Report Result : ADX_System - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=100; TrailingStop=35; StopLoss=45;

Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113

Initial deposit	10000.00
Total net profit	-657.67	Gross profit	226.28	Gross loss	-883.95
Profit factor	0.26	Expected payoff	-32.88
Absolute drawdown	657.67	Maximal drawdown	726.30 (7.21%)	Relative drawdown	7.21% (726.30)

Total trades	20	Short positions (won %)	20 (40.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	8 (40.00%)	Loss trades (% of total)	12 (60.00%)
Largest		profit trade	49.36	loss trade	-74.25
Average		profit trade	28.29	loss trade	-73.66
Maximum		consecutive wins (profit in money)	2 (63.83)	consecutive losses (loss in money)	3 (-220.98)
Maximal		consecutive profit (count of wins)	63.83 (2)	consecutive loss (count of losses)	-220.98 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.05 05:00	sell	1	1.00	90.408	90.474	90.308
2	2009.11.05 05:48	modify	1	1.00	90.408	90.407	90.308
3	2009.11.05 05:48	modify	1	1.00	90.408	90.406	90.308
4	2009.11.05 05:48	modify	1	1.00	90.408	90.405	90.308
5	2009.11.05 05:48	modify	1	1.00	90.408	90.404	90.308
6	2009.11.05 05:48	modify	1	1.00	90.408	90.403	90.308
7	2009.11.05 05:56	modify	1	1.00	90.408	90.402	90.308
8	2009.11.05 05:57	modify	1	1.00	90.408	90.401	90.308
9	2009.11.05 05:57	modify	1	1.00	90.408	90.400	90.308
10	2009.11.05 05:57	modify	1	1.00	90.408	90.399	90.308
11	2009.11.05 05:57	modify	1	1.00	90.408	90.398	90.308
12	2009.11.05 05:57	modify	1	1.00	90.408	90.397	90.308
13	2009.11.05 05:57	modify	1	1.00	90.408	90.396	90.308
14	2009.11.05 05:57	modify	1	1.00	90.408	90.395	90.308
15	2009.11.05 05:57	modify	1	1.00	90.408	90.394	90.308
16	2009.11.05 05:57	modify	1	1.00	90.408	90.393	90.308
17	2009.11.05 05:57	modify	1	1.00	90.408	90.392	90.308
18	2009.11.05 05:58	modify	1	1.00	90.408	90.391	90.308
19	2009.11.05 05:58	modify	1	1.00	90.408	90.390	90.308
20	2009.11.05 05:58	modify	1	1.00	90.408	90.389	90.308
21	2009.11.05 05:58	modify	1	1.00	90.408	90.388	90.308
22	2009.11.05 05:58	modify	1	1.00	90.408	90.387	90.308
23	2009.11.05 05:58	modify	1	1.00	90.408	90.386	90.308
24	2009.11.05 05:58	modify	1	1.00	90.408	90.385	90.308
25	2009.11.05 05:58	modify	1	1.00	90.408	90.384	90.308
26	2009.11.05 05:58	modify	1	1.00	90.408	90.383	90.308
27	2009.11.05 05:58	modify	1	1.00	90.408	90.382	90.308
28	2009.11.05 05:58	modify	1	1.00	90.408	90.381	90.308
29	2009.11.05 06:06	s/l	1	1.00	90.381	90.381	90.308	29.88	10029.88
30	2009.11.10 07:00	sell	2	1.00	89.766	89.832	89.666
31	2009.11.10 07:12	s/l	2	1.00	89.832	89.832	89.666	-73.47	9956.41
32	2009.11.10 07:12	sell	3	1.00	89.811	89.877	89.711
33	2009.11.10 07:15	s/l	3	1.00	89.877	89.877	89.711	-73.43	9882.98
34	2009.11.10 07:15	sell	4	1.00	89.856	89.922	89.756
35	2009.11.10 07:18	modify	4	1.00	89.856	89.855	89.756
36	2009.11.10 07:18	modify	4	1.00	89.856	89.853	89.756
37	2009.11.10 07:18	modify	4	1.00	89.856	89.852	89.756
38	2009.11.10 07:18	modify	4	1.00	89.856	89.850	89.756
39	2009.11.10 07:20	modify	4	1.00	89.856	89.849	89.756
40	2009.11.10 07:20	modify	4	1.00	89.856	89.848	89.756
41	2009.11.10 07:20	modify	4	1.00	89.856	89.847	89.756
