Report Result : fx pro expert - Desynced Forex Repository

Strategy Tester Report

fx pro expert

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		MMType=1; UseClose=false; UseAdd=true; LotExponent=1.667; slip=3; Lots=0.1; LotsDigits=2; TakeProfit=7; PipStep=17; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=0;

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

Initial deposit	10000.00
Total net profit	315.99	Gross profit	644.33	Gross loss	-328.34
Profit factor	1.96	Expected payoff	4.51
Absolute drawdown	105.59	Maximal drawdown	325.94 (3.19%)	Relative drawdown	3.19% (325.94)

Total trades	70	Short positions (won %)	32 (50.00%)	Long positions (won %)	38 (47.37%)
		Profit trades (% of total)	34 (48.57%)	Loss trades (% of total)	36 (51.43%)
Largest		profit trade	263.46	loss trade	-33.30
Average		profit trade	18.95	loss trade	-9.12
Maximum		consecutive wins (profit in money)	2 (277.26)	consecutive losses (loss in money)	3 (-48.76)
Maximal		consecutive profit (count of wins)	277.26 (2)	consecutive loss (count of losses)	-48.76 (3)
Average		consecutive wins	1	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 00:00	sell	1	0.10	1.35064	0.00000	0.00000
2	2010.04.01 02:00	sell	2	0.10	1.35265	0.00000	0.00000
3	2010.04.01 02:00	modify	2	0.10	1.35265	0.00000	1.35158
4	2010.04.01 02:00	modify	1	0.10	1.35064	0.00000	1.35158
5	2010.04.01 03:00	sell	3	0.17	1.35297	0.00000	0.00000
6	2010.04.01 03:00	modify	3	0.17	1.35297	0.00000	1.35218
7	2010.04.01 03:00	modify	2	0.10	1.35265	0.00000	1.35218
8	2010.04.01 03:00	modify	1	0.10	1.35064	0.00000	1.35218
9	2010.04.01 03:15	t/p	1	0.10	1.35218	0.00000	1.35218	-15.40	9984.60
10	2010.04.01 03:15	t/p	2	0.10	1.35218	0.00000	1.35218	4.70	9989.30
11	2010.04.01 03:15	t/p	3	0.17	1.35218	0.00000	1.35218	13.43	10002.73
12	2010.04.01 04:00	sell	4	0.10	1.35066	0.00000	0.00000
13	2010.04.01 06:00	sell	5	0.10	1.35085	0.00000	0.00000
14	2010.04.01 06:00	modify	5	0.10	1.35085	0.00000	1.35069
15	2010.04.01 06:00	modify	4	0.10	1.35066	0.00000	1.35069
16	2010.04.01 06:10	t/p	4	0.10	1.35069	0.00000	1.35069	-0.30	10002.43
17	2010.04.01 06:10	t/p	5	0.10	1.35069	0.00000	1.35069	1.60	10004.03
18	2010.04.01 07:00	sell	6	0.10	1.35050	0.00000	0.00000
19	2010.04.01 08:00	sell	7	0.10	1.35126	0.00000	0.00000
20	2010.04.01 08:00	modify	7	0.10	1.35126	0.00000	1.35081
21	2010.04.01 08:00	modify	6	0.10	1.35050	0.00000	1.35081
22	2010.04.01 08:10	t/p	6	0.10	1.35081	0.00000	1.35081	-3.10	10000.93
23	2010.04.01 08:10	t/p	7	0.10	1.35081	0.00000	1.35081	4.50	10005.43
24	2010.04.01 09:00	sell	8	0.10	1.34797	0.00000	0.00000
