Report Result : sell_buy - Desynced Forex Repository

Strategy Tester Report

Download sell_buy

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; target=4;

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

Initial deposit	10000.00
Total net profit	-256.67	Gross profit	574.48	Gross loss	-831.16
Profit factor	0.69	Expected payoff	-3.83
Absolute drawdown	2009.27	Maximal drawdown	2282.52 (22.22%)	Relative drawdown	22.22% (2282.52)

Total trades	67	Short positions (won %)	22 (77.27%)	Long positions (won %)	45 (75.56%)
		Profit trades (% of total)	51 (76.12%)	Loss trades (% of total)	16 (23.88%)
Largest		profit trade	149.08	loss trade	-198.01
Average		profit trade	11.26	loss trade	-51.95
Maximum		consecutive wins (profit in money)	12 (73.96)	consecutive losses (loss in money)	6 (-693.60)
Maximal		consecutive profit (count of wins)	180.75 (6)	consecutive loss (count of losses)	-693.60 (6)
Average		consecutive wins	6	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 17:00	sell	1	0.10	90.325	0.000	0.000
2	2009.11.03 17:15	close	1	0.10	90.268	0.000	0.000	6.31	10006.31
3	2009.11.04 09:00	sell	2	0.10	90.560	0.000	0.000
4	2009.11.04 10:00	sell	3	0.10	90.669	0.000	0.000
5	2009.11.04 11:00	sell	4	0.10	90.934	0.000	0.000
6	2009.11.04 12:00	sell	5	0.10	90.945	0.000	0.000
7	2009.11.04 12:50	close	5	0.10	90.765	0.000	0.000	19.83	10026.14
8	2009.11.04 12:50	close	4	0.10	90.765	0.000	0.000	18.62	10044.76
9	2009.11.04 12:50	close	3	0.10	90.765	0.000	0.000	-10.58	10034.18
10	2009.11.04 12:50	close	2	0.10	90.765	0.000	0.000	-22.59	10011.59
11	2009.11.04 21:00	sell	6	0.10	90.798	0.000	0.000
12	2009.11.04 21:20	close	6	0.10	90.722	0.000	0.000	8.38	10019.97
13	2009.11.05 08:00	buy	7	0.10	90.339	0.000	0.000
14	2009.11.05 08:20	close	7	0.10	90.399	0.000	0.000	6.64	10026.61
15	2009.11.05 09:00	buy	8	0.10	90.436	0.000	0.000
16	2009.11.05 10:00	buy	9	0.10	90.132	0.000	0.000
17	2009.11.05 11:00	buy	10	0.10	90.209	0.000	0.000
18	2009.11.05 11:45	close	10	0.10	90.283	0.000	0.000	8.20	10034.81
19	2009.11.05 11:45	close	9	0.10	90.283	0.000	0.000	16.73	10051.54
20	2009.11.05 11:45	close	8	0.10	90.283	0.000	0.000	-16.95	10034.59
21	2009.11.06 00:00	sell	11	0.10	90.747	0.000	0.000
22	2009.11.06 01:00	sell	12	0.10	90.790	0.000	0.000
23	2009.11.06 01:15	close	12	0.10	90.736	0.000	0.000	5.95	10040.54
24	2009.11.06 01:15	close	11	0.10	90.736	0.000	0.000	1.21	10041.75
25	2009.11.06 15:00	buy	13	0.10	90.140	0.000	0.000
26	2009.11.06 15:02	close	13	0.10	90.196	0.000	0.000	6.21	10047.96
27	2009.11.06 16:00	buy	14	0.10	90.058	0.000	0.000
28	2009.11.06 16:02	close	14	0.10	90.096	0.000	0.000	4.22	10052.18
29	2009.11.06 17:00	buy	15	0.10	89.861	0.000	0.000
30	2009.11.06 17:50	close	15	0.10	89.934	0.000	0.000	8.12	10060.30
31	2009.11.10 07:00	buy	16	0.10	89.786	0.000	0.000
32	2009.11.10 07:15	close	16	0.10	89.835	0.000	0.000	5.45	10065.75
33	2009.11.10 12:00	sell	17	0.10	90.102	0.000	0.000
34	2009.11.10 12:20	close	17	0.10	90.049	0.000	0.000	5.89	10071.64
35	2009.11.11 01:00	buy	18	0.10	89.706	0.000	0.000
36	2009.11.11 02:00	buy	19	0.10	89.506	0.000	0.000
37	2009.11.11 03:16	close	19	0.10	89.657	0.000	0.000	16.84	10088.48
38	2009.11.11 03:16	close	18	0.10	89.657	0.000	0.000	-5.47	10083.01
