Report Result : NinaEA - Desynced Forex Repository

Strategy Tester Report

NinaEA

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		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	-3312.17	Gross profit	2115.65	Gross loss	-5427.82
Profit factor	0.39	Expected payoff	-35.24
Absolute drawdown	3322.77	Maximal drawdown	3360.07 (33.48%)	Relative drawdown	33.48% (3360.07)

Total trades	94	Short positions (won %)	47 (23.40%)	Long positions (won %)	47 (21.28%)
		Profit trades (% of total)	21 (22.34%)	Loss trades (% of total)	73 (77.66%)
Largest		profit trade	320.22	loss trade	-130.21
Average		profit trade	100.75	loss trade	-74.35
Maximum		consecutive wins (profit in money)	3 (480.96)	consecutive losses (loss in money)	18 (-1116.73)
Maximal		consecutive profit (count of wins)	480.96 (3)	consecutive loss (count of losses)	-1116.73 (18)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	0.10	1.61221	0.00000	0.00000
2	2010.01.04 11:00	close	1	0.10	1.62316	0.00000	0.00000	-109.50	9890.50
3	2010.01.04 11:00	buy	2	0.10	1.62316	0.00000	0.00000
4	2010.01.04 14:00	close	2	0.10	1.61466	0.00000	0.00000	-85.00	9805.50
5	2010.01.04 14:00	sell	3	0.10	1.61466	0.00000	0.00000
6	2010.01.05 08:00	close	3	0.10	1.61777	0.00000	0.00000	-31.32	9774.18
7	2010.01.05 08:00	buy	4	0.10	1.61777	0.00000	0.00000
8	2010.01.05 09:00	close	4	0.10	1.60993	0.00000	0.00000	-78.40	9695.78
9	2010.01.05 09:00	sell	5	0.10	1.60993	0.00000	0.00000
10	2010.01.06 10:00	close	5	0.10	1.60686	0.00000	0.00000	30.48	9726.26
11	2010.01.06 10:00	buy	6	0.10	1.60686	0.00000	0.00000
12	2010.01.06 13:00	close	6	0.10	1.59816	0.00000	0.00000	-87.00	9639.26
13	2010.01.06 13:00	sell	7	0.10	1.59816	0.00000	0.00000
14	2010.01.06 22:00	close	7	0.10	1.60479	0.00000	0.00000	-66.30	9572.96
15	2010.01.06 22:00	buy	8	0.10	1.60479	0.00000	0.00000
16	2010.01.07 07:00	close	8	0.10	1.59735	0.00000	0.00000	-74.43	9498.53
17	2010.01.07 07:00	sell	9	0.10	1.59735	0.00000	0.00000
18	2010.01.08 10:00	close	9	0.10	1.60432	0.00000	0.00000	-69.92	9428.61
19	2010.01.08 10:00	buy	10	0.10	1.60432	0.00000	0.00000
20	2010.01.08 17:00	close	10	0.10	1.59612	0.00000	0.00000	-82.00	9346.61
21	2010.01.08 17:00	sell	11	0.10	1.59612	0.00000	0.00000
22	2010.01.08 21:00	close	11	0.10	1.60589	0.00000	0.00000	-97.70	9248.91
23	2010.01.08 21:00	buy	12	0.10	1.60589	0.00000	0.00000
24	2010.01.11 21:00	close	12	0.10	1.60983	0.00000	0.00000	39.39	9288.30
25	2010.01.11 21:00	sell	13	0.10	1.60983	0.00000	0.00000
26	2010.01.12 11:00	close	13	0.10	1.61631	0.00000	0.00000	-65.02	9223.28
27	2010.01.12 11:00	buy	14	0.10	1.61631	0.00000	0.00000
