Report Result : amer - Desynced Forex Repository

Strategy Tester Report

amer

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; TrailingStop=50; StopLoss=50; TakeProfit=200; per=700; vremya=0; DayWeek=2;

Bars in test	1478	Ticks modelled	12947	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-21.80	Gross profit	251.20	Gross loss	-273.00
Profit factor	0.92	Expected payoff	-0.32
Absolute drawdown	40.50	Maximal drawdown	44.10 (0.44%)	Relative drawdown	0.44% (44.10)

Total trades	68	Short positions (won %)	68 (42.65%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	29 (42.65%)	Loss trades (% of total)	39 (57.35%)
Largest		profit trade	20.00	loss trade	-7.00
Average		profit trade	8.66	loss trade	-7.00
Maximum		consecutive wins (profit in money)	4 (39.80)	consecutive losses (loss in money)	4 (-28.00)
Maximal		consecutive profit (count of wins)	39.80 (4)	consecutive loss (count of losses)	-28.00 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.05.04 00:00	sell	1	0.10	1.31889	1.31959	1.31689
2	2010.05.04 00:15	s/l	1	0.10	1.31959	1.31959	1.31689	-7.00	9993.00
3	2010.05.04 00:15	sell	2	0.10	1.31943	1.32013	1.31743
4	2010.05.04 00:32	modify	2	0.10	1.31943	1.31941	1.31743
5	2010.05.04 00:37	modify	2	0.10	1.31943	1.31930	1.31743
6	2010.05.04 00:40	s/l	2	0.10	1.31930	1.31930	1.31743	1.30	9994.30
7	2010.05.04 00:40	sell	3	0.10	1.31917	1.31987	1.31717
8	2010.05.04 00:50	s/l	3	0.10	1.31987	1.31987	1.31717	-7.00	9987.30
9	2010.05.04 00:50	sell	4	0.10	1.31985	1.32055	1.31785
10	2010.05.04 01:50	modify	4	0.10	1.31985	1.31958	1.31785
11	2010.05.04 01:59	s/l	4	0.10	1.31958	1.31958	1.31785	2.70	9990.00
12	2010.05.05 00:00	sell	5	0.10	1.29730	1.29800	1.29530
13	2010.05.05 00:15	s/l	5	0.10	1.29800	1.29800	1.29530	-7.00	9983.00
14	2010.05.05 00:15	sell	6	0.10	1.29801	1.29871	1.29601
15	2010.05.05 00:37	s/l	6	0.10	1.29871	1.29871	1.29601	-7.00	9976.00
16	2010.05.05 00:37	sell	7	0.10	1.29858	1.29928	1.29658
17	2010.05.05 00:40	modify	7	0.10	1.29858	1.29840	1.29658
18	2010.05.05 00:45	modify	7	0.10	1.29858	1.29774	1.29658
19	2010.05.05 00:50	t/p	7	0.10	1.29658	1.29774	1.29658	20.00	9996.00
20	2010.05.05 00:50	sell	8	0.10	1.29616	1.29686	1.29416
21	2010.05.05 00:57	s/l	8	0.10	1.29686	1.29686	1.29416	-7.00	9989.00
22	2010.05.05 00:57	sell	9	0.10	1.29704	1.29774	1.29504
23	2010.05.05 01:20	s/l	9	0.10	1.29774	1.29774	1.29504	-7.00	9982.00
24	2010.05.06 00:00	sell	10	0.10	1.28182	1.28252	1.27982
25	2010.05.06 00:07	s/l	10	0.10	1.28252	1.28252	1.27982	-7.00	9975.00
26	2010.05.06 00:07	sell	11	0.10	1.28233	1.28303	1.28033
27	2010.05.06 00:10	modify	11	0.10	1.28233	1.28228	1.28033
