Report Result : TDI_v3 - Desynced Forex Repository

Strategy Tester Report

Download TDI_v3

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		Lots=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;

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

Initial deposit	10000.00
Total net profit	-23.00	Gross profit	39.17	Gross loss	-62.17
Profit factor	0.63	Expected payoff	-0.48
Absolute drawdown	29.20	Maximal drawdown	40.89 (0.41%)	Relative drawdown	0.41% (40.89)

Total trades	48	Short positions (won %)	25 (44.00%)	Long positions (won %)	23 (52.17%)
		Profit trades (% of total)	23 (47.92%)	Loss trades (% of total)	25 (52.08%)
Largest		profit trade	7.66	loss trade	-10.40
Average		profit trade	1.70	loss trade	-2.49
Maximum		consecutive wins (profit in money)	5 (8.87)	consecutive losses (loss in money)	5 (-16.53)
Maximal		consecutive profit (count of wins)	10.10 (4)	consecutive loss (count of losses)	-16.53 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 09:00	sell	1	0.01	90.057	0.000	0.000
2	2009.11.03 12:00	close	1	0.01	90.182	0.000	0.000	-1.39	9998.61
3	2009.11.03 13:00	buy	2	0.01	90.078	0.000	0.000
4	2009.11.03 21:00	close	2	0.01	90.320	0.000	0.000	2.68	10001.29
5	2009.11.03 22:00	sell	3	0.01	90.340	0.000	0.000
6	2009.11.04 01:00	close	3	0.01	90.445	0.000	0.000	-1.17	10000.12
7	2009.11.04 02:00	buy	4	0.01	90.139	0.000	0.000
8	2009.11.04 13:00	close	4	0.01	90.835	0.000	0.000	7.66	10007.78
9	2009.11.04 14:00	sell	5	0.01	90.933	0.000	0.000
10	2009.11.05 00:00	close	5	0.01	90.864	0.000	0.000	0.74	10008.52
11	2009.11.05 01:00	sell	6	0.01	90.688	0.000	0.000
12	2009.11.05 02:00	close	6	0.01	90.583	0.000	0.000	1.16	10009.68
13	2009.11.05 03:00	buy	7	0.01	90.526	0.000	0.000
14	2009.11.05 17:00	close	7	0.01	90.575	0.000	0.000	0.54	10010.22
15	2009.11.05 18:00	sell	8	0.01	90.449	0.000	0.000
16	2009.11.06 12:00	close	8	0.01	90.610	0.000	0.000	-1.79	10008.43
17	2009.11.06 13:00	buy	9	0.01	90.691	0.000	0.000
18	2009.11.06 15:00	close	9	0.01	90.120	0.000	0.000	-6.34	10002.09
19	2009.11.06 16:00	sell	10	0.01	90.038	0.000	0.000
20	2009.11.06 21:00	close	10	0.01	89.984	0.000	0.000	0.60	10002.69
21	2009.11.06 22:00	buy	11	0.01	89.978	0.000	0.000
22	2009.11.09 11:00	close	11	0.01	90.014	0.000	0.000	0.40	10003.09
23	2009.11.09 12:00	sell	12	0.01	89.877	0.000	0.000
24	2009.11.09 18:00	close	12	0.01	89.943	0.000	0.000	-0.73	10002.36
25	2009.11.09 19:00	buy	13	0.01	90.019	0.000	0.000
26	2009.11.10 04:00	close	13	0.01	89.918	0.000	0.000	-1.12	10001.25
27	2009.11.10 05:00	sell	14	0.01	89.899	0.000	0.000
28	2009.11.10 09:00	close	14	0.01	89.874	0.000	0.000	0.28	10001.53
29	2009.11.10 10:00	buy	15	0.01	89.778	0.000	0.000
30	2009.11.10 14:00	close	15	0.01	89.831	0.000	0.000	0.59	10002.12
31	2009.11.10 15:00	sell	16	0.01	89.788	0.000	0.000
32	2009.11.10 16:00	close	16	0.01	89.850	0.000	0.000	-0.69	10001.43
33	2009.11.10 17:00	buy	17	0.01	89.786	0.000	0.000
34	2009.11.11 01:00	close	17	0.01	89.686	0.000	0.000	-1.12	10000.31
35	2009.11.11 02:00	sell	18	0.01	89.486	0.000	0.000
36	2009.11.11 04:00	close	18	0.01	89.617	0.000	0.000	-1.46	9998.85
37	2009.11.11 05:00	buy	19	0.01	89.557	0.000	0.000
38	2009.11.11 14:00	close	19	0.01	89.873	0.000	0.000	3.52	10002.37
39	2009.11.11 15:00	sell	20	0.01	89.819	0.000	0.000
40	2009.11.12 04:00	close	20	0.01	89.865	0.000	0.000	-0.53	10001.84
