Report Result : amer - Desynced Forex Repository

Strategy Tester Report

amer

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		Lots=0.1; TrailingStop=50; StopLoss=50; TakeProfit=200; per=700; vremya=0; DayWeek=2;

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

Initial deposit	10000.00
Total net profit	-45.20	Gross profit	114.80	Gross loss	-160.00
Profit factor	0.72	Expected payoff	-1.00
Absolute drawdown	48.60	Maximal drawdown	50.00 (0.50%)	Relative drawdown	0.50% (50.00)

Total trades	45	Short positions (won %)	40 (40.00%)	Long positions (won %)	5 (80.00%)
		Profit trades (% of total)	20 (44.44%)	Loss trades (% of total)	25 (55.56%)
Largest		profit trade	13.60	loss trade	-6.40
Average		profit trade	5.74	loss trade	-6.40
Maximum		consecutive wins (profit in money)	4 (10.10)	consecutive losses (loss in money)	5 (-32.00)
Maximal		consecutive profit (count of wins)	26.70 (3)	consecutive loss (count of losses)	-32.00 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 00:00	sell	1	0.10	1.35064	1.35128	1.34864
2	2010.04.01 01:10	s/l	1	0.10	1.35128	1.35128	1.34864	-6.40	9993.60
3	2010.04.02 00:00	buy	2	0.10	1.35855	1.35791	1.36055
4	2010.04.02 00:07	s/l	2	0.10	1.35791	1.35791	1.36055	-6.40	9987.20
5	2010.04.02 00:07	buy	3	0.10	1.35801	1.35737	1.36001
6	2010.04.02 00:20	modify	3	0.10	1.35801	1.35812	1.36001
7	2010.04.02 00:40	s/l	3	0.10	1.35812	1.35812	1.36001	1.10	9988.30
8	2010.04.02 00:40	buy	4	0.10	1.35814	1.35750	1.36014
9	2010.04.02 01:20	modify	4	0.10	1.35814	1.35828	1.36014
10	2010.04.02 01:37	s/l	4	0.10	1.35828	1.35828	1.36014	1.40	9989.70
11	2010.04.06 00:00	sell	5	0.10	1.34819	1.34883	1.34619
12	2010.04.06 00:20	s/l	5	0.10	1.34883	1.34883	1.34619	-6.40	9983.30
13	2010.04.06 00:20	sell	6	0.10	1.34892	1.34956	1.34692
14	2010.04.06 01:16	s/l	6	0.10	1.34956	1.34956	1.34692	-6.40	9976.90
15	2010.04.07 00:00	sell	7	0.10	1.33934	1.33998	1.33734
16	2010.04.07 00:45	s/l	7	0.10	1.33998	1.33998	1.33734	-6.40	9970.50
17	2010.04.07 00:45	sell	8	0.10	1.33987	1.34051	1.33787
18	2010.04.07 01:15	s/l	8	0.10	1.34051	1.34051	1.33787	-6.40	9964.10
19	2010.04.08 00:00	sell	9	0.10	1.33395	1.33459	1.33195
20	2010.04.08 00:45	s/l	9	0.10	1.33459	1.33459	1.33195	-6.40	9957.70
21	2010.04.08 00:45	sell	10	0.10	1.33447	1.33511	1.33247
22	2010.04.08 01:15	modify	10	0.10	1.33447	1.33395	1.33247
23	2010.04.08 01:20	modify	10	0.10	1.33447	1.33323	1.33247
24	2010.04.08 01:27	s/l	10	0.10	1.33323	1.33323	1.33247	12.40	9970.10
25	2010.04.09 00:00	sell	11	0.10	1.33569	1.33633	1.33369
26	2010.04.09 01:10	s/l	11	0.10	1.33633	1.33633	1.33369	-6.40	9963.70
27	2010.04.13 00:00	buy	12	0.10	1.35865	1.35801	1.36065
28	2010.04.13 00:15	modify	12	0.10	1.35865	1.35871	1.36065
29	2010.04.13 00:20	modify	12	0.10	1.35865	1.35900	1.36065
30	2010.04.13 00:37	modify	12	0.10	1.35865	1.35910	1.36065
31	2010.04.13 00:45	s/l	12	0.10	1.35910	1.35910	1.36065	4.50	9968.20
32	2010.04.13 00:45	buy	13	0.10	1.35907	1.35843	1.36107
33	2010.04.13 01:20	modify	13	0.10	1.35907	1.35910	1.36107
34	2010.04.13 01:32	modify	13	0.10	1.35907	1.35933	1.36107
