Report Result : starter_eurusd_!_2stor - Desynced Forex Repository

Strategy Tester Report

starter_eurusd_!_2stor

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=1; MaximumRisk=0.058; DecreaseFactor=5000; Stop=3; MAPeriod=12; Lm=0.23; Lb=0.77;

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

Initial deposit	10000.00
Total net profit	1034.12	Gross profit	4213.48	Gross loss	-3179.36
Profit factor	1.33	Expected payoff	10.77
Absolute drawdown	801.60	Maximal drawdown	3494.56 (25.41%)	Relative drawdown	25.41% (3494.56)

Total trades	96	Short positions (won %)	35 (97.14%)	Long positions (won %)	61 (98.36%)
		Profit trades (% of total)	94 (97.92%)	Loss trades (% of total)	2 (2.08%)
Largest		profit trade	250.50	loss trade	-2742.56
Average		profit trade	44.82	loss trade	-1589.68
Maximum		consecutive wins (profit in money)	80 (3780.28)	consecutive losses (loss in money)	1 (-2742.56)
Maximal		consecutive profit (count of wins)	3780.28 (80)	consecutive loss (count of losses)	-2742.56 (1)
Average		consecutive wins	31	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.06.01 07:59	buy	1	1.20	1.22784	0.00000	0.00000
2	2010.06.01 08:03	close	1	1.20	1.22835	0.00000	0.00000	61.20	10061.20
3	2010.06.01 08:20	buy	2	1.20	1.22697	0.00000	0.00000
4	2010.06.01 08:23	close	2	1.20	1.22708	0.00000	0.00000	13.20	10074.40
5	2010.06.01 22:00	sell	3	1.20	1.22348	0.00000	0.00000
6	2010.06.01 22:10	close	3	1.20	1.22342	0.00000	0.00000	7.20	10081.60
7	2010.06.01 22:13	sell	4	1.20	1.22370	0.00000	0.00000
8	2010.06.01 22:45	close	4	1.20	1.22344	0.00000	0.00000	31.20	10112.80
9	2010.06.01 22:47	sell	5	1.20	1.22347	0.00000	0.00000
10	2010.06.01 22:50	close	5	1.20	1.22273	0.00000	0.00000	88.80	10201.60
11	2010.06.01 22:52	sell	6	1.20	1.22294	0.00000	0.00000
12	2010.06.01 22:59	close	6	1.20	1.22287	0.00000	0.00000	8.40	10210.00
13	2010.06.02 02:10	buy	7	1.20	1.22320	0.00000	0.00000
14	2010.06.02 02:12	close	7	1.20	1.22348	0.00000	0.00000	33.60	10243.60
15	2010.06.02 09:40	buy	8	1.20	1.22301	0.00000	0.00000
16	2010.06.02 09:43	close	8	1.20	1.22311	0.00000	0.00000	12.00	10255.60
17	2010.06.02 09:46	buy	9	1.20	1.22207	0.00000	0.00000
18	2010.06.02 09:50	close	9	1.20	1.22240	0.00000	0.00000	39.60	10295.20
19	2010.06.02 09:53	buy	10	1.20	1.22231	0.00000	0.00000
20	2010.06.02 09:56	close	10	1.20	1.22287	0.00000	0.00000	67.20	10362.40
21	2010.06.02 09:59	buy	11	1.20	1.22303	0.00000	0.00000
22	2010.06.02 10:02	close	11	1.20	1.22323	0.00000	0.00000	24.00	10386.40
23	2010.06.02 10:10	buy	12	1.20	1.22272	0.00000	0.00000
24	2010.06.02 10:12	close	12	1.20	1.22280	0.00000	0.00000	9.60	10396.00
25	2010.06.02 10:15	buy	13	1.20	1.22208	0.00000	0.00000
26	2010.06.02 10:17	close	13	1.20	1.22215	0.00000	0.00000	8.40	10404.40