42	2009.11.10 07:20	modify	4	1.00	89.856	89.846	89.756
43	2009.11.10 07:20	modify	4	1.00	89.856	89.845	89.756
44	2009.11.10 07:21	modify	4	1.00	89.856	89.844	89.756
45	2009.11.10 07:21	modify	4	1.00	89.856	89.843	89.756
46	2009.11.10 07:21	modify	4	1.00	89.856	89.842	89.756
47	2009.11.10 07:21	modify	4	1.00	89.856	89.841	89.756
48	2009.11.10 07:21	modify	4	1.00	89.856	89.840	89.756
49	2009.11.10 07:21	modify	4	1.00	89.856	89.839	89.756
50	2009.11.10 07:21	modify	4	1.00	89.856	89.838	89.756
51	2009.11.10 07:21	s/l	4	1.00	89.838	89.838	89.756	20.04	9903.02
52	2009.11.10 07:21	sell	5	1.00	89.819	89.885	89.719
53	2009.11.10 07:23	s/l	5	1.00	89.885	89.885	89.719	-73.43	9829.59
54	2009.11.10 07:23	sell	6	1.00	89.865	89.931	89.765
55	2009.11.10 07:32	modify	6	1.00	89.865	89.864	89.765
56	2009.11.10 07:32	modify	6	1.00	89.865	89.862	89.765
57	2009.11.10 07:32	modify	6	1.00	89.865	89.861	89.765
58	2009.11.10 07:32	modify	6	1.00	89.865	89.860	89.765
59	2009.11.10 07:32	modify	6	1.00	89.865	89.858	89.765
60	2009.11.10 07:32	modify	6	1.00	89.865	89.857	89.765
61	2009.11.10 07:33	modify	6	1.00	89.865	89.856	89.765
62	2009.11.10 07:33	modify	6	1.00	89.865	89.854	89.765
63	2009.11.10 07:33	modify	6	1.00	89.865	89.852	89.765
64	2009.11.10 07:33	modify	6	1.00	89.865	89.850	89.765
65	2009.11.10 07:33	modify	6	1.00	89.865	89.848	89.765
66	2009.11.10 07:33	modify	6	1.00	89.865	89.846	89.765
67	2009.11.10 07:33	modify	6	1.00	89.865	89.845	89.765
68	2009.11.10 07:33	modify	6	1.00	89.865	89.843	89.765
69	2009.11.10 07:33	modify	6	1.00	89.865	89.841	89.765
70	2009.11.10 07:37	s/l	6	1.00	89.841	89.841	89.765	26.71	9856.30
71	2009.11.10 07:37	sell	7	1.00	89.821	89.887	89.721
72	2009.11.10 07:58	s/l	7	1.00	89.887	89.887	89.721	-73.43	9782.87
73	2009.11.10 07:58	sell	8	1.00	89.866	89.932	89.766
74	2009.11.10 08:07	modify	8	1.00	89.866	89.864	89.766
75	2009.11.10 08:07	modify	8	1.00	89.866	89.863	89.766
76	2009.11.10 08:07	modify	8	1.00	89.866	89.861	89.766
77	2009.11.10 08:07	modify	8	1.00	89.866	89.860	89.766
78	2009.11.10 08:07	modify	8	1.00	89.866	89.858	89.766
79	2009.11.10 08:07	modify	8	1.00	89.866	89.857	89.766
80	2009.11.10 08:07	modify	8	1.00	89.866	89.855	89.766
81	2009.11.10 08:07	modify	8	1.00	89.866	89.854	89.766
82	2009.11.10 08:08	modify	8	1.00	89.866	89.852	89.766
83	2009.11.10 08:08	modify	8	1.00	89.866	89.850	89.766
84	2009.11.10 08:08	modify	8	1.00	89.866	89.848	89.766
85	2009.11.10 08:08	modify	8	1.00	89.866	89.847	89.766
86	2009.11.10 08:08	modify	8	1.00	89.866	89.845	89.766
87	2009.11.10 08:08	modify	8	1.00	89.866	89.843	89.766
88	2009.11.10 08:08	modify	8	1.00	89.866	89.841	89.766
89	2009.11.10 08:08	modify	8	1.00	89.866	89.839	89.766
90	2009.11.10 08:08	modify	8	1.00	89.866	89.837	89.766
91	2009.11.10 08:08	modify	8	1.00	89.866	89.836	89.766
92	2009.11.10 08:08	modify	8	1.00	89.866	89.834	89.766
93	2009.11.10 08:08	modify	8	1.00	89.866	89.832	89.766
94	2009.11.10 08:12	s/l	8	1.00	89.832	89.832	89.766	37.85	9820.72
95	2009.11.11 02:00	sell	9	1.00	89.486	89.552	89.386
96	2009.11.11 02:02	s/l	9	1.00	89.552	89.552	89.386	-73.70	9747.02
97	2009.11.11 02:02	sell	10	1.00	89.532	89.598	89.432
