Report Result : starter_eurusd_!_2stor - Desynced Forex Repository

Strategy Tester Report

starter_eurusd_!_2stor

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=1; MaximumRisk=0.058; DecreaseFactor=5000; Stop=3; MAPeriod=12; Lm=0.23; Lb=0.77;

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

Initial deposit	10000.00
Total net profit	1655.00	Gross profit	3780.86	Gross loss	-2125.86
Profit factor	1.78	Expected payoff	21.22
Absolute drawdown	939.60	Maximal drawdown	1907.94 (16.85%)	Relative drawdown	16.85% (1907.94)

Total trades	78	Short positions (won %)	42 (97.62%)	Long positions (won %)	36 (91.67%)
		Profit trades (% of total)	74 (94.87%)	Loss trades (% of total)	4 (5.13%)
Largest		profit trade	326.30	loss trade	-1141.14
Average		profit trade	51.09	loss trade	-531.46
Maximum		consecutive wins (profit in money)	28 (1572.60)	consecutive losses (loss in money)	1 (-1141.14)
Maximal		consecutive profit (count of wins)	1572.60 (28)	consecutive loss (count of losses)	-1141.14 (1)
Average		consecutive wins	15	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 01:00	buy	1	1.20	1.35093	0.00000	0.00000
2	2010.04.01 01:10	close	1	1.20	1.35116	0.00000	0.00000	27.60	10027.60
3	2010.04.01 08:05	buy	2	1.20	1.35127	0.00000	0.00000
4	2010.04.01 08:07	close	2	1.20	1.35145	0.00000	0.00000	21.60	10049.20
5	2010.04.01 08:10	buy	3	1.20	1.35088	0.00000	0.00000
6	2010.04.01 09:50	close	3	1.20	1.35122	0.00000	0.00000	40.80	10090.00
7	2010.04.01 12:00	buy	4	1.20	1.35063	0.00000	0.00000
8	2010.04.01 12:02	close	4	1.20	1.35108	0.00000	0.00000	54.00	10144.00
9	2010.04.01 12:15	buy	5	1.20	1.35065	0.00000	0.00000
10	2010.04.01 15:45	close	5	1.20	1.35116	0.00000	0.00000	61.20	10205.20
11	2010.04.02 06:59	buy	6	1.20	1.35676	0.00000	0.00000
12	2010.04.02 07:05	close	6	1.20	1.35684	0.00000	0.00000	9.60	10214.80
13	2010.04.02 07:10	buy	7	1.20	1.35749	0.00000	0.00000
14	2010.04.02 07:15	close	7	1.20	1.35771	0.00000	0.00000	26.40	10241.20
15	2010.04.02 07:45	buy	8	1.20	1.35733	0.00000	0.00000
16	2010.04.05 04:00	close	8	1.20	1.35314	0.00000	0.00000	-503.76	9737.44
17	2010.04.05 07:00	sell	9	1.10	1.35071	0.00000	0.00000
18	2010.04.05 07:50	close	9	1.10	1.35007	0.00000	0.00000	70.40	9807.84
19	2010.04.05 07:57	sell	10	1.10	1.35053	0.00000	0.00000
20	2010.04.05 07:59	close	10	1.10	1.35018	0.00000	0.00000	38.50	9846.34
21	2010.04.05 18:33	sell	11	1.10	1.34980	0.00000	0.00000
22	2010.04.05 19:20	close	11	1.10	1.34961	0.00000	0.00000	20.90	9867.24
23	2010.04.06 01:33	buy	12	1.10	1.34869	0.00000	0.00000
24	2010.04.06 01:36	close	12	1.10	1.34876	0.00000	0.00000	7.70	9874.94
25	2010.04.07 00:00	sell	13	1.10	1.33934	0.00000	0.00000
26	2010.04.07 01:40	close	13	1.10	1.33905	0.00000	0.00000	31.90	9906.84
27	2010.04.07 09:45	buy	14	1.10	1.33819	0.00000	0.00000
