Report Result : Trend_RDS - Desynced Forex Repository

Strategy Tester Report

Trend_RDS

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; StopLoss=30; TakeProfit=0; StartHour=""08:00""; CloseHour=""00:00""; Reverse=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=false; TradeLog="Trend_RDS"; Slippage=3; Indicator_Setting="---------- Indicator Setting";

Bars in test	1501	Ticks modelled	13529	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	2.20	Gross profit	50.20	Gross loss	-48.00
Profit factor	1.05	Expected payoff	0.04
Absolute drawdown	4.80	Maximal drawdown	11.70 (0.12%)	Relative drawdown	0.12% (11.70)

Total trades	61	Short positions (won %)	41 (46.34%)	Long positions (won %)	20 (60.00%)
		Profit trades (% of total)	31 (50.82%)	Loss trades (% of total)	30 (49.18%)
Largest		profit trade	6.60	loss trade	-3.00
Average		profit trade	1.62	loss trade	-1.60
Maximum		consecutive wins (profit in money)	4 (6.50)	consecutive losses (loss in money)	6 (-10.80)
Maximal		consecutive profit (count of wins)	6.90 (2)	consecutive loss (count of losses)	-10.80 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.06.01 00:00	buy	1	0.10	1.23088	1.23058	0.00000
2	2010.06.01 00:03	s/l	1	0.10	1.23058	1.23058	0.00000	-3.00	9997.00
3	2010.06.01 00:03	buy	2	0.10	1.23046	1.23016	0.00000
4	2010.06.01 00:06	close	2	0.10	1.23049	1.23016	0.00000	0.30	9997.30
5	2010.06.01 00:10	buy	3	0.10	1.23014	1.22984	0.00000
6	2010.06.01 00:13	close	3	0.10	1.23018	1.22984	0.00000	0.40	9997.70
7	2010.06.02 00:00	sell	4	0.10	1.22124	1.22154	0.00000
8	2010.06.02 00:02	close	4	0.10	1.22149	1.22154	0.00000	-2.50	9995.20
9	2010.06.02 00:05	sell	5	0.10	1.22165	1.22195	0.00000
10	2010.06.02 00:07	close	5	0.10	1.22126	1.22195	0.00000	3.90	9999.10
11	2010.06.02 00:10	sell	6	0.10	1.22233	1.22263	0.00000
12	2010.06.02 00:12	close	6	0.10	1.22217	1.22263	0.00000	1.60	10000.70
13	2010.06.03 00:00	buy	7	0.10	1.22497	1.22467	0.00000
14	2010.06.03 00:02	close	7	0.10	1.22488	1.22467	0.00000	-0.90	9999.80
15	2010.06.03 00:05	buy	8	0.10	1.22482	1.22452	0.00000
16	2010.06.03 00:07	close	8	0.10	1.22501	1.22452	0.00000	1.90	10001.70
17	2010.06.03 00:10	buy	9	0.10	1.22456	1.22426	0.00000
18	2010.06.03 00:12	close	9	0.10	1.22462	1.22426	0.00000	0.60	10002.30
19	2010.06.04 00:00	sell	10	0.10	1.21616	1.21646	0.00000
20	2010.06.04 00:02	close	10	0.10	1.21624	1.21646	0.00000	-0.80	10001.50
21	2010.06.04 00:05	sell	11	0.10	1.21627	1.21657	0.00000
22	2010.06.04 00:07	close	11	0.10	1.21615	1.21657	0.00000	1.20	10002.70
23	2010.06.04 00:10	sell	12	0.10	1.21655	1.21685	0.00000
24	2010.06.04 00:12	close	12	0.10	1.21653	1.21685	0.00000	0.20	10002.90
25	2010.06.07 00:00	sell	13	0.10	1.19446	1.19476	0.00000
26	2010.06.07 00:02	close	13	0.10	1.19460	1.19476	0.00000	-1.40	10001.50
27	2010.06.07 00:05	sell	14	0.10	1.19464	1.19494	0.00000
28	2010.06.07 00:07	close	14	0.10	1.19448	1.19494	0.00000	1.60	10003.10
29	2010.06.07 00:10	sell	15	0.10	1.19499	1.19529	0.00000
30	2010.06.07 00:12	close	15	0.10	1.19494	1.19529	0.00000	0.50	10003.60
