Report Result : PIPQuest - Desynced Forex Repository

Strategy Tester Report

PIPQuest

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		nPips=65; UseTrStopLevelAsTrailingStop=1; lots=0.01; StopLoss=0; Slippage=4; ATRmultiplier=0.45;

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

Initial deposit	10000.00
Total net profit	-154.60	Gross profit	0.00	Gross loss	-154.60
Profit factor	0.00	Expected payoff	-3.36
Absolute drawdown	154.60	Maximal drawdown	154.60 (1.55%)	Relative drawdown	1.55% (154.60)

Total trades	46	Short positions (won %)	27 (0.00%)	Long positions (won %)	19 (0.00%)
		Profit trades (% of total)	0 (0.00%)	Loss trades (% of total)	46 (100.00%)
Largest		profit trade	0.00	loss trade	-7.32
Average		profit trade	0.00	loss trade	-3.36
Maximum		consecutive wins (profit in money)	0 (0.00)	consecutive losses (loss in money)	46 (-154.60)
Maximal		consecutive profit (count of wins)	0.00 (0)	consecutive loss (count of losses)	-154.60 (46)
Average		consecutive wins	0	consecutive losses	46

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	0.01	1.61221	1.61695	0.00000
2	2010.01.04 00:20	s/l	1	0.01	1.61695	1.61695	0.00000	-4.74	9995.26
3	2010.01.04 04:00	buy	2	0.01	1.61377	1.60852	0.00000
4	2010.01.04 04:02	modify	2	0.01	1.61377	1.61030	0.00000
5	2010.01.04 04:10	s/l	2	0.01	1.61030	1.61030	0.00000	-3.47	9991.79
6	2010.01.05 19:05	sell	3	0.01	1.59965	1.60308	0.00000
7	2010.01.05 19:07	s/l	3	0.01	1.60308	1.60308	0.00000	-3.43	9988.36
8	2010.01.15 18:02	sell	4	0.01	1.62288	1.62599	0.00000
9	2010.01.15 18:10	s/l	4	0.01	1.62599	1.62599	0.00000	-3.11	9985.25
10	2010.01.15 19:05	buy	5	0.01	1.62761	1.62227	0.00000
11	2010.01.15 19:07	modify	5	0.01	1.62761	1.62385	0.00000
12	2010.01.15 19:47	modify	5	0.01	1.62761	1.62486	0.00000
13	2010.01.15 19:52	modify	5	0.01	1.62761	1.62515	0.00000
14	2010.01.15 20:20	s/l	5	0.01	1.62515	1.62515	0.00000	-2.46	9982.79
15	2010.01.19 14:07	sell	6	0.01	1.63230	1.63543	0.00000
16	2010.01.19 14:10	s/l	6	0.01	1.63543	1.63543	0.00000	-3.13	9979.66
17	2010.01.22 21:35	sell	7	0.01	1.61109	1.61435	0.00000
18	2010.01.22 22:20	s/l	7	0.01	1.61435	1.61435	0.00000	-3.26	9976.40
19	2010.01.25 01:00	buy	8	0.01	1.61420	1.60936	0.00000
20	2010.01.25 01:02	modify	8	0.01	1.61420	1.61074	0.00000
21	2010.01.25 01:12	modify	8	0.01	1.61420	1.61082	0.00000
22	2010.01.25 01:15	s/l	8	0.01	1.61082	1.61082	0.00000	-3.38	9973.02
23	2010.02.03 03:20	sell	9	0.01	1.59739	1.60057	0.00000
24	2010.02.03 03:22	s/l	9	0.01	1.60057	1.60057	0.00000	-3.18	9969.84
25	2010.02.11 16:07	sell	10	0.01	1.55878	1.56199	0.00000
26	2010.02.11 16:10	s/l	10	0.01	1.56199	1.56199	0.00000	-3.21	9966.63
27	2010.02.19 00:02	sell	11	0.01	1.54589	1.55101	0.00000
28	2010.02.19 00:20	s/l	11	0.01	1.55101	1.55101	0.00000	-5.12	9961.51
29	2010.02.19 02:00	buy	12	0.01	1.54693	1.54097	0.00000
30	2010.02.19 02:02	modify	12	0.01	1.54693	1.54348	0.00000
31	2010.02.19 02:10	s/l	12	0.01	1.54348	1.54348	0.00000	-3.45	9958.06
