Report Result : ZigZagEvgeTrofi 1 - Desynced Forex Repository

Strategy Tester Report

ZigZagEvgeTrofi 1

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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;

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

Initial deposit	10000.00
Total net profit	-674.39	Gross profit	2398.05	Gross loss	-3072.44
Profit factor	0.78	Expected payoff	-10.07
Absolute drawdown	1059.21	Maximal drawdown	1060.71 (10.61%)	Relative drawdown	10.61% (1060.71)

Total trades	67	Short positions (won %)	34 (29.41%)	Long positions (won %)	33 (30.30%)
		Profit trades (% of total)	20 (29.85%)	Loss trades (% of total)	47 (70.15%)
Largest		profit trade	295.20	loss trade	-124.41
Average		profit trade	119.90	loss trade	-65.37
Maximum		consecutive wins (profit in money)	2 (378.92)	consecutive losses (loss in money)	8 (-544.42)
Maximal		consecutive profit (count of wins)	378.92 (2)	consecutive loss (count of losses)	-544.42 (8)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 05:00	sell	1	0.10	1.60863	0.00000	0.00000
2	2010.01.04 12:00	close	1	0.10	1.62021	0.00000	0.00000	-115.80	9884.20
3	2010.01.04 12:00	buy	2	0.10	1.62021	0.00000	0.00000
4	2010.01.05 03:00	close	2	0.10	1.60777	0.00000	0.00000	-124.41	9759.79
5	2010.01.05 03:00	sell	3	0.10	1.60777	0.00000	0.00000
6	2010.01.06 10:00	close	3	0.10	1.60686	0.00000	0.00000	8.88	9768.67
7	2010.01.06 10:00	buy	4	0.10	1.60686	0.00000	0.00000
8	2010.01.06 16:00	close	4	0.10	1.59468	0.00000	0.00000	-121.80	9646.87
9	2010.01.06 16:00	sell	5	0.10	1.59468	0.00000	0.00000
10	2010.01.08 08:00	close	5	0.10	1.59618	0.00000	0.00000	-15.88	9630.99
11	2010.01.08 08:00	buy	6	0.10	1.59618	0.00000	0.00000
12	2010.01.12 02:00	close	6	0.10	1.60848	0.00000	0.00000	122.98	9753.97
13	2010.01.12 02:00	sell	7	0.10	1.60848	0.00000	0.00000
14	2010.01.12 12:00	close	7	0.10	1.61737	0.00000	0.00000	-88.90	9665.07
15	2010.01.12 12:00	buy	8	0.10	1.61737	0.00000	0.00000
16	2010.01.14 13:00	close	8	0.10	1.62695	0.00000	0.00000	95.76	9760.83
17	2010.01.14 13:00	sell	9	0.10	1.62695	0.00000	0.00000
18	2010.01.14 15:00	close	9	0.10	1.63390	0.00000	0.00000	-69.50	9691.33
19	2010.01.14 15:00	buy	10	0.10	1.63390	0.00000	0.00000
20	2010.01.15 12:00	close	10	0.10	1.62857	0.00000	0.00000	-53.31	9638.02
21	2010.01.15 12:00	sell	11	0.10	1.62857	0.00000	0.00000
22	2010.01.18 09:00	close	11	0.10	1.63508	0.00000	0.00000	-65.32	9572.70
23	2010.01.18 09:00	buy	12	0.10	1.63508	0.00000	0.00000
24	2010.01.19 14:00	close	12	0.10	1.63330	0.00000	0.00000	-17.81	9554.89
25	2010.01.19 14:00	sell	13	0.10	1.63330	0.00000	0.00000
26	2010.01.22 08:00	close	13	0.10	1.62501	0.00000	0.00000	81.80	9636.69
27	2010.01.22 08:00	buy	14	0.10	1.62501	0.00000	0.00000
28	2010.01.22 13:00	close	14	0.10	1.61762	0.00000	0.00000	-73.90	9562.79
29	2010.01.22 13:00	sell	15	0.10	1.61762	0.00000	0.00000
30	2010.01.25 10:00	close	15	0.10	1.61898	0.00000	0.00000	-13.82	9548.97
31	2010.01.25 10:00	buy	16	0.10	1.61898	0.00000	0.00000
32	2010.01.26 11:00	close	16	0.10	1.61371	0.00000	0.00000	-52.71	9496.26
33	2010.01.26 11:00	sell	17	0.10	1.61371	0.00000	0.00000
34	2010.01.27 11:00	close	17	0.10	1.62139	0.00000	0.00000	-77.02	9419.24
35	2010.01.27 11:00	buy	18	0.10	1.62139	0.00000	0.00000
