Report Result : stranniy sovetnik - Desynced Forex Repository

Strategy Tester Report

stranniy sovetnik

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		mTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ��_��=2; iTF_��=30; iTF_EMA=0; Slippage=4; Lots=0.1;

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

Initial deposit	10000.00
Total net profit	-693.92	Gross profit	156.10	Gross loss	-850.02
Profit factor	0.18	Expected payoff	-11.38
Absolute drawdown	1078.40	Maximal drawdown	1736.04 (16.29%)	Relative drawdown	16.29% (1736.04)

Total trades	61	Short positions (won %)	33 (84.85%)	Long positions (won %)	28 (85.71%)
		Profit trades (% of total)	52 (85.25%)	Loss trades (% of total)	9 (14.75%)
Largest		profit trade	8.90	loss trade	-828.42
Average		profit trade	3.00	loss trade	-94.45
Maximum		consecutive wins (profit in money)	25 (96.60)	consecutive losses (loss in money)	1 (-828.42)
Maximal		consecutive profit (count of wins)	96.60 (25)	consecutive loss (count of losses)	-828.42 (1)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 00:00	buy	1	0.10	1.35070	0.00000	0.00000
2	2010.04.01 00:00	sell stop	2	0.30	1.35043	0.00000	0.00000
3	2010.04.01 00:00	buy	3	0.10	1.35070	0.00000	0.00000
4	2010.04.01 00:00	sell stop	4	0.30	1.35043	0.00000	0.00000
5	2010.04.01 00:00	buy	5	0.10	1.35070	0.00000	0.00000
6	2010.04.01 00:00	sell stop	6	0.30	1.35043	0.00000	0.00000
7	2010.04.01 00:02	close	1	0.10	1.35097	0.00000	0.00000	2.70	10002.70
8	2010.04.01 00:02	delete	2	0.30	1.35043	0.00000	0.00000
9	2010.04.01 00:02	delete	4	0.30	1.35043	0.00000	0.00000
10	2010.04.01 00:02	delete	6	0.30	1.35043	0.00000	0.00000
11	2010.04.01 00:02	close	5	0.10	1.35097	0.00000	0.00000	2.70	10005.40
12	2010.04.01 00:05	close	3	0.10	1.35093	0.00000	0.00000	2.30	10007.70
13	2010.04.01 00:07	buy	7	0.10	1.35108	0.00000	0.00000
14	2010.04.01 00:07	sell stop	8	0.30	1.35081	0.00000	0.00000
15	2010.04.01 00:07	buy	9	0.10	1.35108	0.00000	0.00000
16	2010.04.01 00:07	sell stop	10	0.30	1.35081	0.00000	0.00000
17	2010.04.01 00:07	buy	11	0.10	1.35108	0.00000	0.00000
18	2010.04.01 00:07	sell stop	12	0.30	1.35081	0.00000	0.00000
19	2010.04.01 00:15	sell	8	0.30	1.35081	0.00000	0.00000
20	2010.04.01 00:15	sell	10	0.30	1.35081	0.00000	0.00000
21	2010.04.01 00:15	sell	12	0.30	1.35081	0.00000	0.00000
22	2010.04.01 00:20	close by	7	0.10	1.35081	0.00000	0.00000	-2.70	10005.00
23	2010.04.01 00:20	close by	8	0.00	1.35081	0.00000	0.00000	0.00	10005.00
24	2010.04.01 00:20	sell	13	0.20	1.35081	0.00000	0.00000
25	2010.04.01 00:20	close by	11	0.10	1.35081	0.00000	0.00000	-2.70	10002.30
