Report Result : amer - Desynced Forex Repository

Strategy Tester Report

amer

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.06.01 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; TrailingStop=50; StopLoss=50; TakeProfit=200; per=700; vremya=0; DayWeek=2;

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

Initial deposit	10000.00
Total net profit	-23.40	Gross profit	116.60	Gross loss	-140.00
Profit factor	0.83	Expected payoff	-0.58
Absolute drawdown	34.40	Maximal drawdown	57.40 (0.57%)	Relative drawdown	0.57% (57.40)

Total trades	40	Short positions (won %)	40 (50.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	20 (50.00%)	Loss trades (% of total)	20 (50.00%)
Largest		profit trade	20.00	loss trade	-7.00
Average		profit trade	5.83	loss trade	-7.00
Maximum		consecutive wins (profit in money)	3 (24.80)	consecutive losses (loss in money)	4 (-28.00)
Maximal		consecutive profit (count of wins)	24.80 (3)	consecutive loss (count of losses)	-28.00 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.06.01 00:00	sell	1	0.10	1.23081	1.23151	1.22881
2	2010.06.01 00:10	modify	1	0.10	1.23081	1.23077	1.22881
3	2010.06.01 00:16	modify	1	0.10	1.23081	1.23035	1.22881
4	2010.06.01 00:35	modify	1	0.10	1.23081	1.23034	1.22881
5	2010.06.01 00:40	modify	1	0.10	1.23081	1.23010	1.22881
6	2010.06.01 00:45	modify	1	0.10	1.23081	1.22973	1.22881
7	2010.06.01 00:50	t/p	1	0.10	1.22881	1.22973	1.22881	20.00	10020.00
8	2010.06.01 00:50	sell	2	0.10	1.22855	1.22925	1.22655
9	2010.06.01 01:37	s/l	2	0.10	1.22925	1.22925	1.22655	-7.00	10013.00
10	2010.06.02 00:00	sell	3	0.10	1.22124	1.22194	1.21924
11	2010.06.02 00:10	s/l	3	0.10	1.22194	1.22194	1.21924	-7.00	10006.00
12	2010.06.02 00:10	sell	4	0.10	1.22233	1.22303	1.22033
13	2010.06.02 00:15	s/l	4	0.10	1.22303	1.22303	1.22033	-7.00	9999.00
14	2010.06.02 00:15	sell	5	0.10	1.22302	1.22372	1.22102
15	2010.06.02 00:20	s/l	5	0.10	1.22372	1.22372	1.22102	-7.00	9992.00
16	2010.06.02 00:20	sell	6	0.10	1.22370	1.22440	1.22170
17	2010.06.02 00:27	modify	6	0.10	1.22370	1.22349	1.22170
18	2010.06.02 00:27	s/l	6	0.10	1.22349	1.22349	1.22170	2.10	9994.10
19	2010.06.02 00:27	sell	7	0.10	1.22338	1.22408	1.22138
20	2010.06.02 00:50	modify	7	0.10	1.22338	1.22306	1.22138
21	2010.06.02 00:59	s/l	7	0.10	1.22306	1.22306	1.22138	3.20	9997.30
22	2010.06.02 00:59	sell	8	0.10	1.22334	1.22404	1.22134
23	2010.06.02 01:10	s/l	8	0.10	1.22404	1.22404	1.22134	-7.00	9990.30
24	2010.06.03 00:00	sell	9	0.10	1.22490	1.22560	1.22290
25	2010.06.03 00:15	modify	9	0.10	1.22490	1.22481	1.22290
26	2010.06.03 00:20	modify	9	0.10	1.22490	1.22429	1.22290
27	2010.06.03 00:27	s/l	9	0.10	1.22429	1.22429	1.22290	6.10	9996.40
28	2010.06.03 00:27	sell	10	0.10	1.22411	1.22481	1.22211
29	2010.06.03 01:03	modify	10	0.10	1.22411	1.22398	1.22211
30	2010.06.03 01:10	modify	10	0.10	1.22411	1.22366	1.22211
31	2010.06.03 01:16	modify	10	0.10	1.22411	1.22323	1.22211
