Report Result : CashMachine_5min - Desynced Forex Repository

Strategy Tester Report

CashMachine_5min

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		hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3;

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

Initial deposit	10000.00
Total net profit	-5843.40	Gross profit	0.00	Gross loss	-5843.40
Profit factor	0.00	Expected payoff	-61.51
Absolute drawdown	5843.40	Maximal drawdown	5843.40 (58.43%)	Relative drawdown	58.43% (5843.40)

Total trades	95	Short positions (won %)	35 (0.00%)	Long positions (won %)	60 (0.00%)
		Profit trades (% of total)	0 (0.00%)	Loss trades (% of total)	95 (100.00%)
Largest		profit trade	0.00	loss trade	-98.00
Average		profit trade	0.00	loss trade	-61.51
Maximum		consecutive wins (profit in money)	0 (0.00)	consecutive losses (loss in money)	95 (-5843.40)
Maximal		consecutive profit (count of wins)	0.00 (0)	consecutive loss (count of losses)	-5843.40 (95)
Average		consecutive wins	0	consecutive losses	95

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.08 13:50	sell	1	0.20	1.59804	0.00000	0.00000
2	2010.01.08 13:52	close	1	0.20	1.60130	0.00000	0.00000	-65.20	9934.80
3	2010.01.08 13:55	sell	2	0.20	1.59826	0.00000	0.00000
4	2010.01.08 13:57	close	2	0.20	1.60174	0.00000	0.00000	-69.60	9865.20
5	2010.01.08 13:59	sell	3	0.20	1.59808	0.00000	0.00000
6	2010.01.08 14:00	close	3	0.20	1.60068	0.00000	0.00000	-52.00	9813.20
7	2010.01.11 14:37	sell	4	0.20	1.61415	0.00000	0.00000
8	2010.01.11 14:40	close	4	0.20	1.61820	0.00000	0.00000	-81.00	9732.20
9	2010.01.11 14:42	sell	5	0.20	1.61514	0.00000	0.00000
10	2010.01.11 14:45	close	5	0.20	1.61895	0.00000	0.00000	-76.20	9656.00
11	2010.01.11 14:47	sell	6	0.20	1.61589	0.00000	0.00000
12	2010.01.11 14:50	close	6	0.20	1.61969	0.00000	0.00000	-76.00	9580.00
13	2010.01.11 14:52	sell	7	0.20	1.61638	0.00000	0.00000
14	2010.01.11 14:55	close	7	0.20	1.61944	0.00000	0.00000	-61.20	9518.80
15	2010.01.11 14:57	sell	8	0.20	1.61589	0.00000	0.00000
16	2010.01.11 14:59	close	8	0.20	1.61895	0.00000	0.00000	-61.20	9457.60
17	2010.01.12 18:32	sell	9	0.20	1.61581	0.00000	0.00000
18	2010.01.12 18:35	close	9	0.20	1.61883	0.00000	0.00000	-60.40	9397.20
19	2010.01.12 18:37	sell	10	0.20	1.61561	0.00000	0.00000
20	2010.01.12 18:40	close	10	0.20	1.61943	0.00000	0.00000	-76.40	9320.80
21	2010.01.12 18:42	sell	11	0.20	1.61642	0.00000	0.00000
22	2010.01.12 18:45	close	11	0.20	1.62004	0.00000	0.00000	-72.40	9248.40
23	2010.01.18 12:16	sell	12	0.20	1.63289	0.00000	0.00000
24	2010.01.18 12:20	close	12	0.20	1.63620	0.00000	0.00000	-66.20	9182.20
25	2010.01.18 12:23	sell	13	0.20	1.63314	0.00000	0.00000
26	2010.01.18 12:26	close	13	0.20	1.63670	0.00000	0.00000	-71.20	9111.00