35	2010.04.13 01:37	modify	13	0.10	1.35907	1.35947	1.36107
36	2010.04.13 01:40	s/l	13	0.10	1.35947	1.35947	1.36107	4.00	9972.20
37	2010.04.14 00:00	sell	14	0.10	1.36148	1.36212	1.35948
38	2010.04.14 00:20	modify	14	0.10	1.36148	1.36138	1.35948
39	2010.04.14 00:27	s/l	14	0.10	1.36138	1.36138	1.35948	1.00	9973.20
40	2010.04.14 00:27	sell	15	0.10	1.36135	1.36199	1.35935
41	2010.04.14 00:37	modify	15	0.10	1.36135	1.36129	1.35935
42	2010.04.14 00:45	s/l	15	0.10	1.36129	1.36129	1.35935	0.60	9973.80
43	2010.04.14 00:45	sell	16	0.10	1.36125	1.36189	1.35925
44	2010.04.14 01:07	s/l	16	0.10	1.36189	1.36189	1.35925	-6.40	9967.40
45	2010.04.15 00:00	sell	17	0.10	1.36505	1.36569	1.36305
46	2010.04.15 00:16	s/l	17	0.10	1.36569	1.36569	1.36305	-6.40	9961.00
47	2010.04.15 00:16	sell	18	0.10	1.36556	1.36620	1.36356
48	2010.04.15 01:32	s/l	18	0.10	1.36620	1.36620	1.36356	-6.40	9954.60
49	2010.04.16 00:00	sell	19	0.10	1.35794	1.35858	1.35594
50	2010.04.16 00:40	modify	19	0.10	1.35794	1.35770	1.35594
51	2010.04.16 00:46	modify	19	0.10	1.35794	1.35738	1.35594
52	2010.04.16 01:02	s/l	19	0.10	1.35738	1.35738	1.35594	5.60	9960.20
53	2010.04.20 00:00	sell	20	0.10	1.34893	1.34957	1.34693
54	2010.04.20 00:20	modify	20	0.10	1.34893	1.34883	1.34693
55	2010.04.20 00:27	s/l	20	0.10	1.34883	1.34883	1.34693	1.00	9961.20
56	2010.04.20 00:27	sell	21	0.10	1.34871	1.34935	1.34671
57	2010.04.20 01:15	s/l	21	0.10	1.34935	1.34935	1.34671	-6.40	9954.80
58	2010.04.21 00:00	sell	22	0.10	1.34412	1.34476	1.34212
59	2010.04.21 00:40	modify	22	0.10	1.34412	1.34395	1.34212
60	2010.04.21 00:46	modify	22	0.10	1.34412	1.34370	1.34212
61	2010.04.21 00:59	s/l	22	0.10	1.34370	1.34370	1.34212	4.20	9959.00
62	2010.04.21 00:59	sell	23	0.10	1.34365	1.34429	1.34165
63	2010.04.21 01:03	modify	23	0.10	1.34365	1.34363	1.34165
64	2010.04.21 01:10	modify	23	0.10	1.34365	1.34316	1.34165
65	2010.04.21 01:16	modify	23	0.10	1.34365	1.34255	1.34165
66	2010.04.21 01:26	s/l	23	0.10	1.34255	1.34255	1.34165	11.00	9970.00
67	2010.04.22 00:00	sell	24	0.10	1.33869	1.33933	1.33669
68	2010.04.22 00:02	s/l	24	0.10	1.33933	1.33933	1.33669	-6.40	9963.60
69	2010.04.22 00:02	sell	25	0.10	1.33920	1.33984	1.33720
70	2010.04.22 00:20	modify	25	0.10	1.33920	1.33895	1.33720
71	2010.04.22 00:33	s/l	25	0.10	1.33895	1.33895	1.33720	2.50	9966.10
72	2010.04.22 00:33	sell	26	0.10	1.33891	1.33955	1.33691
73	2010.04.22 00:46	s/l	26	0.10	1.33955	1.33955	1.33691	-6.40	9959.70
74	2010.04.22 00:46	sell	27	0.10	1.33961	1.34025	1.33761
75	2010.04.22 00:59	modify	27	0.10	1.33961	1.33944	1.33761
76	2010.04.22 01:00	modify	27	0.10	1.33961	1.33934	1.33761
77	2010.04.22 01:02	modify	27	0.10	1.33961	1.33898	1.33761
78	2010.04.22 01:07	modify	27	0.10	1.33961	1.33893	1.33761
79	2010.04.22 01:20	s/l	27	0.10	1.33893	1.33893	1.33761	6.80	9966.50
80	2010.04.23 00:00	sell	28	0.10	1.32849	1.32913	1.32649
81	2010.04.23 00:26	modify	28	0.10	1.32849	1.32843	1.32649
82	2010.04.23 00:35	modify	28	0.10	1.32849	1.32830	1.32649
83	2010.04.23 00:40	modify	28	0.10	1.32849	1.32804	1.32649
84	2010.04.23 00:45	modify	28	0.10	1.32849	1.32765	1.32649
