Report Result : open_close - 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 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; MaximumRisk=0.3; DecreaseFactor=100;

Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4

Initial deposit	10000.00
Total net profit	-6972.39	Gross profit	6921.24	Gross loss	-13893.62
Profit factor	0.50	Expected payoff	-74.97
Absolute drawdown	7662.18	Maximal drawdown	8415.50 (78.26%)	Relative drawdown	78.26% (8415.50)

Total trades	93	Short positions (won %)	48 (33.33%)	Long positions (won %)	45 (28.89%)
		Profit trades (% of total)	29 (31.18%)	Loss trades (% of total)	64 (68.82%)
Largest		profit trade	1705.73	loss trade	-1462.38
Average		profit trade	238.66	loss trade	-217.09
Maximum		consecutive wins (profit in money)	3 (415.63)	consecutive losses (loss in money)	8 (-1475.59)
Maximal		consecutive profit (count of wins)	1705.73 (1)	consecutive loss (count of losses)	-2791.57 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 04:00	sell	1	3.00	90.325	0.000	0.000
2	2009.11.03 07:00	close	1	3.00	90.288	0.000	0.000	122.94	10122.94
3	2009.11.03 11:00	sell	2	3.03	89.956	0.000	0.000
4	2009.11.03 12:00	close	2	3.03	90.182	0.000	0.000	-759.33	9363.61
5	2009.11.03 15:00	buy	3	2.80	90.197	0.000	0.000
6	2009.11.03 17:00	close	3	2.80	90.325	0.000	0.000	396.79	9760.40
7	2009.11.03 22:00	buy	4	2.92	90.360	0.000	0.000
8	2009.11.03 23:00	close	4	2.92	90.322	0.000	0.000	-122.85	9637.55
9	2009.11.04 01:00	buy	5	2.89	90.445	0.000	0.000
10	2009.11.04 02:00	close	5	2.89	90.119	0.000	0.000	-1045.44	8592.11
11	2009.11.04 04:00	buy	6	2.50	90.250	0.000	0.000
12	2009.11.04 20:00	close	6	2.50	90.870	0.000	0.000	1705.73	10297.84
13	2009.11.04 23:00	buy	7	3.08	90.734	0.000	0.000
14	2009.11.05 01:00	close	7	3.08	90.688	0.000	0.000	-150.13	10147.71
15	2009.11.05 09:00	buy	8	3.04	90.436	0.000	0.000
16	2009.11.05 10:00	close	8	3.04	90.112	0.000	0.000	-1093.04	9054.67
17	2009.11.05 12:00	buy	9	2.70	90.337	0.000	0.000
18	2009.11.05 13:00	close	9	2.70	90.242	0.000	0.000	-284.24	8770.43
19	2009.11.05 14:00	buy	10	2.60	90.467	0.000	0.000
20	2009.11.05 17:00	close	10	2.60	90.575	0.000	0.000	310.02	9080.45
21	2009.11.05 18:00	sell	11	2.72	90.449	0.000	0.000
22	2009.11.05 19:00	close	11	2.72	90.599	0.000	0.000	-450.34	8630.11
23	2009.11.05 22:00	sell	12	2.58	90.758	0.000	0.000
24	2009.11.06 00:00	close	12	2.58	90.767	0.000	0.000	-28.99	8601.12
25	2009.11.06 01:00	buy	13	2.50	90.810	0.000	0.000
26	2009.11.06 02:00	close	13	2.50	90.712	0.000	0.000	-270.09	8331.03
27	2009.11.06 03:00	sell	14	2.40	90.646	0.000	0.000
28	2009.11.06 05:00	close	14	2.40	90.708	0.000	0.000	-164.04	8166.99
29	2009.11.06 07:00	sell	15	2.40	90.648	0.000	0.000
30	2009.11.06 13:00	close	15	2.40	90.691	0.000	0.000	-113.79	8053.20
31	2009.11.06 14:00	buy	16	2.30	90.693	0.000	0.000
32	2009.11.06 15:00	close	16	2.30	90.120	0.000	0.000	-1462.38	6590.82
33	2009.11.06 17:00	sell	17	1.90	89.841	0.000	0.000
34	2009.11.06 21:00	close	17	1.90	89.984	0.000	0.000	-301.94	6288.88
35	2009.11.06 22:00	sell	18	1.80	89.958	0.000	0.000