27	2010.01.18 12:26	sell	14	0.20	1.63377	0.00000	0.00000
28	2010.01.18 12:30	close	14	0.20	1.63655	0.00000	0.00000	-55.60	9055.40
29	2010.01.18 12:32	sell	15	0.20	1.63436	0.00000	0.00000
30	2010.01.18 12:35	close	15	0.20	1.63698	0.00000	0.00000	-52.40	9003.00
31	2010.01.18 12:37	sell	16	0.20	1.63455	0.00000	0.00000
32	2010.01.18 12:40	close	16	0.20	1.63661	0.00000	0.00000	-41.20	8961.80
33	2010.01.18 12:42	sell	17	0.20	1.63399	0.00000	0.00000
34	2010.01.18 12:45	close	17	0.20	1.63604	0.00000	0.00000	-41.00	8920.80
35	2010.01.18 12:47	sell	18	0.20	1.63342	0.00000	0.00000
36	2010.01.18 12:50	close	18	0.20	1.63529	0.00000	0.00000	-37.40	8883.40
37	2010.01.18 12:52	sell	19	0.20	1.63286	0.00000	0.00000
38	2010.01.18 12:55	close	19	0.20	1.63548	0.00000	0.00000	-52.40	8831.00
39	2010.01.18 12:57	sell	20	0.20	1.63323	0.00000	0.00000
40	2010.01.18 12:59	close	20	0.20	1.63635	0.00000	0.00000	-62.40	8768.60
41	2010.01.22 17:15	buy	21	0.20	1.61643	0.00000	0.00000
42	2010.01.22 17:17	close	21	0.20	1.61339	0.00000	0.00000	-60.80	8707.80
43	2010.01.22 17:20	buy	22	0.20	1.61712	0.00000	0.00000
44	2010.01.22 17:22	close	22	0.20	1.61385	0.00000	0.00000	-65.40	8642.40
45	2010.01.22 17:25	buy	23	0.20	1.61689	0.00000	0.00000
46	2010.01.22 17:27	close	23	0.20	1.61339	0.00000	0.00000	-70.00	8572.40
47	2010.01.22 17:27	buy	24	0.20	1.61642	0.00000	0.00000
48	2010.01.22 17:30	close	24	0.20	1.61362	0.00000	0.00000	-56.00	8516.40
49	2010.01.22 17:32	buy	25	0.20	1.61717	0.00000	0.00000
50	2010.01.22 17:35	close	25	0.20	1.61398	0.00000	0.00000	-63.80	8452.60
51	2010.01.22 17:37	buy	26	0.20	1.61756	0.00000	0.00000
52	2010.01.22 17:40	close	26	0.20	1.61320	0.00000	0.00000	-87.20	8365.40
53	2010.01.22 17:42	buy	27	0.20	1.61640	0.00000	0.00000
54	2010.01.22 17:45	close	27	0.20	1.61205	0.00000	0.00000	-87.00	8278.40
55	2010.01.22 17:47	buy	28	0.20	1.61524	0.00000	0.00000
56	2010.01.22 17:50	close	28	0.20	1.61050	0.00000	0.00000	-94.80	8183.60
57	2010.01.22 17:52	buy	29	0.20	1.61408	0.00000	0.00000
58	2010.01.22 17:55	close	29	0.20	1.61089	0.00000	0.00000	-63.80	8119.80
59	2010.01.22 17:57	buy	30	0.20	1.61486	0.00000	0.00000
60	2010.01.22 17:59	close	30	0.20	1.61170	0.00000	0.00000	-63.20	8056.60
61	2010.02.04 13:20	buy	31	0.20	1.59051	0.00000	0.00000
62	2010.02.04 13:22	close	31	0.20	1.58639	0.00000	0.00000	-82.40	7974.20
63	2010.02.04 13:25	buy	32	0.20	1.58986	0.00000	0.00000
64	2010.02.04 13:27	close	32	0.20	1.58509	0.00000	0.00000	-95.40	7878.80
65	2010.02.04 13:27	buy	33	0.20	1.58851	0.00000	0.00000
66	2010.02.04 13:30	close	33	0.20	1.58580	0.00000	0.00000	-54.20	7824.60
67	2010.02.04 13:32	buy	34	0.20	1.58866	0.00000	0.00000