32	2010.06.03 01:26	s/l	10	0.10	1.22323	1.22323	1.22211	8.80	10005.20
33	2010.06.04 00:00	sell	11	0.10	1.21616	1.21686	1.21416
34	2010.06.04 00:15	s/l	11	0.10	1.21686	1.21686	1.21416	-7.00	9998.20
35	2010.06.04 00:15	sell	12	0.10	1.21684	1.21754	1.21484
36	2010.06.04 01:20	modify	12	0.10	1.21684	1.21639	1.21484
37	2010.06.04 01:27	s/l	12	0.10	1.21639	1.21639	1.21484	4.50	10002.70
38	2010.06.08 00:00	sell	13	0.10	1.19175	1.19245	1.18975
39	2010.06.08 00:15	s/l	13	0.10	1.19245	1.19245	1.18975	-7.00	9995.70
40	2010.06.08 00:15	sell	14	0.10	1.19253	1.19323	1.19053
41	2010.06.08 00:50	modify	14	0.10	1.19253	1.19240	1.19053
42	2010.06.08 00:59	s/l	14	0.10	1.19240	1.19240	1.19053	1.30	9997.00
43	2010.06.08 00:59	sell	15	0.10	1.19221	1.19291	1.19021
44	2010.06.08 01:20	s/l	15	0.10	1.19291	1.19291	1.19021	-7.00	9990.00
45	2010.06.09 00:00	sell	16	0.10	1.19636	1.19706	1.19436
46	2010.06.09 00:15	s/l	16	0.10	1.19706	1.19706	1.19436	-7.00	9983.00
47	2010.06.09 00:15	sell	17	0.10	1.19728	1.19798	1.19528
48	2010.06.09 00:46	modify	17	0.10	1.19728	1.19694	1.19528
49	2010.06.09 00:59	s/l	17	0.10	1.19694	1.19694	1.19528	3.40	9986.40
50	2010.06.09 00:59	sell	18	0.10	1.19685	1.19755	1.19485
51	2010.06.09 01:45	modify	18	0.10	1.19685	1.19670	1.19485
52	2010.06.09 01:50	modify	18	0.10	1.19685	1.19629	1.19485
53	2010.06.09 02:05	modify	18	0.10	1.19685	1.19619	1.19485
54	2010.06.09 02:10	modify	18	0.10	1.19685	1.19576	1.19485
55	2010.06.09 02:15	t/p	18	0.10	1.19485	1.19576	1.19485	20.00	10006.40
56	2010.06.10 00:00	sell	19	0.10	1.19843	1.19913	1.19643
57	2010.06.10 00:20	modify	19	0.10	1.19843	1.19829	1.19643
58	2010.06.10 00:27	s/l	19	0.10	1.19829	1.19829	1.19643	1.40	10007.80
59	2010.06.10 00:27	sell	20	0.10	1.19820	1.19890	1.19620
60	2010.06.10 00:45	s/l	20	0.10	1.19890	1.19890	1.19620	-7.00	10000.80
61	2010.06.10 00:45	sell	21	0.10	1.19896	1.19966	1.19696
62	2010.06.10 01:16	modify	21	0.10	1.19896	1.19875	1.19696
63	2010.06.10 01:33	modify	21	0.10	1.19896	1.19836	1.19696
64	2010.06.10 01:40	modify	21	0.10	1.19896	1.19824	1.19696
65	2010.06.10 01:43	s/l	21	0.10	1.19824	1.19824	1.19696	7.20	10008.00
66	2010.06.11 00:00	sell	22	0.10	1.21074	1.21144	1.20874
67	2010.06.11 00:37	modify	22	0.10	1.21074	1.21070	1.20874
68	2010.06.11 00:40	s/l	22	0.10	1.21070	1.21070	1.20874	0.40	10008.40
69	2010.06.11 00:40	sell	23	0.10	1.21065	1.21135	1.20865
70	2010.06.11 00:50	s/l	23	0.10	1.21135	1.21135	1.20865	-7.00	10001.40
71	2010.06.11 00:50	sell	24	0.10	1.21143	1.21213	1.20943
72	2010.06.11 00:59	modify	24	0.10	1.21143	1.21097	1.20943
73	2010.06.11 01:02	modify	24	0.10	1.21143	1.21095	1.20943
74	2010.06.11 01:07	modify	24	0.10	1.21143	1.21072	1.20943
75	2010.06.11 01:10	s/l	24	0.10	1.21072	1.21072	1.20943	7.10	10008.50
76	2010.06.15 00:00	sell	25	0.10	1.22139	1.22209	1.21939
77	2010.06.15 00:10	s/l	25	0.10	1.22209	1.22209	1.21939	-7.00	10001.50
