Report Result : sell_buy - Desynced Forex Repository

Strategy Tester Report

sell_buy

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; target=4;

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

Initial deposit	10000.00
Total net profit	556.14	Gross profit	943.96	Gross loss	-387.82
Profit factor	2.43	Expected payoff	5.85
Absolute drawdown	287.84	Maximal drawdown	428.94 (4.23%)	Relative drawdown	4.23% (428.94)

Total trades	95	Short positions (won %)	48 (87.50%)	Long positions (won %)	47 (74.47%)
		Profit trades (% of total)	77 (81.05%)	Loss trades (% of total)	18 (18.95%)
Largest		profit trade	65.60	loss trade	-68.88
Average		profit trade	12.26	loss trade	-21.55
Maximum		consecutive wins (profit in money)	16 (105.50)	consecutive losses (loss in money)	3 (-95.44)
Maximal		consecutive profit (count of wins)	161.90 (6)	consecutive loss (count of losses)	-95.44 (3)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.06.01 03:00	buy	1	0.10	1.22583	0.00000	0.00000
2	2010.06.01 03:20	close	1	0.10	1.22667	0.00000	0.00000	8.40	10008.40
3	2010.06.01 09:00	buy	2	0.10	1.22431	0.00000	0.00000
4	2010.06.01 10:00	buy	3	0.10	1.22010	0.00000	0.00000
5	2010.06.01 11:00	buy	4	0.10	1.21435	0.00000	0.00000
6	2010.06.01 12:00	buy	5	0.10	1.21302	0.00000	0.00000
7	2010.06.01 14:50	close	5	0.10	1.21839	0.00000	0.00000	53.70	10062.10
8	2010.06.01 14:50	close	4	0.10	1.21839	0.00000	0.00000	40.40	10102.50
9	2010.06.01 14:50	close	3	0.10	1.21839	0.00000	0.00000	-17.10	10085.40
10	2010.06.01 14:50	close	2	0.10	1.21839	0.00000	0.00000	-59.20	10026.20
11	2010.06.01 17:00	sell	6	0.10	1.22869	0.00000	0.00000
12	2010.06.01 17:02	close	6	0.10	1.22781	0.00000	0.00000	8.80	10035.00
13	2010.06.02 15:00	buy	7	0.10	1.21842	0.00000	0.00000
14	2010.06.02 15:10	close	7	0.10	1.21936	0.00000	0.00000	9.40	10044.40
15	2010.06.03 03:00	sell	8	0.10	1.22774	0.00000	0.00000
16	2010.06.03 04:00	sell	9	0.10	1.22944	0.00000	0.00000
17	2010.06.03 04:50	close	9	0.10	1.22781	0.00000	0.00000	16.30	10060.70
18	2010.06.03 04:50	close	8	0.10	1.22781	0.00000	0.00000	-0.70	10060.00
19	2010.06.03 08:00	sell	10	0.10	1.23170	0.00000	0.00000
20	2010.06.03 08:15	close	10	0.10	1.23057	0.00000	0.00000	11.30	10071.30
21	2010.06.03 09:00	sell	11	0.10	1.23041	0.00000	0.00000
22	2010.06.03 09:20	close	11	0.10	1.22880	0.00000	0.00000	16.10	10087.40
23	2010.06.03 10:00	sell	12	0.10	1.22925	0.00000	0.00000
24	2010.06.03 10:07	close	12	0.10	1.22881	0.00000	0.00000	4.40	10091.80
25	2010.06.03 17:00	buy	13	0.10	1.22066	0.00000	0.00000
26	2010.06.03 17:03	close	13	0.10	1.22126	0.00000	0.00000	6.00	10097.80
27	2010.06.03 18:00	buy	14	0.10	1.21943	0.00000	0.00000
