Report Result : ZigAndZag_trader - Desynced Forex Repository

Strategy Tester Report

ZigAndZag_trader

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; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977;

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

Initial deposit	10000.00
Total net profit	-2206.37	Gross profit	303.87	Gross loss	-2510.24
Profit factor	0.12	Expected payoff	-46.94
Absolute drawdown	2352.35	Maximal drawdown	2389.65 (23.81%)	Relative drawdown	23.81% (2389.65)

Total trades	47	Short positions (won %)	13 (23.08%)	Long positions (won %)	34 (14.71%)
		Profit trades (% of total)	8 (17.02%)	Loss trades (% of total)	39 (82.98%)
Largest		profit trade	140.78	loss trade	-431.06
Average		profit trade	37.98	loss trade	-64.37
Maximum		consecutive wins (profit in money)	2 (62.73)	consecutive losses (loss in money)	12 (-644.54)
Maximal		consecutive profit (count of wins)	140.78 (1)	consecutive loss (count of losses)	-810.79 (8)
Average		consecutive wins	1	consecutive losses	6

#	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	2010.01.05 06:00	close	1	0.10	1.61141	0.00000	0.00000	7.78	10007.78
3	2010.01.06 11:00	buy	2	0.10	1.60503	0.00000	0.00000
4	2010.01.06 13:00	close	2	0.10	1.59816	0.00000	0.00000	-68.70	9939.08
5	2010.01.06 20:00	buy	3	0.10	1.60182	0.00000	0.00000
6	2010.01.08 05:00	close	3	0.10	1.59384	0.00000	0.00000	-79.84	9859.24
7	2010.01.08 12:00	buy	4	0.10	1.60432	0.00000	0.00000
8	2010.01.08 14:00	close	4	0.10	1.59787	0.00000	0.00000	-64.50	9794.74
9	2010.01.08 19:00	sell	5	0.10	1.60043	0.00000	0.00000
10	2010.01.12 00:00	close	5	0.10	1.61421	0.00000	0.00000	-138.24	9656.50
11	2010.01.18 03:00	buy	6	0.10	1.62986	0.00000	0.00000
12	2010.01.18 03:00	close	6	0.10	1.62705	0.00000	0.00000	-28.10	9628.40
13	2010.01.18 17:00	sell	7	0.10	1.63356	0.00000	0.00000
14	2010.01.19 17:00	close	7	0.10	1.63990	0.00000	0.00000	-63.62	9564.78
15	2010.01.21 02:00	buy	8	0.10	1.63127	0.00000	0.00000
16	2010.01.21 04:00	close	8	0.10	1.62530	0.00000	0.00000	-59.70	9505.08
17	2010.01.21 17:00	buy	9	0.10	1.62021	0.00000	0.00000
18	2010.01.22 13:00	close	9	0.10	1.61762	0.00000	0.00000	-25.91	9479.17
19	2010.01.25 12:00	buy	10	0.10	1.61977	0.00000	0.00000
20	2010.01.26 06:00	close	10	0.10	1.62078	0.00000	0.00000	10.09	9489.26
21	2010.01.26 20:00	buy	11	0.10	1.61826	0.00000	0.00000
22	2010.01.27 07:00	close	11	0.10	1.61245	0.00000	0.00000	-58.11	9431.15
23	2010.01.27 13:00	buy	12	0.10	1.62536	0.00000	0.00000
24	2010.01.27 17:00	close	12	0.10	1.61900	0.00000	0.00000	-63.60	9367.55
25	2010.01.28 07:00	buy	13	0.10	1.62081	0.00000	0.00000
26	2010.01.29 00:00	close	13	0.10	1.61243	0.00000	0.00000	-83.81	9283.74
27	2010.02.01 17:00	buy	14	0.10	1.59318	0.00000	0.00000
28	2010.02.01 17:00	close	14	0.10	1.59037	0.00000	0.00000	-28.10	9255.64
29	2010.02.02 19:00	buy	15	0.10	1.60010	0.00000	0.00000
30	2010.02.08 13:00	close	15	0.10	1.55700	0.00000	0.00000	-431.06	8824.58
31	2010.02.09 08:00	buy	16	0.10	1.56672	0.00000	0.00000
32	2010.02.09 08:00	close	16	0.10	1.56391	0.00000	0.00000	-28.10	8796.48
33	2010.02.09 16:00	buy	17	0.10	1.56537	0.00000	0.00000
34	2010.02.10 20:00	close	17	0.10	1.55988	0.00000	0.00000	-54.91	8741.57
35	2010.02.11 05:00	buy	18	0.10	1.56692	0.00000	0.00000
36	2010.02.11 09:00	close	18	0.10	1.56061	0.00000	0.00000	-63.10	8678.47
37	2010.02.11 15:00	buy	19	0.10	1.56365	0.00000	0.00000
38	2010.02.12 04:00	close	19	0.10	1.56863	0.00000	0.00000	49.79	8728.26
39	2010.02.12 21:00	buy	20	0.10	1.56938	0.00000	0.00000