31	2010.06.08 00:00	sell	16	0.10	1.19175	1.19205	0.00000
32	2010.06.08 00:02	close	16	0.10	1.19180	1.19205	0.00000	-0.50	10003.10
33	2010.06.08 00:05	sell	17	0.10	1.19185	1.19215	0.00000
34	2010.06.08 00:07	close	17	0.10	1.19169	1.19215	0.00000	1.60	10004.70
35	2010.06.08 00:10	sell	18	0.10	1.19219	1.19249	0.00000
36	2010.06.08 00:12	close	18	0.10	1.19214	1.19249	0.00000	0.50	10005.20
37	2010.06.09 00:00	buy	19	0.10	1.19643	1.19613	0.00000
38	2010.06.09 00:02	close	19	0.10	1.19626	1.19613	0.00000	-1.70	10003.50
39	2010.06.09 00:05	buy	20	0.10	1.19647	1.19617	0.00000
40	2010.06.09 00:07	s/l	20	0.10	1.19617	1.19617	0.00000	-3.00	10000.50
41	2010.06.09 00:07	buy	21	0.10	1.19618	1.19588	0.00000
42	2010.06.09 00:10	close	21	0.10	1.19684	1.19588	0.00000	6.60	10007.10
43	2010.06.10 00:00	sell	22	0.10	1.19843	1.19873	0.00000
44	2010.06.10 00:02	close	22	0.10	1.19849	1.19873	0.00000	-0.60	10006.50
45	2010.06.10 00:05	sell	23	0.10	1.19833	1.19863	0.00000
46	2010.06.10 00:07	close	23	0.10	1.19857	1.19863	0.00000	-2.40	10004.10
47	2010.06.10 00:10	sell	24	0.10	1.19817	1.19847	0.00000
48	2010.06.10 00:12	close	24	0.10	1.19832	1.19847	0.00000	-1.50	10002.60
49	2010.06.11 00:00	sell	25	0.10	1.21074	1.21104	0.00000
50	2010.06.11 00:02	close	25	0.10	1.21098	1.21104	0.00000	-2.40	10000.20
51	2010.06.11 00:05	sell	26	0.10	1.21083	1.21113	0.00000
52	2010.06.11 00:07	close	26	0.10	1.21107	1.21113	0.00000	-2.40	9997.80
53	2010.06.11 00:10	sell	27	0.10	1.21066	1.21096	0.00000
54	2010.06.11 00:12	close	27	0.10	1.21081	1.21096	0.00000	-1.50	9996.30
55	2010.06.14 00:00	buy	28	0.10	1.21190	1.21160	0.00000
56	2010.06.14 00:02	close	28	0.10	1.21223	1.21160	0.00000	3.30	9999.60
57	2010.06.14 00:05	buy	29	0.10	1.21223	1.21193	0.00000
58	2010.06.14 00:07	close	29	0.10	1.21230	1.21193	0.00000	0.70	10000.30
59	2010.06.14 00:10	buy	30	0.10	1.21209	1.21179	0.00000
60	2010.06.14 00:12	close	30	0.10	1.21209	1.21179	0.00000	0.00	10000.30
61	2010.06.15 00:00	sell	31	0.10	1.22139	1.22169	0.00000
62	2010.06.15 00:02	close	31	0.10	1.22152	1.22169	0.00000	-1.30	9999.00
63	2010.06.15 00:05	sell	32	0.10	1.22157	1.22187	0.00000
64	2010.06.15 00:07	close	32	0.10	1.22140	1.22187	0.00000	1.70	10000.70
65	2010.06.15 00:10	sell	33	0.10	1.22193	1.22223	0.00000
66	2010.06.15 00:12	close	33	0.10	1.22188	1.22223	0.00000	0.50	10001.20
67	2010.06.16 00:00	sell	34	0.10	1.23228	1.23258	0.00000
68	2010.06.16 00:02	close	34	0.10	1.23254	1.23258	0.00000	-2.60	9998.60
69	2010.06.16 00:05	sell	35	0.10	1.23241	1.23271	0.00000
70	2010.06.16 00:07	close	35	0.10	1.23260	1.23271	0.00000	-1.90	9996.70
71	2010.06.16 00:10	sell	36	0.10	1.23230	1.23260	0.00000
72	2010.06.16 00:12	close	36	0.10	1.23243	1.23260	0.00000	-1.30	9995.40
73	2010.06.17 00:00	buy	37	0.10	1.22998	1.22968	0.00000
74	2010.06.17 00:05	close	37	0.10	1.23002	1.22968	0.00000	0.40	9995.80
75	2010.06.17 00:07	buy	38	0.10	1.22988	1.22958	0.00000
76	2010.06.17 00:10	close	38	0.10	1.23033	1.22958	0.00000	4.50	10000.30
