Report Result : Synthetic_VIX EA - Desynced Forex Repository

Strategy Tester Report

Synthetic_VIX EA

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		S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;

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

Initial deposit	10000.00
Total net profit	-4046.10	Gross profit	1428.69	Gross loss	-5474.79
Profit factor	0.26	Expected payoff	-36.13
Absolute drawdown	4492.50	Maximal drawdown	4492.50 (44.93%)	Relative drawdown	44.93% (4492.50)

Total trades	112	Short positions (won %)	56 (12.50%)	Long positions (won %)	56 (16.07%)
		Profit trades (% of total)	16 (14.29%)	Loss trades (% of total)	96 (85.71%)
Largest		profit trade	342.79	loss trade	-203.80
Average		profit trade	89.29	loss trade	-57.03
Maximum		consecutive wins (profit in money)	2 (175.02)	consecutive losses (loss in money)	14 (-823.99)
Maximal		consecutive profit (count of wins)	342.79 (1)	consecutive loss (count of losses)	-823.99 (14)
Average		consecutive wins	1	consecutive losses	7

#	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 06:00	buy	2	0.10	1.61171	0.00000	0.00000
3	2010.01.04 06:00	close	1	0.10	1.61171	0.00000	0.00000	-30.80	9969.20
4	2010.01.04 09:00	sell	3	0.10	1.60968	0.00000	0.00000
5	2010.01.04 09:00	close	2	0.10	1.60968	0.00000	0.00000	-20.30	9948.90
6	2010.01.04 10:00	buy	4	0.10	1.61807	0.00000	0.00000
7	2010.01.04 10:00	close	3	0.10	1.61807	0.00000	0.00000	-83.90	9865.00
8	2010.01.05 10:00	sell	5	0.10	1.60436	0.00000	0.00000
9	2010.01.05 10:00	close	4	0.10	1.60436	0.00000	0.00000	-137.11	9727.89
10	2010.01.05 11:00	buy	6	0.10	1.60767	0.00000	0.00000
11	2010.01.05 11:00	close	5	0.10	1.60767	0.00000	0.00000	-33.10	9694.79
12	2010.01.05 12:00	sell	7	0.10	1.59996	0.00000	0.00000
13	2010.01.05 12:00	close	6	0.10	1.59996	0.00000	0.00000	-77.10	9617.69
14	2010.01.05 14:00	buy	8	0.10	1.60639	0.00000	0.00000
15	2010.01.05 14:00	close	7	0.10	1.60639	0.00000	0.00000	-64.30	9553.39
16	2010.01.05 18:00	sell	9	0.10	1.60068	0.00000	0.00000
17	2010.01.05 18:00	close	8	0.10	1.60068	0.00000	0.00000	-57.10	9496.29
18	2010.01.05 22:00	buy	10	0.10	1.60226	0.00000	0.00000
19	2010.01.05 22:00	close	9	0.10	1.60226	0.00000	0.00000	-15.80	9480.49
20	2010.01.05 23:00	sell	11	0.10	1.59898	0.00000	0.00000
21	2010.01.05 23:00	close	10	0.10	1.59898	0.00000	0.00000	-32.80	9447.69
22	2010.01.06 07:00	buy	12	0.10	1.59910	0.00000	0.00000
23	2010.01.06 07:00	close	11	0.10	1.59910	0.00000	0.00000	-1.42	9446.27
24	2010.01.07 13:00	sell	13	0.10	1.59068	0.00000	0.00000
25	2010.01.07 13:00	close	12	0.10	1.59068	0.00000	0.00000	-84.23	9362.04