25	2010.04.01 10:00	sell	9	0.10	1.35017	0.00000	0.00000
26	2010.04.01 10:00	modify	9	0.10	1.35017	0.00000	1.34900
27	2010.04.01 10:00	modify	8	0.10	1.34797	0.00000	1.34900
28	2010.04.01 11:02	t/p	8	0.10	1.34900	0.00000	1.34900	-10.30	9995.13
29	2010.04.01 11:02	t/p	9	0.10	1.34900	0.00000	1.34900	11.70	10006.83
30	2010.04.01 12:00	buy	10	0.10	1.35050	0.00000	0.00000
31	2010.04.01 13:00	buy	11	0.10	1.34975	0.00000	0.00000
32	2010.04.01 13:00	modify	11	0.10	1.34975	0.00000	1.35020
33	2010.04.01 13:00	modify	10	0.10	1.35050	0.00000	1.35020
34	2010.04.01 14:00	buy	12	0.17	1.34776	0.00000	0.00000
35	2010.04.01 14:00	modify	12	0.17	1.34776	0.00000	1.34911
36	2010.04.01 14:00	modify	11	0.10	1.34975	0.00000	1.34911
37	2010.04.01 14:00	modify	10	0.10	1.35050	0.00000	1.34911
38	2010.04.01 14:50	t/p	10	0.10	1.34911	0.00000	1.34911	-13.90	9992.93
39	2010.04.01 14:50	t/p	11	0.10	1.34911	0.00000	1.34911	-6.40	9986.53
40	2010.04.01 14:50	t/p	12	0.17	1.34911	0.00000	1.34911	22.95	10009.48
41	2010.04.01 15:00	buy	13	0.10	1.34977	0.00000	0.00000
42	2010.04.02 16:00	buy	14	0.10	1.34887	0.00000	0.00000
43	2010.04.02 16:00	modify	14	0.10	1.34887	0.00000	1.34939
44	2010.04.02 16:00	modify	13	0.10	1.34977	0.00000	1.34939
45	2010.04.02 17:00	buy	15	0.17	1.34852	0.00000	0.00000
46	2010.04.02 17:00	modify	15	0.17	1.34852	0.00000	1.34902
47	2010.04.02 17:00	modify	14	0.10	1.34887	0.00000	1.34902
48	2010.04.02 17:00	modify	13	0.10	1.34977	0.00000	1.34902
49	2010.04.02 22:05	t/p	13	0.10	1.34902	0.00000	1.34902	-7.58	10001.90
50	2010.04.02 22:05	t/p	14	0.10	1.34902	0.00000	1.34902	1.50	10003.40
51	2010.04.02 22:05	t/p	15	0.17	1.34902	0.00000	1.34902	8.50	10011.90
52	2010.04.05 00:00	buy	16	0.10	1.34928	0.00000	0.00000
53	2010.04.05 09:00	buy	17	0.10	1.34649	0.00000	0.00000
54	2010.04.05 09:00	modify	17	0.10	1.34649	0.00000	1.34796
55	2010.04.05 09:00	modify	16	0.10	1.34928	0.00000	1.34796
56	2010.04.05 09:45	t/p	16	0.10	1.34796	0.00000	1.34796	-13.20	9998.70
57	2010.04.05 09:45	t/p	17	0.10	1.34796	0.00000	1.34796	14.70	10013.40
58	2010.04.05 10:00	buy	18	0.10	1.34835	0.00000	0.00000
59	2010.04.05 12:00	buy	19	0.10	1.34728	0.00000	0.00000
60	2010.04.05 12:00	modify	19	0.10	1.34728	0.00000	1.34789
61	2010.04.05 12:00	modify	18	0.10	1.34835	0.00000	1.34789
62	2010.04.05 13:15	t/p	18	0.10	1.34789	0.00000	1.34789	-4.60	10008.80
63	2010.04.05 13:15	t/p	19	0.10	1.34789	0.00000	1.34789	6.10	10014.90
64	2010.04.05 14:00	sell	20	0.10	1.34641	0.00000	0.00000
65	2010.04.05 15:00	sell	21	0.10	1.34878	0.00000	0.00000