28	2010.05.06 00:15	modify	11	0.10	1.28233	1.28172	1.28033
29	2010.05.06 00:20	modify	11	0.10	1.28233	1.28097	1.28033
30	2010.05.06 00:27	s/l	11	0.10	1.28097	1.28097	1.28033	13.60	9988.60
31	2010.05.06 00:27	sell	12	0.10	1.28102	1.28172	1.27902
32	2010.05.06 00:45	s/l	12	0.10	1.28172	1.28172	1.27902	-7.00	9981.60
33	2010.05.06 00:45	sell	13	0.10	1.28154	1.28224	1.27954
34	2010.05.06 01:20	s/l	13	0.10	1.28224	1.28224	1.27954	-7.00	9974.60
35	2010.05.07 00:00	sell	14	0.10	1.26300	1.26370	1.26100
36	2010.05.07 00:02	s/l	14	0.10	1.26370	1.26370	1.26100	-7.00	9967.60
37	2010.05.07 00:02	sell	15	0.10	1.26421	1.26491	1.26221
38	2010.05.07 00:10	modify	15	0.10	1.26421	1.26385	1.26221
39	2010.05.07 00:15	modify	15	0.10	1.26421	1.26278	1.26221
40	2010.05.07 00:20	t/p	15	0.10	1.26221	1.26278	1.26221	20.00	9987.60
41	2010.05.07 00:20	sell	16	0.10	1.26067	1.26137	1.25867
42	2010.05.07 00:22	s/l	16	0.10	1.26137	1.26137	1.25867	-7.00	9980.60
43	2010.05.07 00:22	sell	17	0.10	1.26138	1.26208	1.25938
44	2010.05.07 00:27	s/l	17	0.10	1.26208	1.26208	1.25938	-7.00	9973.60
45	2010.05.07 00:27	sell	18	0.10	1.26208	1.26278	1.26008
46	2010.05.07 00:45	s/l	18	0.10	1.26278	1.26278	1.26008	-7.00	9966.60
47	2010.05.07 00:45	sell	19	0.10	1.26308	1.26378	1.26108
48	2010.05.07 00:50	s/l	19	0.10	1.26378	1.26378	1.26108	-7.00	9959.60
49	2010.05.07 00:50	sell	20	0.10	1.26364	1.26434	1.26164
50	2010.05.07 00:57	modify	20	0.10	1.26364	1.26359	1.26164
51	2010.05.07 00:59	modify	20	0.10	1.26364	1.26341	1.26164
52	2010.05.07 01:00	modify	20	0.10	1.26364	1.26339	1.26164
53	2010.05.07 01:02	modify	20	0.10	1.26364	1.26278	1.26164
54	2010.05.07 01:07	modify	20	0.10	1.26364	1.26259	1.26164
55	2010.05.07 01:10	s/l	20	0.10	1.26259	1.26259	1.26164	10.50	9970.10
56	2010.05.11 00:00	sell	21	0.10	1.27864	1.27934	1.27664
57	2010.05.11 00:50	modify	21	0.10	1.27864	1.27825	1.27664
58	2010.05.11 01:03	t/p	21	0.10	1.27664	1.27825	1.27664	20.00	9990.10
59	2010.05.12 00:00	sell	22	0.10	1.26336	1.26406	1.26136
60	2010.05.12 00:15	modify	22	0.10	1.26336	1.26326	1.26136
61	2010.05.12 00:20	modify	22	0.10	1.26336	1.26274	1.26136
62	2010.05.12 00:27	s/l	22	0.10	1.26274	1.26274	1.26136	6.20	9996.30
63	2010.05.12 00:27	sell	23	0.10	1.26256	1.26326	1.26056
64	2010.05.12 00:32	modify	23	0.10	1.26256	1.26239	1.26056
65	2010.05.12 00:37	modify	23	0.10	1.26256	1.26225	1.26056
66	2010.05.12 00:40	s/l	23	0.10	1.26225	1.26225	1.26056	3.10	9999.40
67	2010.05.12 00:40	sell	24	0.10	1.26227	1.26297	1.26027
68	2010.05.12 00:50	s/l	24	0.10	1.26297	1.26297	1.26027	-7.00	9992.40
69	2010.05.12 00:50	sell	25	0.10	1.26313	1.26383	1.26113
70	2010.05.12 01:03	s/l	25	0.10	1.26383	1.26383	1.26113	-7.00	9985.40
