542	0.00000	1.56317
47	2010.02.12 11:20	t/p	19	0.10	1.56317	0.00000	1.56317	22.50	9642.09
48	2010.02.12 18:15	buy	20	0.10	1.57068	0.00000	1.57293
49	2010.02.15 01:03	modify	20	0.10	1.57068	1.56685	1.57293
50	2010.02.15 01:40	s/l	20	0.10	1.56685	1.56685	1.57293	-38.31	9603.78
51	2010.02.15 03:32	sell	21	0.10	1.56545	0.00000	1.56320
52	2010.02.15 14:00	close	21	0.10	1.57160	0.00000	1.56320	-61.50	9542.28
53	2010.02.15 16:50	sell	22	0.10	1.56484	0.00000	1.56259
54	2010.02.16 22:00	close	22	0.10	1.58130	0.00000	1.56259	-164.82	9377.46
55	2010.02.17 16:15	sell	23	0.10	1.57361	0.00000	1.57136
56	2010.02.17 17:32	t/p	23	0.10	1.57136	0.00000	1.57136	22.50	9399.96
57	2010.02.19 20:00	buy	24	0.10	1.54845	0.00000	1.55070
58	2010.02.22 15:37	t/p	24	0.10	1.55070	0.00000	1.55070	22.49	9422.45
59	2010.02.23 11:00	sell	25	0.10	1.54315	0.00000	1.54090
60	2010.02.23 11:02	modify	25	0.10	1.54315	1.55265	1.54090
61	2010.02.23 13:00	modify	25	0.10	1.54315	1.55194	1.54090
62	2010.02.23 21:50	modify	25	0.10	1.54315	1.54407	1.54090
63	2010.02.23 21:57	s/l	25	0.10	1.54407	1.54407	1.54090	-9.20	9413.25
64	2010.02.24 04:00	buy	26	0.10	1.54814	0.00000	1.55039
65	2010.03.05 22:00	modify	26	0.10	1.54814	1.51010	1.55039
66	2010.03.08 00:00	modify	26	0.10	1.54814	1.51136	1.55039
67	2010.03.08 01:00	modify	26	0.10	1.54814	1.51148	1.55039
68	2010.03.08 02:20	modify	26	0.10	1.54814	1.51425	1.55039
69	2010.03.08 02:27	s/l	26	0.10	1.51425	1.51425	1.55039	-339.02	9074.23
70	2010.03.08 13:00	sell	27	0.10	1.51146	0.00000	1.50921
71	2010.03.08 16:45	t/p	27	0.10	1.50921	0.00000	1.50921	22.50	9096.73
72	2010.03.08 16:45	sell	28	0.10	1.50582	0.00000	1.50357
73	2010.03.09 00:00	close	28	0.10	1.50818	0.00000	1.50357	-23.82	9072.91
74	2010.03.10 01:00	buy	29	0.10	1.50404	0.00000	1.50629
75	2010.03.11 12:07	t/p	29	0.10	1.50629	0.00000	1.50629	22.47	9095.38
76	2010.03.15 09:45	sell	30	0.10	1.51100	0.00000	1.50875
77	2010.03.15 10:43	t/p	30	0.10	1.50875	0.00000	1.50875	22.50	9117.88
78	2010.03.16 11:00	buy	31	0.10	1.51249	0.00000	1.51474
79	2010.03.16 11:02	modify	31	0.10	1.51249	1.50556	1.51474
80	2010.03.16 12:50	t/p	31	0.10	1.51474	1.50556	1.51474	22.50	9140.38
81	2010.03.18 06:00	sell	32	0.10	1.52861	0.00000	1.52636
82	2010.03.18 16:20	t/p	32	0.10	1.52636	0.00000	1.52636	22.50	9162.88
83	2010.03.18 16:20	sell	33	0.10	1.52319	0.00000	1.52094
84	2010.03.19 08:02	t/p	33	0.10	1.52094	0.00000	1.52094	22.28	9185.16
85	2010.03.22 15:50	buy	34	0.10	1.51048	0.00000	1.51273
86	2010.03.29 16:00	modify	34	0.10	1.51048	1.49756	1.51273
87	2010.03.29 16:15	s/l	34	0.10	1.49756	1.49756	1.51273	-129.27	9055.89
88	2010.04.02 11:00	sell	35	0.10	1.52558	0.00000	1.52333
89	2010.04.02 15:15	t/p	35	0.10	1.52333	0.00000	1.52333	22.50	9078.39
90	2010.04.05 00:00	buy	36	0.10	1.52949	0.00000	1.53174
91	2010.04.05 00:02	modify	36	0.10	1.52949	1.51954	1.53174
92	2010.04.05 01:00	modify	36	0.10	1.52949	1.52023	1.53174
93	2010.04.05 04:00	modify	36	0.10	1.52949	1.52044	1.53174
94	2010.04.05 07:10	modify	36	0.10	1.52949	1.52561	1.53174
95	2010.04.05 07:40	s/l	36	0.10	1.52561	1.52561	1.53174	-38.80	9039.59
96	2010.04.05 09:00	sell	37	0.10	1.52322	0.00000	1.52097
97	2010.04.06 09:20	t/p	37	0.10	1.52097	0.00000	1.52097	22.28	9061.87
98	2010.04.06 19:00	buy	38	0.10	1.52595	0.00000	1.52820
99	2010.04.06 19:02	modify	38	0.10	1.52595	1.51717	1.52820
100	2010.04.06 20:00	close	38	0.10	1.52380	1.51717	1.52820	-21.50	9040.37
101	2010.04.07 11:45	sell	39	0.10	1.52084	0.00000	1.51859
102	2010.04.07 12:50	t/p	39	0.10	1.51859	0.00000	1.51859	22.50	9062.87
103	2010.04.07 18:00	buy	40	0.10	1.52721	0.00000	1.52946
104	2010.04.08 07:15	modify	40	0.10	1.52721	1.52210	1.52946
105	2010.04.08 07:50	s/l	40	0.10	1.52210	1.52210	1.52946	-51.13	9011.74
106	2010.04.08 17:00	buy	41	0.10	1.52730	0.00000	1.52955
107	2010.04.08 22:00	modify	41	0.10	1.52730	1.52452	1.52955
108	2010.04.08 23:00	modify	41	0.10	1.52730	1.52711	1.52955
109	2010.04.09 01:20	t/p	41	0.10	1.52955	1.52711	1.52955	22.49	9034.23
110	2010.04.12 14:50	sell	42	0.10	1.53650	0.00000	1.53425
111	2010.04.15 23:59	close at stop	42	0.10	1.54991	0.00000	1.53425	-135.20	8899.03