66	2010.04.05 15:00	modify	21	0.10	1.34878	0.00000	1.34753
67	2010.04.05 15:00	modify	20	0.10	1.34641	0.00000	1.34753
68	2010.04.05 16:00	sell	22	0.17	1.35241	0.00000	0.00000
69	2010.04.05 16:00	modify	22	0.17	1.35241	0.00000	1.34974
70	2010.04.05 16:00	modify	21	0.10	1.34878	0.00000	1.34974
71	2010.04.05 16:00	modify	20	0.10	1.34641	0.00000	1.34974
72	2010.04.05 17:15	t/p	20	0.10	1.34974	0.00000	1.34974	-33.30	9981.60
73	2010.04.05 17:15	t/p	21	0.10	1.34974	0.00000	1.34974	-9.60	9972.00
74	2010.04.05 17:15	t/p	22	0.17	1.34974	0.00000	1.34974	45.39	10017.39
75	2010.04.05 18:00	sell	23	0.10	1.34851	0.00000	0.00000
76	2010.04.05 19:00	sell	24	0.10	1.35074	0.00000	0.00000
77	2010.04.05 19:00	modify	24	0.10	1.35074	0.00000	1.34956
78	2010.04.05 19:00	modify	23	0.10	1.34851	0.00000	1.34956
79	2010.04.05 19:20	t/p	23	0.10	1.34956	0.00000	1.34956	-10.50	10006.89
80	2010.04.05 19:20	t/p	24	0.10	1.34956	0.00000	1.34956	11.80	10018.69
81	2010.04.05 20:00	sell	25	0.10	1.34856	0.00000	0.00000
82	2010.04.09 22:00	sell	26	0.10	1.34931	0.00000	0.00000
83	2010.04.09 22:00	modify	26	0.10	1.34931	0.00000	1.34887
84	2010.04.09 22:00	modify	25	0.10	1.34856	0.00000	1.34887
85	2010.04.09 22:07	t/p	25	0.10	1.34887	0.00000	1.34887	-3.58	10015.11
86	2010.04.09 22:07	t/p	26	0.10	1.34887	0.00000	1.34887	4.40	10019.51
87	2010.04.12 00:00	buy	27	0.10	1.36267	0.00000	0.00000
88	2010.04.12 10:00	buy	28	0.10	1.36051	0.00000	0.00000
89	2010.04.12 10:00	modify	28	0.10	1.36051	0.00000	1.36166
90	2010.04.12 10:00	modify	27	0.10	1.36267	0.00000	1.36166
91	2010.04.12 10:20	t/p	27	0.10	1.36166	0.00000	1.36166	-10.10	10009.41
92	2010.04.12 10:20	t/p	28	0.10	1.36166	0.00000	1.36166	11.50	10020.91
93	2010.04.12 11:00	buy	29	0.10	1.36297	0.00000	0.00000
94	2010.04.12 12:00	buy	30	0.10	1.35938	0.00000	0.00000
95	2010.04.12 12:00	modify	30	0.10	1.35938	0.00000	1.36125
96	2010.04.12 12:00	modify	29	0.10	1.36297	0.00000	1.36125
97	2010.04.12 14:00	buy	31	0.17	1.35781	0.00000	0.00000
98	2010.04.12 14:00	modify	31	0.17	1.35781	0.00000	1.35970
99	2010.04.12 14:00	modify	30	0.10	1.35938	0.00000	1.35970
100	2010.04.12 14:00	modify	29	0.10	1.36297	0.00000	1.35970
101	2010.04.12 15:32	t/p	29	0.10	1.35970	0.00000	1.35970	-32.70	9988.21
102	2010.04.12 15:32	t/p	30	0.10	1.35970	0.00000	1.35970	3.20	9991.41
103	2010.04.12 15:32	t/p	31	0.17	1.35970	0.00000	1.35970	32.13	10023.54
104	2010.04.12 16:00	buy	32	0.10	1.35947	0.00000	0.00000
105	2010.04.12 18:00	buy	33	0.10	1.35869	0.00000	0.00000
106	2010.04.12 18:00	modify	33	0.10	1.35869	0.00000	1.35915
107	2010.04.12 18:00	modify	32	0.10	1.35947	0.00000	1.35915