36	2009.11.09 01:00	close	18	1.80	89.895	0.000	0.000	123.77	6412.66
37	2009.11.09 03:00	buy	19	1.92	90.036	0.000	0.000
38	2009.11.09 05:00	close	19	1.92	90.174	0.000	0.000	293.83	6706.49
39	2009.11.09 09:00	buy	20	2.01	90.125	0.000	0.000
40	2009.11.09 11:00	close	20	2.01	90.014	0.000	0.000	-247.86	6458.63
41	2009.11.09 12:00	sell	21	1.93	89.877	0.000	0.000
42	2009.11.09 13:00	close	21	1.93	89.899	0.000	0.000	-47.23	6411.40
43	2009.11.09 14:00	buy	22	1.90	89.944	0.000	0.000
44	2009.11.09 15:00	close	22	1.90	89.856	0.000	0.000	-186.08	6225.32
45	2009.11.09 16:00	sell	23	1.80	89.845	0.000	0.000
46	2009.11.09 18:00	close	23	1.80	89.943	0.000	0.000	-196.12	6029.20
47	2009.11.10 01:00	sell	24	1.70	89.852	0.000	0.000
48	2009.11.10 02:00	close	24	1.70	89.994	0.000	0.000	-268.24	5760.96
49	2009.11.10 03:00	buy	25	1.60	90.027	0.000	0.000
50	2009.11.10 04:00	close	25	1.60	89.918	0.000	0.000	-193.95	5567.01
51	2009.11.10 05:00	sell	26	1.60	89.899	0.000	0.000
52	2009.11.10 06:00	close	26	1.60	89.979	0.000	0.000	-142.26	5424.75
53	2009.11.10 09:00	buy	27	1.50	89.874	0.000	0.000
54	2009.11.10 10:00	close	27	1.50	89.758	0.000	0.000	-193.85	5230.90
55	2009.11.10 11:00	buy	28	1.40	89.865	0.000	0.000
56	2009.11.10 13:00	close	28	1.40	90.014	0.000	0.000	231.74	5462.64
57	2009.11.10 14:00	sell	29	1.63	89.831	0.000	0.000
58	2009.11.10 18:00	close	29	1.63	89.845	0.000	0.000	-25.40	5437.24
59	2009.11.10 19:00	sell	30	1.63	89.760	0.000	0.000
60	2009.11.10 22:00	close	30	1.63	89.865	0.000	0.000	-190.45	5246.79
61	2009.11.10 23:00	sell	31	1.50	89.797	0.000	0.000
62	2009.11.11 04:00	close	31	1.50	89.617	0.000	0.000	299.30	5546.09
63	2009.11.11 07:00	buy	32	1.66	89.598	0.000	0.000
64	2009.11.11 10:00	close	32	1.66	89.844	0.000	0.000	454.52	6000.61
65	2009.11.11 12:00	sell	33	1.80	89.877	0.000	0.000
66	2009.11.11 13:00	close	33	1.80	89.983	0.000	0.000	-212.04	5788.57
67	2009.11.11 14:00	sell	34	1.73	89.873	0.000	0.000
68	2009.11.11 23:00	close	34	1.73	89.900	0.000	0.000	-51.96	5736.61
69	2009.11.12 01:00	buy	35	1.70	89.935	0.000	0.000
70	2009.11.12 02:00	close	35	1.70	89.847	0.000	0.000	-166.51	5570.10
71	2009.11.12 04:00	buy	36	1.60	89.865	0.000	0.000
72	2009.11.12 05:00	close	36	1.60	89.740	0.000	0.000	-222.87	5347.23
73	2009.11.12 07:00	buy	37	1.50	89.845	0.000	0.000
74	2009.11.12 09:00	close	37	1.50	89.795	0.000	0.000	-83.52	5263.71
75	2009.11.12 10:00	sell	38	1.50	89.751	0.000	0.000
76	2009.11.12 12:00	close	38	1.50	89.776	0.000	0.000	-41.77	5221.94
77	2009.11.12 13:00	sell	39	1.50	89.755	0.000	0.000
78	2009.11.12 14:00	close	39	1.50	89.998	0.000	0.000	-405.01	4816.93
79	2009.11.12 16:00	buy	40	1.30	90.315	0.000	0.000
80	2009.11.12 23:00	close	40	1.30	90.354	0.000	0.000	56.11	4873.04
81	2009.11.13 00:00	buy	41	1.46	90.399	0.000	0.000
82	2009.11.13 01:00	close	41	1.46	90.282	0.000	0.000	-189.21	4683.83
83	2009.11.13 03:00	sell	42	1.40	90.241	0.000	0.000
84	2009.11.13 08:00	close	42	1.40	90.391	0.000	0.000	-232.32	4451.51
85	2009.11.13 09:00	sell	43	1.30	90.301	0.000	0.000
86	2009.11.13 12:00	close	43	1.30	89.828	0.000	0.000	684.53	5136.04