98	2009.11.11 02:11	s/l	10	1.00	89.598	89.598	89.432	-73.66	9673.36
99	2009.11.11 02:11	sell	11	1.00	89.578	89.644	89.478
100	2009.11.11 03:02	s/l	11	1.00	89.644	89.644	89.478	-73.62	9599.74
101	2009.11.13 11:00	sell	12	1.00	89.782	89.848	89.682
102	2009.11.13 11:11	modify	12	1.00	89.782	89.781	89.682
103	2009.11.13 11:11	modify	12	1.00	89.782	89.779	89.682
104	2009.11.13 11:12	modify	12	1.00	89.782	89.778	89.682
105	2009.11.13 11:12	modify	12	1.00	89.782	89.776	89.682
106	2009.11.13 11:12	modify	12	1.00	89.782	89.774	89.682
107	2009.11.13 11:12	modify	12	1.00	89.782	89.772	89.682
108	2009.11.13 11:12	modify	12	1.00	89.782	89.770	89.682
109	2009.11.13 11:12	modify	12	1.00	89.782	89.768	89.682
110	2009.11.13 11:12	modify	12	1.00	89.782	89.766	89.682
111	2009.11.13 11:12	modify	12	1.00	89.782	89.765	89.682
112	2009.11.13 11:13	modify	12	1.00	89.782	89.763	89.682
113	2009.11.13 11:13	modify	12	1.00	89.782	89.760	89.682
114	2009.11.13 11:13	modify	12	1.00	89.782	89.758	89.682
115	2009.11.13 11:13	modify	12	1.00	89.782	89.755	89.682
116	2009.11.13 11:13	modify	12	1.00	89.782	89.753	89.682
117	2009.11.13 11:13	modify	12	1.00	89.782	89.750	89.682
118	2009.11.13 11:13	modify	12	1.00	89.782	89.748	89.682
119	2009.11.13 11:15	s/l	12	1.00	89.748	89.748	89.682	37.88	9637.62
120	2009.11.13 11:15	sell	13	1.00	89.728	89.794	89.628
121	2009.11.13 11:21	s/l	13	1.00	89.794	89.794	89.628	-73.50	9564.12
122	2009.11.13 11:21	sell	14	1.00	89.773	89.839	89.673
123	2009.11.13 11:25	s/l	14	1.00	89.839	89.839	89.673	-73.46	9490.66
124	2009.11.13 11:25	sell	15	1.00	89.825	89.891	89.725
125	2009.11.13 12:33	modify	15	1.00	89.825	89.822	89.725
126	2009.11.13 12:33	modify	15	1.00	89.825	89.817	89.725
127	2009.11.13 12:33	modify	15	1.00	89.825	89.812	89.725
128	2009.11.13 12:35	s/l	15	1.00	89.812	89.812	89.725	14.47	9505.13
129	2009.11.18 06:00	sell	16	1.00	89.180	89.246	89.080
130	2009.11.18 06:08	modify	16	1.00	89.180	89.178	89.080
131	2009.11.18 06:09	modify	16	1.00	89.180	89.175	89.080
132	2009.11.18 06:09	modify	16	1.00	89.180	89.171	89.080
133	2009.11.18 06:15	modify	16	1.00	89.180	89.146	89.080
134	2009.11.18 06:15	modify	16	1.00	89.180	89.144	89.080
135	2009.11.18 06:15	modify	16	1.00	89.180	89.141	89.080
136	2009.11.18 06:15	modify	16	1.00	89.180	89.139	89.080
137	2009.11.18 06:16	modify	16	1.00	89.180	89.138	89.080
138	2009.11.18 06:16	modify	16	1.00	89.180	89.136	89.080
139	2009.11.18 06:18	s/l	16	1.00	89.136	89.136	89.080	49.36	9554.49
140	2009.11.18 06:18	sell	17	1.00	89.115	89.181	89.015
141	2009.11.18 06:23	s/l	17	1.00	89.181	89.181	89.015	-74.01	9480.48
142	2009.11.18 06:23	sell	18	1.00	89.160	89.226	89.060
143	2009.11.18 06:35	modify	18	1.00	89.160	89.156	89.060
144	2009.11.18 06:36	modify	18	1.00	89.160	89.155	89.060
145	2009.11.18 06:36	modify	18	1.00	89.160	89.153	89.060
146	2009.11.18 06:36	modify	18	1.00	89.160	89.151	89.060
147	2009.11.18 06:38	s/l	18	1.00	89.151	89.151	89.060	10.09	9490.57
148	2009.11.18 06:38	sell	19	1.00	89.131	89.197	89.031
149	2009.11.18 07:10	s/l	19	1.00	89.197	89.197	89.031	-73.99	9416.58
150	2009.11.23 12:00	sell	20	1.00	88.823	88.889	88.723
151	2009.11.23 14:08	s/l	20	1.00	88.889	88.889	88.723	-74.25	9342.33