Report Result : TDI_v3 - Desynced Forex Repository

Strategy Tester Report

TDI_v3

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=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;

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

Initial deposit	10000.00
Total net profit	2.12	Gross profit	94.96	Gross loss	-92.85
Profit factor	1.02	Expected payoff	0.04
Absolute drawdown	3.21	Maximal drawdown	42.06 (0.42%)	Relative drawdown	0.42% (42.06)

Total trades	50	Short positions (won %)	25 (64.00%)	Long positions (won %)	25 (32.00%)
		Profit trades (% of total)	24 (48.00%)	Loss trades (% of total)	26 (52.00%)
Largest		profit trade	18.85	loss trade	-11.16
Average		profit trade	3.96	loss trade	-3.57
Maximum		consecutive wins (profit in money)	4 (20.44)	consecutive losses (loss in money)	3 (-18.07)
Maximal		consecutive profit (count of wins)	23.13 (2)	consecutive loss (count of losses)	-18.07 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 05:00	sell	1	0.01	1.35010	0.00000	0.00000
2	2010.04.01 08:00	close	1	0.01	1.35130	0.00000	0.00000	-1.20	9998.80
3	2010.04.01 09:00	buy	2	0.01	1.34801	0.00000	0.00000
4	2010.04.02 03:00	close	2	0.01	1.35719	0.00000	0.00000	9.17	10007.97
5	2010.04.02 04:00	sell	3	0.01	1.35705	0.00000	0.00000
6	2010.04.02 21:00	close	3	0.01	1.34873	0.00000	0.00000	8.32	10016.29
7	2010.04.02 22:00	buy	4	0.01	1.34900	0.00000	0.00000
8	2010.04.05 07:00	close	4	0.01	1.35071	0.00000	0.00000	1.70	10017.99
9	2010.04.05 08:00	sell	5	0.01	1.35007	0.00000	0.00000
10	2010.04.05 15:00	close	5	0.01	1.34882	0.00000	0.00000	1.25	10019.24
11	2010.04.05 16:00	buy	6	0.01	1.35245	0.00000	0.00000
12	2010.04.06 02:00	close	6	0.01	1.34670	0.00000	0.00000	-5.76	10013.49
13	2010.04.06 03:00	sell	7	0.01	1.34435	0.00000	0.00000
14	2010.04.06 16:00	close	7	0.01	1.33715	0.00000	0.00000	7.20	10020.69
15	2010.04.06 17:00	buy	8	0.01	1.33833	0.00000	0.00000
16	2010.04.07 03:00	close	8	0.01	1.33746	0.00000	0.00000	-0.88	10019.81
17	2010.04.07 04:00	sell	9	0.01	1.33841	0.00000	0.00000
18	2010.04.07 10:00	close	9	0.01	1.33827	0.00000	0.00000	0.14	10019.95
19	2010.04.07 11:00	buy	10	0.01	1.33886	0.00000	0.00000
20	2010.04.07 13:00	close	10	0.01	1.33510	0.00000	0.00000	-3.76	10016.19
21	2010.04.07 14:00	sell	11	0.01	1.33493	0.00000	0.00000
22	2010.04.07 16:00	close	11	0.01	1.33594	0.00000	0.00000	-1.01	10015.18
23	2010.04.07 17:00	buy	12	0.01	1.33433	0.00000	0.00000
24	2010.04.07 21:00	close	12	0.01	1.33719	0.00000	0.00000	2.86	10018.04
25	2010.04.07 22:00	buy	13	0.01	1.33537	0.00000	0.00000
26	2010.04.08 00:00	close	13	0.01	1.33395	0.00000	0.00000	-1.44	10016.59
27	2010.04.08 01:00	sell	14	0.01	1.33442	0.00000	0.00000
28	2010.04.08 08:00	close	14	0.01	1.33375	0.00000	0.00000	0.67	10017.26
29	2010.04.08 09:00	buy	15	0.01	1.33200	0.00000	0.00000
30	2010.04.08 14:00	close	15	0.01	1.32970	0.00000	0.00000	-2.30	10014.96
31	2010.04.08 15:00	sell	16	0.01	1.33267	0.00000	0.00000
32	2010.04.09 16:00	close	16	0.01	1.34382	0.00000	0.00000	-11.16	10003.81
33	2010.04.09 17:00	buy	17	0.01	1.34460	0.00000	0.00000
34	2010.04.12 03:00	close	17	0.01	1.36346	0.00000	0.00000	18.85	10022.66
35	2010.04.12 04:00	sell	18	0.01	1.36350	0.00000	0.00000
36	2010.04.12 23:00	close	18	0.01	1.35922	0.00000	0.00000	4.28	10026.94
37	2010.04.13 00:00	buy	19	0.01	1.35855	0.00000	0.00000
38	2010.04.13 11:00	close	19	0.01	1.35821	0.00000	0.00000	-0.34	10026.60
39	2010.04.13 12:00	sell	20	0.01	1.35710	0.00000	0.00000
40	2010.04.13 15:00	close	20	0.01	1.36131	0.00000	0.00000	-4.21	10022.39
41	2010.04.13 16:00	buy	21	0.01	1.35759	0.00000	0.00000
42	2010.04.14 08:00	close	21	0.01	1.36559	0.00000	0.00000	7.99	10030.38
43	2010.04.14 09:00	sell	22	0.01	1.36292	0.00000	0.00000