28	2010.04.07 09:59	close	14	1.10	1.33830	0.00000	0.00000	12.10	9918.94
29	2010.04.07 10:45	buy	15	1.20	1.33846	0.00000	0.00000
30	2010.04.07 10:59	close	15	1.20	1.33882	0.00000	0.00000	43.20	9962.14
31	2010.04.07 18:05	buy	16	1.20	1.33668	0.00000	0.00000
32	2010.04.07 18:07	close	16	1.20	1.33674	0.00000	0.00000	7.20	9969.34
33	2010.04.07 18:10	buy	17	1.20	1.33640	0.00000	0.00000
34	2010.04.07 19:15	close	17	1.20	1.33688	0.00000	0.00000	57.60	10026.94
35	2010.04.08 15:20	buy	18	1.20	1.33083	0.00000	0.00000
36	2010.04.08 15:22	close	18	1.20	1.33109	0.00000	0.00000	31.20	10058.14
37	2010.04.08 15:25	buy	19	1.20	1.33107	0.00000	0.00000
38	2010.04.08 15:27	close	19	1.20	1.33157	0.00000	0.00000	60.00	10118.14
39	2010.04.08 15:32	buy	20	1.20	1.33075	0.00000	0.00000
40	2010.04.08 15:35	close	20	1.20	1.33092	0.00000	0.00000	20.40	10138.54
41	2010.04.08 15:37	buy	21	1.20	1.33037	0.00000	0.00000
42	2010.04.08 15:40	close	21	1.20	1.33205	0.00000	0.00000	201.60	10340.14
43	2010.04.09 15:35	sell	22	1.20	1.33871	0.00000	0.00000
44	2010.04.09 15:37	close	22	1.20	1.33766	0.00000	0.00000	126.00	10466.14
45	2010.04.12 17:00	buy	23	1.20	1.36107	0.00000	0.00000
46	2010.04.13 02:02	sell	24	1.10	1.35894	0.00000	0.00000
47	2010.04.13 02:02	close	23	1.20	1.35894	0.00000	0.00000	-256.56	10209.58
48	2010.04.13 02:10	close	24	1.10	1.35866	0.00000	0.00000	30.80	10240.38
49	2010.04.13 04:50	buy	25	1.20	1.35861	0.00000	0.00000
50	2010.04.13 04:57	close	25	1.20	1.35884	0.00000	0.00000	27.60	10267.98
51	2010.04.13 08:37	buy	26	1.20	1.35852	0.00000	0.00000
52	2010.04.13 08:40	close	26	1.20	1.35988	0.00000	0.00000	163.20	10431.18
53	2010.04.13 20:20	buy	27	1.20	1.35855	0.00000	0.00000
54	2010.04.13 20:27	close	27	1.20	1.35864	0.00000	0.00000	10.80	10441.98
55	2010.04.14 12:10	buy	28	1.20	1.36374	0.00000	0.00000
56	2010.04.14 14:50	close	28	1.20	1.36381	0.00000	0.00000	8.40	10450.38
57	2010.04.14 15:00	buy	29	1.20	1.36387	0.00000	0.00000
58	2010.04.14 15:02	close	29	1.20	1.36407	0.00000	0.00000	24.00	10474.38
59	2010.04.14 15:10	buy	30	1.20	1.36384	0.00000	0.00000
60	2010.04.14 16:50	close	30	1.20	1.36426	0.00000	0.00000	50.40	10524.78
61	2010.04.14 17:00	buy	31	1.20	1.36284	0.00000	0.00000
62	2010.04.14 17:06	close	31	1.20	1.36328	0.00000	0.00000	52.80	10577.58
63	2010.04.14 17:10	buy	32	1.20	1.36263	0.00000	0.00000
64	2010.04.14 17:13	close	32	1.20	1.36456	0.00000	0.00000	231.60	10809.18
65	2010.04.15 23:00	sell	33	1.30	1.35703	0.00000	0.00000
66	2010.04.16 00:46	close	33	1.30	1.35695	0.00000	0.00000	9.36	10818.54
67	2010.04.16 01:00	sell	34	1.30	1.35713	0.00000	0.00000
68	2010.04.16 01:20	close	34	1.30	1.35704	0.00000	0.00000	11.70	10830.24
69	2010.04.16 01:22	sell	35	1.30	1.35691	0.00000	0.00000
70	2010.04.16 01:50	close	35	1.30	1.35660	0.00000	0.00000	40.30	10870.54
71	2010.04.16 01:52	sell	36	1.30	1.35654	0.00000	0.00000