27	2010.06.03 01:20	sell	14	1.20	1.22274	0.00000	0.00000
28	2010.06.03 14:00	close	14	1.20	1.22638	0.00000	0.00000	-436.80	9967.60
29	2010.06.04 06:00	sell	15	1.20	1.21785	0.00000	0.00000
30	2010.06.04 06:02	close	15	1.20	1.21751	0.00000	0.00000	40.80	10008.40
31	2010.06.04 06:05	sell	16	1.20	1.21745	0.00000	0.00000
32	2010.06.04 07:26	close	16	1.20	1.21724	0.00000	0.00000	25.20	10033.60
33	2010.06.04 07:45	sell	17	1.20	1.21752	0.00000	0.00000
34	2010.06.04 09:20	close	17	1.20	1.21737	0.00000	0.00000	18.00	10051.60
35	2010.06.04 09:22	sell	18	1.20	1.21748	0.00000	0.00000
36	2010.06.04 12:45	close	18	1.20	1.21714	0.00000	0.00000	40.80	10092.40
37	2010.06.07 14:00	sell	19	1.20	1.19487	0.00000	0.00000
38	2010.06.07 14:07	close	19	1.20	1.19465	0.00000	0.00000	26.40	10118.80
39	2010.06.07 15:45	sell	20	1.20	1.19413	0.00000	0.00000
40	2010.06.07 15:47	close	20	1.20	1.19398	0.00000	0.00000	18.00	10136.80
41	2010.06.07 15:50	sell	21	1.20	1.19500	0.00000	0.00000
42	2010.06.07 15:52	close	21	1.20	1.19456	0.00000	0.00000	52.80	10189.60
43	2010.06.07 15:55	sell	22	1.20	1.19471	0.00000	0.00000
44	2010.06.07 15:57	close	22	1.20	1.19398	0.00000	0.00000	87.60	10277.20
45	2010.06.07 15:59	sell	23	1.20	1.19466	0.00000	0.00000
46	2010.06.07 16:02	close	23	1.20	1.19410	0.00000	0.00000	67.20	10344.40
47	2010.06.07 16:05	sell	24	1.20	1.19423	0.00000	0.00000
48	2010.06.07 16:07	close	24	1.20	1.19383	0.00000	0.00000	48.00	10392.40
49	2010.06.07 16:10	sell	25	1.20	1.19504	0.00000	0.00000
50	2010.06.07 16:12	close	25	1.20	1.19491	0.00000	0.00000	15.60	10408.00
51	2010.06.07 16:15	sell	26	1.20	1.19585	0.00000	0.00000
52	2010.06.07 16:17	close	26	1.20	1.19572	0.00000	0.00000	15.60	10423.60
53	2010.06.07 19:45	buy	27	1.20	1.19445	0.00000	0.00000
54	2010.06.07 19:47	close	27	1.20	1.19459	0.00000	0.00000	16.80	10440.40
55	2010.06.08 10:00	sell	28	1.20	1.19516	0.00000	0.00000
56	2010.06.08 10:20	close	28	1.20	1.19505	0.00000	0.00000	13.20	10453.60
57	2010.06.08 14:12	buy	29	1.20	1.19458	0.00000	0.00000
58	2010.06.08 14:15	close	29	1.20	1.19524	0.00000	0.00000	79.20	10532.80
59	2010.06.08 14:27	buy	30	1.20	1.19441	0.00000	0.00000
60	2010.06.08 14:32	close	30	1.20	1.19455	0.00000	0.00000	16.80	10549.60
61	2010.06.08 14:35	buy	31	1.20	1.19447	0.00000	0.00000
62	2010.06.08 14:37	close	31	1.20	1.19478	0.00000	0.00000	37.20	10586.80
63	2010.06.08 14:40	buy	32	1.20	1.19402	0.00000	0.00000
64	2010.06.08 14:42	close	32	1.20	1.19410	0.00000	0.00000	9.60	10596.40
65	2010.06.08 14:45	buy	33	1.20	1.19334	0.00000	0.00000
66	2010.06.08 14:47	close	33	1.20	1.19343	0.00000	0.00000	10.80	10607.20
67	2010.06.08 14:50	buy	34	1.20	1.19244	0.00000	0.00000
68	2010.06.08 14:52	close	34	1.20	1.19275	0.00000	0.00000	37.20	10644.40
