Report Result : X2 - Desynced Forex Repository

Strategy Tester Report

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		MaxTrades=4; Pips=5; TakeProfit=40; TrailingStop=20;

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

Initial deposit	10000.00
Total net profit	-9870.00	Gross profit	898.72	Gross loss	-10768.72
Profit factor	0.08	Expected payoff	-186.23
Absolute drawdown	9870.00	Maximal drawdown	10085.00 (98.73%)	Relative drawdown	98.73% (10085.00)

Total trades	53	Short positions (won %)	53 (45.28%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	24 (45.28%)	Loss trades (% of total)	29 (54.72%)
Largest		profit trade	64.00	loss trade	-5300.48
Average		profit trade	37.45	loss trade	-371.34
Maximum		consecutive wins (profit in money)	5 (141.40)	consecutive losses (loss in money)	7 (-10113.40)
Maximal		consecutive profit (count of wins)	141.40 (5)	consecutive loss (count of losses)	-10113.40 (7)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	0.20	1.61221	0.00000	1.61181
2	2010.01.04 00:05	sell	2	0.40	1.61248	0.00000	1.61208
3	2010.01.04 00:10	sell	3	0.80	1.61328	0.00000	1.61288
4	2010.01.04 00:15	sell	4	1.60	1.61409	0.00000	1.61369
5	2010.01.04 01:20	t/p	4	1.60	1.61369	0.00000	1.61369	64.00	10064.00
6	2010.01.04 01:20	close	3	0.80	1.61333	0.00000	1.61288	-4.00	10060.00
7	2010.01.04 01:22	close	2	0.40	1.61407	0.00000	1.61208	-63.60	9996.40
8	2010.01.04 01:25	close	1	0.20	1.61370	0.00000	1.61181	-29.80	9966.60
9	2010.01.04 01:27	sell	5	0.20	1.61200	0.00000	1.61160
10	2010.01.04 01:27	sell	6	0.40	1.61298	0.00000	1.61258
11	2010.01.04 01:37	sell	7	0.80	1.61305	0.00000	1.61265
12	2010.01.04 02:40	t/p	6	0.40	1.61258	0.00000	1.61258	16.00	9982.60
13	2010.01.04 02:40	t/p	7	0.80	1.61265	0.00000	1.61265	32.00	10014.60
14	2010.01.04 02:40	close	5	0.20	1.61248	0.00000	1.61160	-9.60	10005.00
15	2010.01.04 02:43	sell	8	0.20	1.60988	0.00000	1.60948
16	2010.01.04 03:15	sell	9	0.40	1.61059	0.00000	1.61019
17	2010.01.04 03:20	sell	10	0.80	1.61136	0.00000	1.61096
18	2010.01.04 03:50	sell	11	1.60	1.61177	0.00000	1.61137
19	2010.01.04 04:40	t/p	11	1.60	1.61137	0.00000	1.61137	64.00	10069.00
20	2010.01.04 04:40	close	10	0.80	1.61131	0.00000	1.61096	4.00	10073.00
21	2010.01.04 04:42	close	9	0.40	1.61153	0.00000	1.61019	-37.60	10035.40
22	2010.01.04 04:45	close	8	0.20	1.61067	0.00000	1.60948	-15.80	10019.60
23	2010.01.04 04:47	sell	12	0.20	1.60807	0.00000	1.60767
24	2010.01.04 04:59	sell	13	0.40	1.60875	0.00000	1.60835
25	2010.01.04 05:10	sell	14	0.80	1.60882	0.00000	1.60842
26	2010.01.04 05:15	sell	15	1.60	1.60914	0.00000	1.60874
