Report Result : starter_eurusd_!_2stor - Desynced Forex Repository

Strategy Tester Report

starter_eurusd_!_2stor

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=1; MaximumRisk=0.058; DecreaseFactor=5000; Stop=3; MAPeriod=12; Lm=0.23; Lb=0.77;

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

Initial deposit	10000.00
Total net profit	-9954.14	Gross profit	1875.76	Gross loss	-11829.90
Profit factor	0.16	Expected payoff	-177.75
Absolute drawdown	9954.14	Maximal drawdown	10396.70 (99.56%)	Relative drawdown	99.56% (10396.70)

Total trades	56	Short positions (won %)	31 (67.74%)	Long positions (won %)	25 (52.00%)
		Profit trades (% of total)	34 (60.71%)	Loss trades (% of total)	22 (39.29%)
Largest		profit trade	238.00	loss trade	-1512.30
Average		profit trade	55.17	loss trade	-537.72
Maximum		consecutive wins (profit in money)	6 (442.56)	consecutive losses (loss in money)	4 (-855.10)
Maximal		consecutive profit (count of wins)	456.00 (5)	consecutive loss (count of losses)	-1696.10 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 14:00	sell	1	1.20	1.61466	0.00000	0.00000
2	2010.01.04 16:50	close	1	1.20	1.61424	0.00000	0.00000	50.40	10050.40
3	2010.01.05 01:45	buy	2	1.20	1.61373	0.00000	0.00000
4	2010.01.05 06:50	close	2	1.20	1.61391	0.00000	0.00000	21.60	10072.00
5	2010.01.05 09:07	sell	3	1.20	1.61033	0.00000	0.00000
6	2010.01.05 09:15	close	3	1.20	1.60890	0.00000	0.00000	171.60	10243.60
7	2010.01.06 12:27	sell	4	1.20	1.59958	0.00000	0.00000
8	2010.01.06 13:50	close	4	1.20	1.59872	0.00000	0.00000	103.20	10346.80
9	2010.01.07 04:20	sell	5	1.20	1.60095	0.00000	0.00000
10	2010.01.07 06:45	close	5	1.20	1.60051	0.00000	0.00000	52.80	10399.60
11	2010.01.07 20:45	sell	6	1.20	1.59461	0.00000	0.00000
12	2010.01.08 03:50	close	6	1.20	1.59423	0.00000	0.00000	42.96	10442.56
13	2010.01.08 05:07	buy	7	1.20	1.59587	0.00000	0.00000
14	2010.01.08 07:00	close	7	1.20	1.59341	0.00000	0.00000	-295.20	10147.36
15	2010.01.08 07:02	sell	8	1.20	1.59358	0.00000	0.00000
16	2010.01.08 20:16	close	8	1.20	1.60374	0.00000	0.00000	-1219.20	8928.16
17	2010.01.11 16:15	sell	9	1.00	1.61320	0.00000	0.00000
18	2010.01.11 20:20	close	9	1.00	1.61307	0.00000	0.00000	13.00	8941.16
19	2010.01.12 10:35	sell	10	1.00	1.61013	0.00000	0.00000
20	2010.01.13 02:00	close	10	1.00	1.61782	0.00000	0.00000	-771.20	8169.96
21	2010.01.13 03:00	buy	11	1.00	1.61890	0.00000	0.00000
22	2010.01.13 05:20	close	11	1.00	1.61916	0.00000	0.00000	26.00	8195.96
23	2010.01.14 10:45	buy	12	1.00	1.63117	0.00000	0.00000
24	2010.01.14 14:50	close	12	1.00	1.63242	0.00000	0.00000	125.00	8320.96
25	2010.01.15 02:20	sell	13	1.00	1.63250	0.00000	0.00000
26	2010.01.15 02:50	close	13	1.00	1.63123	0.00000	0.00000	127.00	8447.96
27	2010.01.15 05:03	buy	14	1.00	1.63459	0.00000	0.00000
