Report Result : CashMachine_5min - Desynced Forex Repository

Strategy Tester Report

CashMachine_5min

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		hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3;

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

Initial deposit	10000.00
Total net profit	-241.60	Gross profit	91.20	Gross loss	-332.80
Profit factor	0.27	Expected payoff	-6.53
Absolute drawdown	245.80	Maximal drawdown	245.80 (2.46%)	Relative drawdown	2.46% (245.80)

Total trades	37	Short positions (won %)	5 (40.00%)	Long positions (won %)	32 (25.00%)
		Profit trades (% of total)	10 (27.03%)	Loss trades (% of total)	27 (72.97%)
Largest		profit trade	20.40	loss trade	-30.60
Average		profit trade	9.12	loss trade	-12.33
Maximum		consecutive wins (profit in money)	2 (17.40)	consecutive losses (loss in money)	8 (-108.00)
Maximal		consecutive profit (count of wins)	20.40 (1)	consecutive loss (count of losses)	-108.00 (8)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.07 15:20	buy	1	0.20	1.33546	0.00000	0.00000
2	2010.04.07 15:22	close	1	0.20	1.33503	0.00000	0.00000	-8.60	9991.40
3	2010.04.07 15:25	buy	2	0.20	1.33527	0.00000	0.00000
4	2010.04.07 15:27	close	2	0.20	1.33465	0.00000	0.00000	-12.40	9979.00
5	2010.04.07 15:27	buy	3	0.20	1.33530	0.00000	0.00000
6	2010.04.07 15:32	close	3	0.20	1.33486	0.00000	0.00000	-8.80	9970.20
7	2010.04.07 15:35	buy	4	0.20	1.33507	0.00000	0.00000
8	2010.04.07 15:37	close	4	0.20	1.33468	0.00000	0.00000	-7.80	9962.40
9	2010.04.07 15:40	buy	5	0.20	1.33560	0.00000	0.00000
10	2010.04.07 15:45	modify	5	0.20	1.33560	1.33587	1.33673
11	2010.04.07 15:50	close	5	0.20	1.33662	1.33587	1.33673	20.40	9982.80
12	2010.04.07 15:52	buy	6	0.20	1.33631	0.00000	0.00000
13	2010.04.07 15:57	close	6	0.20	1.33591	0.00000	0.00000	-8.00	9974.80
14	2010.04.07 15:59	buy	7	0.20	1.33594	0.00000	0.00000
15	2010.04.07 16:02	close	7	0.20	1.33517	0.00000	0.00000	-15.40	9959.40
16	2010.04.08 02:15	buy	8	0.20	1.33364	0.00000	0.00000
17	2010.04.08 02:27	close	8	0.20	1.33315	0.00000	0.00000	-9.80	9949.60
18	2010.04.08 02:33	buy	9	0.20	1.33367	0.00000	0.00000
19	2010.04.08 02:46	modify	9	0.20	1.33367	1.33392	1.33478
20	2010.04.08 02:53	modify	9	0.20	1.33367	1.33383	1.33469
21	2010.04.08 02:56	s/l	9	0.20	1.33383	1.33383	1.33469	3.20	9952.80
22	2010.04.08 02:56	buy	10	0.20	1.33384	0.00000	0.00000
23	2010.04.08 02:59	close	10	0.20	1.33332	0.00000	0.00000	-10.40	9942.40
24	2010.04.09 13:20	sell	11	0.20	1.33889	0.00000	0.00000
25	2010.04.09 13:22	close	11	0.20	1.33926	0.00000	0.00000	-7.40	9935.00
26	2010.04.09 13:25	sell	12	0.20	1.33906	0.00000	0.00000
27	2010.04.09 13:27	close	12	0.20	1.33959	0.00000	0.00000	-10.60	9924.40
28	2010.04.09 13:27	sell	13	0.20	1.33968	0.00000	0.00000
29	2010.04.09 13:40	modify	13	0.20	1.33968	1.33979	1.33867
30	2010.04.09 13:42	modify	13	0.20	1.33968	1.33975	1.33878
31	2010.04.09 13:45	close	13	0.20	1.33898	1.33975	1.33878	14.00	9938.40
32	2010.04.09 13:47	sell	14	0.20	1.33905	0.00000	0.00000
33	2010.04.09 13:50	modify	14	0.20	1.33905	1.33918	1.33791
34	2010.04.09 13:52	modify	14	0.20	1.33905	1.33910	1.33813
35	2010.04.09 13:55	modify	14	0.20	1.33905	1.33914	1.33802
36	2010.04.09 13:59	s/l	14	0.20	1.33914	1.33914	1.33802	-1.80	9936.60
37	2010.04.09 13:59	sell	15	0.20	1.33940	0.00000	0.00000
