Report Result : Emily_v1 - Desynced Forex Repository

Strategy Tester Report

Emily_v1

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0;

Bars in test	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-7923.81	Gross profit	17877.57	Gross loss	-25801.38
Profit factor	0.69	Expected payoff	-80.86
Absolute drawdown	7923.81	Maximal drawdown	21748.00 (91.29%)	Relative drawdown	91.29% (21748.00)

Total trades	98	Short positions (won %)	0 (0.00%)	Long positions (won %)	98 (74.49%)
		Profit trades (% of total)	73 (74.49%)	Loss trades (% of total)	25 (25.51%)
Largest		profit trade	1262.10	loss trade	-8204.54
Average		profit trade	244.90	loss trade	-1032.06
Maximum		consecutive wins (profit in money)	15 (3562.52)	consecutive losses (loss in money)	4 (-21690.60)
Maximal		consecutive profit (count of wins)	3562.52 (15)	consecutive loss (count of losses)	-21690.60 (4)
Average		consecutive wins	5	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 00:00	buy	1	2.50	1.35072	1.34262	1.35312
2	2010.04.01 00:02	close	1	2.50	1.35097	1.34262	1.35312	62.50	10062.50
3	2010.04.01 00:05	buy	2	2.51	1.35101	1.34291	1.35341
4	2010.04.01 00:15	buy	3	3.77	1.35077	1.34267	1.35317
5	2010.04.01 00:32	buy	4	5.66	1.35048	1.34238	1.35288
6	2010.04.01 00:50	close	4	5.66	1.35075	1.34238	1.35288	152.82	10215.32
7	2010.04.01 00:52	close	3	3.77	1.35068	1.34267	1.35317	-33.93	10181.39
8	2010.04.01 00:52	close	2	2.51	1.35068	1.34291	1.35341	-82.83	10098.56
9	2010.04.01 00:55	buy	5	2.52	1.35079	1.34269	1.35319
10	2010.04.01 01:10	close	5	2.52	1.35116	1.34269	1.35319	93.24	10191.80
11	2010.04.01 01:12	buy	6	2.54	1.35114	1.34304	1.35354
12	2010.04.01 01:15	close	6	2.54	1.35146	1.34304	1.35354	81.28	10273.08
13	2010.04.01 01:17	buy	7	2.56	1.35144	1.34334	1.35384
14	2010.04.01 01:20	close	7	2.56	1.35177	1.34334	1.35384	84.48	10357.56
15	2010.04.01 01:22	buy	8	2.58	1.35165	1.34355	1.35405
16	2010.04.01 01:27	buy	9	3.88	1.35144	1.34334	1.35384
17	2010.04.01 01:33	close	9	3.88	1.35198	1.34334	1.35384	209.52	10567.08
18	2010.04.01 01:36	close	8	2.58	1.35186	1.34355	1.35405	54.18	10621.26
19	2010.04.01 01:40	buy	10	2.65	1.35240	1.34430	1.35480
20	2010.04.01 01:46	close	10	2.65	1.35267	1.34430	1.35480	71.55	10692.81
21	2010.04.01 01:50	buy	11	2.67	1.35252	1.34442	1.35492
22	2010.04.01 01:56	buy	12	4.01	1.35229	1.34419	1.35469
23	2010.04.01 01:59	close	12	4.01	1.35260	1.34419	1.35469	124.31	10817.12
24	2010.04.01 02:00	close	11	2.67	1.35265	1.34442	1.35492	34.71	10851.83
25	2010.04.01 02:05	buy	13	2.71	1.35307	1.34497	1.35547
26	2010.04.01 02:07	buy	14	4.07	1.35238	1.34428	1.35478
27	2010.04.01 02:10	close	14	4.07	1.35404	1.34428	1.35478	675.62	11527.45
28	2010.04.01 02:12	close	13	2.71	1.35369	1.34497	1.35547	168.02	11695.47