28	2010.01.15 17:00	close	14	0.10	1.62545	0.00000	0.00000	91.35	9314.63
29	2010.01.15 17:00	sell	15	0.10	1.62545	0.00000	0.00000
30	2010.01.18 05:00	close	15	0.10	1.63357	0.00000	0.00000	-81.42	9233.21
31	2010.01.18 05:00	buy	16	0.10	1.63357	0.00000	0.00000
32	2010.01.19 13:00	close	16	0.10	1.63380	0.00000	0.00000	2.29	9235.50
33	2010.01.19 13:00	sell	17	0.10	1.63380	0.00000	0.00000
34	2010.01.19 19:00	close	17	0.10	1.64046	0.00000	0.00000	-66.60	9168.90
35	2010.01.19 19:00	buy	18	0.10	1.64046	0.00000	0.00000
36	2010.01.20 03:00	close	18	0.10	1.63240	0.00000	0.00000	-80.61	9088.29
37	2010.01.20 03:00	sell	19	0.10	1.63240	0.00000	0.00000
38	2010.01.21 16:00	close	19	0.10	1.62428	0.00000	0.00000	80.54	9168.83
39	2010.01.21 16:00	buy	20	0.10	1.62428	0.00000	0.00000
40	2010.01.21 17:00	close	20	0.10	1.61740	0.00000	0.00000	-68.80	9100.03
41	2010.01.21 17:00	sell	21	0.10	1.61740	0.00000	0.00000
42	2010.01.21 18:00	close	21	0.10	1.62392	0.00000	0.00000	-65.20	9034.83
43	2010.01.21 18:00	buy	22	0.10	1.62392	0.00000	0.00000
44	2010.01.22 13:00	close	22	0.10	1.61762	0.00000	0.00000	-63.01	8971.82
45	2010.01.22 13:00	sell	23	0.10	1.61762	0.00000	0.00000
46	2010.01.25 12:00	close	23	0.10	1.61977	0.00000	0.00000	-21.72	8950.10
47	2010.01.25 12:00	buy	24	0.10	1.61977	0.00000	0.00000
48	2010.01.25 14:00	close	24	0.10	1.61336	0.00000	0.00000	-64.10	8886.00
49	2010.01.25 14:00	sell	25	0.10	1.61336	0.00000	0.00000
50	2010.01.25 16:00	close	25	0.10	1.62110	0.00000	0.00000	-77.40	8808.60
51	2010.01.25 16:00	buy	26	0.10	1.62110	0.00000	0.00000
52	2010.01.26 11:00	close	26	0.10	1.61371	0.00000	0.00000	-73.91	8734.69
53	2010.01.26 11:00	sell	27	0.10	1.61371	0.00000	0.00000
54	2010.01.27 11:00	close	27	0.10	1.62139	0.00000	0.00000	-77.02	8657.67
55	2010.01.27 11:00	buy	28	0.10	1.62139	0.00000	0.00000
56	2010.01.28 17:00	close	28	0.10	1.61352	0.00000	0.00000	-78.73	8578.94
57	2010.01.28 17:00	sell	29	0.10	1.61352	0.00000	0.00000
58	2010.02.01 19:00	close	29	0.10	1.59762	0.00000	0.00000	158.56	8737.50
59	2010.02.01 19:00	buy	30	0.10	1.59762	0.00000	0.00000
60	2010.02.03 13:00	close	30	0.10	1.59784	0.00000	0.00000	2.18	8739.68
61	2010.02.03 13:00	sell	31	0.10	1.59784	0.00000	0.00000
62	2010.02.05 22:00	close	31	0.10	1.56573	0.00000	0.00000	320.22	9059.90
63	2010.02.05 22:00	buy	32	0.10	1.56573	0.00000	0.00000
64	2010.02.08 01:00	close	32	0.10	1.55993	0.00000	0.00000	-58.01	9001.89
65	2010.02.08 01:00	sell	33	0.10	1.55993	0.00000	0.00000
66	2010.02.08 10:00	close	33	0.10	1.56462	0.00000	0.00000	-46.90	8954.99
67	2010.02.08 10:00	buy	34	0.10	1.56462	0.00000	0.00000
68	2010.02.08 11:00	close	34	0.10	1.55751	0.00000	0.00000	-71.10	8883.89