26	2010.04.01 00:20	close by	12	0.00	1.35081	0.00000	0.00000	0.00	10002.30
27	2010.04.01 00:20	sell	14	0.20	1.35081	0.00000	0.00000
28	2010.04.01 00:22	close	13	0.10	1.35065	0.00000	0.00000	1.60	10003.90
29	2010.04.01 00:22	sell	15	0.10	1.35081	0.00000	0.00000
30	2010.04.01 00:25	close by	9	0.10	1.35081	0.00000	0.00000	-2.70	10001.20
31	2010.04.01 00:25	close by	10	0.00	1.35081	0.00000	0.00000	0.00	10001.20
32	2010.04.01 00:25	sell	16	0.20	1.35081	0.00000	0.00000
33	2010.04.01 00:25	close	16	0.10	1.35061	0.00000	0.00000	2.00	10003.20
34	2010.04.01 00:25	sell	17	0.10	1.35081	0.00000	0.00000
35	2010.04.01 00:27	close	14	0.10	1.35070	0.00000	0.00000	1.10	10004.30
36	2010.04.01 00:27	sell	18	0.10	1.35081	0.00000	0.00000
37	2010.04.01 00:32	close	15	0.10	1.35046	0.00000	0.00000	3.50	10007.80
38	2010.04.01 00:32	close	18	0.10	1.35046	0.00000	0.00000	3.50	10011.30
39	2010.04.01 00:35	close	17	0.10	1.35049	0.00000	0.00000	3.20	10014.50
40	2010.04.01 00:37	buy	19	0.10	1.35042	0.00000	0.00000
41	2010.04.01 00:37	sell stop	20	0.30	1.35015	0.00000	0.00000
42	2010.04.01 00:37	buy	21	0.10	1.35042	0.00000	0.00000
43	2010.04.01 00:37	sell stop	22	0.30	1.35015	0.00000	0.00000
44	2010.04.01 00:37	buy	23	0.10	1.35042	0.00000	0.00000
45	2010.04.01 00:37	sell stop	24	0.30	1.35015	0.00000	0.00000
46	2010.04.01 00:45	close	19	0.10	1.35064	0.00000	0.00000	2.20	10016.70
47	2010.04.01 00:45	delete	20	0.30	1.35015	0.00000	0.00000
48	2010.04.01 00:45	delete	22	0.30	1.35015	0.00000	0.00000
49	2010.04.01 00:45	delete	24	0.30	1.35015	0.00000	0.00000
50	2010.04.01 00:45	close	23	0.10	1.35064	0.00000	0.00000	2.20	10018.90
51	2010.04.01 00:50	close	21	0.10	1.35075	0.00000	0.00000	3.30	10022.20
52	2010.04.01 00:52	buy	25	0.10	1.35074	0.00000	0.00000
53	2010.04.01 00:52	sell stop	26	0.30	1.35047	0.00000	0.00000
54	2010.04.01 00:52	buy	27	0.10	1.35074	0.00000	0.00000
55	2010.04.01 00:52	sell stop	28	0.30	1.35047	0.00000	0.00000
56	2010.04.01 00:52	buy	29	0.10	1.35074	0.00000	0.00000
57	2010.04.01 00:52	sell stop	30	0.30	1.35047	0.00000	0.00000
58	2010.04.01 01:10	close	25	0.10	1.35116	0.00000	0.00000	4.20	10026.40
59	2010.04.01 01:10	delete	26	0.30	1.35047	0.00000	0.00000
60	2010.04.01 01:10	delete	28	0.30	1.35047	0.00000	0.00000
61	2010.04.01 01:10	delete	30	0.30	1.35047	0.00000	0.00000
62	2010.04.01 01:10	close	29	0.10	1.35116	0.00000	0.00000	4.20	10030.60
63	2010.04.01 01:12	close	27	0.10	1.35106	0.00000	0.00000	3.20	10033.80
64	2010.04.01 01:33	sell	31	0.10	1.35198	0.00000	0.00000
65	2010.04.01 01:33	buy stop	32	0.30	1.35225	0.00000	0.00000