29	2010.04.01 02:15	buy	15	2.92	1.35516	1.34706	1.35756
30	2010.04.01 02:17	buy	16	4.39	1.35481	1.34671	1.35721
31	2010.04.01 02:20	close	16	4.39	1.35612	1.34671	1.35721	575.09	12270.56
32	2010.04.01 02:22	close	15	2.92	1.35543	1.34706	1.35756	78.84	12349.40
33	2010.04.01 02:25	buy	17	3.08	1.35585	1.34775	1.35825
34	2010.04.01 02:27	buy	18	4.63	1.35481	1.34671	1.35721
35	2010.04.01 02:37	close	18	4.63	1.35542	1.34671	1.35721	282.43	12631.83
36	2010.04.01 02:40	close	17	3.08	1.35436	1.34775	1.35825	-458.92	12172.91
37	2010.04.01 02:40	buy	19	4.74	1.35444	1.34634	1.35684
38	2010.04.01 02:42	close	19	4.74	1.35462	1.34634	1.35684	85.32	12258.23
39	2010.04.01 02:45	buy	20	3.06	1.35364	1.34554	1.35604
40	2010.04.01 02:47	close	20	3.06	1.35383	1.34554	1.35604	58.14	12316.37
41	2010.04.01 02:50	buy	21	3.07	1.35258	1.34448	1.35498
42	2010.04.01 02:52	close	21	3.07	1.35303	1.34448	1.35498	138.15	12454.52
43	2010.04.01 02:55	buy	22	3.11	1.35285	1.34475	1.35525
44	2010.04.01 02:57	close	22	3.11	1.35356	1.34475	1.35525	220.81	12675.33
45	2010.04.01 02:59	buy	23	3.16	1.35308	1.34498	1.35548
46	2010.04.01 03:05	buy	24	4.75	1.35275	1.34465	1.35515
47	2010.04.01 03:07	close	24	4.75	1.35298	1.34465	1.35515	109.25	12784.58
48	2010.04.01 03:10	close	23	3.16	1.35235	1.34498	1.35548	-230.68	12553.90
49	2010.04.01 03:10	buy	25	4.79	1.35243	1.34433	1.35483
50	2010.04.01 03:12	close	25	4.79	1.35251	1.34433	1.35483	38.32	12592.22
51	2010.04.01 03:15	buy	26	3.14	1.35196	1.34386	1.35436
52	2010.04.01 03:20	buy	27	4.72	1.35133	1.34323	1.35373
53	2010.04.01 03:27	close	27	4.72	1.35188	1.34323	1.35373	259.60	12851.82
54	2010.04.01 03:27	close	26	3.14	1.35170	1.34386	1.35436	-81.64	12770.18
55	2010.04.01 03:30	buy	28	3.19	1.35177	1.34367	1.35417
56	2010.04.01 03:40	buy	29	4.79	1.35138	1.34328	1.35378
57	2010.04.01 03:45	buy	30	7.19	1.35109	1.34299	1.35349
58	2010.04.01 03:50	buy	31	10.79	1.35069	1.34259	1.35309
59	2010.04.01 05:20	close	31	10.79	1.35130	1.34259	1.35309	658.19	13428.37
60	2010.04.01 05:22	close	30	7.19	1.35107	1.34299	1.35349	-14.38	13413.99
61	2010.04.01 05:22	close	29	4.79	1.35107	1.34328	1.35378	-148.49	13265.50
62	2010.04.01 05:22	close	28	3.19	1.35107	1.34367	1.35417	-223.30	13042.20
63	2010.04.01 05:25	buy	32	3.26	1.35127	1.34317	1.35367
64	2010.04.01 05:27	buy	33	4.89	1.35093	1.34283	1.35333
65	2010.04.01 05:27	buy	34	7.34	1.35043	1.34233	1.35283
66	2010.04.01 05:32	buy	35	11.01	1.35010	1.34200	1.35250
67	2010.04.01 05:45	close	35	11.01	1.35075	1.34200	1.35250	715.65	13757.85
68	2010.04.01 05:47	close	34	7.34	1.35065	1.34233	1.35283	161.48	13919.33
69	2010.04.01 05:47	close	33	4.89	1.35065	1.34283	1.35333	-136.92	13782.41
70	2010.04.01 05:47	close	32	3.26	1.35065	1.34317	1.35367	-202.12	13580.29
71	2010.04.01 05:50	buy	36	3.39	1.35115	1.34305	1.35355