26	2010.01.07 16:00	buy	14	0.10	1.59475	0.00000	0.00000
27	2010.01.07 16:00	close	13	0.10	1.59475	0.00000	0.00000	-40.70	9321.34
28	2010.01.20 07:00	sell	15	0.10	1.62904	0.00000	0.00000
29	2010.01.20 07:00	close	14	0.10	1.62904	0.00000	0.00000	342.79	9664.13
30	2010.01.20 09:00	buy	16	0.10	1.62970	0.00000	0.00000
31	2010.01.20 09:00	close	15	0.10	1.62970	0.00000	0.00000	-6.60	9657.53
32	2010.01.21 12:00	sell	17	0.10	1.61354	0.00000	0.00000
33	2010.01.21 12:00	close	16	0.10	1.61354	0.00000	0.00000	-161.63	9495.90
34	2010.01.21 14:00	buy	18	0.10	1.62028	0.00000	0.00000
35	2010.01.21 14:00	close	17	0.10	1.62028	0.00000	0.00000	-67.40	9428.50
36	2010.01.21 18:00	sell	19	0.10	1.62111	0.00000	0.00000
37	2010.01.21 18:00	close	18	0.10	1.62111	0.00000	0.00000	8.30	9436.80
38	2010.01.21 19:00	buy	20	0.10	1.62377	0.00000	0.00000
39	2010.01.21 19:00	close	19	0.10	1.62377	0.00000	0.00000	-26.60	9410.20
40	2010.01.22 14:00	sell	21	0.10	1.61120	0.00000	0.00000
41	2010.01.22 14:00	close	20	0.10	1.61120	0.00000	0.00000	-125.71	9284.49
42	2010.01.25 09:00	buy	22	0.10	1.61671	0.00000	0.00000
43	2010.01.25 09:00	close	21	0.10	1.61671	0.00000	0.00000	-55.32	9229.17
44	2010.01.26 13:00	sell	23	0.10	1.61160	0.00000	0.00000
45	2010.01.26 13:00	close	22	0.10	1.61160	0.00000	0.00000	-51.11	9178.06
46	2010.01.26 14:00	buy	24	0.10	1.61703	0.00000	0.00000
47	2010.01.26 14:00	close	23	0.10	1.61703	0.00000	0.00000	-54.30	9123.76
48	2010.01.26 15:00	sell	25	0.10	1.61060	0.00000	0.00000
49	2010.01.26 15:00	close	24	0.10	1.61060	0.00000	0.00000	-64.30	9059.46
50	2010.01.26 17:00	buy	26	0.10	1.61740	0.00000	0.00000
51	2010.01.26 17:00	close	25	0.10	1.61740	0.00000	0.00000	-68.00	8991.46
52	2010.01.28 21:00	sell	27	0.10	1.61250	0.00000	0.00000
53	2010.01.28 21:00	close	26	0.10	1.61250	0.00000	0.00000	-49.04	8942.42
54	2010.01.28 22:00	buy	28	0.10	1.61572	0.00000	0.00000
55	2010.01.28 22:00	close	27	0.10	1.61572	0.00000	0.00000	-32.20	8910.22
56	2010.01.29 01:00	sell	29	0.10	1.61411	0.00000	0.00000
57	2010.01.29 01:00	close	28	0.10	1.61411	0.00000	0.00000	-16.11	8894.11
58	2010.01.29 04:00	buy	30	0.10	1.61616	0.00000	0.00000
59	2010.01.29 04:00	close	29	0.10	1.61616	0.00000	0.00000	-20.50	8873.61
60	2010.01.29 07:00	sell	31	0.10	1.61141	0.00000	0.00000
61	2010.01.29 07:00	close	30	0.10	1.61141	0.00000	0.00000	-47.50	8826.11
62	2010.01.29 09:00	buy	32	0.10	1.61668	0.00000	0.00000
63	2010.01.29 09:00	close	31	0.10	1.61668	0.00000	0.00000	-52.70	8773.41
64	2010.01.29 18:00	sell	33	0.10	1.60062	0.00000	0.00000
65	2010.01.29 18:00	close	32	0.10	1.60062	0.00000	0.00000	-160.60	8612.81
66	2010.02.01 16:00	buy	34	0.10	1.59583	0.00000	0.00000