85	2010.04.23 00:50	modify	28	0.10	1.32849	1.32713	1.32649
86	2010.04.23 00:57	s/l	28	0.10	1.32713	1.32713	1.32649	13.60	9980.10
87	2010.04.23 00:57	sell	29	0.10	1.32701	1.32765	1.32501
88	2010.04.23 01:05	modify	29	0.10	1.32701	1.32638	1.32501
89	2010.04.23 01:07	s/l	29	0.10	1.32638	1.32638	1.32501	6.30	9986.40
90	2010.04.27 00:00	sell	30	0.10	1.33919	1.33983	1.33719
91	2010.04.27 00:10	s/l	30	0.10	1.33983	1.33983	1.33719	-6.40	9980.00
92	2010.04.27 00:10	sell	31	0.10	1.33975	1.34039	1.33775
93	2010.04.27 00:20	s/l	31	0.10	1.34039	1.34039	1.33775	-6.40	9973.60
94	2010.04.27 00:20	sell	32	0.10	1.34048	1.34112	1.33848
95	2010.04.27 00:27	modify	32	0.10	1.34048	1.33992	1.33848
96	2010.04.27 00:37	modify	32	0.10	1.34048	1.33983	1.33848
97	2010.04.27 00:40	s/l	32	0.10	1.33983	1.33983	1.33848	6.50	9980.10
98	2010.04.27 00:40	sell	33	0.10	1.33978	1.34042	1.33778
99	2010.04.27 00:50	s/l	33	0.10	1.34042	1.34042	1.33778	-6.40	9973.70
100	2010.04.27 00:50	sell	34	0.10	1.34049	1.34113	1.33849
101	2010.04.27 01:02	s/l	34	0.10	1.34113	1.34113	1.33849	-6.40	9967.30
102	2010.04.28 00:00	sell	35	0.10	1.31611	1.31675	1.31411
103	2010.04.28 00:03	s/l	35	0.10	1.31675	1.31675	1.31411	-6.40	9960.90
104	2010.04.28 00:03	sell	36	0.10	1.31691	1.31755	1.31491
105	2010.04.28 00:16	s/l	36	0.10	1.31755	1.31755	1.31491	-6.40	9954.50
106	2010.04.28 00:16	sell	37	0.10	1.31787	1.31851	1.31587
107	2010.04.28 00:26	modify	37	0.10	1.31787	1.31787	1.31587
108	2010.04.28 00:40	modify	37	0.10	1.31787	1.31765	1.31587
109	2010.04.28 00:45	modify	37	0.10	1.31787	1.31728	1.31587
110	2010.04.28 00:50	modify	37	0.10	1.31787	1.31677	1.31587
111	2010.04.28 00:57	s/l	37	0.10	1.31677	1.31677	1.31587	11.00	9965.50
112	2010.04.28 00:57	sell	38	0.10	1.31664	1.31728	1.31464
113	2010.04.28 01:02	s/l	38	0.10	1.31728	1.31728	1.31464	-6.40	9959.10
114	2010.04.29 00:00	sell	39	0.10	1.32052	1.32116	1.31852
115	2010.04.29 00:15	modify	39	0.10	1.32052	1.32005	1.31852
116	2010.04.29 00:20	modify	39	0.10	1.32052	1.31923	1.31852
117	2010.04.29 00:27	s/l	39	0.10	1.31923	1.31923	1.31852	12.90	9972.00
118	2010.04.29 00:27	sell	40	0.10	1.31941	1.32005	1.31741
119	2010.04.29 00:27	s/l	40	0.10	1.32005	1.32005	1.31741	-6.40	9965.60
120	2010.04.29 00:27	sell	41	0.10	1.32047	1.32111	1.31847
121	2010.04.29 00:32	modify	41	0.10	1.32047	1.31998	1.31847
122	2010.04.29 00:37	modify	41	0.10	1.32047	1.31978	1.31847
123	2010.04.29 00:40	s/l	41	0.10	1.31978	1.31978	1.31847	6.90	9972.50
124	2010.04.29 00:40	sell	42	0.10	1.32012	1.32076	1.31812
125	2010.04.29 00:45	s/l	42	0.10	1.32076	1.32076	1.31812	-6.40	9966.10
126	2010.04.29 00:45	sell	43	0.10	1.32071	1.32135	1.31871
127	2010.04.29 00:50	s/l	43	0.10	1.32135	1.32135	1.31871	-6.40	9959.70
128	2010.04.29 00:50	sell	44	0.10	1.32130	1.32194	1.31930
129	2010.04.29 00:57	modify	44	0.10	1.32130	1.32115	1.31930
130	2010.04.29 00:59	s/l	44	0.10	1.32115	1.32115	1.31930	1.50	9961.20
131	2010.04.29 00:59	sell	45	0.10	1.32113	1.32177	1.31913
132	2010.04.29 01:07	s/l	45	0.10	1.32177	1.32177	1.31913	-6.40	9954.80