66	2010.04.01 01:33	sell	33	0.10	1.35198	0.00000	0.00000
67	2010.04.01 01:33	buy stop	34	0.30	1.35225	0.00000	0.00000
68	2010.04.01 01:33	sell	35	0.10	1.35198	0.00000	0.00000
69	2010.04.01 01:33	buy stop	36	0.30	1.35225	0.00000	0.00000
70	2010.04.01 01:40	buy	32	0.30	1.35225	0.00000	0.00000
71	2010.04.01 01:40	buy	34	0.30	1.35225	0.00000	0.00000
72	2010.04.01 01:40	buy	36	0.30	1.35225	0.00000	0.00000
73	2010.04.01 01:46	close by	31	0.10	1.35225	0.00000	0.00000	-2.70	10031.10
74	2010.04.01 01:46	close by	32	0.00	1.35225	0.00000	0.00000	0.00	10031.10
75	2010.04.01 01:46	buy	37	0.20	1.35225	0.00000	0.00000
76	2010.04.01 01:46	close by	35	0.10	1.35225	0.00000	0.00000	-2.70	10028.40
77	2010.04.01 01:46	close by	36	0.00	1.35225	0.00000	0.00000	0.00	10028.40
78	2010.04.01 01:46	buy	38	0.20	1.35225	0.00000	0.00000
79	2010.04.01 01:50	close by	33	0.10	1.35225	0.00000	0.00000	-2.70	10025.70
80	2010.04.01 01:50	close by	34	0.00	1.35225	0.00000	0.00000	0.00	10025.70
81	2010.04.01 01:50	buy	39	0.20	1.35225	0.00000	0.00000
82	2010.04.01 01:50	close	39	0.10	1.35244	0.00000	0.00000	1.90	10027.60
83	2010.04.01 01:50	buy	40	0.10	1.35225	0.00000	0.00000
84	2010.04.01 01:53	close	37	0.10	1.35255	0.00000	0.00000	3.00	10030.60
85	2010.04.01 01:53	buy	41	0.10	1.35225	0.00000	0.00000
86	2010.04.01 01:53	close	40	0.10	1.35255	0.00000	0.00000	3.00	10033.60
87	2010.04.01 01:59	close	38	0.10	1.35260	0.00000	0.00000	3.50	10037.10
88	2010.04.01 01:59	buy	42	0.10	1.35225	0.00000	0.00000
89	2010.04.01 01:59	close	42	0.10	1.35260	0.00000	0.00000	3.50	10040.60
90	2010.04.01 02:00	close	41	0.10	1.35265	0.00000	0.00000	4.00	10044.60
91	2010.04.01 02:05	sell	43	0.10	1.35299	0.00000	0.00000
92	2010.04.01 02:05	buy stop	44	0.30	1.35326	0.00000	0.00000
93	2010.04.01 02:05	sell	45	0.10	1.35299	0.00000	0.00000
94	2010.04.01 02:05	buy stop	46	0.30	1.35326	0.00000	0.00000
95	2010.04.01 02:05	sell	47	0.10	1.35299	0.00000	0.00000
96	2010.04.01 02:05	buy stop	48	0.30	1.35326	0.00000	0.00000
97	2010.04.01 02:07	close	43	0.10	1.35236	0.00000	0.00000	6.30	10050.90
98	2010.04.01 02:07	delete	44	0.30	1.35326	0.00000	0.00000
99	2010.04.01 02:07	delete	46	0.30	1.35326	0.00000	0.00000
100	2010.04.01 02:07	delete	48	0.30	1.35326	0.00000	0.00000
101	2010.04.01 02:07	close	47	0.10	1.35236	0.00000	0.00000	6.30	10057.20
102	2010.04.01 02:50	close	45	0.10	1.35256	0.00000	0.00000	4.30	10061.50
103	2010.04.01 02:52	sell	49	0.10	1.35303	0.00000	0.00000
104	2010.04.01 02:52	buy stop	50	0.30	1.35330	0.00000	0.00000
105	2010.04.01 02:52	sell	51	0.10	1.35303	0.00000	0.00000