69	2010.06.08 14:55	buy	35	1.20	1.19267	0.00000	0.00000
70	2010.06.08 14:57	close	35	1.20	1.19320	0.00000	0.00000	63.60	10708.00
71	2010.06.08 14:59	buy	36	1.20	1.19276	0.00000	0.00000
72	2010.06.08 15:02	close	36	1.20	1.19355	0.00000	0.00000	94.80	10802.80
73	2010.06.08 16:10	buy	37	1.30	1.19374	0.00000	0.00000
74	2010.06.08 16:12	close	37	1.30	1.19392	0.00000	0.00000	23.40	10826.20
75	2010.06.09 05:35	buy	38	1.30	1.19531	0.00000	0.00000
76	2010.06.09 06:20	close	38	1.30	1.19558	0.00000	0.00000	35.10	10861.30
77	2010.06.09 09:07	buy	39	1.30	1.19492	0.00000	0.00000
78	2010.06.09 09:10	close	39	1.30	1.19618	0.00000	0.00000	163.80	11025.10
79	2010.06.09 11:40	sell	40	1.30	1.19567	0.00000	0.00000
80	2010.06.09 11:42	close	40	1.30	1.19555	0.00000	0.00000	15.60	11040.70
81	2010.06.10 10:00	sell	41	1.30	1.20120	0.00000	0.00000
82	2010.06.10 10:07	close	41	1.30	1.20095	0.00000	0.00000	32.50	11073.20
83	2010.06.10 10:10	sell	42	1.30	1.20189	0.00000	0.00000
84	2010.06.10 10:12	close	42	1.30	1.20181	0.00000	0.00000	10.40	11083.60
85	2010.06.10 14:05	sell	43	1.30	1.20327	0.00000	0.00000
86	2010.06.10 14:07	close	43	1.30	1.20287	0.00000	0.00000	52.00	11135.60
87	2010.06.11 07:00	buy	44	1.30	1.21081	0.00000	0.00000
88	2010.06.11 07:02	close	44	1.30	1.21155	0.00000	0.00000	96.20	11231.80
89	2010.06.11 07:20	buy	45	1.30	1.21052	0.00000	0.00000
90	2010.06.11 07:22	close	45	1.30	1.21061	0.00000	0.00000	11.70	11243.50
91	2010.06.11 07:25	buy	46	1.30	1.21064	0.00000	0.00000
92	2010.06.11 07:27	close	46	1.30	1.21085	0.00000	0.00000	27.30	11270.80
93	2010.06.11 07:27	buy	47	1.30	1.21057	0.00000	0.00000
94	2010.06.11 07:45	close	47	1.30	1.21102	0.00000	0.00000	58.50	11329.30
95	2010.06.11 08:10	buy	48	1.30	1.21112	0.00000	0.00000
96	2010.06.11 08:12	close	48	1.30	1.21119	0.00000	0.00000	9.10	11338.40
97	2010.06.11 08:15	buy	49	1.30	1.21049	0.00000	0.00000
98	2010.06.11 08:17	close	49	1.30	1.21056	0.00000	0.00000	9.10	11347.50
99	2010.06.11 08:20	buy	50	1.30	1.20964	0.00000	0.00000
100	2010.06.11 08:22	close	50	1.30	1.20992	0.00000	0.00000	36.40	11383.90
101	2010.06.11 08:25	buy	51	1.30	1.20985	0.00000	0.00000
102	2010.06.11 08:27	close	51	1.30	1.21035	0.00000	0.00000	65.00	11448.90
103	2010.06.11 08:27	buy	52	1.30	1.21060	0.00000	0.00000
104	2010.06.11 08:45	close	52	1.30	1.21080	0.00000	0.00000	26.00	11474.90
105	2010.06.11 08:47	buy	53	1.30	1.21087	0.00000	0.00000
106	2010.06.11 08:50	close	53	1.30	1.21102	0.00000	0.00000	19.50	11494.40
107	2010.06.11 08:52	buy	54	1.30	1.21101	0.00000	0.00000
108	2010.06.11 09:03	close	54	1.30	1.21224	0.00000	0.00000	159.90	11654.30
109	2010.06.11 09:50	buy	55	1.40	1.21044	0.00000	0.00000