28	2010.06.03 19:00	buy	15	0.10	1.21782	0.00000	0.00000
29	2010.06.03 20:32	close	15	0.10	1.21903	0.00000	0.00000	12.10	10109.90
30	2010.06.03 20:32	close	14	0.10	1.21903	0.00000	0.00000	-4.00	10105.90
31	2010.06.04 14:00	buy	16	0.10	1.20517	0.00000	0.00000
32	2010.06.04 14:15	close	16	0.10	1.20636	0.00000	0.00000	11.90	10117.80
33	2010.06.04 15:00	buy	17	0.10	1.20513	0.00000	0.00000
34	2010.06.04 15:20	close	17	0.10	1.20630	0.00000	0.00000	11.70	10129.50
35	2010.06.04 18:00	buy	18	0.10	1.20000	0.00000	0.00000
36	2010.06.04 18:50	close	18	0.10	1.20116	0.00000	0.00000	11.60	10141.10
37	2010.06.04 19:00	buy	19	0.10	1.20228	0.00000	0.00000
38	2010.06.04 21:00	buy	20	0.10	1.19675	0.00000	0.00000
39	2010.06.04 22:00	buy	21	0.10	1.19669	0.00000	0.00000
40	2010.06.07 01:00	buy	22	0.10	1.19382	0.00000	0.00000
41	2010.06.07 03:00	buy	23	0.10	1.19087	0.00000	0.00000
42	2010.06.07 04:00	buy	24	0.10	1.18884	0.00000	0.00000
43	2010.06.07 09:02	close	24	0.10	1.19540	0.00000	0.00000	65.60	10206.70
44	2010.06.07 09:02	close	23	0.10	1.19540	0.00000	0.00000	45.30	10252.00
45	2010.06.07 09:02	close	22	0.10	1.19540	0.00000	0.00000	15.80	10267.80
46	2010.06.07 09:02	close	21	0.10	1.19540	0.00000	0.00000	-12.98	10254.82
47	2010.06.07 09:02	close	20	0.10	1.19540	0.00000	0.00000	-13.58	10241.24
48	2010.06.07 09:02	close	19	0.10	1.19540	0.00000	0.00000	-68.88	10172.36
49	2010.06.08 12:00	buy	25	0.10	1.19126	0.00000	0.00000
50	2010.06.08 12:15	close	25	0.10	1.19217	0.00000	0.00000	9.10	10181.46
51	2010.06.08 18:00	sell	26	0.10	1.19920	0.00000	0.00000
52	2010.06.08 18:10	close	26	0.10	1.19859	0.00000	0.00000	6.10	10187.56
53	2010.06.09 15:00	sell	27	0.10	1.20092	0.00000	0.00000
54	2010.06.09 16:00	sell	28	0.10	1.20389	0.00000	0.00000
55	2010.06.09 17:00	sell	29	0.10	1.20569	0.00000	0.00000
56	2010.06.09 18:00	sell	30	0.10	1.20439	0.00000	0.00000
57	2010.06.09 18:20	close	30	0.10	1.20355	0.00000	0.00000	8.40	10195.96
58	2010.06.09 18:20	close	29	0.10	1.20355	0.00000	0.00000	21.40	10217.36
59	2010.06.09 18:20	close	28	0.10	1.20355	0.00000	0.00000	3.40	10220.76
60	2010.06.09 18:20	close	27	0.10	1.20355	0.00000	0.00000	-26.30	10194.46
61	2010.06.10 12:00	sell	31	0.10	1.20699	0.00000	0.00000
62	2010.06.10 12:03	close	31	0.10	1.20626	0.00000	0.00000	7.30	10201.76
63	2010.06.10 16:00	sell	32	0.10	1.21279	0.00000	0.00000
64	2010.06.10 16:10	close	32	0.10	1.21226	0.00000	0.00000	5.30	10207.06
65	2010.06.10 17:00	sell	33	0.10	1.21037	0.00000	0.00000
66	2010.06.10 17:32	close	33	0.10	1.20915	0.00000	0.00000	12.20	10219.26
67	2010.06.10 22:00	sell	34	0.10	1.21399	0.00000	0.00000
68	2010.06.10 22:10	close	34	0.10	1.21303	0.00000	0.00000	9.60	10228.86