40	2010.02.12 21:00	close	20	0.10	1.56657	0.00000	0.00000	-28.10	8700.16
41	2010.02.16 08:00	buy	21	0.10	1.57381	0.00000	0.00000
42	2010.02.16 08:00	close	21	0.10	1.57100	0.00000	0.00000	-28.10	8672.06
43	2010.02.16 20:00	buy	22	0.10	1.58175	0.00000	0.00000
44	2010.02.16 20:00	close	22	0.10	1.57894	0.00000	0.00000	-28.10	8643.96
45	2010.02.17 19:00	sell	23	0.10	1.56965	0.00000	0.00000
46	2010.02.18 07:00	close	23	0.10	1.56845	0.00000	0.00000	11.34	8655.30
47	2010.02.19 18:00	buy	24	0.10	1.54627	0.00000	0.00000
48	2010.02.22 08:00	close	24	0.10	1.54548	0.00000	0.00000	-7.91	8647.39
49	2010.02.23 07:00	buy	25	0.10	1.55546	0.00000	0.00000
50	2010.02.23 16:00	close	25	0.10	1.54404	0.00000	0.00000	-114.20	8533.19
51	2010.02.25 22:00	buy	26	0.10	1.52976	0.00000	0.00000
52	2010.02.25 22:00	close	26	0.10	1.52695	0.00000	0.00000	-28.10	8505.09
53	2010.02.26 15:00	sell	27	0.10	1.51936	0.00000	0.00000
54	2010.02.26 15:00	close	27	0.10	1.52217	0.00000	0.00000	-28.10	8476.99
55	2010.02.26 20:00	buy	28	0.10	1.52708	0.00000	0.00000
56	2010.03.03 07:00	close	28	0.10	1.50366	0.00000	0.00000	-234.23	8242.76
57	2010.03.04 10:00	sell	29	0.10	1.50582	0.00000	0.00000
58	2010.03.04 10:00	close	29	0.10	1.50863	0.00000	0.00000	-28.10	8214.66
59	2010.03.04 19:00	sell	30	0.10	1.50397	0.00000	0.00000
60	2010.03.04 19:00	close	30	0.10	1.50678	0.00000	0.00000	-28.10	8186.56
61	2010.03.05 19:00	buy	31	0.10	1.51428	0.00000	0.00000
62	2010.03.05 19:00	close	31	0.10	1.51147	0.00000	0.00000	-28.10	8158.46
63	2010.03.10 15:00	buy	32	0.10	1.49815	0.00000	0.00000
64	2010.03.10 15:00	close	32	0.10	1.49534	0.00000	0.00000	-28.10	8130.36
65	2010.03.12 12:00	buy	33	0.10	1.51827	0.00000	0.00000
66	2010.03.12 12:00	close	33	0.10	1.51546	0.00000	0.00000	-28.10	8102.26
67	2010.03.15 12:00	sell	34	0.10	1.50270	0.00000	0.00000
68	2010.03.15 16:00	close	34	0.10	1.50904	0.00000	0.00000	-63.40	8038.86
69	2010.03.16 13:00	buy	35	0.10	1.51652	0.00000	0.00000
70	2010.03.16 13:00	close	35	0.10	1.51371	0.00000	0.00000	-28.10	8010.76
71	2010.03.17 18:00	sell	36	0.10	1.53420	0.00000	0.00000
72	2010.03.18 13:00	close	36	0.10	1.53009	0.00000	0.00000	40.44	8051.20
73	2010.03.22 12:00	buy	37	0.10	1.50310	0.00000	0.00000
74	2010.03.23 09:00	close	37	0.10	1.50533	0.00000	0.00000	22.29	8073.49
75	2010.03.23 17:00	buy	38	0.10	1.50943	0.00000	0.00000
76	2010.03.25 16:00	close	38	0.10	1.48804	0.00000	0.00000	-213.94	7859.55
77	2010.03.26 06:00	buy	39	0.10	1.49114	0.00000	0.00000
78	2010.03.26 11:00	close	39	0.10	1.48592	0.00000	0.00000	-52.20	7807.35
79	2010.03.30 10:00	buy	40	0.10	1.50806	0.00000	0.00000
80	2010.03.30 10:00	close	40	0.10	1.50525	0.00000	0.00000	-28.10	7779.25
81	2010.03.30 22:00	sell	41	0.10	1.50685	0.00000	0.00000
82	2010.03.31 07:00	close	41	0.10	1.51103	0.00000	0.00000	-42.02	7737.23
83	2010.03.31 13:00	buy	42	0.10	1.51762	0.00000	0.00000
84	2010.04.02 21:00	close	42	0.10	1.51976	0.00000	0.00000	21.36	7758.59
85	2010.04.05 10:00	sell	43	0.10	1.52435	0.00000	0.00000
86	2010.04.07 02:00	close	43	0.10	1.52645	0.00000	0.00000	-21.44	7737.15
87	2010.04.07 19:00	buy	44	0.10	1.52755	0.00000	0.00000
88	2010.04.07 19:00	close	44	0.10	1.52474	0.00000	0.00000	-28.10	7709.05
89	2010.04.08 14:00	buy	45	0.10	1.52298	0.00000	0.00000
90	2010.04.12 22:00	close	45	0.10	1.53706	0.00000	0.00000	140.78	7849.83
91	2010.04.13 19:00	sell	46	0.10	1.53669	0.00000	0.00000
92	2010.04.13 19:00	close	46	0.10	1.53950	0.00000	0.00000	-28.10	7821.73
93	2010.04.15 13:00	sell	47	0.10	1.54106	0.00000	0.00000
94	2010.04.15 13:00	close	47	0.10	1.54387	0.00000	0.00000	-28.10	7793.63