108	2010.04.12 18:07	t/p	32	0.10	1.35915	0.00000	1.35915	-3.20	10020.34
109	2010.04.12 18:07	t/p	33	0.10	1.35915	0.00000	1.35915	4.60	10024.94
110	2010.04.12 19:00	sell	34	0.10	1.35754	0.00000	0.00000
111	2010.04.12 20:00	sell	35	0.10	1.35799	0.00000	0.00000
112	2010.04.12 20:00	modify	35	0.10	1.35799	0.00000	1.35770
113	2010.04.12 20:00	modify	34	0.10	1.35754	0.00000	1.35770
114	2010.04.12 21:00	sell	36	0.17	1.35862	0.00000	0.00000
115	2010.04.12 21:00	modify	36	0.17	1.35862	0.00000	1.35809
116	2010.04.12 21:00	modify	35	0.10	1.35799	0.00000	1.35809
117	2010.04.12 21:00	modify	34	0.10	1.35754	0.00000	1.35809
118	2010.04.12 21:20	t/p	34	0.10	1.35809	0.00000	1.35809	-5.50	10019.44
119	2010.04.12 21:20	t/p	35	0.10	1.35809	0.00000	1.35809	-1.00	10018.44
120	2010.04.12 21:20	t/p	36	0.17	1.35809	0.00000	1.35809	9.01	10027.45
121	2010.04.12 22:00	sell	37	0.10	1.35830	0.00000	0.00000
122	2010.04.12 23:00	sell	38	0.10	1.35918	0.00000	0.00000
123	2010.04.12 23:00	modify	38	0.10	1.35918	0.00000	1.35867
124	2010.04.12 23:00	modify	37	0.10	1.35830	0.00000	1.35867
125	2010.04.12 23:20	t/p	37	0.10	1.35867	0.00000	1.35867	-3.70	10023.75
126	2010.04.12 23:20	t/p	38	0.10	1.35867	0.00000	1.35867	5.10	10028.85
127	2010.04.13 00:00	sell	39	0.10	1.35851	0.00000	0.00000
128	2010.04.13 01:00	sell	40	0.10	1.35933	0.00000	0.00000
129	2010.04.13 01:00	modify	40	0.10	1.35933	0.00000	1.35885
130	2010.04.13 01:00	modify	39	0.10	1.35851	0.00000	1.35885
131	2010.04.13 01:50	t/p	39	0.10	1.35885	0.00000	1.35885	-3.40	10025.45
132	2010.04.13 01:50	t/p	40	0.10	1.35885	0.00000	1.35885	4.80	10030.25
133	2010.04.13 02:00	sell	41	0.10	1.35867	0.00000	0.00000
134	2010.04.13 09:00	sell	42	0.10	1.36111	0.00000	0.00000
135	2010.04.13 09:00	modify	42	0.10	1.36111	0.00000	1.35982
136	2010.04.13 09:00	modify	41	0.10	1.35867	0.00000	1.35982
137	2010.04.13 09:45	t/p	41	0.10	1.35982	0.00000	1.35982	-11.50	10018.75
138	2010.04.13 09:45	t/p	42	0.10	1.35982	0.00000	1.35982	12.90	10031.65
139	2010.04.13 10:00	sell	43	0.10	1.35959	0.00000	0.00000
140	2010.04.13 15:00	sell	44	0.10	1.36127	0.00000	0.00000
141	2010.04.13 15:00	modify	44	0.10	1.36127	0.00000	1.36036
142	2010.04.13 15:00	modify	43	0.10	1.35959	0.00000	1.36036
143	2010.04.13 15:43	t/p	43	0.10	1.36036	0.00000	1.36036	-7.70	10023.95
144	2010.04.13 15:43	t/p	44	0.10	1.36036	0.00000	1.36036	9.10	10033.05
145	2010.04.13 16:00	sell	45	0.10	1.35755	0.00000	0.00000
146	2010.04.13 18:00	sell	46	0.10	1.35812	0.00000	0.00000
147	2010.04.13 18:00	modify	46	0.10	1.35812	0.00000	1.35777
