Report Result : VBS - Very Blondie System - Desynced Forex Repository

Strategy Tester Report

VBS - Very Blondie System

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		PeriodX=60; Limit=1000; Grid=1500; Amount=40; LockDown=0;

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

Initial deposit	10000.00
Total net profit	543.54	Gross profit	1297.34	Gross loss	-753.80
Profit factor	1.72	Expected payoff	25.88
Absolute drawdown	433.94	Maximal drawdown	647.68 (6.34%)	Relative drawdown	6.34% (647.68)

Total trades	21	Short positions (won %)	10 (80.00%)	Long positions (won %)	11 (54.55%)
		Profit trades (% of total)	14 (66.67%)	Loss trades (% of total)	7 (33.33%)
Largest		profit trade	399.20	loss trade	-200.28
Average		profit trade	92.67	loss trade	-107.69
Maximum		consecutive wins (profit in money)	3 (231.06)	consecutive losses (loss in money)	2 (-300.68)
Maximal		consecutive profit (count of wins)	440.10 (2)	consecutive loss (count of losses)	-300.68 (2)
Average		consecutive wins	2	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 00:00	sell limit	2	0.20	1.36564	0.00000	0.00000
3	2010.04.01 00:00	sell limit	3	0.40	1.38064	0.00000	0.00000
4	2010.04.01 00:00	sell limit	4	0.80	1.39564	0.00000	0.00000
5	2010.04.01 00:00	sell limit	5	1.60	1.41064	0.00000	0.00000
6	2010.04.01 14:20	delete	5	1.60	1.41064	0.00000	0.00000
7	2010.04.01 14:20	delete	4	0.80	1.39564	0.00000	0.00000
8	2010.04.01 14:20	delete	3	0.40	1.38064	0.00000	0.00000
9	2010.04.01 14:20	delete	2	0.20	1.36564	0.00000	0.00000
10	2010.04.01 14:20	close	1	0.10	1.34608	0.00000	0.00000	45.60	10045.60
11	2010.04.01 14:45	sell	6	0.10	1.34896	0.00000	0.00000
12	2010.04.01 14:45	sell limit	7	0.20	1.36396	0.00000	0.00000
13	2010.04.01 14:45	sell limit	8	0.40	1.37896	0.00000	0.00000
14	2010.04.01 14:45	sell limit	9	0.80	1.39396	0.00000	0.00000
15	2010.04.01 14:45	sell limit	10	1.60	1.40896	0.00000	0.00000
16	2010.04.06 02:50	delete	10	1.60	1.40896	0.00000	0.00000
17	2010.04.06 02:50	delete	9	0.80	1.39396	0.00000	0.00000
18	2010.04.06 02:50	delete	8	0.40	1.37896	0.00000	0.00000
19	2010.04.06 02:50	delete	7	0.20	1.36396	0.00000	0.00000
20	2010.04.06 02:50	close	6	0.10	1.34433	0.00000	0.00000	46.06	10091.66
21	2010.04.06 02:52	buy	11	0.10	1.34463	0.00000	0.00000
22	2010.04.06 02:52	buy limit	12	0.20	1.32963	0.00000	0.00000
23	2010.04.06 02:52	buy limit	13	0.40	1.31463	0.00000	0.00000
24	2010.04.06 02:52	buy limit	14	0.80	1.29963	0.00000	0.00000
25	2010.04.06 02:52	buy limit	15	1.61	1.28463	0.00000	0.00000
26	2010.04.08 09:50	buy	12	0.20	1.32963	0.00000	0.00000