71	2010.05.13 00:00	sell	26	0.10	1.26329	1.26399	1.26129
72	2010.05.13 00:03	modify	26	0.10	1.26329	1.26295	1.26129
73	2010.05.13 00:10	modify	26	0.10	1.26329	1.26283	1.26129
74	2010.05.13 00:13	s/l	26	0.10	1.26283	1.26283	1.26129	4.60	9990.00
75	2010.05.13 00:13	sell	27	0.10	1.26272	1.26342	1.26072
76	2010.05.13 00:30	s/l	27	0.10	1.26342	1.26342	1.26072	-7.00	9983.00
77	2010.05.13 00:30	sell	28	0.10	1.26343	1.26413	1.26143
78	2010.05.13 00:33	s/l	28	0.10	1.26413	1.26413	1.26143	-7.00	9976.00
79	2010.05.13 00:33	sell	29	0.10	1.26404	1.26474	1.26204
80	2010.05.13 00:59	modify	29	0.10	1.26404	1.26382	1.26204
81	2010.05.13 01:03	modify	29	0.10	1.26404	1.26364	1.26204
82	2010.05.13 01:10	modify	29	0.10	1.26404	1.26354	1.26204
83	2010.05.13 01:20	s/l	29	0.10	1.26354	1.26354	1.26204	5.00	9981.00
84	2010.05.14 00:00	sell	30	0.10	1.25226	1.25296	1.25026
85	2010.05.14 00:03	s/l	30	0.10	1.25296	1.25296	1.25026	-7.00	9974.00
86	2010.05.14 00:03	sell	31	0.10	1.25286	1.25356	1.25086
87	2010.05.14 00:16	s/l	31	0.10	1.25356	1.25356	1.25086	-7.00	9967.00
88	2010.05.14 00:16	sell	32	0.10	1.25359	1.25429	1.25159
89	2010.05.14 01:07	modify	32	0.10	1.25359	1.25355	1.25159
90	2010.05.14 01:15	s/l	32	0.10	1.25355	1.25355	1.25159	0.40	9967.40
91	2010.05.18 00:00	sell	33	0.10	1.23993	1.24063	1.23793
92	2010.05.18 00:15	modify	33	0.10	1.23993	1.23977	1.23793
93	2010.05.18 00:20	modify	33	0.10	1.23993	1.23921	1.23793
94	2010.05.18 00:27	s/l	33	0.10	1.23921	1.23921	1.23793	7.20	9974.60
95	2010.05.18 00:27	sell	34	0.10	1.23907	1.23977	1.23707
96	2010.05.18 00:32	s/l	34	0.10	1.23977	1.23977	1.23707	-7.00	9967.60
97	2010.05.18 00:32	sell	35	0.10	1.23991	1.24061	1.23791
98	2010.05.18 00:50	modify	35	0.10	1.23991	1.23966	1.23791
99	2010.05.18 01:03	modify	35	0.10	1.23991	1.23932	1.23791
100	2010.05.18 01:10	modify	35	0.10	1.23991	1.23904	1.23791
101	2010.05.18 01:16	modify	35	0.10	1.23991	1.23867	1.23791
102	2010.05.18 01:32	s/l	35	0.10	1.23867	1.23867	1.23791	12.40	9980.00
103	2010.05.19 00:00	sell	36	0.10	1.21724	1.21794	1.21524
104	2010.05.19 00:02	s/l	36	0.10	1.21794	1.21794	1.21524	-7.00	9973.00
105	2010.05.19 00:02	sell	37	0.10	1.21777	1.21847	1.21577
106	2010.05.19 00:15	modify	37	0.10	1.21777	1.21762	1.21577
107	2010.05.19 00:20	modify	37	0.10	1.21777	1.21705	1.21577
108	2010.05.19 00:27	s/l	37	0.10	1.21705	1.21705	1.21577	7.20	9980.20
109	2010.05.19 00:27	sell	38	0.10	1.21692	1.21762	1.21492
110	2010.05.19 00:40	s/l	38	0.10	1.21762	1.21762	1.21492	-7.00	9973.20
111	2010.05.19 00:40	sell	39	0.10	1.21756	1.21826	1.21556
112	2010.05.19 00:50	s/l	39	0.10	1.21826	1.21826	1.21556	-7.00	9966.20