69	2010.06.11 03:00	sell	35	0.10	1.21173	0.00000	0.00000
70	2010.06.11 03:15	close	35	0.10	1.21107	0.00000	0.00000	6.60	10235.46
71	2010.06.11 14:00	sell	36	0.10	1.21459	0.00000	0.00000
72	2010.06.11 14:15	close	36	0.10	1.21339	0.00000	0.00000	12.00	10247.46
73	2010.06.11 18:00	buy	37	0.10	1.20781	0.00000	0.00000
74	2010.06.11 20:50	close	37	0.10	1.20850	0.00000	0.00000	6.90	10254.36
75	2010.06.14 02:00	sell	38	0.10	1.22044	0.00000	0.00000
76	2010.06.14 02:10	close	38	0.10	1.21977	0.00000	0.00000	6.70	10261.06
77	2010.06.14 03:00	sell	39	0.10	1.21745	0.00000	0.00000
78	2010.06.14 04:07	close	39	0.10	1.21696	0.00000	0.00000	4.90	10265.96
79	2010.06.14 11:00	sell	40	0.10	1.22232	0.00000	0.00000
80	2010.06.14 12:00	sell	41	0.10	1.22499	0.00000	0.00000
81	2010.06.14 13:10	close	41	0.10	1.22335	0.00000	0.00000	16.40	10282.36
82	2010.06.14 13:10	close	40	0.10	1.22335	0.00000	0.00000	-10.30	10272.06
83	2010.06.14 15:00	sell	42	0.10	1.22649	0.00000	0.00000
84	2010.06.14 15:03	close	42	0.10	1.22595	0.00000	0.00000	5.40	10277.46
85	2010.06.14 17:00	sell	43	0.10	1.22779	0.00000	0.00000
86	2010.06.14 18:00	sell	44	0.10	1.22759	0.00000	0.00000
87	2010.06.14 18:07	close	44	0.10	1.22749	0.00000	0.00000	1.00	10278.46
88	2010.06.14 18:07	close	43	0.10	1.22749	0.00000	0.00000	3.00	10281.46
89	2010.06.15 10:00	buy	45	0.10	1.21958	0.00000	0.00000
90	2010.06.15 10:45	close	45	0.10	1.22064	0.00000	0.00000	10.60	10292.06
91	2010.06.15 16:00	sell	46	0.10	1.22879	0.00000	0.00000
92	2010.06.15 16:10	close	46	0.10	1.22816	0.00000	0.00000	6.30	10298.36
93	2010.06.15 17:00	sell	47	0.10	1.23062	0.00000	0.00000
94	2010.06.15 18:00	sell	48	0.10	1.23262	0.00000	0.00000
95	2010.06.15 19:00	sell	49	0.10	1.23317	0.00000	0.00000
96	2010.06.15 20:00	sell	50	0.10	1.23382	0.00000	0.00000
97	2010.06.15 22:50	close	50	0.10	1.23199	0.00000	0.00000	18.30	10316.66
98	2010.06.15 22:50	close	49	0.10	1.23199	0.00000	0.00000	11.80	10328.46
99	2010.06.15 22:50	close	48	0.10	1.23199	0.00000	0.00000	6.30	10334.76
100	2010.06.15 22:50	close	47	0.10	1.23199	0.00000	0.00000	-13.70	10321.06
101	2010.06.16 09:00	sell	51	0.10	1.23416	0.00000	0.00000
102	2010.06.16 09:10	close	51	0.10	1.23349	0.00000	0.00000	6.70	10327.76
103	2010.06.16 15:00	buy	52	0.10	1.22865	0.00000	0.00000
104	2010.06.16 15:15	close	52	0.10	1.22937	0.00000	0.00000	7.20	10334.96
105	2010.06.17 10:00	buy	53	0.10	1.22801	0.00000	0.00000
106	2010.06.17 10:10	close	53	0.10	1.22927	0.00000	0.00000	12.60	10347.56
107	2010.06.17 11:00	sell	54	0.10	1.23281	0.00000	0.00000
108	2010.06.17 12:00	sell	55	0.10	1.23861	0.00000	0.00000
109	2010.06.17 13:00	sell	56	0.10	1.23722	0.00000	0.00000