32	2010.02.19 03:02	sell	13	0.01	1.54138	1.54469	0.00000
33	2010.02.19 03:10	s/l	13	0.01	1.54469	1.54469	0.00000	-3.31	9954.75
34	2010.02.19 04:05	buy	14	0.01	1.54661	1.54093	0.00000
35	2010.02.19 04:07	modify	14	0.01	1.54661	1.54298	0.00000
36	2010.02.19 04:20	s/l	14	0.01	1.54298	1.54298	0.00000	-3.63	9951.12
37	2010.02.19 05:27	sell	15	0.01	1.54239	1.54586	0.00000
38	2010.02.19 05:45	s/l	15	0.01	1.54586	1.54586	0.00000	-3.47	9947.65
39	2010.02.19 09:00	buy	16	0.01	1.54369	1.53807	0.00000
40	2010.02.19 09:02	modify	16	0.01	1.54369	1.54017	0.00000
41	2010.02.19 09:07	modify	16	0.01	1.54369	1.54098	0.00000
42	2010.02.19 09:10	s/l	16	0.01	1.54098	1.54098	0.00000	-2.71	9944.94
43	2010.02.26 08:20	sell	17	0.01	1.52502	1.52814	0.00000
44	2010.02.26 08:22	s/l	17	0.01	1.52814	1.52814	0.00000	-3.12	9941.82
45	2010.02.26 14:02	sell	18	0.01	1.51797	1.52154	0.00000
46	2010.02.26 14:10	s/l	18	0.01	1.52154	1.52154	0.00000	-3.57	9938.25
47	2010.02.26 17:00	buy	19	0.01	1.52518	1.51996	0.00000
48	2010.02.26 17:05	modify	19	0.01	1.52518	1.52167	0.00000
49	2010.02.26 17:07	s/l	19	0.01	1.52167	1.52167	0.00000	-3.51	9934.74
50	2010.03.01 00:00	sell	20	0.01	1.51537	1.52580	0.00000
51	2010.03.01 00:02	modify	20	0.01	1.51537	1.52269	0.00000
52	2010.03.01 01:50	s/l	20	0.01	1.52269	1.52269	0.00000	-7.32	9927.42
53	2010.03.01 02:00	buy	21	0.01	1.52237	1.51703	0.00000
54	2010.03.01 02:10	s/l	21	0.01	1.51703	1.51703	0.00000	-5.34	9922.08
55	2010.03.01 08:15	sell	22	0.01	1.51079	1.51390	0.00000
56	2010.03.01 08:27	s/l	22	0.01	1.51390	1.51390	0.00000	-3.11	9918.97
57	2010.03.01 10:00	buy	23	0.01	1.51809	1.51304	0.00000
58	2010.03.01 10:02	modify	23	0.01	1.51809	1.51458	0.00000
59	2010.03.01 10:07	s/l	23	0.01	1.51458	1.51458	0.00000	-3.51	9915.46
60	2010.03.01 16:00	sell	24	0.01	1.49135	1.49468	0.00000
61	2010.03.01 16:02	s/l	24	0.01	1.49468	1.49468	0.00000	-3.33	9912.13
62	2010.03.04 18:02	sell	25	0.01	1.50081	1.50536	0.00000
63	2010.03.04 18:15	s/l	25	0.01	1.50536	1.50536	0.00000	-4.55	9907.58
64	2010.03.04 19:06	buy	26	0.01	1.50647	1.50155	0.00000
65	2010.03.04 20:00	close	26	0.01	1.50264	1.50155	0.00000	-3.83	9903.75
66	2010.03.04 21:17	buy	27	0.01	1.50616	1.50055	0.00000
67	2010.03.04 21:20	modify	27	0.01	1.50616	1.50229	0.00000
68	2010.03.04 21:22	modify	27	0.01	1.50616	1.50315	0.00000
69	2010.03.04 21:37	s/l	27	0.01	1.50315	1.50315	0.00000	-3.01	9900.74
70	2010.03.15 10:03	sell	28	0.01	1.50905	1.51226	0.00000
71	2010.03.15 10:16	modify	28	0.01	1.50905	1.50968	0.00000
72	2010.03.15 10:20	s/l	28	0.01	1.50968	1.50968	0.00000	-0.63	9900.11
73	2010.03.15 13:00	buy	29	0.01	1.50707	1.50211	0.00000
74	2010.03.15 13:02	modify	29	0.01	1.50707	1.50362	0.00000
75	2010.03.15 13:05	modify	29	0.01	1.50707	1.50450	0.00000
76	2010.03.15 13:10	s/l	29	0.01	1.50450	1.50450	0.00000	-2.57	9897.54
77	2010.03.18 13:02	sell	30	0.01	1.52584	1.52921	0.00000
78	2010.03.18 13:10	s/l	30	0.01	1.52921	1.52921	0.00000	-3.37	9894.17
79	2010.03.18 14:05	buy	31	0.01	1.53096	1.52656	0.00000