113	2010.05.19 00:50	sell	40	0.10	1.21827	1.21897	1.21627
114	2010.05.19 01:02	modify	40	0.10	1.21827	1.21789	1.21627
115	2010.05.19 01:07	modify	40	0.10	1.21827	1.21770	1.21627
116	2010.05.19 01:10	s/l	40	0.10	1.21770	1.21770	1.21627	5.70	9971.90
117	2010.05.20 00:00	sell	41	0.10	1.24230	1.24300	1.24030
118	2010.05.20 00:10	modify	41	0.10	1.24230	1.24219	1.24030
119	2010.05.20 00:15	modify	41	0.10	1.24230	1.24157	1.24030
120	2010.05.20 00:20	t/p	41	0.10	1.24030	1.24157	1.24030	20.00	9991.90
121	2010.05.20 00:20	sell	42	0.10	1.24004	1.24074	1.23804
122	2010.05.20 00:27	s/l	42	0.10	1.24074	1.24074	1.23804	-7.00	9984.90
123	2010.05.20 00:27	sell	43	0.10	1.24087	1.24157	1.23887
124	2010.05.20 00:40	modify	43	0.10	1.24087	1.24083	1.23887
125	2010.05.20 00:45	modify	43	0.10	1.24087	1.24015	1.23887
126	2010.05.20 00:50	t/p	43	0.10	1.23887	1.24015	1.23887	20.00	10004.90
127	2010.05.20 00:50	sell	44	0.10	1.23854	1.23924	1.23654
128	2010.05.20 00:57	s/l	44	0.10	1.23924	1.23924	1.23654	-7.00	9997.90
129	2010.05.20 00:57	sell	45	0.10	1.23945	1.24015	1.23745
130	2010.05.20 00:59	modify	45	0.10	1.23945	1.23931	1.23745
131	2010.05.20 01:02	s/l	45	0.10	1.23931	1.23931	1.23745	1.40	9999.30
132	2010.05.21 00:00	sell	46	0.10	1.24698	1.24768	1.24498
133	2010.05.21 00:07	modify	46	0.10	1.24698	1.24689	1.24498
134	2010.05.21 00:10	s/l	46	0.10	1.24689	1.24689	1.24498	0.90	10000.20
135	2010.05.21 00:10	sell	47	0.10	1.24742	1.24812	1.24542
136	2010.05.21 00:15	s/l	47	0.10	1.24812	1.24812	1.24542	-7.00	9993.20
137	2010.05.21 00:15	sell	48	0.10	1.24815	1.24885	1.24615
138	2010.05.21 00:20	s/l	48	0.10	1.24885	1.24885	1.24615	-7.00	9986.20
139	2010.05.21 00:20	sell	49	0.10	1.24889	1.24959	1.24689
140	2010.05.21 00:27	modify	49	0.10	1.24889	1.24861	1.24689
141	2010.05.21 00:32	modify	49	0.10	1.24889	1.24761	1.24689
142	2010.05.21 00:37	modify	49	0.10	1.24889	1.24744	1.24689
143	2010.05.21 00:40	s/l	49	0.10	1.24744	1.24744	1.24689	14.50	10000.70
144	2010.05.21 00:40	sell	50	0.10	1.24761	1.24831	1.24561
145	2010.05.21 00:45	s/l	50	0.10	1.24831	1.24831	1.24561	-7.00	9993.70
146	2010.05.21 00:45	sell	51	0.10	1.24813	1.24883	1.24613
147	2010.05.21 00:50	s/l	51	0.10	1.24883	1.24883	1.24613	-7.00	9986.70
148	2010.05.21 00:50	sell	52	0.10	1.24865	1.24935	1.24665
149	2010.05.21 01:07	modify	52	0.10	1.24865	1.24837	1.24665
150	2010.05.21 01:10	s/l	52	0.10	1.24837	1.24837	1.24665	2.80	9989.50
151	2010.05.25 00:00	sell	53	0.10	1.23488	1.23558	1.23288
152	2010.05.25 00:15	modify	53	0.10	1.23488	1.23453	1.23288
153	2010.05.25 00:20	modify	53	0.10	1.23488	1.23388	1.23288
154	2010.05.25 00:27	s/l	53	0.10	1.23388	1.23388	1.23288	10.00	9999.50