27	2010.01.04 08:16	t/p	15	1.60	1.60874	0.00000	1.60874	64.00	10083.60
28	2010.01.04 08:16	close	14	0.80	1.60869	0.00000	1.60842	10.40	10094.00
29	2010.01.04 08:20	close	13	0.40	1.60920	0.00000	1.60835	-18.00	10076.00
30	2010.01.04 08:23	close	12	0.20	1.60895	0.00000	1.60767	-17.60	10058.40
31	2010.01.04 08:26	sell	16	0.20	1.60690	0.00000	1.60650
32	2010.01.04 08:30	sell	17	0.40	1.60738	0.00000	1.60698
33	2010.01.04 08:40	sell	18	0.80	1.60812	0.00000	1.60772
34	2010.01.04 08:45	sell	19	1.60	1.60958	0.00000	1.60918
35	2010.01.05 09:15	t/p	19	1.60	1.60918	0.00000	1.60918	60.48	10118.88
36	2010.01.05 09:15	close	18	0.80	1.60890	0.00000	1.60772	-64.16	10054.72
37	2010.01.05 09:17	close	17	0.40	1.60951	0.00000	1.60698	-86.08	9968.64
38	2010.01.05 09:20	t/p	16	0.20	1.60650	0.00000	1.60650	7.56	9976.20
39	2010.01.05 09:20	sell	20	0.20	1.60367	0.00000	1.60327
40	2010.01.05 09:22	sell	21	0.40	1.60488	0.00000	1.60448
41	2010.01.05 09:27	sell	22	0.80	1.60609	0.00000	1.60569
42	2010.01.05 09:37	t/p	22	0.80	1.60569	0.00000	1.60569	32.00	10008.20
43	2010.01.05 09:37	close	21	0.40	1.60549	0.00000	1.60448	-24.40	9983.80
44	2010.01.05 09:40	close	20	0.20	1.60668	0.00000	1.60327	-60.20	9923.60
45	2010.01.05 09:42	sell	23	0.20	1.60363	0.00000	1.60323
46	2010.01.05 09:45	sell	24	0.40	1.60459	0.00000	1.60419
47	2010.01.05 09:50	sell	25	0.80	1.60530	0.00000	1.60490
48	2010.01.05 10:10	sell	26	1.60	1.60570	0.00000	1.60530
49	2010.01.05 11:20	t/p	25	0.80	1.60490	0.00000	1.60490	32.00	9955.60
50	2010.01.05 11:20	t/p	26	1.60	1.60530	0.00000	1.60530	64.00	10019.60
51	2010.01.05 11:20	close	24	0.40	1.60489	0.00000	1.60419	-12.00	10007.60
52	2010.01.05 11:22	close	23	0.20	1.60549	0.00000	1.60323	-37.20	9970.40
53	2010.01.05 11:25	sell	27	0.20	1.60238	0.00000	1.60198
54	2010.01.05 11:27	sell	28	0.40	1.60328	0.00000	1.60288
55	2010.01.05 11:27	sell	29	0.80	1.60372	0.00000	1.60332
56	2010.01.05 11:50	t/p	28	0.40	1.60288	0.00000	1.60288	16.00	9986.40
57	2010.01.05 11:50	t/p	29	0.80	1.60332	0.00000	1.60332	32.00	10018.40
58	2010.01.05 11:50	close	27	0.20	1.60207	0.00000	1.60198	6.20	10024.60
59	2010.01.05 11:52	sell	30	0.20	1.60008	0.00000	1.59968
60	2010.01.05 11:57	sell	31	0.40	1.60090	0.00000	1.60050
61	2010.01.05 12:20	sell	32	0.80	1.60097	0.00000	1.60057
62	2010.01.05 12:40	sell	33	1.60	1.60139	0.00000	1.60099
63	2010.01.05 19:15	t/p	33	1.60	1.60099	0.00000	1.60099	64.00	10088.60
64	2010.01.05 19:15	close	32	0.80	1.60068	0.00000	1.60057	23.20	10111.80
65	2010.01.05 19:17	close	31	0.40	1.60103	0.00000	1.60050	-5.20	10106.60
66	2010.01.05 19:20	t/p	30	0.20	1.59968	0.00000	1.59968	8.00	10114.60
67	2010.01.05 19:20	sell	34	0.20	1.59644	0.00000	1.59604