68	2010.02.04 13:35	close	34	0.20	1.58612	0.00000	0.00000	-50.80	7773.80
69	2010.02.04 13:37	buy	35	0.20	1.58839	0.00000	0.00000
70	2010.02.04 13:40	close	35	0.20	1.58693	0.00000	0.00000	-29.20	7744.60
71	2010.02.04 13:42	buy	36	0.20	1.58947	0.00000	0.00000
72	2010.02.04 13:45	close	36	0.20	1.58774	0.00000	0.00000	-34.60	7710.00
73	2010.02.04 13:47	buy	37	0.20	1.59028	0.00000	0.00000
74	2010.02.04 13:50	close	37	0.20	1.58855	0.00000	0.00000	-34.60	7675.40
75	2010.02.04 13:52	buy	38	0.20	1.59082	0.00000	0.00000
76	2010.02.04 13:55	close	38	0.20	1.58828	0.00000	0.00000	-50.80	7624.60
77	2010.02.04 13:57	buy	39	0.20	1.59028	0.00000	0.00000
78	2010.02.04 13:59	close	39	0.20	1.58593	0.00000	0.00000	-87.00	7537.60
79	2010.02.05 21:20	buy	40	0.20	1.56638	0.00000	0.00000
80	2010.02.05 21:22	close	40	0.20	1.56291	0.00000	0.00000	-69.40	7468.20
81	2010.02.05 21:25	buy	41	0.20	1.56605	0.00000	0.00000
82	2010.02.05 21:27	close	41	0.20	1.56225	0.00000	0.00000	-76.00	7392.20
83	2010.02.05 21:27	buy	42	0.20	1.56501	0.00000	0.00000
84	2010.02.05 21:30	close	42	0.20	1.56229	0.00000	0.00000	-54.40	7337.80
85	2010.02.05 21:32	buy	43	0.20	1.56427	0.00000	0.00000
86	2010.02.05 21:35	close	43	0.20	1.56164	0.00000	0.00000	-52.60	7285.20
87	2010.02.05 21:37	buy	44	0.20	1.56409	0.00000	0.00000
88	2010.02.05 21:40	close	44	0.20	1.56218	0.00000	0.00000	-38.20	7247.00
89	2010.02.05 21:42	buy	45	0.20	1.56481	0.00000	0.00000
90	2010.02.05 21:45	close	45	0.20	1.56271	0.00000	0.00000	-42.00	7205.00
91	2010.02.05 21:47	buy	46	0.20	1.56534	0.00000	0.00000
92	2010.02.05 21:50	close	46	0.20	1.56325	0.00000	0.00000	-41.80	7163.20
93	2010.02.05 21:52	buy	47	0.20	1.56570	0.00000	0.00000
94	2010.02.05 21:55	close	47	0.20	1.56307	0.00000	0.00000	-52.60	7110.60
95	2010.02.05 21:57	buy	48	0.20	1.56534	0.00000	0.00000
96	2010.02.05 21:59	close	48	0.20	1.56291	0.00000	0.00000	-48.60	7062.00
97	2010.02.12 13:20	buy	49	0.20	1.56632	0.00000	0.00000
98	2010.02.12 13:22	close	49	0.20	1.56304	0.00000	0.00000	-65.60	6996.40
99	2010.02.12 13:25	buy	50	0.20	1.56609	0.00000	0.00000
100	2010.02.12 13:27	close	50	0.20	1.56258	0.00000	0.00000	-70.20	6926.20
101	2010.02.12 13:30	buy	51	0.20	1.56560	0.00000	0.00000
102	2010.02.12 13:32	close	51	0.20	1.56270	0.00000	0.00000	-58.00	6868.20
103	2010.02.12 13:35	buy	52	0.20	1.56520	0.00000	0.00000
104	2010.02.12 13:37	close	52	0.20	1.56300	0.00000	0.00000	-44.00	6824.20
105	2010.02.17 21:02	buy	53	0.20	1.57206	0.00000	0.00000
106	2010.02.17 21:05	close	53	0.20	1.56912	0.00000	0.00000	-58.80	6765.40
107	2010.02.17 21:07	buy	54	0.20	1.57218	0.00000	0.00000
108	2010.02.17 21:10	close	54	0.20	1.56888	0.00000	0.00000	-66.00	6699.40