28	2010.01.15 05:45	close	14	1.00	1.63490	0.00000	0.00000	31.00	8478.96
29	2010.01.15 09:45	sell	15	1.00	1.63322	0.00000	0.00000
30	2010.01.15 11:02	close	15	1.00	1.63315	0.00000	0.00000	7.00	8485.96
31	2010.01.15 14:02	buy	16	1.00	1.63429	0.00000	0.00000
32	2010.01.18 03:00	sell	17	1.00	1.62705	0.00000	0.00000
33	2010.01.18 03:00	close	16	1.00	1.62705	0.00000	0.00000	-724.10	7761.86
34	2010.01.18 17:50	close	17	1.00	1.63521	0.00000	0.00000	-816.00	6945.86
35	2010.01.18 18:02	buy	18	1.00	1.63467	0.00000	0.00000
36	2010.01.18 21:40	close	18	1.00	1.63311	0.00000	0.00000	-156.00	6789.86
37	2010.01.19 10:10	sell	19	1.00	1.63986	0.00000	0.00000
38	2010.01.19 12:20	close	19	1.00	1.63950	0.00000	0.00000	36.00	6825.86
39	2010.01.19 16:05	buy	20	1.00	1.64108	0.00000	0.00000
40	2010.01.19 21:15	close	20	1.00	1.63664	0.00000	0.00000	-444.00	6381.86
41	2010.01.19 21:45	sell	21	1.00	1.63771	0.00000	0.00000
42	2010.01.20 00:32	close	21	1.00	1.63747	0.00000	0.00000	21.80	6403.66
43	2010.01.20 16:02	buy	22	1.00	1.63150	0.00000	0.00000
44	2010.01.20 20:00	close	22	1.00	1.62793	0.00000	0.00000	-357.00	6046.66
45	2010.01.20 20:10	sell	23	1.00	1.62845	0.00000	0.00000
46	2010.01.21 03:20	close	23	1.00	1.62800	0.00000	0.00000	38.40	6085.06
47	2010.01.21 08:15	buy	24	1.00	1.62965	0.00000	0.00000
48	2010.01.21 19:00	close	24	1.00	1.62096	0.00000	0.00000	-869.00	5216.06
49	2010.01.21 19:10	sell	25	1.00	1.62045	0.00000	0.00000
50	2010.01.22 01:15	close	25	1.00	1.62182	0.00000	0.00000	-139.20	5076.86
51	2010.01.22 11:05	sell	26	1.00	1.62193	0.00000	0.00000
52	2010.01.22 12:45	close	26	1.00	1.62089	0.00000	0.00000	104.00	5180.86
53	2010.01.25 14:15	sell	27	1.00	1.61385	0.00000	0.00000
54	2010.01.26 07:00	close	27	1.00	1.62336	0.00000	0.00000	-953.20	4227.66
55	2010.01.26 08:00	buy	28	1.00	1.62608	0.00000	0.00000
56	2010.01.26 09:37	close	28	1.00	1.62631	0.00000	0.00000	23.00	4250.66
57	2010.01.26 09:50	buy	29	1.00	1.62609	0.00000	0.00000
58	2010.01.26 21:00	close	29	1.00	1.61440	0.00000	0.00000	-1169.00	3081.66
59	2010.01.26 22:50	sell	30	1.00	1.61466	0.00000	0.00000
60	2010.01.27 00:03	close	30	1.00	1.61714	0.00000	0.00000	-250.20	2831.46
61	2010.01.27 08:50	buy	31	1.00	1.61650	0.00000	0.00000
62	2010.01.27 10:40	close	31	1.00	1.61692	0.00000	0.00000	42.00	2873.46
63	2010.01.27 17:10	sell	32	1.00	1.61879	0.00000	0.00000
64	2010.01.27 20:20	close	32	1.00	1.61756	0.00000	0.00000	123.00	2996.46
65	2010.01.28 00:00	buy	33	1.00	1.62057	0.00000	0.00000
66	2010.01.28 03:50	close	33	1.00	1.62098	0.00000	0.00000	41.00	3037.46
67	2010.01.28 07:10	sell	34	1.00	1.61848	0.00000	0.00000
68	2010.01.28 16:20	close	34	1.00	1.61610	0.00000	0.00000	238.00	3275.46
69	2010.01.29 11:40	sell	35	1.00	1.61414	0.00000	0.00000
70	2010.01.29 13:45	close	35	1.00	1.61402	0.00000	0.00000	12.00	3287.46