72	2010.04.01 05:52	buy	37	5.09	1.35094	1.34284	1.35334
73	2010.04.01 05:57	buy	38	7.64	1.35073	1.34263	1.35313
74	2010.04.01 06:07	close	38	7.64	1.35100	1.34263	1.35313	206.28	13786.57
75	2010.04.01 06:10	close	37	5.09	1.35045	1.34284	1.35334	-249.41	13537.16
76	2010.04.01 06:10	close	36	3.39	1.35045	1.34305	1.35355	-237.30	13299.86
77	2010.04.01 06:12	buy	39	3.32	1.35067	1.34257	1.35307
78	2010.04.01 06:15	buy	40	4.99	1.35011	1.34201	1.35251
79	2010.04.01 06:20	buy	41	7.49	1.34956	1.34146	1.35196
80	2010.04.01 06:27	close	41	7.49	1.35003	1.34146	1.35196	352.03	13651.89
81	2010.04.01 06:27	close	40	4.99	1.35080	1.34201	1.35251	344.31	13996.20
82	2010.04.01 06:27	close	39	3.32	1.35080	1.34257	1.35307	43.16	14039.36
83	2010.04.01 06:32	buy	42	3.50	1.35083	1.34273	1.35323
84	2010.04.01 06:40	buy	43	5.26	1.35062	1.34252	1.35302
85	2010.04.01 06:45	buy	44	7.89	1.35041	1.34231	1.35281
86	2010.04.01 06:50	buy	45	11.84	1.35013	1.34203	1.35253
87	2010.04.01 06:59	close	45	11.84	1.35040	1.34203	1.35253	319.68	14359.04
88	2010.04.01 07:00	close	44	7.89	1.35050	1.34231	1.35281	71.01	14430.05
89	2010.04.01 07:00	close	43	5.26	1.35050	1.34252	1.35302	-63.12	14366.93
90	2010.04.01 07:00	close	42	3.50	1.35050	1.34273	1.35323	-115.50	14251.43
91	2010.04.01 07:02	buy	46	3.56	1.35071	1.34261	1.35311
92	2010.04.01 07:10	buy	47	5.34	1.35046	1.34236	1.35286
93	2010.04.01 07:15	buy	48	8.01	1.35021	1.34211	1.35261
94	2010.04.01 07:20	buy	49	12.02	1.34988	1.34178	1.35228
95	2010.04.01 07:33	close	49	12.02	1.35093	1.34178	1.35228	1262.10	15513.53
96	2010.04.01 07:36	close	48	8.01	1.35077	1.34211	1.35261	448.56	15962.09
97	2010.04.01 07:36	close	47	5.34	1.35077	1.34236	1.35286	165.54	16127.63
98	2010.04.01 07:36	close	46	3.56	1.35077	1.34261	1.35311	21.36	16148.99
99	2010.04.01 07:40	buy	50	4.03	1.35148	1.34338	1.35388
100	2010.04.01 07:46	close	50	4.03	1.35188	1.34338	1.35388	161.20	16310.19
101	2010.04.01 07:50	buy	51	4.07	1.35164	1.34354	1.35404
102	2010.04.01 07:53	close	51	4.07	1.35172	1.34354	1.35404	32.56	16342.75
103	2010.04.01 07:56	buy	52	4.08	1.35132	1.34322	1.35372
104	2010.04.01 08:07	close	52	4.08	1.35145	1.34322	1.35372	53.04	16395.79
105	2010.04.01 08:10	buy	53	4.09	1.35075	1.34265	1.35315
106	2010.04.01 08:12	close	53	4.09	1.35086	1.34265	1.35315	44.99	16440.78
107	2010.04.01 08:15	buy	54	4.11	1.35016	1.34206	1.35256
108	2010.04.01 08:17	close	54	4.11	1.35028	1.34206	1.35256	49.32	16490.10
109	2010.04.01 08:20	buy	55	4.12	1.34938	1.34128	1.35178
110	2010.04.01 08:22	close	55	4.12	1.34969	1.34128	1.35178	127.72	16617.82
111	2010.04.01 08:25	buy	56	4.15	1.34958	1.34148	1.35198
112	2010.04.01 08:27	close	56	4.15	1.35008	1.34148	1.35198	207.50	16825.32
113	2010.04.01 08:27	buy	57	4.20	1.35038	1.34228	1.35278