80	2010.03.18 14:10	modify	31	0.01	1.53096	1.52806	0.00000
81	2010.03.18 14:17	modify	31	0.01	1.53096	1.52934	0.00000
82	2010.03.18 14:22	modify	31	0.01	1.53096	1.52936	0.00000
83	2010.03.18 14:27	s/l	31	0.01	1.52936	1.52936	0.00000	-1.60	9892.57
84	2010.03.18 17:02	sell	32	0.01	1.52333	1.52702	0.00000
85	2010.03.18 17:10	s/l	32	0.01	1.52702	1.52702	0.00000	-3.69	9888.88
86	2010.03.18 18:07	buy	33	0.01	1.52752	1.52224	0.00000
87	2010.03.18 18:10	modify	33	0.01	1.52752	1.52406	0.00000
88	2010.03.18 18:12	modify	33	0.01	1.52752	1.52536	0.00000
89	2010.03.18 19:00	modify	33	0.01	1.52752	1.52600	0.00000
90	2010.03.18 19:15	s/l	33	0.01	1.52600	1.52600	0.00000	-1.52	9887.36
91	2010.03.22 00:00	sell	34	0.01	1.49883	1.50321	0.00000
92	2010.03.22 00:20	s/l	34	0.01	1.50321	1.50321	0.00000	-4.38	9882.98
93	2010.03.22 03:00	buy	35	0.01	1.50357	1.49862	0.00000
94	2010.03.22 03:02	modify	35	0.01	1.50357	1.50016	0.00000
95	2010.03.22 04:05	s/l	35	0.01	1.50016	1.50016	0.00000	-3.41	9879.57
96	2010.03.23 11:02	sell	36	0.01	1.49887	1.50250	0.00000
97	2010.03.23 11:10	s/l	36	0.01	1.50250	1.50250	0.00000	-3.63	9875.94
98	2010.03.23 14:00	buy	37	0.01	1.50387	1.49917	0.00000
99	2010.03.23 14:02	modify	37	0.01	1.50387	1.50041	0.00000
100	2010.03.23 14:17	modify	37	0.01	1.50387	1.50162	0.00000
101	2010.03.23 14:22	modify	37	0.01	1.50387	1.50171	0.00000
102	2010.03.23 14:33	s/l	37	0.01	1.50171	1.50171	0.00000	-2.16	9873.78
103	2010.03.24 09:50	sell	38	0.01	1.49591	1.49910	0.00000
104	2010.03.24 09:52	s/l	38	0.01	1.49910	1.49910	0.00000	-3.19	9870.59
105	2010.03.24 15:07	sell	39	0.01	1.48900	1.49213	0.00000
106	2010.03.24 15:10	s/l	39	0.01	1.49213	1.49213	0.00000	-3.13	9867.46
107	2010.03.24 16:20	sell	40	0.01	1.48790	1.49201	0.00000
108	2010.03.24 16:22	close	40	0.01	1.49124	1.49201	0.00000	-3.34	9864.12
109	2010.03.24 23:02	buy	41	0.01	1.49020	1.48544	0.00000
110	2010.03.24 23:05	modify	41	0.01	1.49020	1.48716	0.00000
111	2010.03.24 23:22	modify	41	0.01	1.49020	1.48810	0.00000
112	2010.03.24 23:35	modify	41	0.01	1.49020	1.48841	0.00000
113	2010.03.24 23:40	modify	41	0.01	1.49020	1.48846	0.00000
114	2010.03.24 23:50	s/l	41	0.01	1.48846	1.48846	0.00000	-1.74	9862.38
115	2010.03.29 02:07	sell	42	0.01	1.49035	1.49352	0.00000
116	2010.03.29 02:10	s/l	42	0.01	1.49352	1.49352	0.00000	-3.17	9859.21
117	2010.03.31 03:10	sell	43	0.01	1.50661	1.50975	0.00000
118	2010.03.31 03:50	s/l	43	0.01	1.50975	1.50975	0.00000	-3.14	9856.07
119	2010.03.31 05:00	buy	44	0.01	1.51069	1.50621	0.00000
120	2010.03.31 05:03	modify	44	0.01	1.51069	1.50723	0.00000
121	2010.03.31 05:20	s/l	44	0.01	1.50723	1.50723	0.00000	-3.46	9852.61
122	2010.04.13 17:02	sell	45	0.01	1.53512	1.53860	0.00000
123	2010.04.13 17:10	s/l	45	0.01	1.53860	1.53860	0.00000	-3.48	9849.13
124	2010.04.13 18:05	buy	46	0.01	1.53998	1.53493	0.00000
125	2010.04.13 18:07	modify	46	0.01	1.53998	1.53625	0.00000
126	2010.04.13 18:20	s/l	46	0.01	1.53625	1.53625	0.00000	-3.73	9845.40