Report Result : Lock&&PipsingXRENG - Desynced Forex Repository

Strategy Tester Report

Download Lock&&PipsingXRENG

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		MaxOrd_1=15; StopLoss=0; TakeProfit=0; StartLots=0.01; LotsIncrementValue=0.01; AutoLot=true; Risk=10; MInProfit=5; MinTradePause=10; per=9; TralStep=5; EqvTralStep=5; TradeOfTime=true; StartTradeHour=20; EndTradeHour=8; ShowComment=true; MargineVarning=true;

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

Initial deposit	10000.00
Total net profit	-3563.08	Gross profit	286.25	Gross loss	-3849.33
Profit factor	0.07	Expected payoff	-34.26
Absolute drawdown	6224.14	Maximal drawdown	6377.75 (62.81%)	Relative drawdown	62.81% (6377.75)

Total trades	104	Short positions (won %)	34 (76.47%)	Long positions (won %)	70 (61.43%)
		Profit trades (% of total)	69 (66.35%)	Loss trades (% of total)	35 (33.65%)
Largest		profit trade	9.33	loss trade	-1371.23
Average		profit trade	4.15	loss trade	-109.98
Maximum		consecutive wins (profit in money)	9 (41.17)	consecutive losses (loss in money)	6 (-3690.21)
Maximal		consecutive profit (count of wins)	41.17 (9)	consecutive loss (count of losses)	-3690.21 (6)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	sell	1	0.14	90.453	0.000	0.000
2	2009.11.03 02:01	close	1	0.14	90.416	0.000	0.000	5.73	10005.73
3	2009.11.03 03:00	sell	2	0.14	90.366	0.000	0.000
4	2009.11.03 03:13	close	2	0.14	90.327	0.000	0.000	6.04	10011.77
5	2009.11.03 04:00	buy	3	0.14	90.345	0.000	0.000
6	2009.11.03 07:00	buy	4	0.21	90.288	0.000	0.000
7	2009.11.03 15:21	close	3	0.01	90.292	0.000	0.000	-0.59	10011.18
8	2009.11.03 15:21	buy	5	0.13	90.345	0.000	0.000
9	2009.11.03 15:21	close	5	0.13	90.292	0.000	0.000	-7.63	10003.55
10	2009.11.03 15:21	close	4	0.21	90.292	0.000	0.000	0.93	10004.48
11	2009.11.03 20:00	sell	6	0.14	90.330	0.000	0.000
12	2009.11.03 20:07	close	6	0.14	90.298	0.000	0.000	4.96	10009.44
13	2009.11.03 21:00	sell	7	0.14	90.320	0.000	0.000
14	2009.11.03 22:00	sell	8	0.21	90.340	0.000	0.000
15	2009.11.03 22:32	close	8	0.21	90.338	0.000	0.000	0.46	10009.90
16	2009.11.03 22:32	close	7	0.02	90.338	0.000	0.000	-0.40	10009.50
17	2009.11.03 22:32	sell	9	0.12	90.320	0.000	0.000
18	2009.11.03 23:00	sell	10	0.21	90.322	0.000	0.000
19	2009.11.03 23:05	close	10	0.21	90.301	0.000	0.000	4.88	10014.38
20	2009.11.03 23:05	close	9	0.12	90.301	0.000	0.000	2.52	10016.90
21	2009.11.04 00:00	sell	11	0.28	90.328	0.000	0.000
22	2009.11.04 00:02	close	11	0.28	90.312	0.000	0.000	4.96	10021.86
23	2009.11.04 01:00	sell	12	0.28	90.425	0.000	0.000
24	2009.11.04 01:03	close	12	0.28	90.406	0.000	0.000	5.88	10027.74
25	2009.11.04 02:00	buy	13	0.14	90.139	0.000	0.000
26	2009.11.04 02:06	close	13	0.14	90.173	0.000	0.000	5.28	10033.02