67	2010.02.01 16:00	close	33	0.10	1.59583	0.00000	0.00000	47.68	8660.49
68	2010.02.03 21:00	sell	35	0.10	1.58952	0.00000	0.00000
69	2010.02.03 21:00	close	34	0.10	1.58952	0.00000	0.00000	-63.12	8597.37
70	2010.02.04 01:00	buy	36	0.10	1.59406	0.00000	0.00000
71	2010.02.04 01:00	close	35	0.10	1.59406	0.00000	0.00000	-46.06	8551.31
72	2010.02.04 02:00	sell	37	0.10	1.58967	0.00000	0.00000
73	2010.02.04 02:00	close	36	0.10	1.58967	0.00000	0.00000	-43.90	8507.41
74	2010.02.04 04:00	buy	38	0.10	1.59371	0.00000	0.00000
75	2010.02.04 04:00	close	37	0.10	1.59371	0.00000	0.00000	-40.40	8467.01
76	2010.02.04 06:00	sell	39	0.10	1.59019	0.00000	0.00000
77	2010.02.04 06:00	close	38	0.10	1.59019	0.00000	0.00000	-35.20	8431.81
78	2010.02.04 09:00	buy	40	0.10	1.59089	0.00000	0.00000
79	2010.02.04 09:00	close	39	0.10	1.59089	0.00000	0.00000	-7.00	8424.81
80	2010.02.04 13:00	sell	41	0.10	1.58190	0.00000	0.00000
81	2010.02.04 13:00	close	40	0.10	1.58190	0.00000	0.00000	-89.90	8334.91
82	2010.02.04 15:00	buy	42	0.10	1.58729	0.00000	0.00000
83	2010.02.04 15:00	close	41	0.10	1.58729	0.00000	0.00000	-53.90	8281.01
84	2010.02.04 17:00	sell	43	0.10	1.57815	0.00000	0.00000
85	2010.02.04 17:00	close	42	0.10	1.57815	0.00000	0.00000	-91.40	8189.61
86	2010.02.04 20:00	buy	44	0.10	1.57962	0.00000	0.00000
87	2010.02.04 20:00	close	43	0.10	1.57962	0.00000	0.00000	-14.70	8174.91
88	2010.02.04 21:00	sell	45	0.10	1.57587	0.00000	0.00000
89	2010.02.04 21:00	close	44	0.10	1.57587	0.00000	0.00000	-37.50	8137.41
90	2010.02.05 13:00	buy	46	0.10	1.57480	0.00000	0.00000
91	2010.02.05 13:00	close	45	0.10	1.57480	0.00000	0.00000	10.48	8147.89
92	2010.02.05 16:00	sell	47	0.10	1.56376	0.00000	0.00000
93	2010.02.05 16:00	close	46	0.10	1.56376	0.00000	0.00000	-110.40	8037.49
94	2010.02.05 19:00	buy	48	0.10	1.56537	0.00000	0.00000
95	2010.02.05 19:00	close	47	0.10	1.56537	0.00000	0.00000	-16.10	8021.39
96	2010.02.05 20:00	sell	49	0.10	1.55600	0.00000	0.00000
97	2010.02.05 20:00	close	48	0.10	1.55600	0.00000	0.00000	-93.70	7927.69
98	2010.02.08 00:00	buy	50	0.10	1.56251	0.00000	0.00000
99	2010.02.08 00:00	close	49	0.10	1.56251	0.00000	0.00000	-65.32	7862.37
100	2010.02.08 01:00	sell	51	0.10	1.55993	0.00000	0.00000
101	2010.02.08 01:00	close	50	0.10	1.55993	0.00000	0.00000	-25.80	7836.57
102	2010.02.08 03:00	buy	52	0.10	1.56359	0.00000	0.00000
103	2010.02.08 03:00	close	51	0.10	1.56359	0.00000	0.00000	-36.60	7799.97
104	2010.02.08 08:00	sell	53	0.10	1.55453	0.00000	0.00000
105	2010.02.08 08:00	close	52	0.10	1.55453	0.00000	0.00000	-90.60	7709.37
106	2010.02.08 14:00	buy	54	0.10	1.56302	0.00000	0.00000