72	2010.04.16 02:05	close	36	1.30	1.35632	0.00000	0.00000	28.60	10899.14
73	2010.04.20 07:10	buy	37	1.30	1.34804	0.00000	0.00000
74	2010.04.20 09:50	close	37	1.30	1.34846	0.00000	0.00000	54.60	10953.74
75	2010.04.20 10:07	buy	38	1.30	1.34802	0.00000	0.00000
76	2010.04.20 10:10	close	38	1.30	1.34850	0.00000	0.00000	62.40	11016.14
77	2010.04.20 10:32	buy	39	1.30	1.34752	0.00000	0.00000
78	2010.04.20 10:35	close	39	1.30	1.34758	0.00000	0.00000	7.80	11023.94
79	2010.04.20 10:37	buy	40	1.30	1.34724	0.00000	0.00000
80	2010.04.20 10:40	close	40	1.30	1.34842	0.00000	0.00000	153.40	11177.34
81	2010.04.20 15:20	sell	41	1.30	1.34882	0.00000	0.00000
82	2010.04.20 15:22	close	41	1.30	1.34864	0.00000	0.00000	23.40	11200.74
83	2010.04.20 15:25	sell	42	1.30	1.34863	0.00000	0.00000
84	2010.04.20 15:27	close	42	1.30	1.34826	0.00000	0.00000	48.10	11248.84
85	2010.04.21 11:00	sell	43	1.30	1.34302	0.00000	0.00000
86	2010.04.21 11:10	close	43	1.30	1.34290	0.00000	0.00000	15.60	11264.44
87	2010.04.21 11:13	sell	44	1.30	1.34324	0.00000	0.00000
88	2010.04.21 12:15	close	44	1.30	1.34287	0.00000	0.00000	48.10	11312.54
89	2010.04.21 19:10	buy	45	1.30	1.34043	0.00000	0.00000
90	2010.04.21 21:07	close	45	1.30	1.34053	0.00000	0.00000	13.00	11325.54
91	2010.04.23 15:20	sell	46	1.30	1.32692	0.00000	0.00000
92	2010.04.26 08:15	close	46	1.30	1.33569	0.00000	0.00000	-1141.14	10184.40
93	2010.04.26 09:45	buy	47	1.20	1.33720	0.00000	0.00000
94	2010.04.26 09:47	close	47	1.20	1.33726	0.00000	0.00000	7.20	10191.60
95	2010.04.26 09:50	buy	48	1.20	1.33610	0.00000	0.00000
96	2010.04.26 09:52	close	48	1.20	1.33644	0.00000	0.00000	40.80	10232.40
97	2010.04.26 09:55	buy	49	1.20	1.33637	0.00000	0.00000
98	2010.04.26 09:57	close	49	1.20	1.33699	0.00000	0.00000	74.40	10306.80
99	2010.04.26 09:59	buy	50	1.20	1.33652	0.00000	0.00000
100	2010.04.26 21:15	close	50	1.20	1.33465	0.00000	0.00000	-224.40	10082.40
101	2010.04.27 08:15	buy	51	1.20	1.33679	0.00000	0.00000
102	2010.04.27 08:27	close	51	1.20	1.33692	0.00000	0.00000	15.60	10098.00
103	2010.04.28 07:00	sell	52	1.20	1.31990	0.00000	0.00000
104	2010.04.28 07:02	close	52	1.20	1.31974	0.00000	0.00000	19.20	10117.20
105	2010.04.28 07:10	sell	53	1.20	1.32005	0.00000	0.00000
106	2010.04.28 07:45	close	53	1.20	1.31953	0.00000	0.00000	62.40	10179.60
107	2010.04.28 08:05	sell	54	1.20	1.31935	0.00000	0.00000
108	2010.04.28 08:07	close	54	1.20	1.31905	0.00000	0.00000	36.00	10215.60
109	2010.04.28 08:10	sell	55	1.20	1.32011	0.00000	0.00000
110	2010.04.28 08:12	close	55	1.20	1.32006	0.00000	0.00000	6.00	10221.60
111	2010.04.28 08:15	sell	56	1.20	1.32087	0.00000	0.00000
112	2010.04.28 08:17	close	56	1.20	1.32083	0.00000	0.00000	4.80	10226.40
113	2010.04.28 08:20	sell	57	1.20	1.32163	0.00000	0.00000
114	2010.04.28 08:22	close	57	1.20	1.32133	0.00000	0.00000	36.00	10262.40