78	2010.06.15 00:10	sell	26	0.10	1.22193	1.22263	1.21993
79	2010.06.15 00:20	s/l	26	0.10	1.22263	1.22263	1.21993	-7.00	9994.50
80	2010.06.15 00:20	sell	27	0.10	1.22266	1.22336	1.22066
81	2010.06.15 00:40	modify	27	0.10	1.22266	1.22254	1.22066
82	2010.06.15 00:46	modify	27	0.10	1.22266	1.22214	1.22066
83	2010.06.15 01:10	modify	27	0.10	1.22266	1.22205	1.22066
84	2010.06.15 01:15	modify	27	0.10	1.22266	1.22190	1.22066
85	2010.06.15 01:20	modify	27	0.10	1.22266	1.22170	1.22066
86	2010.06.15 01:32	modify	27	0.10	1.22266	1.22136	1.22066
87	2010.06.15 01:37	modify	27	0.10	1.22266	1.22130	1.22066
88	2010.06.15 01:45	s/l	27	0.10	1.22130	1.22130	1.22066	13.60	10008.10
89	2010.06.16 00:00	sell	28	0.10	1.23228	1.23298	1.23028
90	2010.06.16 00:50	modify	28	0.10	1.23228	1.23226	1.23028
91	2010.06.16 01:10	modify	28	0.10	1.23228	1.23222	1.23028
92	2010.06.16 01:15	modify	28	0.10	1.23228	1.23205	1.23028
93	2010.06.16 01:20	modify	28	0.10	1.23228	1.23183	1.23028
94	2010.06.16 01:40	s/l	28	0.10	1.23183	1.23183	1.23028	4.50	10012.60
95	2010.06.17 00:00	sell	29	0.10	1.22991	1.23061	1.22791
96	2010.06.17 00:15	s/l	29	0.10	1.23061	1.23061	1.22791	-7.00	10005.60
97	2010.06.17 00:15	sell	30	0.10	1.23064	1.23134	1.22864
98	2010.06.17 01:02	s/l	30	0.10	1.23134	1.23134	1.22864	-7.00	9998.60
99	2010.06.18 00:00	sell	31	0.10	1.23794	1.23864	1.23594
100	2010.06.18 01:20	s/l	31	0.10	1.23864	1.23864	1.23594	-7.00	9991.60
101	2010.06.22 00:00	sell	32	0.10	1.23237	1.23307	1.23037
102	2010.06.22 00:20	modify	32	0.10	1.23237	1.23224	1.23037
103	2010.06.22 00:27	s/l	32	0.10	1.23224	1.23224	1.23037	1.30	9992.90
104	2010.06.22 00:27	sell	33	0.10	1.23214	1.23284	1.23014
105	2010.06.22 00:50	modify	33	0.10	1.23214	1.23173	1.23014
106	2010.06.22 00:57	s/l	33	0.10	1.23173	1.23173	1.23014	4.10	9997.00
107	2010.06.22 00:57	sell	34	0.10	1.23159	1.23229	1.22959
108	2010.06.22 01:10	s/l	34	0.10	1.23229	1.23229	1.22959	-7.00	9990.00
109	2010.06.23 00:00	sell	35	0.10	1.22681	1.22751	1.22481
110	2010.06.23 01:15	s/l	35	0.10	1.22751	1.22751	1.22481	-7.00	9983.00
111	2010.06.24 00:00	sell	36	0.10	1.23107	1.23177	1.22907
112	2010.06.24 00:15	s/l	36	0.10	1.23177	1.23177	1.22907	-7.00	9976.00
113	2010.06.24 00:15	sell	37	0.10	1.23165	1.23235	1.22965
114	2010.06.24 01:16	modify	37	0.10	1.23165	1.23152	1.22965
115	2010.06.24 01:26	s/l	37	0.10	1.23152	1.23152	1.22965	1.30	9977.30
116	2010.06.25 00:00	sell	38	0.10	1.23279	1.23349	1.23079
117	2010.06.25 00:15	s/l	38	0.10	1.23349	1.23349	1.23079	-7.00	9970.30
118	2010.06.25 00:15	sell	39	0.10	1.23347	1.23417	1.23147
119	2010.06.25 01:20	modify	39	0.10	1.23347	1.23310	1.23147
120	2010.06.25 01:27	s/l	39	0.10	1.23310	1.23310	1.23147	3.70	9974.00
121	2010.06.29 00:00	sell	40	0.10	1.22810	1.22880	1.22610
122	2010.06.29 00:50	modify	40	0.10	1.22810	1.22784	1.22610
123	2010.06.29 01:03	s/l	40	0.10	1.22784	1.22784	1.22610	2.60	9976.60