69	2010.02.08 11:00	sell	35	0.10	1.55751	0.00000	0.00000
70	2010.02.08 17:00	close	35	0.10	1.56669	0.00000	0.00000	-91.80	8792.09
71	2010.02.08 17:00	buy	36	0.10	1.56669	0.00000	0.00000
72	2010.02.08 23:00	close	36	0.10	1.55825	0.00000	0.00000	-84.40	8707.69
73	2010.02.08 23:00	sell	37	0.10	1.55825	0.00000	0.00000
74	2010.02.09 06:00	close	37	0.10	1.56445	0.00000	0.00000	-62.22	8645.47
75	2010.02.09 06:00	buy	38	0.10	1.56445	0.00000	0.00000
76	2010.02.09 10:00	close	38	0.10	1.55869	0.00000	0.00000	-57.60	8587.87
77	2010.02.09 10:00	sell	39	0.10	1.55869	0.00000	0.00000
78	2010.02.09 14:00	close	39	0.10	1.56620	0.00000	0.00000	-75.10	8512.77
79	2010.02.09 14:00	buy	40	0.10	1.56620	0.00000	0.00000
80	2010.02.10 13:00	close	40	0.10	1.56572	0.00000	0.00000	-4.81	8507.96
81	2010.02.10 13:00	sell	41	0.10	1.56572	0.00000	0.00000
82	2010.02.11 06:00	close	41	0.10	1.56798	0.00000	0.00000	-23.26	8484.70
83	2010.02.11 06:00	buy	42	0.10	1.56798	0.00000	0.00000
84	2010.02.11 08:00	close	42	0.10	1.56224	0.00000	0.00000	-57.40	8427.30
85	2010.02.11 08:00	sell	43	0.10	1.56224	0.00000	0.00000
86	2010.02.11 18:00	close	43	0.10	1.56998	0.00000	0.00000	-77.40	8349.90
87	2010.02.11 18:00	buy	44	0.10	1.56998	0.00000	0.00000
88	2010.02.12 12:00	close	44	0.10	1.56142	0.00000	0.00000	-85.61	8264.29
89	2010.02.12 12:00	sell	45	0.10	1.56142	0.00000	0.00000
90	2010.02.12 18:00	close	45	0.10	1.56956	0.00000	0.00000	-81.40	8182.89
91	2010.02.12 18:00	buy	46	0.10	1.56956	0.00000	0.00000
92	2010.02.15 08:00	close	46	0.10	1.56403	0.00000	0.00000	-55.31	8127.58
93	2010.02.15 08:00	sell	47	0.10	1.56403	0.00000	0.00000
94	2010.02.15 10:00	close	47	0.10	1.57019	0.00000	0.00000	-61.60	8065.98
95	2010.02.15 10:00	buy	48	0.10	1.57019	0.00000	0.00000
96	2010.02.16 16:00	close	48	0.10	1.56412	0.00000	0.00000	-60.71	8005.27
97	2010.02.16 16:00	sell	49	0.10	1.56412	0.00000	0.00000
98	2010.02.16 17:00	close	49	0.10	1.57033	0.00000	0.00000	-62.10	7943.17
99	2010.02.16 17:00	buy	50	0.10	1.57033	0.00000	0.00000
100	2010.02.17 17:00	close	50	0.10	1.57235	0.00000	0.00000	20.19	7963.36
101	2010.02.17 17:00	sell	51	0.10	1.57235	0.00000	0.00000
102	2010.02.18 16:00	close	51	0.10	1.56754	0.00000	0.00000	47.44	8010.80
103	2010.02.18 16:00	buy	52	0.10	1.56754	0.00000	0.00000
104	2010.02.18 18:00	close	52	0.10	1.55807	0.00000	0.00000	-94.70	7916.10
105	2010.02.18 18:00	sell	53	0.10	1.55807	0.00000	0.00000
106	2010.02.19 18:00	close	53	0.10	1.54627	0.00000	0.00000	117.78	8033.88
107	2010.02.19 18:00	buy	54	0.10	1.54627	0.00000	0.00000
108	2010.02.23 11:00	close	54	0.10	1.54315	0.00000	0.00000	-31.22	8002.66