148	2010.04.13 18:00	modify	45	0.10	1.35755	0.00000	1.35777
149	2010.04.13 18:20	t/p	45	0.10	1.35777	0.00000	1.35777	-2.20	10030.85
150	2010.04.13 18:20	t/p	46	0.10	1.35777	0.00000	1.35777	3.50	10034.35
151	2010.04.13 19:00	buy	47	0.10	1.35830	0.00000	0.00000
152	2010.04.15 11:00	buy	48	0.10	1.35692	0.00000	0.00000
153	2010.04.15 11:00	modify	48	0.10	1.35692	0.00000	1.35768
154	2010.04.15 11:00	modify	47	0.10	1.35830	0.00000	1.35768
155	2010.04.15 12:00	buy	49	0.17	1.35370	0.00000	0.00000
156	2010.04.15 12:00	modify	49	0.17	1.35370	0.00000	1.35588
157	2010.04.15 12:00	modify	48	0.10	1.35692	0.00000	1.35588
158	2010.04.15 12:00	modify	47	0.10	1.35830	0.00000	1.35588
159	2010.04.15 15:20	t/p	47	0.10	1.35588	0.00000	1.35588	-24.52	10009.83
160	2010.04.15 15:20	t/p	48	0.10	1.35588	0.00000	1.35588	-10.40	9999.43
161	2010.04.15 15:20	t/p	49	0.17	1.35588	0.00000	1.35588	37.06	10036.49
162	2010.04.15 16:00	buy	50	0.10	1.35575	0.00000	0.00000
163	2010.04.15 18:00	buy	51	0.10	1.35398	0.00000	0.00000
164	2010.04.15 18:00	modify	51	0.10	1.35398	0.00000	1.35494
165	2010.04.15 18:00	modify	50	0.10	1.35575	0.00000	1.35494
166	2010.04.15 18:36	t/p	50	0.10	1.35494	0.00000	1.35494	-8.10	10028.39
167	2010.04.15 18:36	t/p	51	0.10	1.35494	0.00000	1.35494	9.60	10037.99
168	2010.04.15 19:00	buy	52	0.10	1.35696	0.00000	0.00000
169	2010.04.15 20:00	buy	53	0.10	1.35609	0.00000	0.00000
170	2010.04.15 20:00	modify	53	0.10	1.35609	0.00000	1.35660
171	2010.04.15 20:00	modify	52	0.10	1.35696	0.00000	1.35660
172	2010.04.15 20:20	t/p	52	0.10	1.35660	0.00000	1.35660	-3.60	10034.39
173	2010.04.15 20:20	t/p	53	0.10	1.35660	0.00000	1.35660	5.10	10039.49
174	2010.04.15 21:00	buy	54	0.10	1.35751	0.00000	0.00000
175	2010.04.15 23:00	buy	55	0.10	1.35711	0.00000	0.00000
176	2010.04.15 23:00	modify	55	0.10	1.35711	0.00000	1.35738
177	2010.04.15 23:00	modify	54	0.10	1.35751	0.00000	1.35738
178	2010.04.15 23:03	t/p	54	0.10	1.35738	0.00000	1.35738	-1.30	10038.19
179	2010.04.15 23:03	t/p	55	0.10	1.35738	0.00000	1.35738	2.70	10040.89
180	2010.04.16 00:00	buy	56	0.10	1.35802	0.00000	0.00000
181	2010.04.16 01:00	buy	57	0.10	1.35721	0.00000	0.00000
182	2010.04.16 01:00	modify	57	0.10	1.35721	0.00000	1.35769
183	2010.04.16 01:00	modify	56	0.10	1.35802	0.00000	1.35769
184	2010.04.16 02:00	buy	58	0.17	1.35662	0.00000	0.00000
185	2010.04.16 02:00	modify	58	0.17	1.35662	0.00000	1.35723
186	2010.04.16 02:00	modify	57	0.10	1.35721	0.00000	1.35723
187	2010.04.16 02:00	modify	56	0.10	1.35802	0.00000	1.35723
188	2010.04.16 03:00	buy	59	0.28	1.35394	0.00000	0.00000