71	2010.02.02 01:00	sell	36	1.00	1.59439	0.00000	0.00000
72	2010.02.02 07:00	close	36	1.00	1.59691	0.00000	0.00000	-252.00	3035.46
73	2010.02.02 07:32	buy	37	1.00	1.59735	0.00000	0.00000
74	2010.02.02 16:20	close	37	1.00	1.59732	0.00000	0.00000	-3.00	3032.46
75	2010.02.03 12:20	sell	38	1.00	1.60080	0.00000	0.00000
76	2010.02.03 12:50	close	38	1.00	1.60055	0.00000	0.00000	25.00	3057.46
77	2010.02.08 10:20	buy	39	1.00	1.56255	0.00000	0.00000
78	2010.02.08 16:00	close	39	1.00	1.55940	0.00000	0.00000	-315.00	2742.46
79	2010.02.08 21:00	sell	40	1.00	1.56113	0.00000	0.00000
80	2010.02.08 22:50	close	40	1.00	1.56043	0.00000	0.00000	70.00	2812.46
81	2010.02.09 03:00	buy	41	1.00	1.56279	0.00000	0.00000
82	2010.02.09 06:32	close	41	1.00	1.56291	0.00000	0.00000	12.00	2824.46
83	2010.02.09 10:20	sell	42	1.00	1.56088	0.00000	0.00000
84	2010.02.09 10:50	close	42	1.00	1.56074	0.00000	0.00000	14.00	2838.46
85	2010.02.09 17:40	sell	43	1.00	1.56298	0.00000	0.00000
86	2010.02.10 06:00	close	43	1.00	1.57025	0.00000	0.00000	-729.20	2109.26
87	2010.02.10 08:00	buy	44	1.00	1.57107	0.00000	0.00000
88	2010.02.10 10:16	close	44	1.00	1.57122	0.00000	0.00000	15.00	2124.26
89	2010.02.11 08:00	sell	45	1.00	1.56224	0.00000	0.00000
90	2010.02.11 09:20	close	45	1.00	1.56179	0.00000	0.00000	45.00	2169.26
91	2010.02.11 13:20	buy	46	1.00	1.56393	0.00000	0.00000
92	2010.02.11 14:20	close	46	1.00	1.56411	0.00000	0.00000	18.00	2187.26
93	2010.02.12 16:10	buy	47	1.00	1.56851	0.00000	0.00000
94	2010.02.12 18:20	close	47	1.00	1.56855	0.00000	0.00000	4.00	2191.26
95	2010.02.15 00:03	sell	48	1.00	1.56590	0.00000	0.00000
96	2010.02.15 05:00	buy	49	1.00	1.56921	0.00000	0.00000
97	2010.02.15 05:00	close	48	1.00	1.56921	0.00000	0.00000	-331.00	1860.26
98	2010.02.15 12:00	close	49	1.00	1.56788	0.00000	0.00000	-133.00	1727.26
99	2010.02.15 15:15	sell	50	1.00	1.56688	0.00000	0.00000
100	2010.02.15 18:00	close	50	1.00	1.56904	0.00000	0.00000	-216.00	1511.26
101	2010.02.15 20:15	buy	51	1.00	1.56937	0.00000	0.00000
102	2010.02.16 02:15	close	51	1.00	1.56762	0.00000	0.00000	-175.10	1336.16
103	2010.02.16 11:10	sell	52	1.00	1.56915	0.00000	0.00000
104	2010.02.16 13:50	close	52	1.00	1.56892	0.00000	0.00000	23.00	1359.16
105	2010.02.16 17:12	buy	53	1.00	1.57137	0.00000	0.00000
106	2010.02.16 17:40	close	53	1.00	1.57213	0.00000	0.00000	76.00	1435.16
107	2010.02.17 06:20	buy	54	1.00	1.57989	0.00000	0.00000
108	2010.02.17 08:50	close	54	1.00	1.58078	0.00000	0.00000	89.00	1524.16
109	2010.02.17 10:50	sell	55	1.00	1.57820	0.00000	0.00000
110	2010.02.17 12:15	close	55	1.00	1.57786	0.00000	0.00000	34.00	1558.16
111	2010.02.17 14:59	buy	56	1.00	1.57914	0.00000	0.00000
112	2010.02.18 02:50	close at stop	56	1.00	1.56402	0.00000	0.00000	-1512.30	45.86