109	2010.02.23 11:00	sell	55	0.10	1.54315	0.00000	0.00000
110	2010.02.26 07:00	close	55	0.10	1.53080	0.00000	0.00000	122.40	8125.06
111	2010.02.26 07:00	buy	56	0.10	1.53080	0.00000	0.00000
112	2010.02.26 13:00	close	56	0.10	1.52219	0.00000	0.00000	-86.10	8038.96
113	2010.02.26 13:00	sell	57	0.10	1.52219	0.00000	0.00000
114	2010.03.01 18:00	close	57	0.10	1.50000	0.00000	0.00000	221.68	8260.64
115	2010.03.01 18:00	buy	58	0.10	1.50000	0.00000	0.00000
116	2010.03.02 08:00	close	58	0.10	1.48698	0.00000	0.00000	-130.21	8130.43
117	2010.03.02 08:00	sell	59	0.10	1.48698	0.00000	0.00000
118	2010.03.02 13:00	close	59	0.10	1.49976	0.00000	0.00000	-127.80	8002.63
119	2010.03.02 13:00	buy	60	0.10	1.49976	0.00000	0.00000
120	2010.03.04 09:00	close	60	0.10	1.50319	0.00000	0.00000	34.26	8036.89
121	2010.03.04 09:00	sell	61	0.10	1.50319	0.00000	0.00000
122	2010.03.04 12:00	close	61	0.10	1.51092	0.00000	0.00000	-77.30	7959.59
123	2010.03.04 12:00	buy	62	0.10	1.51092	0.00000	0.00000
124	2010.03.04 18:00	close	62	0.10	1.50297	0.00000	0.00000	-79.50	7880.09
125	2010.03.04 18:00	sell	63	0.10	1.50297	0.00000	0.00000
126	2010.03.05 17:00	close	63	0.10	1.51286	0.00000	0.00000	-99.12	7780.97
127	2010.03.05 17:00	buy	64	0.10	1.51286	0.00000	0.00000
128	2010.03.08 17:00	close	64	0.10	1.50694	0.00000	0.00000	-59.21	7721.76
129	2010.03.08 17:00	sell	65	0.10	1.50694	0.00000	0.00000
130	2010.03.10 18:00	close	65	0.10	1.50032	0.00000	0.00000	65.76	7787.52
131	2010.03.10 18:00	buy	66	0.10	1.50032	0.00000	0.00000
132	2010.03.15 10:00	close	66	0.10	1.51048	0.00000	0.00000	101.55	7889.07
133	2010.03.15 10:00	sell	67	0.10	1.51048	0.00000	0.00000
134	2010.03.16 11:00	close	67	0.10	1.51249	0.00000	0.00000	-20.32	7868.75
135	2010.03.16 11:00	buy	68	0.10	1.51249	0.00000	0.00000
136	2010.03.18 09:00	close	68	0.10	1.52519	0.00000	0.00000	126.96	7995.71
137	2010.03.18 09:00	sell	69	0.10	1.52519	0.00000	0.00000
138	2010.03.22 16:00	close	69	0.10	1.50957	0.00000	0.00000	155.76	8151.47
139	2010.03.22 16:00	buy	70	0.10	1.50957	0.00000	0.00000
140	2010.03.23 11:00	close	70	0.10	1.50073	0.00000	0.00000	-88.41	8063.06
141	2010.03.23 11:00	sell	71	0.10	1.50073	0.00000	0.00000
142	2010.03.23 16:00	close	71	0.10	1.50890	0.00000	0.00000	-81.70	7981.36
143	2010.03.23 16:00	buy	72	0.10	1.50890	0.00000	0.00000
144	2010.03.24 01:00	close	72	0.10	1.50200	0.00000	0.00000	-69.01	7912.35
145	2010.03.24 01:00	sell	73	0.10	1.50200	0.00000	0.00000
146	2010.03.25 12:00	close	73	0.10	1.50018	0.00000	0.00000	17.54	7929.89
147	2010.03.25 12:00	buy	74	0.10	1.50018	0.00000	0.00000
148	2010.03.25 15:00	close	74	0.10	1.48915	0.00000	0.00000	-110.30	7819.59