189	2010.04.16 03:00	modify	59	0.28	1.35394	0.00000	1.35584
190	2010.04.16 03:00	modify	58	0.17	1.35662	0.00000	1.35584
191	2010.04.16 03:00	modify	57	0.10	1.35721	0.00000	1.35584
192	2010.04.16 03:00	modify	56	0.10	1.35802	0.00000	1.35584
193	2010.04.16 03:20	t/p	56	0.10	1.35584	0.00000	1.35584	-21.80	10019.09
194	2010.04.16 03:20	t/p	57	0.10	1.35584	0.00000	1.35584	-13.70	10005.39
195	2010.04.16 03:20	t/p	58	0.17	1.35584	0.00000	1.35584	-13.26	9992.13
196	2010.04.16 03:20	t/p	59	0.28	1.35584	0.00000	1.35584	53.20	10045.33
197	2010.04.16 04:00	buy	60	0.10	1.35488	0.00000	0.00000
198	2010.04.16 05:00	buy	61	0.10	1.35443	0.00000	0.00000
199	2010.04.16 05:00	modify	61	0.10	1.35443	0.00000	1.35473
200	2010.04.16 05:00	modify	60	0.10	1.35488	0.00000	1.35473
201	2010.04.16 05:15	t/p	60	0.10	1.35473	0.00000	1.35473	-1.50	10043.83
202	2010.04.16 05:15	t/p	61	0.10	1.35473	0.00000	1.35473	3.00	10046.83
203	2010.04.16 06:00	buy	62	0.10	1.35428	0.00000	0.00000
204	2010.04.16 07:00	buy	63	0.10	1.35373	0.00000	0.00000
205	2010.04.16 07:00	modify	63	0.10	1.35373	0.00000	1.35408
206	2010.04.16 07:00	modify	62	0.10	1.35428	0.00000	1.35408
207	2010.04.16 07:15	t/p	62	0.10	1.35408	0.00000	1.35408	-2.00	10044.83
208	2010.04.16 07:15	t/p	63	0.10	1.35408	0.00000	1.35408	3.50	10048.33
209	2010.04.16 08:00	sell	64	0.10	1.35293	0.00000	0.00000
210	2010.04.16 09:00	sell	65	0.10	1.35312	0.00000	0.00000
211	2010.04.16 09:00	modify	65	0.10	1.35312	0.00000	1.35296
212	2010.04.16 09:00	modify	64	0.10	1.35293	0.00000	1.35296
213	2010.04.16 09:10	t/p	64	0.10	1.35296	0.00000	1.35296	-0.30	10048.03
214	2010.04.16 09:10	t/p	65	0.10	1.35296	0.00000	1.35296	1.60	10049.63
215	2010.04.16 10:00	buy	66	0.10	1.35347	0.00000	0.00000
216	2010.04.16 13:00	buy	67	0.10	1.35278	0.00000	0.00000
217	2010.04.16 13:00	modify	67	0.10	1.35278	0.00000	1.35320
218	2010.04.16 13:00	modify	66	0.10	1.35347	0.00000	1.35320
219	2010.04.16 13:15	t/p	66	0.10	1.35320	0.00000	1.35320	-2.70	10046.93
220	2010.04.16 13:15	t/p	67	0.10	1.35320	0.00000	1.35320	4.20	10051.13
221	2010.04.16 14:00	buy	68	0.10	1.35369	0.00000	0.00000
222	2010.04.16 15:00	buy	69	0.10	1.35107	0.00000	0.00000
223	2010.04.16 15:00	modify	69	0.10	1.35107	0.00000	1.35245
224	2010.04.16 15:00	modify	68	0.10	1.35369	0.00000	1.35245
225	2010.04.16 16:15	t/p	68	0.10	1.35245	0.00000	1.35245	-12.40	10038.73
226	2010.04.16 16:15	t/p	69	0.10	1.35245	0.00000	1.35245	13.80	10052.53
227	2010.04.16 17:00	sell	70	0.10	1.35081	0.00000	0.00000
228	2010.04.29 23:59	close at stop	70	0.10	1.32436	0.00000	0.00000	263.46	10315.99