Report Result : Sweet_Spot_Extreme - Desynced Forex Repository

Strategy Tester Report

Sweet_Spot_Extreme

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		MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0;

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

Initial deposit	10000.00
Total net profit	-6234.26	Gross profit	741.84	Gross loss	-6976.10
Profit factor	0.11	Expected payoff	-87.81
Absolute drawdown	6455.36	Maximal drawdown	6455.36 (64.55%)	Relative drawdown	64.55% (6455.36)

Total trades	71	Short positions (won %)	22 (54.55%)	Long positions (won %)	49 (38.78%)
		Profit trades (% of total)	31 (43.66%)	Loss trades (% of total)	40 (56.34%)
Largest		profit trade	76.80	loss trade	-501.20
Average		profit trade	23.93	loss trade	-174.40
Maximum		consecutive wins (profit in money)	8 (298.00)	consecutive losses (loss in money)	13 (-1093.60)
Maximal		consecutive profit (count of wins)	298.00 (8)	consecutive loss (count of losses)	-1650.50 (8)
Average		consecutive wins	3	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 09:10	sell	1	1.00	1.61166	0.00000	0.00000
2	2010.01.04 09:15	close	1	1.00	1.61604	0.00000	0.00000	-438.00	9562.00
3	2010.01.06 08:20	sell	2	1.00	1.60052	0.00000	0.00000
4	2010.01.06 08:25	sell	3	0.90	1.60009	0.00000	0.00000
5	2010.01.06 08:45	close	2	1.00	1.60454	0.00000	0.00000	-402.00	9160.00
6	2010.01.06 08:47	close	3	0.90	1.60420	0.00000	0.00000	-369.90	8790.10
7	2010.01.12 07:10	sell	4	0.50	1.61080	0.00000	0.00000
8	2010.01.12 07:13	sell	5	0.40	1.61057	0.00000	0.00000
9	2010.01.12 07:30	close	4	0.50	1.61420	0.00000	0.00000	-170.00	8620.10
10	2010.01.12 07:32	close	5	0.40	1.61422	0.00000	0.00000	-146.00	8474.10
11	2010.01.15 02:02	buy	6	0.10	1.63388	0.00000	0.00000
12	2010.01.15 02:05	buy	7	0.10	1.63403	0.00000	0.00000
13	2010.01.15 02:07	buy	8	0.10	1.63374	0.00000	0.00000
14	2010.01.15 03:00	close	6	0.10	1.63020	0.00000	0.00000	-36.80	8437.30
15	2010.01.15 03:00	close	8	0.10	1.63020	0.00000	0.00000	-35.40	8401.90
16	2010.01.15 03:02	close	7	0.10	1.62879	0.00000	0.00000	-52.40	8349.50
17	2010.01.18 22:20	buy	9	0.10	1.63446	0.00000	0.00000
18	2010.01.18 23:20	close	9	0.10	1.63468	0.00000	0.00000	2.20	8351.70
19	2010.01.25 07:10	sell	10	0.80	1.61339	0.00000	0.00000
20	2010.01.25 07:13	sell	11	0.80	1.61309	0.00000	0.00000
21	2010.01.25 08:15	close	10	0.80	1.61667	0.00000	0.00000	-262.40	8089.30
22	2010.01.25 08:17	close	11	0.80	1.61653	0.00000	0.00000	-275.20	7814.10
23	2010.01.26 04:20	buy	12	0.50	1.62440	0.00000	0.00000
24	2010.01.26 04:22	buy	13	0.50	1.62491	0.00000	0.00000
