Report Result : EL_FODEURO-stoch - Desynced Forex Repository

Strategy Tester Report

Download EL_FODEURO-stoch

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 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=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; StopLoss=0;

Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378

Initial deposit	10000.00
Total net profit	-1107.60	Gross profit	794.19	Gross loss	-1901.79
Profit factor	0.42	Expected payoff	-38.19
Absolute drawdown	1240.62	Maximal drawdown	1389.22 (13.69%)	Relative drawdown	13.69% (1389.22)

Total trades	29	Short positions (won %)	15 (20.00%)	Long positions (won %)	14 (35.71%)
		Profit trades (% of total)	8 (27.59%)	Loss trades (% of total)	21 (72.41%)
Largest		profit trade	285.87	loss trade	-372.15
Average		profit trade	99.27	loss trade	-90.56
Maximum		consecutive wins (profit in money)	3 (301.08)	consecutive losses (loss in money)	8 (-827.99)
Maximal		consecutive profit (count of wins)	301.08 (3)	consecutive loss (count of losses)	-827.99 (8)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 01:00	buy	1	0.20	1.47054	0.00000	0.00000
2	2009.11.02 10:00	close	1	0.20	1.47714	0.00000	0.00000	132.00	10132.00
3	2009.11.02 10:00	sell	2	0.20	1.47714	0.00000	0.00000
4	2009.11.02 13:00	close	2	0.20	1.47853	0.00000	0.00000	-27.80	10104.20
5	2009.11.02 13:00	buy	3	0.20	1.47853	0.00000	0.00000
6	2009.11.02 16:00	close	3	0.20	1.47775	0.00000	0.00000	-15.60	10088.60
7	2009.11.02 16:00	sell	4	0.20	1.47775	0.00000	0.00000
8	2009.11.02 17:00	close	4	0.20	1.48186	0.00000	0.00000	-82.20	10006.40
9	2009.11.02 17:00	buy	5	0.20	1.48186	0.00000	0.00000
10	2009.11.02 23:00	close	5	0.20	1.47753	0.00000	0.00000	-86.60	9919.80
11	2009.11.02 23:00	sell	6	0.20	1.47753	0.00000	0.00000
12	2009.11.03 02:00	close	6	0.20	1.47985	0.00000	0.00000	-46.42	9873.38
13	2009.11.03 02:00	buy	7	0.20	1.47985	0.00000	0.00000
14	2009.11.04 04:00	close	7	0.20	1.47232	0.00000	0.00000	-150.62	9722.76
15	2009.11.04 04:00	sell	8	0.20	1.47232	0.00000	0.00000
16	2009.11.04 08:00	close	8	0.20	1.47465	0.00000	0.00000	-46.60	9676.16
17	2009.11.04 09:00	sell	9	0.30	1.47476	0.00000	0.00000
18	2009.11.09 00:00	close	9	0.30	1.48716	0.00000	0.00000	-372.15	9304.01
19	2009.11.09 00:00	buy	10	0.30	1.48716	0.00000	0.00000
20	2009.11.10 15:00	close	10	0.30	1.49669	0.00000	0.00000	285.87	9589.88
21	2009.11.10 15:00	sell	11	0.20	1.49669	0.00000	0.00000
22	2009.11.11 17:00	close	11	0.20	1.49895	0.00000	0.00000	-45.22	9544.66
23	2009.11.11 17:00	buy	12	0.30	1.49895	0.00000	0.00000
24	2009.11.11 18:00	close	12	0.30	1.49665	0.00000	0.00000	-69.00	9475.66
25	2009.11.11 18:00	sell	13	0.20	1.49665	0.00000	0.00000
26	2009.11.12 02:00	close	13	0.20	1.50116	0.00000	0.00000	-90.26	9385.40
27	2009.11.12 02:00	buy	14	0.20	1.50116	0.00000	0.00000
28	2009.11.12 05:00	close	14	0.20	1.49980	0.00000	0.00000	-27.20	9358.20
29	2009.11.12 05:00	sell	15	0.30	1.49980	0.00000	0.00000
30	2009.11.12 06:00	close	15	0.30	1.49913	0.00000	0.00000	20.10	9378.30
31	2009.11.12 06:00	buy	16	0.30	1.49913	0.00000	0.00000
32	2009.11.13 19:00	close	16	0.30	1.49270	0.00000	0.00000	-192.93	9185.37
33	2009.11.13 20:00	sell	17	0.30	1.49211	0.00000	0.00000
34	2009.11.17 12:00	close	17	0.30	1.49063	0.00000	0.00000	44.34	9229.71
35	2009.11.17 12:00	buy	18	0.30	1.49063	0.00000	0.00000
36	2009.11.17 13:00	close	18	0.30	1.49007	0.00000	0.00000	-16.80	9212.91
37	2009.11.17 13:00	sell	19	0.20	1.49007	0.00000	0.00000
38	2009.11.18 10:00	close	19	0.20	1.49253	0.00000	0.00000	-49.22	9163.69
39	2009.11.18 10:00	buy	20	0.20	1.49253	0.00000	0.00000
40	2009.11.18 15:00	close	20	0.20	1.49370	0.00000	0.00000	23.40	9187.09
41	2009.11.18 15:00	sell	21	0.40	1.49370	0.00000	0.00000
42	2009.11.19 09:00	close	21	0.40	1.48807	0.00000	0.00000	225.08	9412.17
43	2009.11.19 09:00	buy	22	0.20	1.48807	0.00000	0.00000
44	2009.11.19 19:00	close	22	0.20	1.49070	0.00000	0.00000	52.60	9464.77
45	2009.11.19 19:00	sell	23	0.30	1.49070	0.00000	0.00000
46	2009.11.20 06:00	close	23	0.30	1.49263	0.00000	0.00000	-57.93	9406.84
47	2009.11.20 06:00	buy	24	0.20	1.49263	0.00000	0.00000
48	2009.11.20 18:00	close	24	0.20	1.48685	0.00000	0.00000	-115.60	9291.24
49	2009.11.20 18:00	sell	25	0.20	1.48685	0.00000	0.00000
50	2009.11.23 02:00	close	25	0.20	1.49006	0.00000	0.00000	-64.22	9227.02
51	2009.11.23 02:00	buy	26	0.20	1.49006	0.00000	0.00000
52	2009.11.23 03:00	close	26	0.20	1.49060	0.00000	0.00000	10.80	9237.82
53	2009.11.23 03:00	sell	27	0.20	1.49060	0.00000	0.00000
54	2009.11.26 16:00	close	27	0.20	1.50228	0.00000	0.00000	-233.70	9004.12
55	2009.11.26 16:00	buy	28	0.30	1.50228	0.00000	0.00000
56	2009.11.26 17:00	close	28	0.30	1.49861	0.00000	0.00000	-110.10	8894.02
57	2009.11.26 17:00	sell	29	0.20	1.49861	0.00000	0.00000
58	2009.11.27 22:59	close at stop	29	0.20	1.49869	0.00000	0.00000	-1.62	8892.40