155	2010.05.25 00:27	sell	54	0.10	1.23383	1.23453	1.23183
156	2010.05.25 00:40	s/l	54	0.10	1.23453	1.23453	1.23183	-7.00	9992.50
157	2010.05.25 00:40	sell	55	0.10	1.23437	1.23507	1.23237
158	2010.05.25 00:45	s/l	55	0.10	1.23507	1.23507	1.23237	-7.00	9985.50
159	2010.05.25 00:45	sell	56	0.10	1.23487	1.23557	1.23287
160	2010.05.25 00:50	s/l	56	0.10	1.23557	1.23557	1.23287	-7.00	9978.50
161	2010.05.25 00:50	sell	57	0.10	1.23538	1.23608	1.23338
162	2010.05.25 01:15	modify	57	0.10	1.23538	1.23532	1.23338
163	2010.05.25 01:20	modify	57	0.10	1.23538	1.23504	1.23338
164	2010.05.25 01:40	s/l	57	0.10	1.23504	1.23504	1.23338	3.40	9981.90
165	2010.05.26 00:00	sell	58	0.10	1.23707	1.23777	1.23507
166	2010.05.26 00:05	modify	58	0.10	1.23707	1.23681	1.23507
167	2010.05.26 00:15	modify	58	0.10	1.23707	1.23610	1.23507
168	2010.05.26 00:25	t/p	58	0.10	1.23507	1.23610	1.23507	20.00	10001.90
169	2010.05.26 00:25	sell	59	0.10	1.23444	1.23514	1.23244
170	2010.05.26 00:32	s/l	59	0.10	1.23514	1.23514	1.23244	-7.00	9994.90
171	2010.05.26 00:32	sell	60	0.10	1.23547	1.23617	1.23347
172	2010.05.26 00:45	modify	60	0.10	1.23547	1.23533	1.23347
173	2010.05.26 00:50	modify	60	0.10	1.23547	1.23477	1.23347
174	2010.05.26 00:57	s/l	60	0.10	1.23477	1.23477	1.23347	7.00	10001.90
175	2010.05.26 00:57	sell	61	0.10	1.23463	1.23533	1.23263
176	2010.05.26 01:15	s/l	61	0.10	1.23533	1.23533	1.23263	-7.00	9994.90
177	2010.05.27 00:00	sell	62	0.10	1.21601	1.21671	1.21401
178	2010.05.27 00:20	s/l	62	0.10	1.21671	1.21671	1.21401	-7.00	9987.90
179	2010.05.27 00:20	sell	63	0.10	1.21664	1.21734	1.21464
180	2010.05.27 00:37	modify	63	0.10	1.21664	1.21663	1.21464
181	2010.05.27 00:40	s/l	63	0.10	1.21663	1.21663	1.21464	0.10	9988.00
182	2010.05.27 00:40	sell	64	0.10	1.21680	1.21750	1.21480
183	2010.05.27 00:45	s/l	64	0.10	1.21750	1.21750	1.21480	-7.00	9981.00
184	2010.05.27 00:45	sell	65	0.10	1.21733	1.21803	1.21533
185	2010.05.27 00:50	s/l	65	0.10	1.21803	1.21803	1.21533	-7.00	9974.00
186	2010.05.27 00:50	sell	66	0.10	1.21785	1.21855	1.21585
187	2010.05.27 00:59	modify	66	0.10	1.21785	1.21785	1.21585
188	2010.05.27 01:02	modify	66	0.10	1.21785	1.21744	1.21585
189	2010.05.27 01:07	modify	66	0.10	1.21785	1.21732	1.21585
190	2010.05.27 01:10	s/l	66	0.10	1.21732	1.21732	1.21585	5.30	9979.30
191	2010.05.28 00:00	sell	67	0.10	1.23568	1.23638	1.23368
192	2010.05.28 00:20	modify	67	0.10	1.23568	1.23509	1.23368
193	2010.05.28 00:27	s/l	67	0.10	1.23509	1.23509	1.23368	5.90	9985.20
194	2010.05.28 00:27	sell	68	0.10	1.23499	1.23569	1.23299
195	2010.05.28 01:02	s/l	68	0.10	1.23569	1.23569	1.23299	-7.00	9978.20