25	2010.01.26 04:25	buy	14	0.50	1.62465	0.00000	0.00000
26	2010.01.26 06:00	close	12	0.50	1.62078	0.00000	0.00000	-181.00	7633.10
27	2010.01.26 06:00	close	14	0.50	1.62078	0.00000	0.00000	-193.50	7439.60
28	2010.01.26 06:02	close	13	0.50	1.62017	0.00000	0.00000	-237.00	7202.60
29	2010.01.26 16:20	sell	15	0.10	1.61630	0.00000	0.00000
30	2010.01.26 16:22	sell	16	0.10	1.61558	0.00000	0.00000
31	2010.01.26 16:25	sell	17	0.10	1.61594	0.00000	0.00000
32	2010.01.27 00:16	close	15	0.10	1.61603	0.00000	0.00000	2.48	7205.08
33	2010.01.27 01:20	close	16	0.10	1.61521	0.00000	0.00000	3.48	7208.56
34	2010.01.27 01:22	close	17	0.10	1.61558	0.00000	0.00000	3.38	7211.94
35	2010.01.27 01:37	sell	18	0.70	1.61536	0.00000	0.00000
36	2010.01.27 02:07	close	18	0.70	1.61519	0.00000	0.00000	11.90	7223.84
37	2010.01.28 15:50	buy	19	0.70	1.62339	0.00000	0.00000
38	2010.01.28 15:52	buy	20	0.70	1.62429	0.00000	0.00000
39	2010.01.28 15:55	buy	21	0.60	1.62384	0.00000	0.00000
40	2010.01.28 16:15	close	19	0.70	1.61636	0.00000	0.00000	-492.10	6731.74
41	2010.01.28 16:15	close	21	0.60	1.61636	0.00000	0.00000	-448.80	6282.94
42	2010.01.28 16:17	close	20	0.70	1.61713	0.00000	0.00000	-501.20	5781.74
43	2010.02.01 08:15	sell	22	0.30	1.59714	0.00000	0.00000
44	2010.02.01 08:20	sell	23	0.30	1.59782	0.00000	0.00000
45	2010.02.01 08:22	sell	24	0.30	1.59736	0.00000	0.00000
46	2010.02.01 08:50	close	23	0.30	1.59728	0.00000	0.00000	16.20	5797.94
47	2010.02.01 08:59	close	22	0.30	1.59590	0.00000	0.00000	37.20	5835.14
48	2010.02.01 09:00	close	24	0.30	1.59590	0.00000	0.00000	43.80	5878.94
49	2010.02.10 03:20	buy	25	0.60	1.57034	0.00000	0.00000
50	2010.02.10 03:22	buy	26	0.60	1.57090	0.00000	0.00000
51	2010.02.10 03:25	buy	27	0.50	1.57062	0.00000	0.00000
52	2010.02.10 06:30	close	25	0.60	1.56700	0.00000	0.00000	-200.40	5678.54
53	2010.02.10 06:30	close	27	0.50	1.56700	0.00000	0.00000	-181.00	5497.54
54	2010.02.10 06:32	close	26	0.60	1.56601	0.00000	0.00000	-293.40	5204.14
55	2010.02.12 01:45	buy	28	0.30	1.56994	0.00000	0.00000
56	2010.02.12 01:47	buy	29	0.30	1.57016	0.00000	0.00000
57	2010.02.12 01:50	buy	30	0.30	1.56906	0.00000	0.00000
58	2010.02.12 03:07	close	30	0.30	1.56923	0.00000	0.00000	5.10	5209.24
59	2010.02.12 06:20	close	28	0.30	1.57032	0.00000	0.00000	11.40	5220.64
60	2010.02.12 07:46	close	29	0.30	1.57053	0.00000	0.00000	11.10	5231.74
61	2010.02.17 02:50	buy	31	0.50	1.57910	0.00000	0.00000
62	2010.02.17 02:52	buy	32	0.50	1.57934	0.00000	0.00000
63	2010.02.17 02:55	buy	33	0.50	1.57922	0.00000	0.00000
64	2010.02.17 08:45	close	31	0.50	1.57949	0.00000	0.00000	19.50	5251.24