36	2010.01.28 17:00	close	18	0.10	1.61352	0.00000	0.00000	-78.73	9340.51
37	2010.01.28 17:00	sell	19	0.10	1.61352	0.00000	0.00000
38	2010.01.29 10:00	close	19	0.10	1.61990	0.00000	0.00000	-64.02	9276.49
39	2010.01.29 10:00	buy	20	0.10	1.61990	0.00000	0.00000
40	2010.01.29 14:00	close	20	0.10	1.61102	0.00000	0.00000	-88.80	9187.69
41	2010.01.29 14:00	sell	21	0.10	1.61102	0.00000	0.00000
42	2010.02.01 00:00	close	21	0.10	1.59725	0.00000	0.00000	137.48	9325.17
43	2010.02.01 00:00	buy	22	0.10	1.59725	0.00000	0.00000
44	2010.02.01 00:02	close	22	0.10	1.59389	0.00000	0.00000	-33.60	9291.57
45	2010.02.01 00:02	sell	23	0.10	1.59389	0.00000	0.00000
46	2010.02.02 05:00	close	23	0.10	1.59600	0.00000	0.00000	-21.32	9270.25
47	2010.02.02 05:00	buy	24	0.10	1.59600	0.00000	0.00000
48	2010.02.03 14:00	close	24	0.10	1.59632	0.00000	0.00000	3.19	9273.44
49	2010.02.03 14:00	sell	25	0.10	1.59632	0.00000	0.00000
50	2010.02.08 17:00	close	25	0.10	1.56669	0.00000	0.00000	295.20	9568.64
51	2010.02.08 17:00	buy	26	0.10	1.56669	0.00000	0.00000
52	2010.02.09 13:00	close	26	0.10	1.55776	0.00000	0.00000	-89.31	9479.33
53	2010.02.09 13:00	sell	27	0.10	1.55776	0.00000	0.00000
54	2010.02.09 17:00	close	27	0.10	1.56361	0.00000	0.00000	-58.50	9420.83
55	2010.02.09 17:00	buy	28	0.10	1.56361	0.00000	0.00000
56	2010.02.10 14:00	close	28	0.10	1.56204	0.00000	0.00000	-15.71	9405.12
57	2010.02.10 14:00	sell	29	0.10	1.56204	0.00000	0.00000
58	2010.02.11 18:00	close	29	0.10	1.56998	0.00000	0.00000	-80.06	9325.06
59	2010.02.11 18:00	buy	30	0.10	1.56998	0.00000	0.00000
60	2010.02.12 11:00	close	30	0.10	1.56542	0.00000	0.00000	-45.61	9279.45
61	2010.02.12 11:00	sell	31	0.10	1.56542	0.00000	0.00000
62	2010.02.15 14:00	close	31	0.10	1.57160	0.00000	0.00000	-62.02	9217.43
63	2010.02.15 14:00	buy	32	0.10	1.57160	0.00000	0.00000
64	2010.02.16 16:00	close	32	0.10	1.56412	0.00000	0.00000	-74.81	9142.62
65	2010.02.16 16:00	sell	33	0.10	1.56412	0.00000	0.00000
66	2010.02.16 18:00	close	33	0.10	1.57596	0.00000	0.00000	-118.40	9024.22
67	2010.02.16 18:00	buy	34	0.10	1.57596	0.00000	0.00000
68	2010.02.17 11:00	close	34	0.10	1.57708	0.00000	0.00000	11.19	9035.41
69	2010.02.17 11:00	sell	35	0.10	1.57708	0.00000	0.00000
70	2010.02.19 20:00	close	35	0.10	1.54845	0.00000	0.00000	285.42	9320.83
71	2010.02.19 20:00	buy	36	0.10	1.54845	0.00000	0.00000
72	2010.02.23 12:00	close	36	0.10	1.54125	0.00000	0.00000	-72.02	9248.81
73	2010.02.23 12:00	sell	37	0.10	1.54125	0.00000	0.00000
74	2010.02.24 12:00	close	37	0.10	1.54823	0.00000	0.00000	-70.02	9178.79
75	2010.02.24 12:00	buy	38	0.10	1.54823	0.00000	0.00000
76	2010.02.24 15:00	close	38	0.10	1.54131	0.00000	0.00000	-69.20	9109.59
77	2010.02.24 15:00	sell	39	0.10	1.54131	0.00000	0.00000
78	2010.02.26 11:00	close	39	0.10	1.52827	0.00000	0.00000	129.52	9239.11
79	2010.02.26 11:00	buy	40	0.10	1.52827	0.00000	0.00000
80	2010.02.26 13:00	close	40	0.10	1.52219	0.00000	0.00000	-60.80	9178.31
81	2010.02.26 13:00	sell	41	0.10	1.52219	0.00000	0.00000
82	2010.03.03 01:00	close	41	0.10	1.50501	0.00000	0.00000	171.14	9349.45
83	2010.03.03 01:00	buy	42	0.10	1.50501	0.00000	0.00000
84	2010.03.04 09:00	close	42	0.10	1.50319	0.00000	0.00000	-18.23	9331.22
85	2010.03.04 09:00	sell	43	0.10	1.50319	0.00000	0.00000