27	2009.11.04 03:00	buy	14	0.14	90.217	0.000	0.000
28	2009.11.04 03:58	close	14	0.14	90.251	0.000	0.000	5.27	10038.29
29	2009.11.04 04:00	buy	15	0.21	90.250	0.000	0.000
30	2009.11.04 04:35	close	15	0.21	90.273	0.000	0.000	5.35	10043.64
31	2009.11.04 05:00	buy	16	0.21	90.268	0.000	0.000
32	2009.11.04 06:30	close	16	0.21	90.289	0.000	0.000	4.88	10048.52
33	2009.11.04 07:00	sell	17	0.14	90.360	0.000	0.000
34	2009.11.04 22:00	sell	18	0.14	90.584	0.000	0.000
35	2009.11.05 01:08	close	18	0.14	90.568	0.000	0.000	2.15	10050.67
36	2009.11.05 01:08	close	17	0.01	90.568	0.000	0.000	-2.32	10048.34
37	2009.11.05 01:08	sell	19	0.13	90.360	0.000	0.000
38	2009.11.05 01:08	close	19	0.13	90.568	0.000	0.000	-30.16	10018.18
39	2009.11.05 02:00	buy	20	0.14	90.583	0.000	0.000
40	2009.11.05 07:00	buy	21	0.35	90.470	0.000	0.000
41	2009.11.05 07:28	close	21	0.35	90.474	0.000	0.000	1.55	10019.73
42	2009.11.05 07:28	close	20	0.01	90.474	0.000	0.000	-1.20	10018.53
43	2009.11.05 07:28	buy	22	0.13	90.583	0.000	0.000
44	2009.11.05 15:02	close	22	0.13	90.617	0.000	0.000	4.88	10023.41
45	2009.11.05 20:00	sell	23	0.14	90.656	0.000	0.000
46	2009.11.05 23:00	sell	24	0.21	90.701	0.000	0.000
47	2009.11.06 01:23	close	24	0.21	90.699	0.000	0.000	0.30	10023.71
48	2009.11.06 01:23	close	23	0.01	90.699	0.000	0.000	-0.48	10023.23
49	2009.11.06 01:23	sell	25	0.13	90.656	0.000	0.000
50	2009.11.06 01:23	close	25	0.13	90.699	0.000	0.000	-6.26	10016.97
51	2009.11.06 02:00	sell	26	0.35	90.712	0.000	0.000
52	2009.11.06 02:37	close	26	0.35	90.698	0.000	0.000	5.40	10022.37
53	2009.11.06 03:00	buy	27	0.14	90.666	0.000	0.000
54	2009.11.06 04:40	close	27	0.14	90.702	0.000	0.000	5.56	10027.93
55	2009.11.06 05:00	sell	28	0.14	90.688	0.000	0.000
56	2009.11.06 06:00	sell	29	0.14	90.690	0.000	0.000
57	2009.11.06 06:56	close	29	0.14	90.672	0.000	0.000	2.78	10030.71
58	2009.11.06 06:56	close	28	0.14	90.672	0.000	0.000	2.47	10033.18
59	2009.11.06 07:00	buy	30	0.14	90.668	0.000	0.000
60	2009.11.06 12:21	close	30	0.14	90.700	0.000	0.000	4.94	10038.12
61	2009.11.09 01:00	buy	31	0.14	89.895	0.000	0.000
62	2009.11.09 01:43	close	31	0.14	89.929	0.000	0.000	5.29	10043.41
63	2009.11.09 02:00	buy	32	0.21	89.945	0.000	0.000
64	2009.11.09 02:12	close	32	0.21	89.968	0.000	0.000	5.37	10048.78
65	2009.11.09 03:00	sell	33	0.14	90.016	0.000	0.000
66	2009.11.09 07:00	sell	34	0.28	90.123	0.000	0.000
67	2009.11.09 07:02	close	34	0.28	90.119	0.000	0.000	1.24	10050.02
68	2009.11.09 07:02	close	33	0.01	90.119	0.000	0.000	-1.14	10048.88
69	2009.11.09 07:02	sell	35	0.13	90.016	0.000	0.000
70	2009.11.09 11:12	close	35	0.13	89.980	0.000	0.000	5.20	10054.08
71	2009.11.10 01:00	buy	36	0.14	89.872	0.000	0.000
72	2009.11.10 01:03	close	36	0.14	89.907	0.000	0.000	5.45	10059.53
