Report Result : Vector - Desynced Forex Repository

Strategy Tester Report

Vector

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=0; LotsPercent=1; PrcProfit=0.5; PrcLose=30; PeriodMA=15;

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

Initial deposit	10000.00
Total net profit	-146.63	Gross profit	36.74	Gross loss	-183.37
Profit factor	0.20	Expected payoff	-6.66
Absolute drawdown	353.61	Maximal drawdown	390.35 (3.89%)	Relative drawdown	3.89% (390.35)

Total trades	22	Short positions (won %)	12 (100.00%)	Long positions (won %)	10 (90.00%)
		Profit trades (% of total)	21 (95.45%)	Loss trades (% of total)	1 (4.55%)
Largest		profit trade	5.99	loss trade	-183.37
Average		profit trade	1.75	loss trade	-183.37
Maximum		consecutive wins (profit in money)	21 (36.74)	consecutive losses (loss in money)	1 (-183.37)
Maximal		consecutive profit (count of wins)	36.74 (21)	consecutive loss (count of losses)	-183.37 (1)
Average		consecutive wins	21	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 02:30	sell	1	0.03	1.61115	0.00000	0.00000
2	2010.01.04 04:45	close	1	0.03	1.61067	0.00000	0.00000	1.44	10001.44
3	2010.01.04 05:30	sell	2	0.03	1.60899	0.00000	0.00000
4	2010.01.04 08:16	close	2	0.03	1.60869	0.00000	0.00000	0.90	10002.34
5	2010.01.04 08:20	sell	3	0.03	1.60639	0.00000	0.00000
6	2010.01.05 09:32	close	3	0.03	1.60573	0.00000	0.00000	1.91	10004.25
7	2010.01.05 13:00	sell	4	0.03	1.60116	0.00000	0.00000
8	2010.01.05 19:15	close	4	0.03	1.60068	0.00000	0.00000	1.44	10005.69
9	2010.01.05 19:17	sell	5	0.03	1.59822	0.00000	0.00000
10	2010.01.06 01:50	close	5	0.03	1.59716	0.00000	0.00000	3.11	10008.81
11	2010.01.06 02:15	sell	6	0.03	1.59913	0.00000	0.00000
12	2010.01.06 06:20	close	6	0.03	1.59869	0.00000	0.00000	1.32	10010.13
13	2010.01.06 10:15	buy	7	0.03	1.60616	0.00000	0.00000
14	2010.01.08 14:45	close	7	0.03	1.60816	0.00000	0.00000	5.99	10016.12
15	2010.01.08 14:47	buy	8	0.03	1.61003	0.00000	0.00000
16	2010.01.08 14:50	close	8	0.03	1.61098	0.00000	0.00000	2.85	10018.97
17	2010.01.08 14:52	buy	9	0.03	1.61191	0.00000	0.00000
18	2010.01.11 08:20	close	9	0.03	1.61353	0.00000	0.00000	4.86	10023.82
19	2010.01.11 09:15	sell	10	0.03	1.61249	0.00000	0.00000
20	2010.01.11 20:50	close	10	0.03	1.61194	0.00000	0.00000	1.65	10025.47
21	2010.01.11 20:52	sell	11	0.03	1.60953	0.00000	0.00000
22	2010.01.12 03:20	close	11	0.03	1.60894	0.00000	0.00000	1.70	10027.18
23	2010.01.12 04:16	sell	12	0.03	1.60866	0.00000	0.00000
24	2010.01.29 14:50	close	12	0.03	1.60811	0.00000	0.00000	0.40	10027.57
25	2010.01.29 19:15	sell	13	0.03	1.60063	0.00000	0.00000
26	2010.01.29 22:50	close	13	0.03	1.60049	0.00000	0.00000	0.42	10027.99
27	2010.01.29 22:52	sell	14	0.03	1.59811	0.00000	0.00000
28	2010.02.01 00:00	close	14	0.03	1.59725	0.00000	0.00000	2.51	10030.51
29	2010.02.01 00:02	sell	15	0.03	1.59389	0.00000	0.00000
30	2010.02.01 09:50	close	15	0.03	1.59340	0.00000	0.00000	1.47	10031.98
31	2010.02.01 09:52	buy	16	0.03	1.59404	0.00000	0.00000
32	2010.02.01 10:20	close	16	0.03	1.59452	0.00000	0.00000	1.44	10033.42
33	2010.02.01 10:22	buy	17	0.03	1.59661	0.00000	0.00000
34	2010.02.01 20:46	close	17	0.03	1.59677	0.00000	0.00000	0.48	10033.90
35	2010.02.01 20:50	buy	18	0.03	1.59926	0.00000	0.00000
36	2010.02.02 18:20	close	18	0.03	1.59950	0.00000	0.00000	0.72	10034.61
37	2010.02.02 23:30	buy	19	0.03	1.60018	0.00000	0.00000
38	2010.02.03 01:50	close	19	0.03	1.60057	0.00000	0.00000	1.17	10035.78
39	2010.02.03 01:52	buy	20	0.03	1.60305	0.00000	0.00000
40	2010.02.03 07:20	close	20	0.03	1.60326	0.00000	0.00000	0.63	10036.41
41	2010.02.03 07:22	buy	21	0.03	1.60548	0.00000	0.00000
42	2010.02.03 08:32	close	21	0.03	1.60559	0.00000	0.00000	0.33	10036.74
43	2010.02.03 08:35	buy	22	0.03	1.60815	0.00000	0.00000
44	2010.04.15 23:59	close at stop	22	0.03	1.54710	0.00000	0.00000	-183.37	9853.37