107	2010.02.08 14:00	close	53	0.10	1.56302	0.00000	0.00000	-84.90	7624.47
108	2010.02.10 17:00	sell	55	0.10	1.55877	0.00000	0.00000
109	2010.02.10 17:00	close	54	0.10	1.55877	0.00000	0.00000	-42.52	7581.95
110	2010.02.10 18:00	buy	56	0.10	1.56314	0.00000	0.00000
111	2010.02.10 18:00	close	55	0.10	1.56314	0.00000	0.00000	-43.70	7538.25
112	2010.02.11 09:00	sell	57	0.10	1.56061	0.00000	0.00000
113	2010.02.11 09:00	close	56	0.10	1.56061	0.00000	0.00000	-25.33	7512.92
114	2010.02.11 10:00	buy	58	0.10	1.56070	0.00000	0.00000
115	2010.02.11 10:00	close	57	0.10	1.56070	0.00000	0.00000	-0.90	7512.02
116	2010.02.12 13:00	sell	59	0.10	1.56141	0.00000	0.00000
117	2010.02.12 13:00	close	58	0.10	1.56141	0.00000	0.00000	7.09	7519.11
118	2010.02.12 14:00	buy	60	0.10	1.56282	0.00000	0.00000
119	2010.02.12 14:00	close	59	0.10	1.56282	0.00000	0.00000	-14.10	7505.01
120	2010.02.12 16:00	sell	61	0.10	1.56439	0.00000	0.00000
121	2010.02.12 16:00	close	60	0.10	1.56439	0.00000	0.00000	15.70	7520.71
122	2010.02.12 17:00	buy	62	0.10	1.56698	0.00000	0.00000
123	2010.02.12 17:00	close	61	0.10	1.56698	0.00000	0.00000	-25.90	7494.81
124	2010.02.18 02:00	sell	63	0.10	1.56615	0.00000	0.00000
125	2010.02.18 02:00	close	62	0.10	1.56615	0.00000	0.00000	-8.36	7486.45
126	2010.02.18 05:00	buy	64	0.10	1.56920	0.00000	0.00000
127	2010.02.18 05:00	close	63	0.10	1.56920	0.00000	0.00000	-30.50	7455.95
128	2010.02.18 09:00	sell	65	0.10	1.56204	0.00000	0.00000
129	2010.02.18 09:00	close	64	0.10	1.56204	0.00000	0.00000	-71.60	7384.35
130	2010.02.18 16:00	buy	66	0.10	1.56754	0.00000	0.00000
131	2010.02.18 16:00	close	65	0.10	1.56754	0.00000	0.00000	-55.00	7329.35
132	2010.02.18 23:00	sell	67	0.10	1.55264	0.00000	0.00000
133	2010.02.18 23:00	close	66	0.10	1.55264	0.00000	0.00000	-149.00	7180.35
134	2010.02.19 21:00	buy	68	0.10	1.54915	0.00000	0.00000
135	2010.02.19 21:00	close	67	0.10	1.54915	0.00000	0.00000	34.68	7215.03
136	2010.02.23 12:00	sell	69	0.10	1.54125	0.00000	0.00000
137	2010.02.23 12:00	close	68	0.10	1.54125	0.00000	0.00000	-79.02	7136.01
138	2010.02.23 16:00	buy	70	0.10	1.54685	0.00000	0.00000
139	2010.02.23 16:00	close	69	0.10	1.54685	0.00000	0.00000	-56.00	7080.01
140	2010.02.23 17:00	sell	71	0.10	1.54491	0.00000	0.00000
141	2010.02.23 17:00	close	70	0.10	1.54491	0.00000	0.00000	-19.40	7060.61
142	2010.02.23 18:00	buy	72	0.10	1.54912	0.00000	0.00000
143	2010.02.23 18:00	close	71	0.10	1.54912	0.00000	0.00000	-42.10	7018.51
144	2010.02.23 19:00	sell	73	0.10	1.54259	0.00000	0.00000
145	2010.02.23 19:00	close	72	0.10	1.54259	0.00000	0.00000	-65.30	6953.21