65	2010.02.17 08:45	close	33	0.50	1.57949	0.00000	0.00000	13.50	5264.74
66	2010.02.17 08:50	close	32	0.50	1.58078	0.00000	0.00000	72.00	5336.74
67	2010.02.18 07:50	sell	34	0.50	1.56817	0.00000	0.00000
68	2010.02.18 08:10	close	34	0.50	1.56696	0.00000	0.00000	60.50	5397.24
69	2010.02.19 14:37	sell	35	0.50	1.54208	0.00000	0.00000
70	2010.02.19 14:50	close	35	0.50	1.54145	0.00000	0.00000	31.50	5428.74
71	2010.02.22 07:45	buy	36	0.50	1.54879	0.00000	0.00000
72	2010.02.22 08:00	close	36	0.50	1.54548	0.00000	0.00000	-165.50	5263.24
73	2010.03.03 07:50	buy	37	0.50	1.50232	0.00000	0.00000
74	2010.03.03 08:30	close	37	0.50	1.49881	0.00000	0.00000	-175.50	5087.74
75	2010.03.04 01:20	buy	38	0.30	1.51062	0.00000	0.00000
76	2010.03.04 06:45	close	38	0.30	1.50739	0.00000	0.00000	-96.90	4990.84
77	2010.03.08 07:32	buy	39	0.30	1.51630	0.00000	0.00000
78	2010.03.08 07:37	buy	40	0.30	1.51602	0.00000	0.00000
79	2010.03.08 07:50	close	40	0.30	1.51628	0.00000	0.00000	7.80	4998.64
80	2010.03.08 08:10	close	39	0.30	1.51697	0.00000	0.00000	20.10	5018.74
81	2010.03.08 11:20	buy	41	0.50	1.51645	0.00000	0.00000
82	2010.03.08 12:30	close	41	0.50	1.51253	0.00000	0.00000	-196.00	4822.74
83	2010.03.12 02:45	buy	42	0.50	1.50742	0.00000	0.00000
84	2010.03.12 02:47	buy	43	0.50	1.50760	0.00000	0.00000
85	2010.03.12 02:50	buy	44	0.40	1.50669	0.00000	0.00000
86	2010.03.12 05:10	close	44	0.40	1.50706	0.00000	0.00000	14.80	4837.54
87	2010.03.12 08:45	close	42	0.50	1.50492	0.00000	0.00000	-125.00	4712.54
88	2010.03.12 08:47	close	43	0.50	1.50463	0.00000	0.00000	-148.50	4564.04
89	2010.03.12 16:20	buy	45	0.30	1.51510	0.00000	0.00000
90	2010.03.12 16:25	buy	46	0.30	1.51535	0.00000	0.00000
91	2010.03.12 16:50	close	45	0.30	1.51631	0.00000	0.00000	36.30	4600.34
92	2010.03.12 16:53	close	46	0.30	1.51581	0.00000	0.00000	13.80	4614.14
93	2010.03.16 01:20	sell	47	0.50	1.50640	0.00000	0.00000
94	2010.03.16 01:22	sell	48	0.40	1.50604	0.00000	0.00000
95	2010.03.16 01:25	sell	49	0.40	1.50622	0.00000	0.00000
96	2010.03.16 08:20	close	47	0.50	1.50580	0.00000	0.00000	30.00	4644.14
97	2010.03.16 08:20	close	49	0.40	1.50580	0.00000	0.00000	16.80	4660.94
98	2010.03.16 08:26	close	48	0.40	1.50412	0.00000	0.00000	76.80	4737.74
99	2010.03.17 06:50	buy	50	0.50	1.52364	0.00000	0.00000
100	2010.03.17 07:50	close	50	0.50	1.52454	0.00000	0.00000	45.00	4782.74
101	2010.03.17 16:20	buy	51	0.50	1.53142	0.00000	0.00000
102	2010.03.17 16:27	buy	52	0.40	1.53152	0.00000	0.00000
103	2010.03.17 17:15	close	51	0.50	1.53191	0.00000	0.00000	24.50	4807.24
