Report Result : NinaEA v03 - Desynced Forex Repository

Strategy Tester Report

NinaEA v03

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; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

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

Initial deposit	10000.00
Total net profit	-43.02	Gross profit	2849.52	Gross loss	-2892.54
Profit factor	0.99	Expected payoff	-1.10
Absolute drawdown	698.12	Maximal drawdown	1133.16 (10.48%)	Relative drawdown	10.48% (1133.16)

Total trades	39	Short positions (won %)	26 (38.46%)	Long positions (won %)	13 (23.08%)
		Profit trades (% of total)	13 (33.33%)	Loss trades (% of total)	26 (66.67%)
Largest		profit trade	956.48	loss trade	-653.96
Average		profit trade	219.19	loss trade	-111.25
Maximum		consecutive wins (profit in money)	1 (956.48)	consecutive losses (loss in money)	5 (-286.94)
Maximal		consecutive profit (count of wins)	956.48 (1)	consecutive loss (count of losses)	-653.96 (1)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 17:00	sell	1	0.20	1.61191	0.00000	0.00000
2	2010.01.05 07:00	close	1	0.20	1.61602	0.00000	0.00000	-82.64	9917.36
3	2010.01.05 09:00	sell	2	0.20	1.60993	0.00000	0.00000
4	2010.01.06 09:00	close	2	0.20	1.60442	0.00000	0.00000	109.76	10027.12
5	2010.01.06 13:00	sell	3	0.20	1.59816	0.00000	0.00000
6	2010.01.06 17:00	close	3	0.20	1.60260	0.00000	0.00000	-88.80	9938.32
7	2010.01.06 20:00	sell	4	0.20	1.59901	0.00000	0.00000
8	2010.01.08 05:00	close	4	0.20	1.59665	0.00000	0.00000	45.44	9983.76
9	2010.01.12 09:00	sell	5	0.20	1.60954	0.00000	0.00000
10	2010.01.18 04:00	close	5	0.20	1.63109	0.00000	0.00000	-433.64	9550.12
11	2010.01.19 13:00	sell	6	0.20	1.63380	0.00000	0.00000
12	2010.01.20 21:00	close	6	0.20	1.63169	0.00000	0.00000	41.76	9591.88
13	2010.01.21 03:00	sell	7	0.20	1.62725	0.00000	0.00000
14	2010.01.21 08:00	close	7	0.20	1.63164	0.00000	0.00000	-87.80	9504.08
15	2010.01.21 09:00	sell	8	0.20	1.62300	0.00000	0.00000
16	2010.01.25 08:00	close	8	0.20	1.61580	0.00000	0.00000	143.12	9647.20
17	2010.01.27 04:00	sell	9	0.20	1.61317	0.00000	0.00000
18	2010.01.29 08:00	close	9	0.20	1.61769	0.00000	0.00000	-92.16	9555.04
19	2010.01.29 14:00	sell	10	0.20	1.61102	0.00000	0.00000
20	2010.02.08 14:00	close	10	0.20	1.56302	0.00000	0.00000	956.48	10511.52
21	2010.02.08 23:00	sell	11	0.20	1.55825	0.00000	0.00000
22	2010.02.11 03:00	close	11	0.20	1.56658	0.00000	0.00000	-168.80	10342.72
23	2010.02.11 15:00	sell	12	0.20	1.56084	0.00000	0.00000
24	2010.02.24 03:00	close	12	0.20	1.54811	0.00000	0.00000	249.76	10592.48
25	2010.02.24 09:00	sell	13	0.20	1.54275	0.00000	0.00000
26	2010.02.24 11:00	close	13	0.20	1.54657	0.00000	0.00000	-76.40	10516.08
27	2010.02.24 14:00	sell	14	0.20	1.54384	0.00000	0.00000
28	2010.02.24 17:00	close	14	0.20	1.54764	0.00000	0.00000	-76.00	10440.08
29	2010.02.24 18:00	sell	15	0.10	1.54310	0.00000	0.00000
30	2010.02.26 03:00	close	15	0.10	1.53059	0.00000	0.00000	124.22	10564.30
31	2010.02.26 04:00	sell	16	0.20	1.52547	0.00000	0.00000
32	2010.02.26 05:00	close	16	0.20	1.53013	0.00000	0.00000	-93.20	10471.10