114	2010.04.01 08:35	buy	58	6.31	1.34993	1.34183	1.35233
115	2010.04.01 08:37	close	58	6.31	1.35035	1.34183	1.35233	265.02	17090.34
116	2010.04.01 08:40	close	57	4.20	1.34935	1.34228	1.35278	-432.60	16657.74
117	2010.04.01 08:40	buy	59	6.41	1.34943	1.34133	1.35183
118	2010.04.01 08:42	close	59	6.41	1.34960	1.34133	1.35183	108.97	16766.71
119	2010.04.01 08:45	buy	60	4.19	1.34867	1.34057	1.35107
120	2010.04.01 08:47	close	60	4.19	1.34884	1.34057	1.35107	71.23	16837.94
121	2010.04.01 08:50	buy	61	4.20	1.34767	1.33957	1.35007
122	2010.04.01 08:52	close	61	4.20	1.34809	1.33957	1.35007	176.40	17014.34
123	2010.04.01 08:55	buy	62	4.25	1.34792	1.33982	1.35032
124	2010.04.01 08:57	close	62	4.25	1.34859	1.33982	1.35032	284.75	17299.09
125	2010.04.01 08:59	buy	63	4.32	1.34800	1.33990	1.35040
126	2010.04.01 09:07	buy	64	6.49	1.34777	1.33967	1.35017
127	2010.04.01 09:10	close	64	6.49	1.34857	1.33967	1.35017	519.20	17818.29
128	2010.04.01 09:12	close	63	4.32	1.34840	1.33990	1.35040	172.80	17991.09
129	2010.04.01 09:15	buy	65	4.49	1.34918	1.34108	1.35158
130	2010.04.01 09:20	close	65	4.49	1.34963	1.34108	1.35158	202.05	18193.14
131	2010.04.01 09:22	buy	66	4.54	1.34936	1.34126	1.35176
132	2010.04.01 09:25	close	66	4.54	1.34945	1.34126	1.35176	40.86	18234.00
133	2010.04.01 09:27	buy	67	4.55	1.34900	1.34090	1.35140
134	2010.04.01 09:27	close	67	4.55	1.34920	1.34090	1.35140	91.00	18325.00
135	2010.04.01 09:30	buy	68	4.58	1.34925	1.34115	1.35165
136	2010.04.01 09:35	close	68	4.58	1.34933	1.34115	1.35165	36.64	18361.64
137	2010.04.01 09:37	buy	69	4.59	1.34899	1.34089	1.35139
138	2010.04.01 09:40	close	69	4.59	1.34996	1.34089	1.35139	445.23	18806.87
139	2010.04.01 09:42	buy	70	4.70	1.34983	1.34173	1.35223
140	2010.04.01 09:45	close	70	4.70	1.35059	1.34173	1.35223	357.20	19164.07
141	2010.04.01 09:47	buy	71	4.79	1.35046	1.34236	1.35286
142	2010.04.01 09:50	close	71	4.79	1.35122	1.34236	1.35286	364.04	19528.11
143	2010.04.01 09:52	buy	72	4.88	1.35088	1.34278	1.35328
144	2010.04.01 09:55	close	72	4.88	1.35101	1.34278	1.35328	63.44	19591.55
145	2010.04.01 09:57	buy	73	4.89	1.35046	1.34236	1.35286
146	2010.04.01 09:59	buy	74	7.35	1.35020	1.34210	1.35260
147	2010.04.01 10:02	buy	75	11.03	1.34963	1.34153	1.35203
148	2010.04.01 10:10	close	75	11.03	1.35020	1.34153	1.35203	628.71	20220.26
149	2010.04.01 10:12	close	74	7.35	1.35004	1.34210	1.35260	-117.60	20102.66
150	2010.04.01 10:12	close	73	4.89	1.35004	1.34236	1.35286	-205.38	19897.28
151	2010.04.01 10:15	buy	76	4.97	1.35076	1.34266	1.35316
152	2010.04.01 10:20	close	76	4.97	1.35117	1.34266	1.35316	203.77	20101.05
153	2010.04.01 10:22	buy	77	5.02	1.35093	1.34283	1.35333
154	2010.04.01 10:25	close	77	5.02	1.35101	1.34283	1.35333	40.16	20141.21
155	2010.04.01 10:27	buy	78	5.03	1.35060	1.34250	1.35300