44	2010.04.14 15:00	close	22	0.01	1.36370	0.00000	0.00000	-0.78	10029.60
45	2010.04.14 16:00	buy	23	0.01	1.36234	0.00000	0.00000
46	2010.04.14 23:00	close	23	0.01	1.36523	0.00000	0.00000	2.89	10032.49
47	2010.04.15 00:00	sell	24	0.01	1.36505	0.00000	0.00000
48	2010.04.15 08:00	close	24	0.01	1.36384	0.00000	0.00000	1.21	10033.70
49	2010.04.15 09:00	buy	25	0.01	1.36279	0.00000	0.00000
50	2010.04.16 01:00	close	25	0.01	1.35713	0.00000	0.00000	-5.67	10028.03
51	2010.04.16 02:00	sell	26	0.01	1.35654	0.00000	0.00000
52	2010.04.16 11:00	close	26	0.01	1.35607	0.00000	0.00000	0.47	10028.50
53	2010.04.16 12:00	buy	27	0.01	1.35478	0.00000	0.00000
54	2010.04.16 15:00	close	27	0.01	1.35099	0.00000	0.00000	-3.79	10024.71
55	2010.04.16 16:00	sell	28	0.01	1.35108	0.00000	0.00000
56	2010.04.16 19:00	close	28	0.01	1.35018	0.00000	0.00000	0.90	10025.61
57	2010.04.16 20:00	buy	29	0.01	1.34903	0.00000	0.00000
58	2010.04.19 00:00	close	29	0.01	1.34756	0.00000	0.00000	-1.48	10024.13
59	2010.04.19 01:00	sell	30	0.01	1.34894	0.00000	0.00000
60	2010.04.19 10:00	close	30	0.01	1.34546	0.00000	0.00000	3.48	10027.61
61	2010.04.19 11:00	buy	31	0.01	1.34468	0.00000	0.00000
62	2010.04.20 04:00	close	31	0.01	1.34736	0.00000	0.00000	2.67	10030.29
63	2010.04.20 05:00	sell	32	0.01	1.34766	0.00000	0.00000
64	2010.04.20 09:00	close	32	0.01	1.34658	0.00000	0.00000	1.08	10031.37
65	2010.04.20 10:00	buy	33	0.01	1.34795	0.00000	0.00000
66	2010.04.20 15:00	close	33	0.01	1.34720	0.00000	0.00000	-0.75	10030.62
67	2010.04.20 16:00	sell	34	0.01	1.34702	0.00000	0.00000
68	2010.04.21 04:00	close	34	0.01	1.34239	0.00000	0.00000	4.62	10035.24
69	2010.04.21 05:00	buy	35	0.01	1.34175	0.00000	0.00000
70	2010.04.21 13:00	close	35	0.01	1.33875	0.00000	0.00000	-3.00	10032.24
71	2010.04.21 14:00	sell	36	0.01	1.33752	0.00000	0.00000
72	2010.04.21 16:00	close	36	0.01	1.34027	0.00000	0.00000	-2.75	10029.49
73	2010.04.21 17:00	buy	37	0.01	1.33927	0.00000	0.00000
74	2010.04.22 04:00	close	37	0.01	1.33817	0.00000	0.00000	-1.12	10028.36
75	2010.04.22 05:00	sell	38	0.01	1.33827	0.00000	0.00000
76	2010.04.22 17:00	close	38	0.01	1.33013	0.00000	0.00000	8.14	10036.50
77	2010.04.22 18:00	buy	39	0.01	1.32984	0.00000	0.00000
78	2010.04.23 13:00	close	39	0.01	1.33021	0.00000	0.00000	0.36	10036.87
79	2010.04.23 14:00	sell	40	0.01	1.33189	0.00000	0.00000
80	2010.04.26 03:00	close	40	0.01	1.33889	0.00000	0.00000	-7.01	10029.86
81	2010.04.26 04:00	sell	41	0.01	1.33828	0.00000	0.00000
82	2010.04.26 05:00	close	41	0.01	1.33759	0.00000	0.00000	0.69	10030.55
83	2010.04.26 06:00	buy	42	0.01	1.33704	0.00000	0.00000
84	2010.04.26 11:00	close	42	0.01	1.33269	0.00000	0.00000	-4.35	10026.20
85	2010.04.26 12:00	sell	43	0.01	1.33050	0.00000	0.00000
86	2010.04.26 22:00	close	43	0.01	1.33677	0.00000	0.00000	-6.27	10019.93
87	2010.04.26 23:00	buy	44	0.01	1.33805	0.00000	0.00000
88	2010.04.27 04:00	close	44	0.01	1.33740	0.00000	0.00000	-0.66	10019.27
89	2010.04.27 05:00	sell	45	0.01	1.33739	0.00000	0.00000
90	2010.04.27 17:00	close	45	0.01	1.33168	0.00000	0.00000	5.71	10024.98
91	2010.04.27 18:00	buy	46	0.01	1.32296	0.00000	0.00000
92	2010.04.28 09:00	close	46	0.01	1.31788	0.00000	0.00000	-5.09	10019.89
93	2010.04.28 10:00	sell	47	0.01	1.31869	0.00000	0.00000
94	2010.04.28 12:00	close	47	0.01	1.31839	0.00000	0.00000	0.30	10020.19
95	2010.04.28 13:00	buy	48	0.01	1.31984	0.00000	0.00000
96	2010.04.28 18:00	close	48	0.01	1.31282	0.00000	0.00000	-7.02	10013.17
97	2010.04.28 19:00	sell	49	0.01	1.31604	0.00000	0.00000
98	2010.04.29 11:00	close	49	0.01	1.32426	0.00000	0.00000	-8.24	10004.93
99	2010.04.29 12:00	buy	50	0.01	1.32604	0.00000	0.00000
100	2010.04.29 23:00	close	50	0.01	1.32323	0.00000	0.00000	-2.81	10002.12