86	2010.03.04 14:00	close	43	0.10	1.51282	0.00000	0.00000	-96.30	9234.92
87	2010.03.04 14:00	buy	44	0.10	1.51282	0.00000	0.00000
88	2010.03.04 18:00	close	44	0.10	1.50297	0.00000	0.00000	-98.50	9136.42
89	2010.03.04 18:00	sell	45	0.10	1.50297	0.00000	0.00000
90	2010.03.05 17:00	close	45	0.10	1.51286	0.00000	0.00000	-99.12	9037.30
91	2010.03.05 17:00	buy	46	0.10	1.51286	0.00000	0.00000
92	2010.03.08 13:00	close	46	0.10	1.51146	0.00000	0.00000	-14.01	9023.29
93	2010.03.08 13:00	sell	47	0.10	1.51146	0.00000	0.00000
94	2010.03.11 10:00	close	47	0.10	1.50175	0.00000	0.00000	96.00	9119.29
95	2010.03.11 10:00	buy	48	0.10	1.50175	0.00000	0.00000
96	2010.03.15 10:00	close	48	0.10	1.51048	0.00000	0.00000	87.28	9206.57
97	2010.03.15 10:00	sell	49	0.10	1.51048	0.00000	0.00000
98	2010.03.16 11:00	close	49	0.10	1.51249	0.00000	0.00000	-20.32	9186.25
99	2010.03.16 11:00	buy	50	0.10	1.51249	0.00000	0.00000
100	2010.03.18 07:00	close	50	0.10	1.52751	0.00000	0.00000	150.16	9336.41
101	2010.03.18 07:00	sell	51	0.10	1.52751	0.00000	0.00000
102	2010.03.22 15:00	close	51	0.10	1.50459	0.00000	0.00000	228.76	9565.17
103	2010.03.22 15:00	buy	52	0.10	1.50459	0.00000	0.00000
104	2010.03.23 10:00	close	52	0.10	1.50348	0.00000	0.00000	-11.11	9554.06
105	2010.03.23 10:00	sell	53	0.10	1.50348	0.00000	0.00000
106	2010.03.25 09:00	close	53	0.10	1.49418	0.00000	0.00000	92.12	9646.18
107	2010.03.25 09:00	buy	54	0.10	1.49418	0.00000	0.00000
108	2010.03.25 19:00	close	54	0.10	1.48199	0.00000	0.00000	-121.90	9524.28
109	2010.03.25 19:00	sell	55	0.10	1.48199	0.00000	0.00000
110	2010.03.26 16:00	close	55	0.10	1.49192	0.00000	0.00000	-99.52	9424.76
111	2010.03.26 16:00	buy	56	0.10	1.49192	0.00000	0.00000
112	2010.03.31 09:00	close	56	0.10	1.50631	0.00000	0.00000	143.87	9568.63
113	2010.03.31 09:00	sell	57	0.10	1.50631	0.00000	0.00000
114	2010.03.31 10:00	close	57	0.10	1.51255	0.00000	0.00000	-62.40	9506.23
115	2010.03.31 10:00	buy	58	0.10	1.51255	0.00000	0.00000
116	2010.04.02 12:00	close	58	0.10	1.52412	0.00000	0.00000	115.66	9621.89
117	2010.04.02 12:00	sell	59	0.10	1.52412	0.00000	0.00000
118	2010.04.05 03:00	close	59	0.10	1.52992	0.00000	0.00000	-58.22	9563.67
119	2010.04.05 03:00	buy	60	0.10	1.52992	0.00000	0.00000
120	2010.04.06 04:00	close	60	0.10	1.52454	0.00000	0.00000	-53.81	9509.86
121	2010.04.06 04:00	sell	61	0.10	1.52454	0.00000	0.00000
122	2010.04.06 21:00	close	61	0.10	1.53025	0.00000	0.00000	-57.10	9452.76
123	2010.04.06 21:00	buy	62	0.10	1.53025	0.00000	0.00000
124	2010.04.07 12:00	close	62	0.10	1.51960	0.00000	0.00000	-106.51	9346.25
125	2010.04.07 12:00	sell	63	0.10	1.51960	0.00000	0.00000
126	2010.04.08 17:00	close	63	0.10	1.52730	0.00000	0.00000	-77.66	9268.59
127	2010.04.08 17:00	buy	64	0.10	1.52730	0.00000	0.00000
128	2010.04.12 19:00	close	64	0.10	1.53635	0.00000	0.00000	90.48	9359.07
129	2010.04.12 19:00	sell	65	0.10	1.53635	0.00000	0.00000
130	2010.04.13 11:00	close	65	0.10	1.54163	0.00000	0.00000	-53.02	9306.05
131	2010.04.13 11:00	buy	66	0.10	1.54163	0.00000	0.00000
132	2010.04.15 11:00	close	66	0.10	1.54675	0.00000	0.00000	51.16	9357.21
133	2010.04.15 11:00	sell	67	0.10	1.54675	0.00000	0.00000
134	2010.04.15 23:59	close at stop	67	0.10	1.54991	0.00000	0.00000	-31.60	9325.61