156	2010.04.01 10:35	buy	79	7.55	1.35033	1.34223	1.35273
157	2010.04.01 10:37	close	79	7.55	1.35049	1.34223	1.35273	120.80	20262.01
158	2010.04.01 10:40	close	78	5.03	1.35001	1.34250	1.35300	-296.77	19965.24
159	2010.04.01 10:40	buy	80	7.60	1.35009	1.34199	1.35249
160	2010.04.01 10:42	close	80	7.60	1.35013	1.34199	1.35249	30.40	19995.64
161	2010.04.01 10:45	buy	81	4.99	1.34973	1.34163	1.35213
162	2010.04.01 10:50	buy	82	7.50	1.34925	1.34115	1.35165
163	2010.04.01 10:57	close	82	7.50	1.34965	1.34115	1.35165	300.00	20295.64
164	2010.04.01 10:59	close	81	4.99	1.34972	1.34163	1.35213	-4.99	20290.65
165	2010.04.01 11:00	buy	83	5.07	1.34981	1.34171	1.35221
166	2010.04.01 11:02	buy	84	7.61	1.34812	1.34002	1.35052
167	2010.04.01 11:07	buy	85	11.42	1.34791	1.33981	1.35031
168	2010.04.01 11:10	close	85	11.42	1.34888	1.33981	1.35031	1107.74	21398.39
169	2010.04.01 11:12	close	84	7.61	1.34867	1.34002	1.35052	418.55	21816.94
170	2010.04.01 11:12	close	83	5.07	1.34867	1.34171	1.35221	-577.98	21238.96
171	2010.04.01 11:15	buy	86	5.30	1.34958	1.34148	1.35198
172	2010.04.01 11:17	buy	87	7.96	1.34937	1.34127	1.35177
173	2010.04.01 11:20	close	87	7.96	1.35013	1.34127	1.35177	604.96	21843.92
174	2010.04.01 11:22	close	86	5.30	1.34971	1.34148	1.35198	68.90	21912.82
175	2010.04.01 11:25	buy	88	5.47	1.35000	1.34190	1.35240
176	2010.04.01 11:27	buy	89	8.22	1.34937	1.34127	1.35177
177	2010.04.01 11:30	close	89	8.22	1.35012	1.34127	1.35177	616.50	22529.32
178	2010.04.01 11:32	close	88	5.47	1.34964	1.34190	1.35240	-196.92	22332.40
179	2010.04.01 11:35	buy	90	5.58	1.34983	1.34173	1.35223
180	2010.04.01 11:37	buy	91	8.37	1.34961	1.34151	1.35201
181	2010.04.01 11:40	close	91	8.37	1.35009	1.34151	1.35201	401.76	22734.16
182	2010.04.01 11:42	close	90	5.58	1.34998	1.34173	1.35223	83.70	22817.86
183	2010.04.01 11:45	buy	92	5.70	1.35050	1.34240	1.35290
184	2010.04.01 11:50	close	92	5.70	1.35076	1.34240	1.35290	148.20	22966.06
185	2010.04.01 11:52	buy	93	5.74	1.35062	1.34252	1.35302
186	2010.04.01 11:57	buy	94	8.61	1.35039	1.34229	1.35279
187	2010.04.01 12:02	close	94	8.61	1.35108	1.34229	1.35279	594.09	23560.15
188	2010.04.01 12:05	close	93	5.74	1.35098	1.34252	1.35302	206.64	23766.79
189	2010.04.01 12:07	buy	95	5.94	1.35127	1.34317	1.35367
190	2010.04.01 12:10	buy	96	8.91	1.35084	1.34274	1.35324
191	2010.04.01 12:15	buy	97	13.37	1.35052	1.34242	1.35292
192	2010.04.01 12:20	buy	98	20.06	1.35009	1.34199	1.35249
193	2010.04.01 14:20	close at stop	98	20.06	1.34600	1.34199	1.35249	-8204.54	15562.25
194	2010.04.01 14:20	close at stop	97	13.37	1.34600	1.34242	1.35292	-6043.24	9519.01
195	2010.04.01 14:20	close at stop	96	8.91	1.34600	1.34274	1.35324	-4312.44	5206.57
196	2010.04.01 14:20	close at stop	95	5.94	1.34600	1.34317	1.35367	-3130.38	2076.19