87	2009.11.13 14:00	buy	44	1.54	89.820	0.000	0.000
88	2009.11.13 15:00	close	44	1.54	89.579	0.000	0.000	-414.32	4721.72
89	2009.11.13 16:00	buy	45	1.41	89.690	0.000	0.000
90	2009.11.13 18:00	close	45	1.41	89.552	0.000	0.000	-217.28	4504.44
91	2009.11.13 19:00	buy	46	1.30	89.578	0.000	0.000
92	2009.11.16 00:00	close	46	1.30	89.556	0.000	0.000	-31.08	4473.35
93	2009.11.16 03:00	buy	47	1.30	89.580	0.000	0.000
94	2009.11.16 05:00	close	47	1.30	89.635	0.000	0.000	79.77	4553.12
95	2009.11.16 13:00	buy	48	1.36	89.625	0.000	0.000
96	2009.11.16 14:00	close	48	1.36	89.482	0.000	0.000	-217.34	4335.78
97	2009.11.16 16:00	buy	49	1.30	89.464	0.000	0.000
98	2009.11.16 17:00	close	49	1.30	89.298	0.000	0.000	-241.66	4094.12
99	2009.11.16 18:00	sell	50	1.20	89.288	0.000	0.000
100	2009.11.16 19:00	close	50	1.20	89.310	0.000	0.000	-29.56	4064.56
101	2009.11.16 20:00	sell	51	1.20	89.031	0.000	0.000
102	2009.11.16 22:00	close	51	1.20	89.121	0.000	0.000	-121.18	3943.38
103	2009.11.17 00:00	buy	52	1.10	89.142	0.000	0.000
104	2009.11.17 01:00	close	52	1.10	89.010	0.000	0.000	-163.13	3780.25
105	2009.11.17 07:00	sell	53	1.10	89.080	0.000	0.000
106	2009.11.17 11:00	close	53	1.10	89.030	0.000	0.000	61.78	3842.03
107	2009.11.17 12:00	buy	54	1.15	89.070	0.000	0.000
108	2009.11.17 19:00	close	54	1.15	89.260	0.000	0.000	244.79	4086.82
109	2009.11.17 21:00	buy	55	1.22	89.300	0.000	0.000
110	2009.11.17 23:00	close	55	1.22	89.244	0.000	0.000	-76.55	4010.27
111	2009.11.18 00:00	buy	56	1.20	89.350	0.000	0.000
112	2009.11.18 01:00	close	56	1.20	89.240	0.000	0.000	-147.92	3862.35
113	2009.11.18 02:00	sell	57	1.10	89.229	0.000	0.000
114	2009.11.18 03:00	close	57	1.10	89.315	0.000	0.000	-105.92	3756.43
115	2009.11.18 04:00	sell	58	1.10	89.275	0.000	0.000
116	2009.11.18 08:00	close	58	1.10	89.199	0.000	0.000	93.72	3850.15
117	2009.11.18 09:00	sell	59	1.15	89.160	0.000	0.000
118	2009.11.18 12:00	close	59	1.15	89.130	0.000	0.000	38.71	3888.86
119	2009.11.18 13:00	sell	60	1.16	89.105	0.000	0.000
120	2009.11.18 14:00	close	60	1.16	89.160	0.000	0.000	-71.56	3817.30
121	2009.11.18 16:00	buy	61	1.14	89.255	0.000	0.000
122	2009.11.18 23:00	close	61	1.14	89.297	0.000	0.000	53.62	3870.92
123	2009.11.19 01:00	buy	62	1.16	89.405	0.000	0.000
124	2009.11.19 02:00	close	62	1.16	89.345	0.000	0.000	-77.90	3793.02
125	2009.11.19 03:00	sell	63	1.13	89.175	0.000	0.000
126	2009.11.19 04:00	close	63	1.13	89.205	0.000	0.000	-38.00	3755.02
127	2009.11.19 05:00	sell	64	1.10	89.090	0.000	0.000
128	2009.11.19 06:00	close	64	1.10	89.155	0.000	0.000	-80.20	3674.82
129	2009.11.19 07:00	sell	65	1.10	89.124	0.000	0.000
130	2009.11.19 17:00	close	65	1.10	88.801	0.000	0.000	400.11	4074.93
131	2009.11.19 23:00	sell	66	1.22	88.958	0.000	0.000
132	2009.11.20 02:00	close	66	1.22	89.035	0.000	0.000	-107.12	3967.81
133	2009.11.20 03:00	sell	67	1.19	88.976	0.000	0.000
134	2009.11.20 06:00	close	67	1.19	88.930	0.000	0.000	61.55	4029.36
135	2009.11.20 09:00	buy	68	1.20	88.795	0.000	0.000
136	2009.11.20 11:00	close	68	1.20	88.870	0.000	0.000	101.27	4130.63