109	2010.02.17 21:12	buy	55	0.20	1.57181	0.00000	0.00000
110	2010.02.17 21:15	close	55	0.20	1.56850	0.00000	0.00000	-66.20	6633.20
111	2010.03.10 10:20	buy	56	0.20	1.49883	0.00000	0.00000
112	2010.03.10 10:22	close	56	0.20	1.49521	0.00000	0.00000	-72.40	6560.80
113	2010.03.10 10:25	buy	57	0.20	1.49842	0.00000	0.00000
114	2010.03.10 10:27	close	57	0.20	1.49439	0.00000	0.00000	-80.60	6480.20
115	2010.03.10 10:27	buy	58	0.20	1.49780	0.00000	0.00000
116	2010.03.10 10:30	close	58	0.20	1.49461	0.00000	0.00000	-63.80	6416.40
117	2010.03.10 10:33	buy	59	0.20	1.49533	0.00000	0.00000
118	2010.03.10 10:36	close	59	0.20	1.49304	0.00000	0.00000	-45.80	6370.60
119	2010.03.10 10:40	buy	60	0.20	1.49375	0.00000	0.00000
120	2010.03.10 10:43	close	60	0.20	1.49147	0.00000	0.00000	-45.60	6325.00
121	2010.03.10 10:56	buy	61	0.20	1.49375	0.00000	0.00000
122	2010.03.10 10:59	close	61	0.20	1.49029	0.00000	0.00000	-69.20	6255.80
123	2010.03.31 13:00	sell	62	0.20	1.51481	0.00000	0.00000
124	2010.03.31 13:02	close	62	0.20	1.51738	0.00000	0.00000	-51.40	6204.40
125	2010.03.31 13:05	sell	63	0.20	1.51475	0.00000	0.00000
126	2010.03.31 13:07	close	63	0.20	1.51720	0.00000	0.00000	-49.00	6155.40
127	2010.03.31 13:10	sell	64	0.20	1.51529	0.00000	0.00000
128	2010.03.31 13:12	close	64	0.20	1.51792	0.00000	0.00000	-52.60	6102.80
129	2010.03.31 14:07	sell	65	0.20	1.51410	0.00000	0.00000
130	2010.03.31 14:10	close	65	0.20	1.51900	0.00000	0.00000	-98.00	6004.80
131	2010.04.02 02:40	sell	66	0.20	1.52742	0.00000	0.00000
132	2010.04.02 02:43	close	66	0.20	1.53037	0.00000	0.00000	-59.00	5945.80
133	2010.04.02 02:46	sell	67	0.20	1.52683	0.00000	0.00000
134	2010.04.02 02:50	close	67	0.20	1.52993	0.00000	0.00000	-62.00	5883.80
135	2010.04.02 02:53	sell	68	0.20	1.52698	0.00000	0.00000
136	2010.04.02 02:56	close	68	0.20	1.53023	0.00000	0.00000	-65.00	5818.80
137	2010.04.02 02:59	sell	69	0.20	1.52717	0.00000	0.00000
138	2010.04.02 03:00	close	69	0.20	1.53001	0.00000	0.00000	-56.80	5762.00
139	2010.04.02 13:20	buy	70	0.20	1.52838	0.00000	0.00000
140	2010.04.02 13:22	close	70	0.20	1.52536	0.00000	0.00000	-60.40	5701.60
141	2010.04.02 13:25	buy	71	0.20	1.52827	0.00000	0.00000
142	2010.04.02 13:27	close	71	0.20	1.52514	0.00000	0.00000	-62.60	5639.00
143	2010.04.02 13:27	buy	72	0.20	1.52798	0.00000	0.00000
144	2010.04.02 13:30	close	72	0.20	1.52519	0.00000	0.00000	-55.80	5583.20
145	2010.04.02 13:32	buy	73	0.20	1.52802	0.00000	0.00000
146	2010.04.02 13:35	close	73	0.20	1.52511	0.00000	0.00000	-58.20	5525.00
147	2010.04.02 13:37	buy	74	0.20	1.52813	0.00000	0.00000
148	2010.04.02 13:40	close	74	0.20	1.52490	0.00000	0.00000	-64.60	5460.40
149	2010.04.02 13:42	buy	75	0.20	1.52781	0.00000	0.00000