106	2010.04.01 02:52	buy stop	52	0.30	1.35330	0.00000	0.00000
107	2010.04.01 02:52	sell	53	0.10	1.35303	0.00000	0.00000
108	2010.04.01 02:52	buy stop	54	0.30	1.35330	0.00000	0.00000
109	2010.04.01 02:55	close	49	0.10	1.35283	0.00000	0.00000	2.00	10063.50
110	2010.04.01 02:55	delete	50	0.30	1.35330	0.00000	0.00000
111	2010.04.01 02:55	delete	52	0.30	1.35330	0.00000	0.00000
112	2010.04.01 02:55	delete	54	0.30	1.35330	0.00000	0.00000
113	2010.04.01 02:55	close	53	0.10	1.35283	0.00000	0.00000	2.00	10065.50
114	2010.04.01 03:05	close	51	0.10	1.35273	0.00000	0.00000	3.00	10068.50
115	2010.04.01 03:07	sell	55	0.10	1.35298	0.00000	0.00000
116	2010.04.01 03:07	buy stop	56	0.30	1.35325	0.00000	0.00000
117	2010.04.01 03:07	sell	57	0.10	1.35298	0.00000	0.00000
118	2010.04.01 03:07	buy stop	58	0.30	1.35325	0.00000	0.00000
119	2010.04.01 03:07	sell	59	0.10	1.35298	0.00000	0.00000
120	2010.04.01 03:07	buy stop	60	0.30	1.35325	0.00000	0.00000
121	2010.04.01 03:10	close	55	0.10	1.35241	0.00000	0.00000	5.70	10074.20
122	2010.04.01 03:10	delete	56	0.30	1.35325	0.00000	0.00000
123	2010.04.01 03:10	delete	58	0.30	1.35325	0.00000	0.00000
124	2010.04.01 03:10	delete	60	0.30	1.35325	0.00000	0.00000
125	2010.04.01 03:10	close	59	0.10	1.35241	0.00000	0.00000	5.70	10079.90
126	2010.04.01 03:12	close	57	0.10	1.35257	0.00000	0.00000	4.10	10084.00
127	2010.04.01 03:15	sell	61	0.10	1.35188	0.00000	0.00000
128	2010.04.01 03:15	buy stop	62	0.30	1.35215	0.00000	0.00000
129	2010.04.01 03:15	sell	63	0.10	1.35188	0.00000	0.00000
130	2010.04.01 03:15	buy stop	64	0.30	1.35215	0.00000	0.00000
131	2010.04.01 03:15	sell	65	0.10	1.35188	0.00000	0.00000
132	2010.04.01 03:15	buy stop	66	0.30	1.35215	0.00000	0.00000
133	2010.04.01 03:20	close	61	0.10	1.35131	0.00000	0.00000	5.70	10089.70
134	2010.04.01 03:20	delete	62	0.30	1.35215	0.00000	0.00000
135	2010.04.01 03:20	delete	64	0.30	1.35215	0.00000	0.00000
136	2010.04.01 03:20	delete	66	0.30	1.35215	0.00000	0.00000
137	2010.04.01 03:20	close	65	0.10	1.35131	0.00000	0.00000	5.70	10095.40
138	2010.04.01 03:22	close	63	0.10	1.35162	0.00000	0.00000	2.60	10098.00
139	2010.04.01 03:27	sell	67	0.10	1.35188	0.00000	0.00000
140	2010.04.01 03:27	buy stop	68	0.30	1.35215	0.00000	0.00000
141	2010.04.01 03:27	sell	69	0.10	1.35188	0.00000	0.00000
142	2010.04.01 03:27	buy stop	70	0.30	1.35215	0.00000	0.00000
143	2010.04.01 03:27	sell	71	0.10	1.35188	0.00000	0.00000
144	2010.04.01 03:27	buy stop	72	0.30	1.35215	0.00000	0.00000
145	2010.04.01 03:32	close	67	0.10	1.35166	0.00000	0.00000	2.20	10100.20
146	2010.04.01 03:32	delete	68	0.30	1.35215	0.00000	0.00000