104	2010.03.17 17:20	close	52	0.40	1.53289	0.00000	0.00000	54.80	4862.04
105	2010.03.18 01:50	buy	53	0.50	1.53349	0.00000	0.00000
106	2010.03.18 01:52	buy	54	0.50	1.53373	0.00000	0.00000
107	2010.03.18 01:55	buy	55	0.40	1.53361	0.00000	0.00000
108	2010.03.18 02:30	close	53	0.50	1.52943	0.00000	0.00000	-203.00	4659.04
109	2010.03.18 02:30	close	55	0.40	1.52943	0.00000	0.00000	-167.20	4491.84
110	2010.03.18 02:32	close	54	0.50	1.52976	0.00000	0.00000	-198.50	4293.34
111	2010.03.23 01:45	buy	56	0.20	1.51112	0.00000	0.00000
112	2010.03.23 01:47	buy	57	0.20	1.51132	0.00000	0.00000
113	2010.03.23 01:50	buy	58	0.20	1.51030	0.00000	0.00000
114	2010.03.23 07:15	close	56	0.20	1.50791	0.00000	0.00000	-64.20	4229.14
115	2010.03.23 07:15	close	58	0.20	1.50791	0.00000	0.00000	-47.80	4181.34
116	2010.03.23 07:17	close	57	0.20	1.50770	0.00000	0.00000	-72.40	4108.94
117	2010.03.26 00:45	sell	59	0.10	1.48409	0.00000	0.00000
118	2010.03.26 00:47	sell	60	0.10	1.48388	0.00000	0.00000
119	2010.03.26 00:50	sell	61	0.10	1.48473	0.00000	0.00000
120	2010.03.26 03:30	close	59	0.10	1.48941	0.00000	0.00000	-53.20	4055.74
121	2010.03.26 03:30	close	61	0.10	1.48941	0.00000	0.00000	-46.80	4008.94
122	2010.03.26 03:32	close	60	0.10	1.48951	0.00000	0.00000	-56.30	3952.64
123	2010.04.02 02:46	buy	62	0.10	1.52964	0.00000	0.00000
124	2010.04.02 02:50	buy	63	0.10	1.52993	0.00000	0.00000
125	2010.04.02 02:53	buy	64	0.10	1.52979	0.00000	0.00000
126	2010.04.02 06:00	close	62	0.10	1.52527	0.00000	0.00000	-43.70	3908.94
127	2010.04.02 06:00	close	64	0.10	1.52527	0.00000	0.00000	-45.20	3863.74
128	2010.04.02 06:02	close	63	0.10	1.52525	0.00000	0.00000	-46.80	3816.94
129	2010.04.05 07:50	buy	65	0.10	1.52716	0.00000	0.00000
130	2010.04.05 08:16	close	65	0.10	1.52231	0.00000	0.00000	-48.50	3768.44
131	2010.04.07 01:46	buy	66	0.10	1.52635	0.00000	0.00000
132	2010.04.07 01:50	buy	67	0.10	1.52693	0.00000	0.00000
133	2010.04.07 01:53	buy	68	0.10	1.52664	0.00000	0.00000
134	2010.04.07 04:46	close	66	0.10	1.52666	0.00000	0.00000	3.10	3771.54
135	2010.04.07 08:15	close	67	0.10	1.52373	0.00000	0.00000	-32.00	3739.54
136	2010.04.07 08:17	close	68	0.10	1.52398	0.00000	0.00000	-26.60	3712.94
137	2010.04.09 15:20	buy	69	0.30	1.53442	0.00000	0.00000
138	2010.04.09 15:22	buy	70	0.30	1.53509	0.00000	0.00000
139	2010.04.09 15:25	buy	71	0.20	1.53476	0.00000	0.00000
140	2010.04.09 15:40	close	69	0.30	1.53497	0.00000	0.00000	16.50	3729.44
141	2010.04.09 15:40	close	71	0.20	1.53497	0.00000	0.00000	4.20	3733.64
142	2010.04.09 15:45	close	70	0.30	1.53616	0.00000	0.00000	32.10	3765.74