41	2009.11.12 05:00	buy	21	0.01	89.760	0.000	0.000
42	2009.11.12 09:00	close	21	0.01	89.795	0.000	0.000	0.39	10002.23
43	2009.11.12 10:00	sell	22	0.01	89.751	0.000	0.000
44	2009.11.12 14:00	close	22	0.01	89.998	0.000	0.000	-2.74	9999.49
45	2009.11.12 15:00	buy	23	0.01	90.165	0.000	0.000
46	2009.11.12 21:00	close	23	0.01	90.326	0.000	0.000	1.78	10001.27
47	2009.11.12 22:00	sell	24	0.01	90.426	0.000	0.000
48	2009.11.13 08:00	close	24	0.01	90.391	0.000	0.000	0.38	10001.65
49	2009.11.13 09:00	buy	25	0.01	90.321	0.000	0.000
50	2009.11.16 09:00	close	25	0.01	89.555	0.000	0.000	-8.55	9993.10
51	2009.11.16 10:00	sell	26	0.01	89.455	0.000	0.000
52	2009.11.16 13:00	close	26	0.01	89.625	0.000	0.000	-1.90	9991.20
53	2009.11.16 14:00	buy	27	0.01	89.502	0.000	0.000
54	2009.11.17 01:00	close	27	0.01	89.010	0.000	0.000	-5.53	9985.68
55	2009.11.17 02:00	sell	28	0.01	89.110	0.000	0.000
56	2009.11.17 11:00	close	28	0.01	89.030	0.000	0.000	0.90	9986.58
57	2009.11.17 12:00	buy	29	0.01	89.070	0.000	0.000
58	2009.11.17 19:00	close	29	0.01	89.260	0.000	0.000	2.13	9988.71
59	2009.11.17 20:00	sell	30	0.01	89.214	0.000	0.000
60	2009.11.18 12:00	close	30	0.01	89.130	0.000	0.000	0.93	9989.64
61	2009.11.18 13:00	buy	31	0.01	89.125	0.000	0.000
62	2009.11.18 22:00	close	31	0.01	89.369	0.000	0.000	2.73	9992.37
63	2009.11.18 23:00	sell	32	0.01	89.297	0.000	0.000
64	2009.11.19 10:00	close	32	0.01	89.101	0.000	0.000	2.18	9994.55
65	2009.11.19 11:00	buy	33	0.01	88.965	0.000	0.000
66	2009.11.20 00:00	close	33	0.01	88.920	0.000	0.000	-0.51	9994.04
67	2009.11.20 01:00	sell	34	0.01	88.910	0.000	0.000
68	2009.11.20 10:00	close	34	0.01	88.899	0.000	0.000	0.12	9994.16
69	2009.11.20 11:00	buy	35	0.01	88.890	0.000	0.000
70	2009.11.20 17:00	close	35	0.01	88.950	0.000	0.000	0.67	9994.83
71	2009.11.20 18:00	sell	36	0.01	88.910	0.000	0.000
72	2009.11.23 02:00	close	36	0.01	88.948	0.000	0.000	-0.44	9994.39
73	2009.11.23 03:00	buy	37	0.01	88.943	0.000	0.000
74	2009.11.23 12:00	close	37	0.01	88.823	0.000	0.000	-1.35	9993.04
75	2009.11.23 13:00	sell	38	0.01	88.833	0.000	0.000
76	2009.11.23 16:00	close	38	0.01	88.897	0.000	0.000	-0.72	9992.32
77	2009.11.23 17:00	buy	39	0.01	88.974	0.000	0.000
78	2009.11.23 21:00	close	39	0.01	88.991	0.000	0.000	0.19	9992.51
79	2009.11.23 22:00	sell	40	0.01	88.955	0.000	0.000
80	2009.11.24 12:00	close	40	0.01	88.698	0.000	0.000	2.89	9995.40
81	2009.11.24 13:00	buy	41	0.01	88.678	0.000	0.000
82	2009.11.25 02:00	close	41	0.01	88.466	0.000	0.000	-2.40	9993.01
83	2009.11.25 03:00	sell	42	0.01	88.251	0.000	0.000
84	2009.11.25 07:00	close	42	0.01	88.365	0.000	0.000	-1.29	9991.72
85	2009.11.25 08:00	buy	43	0.01	88.333	0.000	0.000
86	2009.11.25 10:00	close	43	0.01	88.154	0.000	0.000	-2.03	9989.69
87	2009.11.25 11:00	sell	44	0.01	87.641	0.000	0.000
88	2009.11.25 17:00	close	44	0.01	87.677	0.000	0.000	-0.41	9989.28
89	2009.11.25 18:00	buy	45	0.01	87.668	0.000	0.000
90	2009.11.26 13:00	close	45	0.01	86.765	0.000	0.000	-10.40	9978.88
91	2009.11.26 14:00	sell	46	0.01	86.668	0.000	0.000
92	2009.11.27 02:00	close	46	0.01	86.176	0.000	0.000	5.70	9984.58
93	2009.11.27 03:00	buy	47	0.01	86.056	0.000	0.000
94	2009.11.27 07:00	close	47	0.01	85.985	0.000	0.000	-0.83	9983.75
95	2009.11.27 08:00	sell	48	0.01	85.898	0.000	0.000
96	2009.11.27 22:59	close at stop	48	0.01	86.482	0.000	0.000	-6.75	9977.00