73	2009.11.10 02:00	sell	37	0.14	89.974	0.000	0.000
74	2009.11.10 03:58	close	37	0.14	89.939	0.000	0.000	5.45	10064.98
75	2009.11.10 04:00	buy	38	0.14	89.938	0.000	0.000
76	2009.11.10 04:08	close	38	0.14	89.972	0.000	0.000	5.29	10070.27
77	2009.11.10 05:00	buy	39	0.14	89.919	0.000	0.000
78	2009.11.10 05:22	close	39	0.14	89.953	0.000	0.000	5.29	10075.56
79	2009.11.10 06:00	sell	40	0.14	89.959	0.000	0.000
80	2009.11.10 06:06	close	40	0.14	89.925	0.000	0.000	5.29	10080.85
81	2009.11.10 07:00	buy	41	0.14	89.786	0.000	0.000
82	2009.11.10 07:12	close	41	0.14	89.820	0.000	0.000	5.30	10086.15
83	2009.11.11 01:00	buy	42	0.14	89.706	0.000	0.000
84	2009.11.11 07:00	buy	43	0.35	89.598	0.000	0.000
85	2009.11.11 07:01	close	43	0.35	89.602	0.000	0.000	1.56	10087.71
86	2009.11.11 07:01	close	42	0.01	89.602	0.000	0.000	-1.16	10086.55
87	2009.11.11 07:01	buy	44	0.13	89.706	0.000	0.000
88	2009.11.11 07:07	close	44	0.13	89.741	0.000	0.000	5.07	10091.62
89	2009.11.12 01:00	sell	45	0.14	89.915	0.000	0.000
90	2009.11.12 01:03	close	45	0.14	89.882	0.000	0.000	5.14	10096.76
91	2009.11.12 02:00	buy	46	0.14	89.867	0.000	0.000
92	2009.11.12 02:02	close	46	0.14	89.901	0.000	0.000	5.29	10102.05
93	2009.11.12 03:00	buy	47	0.14	89.735	0.000	0.000
94	2009.11.12 03:16	close	47	0.14	89.768	0.000	0.000	5.15	10107.20
95	2009.11.12 04:00	sell	48	0.14	89.845	0.000	0.000
96	2009.11.12 04:08	close	48	0.14	89.813	0.000	0.000	4.99	10112.19
97	2009.11.12 05:00	buy	49	0.14	89.760	0.000	0.000
98	2009.11.12 05:37	close	49	0.14	89.793	0.000	0.000	5.15	10117.34
99	2009.11.12 06:00	buy	50	0.14	89.820	0.000	0.000
100	2009.11.12 07:00	sell	51	0.14	89.825	0.000	0.000
101	2009.11.12 07:00	close	50	0.14	89.830	0.000	0.000	1.56	10118.90
102	2009.11.12 07:00	close	51	0.05	89.850	0.000	0.000	-1.39	10117.51
103	2009.11.12 07:00	sell	52	0.09	89.825	0.000	0.000
104	2009.11.12 08:12	close	52	0.09	89.770	0.000	0.000	5.51	10123.02
105	2009.11.13 00:00	sell	53	0.14	90.379	0.000	0.000
106	2009.11.13 00:32	close	53	0.14	90.340	0.000	0.000	6.04	10129.06
107	2009.11.13 01:00	buy	54	0.14	90.302	0.000	0.000
108	2009.11.13 01:53	close	54	0.14	90.338	0.000	0.000	5.58	10134.64
109	2009.11.13 02:00	buy	55	0.14	90.289	0.000	0.000
110	2009.11.13 06:00	buy	56	0.28	90.226	0.000	0.000
111	2009.11.13 06:23	close	56	0.28	90.230	0.000	0.000	1.24	10135.88
112	2009.11.13 06:23	close	55	0.01	90.230	0.000	0.000	-0.65	10135.23
113	2009.11.13 06:23	buy	57	0.13	90.289	0.000	0.000
114	2009.11.13 07:00	buy	58	0.35	90.240	0.000	0.000
115	2009.11.13 07:40	close	58	0.35	90.243	0.000	0.000	1.16	10136.39
116	2009.11.13 07:40	close	57	0.02	90.243	0.000	0.000	-1.02	10135.37
117	2009.11.13 07:40	buy	59	0.11	90.289	0.000	0.000
118	2009.11.13 07:46	close	59	0.11	90.333	0.000	0.000	5.36	10140.73