146	2010.02.23 21:00	buy	74	0.10	1.54715	0.00000	0.00000
147	2010.02.23 21:00	close	73	0.10	1.54715	0.00000	0.00000	-45.60	6907.61
148	2010.02.23 22:00	sell	75	0.10	1.54060	0.00000	0.00000
149	2010.02.23 22:00	close	74	0.10	1.54060	0.00000	0.00000	-65.50	6842.11
150	2010.02.24 00:00	buy	76	0.10	1.54631	0.00000	0.00000
151	2010.02.24 00:00	close	75	0.10	1.54631	0.00000	0.00000	-57.32	6784.79
152	2010.02.25 08:00	sell	77	0.10	1.53279	0.00000	0.00000
153	2010.02.25 08:00	close	76	0.10	1.53279	0.00000	0.00000	-135.23	6649.56
154	2010.02.26 00:00	buy	78	0.10	1.52837	0.00000	0.00000
155	2010.02.26 00:00	close	77	0.10	1.52837	0.00000	0.00000	43.98	6693.54
156	2010.03.01 01:00	sell	79	0.10	1.51780	0.00000	0.00000
157	2010.03.01 01:00	close	78	0.10	1.51780	0.00000	0.00000	-105.71	6587.83
158	2010.03.01 02:00	buy	80	0.10	1.52237	0.00000	0.00000
159	2010.03.01 02:00	close	79	0.10	1.52237	0.00000	0.00000	-45.70	6542.13
160	2010.03.01 08:00	sell	81	0.10	1.51169	0.00000	0.00000
161	2010.03.01 08:00	close	80	0.10	1.51169	0.00000	0.00000	-106.80	6435.33
162	2010.03.01 10:00	buy	82	0.10	1.51809	0.00000	0.00000
163	2010.03.01 10:00	close	81	0.10	1.51809	0.00000	0.00000	-64.00	6371.33
164	2010.03.01 12:00	sell	83	0.10	1.49771	0.00000	0.00000
165	2010.03.01 12:00	close	82	0.10	1.49771	0.00000	0.00000	-203.80	6167.53
166	2010.03.02 10:00	buy	84	0.10	1.49301	0.00000	0.00000
167	2010.03.02 10:00	close	83	0.10	1.49301	0.00000	0.00000	46.78	6214.31
168	2010.03.08 18:00	sell	85	0.10	1.50584	0.00000	0.00000
169	2010.03.08 18:00	close	84	0.10	1.50584	0.00000	0.00000	128.24	6342.55
170	2010.03.08 19:00	buy	86	0.10	1.51109	0.00000	0.00000
171	2010.03.08 19:00	close	85	0.10	1.51109	0.00000	0.00000	-52.50	6290.05
172	2010.03.09 00:00	sell	87	0.10	1.50537	0.00000	0.00000
173	2010.03.09 00:00	close	86	0.10	1.50537	0.00000	0.00000	-57.21	6232.84
174	2010.03.09 14:00	buy	88	0.10	1.49985	0.00000	0.00000
175	2010.03.09 14:00	close	87	0.10	1.49985	0.00000	0.00000	55.20	6288.04
176	2010.03.15 11:00	sell	89	0.10	1.50354	0.00000	0.00000
177	2010.03.15 11:00	close	88	0.10	1.50354	0.00000	0.00000	36.84	6324.88
178	2010.03.15 16:00	buy	90	0.10	1.50904	0.00000	0.00000
179	2010.03.15 16:00	close	89	0.10	1.50904	0.00000	0.00000	-55.00	6269.88
180	2010.03.15 17:00	sell	91	0.10	1.50418	0.00000	0.00000
181	2010.03.15 17:00	close	90	0.10	1.50418	0.00000	0.00000	-48.60	6221.28
182	2010.03.15 22:00	buy	92	0.10	1.50823	0.00000	0.00000
183	2010.03.15 22:00	close	91	0.10	1.50823	0.00000	0.00000	-40.50	6180.78
184	2010.03.16 01:00	sell	93	0.10	1.50460	0.00000	0.00000
185	2010.03.16 01:00	close	92	0.10	1.50460	0.00000	0.00000	-36.31	6144.47