115	2010.04.28 08:25	sell	58	1.20	1.32138	0.00000	0.00000
116	2010.04.28 08:27	close	58	1.20	1.32083	0.00000	0.00000	66.00	10328.40
117	2010.04.28 08:27	sell	59	1.20	1.32079	0.00000	0.00000
118	2010.04.28 08:35	close	59	1.20	1.32072	0.00000	0.00000	8.40	10336.80
119	2010.04.28 08:37	sell	60	1.20	1.32109	0.00000	0.00000
120	2010.04.28 08:40	close	60	1.20	1.32013	0.00000	0.00000	115.20	10452.00
121	2010.04.28 08:42	sell	61	1.20	1.32021	0.00000	0.00000
122	2010.04.28 08:45	close	61	1.20	1.31926	0.00000	0.00000	114.00	10566.00
123	2010.04.28 08:47	sell	62	1.20	1.31934	0.00000	0.00000
124	2010.04.28 08:50	close	62	1.20	1.31809	0.00000	0.00000	150.00	10716.00
125	2010.04.28 16:45	sell	63	1.20	1.32055	0.00000	0.00000
126	2010.04.28 16:47	close	63	1.20	1.32037	0.00000	0.00000	21.60	10737.60
127	2010.04.28 16:50	sell	64	1.20	1.32170	0.00000	0.00000
128	2010.04.28 16:52	close	64	1.20	1.32114	0.00000	0.00000	67.20	10804.80
129	2010.04.28 16:55	sell	65	1.30	1.32132	0.00000	0.00000
130	2010.04.28 16:57	close	65	1.30	1.32037	0.00000	0.00000	123.50	10928.30
131	2010.04.28 16:59	sell	66	1.30	1.32035	0.00000	0.00000
132	2010.04.28 17:05	close	66	1.30	1.31977	0.00000	0.00000	75.40	11003.70
133	2010.04.28 17:07	sell	67	1.30	1.32092	0.00000	0.00000
134	2010.04.28 17:10	close	67	1.30	1.31841	0.00000	0.00000	326.30	11330.00
135	2010.04.29 02:50	sell	68	1.30	1.31975	0.00000	0.00000
136	2010.04.29 02:57	close	68	1.30	1.31959	0.00000	0.00000	20.80	11350.80
137	2010.04.29 03:02	sell	69	1.30	1.31955	0.00000	0.00000
138	2010.04.29 03:10	close	69	1.30	1.31941	0.00000	0.00000	18.20	11369.00
139	2010.04.29 03:40	sell	70	1.30	1.31988	0.00000	0.00000
140	2010.04.29 09:20	close	70	1.30	1.31947	0.00000	0.00000	53.30	11422.30
141	2010.04.29 16:15	sell	71	1.30	1.32366	0.00000	0.00000
142	2010.04.29 16:17	close	71	1.30	1.32362	0.00000	0.00000	5.20	11427.50
143	2010.04.29 16:20	sell	72	1.30	1.32442	0.00000	0.00000
144	2010.04.29 16:22	close	72	1.30	1.32412	0.00000	0.00000	39.00	11466.50
145	2010.04.29 16:25	sell	73	1.30	1.32417	0.00000	0.00000
146	2010.04.29 16:27	close	73	1.30	1.32362	0.00000	0.00000	71.50	11538.00
147	2010.04.29 16:30	sell	74	1.30	1.32412	0.00000	0.00000
148	2010.04.29 17:05	close	74	1.30	1.32400	0.00000	0.00000	15.60	11553.60
149	2010.04.29 17:45	sell	75	1.30	1.32428	0.00000	0.00000
150	2010.04.29 18:02	close	75	1.30	1.32408	0.00000	0.00000	26.00	11579.60
151	2010.04.29 21:46	sell	76	1.30	1.32459	0.00000	0.00000
152	2010.04.29 21:50	close	76	1.30	1.32451	0.00000	0.00000	10.40	11590.00
153	2010.04.29 21:53	sell	77	1.30	1.32445	0.00000	0.00000
154	2010.04.29 21:56	close	77	1.30	1.32423	0.00000	0.00000	28.60	11618.60
155	2010.04.29 21:59	sell	78	1.30	1.32439	0.00000	0.00000
156	2010.04.29 22:10	close	78	1.30	1.32411	0.00000	0.00000	36.40	11655.00