119	2009.11.16 01:00	buy	60	0.35	89.649	0.000	0.000
120	2009.11.16 03:55	close	60	0.35	89.672	0.000	0.000	8.98	10149.71
121	2009.11.16 04:00	sell	61	0.14	89.660	0.000	0.000
122	2009.11.16 05:00	buy	62	0.14	89.655	0.000	0.000
123	2009.11.16 05:00	close	61	0.14	89.656	0.000	0.000	0.62	10150.33
124	2009.11.16 05:00	close	62	0.02	89.636	0.000	0.000	-0.42	10149.91
125	2009.11.16 05:00	buy	63	0.12	89.655	0.000	0.000
126	2009.11.17 02:00	buy	64	0.21	89.130	0.000	0.000
127	2009.11.17 05:00	buy	65	0.35	89.065	0.000	0.000
128	2009.11.17 05:50	close	65	0.35	89.083	0.000	0.000	7.07	10156.98
129	2009.11.17 05:50	close	63	0.01	89.083	0.000	0.000	-6.42	10150.57
130	2009.11.17 05:50	buy	66	0.11	89.655	0.000	0.000
131	2009.11.17 06:00	buy	67	0.35	89.105	0.000	0.000
132	2009.11.17 07:00	buy	68	0.42	89.100	0.000	0.000
133	2009.11.17 07:34	close	67	0.35	89.110	0.000	0.000	1.96	10152.53
134	2009.11.17 07:34	close	66	0.01	89.110	0.000	0.000	-6.12	10146.41
135	2009.11.17 07:34	buy	69	0.10	89.655	0.000	0.000
136	2009.11.17 07:34	close	69	0.10	89.110	0.000	0.000	-61.13	10085.28
137	2009.11.17 07:34	close	68	0.42	89.110	0.000	0.000	4.71	10089.99
138	2009.11.17 07:34	close	64	0.21	89.110	0.000	0.000	-4.71	10085.28
139	2009.11.18 01:00	buy	70	0.42	89.260	0.000	0.000
140	2009.11.18 01:03	close	70	0.42	89.275	0.000	0.000	7.06	10092.34
141	2009.11.18 02:00	buy	71	0.49	89.249	0.000	0.000
142	2009.11.18 02:01	close	71	0.49	89.266	0.000	0.000	9.33	10101.67
143	2009.11.18 03:00	sell	72	0.14	89.295	0.000	0.000
144	2009.11.18 04:00	sell	73	0.14	89.275	0.000	0.000
145	2009.11.18 04:00	close	72	0.14	89.292	0.000	0.000	0.47	10102.14
146	2009.11.18 04:00	close	73	0.02	89.292	0.000	0.000	-0.38	10101.76
147	2009.11.18 04:00	sell	74	0.12	89.275	0.000	0.000
148	2009.11.18 05:01	close	74	0.12	89.239	0.000	0.000	4.84	10106.60
149	2009.11.18 06:00	buy	75	0.14	89.200	0.000	0.000
150	2009.11.18 14:33	close	75	0.14	89.240	0.000	0.000	6.28	10112.88
151	2009.11.19 01:00	sell	76	0.14	89.385	0.000	0.000
152	2009.11.19 01:13	close	76	0.14	89.352	0.000	0.000	5.17	10118.05
153	2009.11.19 02:00	sell	77	0.14	89.345	0.000	0.000
154	2009.11.19 02:02	close	77	0.14	89.312	0.000	0.000	5.17	10123.22
155	2009.11.19 03:00	buy	78	0.14	89.195	0.000	0.000
156	2009.11.19 04:00	buy	79	0.14	89.205	0.000	0.000
157	2009.11.19 04:01	close	78	0.14	89.197	0.000	0.000	0.31	10123.53
158	2009.11.19 04:01	close	79	0.03	89.197	0.000	0.000	-0.27	10123.26
159	2009.11.19 04:01	buy	80	0.11	89.205	0.000	0.000
160	2009.11.19 07:00	buy	81	0.28	89.144	0.000	0.000
161	2009.11.20 00:00	buy	82	0.28	88.940	0.000	0.000
162	2009.11.20 00:08	close	82	0.28	88.950	0.000	0.000	3.15	10126.41
163	2009.11.20 00:08	close	80	0.01	88.950	0.000	0.000	-2.87	10123.55
164	2009.11.20 00:08	buy	83	0.10	89.205	0.000	0.000