110	2010.06.17 14:20	close	56	0.10	1.23593	0.00000	0.00000	12.90	10360.46
111	2010.06.17 14:20	close	55	0.10	1.23593	0.00000	0.00000	26.80	10387.26
112	2010.06.17 14:20	close	54	0.10	1.23593	0.00000	0.00000	-31.20	10356.06
113	2010.06.17 16:00	sell	57	0.10	1.23953	0.00000	0.00000
114	2010.06.17 16:20	close	57	0.10	1.23786	0.00000	0.00000	16.70	10372.76
115	2010.06.17 17:00	sell	58	0.10	1.23557	0.00000	0.00000
116	2010.06.17 17:02	close	58	0.10	1.23444	0.00000	0.00000	11.30	10384.06
117	2010.06.18 07:00	sell	59	0.10	1.23957	0.00000	0.00000
118	2010.06.18 07:32	close	59	0.10	1.23897	0.00000	0.00000	6.00	10390.06
119	2010.06.18 10:00	sell	60	0.10	1.23978	0.00000	0.00000
120	2010.06.18 10:20	close	60	0.10	1.23875	0.00000	0.00000	10.30	10400.36
121	2010.06.21 01:00	sell	61	0.10	1.24083	0.00000	0.00000
122	2010.06.21 01:02	close	61	0.10	1.24025	0.00000	0.00000	5.80	10406.16
123	2010.06.21 03:00	sell	62	0.10	1.24242	0.00000	0.00000
124	2010.06.21 03:10	close	62	0.10	1.24131	0.00000	0.00000	11.10	10417.26
125	2010.06.21 06:00	sell	63	0.10	1.24146	0.00000	0.00000
126	2010.06.21 08:00	sell	64	0.10	1.24584	0.00000	0.00000
127	2010.06.21 09:45	close	64	0.10	1.24340	0.00000	0.00000	24.40	10441.66
128	2010.06.21 09:45	close	63	0.10	1.24340	0.00000	0.00000	-19.40	10422.26
129	2010.06.21 15:00	buy	65	0.10	1.23779	0.00000	0.00000
130	2010.06.21 15:10	close	65	0.10	1.23833	0.00000	0.00000	5.40	10427.66
131	2010.06.21 19:00	buy	66	0.10	1.23471	0.00000	0.00000
132	2010.06.21 20:00	buy	67	0.10	1.23265	0.00000	0.00000
133	2010.06.21 21:00	buy	68	0.10	1.23233	0.00000	0.00000
134	2010.06.21 22:00	buy	69	0.10	1.23184	0.00000	0.00000
135	2010.06.22 02:50	close	69	0.10	1.23328	0.00000	0.00000	14.32	10441.98
136	2010.06.22 02:50	close	68	0.10	1.23328	0.00000	0.00000	9.42	10451.40
137	2010.06.22 02:50	close	67	0.10	1.23328	0.00000	0.00000	6.22	10457.62
138	2010.06.22 02:50	close	66	0.10	1.23328	0.00000	0.00000	-14.38	10443.24
139	2010.06.22 04:00	buy	70	0.10	1.23164	0.00000	0.00000
140	2010.06.22 05:00	buy	71	0.10	1.22954	0.00000	0.00000
141	2010.06.22 05:16	close	71	0.10	1.23079	0.00000	0.00000	12.50	10455.74
142	2010.06.22 05:16	close	70	0.10	1.23079	0.00000	0.00000	-8.50	10447.24
143	2010.06.22 08:00	buy	72	0.10	1.22924	0.00000	0.00000
144	2010.06.22 08:10	close	72	0.10	1.22983	0.00000	0.00000	5.90	10453.14
145	2010.06.22 12:00	buy	73	0.10	1.22728	0.00000	0.00000
146	2010.06.22 12:15	close	73	0.10	1.22772	0.00000	0.00000	4.40	10457.54
147	2010.06.22 14:00	buy	74	0.10	1.22661	0.00000	0.00000
148	2010.06.22 14:20	close	74	0.10	1.22762	0.00000	0.00000	10.10	10467.64
149	2010.06.22 15:00	buy	75	0.10	1.22909	0.00000	0.00000