149	2010.03.25 15:00	sell	75	0.10	1.48915	0.00000	0.00000
150	2010.03.26 17:00	close	75	0.10	1.49332	0.00000	0.00000	-41.92	7777.67
151	2010.03.26 17:00	buy	76	0.10	1.49332	0.00000	0.00000
152	2010.03.26 18:00	close	76	0.10	1.48616	0.00000	0.00000	-71.60	7706.07
153	2010.03.26 18:00	sell	77	0.10	1.48616	0.00000	0.00000
154	2010.03.29 01:00	close	77	0.10	1.49459	0.00000	0.00000	-84.52	7621.55
155	2010.03.29 01:00	buy	78	0.10	1.49459	0.00000	0.00000
156	2010.04.02 16:00	close	78	0.10	1.51966	0.00000	0.00000	250.64	7872.19
157	2010.04.02 16:00	sell	79	0.10	1.51966	0.00000	0.00000
158	2010.04.05 01:00	close	79	0.10	1.52947	0.00000	0.00000	-98.32	7773.87
159	2010.04.05 01:00	buy	80	0.10	1.52947	0.00000	0.00000
160	2010.04.06 10:00	close	80	0.10	1.51891	0.00000	0.00000	-105.61	7668.26
161	2010.04.06 10:00	sell	81	0.10	1.51891	0.00000	0.00000
162	2010.04.06 20:00	close	81	0.10	1.52661	0.00000	0.00000	-77.00	7591.26
163	2010.04.06 20:00	buy	82	0.10	1.52661	0.00000	0.00000
164	2010.04.07 12:00	close	82	0.10	1.51960	0.00000	0.00000	-70.11	7521.15
165	2010.04.07 12:00	sell	83	0.10	1.51960	0.00000	0.00000
166	2010.04.07 18:00	close	83	0.10	1.52721	0.00000	0.00000	-76.10	7445.05
167	2010.04.07 18:00	buy	84	0.10	1.52721	0.00000	0.00000
168	2010.04.08 09:00	close	84	0.10	1.51874	0.00000	0.00000	-84.73	7360.32
169	2010.04.08 09:00	sell	85	0.10	1.51874	0.00000	0.00000
170	2010.04.08 17:00	close	85	0.10	1.52730	0.00000	0.00000	-85.60	7274.72
171	2010.04.08 17:00	buy	86	0.10	1.52730	0.00000	0.00000
172	2010.04.12 15:00	close	86	0.10	1.53817	0.00000	0.00000	108.68	7383.40
173	2010.04.12 15:00	sell	87	0.10	1.53817	0.00000	0.00000
174	2010.04.13 15:00	close	87	0.10	1.54643	0.00000	0.00000	-82.82	7300.58
175	2010.04.13 15:00	buy	88	0.10	1.54643	0.00000	0.00000
176	2010.04.13 17:00	close	88	0.10	1.53645	0.00000	0.00000	-99.80	7200.78
177	2010.04.13 17:00	sell	89	0.10	1.53645	0.00000	0.00000
178	2010.04.14 08:00	close	89	0.10	1.54623	0.00000	0.00000	-98.02	7102.76
179	2010.04.14 08:00	buy	90	0.10	1.54623	0.00000	0.00000
180	2010.04.14 09:00	close	90	0.10	1.53901	0.00000	0.00000	-72.20	7030.56
181	2010.04.14 09:00	sell	91	0.10	1.53901	0.00000	0.00000
182	2010.04.14 12:00	close	91	0.10	1.54810	0.00000	0.00000	-90.90	6939.66
183	2010.04.14 12:00	buy	92	0.10	1.54810	0.00000	0.00000
184	2010.04.15 12:00	close	92	0.10	1.54051	0.00000	0.00000	-75.93	6863.73
185	2010.04.15 12:00	sell	93	0.10	1.54051	0.00000	0.00000
186	2010.04.15 17:00	close	93	0.10	1.55260	0.00000	0.00000	-120.90	6742.83
187	2010.04.15 17:00	buy	94	0.10	1.55260	0.00000	0.00000
188	2010.04.15 23:59	close at stop	94	0.10	1.54710	0.00000	0.00000	-55.00	6687.83