165	2009.11.20 01:00	buy	84	0.35	88.930	0.000	0.000
166	2009.11.20 01:17	close	84	0.35	88.939	0.000	0.000	3.54	10127.09
167	2009.11.20 01:17	close	83	0.01	88.939	0.000	0.000	-2.99	10124.10
168	2009.11.20 01:17	buy	85	0.09	89.205	0.000	0.000
169	2009.11.20 02:00	buy	86	0.14	89.035	0.000	0.000
170	2009.11.20 07:00	buy	87	0.21	88.931	0.000	0.000
171	2009.11.20 13:06	close	87	0.21	88.944	0.000	0.000	3.07	10127.17
172	2009.11.20 13:06	close	85	0.01	88.944	0.000	0.000	-2.93	10124.24
173	2009.11.20 13:06	buy	88	0.08	89.205	0.000	0.000
174	2009.11.20 13:16	close	86	0.14	89.047	0.000	0.000	1.89	10126.13
175	2009.11.20 13:16	close	88	0.01	89.047	0.000	0.000	-1.77	10124.37
176	2009.11.20 13:16	buy	89	0.07	89.205	0.000	0.000
177	2009.11.23 01:00	buy	90	0.28	88.888	0.000	0.000
178	2009.11.23 01:02	close	90	0.28	88.901	0.000	0.000	4.09	10128.46
179	2009.11.23 01:02	close	89	0.01	88.901	0.000	0.000	-3.41	10125.04
180	2009.11.23 01:02	buy	91	0.06	89.205	0.000	0.000
181	2009.11.23 02:00	buy	92	0.14	88.948	0.000	0.000
182	2009.11.23 02:02	close	92	0.14	88.966	0.000	0.000	2.83	10127.87
183	2009.11.23 02:02	close	91	0.01	88.966	0.000	0.000	-2.68	10125.19
184	2009.11.23 02:02	buy	93	0.05	89.205	0.000	0.000
185	2009.11.23 03:00	buy	94	0.14	88.943	0.000	0.000
186	2009.11.23 03:47	close	94	0.14	88.962	0.000	0.000	2.99	10128.18
187	2009.11.23 03:47	close	93	0.01	88.962	0.000	0.000	-2.72	10125.46
188	2009.11.23 03:47	buy	95	0.04	89.205	0.000	0.000
189	2009.11.23 04:00	buy	96	0.14	88.933	0.000	0.000
190	2009.11.23 04:11	close	96	0.14	88.953	0.000	0.000	3.15	10128.61
191	2009.11.23 04:11	close	95	0.01	88.953	0.000	0.000	-2.82	10125.78
192	2009.11.23 04:11	buy	97	0.03	89.205	0.000	0.000
193	2009.11.23 05:00	buy	98	0.21	88.915	0.000	0.000
194	2009.11.23 09:31	close	98	0.21	88.929	0.000	0.000	3.31	10129.09
195	2009.11.23 09:31	close	97	0.01	88.929	0.000	0.000	-3.09	10126.00
196	2009.11.23 09:31	buy	99	0.02	89.205	0.000	0.000
197	2009.11.23 17:42	close	81	0.28	89.147	0.000	0.000	1.12	10127.12
198	2009.11.23 17:42	close	99	0.01	89.147	0.000	0.000	-0.64	10126.48
199	2009.11.23 17:42	buy	100	0.01	89.205	0.000	0.000
200	2009.11.24 01:00	buy	101	0.28	88.931	0.000	0.000
201	2009.11.24 04:00	buy	102	0.42	88.910	0.000	0.000
202	2009.11.24 06:00	buy	103	0.49	88.883	0.000	0.000
203	2009.11.25 01:00	buy	104	0.12	88.618	0.000	0.000
204	2009.11.27 22:59	close at stop	104	0.12	86.462	0.000	0.000	-299.07	9827.41
205	2009.11.27 22:59	close at stop	103	0.49	86.462	0.000	0.000	-1371.23	8456.18
206	2009.11.27 22:59	close at stop	102	0.42	86.462	0.000	0.000	-1188.46	7267.72
207	2009.11.27 22:59	close at stop	101	0.28	86.462	0.000	0.000	-799.11	6468.61
208	2009.11.27 22:59	close at stop	100	0.01	86.462	0.000	0.000	-31.69	6436.92