68	2010.01.05 19:22	sell	35	0.40	1.59715	0.00000	1.59675
69	2010.01.05 19:27	sell	36	0.80	1.59787	0.00000	1.59747
70	2010.01.05 19:50	sell	37	1.60	1.59808	0.00000	1.59768
71	2010.01.06 01:50	t/p	36	0.80	1.59747	0.00000	1.59747	30.24	10144.84
72	2010.01.06 01:50	t/p	37	1.60	1.59768	0.00000	1.59768	60.48	10205.32
73	2010.01.06 01:50	close	35	0.40	1.59716	0.00000	1.59675	-1.28	10204.04
74	2010.01.06 01:52	close	34	0.20	1.59771	0.00000	1.59604	-25.84	10178.20
75	2010.01.06 01:55	sell	38	0.20	1.59463	0.00000	1.59423
76	2010.01.06 01:57	sell	39	0.40	1.59546	0.00000	1.59506
77	2010.01.06 01:59	sell	40	0.80	1.59641	0.00000	1.59601
78	2010.01.06 02:05	sell	41	1.60	1.59654	0.00000	1.59614
79	2010.01.07 08:50	t/p	40	0.80	1.59601	0.00000	1.59601	26.72	10204.92
80	2010.01.07 08:50	t/p	41	1.60	1.59614	0.00000	1.59614	53.44	10258.36
81	2010.01.07 08:50	close	39	0.40	1.59584	0.00000	1.59506	-17.84	10240.52
82	2010.01.07 08:52	close	38	0.20	1.59681	0.00000	1.59423	-44.92	10195.60
83	2010.01.07 08:55	sell	42	0.20	1.59352	0.00000	1.59312
84	2010.01.07 08:57	sell	43	0.40	1.59498	0.00000	1.59458
85	2010.01.07 08:59	sell	44	0.80	1.59516	0.00000	1.59476
86	2010.01.07 09:02	sell	45	1.60	1.59658	0.00000	1.59618
87	2010.01.07 09:45	t/p	45	1.60	1.59618	0.00000	1.59618	64.00	10259.60
88	2010.01.07 09:45	close	44	0.80	1.59557	0.00000	1.59476	-32.80	10226.80
89	2010.01.07 09:47	close	43	0.40	1.59600	0.00000	1.59458	-40.80	10186.00
90	2010.01.07 09:50	close	42	0.20	1.59385	0.00000	1.59312	-6.60	10179.40
91	2010.01.07 09:52	sell	46	0.20	1.59190	0.00000	1.59150
92	2010.01.07 09:57	sell	47	0.40	1.59276	0.00000	1.59236
93	2010.01.07 10:10	sell	48	0.80	1.59299	0.00000	1.59259
94	2010.01.07 10:15	sell	49	1.60	1.59375	0.00000	1.59335
95	2010.01.07 12:45	t/p	49	1.60	1.59335	0.00000	1.59335	64.00	10243.40
96	2010.01.07 12:45	close	48	0.80	1.59333	0.00000	1.59259	-27.20	10216.20
97	2010.01.07 12:47	close	47	0.40	1.59357	0.00000	1.59236	-32.40	10183.80
98	2010.01.07 12:50	close	46	0.20	1.59237	0.00000	1.59150	-9.40	10174.40
99	2010.01.07 12:52	sell	50	0.20	1.59004	0.00000	1.58964
100	2010.01.07 12:57	sell	51	0.40	1.59052	0.00000	1.59012
101	2010.01.07 12:59	sell	52	0.80	1.59068	0.00000	1.59028
102	2010.01.07 13:15	sell	53	1.60	1.59130	0.00000	1.59090
103	2010.01.13 07:45	close at stop	53	1.60	1.62434	0.00000	1.59090	-5300.48	4873.92
104	2010.01.13 07:45	close at stop	52	0.80	1.62434	0.00000	1.59028	-2699.84	2174.08
105	2010.01.13 07:45	close at stop	51	0.40	1.62434	0.00000	1.59012	-1356.32	817.76
106	2010.01.13 07:45	close at stop	50	0.20	1.62434	0.00000	1.58964	-687.76	130.00