137	2009.11.20 12:00	sell	69	1.23	88.830	0.000	0.000
138	2009.11.20 13:00	close	69	1.23	88.905	0.000	0.000	-103.76	4026.87
139	2009.11.20 14:00	buy	70	1.20	88.980	0.000	0.000
140	2009.11.20 18:00	close	70	1.20	88.910	0.000	0.000	-94.48	3932.39
141	2009.11.20 19:00	buy	71	1.20	88.950	0.000	0.000
142	2009.11.23 00:00	close	71	1.20	88.818	0.000	0.000	-177.55	3754.85
143	2009.11.23 01:00	buy	72	1.10	88.888	0.000	0.000
144	2009.11.23 06:00	close	72	1.10	88.870	0.000	0.000	-22.28	3732.57
145	2009.11.23 09:00	sell	73	1.10	88.697	0.000	0.000
146	2009.11.23 10:00	close	73	1.10	88.998	0.000	0.000	-372.03	3360.54
147	2009.11.23 11:00	sell	74	1.00	88.865	0.000	0.000
148	2009.11.23 13:00	close	74	1.00	88.853	0.000	0.000	13.51	3374.05
149	2009.11.23 17:00	buy	75	1.01	88.974	0.000	0.000
150	2009.11.23 21:00	close	75	1.01	88.991	0.000	0.000	19.29	3393.34
151	2009.11.23 23:00	sell	76	1.01	88.954	0.000	0.000
152	2009.11.24 00:00	close	76	1.01	89.061	0.000	0.000	-122.67	3270.66
153	2009.11.24 04:00	buy	77	0.98	88.910	0.000	0.000
154	2009.11.24 06:00	close	77	0.98	88.863	0.000	0.000	-51.83	3218.83
155	2009.11.24 07:00	sell	78	0.90	88.824	0.000	0.000
156	2009.11.24 16:00	close	78	0.90	88.525	0.000	0.000	303.98	3522.81
157	2009.11.24 18:00	buy	79	1.05	88.594	0.000	0.000
158	2009.11.24 19:00	close	79	1.05	88.529	0.000	0.000	-77.09	3445.72
159	2009.11.24 21:00	buy	80	1.03	88.538	0.000	0.000
160	2009.11.25 02:00	close	80	1.03	88.466	0.000	0.000	-83.15	3362.57
161	2009.11.25 03:00	sell	81	1.00	88.251	0.000	0.000
162	2009.11.25 04:00	close	81	1.00	88.334	0.000	0.000	-93.96	3268.61
163	2009.11.25 05:00	sell	82	1.00	88.266	0.000	0.000
164	2009.11.25 06:00	close	82	1.00	88.291	0.000	0.000	-28.32	3240.29
165	2009.11.25 16:00	sell	83	0.90	87.518	0.000	0.000
166	2009.11.25 17:00	close	83	0.90	87.677	0.000	0.000	-163.21	3077.08
167	2009.11.25 19:00	buy	84	0.90	87.691	0.000	0.000
168	2009.11.25 20:00	close	84	0.90	87.478	0.000	0.000	-219.14	2857.94
169	2009.11.25 21:00	sell	85	0.80	87.400	0.000	0.000
170	2009.11.26 01:00	close	85	0.80	87.354	0.000	0.000	38.96	2896.91
171	2009.11.26 02:00	buy	86	0.86	87.410	0.000	0.000
172	2009.11.26 04:00	close	86	0.86	87.194	0.000	0.000	-213.04	2683.87
173	2009.11.26 05:00	sell	87	0.80	86.737	0.000	0.000
174	2009.11.26 08:00	close	87	0.80	86.981	0.000	0.000	-224.42	2459.45
175	2009.11.26 11:00	sell	88	0.70	86.815	0.000	0.000
176	2009.11.26 13:00	close	88	0.70	86.785	0.000	0.000	24.20	2483.65
177	2009.11.26 15:00	sell	89	0.74	86.603	0.000	0.000
178	2009.11.26 21:00	close	89	0.74	86.500	0.000	0.000	88.12	2571.77
179	2009.11.27 00:00	sell	90	0.77	86.399	0.000	0.000
180	2009.11.27 05:00	close	90	0.77	86.060	0.000	0.000	303.31	2875.08
181	2009.11.27 07:00	sell	91	0.86	85.985	0.000	0.000
182	2009.11.27 09:00	close	91	0.86	86.148	0.000	0.000	-162.72	2712.36
183	2009.11.27 10:00	buy	92	0.81	86.345	0.000	0.000
184	2009.11.27 12:00	close	92	0.81	86.391	0.000	0.000	43.13	2755.49
185	2009.11.27 19:00	sell	93	0.82	86.769	0.000	0.000
186	2009.11.27 22:59	close at stop	93	0.82	86.482	0.000	0.000	272.13	3027.62