110	2010.06.11 09:52	close	55	1.40	1.21075	0.00000	0.00000	43.40	11697.70
111	2010.06.11 09:55	buy	56	1.40	1.21067	0.00000	0.00000
112	2010.06.11 09:57	close	56	1.40	1.21121	0.00000	0.00000	75.60	11773.30
113	2010.06.11 15:50	sell	57	1.40	1.21268	0.00000	0.00000
114	2010.06.11 15:52	close	57	1.40	1.21197	0.00000	0.00000	99.40	11872.70
115	2010.06.11 15:55	sell	58	1.40	1.21226	0.00000	0.00000
116	2010.06.11 15:57	close	58	1.40	1.21112	0.00000	0.00000	159.60	12032.30
117	2010.06.11 22:00	buy	59	1.40	1.20944	0.00000	0.00000
118	2010.06.11 22:10	close	59	1.40	1.20984	0.00000	0.00000	56.00	12088.30
119	2010.06.15 03:02	buy	60	1.40	1.22280	0.00000	0.00000
120	2010.06.15 03:07	close	60	1.40	1.22287	0.00000	0.00000	9.80	12098.10
121	2010.06.16 04:00	buy	61	1.40	1.23160	0.00000	0.00000
122	2010.06.16 04:45	close	61	1.40	1.23170	0.00000	0.00000	14.00	12112.10
123	2010.06.16 04:47	buy	62	1.40	1.23173	0.00000	0.00000
124	2010.06.16 04:50	close	62	1.40	1.23205	0.00000	0.00000	44.80	12156.90
125	2010.06.16 04:52	buy	63	1.40	1.23196	0.00000	0.00000
126	2010.06.16 05:15	close	63	1.40	1.23200	0.00000	0.00000	5.60	12162.50
127	2010.06.16 05:17	buy	64	1.40	1.23208	0.00000	0.00000
128	2010.06.16 05:20	close	64	1.40	1.23219	0.00000	0.00000	15.40	12177.90
129	2010.06.16 05:22	buy	65	1.40	1.23220	0.00000	0.00000
130	2010.06.16 05:32	close	65	1.40	1.23249	0.00000	0.00000	40.60	12218.50
131	2010.06.16 05:40	buy	66	1.40	1.23229	0.00000	0.00000
132	2010.06.16 06:45	close	66	1.40	1.23286	0.00000	0.00000	79.80	12298.30
133	2010.06.16 16:32	buy	67	1.40	1.22978	0.00000	0.00000
134	2010.06.16 16:35	close	67	1.40	1.22987	0.00000	0.00000	12.60	12310.90
135	2010.06.16 16:37	buy	68	1.40	1.22955	0.00000	0.00000
136	2010.06.16 16:40	close	68	1.40	1.23056	0.00000	0.00000	141.40	12452.30
137	2010.06.16 16:42	buy	69	1.40	1.23047	0.00000	0.00000
138	2010.06.16 16:45	close	69	1.40	1.23125	0.00000	0.00000	109.20	12561.50
139	2010.06.16 21:50	sell	70	1.50	1.23082	0.00000	0.00000
140	2010.06.16 21:52	close	70	1.50	1.23074	0.00000	0.00000	12.00	12573.50
141	2010.06.16 22:15	sell	71	1.50	1.23103	0.00000	0.00000
142	2010.06.16 22:27	close	71	1.50	1.23099	0.00000	0.00000	6.00	12579.50
143	2010.06.16 22:30	sell	72	1.50	1.23080	0.00000	0.00000
144	2010.06.16 23:15	close	72	1.50	1.23051	0.00000	0.00000	43.50	12623.00
145	2010.06.17 01:20	buy	73	1.50	1.23044	0.00000	0.00000
146	2010.06.17 01:22	close	73	1.50	1.23048	0.00000	0.00000	6.00	12629.00
147	2010.06.17 01:25	buy	74	1.50	1.23053	0.00000	0.00000
148	2010.06.17 01:27	close	74	1.50	1.23066	0.00000	0.00000	19.50	12648.50
149	2010.06.17 01:27	buy	75	1.50	1.23055	0.00000	0.00000
150	2010.06.17 01:32	close	75	1.50	1.23070	0.00000	0.00000	22.50	12671.00
151	2010.06.17 01:40	buy	76	1.50	1.23054	0.00000	0.00000