27	2010.04.08 16:50	delete	15	1.61	1.28463	0.00000	0.00000
28	2010.04.08 16:50	delete	14	0.80	1.29963	0.00000	0.00000
29	2010.04.08 16:50	delete	13	0.40	1.31463	0.00000	0.00000
30	2010.04.08 16:50	close	12	0.20	1.33660	0.00000	0.00000	139.40	10231.06
31	2010.04.08 16:50	close	11	0.10	1.33660	0.00000	0.00000	-80.62	10150.44
32	2010.04.09 01:50	sell	16	0.10	1.33832	0.00000	0.00000
33	2010.04.09 01:50	sell limit	17	0.20	1.35332	0.00000	0.00000
34	2010.04.09 01:50	sell limit	18	0.40	1.36832	0.00000	0.00000
35	2010.04.09 01:50	sell limit	19	0.81	1.38332	0.00000	0.00000
36	2010.04.09 01:50	sell limit	20	1.63	1.39832	0.00000	0.00000
37	2010.04.09 07:16	delete	20	1.63	1.39832	0.00000	0.00000
38	2010.04.09 07:16	delete	19	0.81	1.38332	0.00000	0.00000
39	2010.04.09 07:16	delete	18	0.40	1.36832	0.00000	0.00000
40	2010.04.09 07:16	delete	17	0.20	1.35332	0.00000	0.00000
41	2010.04.09 07:16	close	16	0.10	1.33423	0.00000	0.00000	40.90	10191.34
42	2010.04.09 08:59	sell	21	0.10	1.33890	0.00000	0.00000
43	2010.04.09 08:59	sell limit	22	0.20	1.35390	0.00000	0.00000
44	2010.04.09 08:59	sell limit	23	0.40	1.36890	0.00000	0.00000
45	2010.04.09 08:59	sell limit	24	0.81	1.38390	0.00000	0.00000
46	2010.04.09 08:59	sell limit	25	1.63	1.39890	0.00000	0.00000
47	2010.04.12 00:00	sell	22	0.20	1.35390	0.00000	0.00000
48	2010.04.12 06:50	sell	23	0.40	1.36890	0.00000	0.00000
49	2010.04.12 11:46	delete	25	1.63	1.39890	0.00000	0.00000
50	2010.04.12 11:46	delete	24	0.81	1.38390	0.00000	0.00000
51	2010.04.12 11:46	close	23	0.40	1.35892	0.00000	0.00000	399.20	10590.54
52	2010.04.12 11:46	close	22	0.20	1.35892	0.00000	0.00000	-100.40	10490.14
53	2010.04.12 11:46	close	21	0.10	1.35892	0.00000	0.00000	-200.28	10289.86
54	2010.04.12 11:50	sell	26	0.10	1.35951	0.00000	0.00000
55	2010.04.12 11:50	sell limit	27	0.20	1.37451	0.00000	0.00000
56	2010.04.12 11:50	sell limit	28	0.41	1.38951	0.00000	0.00000
57	2010.04.12 11:50	sell limit	29	0.82	1.40451	0.00000	0.00000
58	2010.04.12 11:50	sell limit	30	1.64	1.41951	0.00000	0.00000
59	2010.04.13 16:20	delete	30	1.64	1.41951	0.00000	0.00000
60	2010.04.13 16:20	delete	29	0.82	1.40451	0.00000	0.00000
61	2010.04.13 16:20	delete	28	0.41	1.38951	0.00000	0.00000
62	2010.04.13 16:20	delete	27	0.20	1.37451	0.00000	0.00000
63	2010.04.13 16:20	close	26	0.10	1.35526	0.00000	0.00000	42.42	10332.28
64	2010.04.13 16:22	buy	31	0.10	1.35583	0.00000	0.00000
65	2010.04.13 16:22	buy limit	32	0.20	1.34083	0.00000	0.00000
66	2010.04.13 16:22	buy limit	33	0.41	1.32583	0.00000	0.00000
67	2010.04.13 16:22	buy limit	34	0.82	1.31083	0.00000	0.00000