150	2010.04.02 13:45	close	75	0.20	1.52458	0.00000	0.00000	-64.60	5395.80
151	2010.04.02 13:59	buy	76	0.20	1.52782	0.00000	0.00000
152	2010.04.02 14:00	close	76	0.20	1.52496	0.00000	0.00000	-57.20	5338.60
153	2010.04.02 19:00	buy	77	0.20	1.52315	0.00000	0.00000
154	2010.04.02 19:03	close	77	0.20	1.52001	0.00000	0.00000	-62.80	5275.80
155	2010.04.02 19:06	buy	78	0.20	1.52290	0.00000	0.00000
156	2010.04.02 19:10	close	78	0.20	1.51976	0.00000	0.00000	-62.80	5213.00
157	2010.04.02 19:13	buy	79	0.20	1.52265	0.00000	0.00000
158	2010.04.02 19:16	close	79	0.20	1.51943	0.00000	0.00000	-64.40	5148.60
159	2010.04.02 19:20	buy	80	0.20	1.52241	0.00000	0.00000
160	2010.04.02 19:23	close	80	0.20	1.51951	0.00000	0.00000	-58.00	5090.60
161	2010.04.02 19:26	buy	81	0.20	1.52257	0.00000	0.00000
162	2010.04.02 19:26	close	81	0.20	1.51971	0.00000	0.00000	-57.20	5033.40
163	2010.04.02 19:30	buy	82	0.20	1.52255	0.00000	0.00000
164	2010.04.02 19:32	close	82	0.20	1.51971	0.00000	0.00000	-56.80	4976.60
165	2010.04.02 19:35	buy	83	0.20	1.52256	0.00000	0.00000
166	2010.04.02 19:37	close	83	0.20	1.51966	0.00000	0.00000	-58.00	4918.60
167	2010.04.02 19:40	buy	84	0.20	1.52271	0.00000	0.00000
168	2010.04.02 19:42	close	84	0.20	1.51985	0.00000	0.00000	-57.20	4861.40
169	2010.04.02 19:45	buy	85	0.20	1.52285	0.00000	0.00000
170	2010.04.02 19:47	close	85	0.20	1.51999	0.00000	0.00000	-57.20	4804.20
171	2010.04.02 19:50	buy	86	0.20	1.52299	0.00000	0.00000
172	2010.04.02 19:52	close	86	0.20	1.52009	0.00000	0.00000	-58.00	4746.20
173	2010.04.02 19:55	buy	87	0.20	1.52294	0.00000	0.00000
174	2010.04.02 19:57	close	87	0.20	1.51999	0.00000	0.00000	-59.00	4687.20
175	2010.04.02 19:59	buy	88	0.20	1.52260	0.00000	0.00000
176	2010.04.02 20:00	close	88	0.20	1.51994	0.00000	0.00000	-53.20	4634.00
177	2010.04.12 08:50	sell	89	0.20	1.54081	0.00000	0.00000
178	2010.04.12 08:52	close	89	0.20	1.54432	0.00000	0.00000	-70.20	4563.80
179	2010.04.12 08:55	sell	90	0.20	1.54116	0.00000	0.00000
180	2010.04.12 08:57	close	90	0.20	1.54501	0.00000	0.00000	-77.00	4486.80
181	2010.04.12 08:59	sell	91	0.20	1.54124	0.00000	0.00000
182	2010.04.12 09:00	close	91	0.20	1.54405	0.00000	0.00000	-56.20	4430.60
183	2010.04.14 08:45	sell	92	0.20	1.53963	0.00000	0.00000
184	2010.04.14 08:47	close	92	0.20	1.54286	0.00000	0.00000	-64.60	4366.00
185	2010.04.14 08:50	sell	93	0.20	1.53798	0.00000	0.00000
186	2010.04.14 08:52	close	93	0.20	1.54162	0.00000	0.00000	-72.80	4293.20
187	2010.04.14 08:55	sell	94	0.20	1.53839	0.00000	0.00000
188	2010.04.14 08:57	close	94	0.20	1.54244	0.00000	0.00000	-81.00	4212.20
189	2010.04.14 08:59	sell	95	0.20	1.53904	0.00000	0.00000
190	2010.04.14 09:00	close	95	0.20	1.54182	0.00000	0.00000	-55.60	4156.60