147	2010.04.01 03:32	delete	70	0.30	1.35215	0.00000	0.00000
148	2010.04.01 03:32	delete	72	0.30	1.35215	0.00000	0.00000
149	2010.04.01 03:32	close	71	0.10	1.35166	0.00000	0.00000	2.20	10102.40
150	2010.04.01 03:35	close	69	0.10	1.35156	0.00000	0.00000	3.20	10105.60
151	2010.04.01 05:20	sell	73	0.10	1.35130	0.00000	0.00000
152	2010.04.01 05:20	buy stop	74	0.30	1.35157	0.00000	0.00000
153	2010.04.01 05:20	sell	75	0.10	1.35130	0.00000	0.00000
154	2010.04.01 05:20	buy stop	76	0.30	1.35157	0.00000	0.00000
155	2010.04.01 05:20	sell	77	0.10	1.35130	0.00000	0.00000
156	2010.04.01 05:20	buy stop	78	0.30	1.35157	0.00000	0.00000
157	2010.04.01 05:27	close	73	0.10	1.35091	0.00000	0.00000	3.90	10109.50
158	2010.04.01 05:27	delete	74	0.30	1.35157	0.00000	0.00000
159	2010.04.01 05:27	delete	76	0.30	1.35157	0.00000	0.00000
160	2010.04.01 05:27	delete	78	0.30	1.35157	0.00000	0.00000
161	2010.04.01 05:27	close	77	0.10	1.35091	0.00000	0.00000	3.90	10113.40
162	2010.04.01 05:27	close	75	0.10	1.35041	0.00000	0.00000	8.90	10122.30
163	2010.04.01 07:40	sell	79	0.10	1.35140	0.00000	0.00000
164	2010.04.01 07:40	buy stop	80	0.30	1.35167	0.00000	0.00000
165	2010.04.01 07:40	sell	81	0.10	1.35140	0.00000	0.00000
166	2010.04.01 07:40	buy stop	82	0.30	1.35167	0.00000	0.00000
167	2010.04.01 07:40	sell	83	0.10	1.35140	0.00000	0.00000
168	2010.04.01 07:40	buy stop	84	0.30	1.35167	0.00000	0.00000
169	2010.04.01 07:46	buy	80	0.30	1.35167	0.00000	0.00000
170	2010.04.01 07:46	buy	82	0.30	1.35167	0.00000	0.00000
171	2010.04.01 07:46	buy	84	0.30	1.35167	0.00000	0.00000
172	2010.04.01 07:46	close by	79	0.10	1.35167	0.00000	0.00000	-2.70	10119.60
173	2010.04.01 07:46	close by	80	0.00	1.35167	0.00000	0.00000	0.00	10119.60
174	2010.04.01 07:46	buy	85	0.20	1.35167	0.00000	0.00000
175	2010.04.01 07:46	close by	83	0.10	1.35167	0.00000	0.00000	-2.70	10116.90
176	2010.04.01 07:46	close by	84	0.00	1.35167	0.00000	0.00000	0.00	10116.90
177	2010.04.01 07:46	buy	86	0.20	1.35167	0.00000	0.00000
178	2010.04.01 08:05	close	81	0.10	1.35112	0.00000	0.00000	2.80	10119.70
179	2010.04.01 15:50	close	85	0.10	1.35208	0.00000	0.00000	4.10	10123.80
180	2010.04.01 15:50	buy	87	0.10	1.35167	0.00000	0.00000
181	2010.04.01 15:50	close	87	0.10	1.35208	0.00000	0.00000	4.10	10127.90
182	2010.04.01 15:55	close	86	0.10	1.35177	0.00000	0.00000	1.00	10128.90
183	2010.04.01 15:55	buy	88	0.10	1.35167	0.00000	0.00000
184	2010.04.01 16:40	close	88	0.10	1.35223	0.00000	0.00000	5.60	10134.50
185	2010.04.29 23:59	close at stop	82	0.30	1.32428	0.00000	0.00000	-828.42	9306.08