Report Result : 287_Ilan5-MT4build2 - Desynced Forex Repository

Strategy Tester Report

287_Ilan5-MT4build2

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		LotExponent=1.59; slip=3; Lots=0.01; lotdecimal=2; TakeProfit=10; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=30; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=48;

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

Initial deposit	10000.00
Total net profit	29.31	Gross profit	68.37	Gross loss	-39.06
Profit factor	1.75	Expected payoff	0.64
Absolute drawdown	39.03	Maximal drawdown	46.71 (0.47%)	Relative drawdown	0.47% (46.71)

Total trades	46	Short positions (won %)	19 (52.63%)	Long positions (won %)	27 (44.44%)
		Profit trades (% of total)	22 (47.83%)	Loss trades (% of total)	24 (52.17%)
Largest		profit trade	20.11	loss trade	-6.98
Average		profit trade	3.11	loss trade	-1.63
Maximum		consecutive wins (profit in money)	2 (20.61)	consecutive losses (loss in money)	4 (-16.24)
Maximal		consecutive profit (count of wins)	20.61 (2)	consecutive loss (count of losses)	-16.24 (4)
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	0.01	1.35064	0.00000	0.00000
2	2010.04.01 02:00	sell	2	0.02	1.35265	0.00000	0.00000
3	2010.04.01 02:00	modify	2	0.02	1.35265	0.00000	1.35188
4	2010.04.01 02:00	modify	1	0.01	1.35064	0.00000	1.35188
5	2010.04.01 03:00	sell	3	0.03	1.35297	0.00000	0.00000
6	2010.04.01 03:00	modify	3	0.03	1.35297	0.00000	1.35238
7	2010.04.01 03:00	modify	2	0.02	1.35265	0.00000	1.35238
8	2010.04.01 03:00	modify	1	0.01	1.35064	0.00000	1.35238
9	2010.04.01 03:15	t/p	1	0.01	1.35238	0.00000	1.35238	-1.74	9998.26
10	2010.04.01 03:15	t/p	2	0.02	1.35238	0.00000	1.35238	0.54	9998.80
11	2010.04.01 03:15	t/p	3	0.03	1.35238	0.00000	1.35238	1.77	10000.57
12	2010.04.01 04:00	sell	4	0.01	1.35066	0.00000	0.00000
13	2010.04.01 08:00	sell	5	0.02	1.35126	0.00000	0.00000
14	2010.04.01 08:00	modify	5	0.02	1.35126	0.00000	1.35096
15	2010.04.01 08:00	modify	4	0.01	1.35066	0.00000	1.35096
16	2010.04.01 08:10	t/p	4	0.01	1.35096	0.00000	1.35096	-0.30	10000.27
17	2010.04.01 08:10	t/p	5	0.02	1.35096	0.00000	1.35096	0.60	10000.87
18	2010.04.01 09:00	sell	6	0.01	1.34797	0.00000	0.00000
19	2010.04.01 10:00	sell	7	0.02	1.35017	0.00000	0.00000
20	2010.04.01 10:00	modify	7	0.02	1.35017	0.00000	1.34934
21	2010.04.01 10:00	modify	6	0.01	1.34797	0.00000	1.34934
22	2010.04.01 10:50	t/p	6	0.01	1.34934	0.00000	1.34934	-1.37	9999.50
23	2010.04.01 10:50	t/p	7	0.02	1.34934	0.00000	1.34934	1.66	10001.16
24	2010.04.01 11:00	sell	8	0.01	1.34973	0.00000	0.00000
25	2010.04.01 12:00	sell	9	0.02	1.35042	0.00000	0.00000
26	2010.04.01 12:00	modify	9	0.02	1.35042	0.00000	1.35009
27	2010.04.01 12:00	modify	8	0.01	1.34973	0.00000	1.35009
28	2010.04.01 12:20	t/p	8	0.01	1.35009	0.00000	1.35009	-0.36	10000.80