68	2010.04.13 16:22	buy limit	35	1.64	1.29583	0.00000	0.00000
69	2010.04.13 16:22	sell	36	0.10	1.35575	0.00000	0.00000
70	2010.04.13 16:22	sell limit	37	0.20	1.37075	0.00000	0.00000
71	2010.04.13 16:22	sell limit	38	0.41	1.38575	0.00000	0.00000
72	2010.04.13 16:22	sell limit	39	0.82	1.40075	0.00000	0.00000
73	2010.04.13 16:22	sell limit	40	1.64	1.41575	0.00000	0.00000
74	2010.04.21 02:33	buy	32	0.20	1.34083	0.00000	0.00000
75	2010.04.21 07:40	delete	40	1.64	1.41575	0.00000	0.00000
76	2010.04.21 07:40	delete	39	0.82	1.40075	0.00000	0.00000
77	2010.04.21 07:40	delete	38	0.41	1.38575	0.00000	0.00000
78	2010.04.21 07:40	delete	37	0.20	1.37075	0.00000	0.00000
79	2010.04.21 07:40	close	36	0.10	1.34316	0.00000	0.00000	125.26	10457.54
80	2010.04.21 07:40	delete	35	1.64	1.29583	0.00000	0.00000
81	2010.04.21 07:40	delete	34	0.82	1.31083	0.00000	0.00000
82	2010.04.21 07:40	delete	33	0.41	1.32583	0.00000	0.00000
83	2010.04.21 07:40	close	32	0.20	1.34308	0.00000	0.00000	45.00	10502.54
84	2010.04.21 07:40	close	31	0.10	1.34308	0.00000	0.00000	-128.14	10374.40
85	2010.04.21 09:20	buy	41	0.10	1.34217	0.00000	0.00000
86	2010.04.21 09:20	buy limit	42	0.20	1.32717	0.00000	0.00000
87	2010.04.21 09:20	buy limit	43	0.41	1.31217	0.00000	0.00000
88	2010.04.21 09:20	buy limit	44	0.83	1.29717	0.00000	0.00000
89	2010.04.21 09:20	buy limit	45	1.66	1.28217	0.00000	0.00000
90	2010.04.22 16:50	buy	42	0.20	1.32717	0.00000	0.00000
91	2010.04.23 11:15	delete	45	1.66	1.28217	0.00000	0.00000
92	2010.04.23 11:15	delete	44	0.83	1.29717	0.00000	0.00000
93	2010.04.23 11:15	delete	43	0.41	1.31217	0.00000	0.00000
94	2010.04.23 11:15	close	42	0.20	1.33386	0.00000	0.00000	133.64	10508.04
95	2010.04.23 11:15	close	41	0.10	1.33386	0.00000	0.00000	-83.42	10424.62
96	2010.04.23 11:17	buy	46	0.10	1.33368	0.00000	0.00000
97	2010.04.23 11:17	buy limit	47	0.20	1.31868	0.00000	0.00000
98	2010.04.23 11:17	buy limit	48	0.41	1.30368	0.00000	0.00000
99	2010.04.23 11:17	buy limit	49	0.83	1.28868	0.00000	0.00000
100	2010.04.23 11:17	buy limit	50	1.66	1.27368	0.00000	0.00000
101	2010.04.23 11:17	sell	51	0.10	1.33360	0.00000	0.00000
102	2010.04.23 11:17	sell limit	52	0.20	1.34860	0.00000	0.00000
103	2010.04.23 11:17	sell limit	53	0.41	1.36360	0.00000	0.00000
104	2010.04.23 11:17	sell limit	54	0.83	1.37860	0.00000	0.00000
105	2010.04.23 11:17	sell limit	55	1.66	1.39360	0.00000	0.00000
106	2010.04.27 21:40	buy	47	0.20	1.31868	0.00000	0.00000
107	2010.04.28 04:20	delete	55	1.66	1.39360	0.00000	0.00000
108	2010.04.28 04:20	delete	54	0.83	1.37860	0.00000	0.00000