186	2010.03.16 03:00	buy	94	0.10	1.50862	0.00000	0.00000
187	2010.03.16 03:00	close	93	0.10	1.50862	0.00000	0.00000	-40.20	6104.27
188	2010.03.16 06:00	sell	95	0.10	1.50553	0.00000	0.00000
189	2010.03.16 06:00	close	94	0.10	1.50553	0.00000	0.00000	-30.90	6073.37
190	2010.03.16 07:00	buy	96	0.10	1.50792	0.00000	0.00000
191	2010.03.16 07:00	close	95	0.10	1.50792	0.00000	0.00000	-23.90	6049.47
192	2010.03.19 10:00	sell	97	0.10	1.51434	0.00000	0.00000
193	2010.03.19 10:00	close	96	0.10	1.51434	0.00000	0.00000	64.15	6113.62
194	2010.03.19 14:00	buy	98	0.10	1.51681	0.00000	0.00000
195	2010.03.19 14:00	close	97	0.10	1.51681	0.00000	0.00000	-24.70	6088.92
196	2010.03.19 15:00	sell	99	0.10	1.51051	0.00000	0.00000
197	2010.03.19 15:00	close	98	0.10	1.51051	0.00000	0.00000	-63.00	6025.92
198	2010.03.22 15:00	buy	100	0.10	1.50459	0.00000	0.00000
199	2010.03.22 15:00	close	99	0.10	1.50459	0.00000	0.00000	58.98	6084.90
200	2010.03.24 14:00	sell	101	0.10	1.49060	0.00000	0.00000
201	2010.03.24 14:00	close	100	0.10	1.49060	0.00000	0.00000	-139.92	5944.98
202	2010.03.25 00:00	buy	102	0.10	1.49145	0.00000	0.00000
203	2010.03.25 00:00	close	101	0.10	1.49145	0.00000	0.00000	-9.16	5935.82
204	2010.03.25 07:00	sell	103	0.10	1.48751	0.00000	0.00000
205	2010.03.25 07:00	close	102	0.10	1.48751	0.00000	0.00000	-39.40	5896.42
206	2010.03.25 08:00	buy	104	0.10	1.49223	0.00000	0.00000
207	2010.03.25 08:00	close	103	0.10	1.49223	0.00000	0.00000	-47.20	5849.22
208	2010.03.25 19:00	sell	105	0.10	1.48199	0.00000	0.00000
209	2010.03.25 19:00	close	104	0.10	1.48199	0.00000	0.00000	-102.40	5746.82
210	2010.03.26 02:00	buy	106	0.10	1.48790	0.00000	0.00000
211	2010.03.26 02:00	close	105	0.10	1.48790	0.00000	0.00000	-59.32	5687.50
212	2010.03.26 09:00	sell	107	0.10	1.48242	0.00000	0.00000
213	2010.03.26 09:00	close	106	0.10	1.48242	0.00000	0.00000	-54.80	5632.70
214	2010.03.26 11:00	buy	108	0.10	1.48873	0.00000	0.00000
215	2010.03.26 11:00	close	107	0.10	1.48873	0.00000	0.00000	-63.10	5569.60
216	2010.04.06 11:00	sell	109	0.10	1.51455	0.00000	0.00000
217	2010.04.06 11:00	close	108	0.10	1.51455	0.00000	0.00000	258.11	5827.71
218	2010.04.06 14:00	buy	110	0.10	1.51999	0.00000	0.00000
219	2010.04.06 14:00	close	109	0.10	1.51999	0.00000	0.00000	-54.40	5773.31
220	2010.04.06 15:00	sell	111	0.10	1.51560	0.00000	0.00000
221	2010.04.06 15:00	close	110	0.10	1.51560	0.00000	0.00000	-43.90	5729.41
222	2010.04.06 16:00	buy	112	0.10	1.52012	0.00000	0.00000
223	2010.04.06 16:00	close	111	0.10	1.52012	0.00000	0.00000	-45.20	5684.21
224	2010.04.15 23:59	close at stop	112	0.10	1.54710	0.00000	0.00000	269.69	5953.90