29	2010.04.01 12:20	t/p	9	0.02	1.35009	0.00000	1.35009	0.66	10001.46
30	2010.04.01 13:00	sell	10	0.01	1.34967	0.00000	0.00000
31	2010.04.01 16:00	sell	11	0.02	1.35148	0.00000	0.00000
32	2010.04.01 16:00	modify	11	0.02	1.35148	0.00000	1.35078
33	2010.04.01 16:00	modify	10	0.01	1.34967	0.00000	1.35078
34	2010.04.01 16:10	t/p	10	0.01	1.35078	0.00000	1.35078	-1.11	10000.35
35	2010.04.01 16:10	t/p	11	0.02	1.35078	0.00000	1.35078	1.40	10001.75
36	2010.04.01 17:00	buy	12	0.01	1.35365	0.00000	0.00000
37	2010.04.02 15:00	buy	13	0.02	1.35146	0.00000	0.00000
38	2010.04.02 15:00	modify	13	0.02	1.35146	0.00000	1.35229
39	2010.04.02 15:00	modify	12	0.01	1.35365	0.00000	1.35229
40	2010.04.02 16:00	buy	14	0.03	1.34883	0.00000	0.00000
41	2010.04.02 16:00	modify	14	0.03	1.34883	0.00000	1.35061
42	2010.04.02 16:00	modify	13	0.02	1.35146	0.00000	1.35061
43	2010.04.02 16:00	modify	12	0.01	1.35365	0.00000	1.35061
44	2010.04.02 17:00	buy	15	0.04	1.34848	0.00000	0.00000
45	2010.04.02 17:00	modify	15	0.04	1.34848	0.00000	1.34980
46	2010.04.02 17:00	modify	14	0.03	1.34883	0.00000	1.34980
47	2010.04.02 17:00	modify	13	0.02	1.35146	0.00000	1.34980
48	2010.04.02 17:00	modify	12	0.01	1.35365	0.00000	1.34980
49	2010.04.02 22:20	t/p	12	0.01	1.34980	0.00000	1.34980	-3.86	9997.89
50	2010.04.02 22:20	t/p	13	0.02	1.34980	0.00000	1.34980	-3.32	9994.57
51	2010.04.02 22:20	t/p	14	0.03	1.34980	0.00000	1.34980	2.91	9997.48
52	2010.04.02 22:20	t/p	15	0.04	1.34980	0.00000	1.34980	5.28	10002.76
53	2010.04.05 00:00	buy	16	0.01	1.34924	0.00000	0.00000
54	2010.04.05 09:00	buy	17	0.02	1.34645	0.00000	0.00000
55	2010.04.05 09:00	modify	17	0.02	1.34645	0.00000	1.34748
56	2010.04.05 09:00	modify	16	0.01	1.34924	0.00000	1.34748
57	2010.04.05 09:20	t/p	16	0.01	1.34748	0.00000	1.34748	-1.76	10001.00
58	2010.04.05 09:20	t/p	17	0.02	1.34748	0.00000	1.34748	2.06	10003.06
59	2010.04.05 10:00	buy	18	0.01	1.34831	0.00000	0.00000
60	2010.04.05 12:00	buy	19	0.02	1.34724	0.00000	0.00000
61	2010.04.05 12:00	modify	19	0.02	1.34724	0.00000	1.34770
62	2010.04.05 12:00	modify	18	0.01	1.34831	0.00000	1.34770
63	2010.04.05 12:32	t/p	18	0.01	1.34770	0.00000	1.34770	-0.61	10002.45
64	2010.04.05 12:32	t/p	19	0.02	1.34770	0.00000	1.34770	0.92	10003.37
65	2010.04.05 13:00	buy	20	0.01	1.34725	0.00000	0.00000
66	2010.04.05 14:00	buy	21	0.02	1.34645	0.00000	0.00000
67	2010.04.05 14:00	modify	21	0.02	1.34645	0.00000	1.34682
68	2010.04.05 14:00	modify	20	0.01	1.34725	0.00000	1.34682
69	2010.04.05 14:10	t/p	20	0.01	1.34682	0.00000	1.34682	-0.43	10002.94
70	2010.04.05 14:10	t/p	21	0.02	1.34682	0.00000	1.34682	0.74	10003.68
71	2010.04.05 15:00	buy	22	0.01	1.34882	0.00000	0.00000
72	2010.04.05 21:00	buy	23	0.02	1.34849	0.00000	0.00000
73	2010.04.05 21:00	modify	23	0.02	1.34849	0.00000	1.34870