109	2010.04.28 04:20	delete	53	0.41	1.36360	0.00000	0.00000
110	2010.04.28 04:20	delete	52	0.20	1.34860	0.00000	0.00000
111	2010.04.28 04:20	close	51	0.10	1.32088	0.00000	0.00000	126.96	10551.58
112	2010.04.28 04:20	delete	50	1.66	1.27368	0.00000	0.00000
113	2010.04.28 04:20	delete	49	0.83	1.28868	0.00000	0.00000
114	2010.04.28 04:20	delete	48	0.41	1.30368	0.00000	0.00000
115	2010.04.28 04:20	close	47	0.20	1.32080	0.00000	0.00000	42.24	10593.82
116	2010.04.28 04:20	close	46	0.10	1.32080	0.00000	0.00000	-129.04	10464.78
117	2010.04.28 04:22	buy	56	0.10	1.32057	0.00000	0.00000
118	2010.04.28 04:22	buy limit	57	0.21	1.30557	0.00000	0.00000
119	2010.04.28 04:22	buy limit	58	0.42	1.29057	0.00000	0.00000
120	2010.04.28 04:22	buy limit	59	0.84	1.27557	0.00000	0.00000
121	2010.04.28 04:22	buy limit	60	1.68	1.26057	0.00000	0.00000
122	2010.04.28 14:20	delete	60	1.68	1.26057	0.00000	0.00000
123	2010.04.28 14:20	delete	59	0.84	1.27557	0.00000	0.00000
124	2010.04.28 14:20	delete	58	0.42	1.29057	0.00000	0.00000
125	2010.04.28 14:20	delete	57	0.21	1.30557	0.00000	0.00000
126	2010.04.28 14:20	close	56	0.10	1.32460	0.00000	0.00000	40.30	10505.08
127	2010.04.28 14:22	buy	61	0.10	1.32380	0.00000	0.00000
128	2010.04.28 14:22	buy limit	62	0.21	1.30880	0.00000	0.00000
129	2010.04.28 14:22	buy limit	63	0.42	1.29380	0.00000	0.00000
130	2010.04.28 14:22	buy limit	64	0.84	1.27880	0.00000	0.00000
131	2010.04.28 14:22	buy limit	65	1.68	1.26380	0.00000	0.00000
132	2010.04.29 12:20	delete	65	1.68	1.26380	0.00000	0.00000
133	2010.04.29 12:20	delete	64	0.84	1.27880	0.00000	0.00000
134	2010.04.29 12:20	delete	63	0.42	1.29380	0.00000	0.00000
135	2010.04.29 12:20	delete	62	0.21	1.30880	0.00000	0.00000
136	2010.04.29 12:20	close	61	0.10	1.32783	0.00000	0.00000	40.06	10545.14
137	2010.04.29 12:22	buy	66	0.10	1.32747	0.00000	0.00000
138	2010.04.29 12:22	buy limit	67	0.21	1.31247	0.00000	0.00000
139	2010.04.29 12:22	buy limit	68	0.42	1.29747	0.00000	0.00000
140	2010.04.29 12:22	buy limit	69	0.84	1.28247	0.00000	0.00000
141	2010.04.29 12:22	buy limit	70	1.68	1.26747	0.00000	0.00000
142	2010.04.29 12:22	sell	71	0.10	1.32739	0.00000	0.00000
143	2010.04.29 12:22	sell limit	72	0.21	1.34239	0.00000	0.00000
144	2010.04.29 12:22	sell limit	73	0.42	1.35739	0.00000	0.00000
145	2010.04.29 12:22	sell limit	74	0.84	1.37239	0.00000	0.00000
146	2010.04.29 12:22	sell limit	75	1.68	1.38739	0.00000	0.00000
147	2010.04.29 23:59	close at stop	71	0.10	1.32436	0.00000	0.00000	30.30	10575.44
148	2010.04.29 23:59	close at stop	66	0.10	1.32428	0.00000	0.00000	-31.90	10543.54