Report Result : ZigZagEvgeTrofi 1 - Desynced Forex Repository

Strategy Tester Report

ZigZagEvgeTrofi 1

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		ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1;

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

Initial deposit	10000.00
Total net profit	-170.94	Gross profit	671.26	Gross loss	-842.20
Profit factor	0.80	Expected payoff	-6.84
Absolute drawdown	205.14	Maximal drawdown	575.52 (5.55%)	Relative drawdown	5.55% (575.52)

Total trades	25	Short positions (won %)	12 (50.00%)	Long positions (won %)	13 (15.38%)
		Profit trades (% of total)	8 (32.00%)	Loss trades (% of total)	17 (68.00%)
Largest		profit trade	230.16	loss trade	-131.30
Average		profit trade	83.91	loss trade	-49.54
Maximum		consecutive wins (profit in money)	2 (357.98)	consecutive losses (loss in money)	6 (-217.72)
Maximal		consecutive profit (count of wins)	357.98 (2)	consecutive loss (count of losses)	-246.54 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 03:00	buy	1	0.10	1.35305	0.00000	0.00000
2	2010.04.01 09:00	close	1	0.10	1.34797	0.00000	0.00000	-50.80	9949.20
3	2010.04.01 09:00	sell	2	0.10	1.34797	0.00000	0.00000
4	2010.04.01 18:00	close	2	0.10	1.35688	0.00000	0.00000	-89.10	9860.10
5	2010.04.01 18:00	buy	3	0.10	1.35688	0.00000	0.00000
6	2010.04.02 11:00	close	3	0.10	1.35509	0.00000	0.00000	-17.98	9842.12
7	2010.04.02 11:00	sell	4	0.10	1.35509	0.00000	0.00000
8	2010.04.02 17:00	close	4	0.10	1.34852	0.00000	0.00000	65.70	9907.82
9	2010.04.02 17:00	buy	5	0.10	1.34852	0.00000	0.00000
10	2010.04.02 17:02	close	5	0.10	1.34851	0.00000	0.00000	-0.10	9907.72
11	2010.04.02 17:02	sell	6	0.10	1.34851	0.00000	0.00000
12	2010.04.08 17:00	close	6	0.10	1.33568	0.00000	0.00000	127.82	10035.54
13	2010.04.08 17:00	buy	7	0.10	1.33568	0.00000	0.00000
14	2010.04.13 08:00	close	7	0.10	1.35872	0.00000	0.00000	230.16	10265.70
15	2010.04.13 08:00	sell	8	0.10	1.35872	0.00000	0.00000
16	2010.04.13 09:00	close	8	0.10	1.36119	0.00000	0.00000	-24.70	10241.00
17	2010.04.13 09:00	buy	9	0.10	1.36119	0.00000	0.00000
18	2010.04.13 12:00	close	9	0.10	1.35710	0.00000	0.00000	-40.90	10200.10
19	2010.04.13 12:00	sell	10	0.10	1.35710	0.00000	0.00000
20	2010.04.13 16:00	close	10	0.10	1.35763	0.00000	0.00000	-5.30	10194.80
21	2010.04.13 16:00	buy	11	0.10	1.35763	0.00000	0.00000
22	2010.04.13 17:00	close	11	0.10	1.35611	0.00000	0.00000	-15.20	10179.60
23	2010.04.13 17:00	sell	12	0.10	1.35611	0.00000	0.00000
24	2010.04.14 03:00	close	12	0.10	1.36428	0.00000	0.00000	-81.78	10097.82
25	2010.04.14 03:00	buy	13	0.10	1.36428	0.00000	0.00000
26	2010.04.15 10:00	close	13	0.10	1.35932	0.00000	0.00000	-49.84	10047.98
27	2010.04.15 10:00	sell	14	0.10	1.35932	0.00000	0.00000
28	2010.04.19 20:00	close	14	0.10	1.34691	0.00000	0.00000	123.94	10171.92
29	2010.04.19 20:00	buy	15	0.10	1.34691	0.00000	0.00000
30	2010.04.20 18:00	close	15	0.10	1.34452	0.00000	0.00000	-23.98	10147.94
31	2010.04.20 18:00	sell	16	0.10	1.34452	0.00000	0.00000
32	2010.04.22 09:00	close	16	0.10	1.34109	0.00000	0.00000	33.98	10181.92
33	2010.04.22 09:00	buy	17	0.10	1.34109	0.00000	0.00000
34	2010.04.22 12:00	close	17	0.10	1.33540	0.00000	0.00000	-56.90	10125.02
35	2010.04.22 12:00	sell	18	0.10	1.33540	0.00000	0.00000
36	2010.04.23 11:00	close	18	0.10	1.33255	0.00000	0.00000	28.42	10153.44
37	2010.04.23 11:00	buy	19	0.10	1.33255	0.00000	0.00000
38	2010.04.26 11:00	close	19	0.10	1.33269	0.00000	0.00000	1.32	10154.76
39	2010.04.26 11:00	sell	20	0.10	1.33269	0.00000	0.00000
40	2010.04.27 00:00	close	20	0.10	1.33927	0.00000	0.00000	-65.88	10088.88
41	2010.04.27 00:00	buy	21	0.10	1.33927	0.00000	0.00000
42	2010.04.27 12:00	close	21	0.10	1.33195	0.00000	0.00000	-73.20	10015.68
43	2010.04.27 12:00	sell	22	0.10	1.33195	0.00000	0.00000
44	2010.04.28 15:00	close	22	0.10	1.32595	0.00000	0.00000	59.92	10075.60
45	2010.04.28 15:00	buy	23	0.10	1.32595	0.00000	0.00000
46	2010.04.28 18:00	close	23	0.10	1.31282	0.00000	0.00000	-131.30	9944.30
47	2010.04.28 18:00	sell	24	0.10	1.31282	0.00000	0.00000
48	2010.04.29 11:00	close	24	0.10	1.32430	0.00000	0.00000	-115.04	9829.26
49	2010.04.29 11:00	buy	25	0.10	1.32430	0.00000	0.00000
50	2010.04.29 23:59	close at stop	25	0.10	1.32428	0.00000	0.00000	-0.20	9829.06