150	2010.06.22 15:20	close	75	0.10	1.22958	0.00000	0.00000	4.90	10472.54
151	2010.06.23 03:00	buy	76	0.10	1.22498	0.00000	0.00000
152	2010.06.23 03:10	close	76	0.10	1.22561	0.00000	0.00000	6.30	10478.84
153	2010.06.23 16:00	buy	77	0.10	1.22387	0.00000	0.00000
154	2010.06.23 17:00	buy	78	0.10	1.22415	0.00000	0.00000
155	2010.06.23 18:16	close	78	0.10	1.22462	0.00000	0.00000	4.70	10483.54
156	2010.06.23 18:16	close	77	0.10	1.22462	0.00000	0.00000	7.50	10491.04
157	2010.06.23 21:00	sell	79	0.10	1.23230	0.00000	0.00000
158	2010.06.23 21:15	close	79	0.10	1.23160	0.00000	0.00000	7.00	10498.04
159	2010.06.24 05:00	sell	80	0.10	1.23416	0.00000	0.00000
160	2010.06.24 06:00	sell	81	0.10	1.23461	0.00000	0.00000
161	2010.06.24 06:20	close	81	0.10	1.23380	0.00000	0.00000	8.10	10506.14
162	2010.06.24 06:20	close	80	0.10	1.23380	0.00000	0.00000	3.60	10509.74
163	2010.06.24 18:00	sell	82	0.10	1.23632	0.00000	0.00000
164	2010.06.24 18:59	close	82	0.10	1.23590	0.00000	0.00000	4.20	10513.94
165	2010.06.24 19:00	sell	83	0.10	1.23566	0.00000	0.00000
166	2010.06.24 19:20	close	83	0.10	1.23478	0.00000	0.00000	8.80	10522.74
167	2010.06.25 12:00	buy	84	0.10	1.22699	0.00000	0.00000
168	2010.06.25 12:26	close	84	0.10	1.22748	0.00000	0.00000	4.90	10527.64
169	2010.06.25 20:00	sell	85	0.10	1.23844	0.00000	0.00000
170	2010.06.25 21:20	close	85	0.10	1.23771	0.00000	0.00000	7.30	10534.94
171	2010.06.28 03:00	sell	86	0.10	1.23938	0.00000	0.00000
172	2010.06.28 03:15	close	86	0.10	1.23879	0.00000	0.00000	5.90	10540.84
173	2010.06.28 19:00	buy	87	0.10	1.23001	0.00000	0.00000
174	2010.06.28 20:00	buy	88	0.10	1.22807	0.00000	0.00000
175	2010.06.28 20:20	close	88	0.10	1.22926	0.00000	0.00000	11.90	10552.74
176	2010.06.28 20:20	close	87	0.10	1.22926	0.00000	0.00000	-7.50	10545.24
177	2010.06.29 06:00	buy	89	0.10	1.22669	0.00000	0.00000
178	2010.06.29 06:07	close	89	0.10	1.22716	0.00000	0.00000	4.70	10549.94
179	2010.06.29 08:00	buy	90	0.10	1.22619	0.00000	0.00000
180	2010.06.29 09:00	buy	91	0.10	1.22396	0.00000	0.00000
181	2010.06.29 10:00	buy	92	0.10	1.22182	0.00000	0.00000
182	2010.06.29 11:00	buy	93	0.10	1.21946	0.00000	0.00000
183	2010.06.29 16:00	buy	94	0.10	1.21796	0.00000	0.00000
184	2010.06.29 17:00	buy	95	0.10	1.21791	0.00000	0.00000
185	2010.06.29 20:20	close	95	0.10	1.22132	0.00000	0.00000	34.10	10584.04
186	2010.06.29 20:20	close	94	0.10	1.22132	0.00000	0.00000	33.60	10617.64
187	2010.06.29 20:20	close	93	0.10	1.22132	0.00000	0.00000	18.60	10636.24
188	2010.06.29 20:20	close	92	0.10	1.22132	0.00000	0.00000	-5.00	10631.24
189	2010.06.29 20:20	close	91	0.10	1.22132	0.00000	0.00000	-26.40	10604.84
190	2010.06.29 20:20	close	90	0.10	1.22132	0.00000	0.00000	-48.70	10556.14