74	2010.04.05 21:00	modify	22	0.01	1.34882	0.00000	1.34870
75	2010.04.05 22:00	buy	24	0.03	1.34785	0.00000	0.00000
76	2010.04.05 22:00	modify	24	0.03	1.34785	0.00000	1.34833
77	2010.04.05 22:00	modify	23	0.02	1.34849	0.00000	1.34833
78	2010.04.05 22:00	modify	22	0.01	1.34882	0.00000	1.34833
79	2010.04.05 22:40	t/p	22	0.01	1.34833	0.00000	1.34833	-0.49	10003.19
80	2010.04.05 22:40	t/p	23	0.02	1.34833	0.00000	1.34833	-0.32	10002.87
81	2010.04.05 22:40	t/p	24	0.03	1.34833	0.00000	1.34833	1.44	10004.31
82	2010.04.05 23:00	buy	25	0.01	1.34828	0.00000	0.00000
83	2010.04.06 02:00	buy	26	0.02	1.34674	0.00000	0.00000
84	2010.04.06 02:00	modify	26	0.02	1.34674	0.00000	1.34735
85	2010.04.06 02:00	modify	25	0.01	1.34828	0.00000	1.34735
86	2010.04.06 03:00	buy	27	0.03	1.34439	0.00000	0.00000
87	2010.04.06 03:00	modify	27	0.03	1.34439	0.00000	1.34592
88	2010.04.06 03:00	modify	26	0.02	1.34674	0.00000	1.34592
89	2010.04.06 03:00	modify	25	0.01	1.34828	0.00000	1.34592
90	2010.04.06 04:00	buy	28	0.04	1.34345	0.00000	0.00000
91	2010.04.06 04:00	modify	28	0.04	1.34345	0.00000	1.34497
92	2010.04.06 04:00	modify	27	0.03	1.34439	0.00000	1.34497
93	2010.04.06 04:00	modify	26	0.02	1.34674	0.00000	1.34497
94	2010.04.06 04:00	modify	25	0.01	1.34828	0.00000	1.34497
95	2010.04.06 05:00	buy	29	0.06	1.34270	0.00000	0.00000
96	2010.04.06 05:00	modify	29	0.06	1.34270	0.00000	1.34416
97	2010.04.06 05:00	modify	28	0.04	1.34345	0.00000	1.34416
98	2010.04.06 05:00	modify	27	0.03	1.34439	0.00000	1.34416
99	2010.04.06 05:00	modify	26	0.02	1.34674	0.00000	1.34416
100	2010.04.06 05:00	modify	25	0.01	1.34828	0.00000	1.34416
101	2010.04.06 07:00	buy	30	0.10	1.34170	0.00000	0.00000
102	2010.04.06 07:00	modify	30	0.10	1.34170	0.00000	1.34325
103	2010.04.06 07:00	modify	29	0.06	1.34270	0.00000	1.34325
104	2010.04.06 07:00	modify	28	0.04	1.34345	0.00000	1.34325
105	2010.04.06 07:00	modify	27	0.03	1.34439	0.00000	1.34325
106	2010.04.06 07:00	modify	26	0.02	1.34674	0.00000	1.34325
107	2010.04.06 07:00	modify	25	0.01	1.34828	0.00000	1.34325
108	2010.04.06 07:20	t/p	25	0.01	1.34325	0.00000	1.34325	-5.04	9999.27
109	2010.04.06 07:20	t/p	26	0.02	1.34325	0.00000	1.34325	-6.98	9992.29
110	2010.04.06 07:20	t/p	27	0.03	1.34325	0.00000	1.34325	-3.42	9988.87
111	2010.04.06 07:20	t/p	28	0.04	1.34325	0.00000	1.34325	-0.80	9988.07
112	2010.04.06 07:20	t/p	29	0.06	1.34325	0.00000	1.34325	3.30	9991.37
113	2010.04.06 07:20	t/p	30	0.10	1.34325	0.00000	1.34325	15.50	10006.87
114	2010.04.06 08:00	buy	31	0.01	1.34285	0.00000	0.00000
115	2010.04.06 10:00	buy	32	0.02	1.34124	0.00000	0.00000
116	2010.04.06 10:00	modify	32	0.02	1.34124	0.00000	1.34188
117	2010.04.06 10:00	modify	31	0.01	1.34285	0.00000	1.34188
118	2010.04.06 10:20	t/p	31	0.01	1.34188	0.00000	1.34188	-0.97	10005.90