33	2010.02.26 10:00	buy	17	0.20	1.53021	0.00000	0.00000
34	2010.02.26 11:00	close	17	0.20	1.52546	0.00000	0.00000	-95.00	10376.10
35	2010.03.01 00:00	sell	18	0.10	1.51537	0.00000	0.00000
36	2010.03.05 13:00	close	18	0.10	1.50643	0.00000	0.00000	88.08	10464.18
37	2010.03.05 16:00	sell	19	0.20	1.50277	0.00000	0.00000
38	2010.03.09 18:00	close	19	0.20	1.50295	0.00000	0.00000	-4.48	10459.70
39	2010.03.10 03:00	sell	20	0.20	1.49688	0.00000	0.00000
40	2010.03.10 17:00	close	20	0.20	1.49982	0.00000	0.00000	-58.80	10400.90
41	2010.03.11 06:00	buy	21	0.10	1.50024	0.00000	0.00000
42	2010.03.11 08:00	close	21	0.10	1.49601	0.00000	0.00000	-42.30	10358.60
43	2010.03.11 10:00	buy	22	0.10	1.50175	0.00000	0.00000
44	2010.03.15 09:00	close	22	0.10	1.51526	0.00000	0.00000	135.08	10493.68
45	2010.03.16 09:00	sell	23	0.20	1.50027	0.00000	0.00000
46	2010.03.18 15:00	close	23	0.20	1.53288	0.00000	0.00000	-653.96	9839.72
47	2010.03.18 16:00	sell	24	0.20	1.52888	0.00000	0.00000
48	2010.03.22 12:00	close	24	0.20	1.50310	0.00000	0.00000	514.72	10354.44
49	2010.03.22 13:00	sell	25	0.20	1.49801	0.00000	0.00000
50	2010.03.22 14:00	close	25	0.20	1.50132	0.00000	0.00000	-66.20	10288.24
51	2010.03.23 17:00	buy	26	0.20	1.50943	0.00000	0.00000
52	2010.03.23 18:00	close	26	0.20	1.50427	0.00000	0.00000	-103.20	10185.04
53	2010.03.23 21:00	buy	27	0.10	1.50731	0.00000	0.00000
54	2010.03.23 23:00	close	27	0.10	1.50341	0.00000	0.00000	-39.00	10146.04
55	2010.03.24 01:00	sell	28	0.10	1.50200	0.00000	0.00000
56	2010.03.25 08:00	close	28	0.10	1.49223	0.00000	0.00000	97.04	10243.08
57	2010.03.25 15:00	sell	29	0.20	1.48915	0.00000	0.00000
58	2010.03.26 04:00	close	29	0.20	1.49052	0.00000	0.00000	-27.84	10215.24
59	2010.03.26 09:00	sell	30	0.20	1.48242	0.00000	0.00000
60	2010.03.26 11:00	close	30	0.20	1.48873	0.00000	0.00000	-126.20	10089.04
61	2010.03.26 18:00	sell	31	0.10	1.48616	0.00000	0.00000
62	2010.03.26 19:00	close	31	0.10	1.49153	0.00000	0.00000	-53.70	10035.34
63	2010.03.31 02:00	buy	32	0.10	1.51124	0.00000	0.00000
64	2010.03.31 03:00	close	32	0.10	1.50804	0.00000	0.00000	-32.00	10003.34
65	2010.03.31 07:00	buy	33	0.10	1.51103	0.00000	0.00000
66	2010.03.31 09:00	close	33	0.10	1.50631	0.00000	0.00000	-47.20	9956.14
67	2010.03.31 10:00	buy	34	0.10	1.51255	0.00000	0.00000
68	2010.04.02 05:00	close	34	0.10	1.52664	0.00000	0.00000	140.86	10097.00
69	2010.04.05 14:00	buy	35	0.20	1.52795	0.00000	0.00000
70	2010.04.06 03:00	close	35	0.20	1.52530	0.00000	0.00000	-53.02	10043.98
71	2010.04.07 10:00	buy	36	0.20	1.52836	0.00000	0.00000
72	2010.04.07 11:00	close	36	0.20	1.52492	0.00000	0.00000	-68.80	9975.18
73	2010.04.07 18:00	buy	37	0.10	1.52721	0.00000	0.00000
74	2010.04.15 10:00	close	37	0.10	1.54754	0.00000	0.00000	203.20	10178.38
75	2010.04.15 17:00	buy	38	0.20	1.55260	0.00000	0.00000
76	2010.04.15 18:00	close	38	0.20	1.54632	0.00000	0.00000	-125.60	10052.78
77	2010.04.15 19:00	buy	39	0.20	1.55189	0.00000	0.00000
78	2010.04.15 23:59	close at stop	39	0.20	1.54710	0.00000	0.00000	-95.80	9956.98