152	2010.06.17 10:20	close	76	1.50	1.23175	0.00000	0.00000	181.50	12852.50
153	2010.06.18 09:40	sell	77	1.50	1.23979	0.00000	0.00000
154	2010.06.18 09:42	close	77	1.50	1.23962	0.00000	0.00000	25.50	12878.00
155	2010.06.21 04:00	sell	78	1.50	1.23912	0.00000	0.00000
156	2010.06.21 12:07	close	78	1.50	1.23906	0.00000	0.00000	9.00	12887.00
157	2010.06.23 14:02	sell	79	1.50	1.22788	0.00000	0.00000
158	2010.06.23 14:10	close	79	1.50	1.22761	0.00000	0.00000	40.50	12927.50
159	2010.06.23 14:12	sell	80	1.50	1.22761	0.00000	0.00000
160	2010.06.23 14:15	close	80	1.50	1.22721	0.00000	0.00000	60.00	12987.50
161	2010.06.23 14:40	sell	81	1.50	1.22758	0.00000	0.00000
162	2010.06.23 14:42	close	81	1.50	1.22747	0.00000	0.00000	16.50	13004.00
163	2010.06.23 14:45	sell	82	1.50	1.22835	0.00000	0.00000
164	2010.06.23 14:47	close	82	1.50	1.22823	0.00000	0.00000	18.00	13022.00
165	2010.06.23 19:02	buy	83	1.50	1.22630	0.00000	0.00000
166	2010.06.23 19:45	close	83	1.50	1.22689	0.00000	0.00000	88.50	13110.50
167	2010.06.24 15:45	buy	84	1.50	1.23041	0.00000	0.00000
168	2010.06.24 15:47	close	84	1.50	1.23052	0.00000	0.00000	16.50	13127.00
169	2010.06.24 15:50	buy	85	1.50	1.22939	0.00000	0.00000
170	2010.06.24 15:52	close	85	1.50	1.22976	0.00000	0.00000	55.50	13182.50
171	2010.06.24 15:55	buy	86	1.50	1.22964	0.00000	0.00000
172	2010.06.24 15:57	close	86	1.50	1.23027	0.00000	0.00000	94.50	13277.00
173	2010.06.24 15:59	buy	87	1.50	1.22980	0.00000	0.00000
174	2010.06.24 16:02	close	87	1.50	1.22989	0.00000	0.00000	13.50	13290.50
175	2010.06.24 16:07	buy	88	1.50	1.22967	0.00000	0.00000
176	2010.06.24 16:10	close	88	1.50	1.23134	0.00000	0.00000	250.50	13541.00
177	2010.06.24 22:00	sell	89	1.60	1.23242	0.00000	0.00000
178	2010.06.25 02:15	close	89	1.60	1.23230	0.00000	0.00000	16.48	13557.48
179	2010.06.25 04:57	buy	90	1.60	1.23312	0.00000	0.00000
180	2010.06.25 08:10	close	90	1.60	1.23343	0.00000	0.00000	49.60	13607.08
181	2010.06.25 14:03	buy	91	1.60	1.23061	0.00000	0.00000
182	2010.06.25 14:06	close	91	1.60	1.23070	0.00000	0.00000	14.40	13621.48
183	2010.06.28 11:00	buy	92	1.60	1.23706	0.00000	0.00000
184	2010.06.28 11:10	close	92	1.60	1.23733	0.00000	0.00000	43.20	13664.68
185	2010.06.28 11:12	buy	93	1.60	1.23732	0.00000	0.00000
186	2010.06.28 11:15	close	93	1.60	1.23777	0.00000	0.00000	72.00	13736.68
187	2010.06.28 11:27	buy	94	1.60	1.23735	0.00000	0.00000
188	2010.06.28 11:37	close	94	1.60	1.23742	0.00000	0.00000	11.20	13747.88
189	2010.06.28 11:40	buy	95	1.60	1.23690	0.00000	0.00000
190	2010.06.29 22:00	sell	96	1.20	1.21977	0.00000	0.00000
191	2010.06.29 22:00	close	95	1.60	1.21977	0.00000	0.00000	-2742.56	11005.32
192	2010.06.29 22:03	close	96	1.20	1.21953	0.00000	0.00000	28.80	11034.12