119	2010.04.06 10:20	t/p	32	0.02	1.34188	0.00000	1.34188	1.28	10007.18
120	2010.04.06 11:00	sell	33	0.01	1.34052	0.00000	0.00000
121	2010.04.06 12:00	sell	34	0.02	1.34106	0.00000	0.00000
122	2010.04.06 12:00	modify	34	0.02	1.34106	0.00000	1.34078
123	2010.04.06 12:00	modify	33	0.01	1.34052	0.00000	1.34078
124	2010.04.06 12:15	t/p	33	0.01	1.34078	0.00000	1.34078	-0.26	10006.92
125	2010.04.06 12:15	t/p	34	0.02	1.34078	0.00000	1.34078	0.56	10007.48
126	2010.04.06 13:00	sell	35	0.01	1.34097	0.00000	0.00000
127	2010.04.09 16:00	sell	36	0.02	1.34378	0.00000	0.00000
128	2010.04.09 16:00	modify	36	0.02	1.34378	0.00000	1.34274
129	2010.04.09 16:00	modify	35	0.01	1.34097	0.00000	1.34274
130	2010.04.09 16:20	t/p	35	0.01	1.34274	0.00000	1.34274	-1.81	10005.67
131	2010.04.09 16:20	t/p	36	0.02	1.34274	0.00000	1.34274	2.08	10007.75
132	2010.04.09 17:00	buy	37	0.01	1.34460	0.00000	0.00000
133	2010.04.19 12:00	buy	38	0.02	1.34345	0.00000	0.00000
134	2010.04.19 12:00	modify	38	0.02	1.34345	0.00000	1.34393
135	2010.04.19 12:00	modify	37	0.01	1.34460	0.00000	1.34393
136	2010.04.19 14:02	t/p	37	0.01	1.34393	0.00000	1.34393	-0.73	10007.02
137	2010.04.19 14:02	t/p	38	0.02	1.34393	0.00000	1.34393	0.96	10007.98
138	2010.04.19 15:00	sell	39	0.01	1.34323	0.00000	0.00000
139	2010.04.19 16:00	sell	40	0.02	1.34531	0.00000	0.00000
140	2010.04.19 16:00	modify	40	0.02	1.34531	0.00000	1.34452
141	2010.04.19 16:00	modify	39	0.01	1.34323	0.00000	1.34452
142	2010.04.19 17:00	sell	41	0.03	1.34653	0.00000	0.00000
143	2010.04.19 17:00	modify	41	0.03	1.34653	0.00000	1.34547
144	2010.04.19 17:00	modify	40	0.02	1.34531	0.00000	1.34547
145	2010.04.19 17:00	modify	39	0.01	1.34323	0.00000	1.34547
146	2010.04.19 18:15	t/p	39	0.01	1.34547	0.00000	1.34547	-2.24	10005.74
147	2010.04.19 18:15	t/p	40	0.02	1.34547	0.00000	1.34547	-0.32	10005.42
148	2010.04.19 18:15	t/p	41	0.03	1.34547	0.00000	1.34547	3.18	10008.60
149	2010.04.19 19:00	buy	42	0.01	1.34693	0.00000	0.00000
150	2010.04.20 08:00	buy	43	0.02	1.34585	0.00000	0.00000
151	2010.04.20 08:00	modify	43	0.02	1.34585	0.00000	1.34631
152	2010.04.20 08:00	modify	42	0.01	1.34693	0.00000	1.34631
153	2010.04.20 08:02	t/p	42	0.01	1.34631	0.00000	1.34631	-0.63	10007.97
154	2010.04.20 08:02	t/p	43	0.02	1.34631	0.00000	1.34631	0.92	10008.89
155	2010.04.20 09:00	buy	44	0.01	1.34658	0.00000	0.00000
156	2010.04.20 17:00	buy	45	0.02	1.34614	0.00000	0.00000
157	2010.04.20 17:00	modify	45	0.02	1.34614	0.00000	1.34639
158	2010.04.20 17:00	modify	44	0.01	1.34658	0.00000	1.34639
159	2010.04.20 17:02	t/p	44	0.01	1.34639	0.00000	1.34639	-0.19	10008.70
160	2010.04.20 17:02	t/p	45	0.02	1.34639	0.00000	1.34639	0.50	10009.20
161	2010.04.20 18:00	sell	46	0.01	1.34452	0.00000	0.00000
162	2010.04.29 23:59	close at stop	46	0.01	1.32432	0.00000	0.00000	20.11	10029.31