38	2010.04.09 14:05	modify	15	0.20	1.33940	1.33939	1.33842
39	2010.04.09 14:07	s/l	15	0.20	1.33939	1.33939	1.33842	0.20	9936.80
40	2010.04.22 02:00	buy	16	0.20	1.33882	0.00000	0.00000
41	2010.04.22 02:15	modify	16	0.20	1.33882	1.33902	1.34003
42	2010.04.22 02:17	modify	16	0.20	1.33882	1.33907	1.33993
43	2010.04.22 02:20	close	16	0.20	1.33968	1.33907	1.33993	17.20	9954.00
44	2010.04.22 02:22	buy	17	0.20	1.33952	0.00000	0.00000
45	2010.04.22 02:40	close	17	0.20	1.33917	0.00000	0.00000	-7.00	9947.00
46	2010.04.22 02:42	buy	18	0.20	1.33929	0.00000	0.00000
47	2010.04.22 02:45	close	18	0.20	1.33891	0.00000	0.00000	-7.60	9939.40
48	2010.04.22 02:47	buy	19	0.20	1.33904	0.00000	0.00000
49	2010.04.22 02:50	close	19	0.20	1.33858	0.00000	0.00000	-9.20	9930.20
50	2010.04.22 02:52	buy	20	0.20	1.33879	0.00000	0.00000
51	2010.04.22 03:02	close	20	0.20	1.33942	0.00000	0.00000	12.60	9942.80
52	2010.04.26 12:20	buy	21	0.20	1.33311	0.00000	0.00000
53	2010.04.26 12:22	close	21	0.20	1.33240	0.00000	0.00000	-14.20	9928.60
54	2010.04.26 12:25	buy	22	0.20	1.33278	0.00000	0.00000
55	2010.04.26 12:27	close	22	0.20	1.33174	0.00000	0.00000	-20.80	9907.80
56	2010.04.26 12:30	buy	23	0.20	1.33298	0.00000	0.00000
57	2010.04.26 12:32	close	23	0.20	1.33366	0.00000	0.00000	13.60	9921.40
58	2010.04.26 12:35	buy	24	0.20	1.33349	0.00000	0.00000
59	2010.04.26 12:37	modify	24	0.20	1.33349	1.33366	1.33452
60	2010.04.26 12:40	s/l	24	0.20	1.33366	1.33366	1.33452	3.40	9924.80
61	2010.04.26 12:40	buy	25	0.20	1.33305	0.00000	0.00000
62	2010.04.26 12:45	close	25	0.20	1.33236	0.00000	0.00000	-13.80	9911.00
63	2010.04.27 16:50	buy	26	0.20	1.33417	0.00000	0.00000
64	2010.04.27 16:52	close	26	0.20	1.33314	0.00000	0.00000	-20.60	9890.40
65	2010.04.27 16:55	buy	27	0.20	1.33368	0.00000	0.00000
66	2010.04.27 16:57	close	27	0.20	1.33215	0.00000	0.00000	-30.60	9859.80
67	2010.04.27 16:59	buy	28	0.20	1.33164	0.00000	0.00000
68	2010.04.27 17:02	modify	28	0.20	1.33164	1.33182	1.33283
69	2010.04.27 17:05	s/l	28	0.20	1.33182	1.33182	1.33283	3.60	9863.40
70	2010.04.28 11:15	buy	29	0.20	1.31737	0.00000	0.00000
71	2010.04.28 11:17	close	29	0.20	1.31698	0.00000	0.00000	-7.80	9855.60
72	2010.04.28 11:20	buy	30	0.20	1.31843	0.00000	0.00000
73	2010.04.28 11:22	close	30	0.20	1.31769	0.00000	0.00000	-14.80	9840.80
74	2010.04.28 11:25	buy	31	0.20	1.31808	0.00000	0.00000
75	2010.04.28 11:27	close	31	0.20	1.31698	0.00000	0.00000	-22.00	9818.80
76	2010.04.28 11:27	buy	32	0.20	1.31686	0.00000	0.00000
77	2010.04.28 11:32	close	32	0.20	1.31614	0.00000	0.00000	-14.40	9804.40
78	2010.04.28 11:40	buy	33	0.20	1.31749	0.00000	0.00000
79	2010.04.28 11:42	close	33	0.20	1.31712	0.00000	0.00000	-7.40	9797.00
80	2010.04.28 11:45	buy	34	0.20	1.31847	0.00000	0.00000
81	2010.04.28 11:47	close	34	0.20	1.31810	0.00000	0.00000	-7.40	9789.60
82	2010.04.28 11:50	buy	35	0.20	1.31945	0.00000	0.00000
83	2010.04.28 11:52	close	35	0.20	1.31876	0.00000	0.00000	-13.80	9775.80
84	2010.04.28 11:55	buy	36	0.20	1.31912	0.00000	0.00000
85	2010.04.28 11:57	close	36	0.20	1.31810	0.00000	0.00000	-20.40	9755.40
86	2010.04.28 11:59	buy	37	0.20	1.31841	0.00000	0.00000
87	2010.04.28 12:05	modify	37	0.20	1.31841	1.31856	1.31942
88	2010.04.28 12:07	s/l	37	0.20	1.31856	1.31856	1.31942	3.00	9758.40