77	2010.06.18 00:00	sell	39	0.10	1.23794	1.23824	0.00000
78	2010.06.18 00:02	close	39	0.10	1.23780	1.23824	0.00000	1.40	10001.70
79	2010.06.18 00:05	sell	40	0.10	1.23777	1.23807	0.00000
80	2010.06.18 00:07	close	40	0.10	1.23775	1.23807	0.00000	0.20	10001.90
81	2010.06.18 00:10	sell	41	0.10	1.23791	1.23821	0.00000
82	2010.06.18 00:12	close	41	0.10	1.23793	1.23821	0.00000	-0.20	10001.70
83	2010.06.21 00:00	buy	42	0.10	1.24297	1.24267	0.00000
84	2010.06.21 00:02	close	42	0.10	1.24281	1.24267	0.00000	-1.60	10000.10
85	2010.06.21 00:05	buy	43	0.10	1.24272	1.24242	0.00000
86	2010.06.21 00:07	close	43	0.10	1.24298	1.24242	0.00000	2.60	10002.70
87	2010.06.21 00:10	buy	44	0.10	1.24239	1.24209	0.00000
88	2010.06.21 00:12	close	44	0.10	1.24248	1.24209	0.00000	0.90	10003.60
89	2010.06.22 00:00	sell	45	0.10	1.23237	1.23267	0.00000
90	2010.06.22 00:02	close	45	0.10	1.23249	1.23267	0.00000	-1.20	10002.40
91	2010.06.22 00:05	sell	46	0.10	1.23233	1.23263	0.00000
92	2010.06.22 00:07	close	46	0.10	1.23258	1.23263	0.00000	-2.50	9999.90
93	2010.06.22 00:10	sell	47	0.10	1.23216	1.23246	0.00000
94	2010.06.22 00:12	close	47	0.10	1.23232	1.23246	0.00000	-1.60	9998.30
95	2010.06.23 00:00	sell	48	0.10	1.22681	1.22711	0.00000
96	2010.06.23 00:02	close	48	0.10	1.22664	1.22711	0.00000	1.70	10000.00
97	2010.06.23 00:05	sell	49	0.10	1.22662	1.22692	0.00000
98	2010.06.23 00:07	close	49	0.10	1.22658	1.22692	0.00000	0.40	10000.40
99	2010.06.23 00:10	sell	50	0.10	1.22679	1.22709	0.00000
100	2010.06.23 00:12	close	50	0.10	1.22681	1.22709	0.00000	-0.20	10000.20
101	2010.06.24 00:00	sell	51	0.10	1.23107	1.23137	0.00000
102	2010.06.24 00:02	close	51	0.10	1.23088	1.23137	0.00000	1.90	10002.10
103	2010.06.24 00:05	sell	52	0.10	1.23093	1.23123	0.00000
104	2010.06.24 00:07	close	52	0.10	1.23076	1.23123	0.00000	1.70	10003.80
105	2010.06.24 00:10	sell	53	0.10	1.23129	1.23159	0.00000
106	2010.06.24 00:12	close	53	0.10	1.23124	1.23159	0.00000	0.50	10004.30
107	2010.06.25 00:00	buy	54	0.10	1.23286	1.23256	0.00000
108	2010.06.25 00:02	close	54	0.10	1.23283	1.23256	0.00000	-0.30	10004.00
109	2010.06.25 00:05	buy	55	0.10	1.23299	1.23269	0.00000
110	2010.06.25 00:07	close	55	0.10	1.23274	1.23269	0.00000	-2.50	10001.50
111	2010.06.25 00:10	buy	56	0.10	1.23326	1.23296	0.00000
112	2010.06.25 00:12	close	56	0.10	1.23310	1.23296	0.00000	-1.60	9999.90
113	2010.06.28 00:00	sell	57	0.10	1.23794	1.23824	0.00000
114	2010.06.28 00:03	close	57	0.10	1.23760	1.23824	0.00000	3.40	10003.30
115	2010.06.28 00:06	sell	58	0.10	1.23763	1.23793	0.00000
116	2010.06.28 00:10	close	58	0.10	1.23728	1.23793	0.00000	3.50	10006.80
117	2010.06.29 00:00	sell	59	0.10	1.22810	1.22840	0.00000
118	2010.06.29 00:02	close	59	0.10	1.22822	1.22840	0.00000	-1.20	10005.60
119	2010.06.29 00:05	sell	60	0.10	1.22809	1.22839	0.00000
120	2010.06.29 00:07	close	60	0.10	1.22829	1.22839	0.00000	-2.00	10003.60
121	2010.06.29 00:10	sell	61	0.10	1.22795	1.22825	0.00000
122	2010.06.29 00:12	close	61	0.10	1.22809	1.22825	0.00000	-1.40	10002.20