39	2009.11.11 06:00	buy	20	0.10	89.402	0.000	0.000
40	2009.11.11 06:40	close	20	0.10	89.482	0.000	0.000	8.94	10091.95
41	2009.11.11 07:00	buy	21	0.10	89.598	0.000	0.000
42	2009.11.11 07:10	close	21	0.10	89.664	0.000	0.000	7.36	10099.31
43	2009.11.12 09:00	buy	22	0.10	89.815	0.000	0.000
44	2009.11.12 13:20	close	22	0.10	89.884	0.000	0.000	7.68	10106.99
45	2009.11.12 14:00	sell	23	0.10	89.978	0.000	0.000
46	2009.11.12 15:00	sell	24	0.10	90.145	0.000	0.000
47	2009.11.12 16:00	sell	25	0.10	90.295	0.000	0.000
48	2009.11.12 17:00	sell	26	0.10	90.480	0.000	0.000
49	2009.11.12 20:00	sell	27	0.10	90.432	0.000	0.000
50	2009.11.13 01:15	close	27	0.10	90.241	0.000	0.000	21.14	10128.13
51	2009.11.13 01:15	close	26	0.10	90.241	0.000	0.000	26.45	10154.57
52	2009.11.13 01:15	close	25	0.10	90.241	0.000	0.000	5.95	10160.52
53	2009.11.13 01:15	close	24	0.10	90.241	0.000	0.000	-10.67	10149.85
54	2009.11.13 01:15	close	23	0.10	90.241	0.000	0.000	-29.17	10120.68
55	2009.11.13 11:00	buy	28	0.10	89.802	0.000	0.000
56	2009.11.13 11:32	close	28	0.10	89.858	0.000	0.000	6.23	10126.91
57	2009.11.13 15:00	buy	29	0.10	89.599	0.000	0.000
58	2009.11.13 15:10	close	29	0.10	89.657	0.000	0.000	6.47	10133.38
59	2009.11.16 02:00	buy	30	0.10	89.410	0.000	0.000
60	2009.11.16 02:10	close	30	0.10	89.474	0.000	0.000	7.15	10140.53
61	2009.11.16 12:00	buy	31	0.10	89.515	0.000	0.000
62	2009.11.16 12:15	close	31	0.10	89.571	0.000	0.000	6.25	10146.78
63	2009.11.16 17:00	buy	32	0.10	89.318	0.000	0.000
64	2009.11.16 17:15	close	32	0.10	89.370	0.000	0.000	5.82	10152.60
65	2009.11.16 20:00	buy	33	0.10	89.051	0.000	0.000
66	2009.11.16 21:00	buy	34	0.10	88.975	0.000	0.000
67	2009.11.16 21:15	close	34	0.10	89.066	0.000	0.000	10.22	10162.82
68	2009.11.16 21:15	close	33	0.10	89.066	0.000	0.000	1.68	10164.50
69	2009.11.17 10:00	buy	35	0.10	88.845	0.000	0.000
70	2009.11.17 10:03	close	35	0.10	88.882	0.000	0.000	4.16	10168.66
71	2009.11.18 11:00	buy	36	0.10	89.040	0.000	0.000
72	2009.11.18 11:15	close	36	0.10	89.114	0.000	0.000	8.30	10176.96
73	2009.11.18 12:00	buy	37	0.10	89.130	0.000	0.000
74	2009.11.18 14:15	close	37	0.10	89.173	0.000	0.000	4.82	10181.78
75	2009.11.18 18:00	sell	38	0.10	89.360	0.000	0.000
76	2009.11.18 20:00	sell	39	0.10	89.430	0.000	0.000
77	2009.11.18 21:00	sell	40	0.10	89.465	0.000	0.000
78	2009.11.18 21:26	close	40	0.10	89.390	0.000	0.000	8.39	10190.16
79	2009.11.18 21:26	close	39	0.10	89.390	0.000	0.000	4.47	10194.63
80	2009.11.18 21:26	close	38	0.10	89.390	0.000	0.000	-3.36	10191.27
81	2009.11.19 09:00	buy	41	0.10	88.926	0.000	0.000
82	2009.11.19 09:15	close	41	0.10	88.970	0.000	0.000	4.95	10196.22
83	2009.11.19 10:00	buy	42	0.10	89.101	0.000	0.000
84	2009.11.19 14:00	buy	43	0.10	88.910	0.000	0.000
85	2009.11.19 15:00	buy	44	0.10	88.750	0.000	0.000
86	2009.11.19 16:00	buy	45	0.10	88.728	0.000	0.000
87	2009.11.19 17:33	close	45	0.10	88.935	0.000	0.000	23.28	10219.50
88	2009.11.19 17:33	close	44	0.10	88.935	0.000	0.000	20.80	10240.30
89	2009.11.19 17:33	close	43	0.10	88.935	0.000	0.000	2.81	10243.11
90	2009.11.19 17:33	close	42	0.10	88.935	0.000	0.000	-18.67	10224.44
91	2009.11.20 16:00	sell	46	0.10	89.060	0.000	0.000
92	2009.11.20 16:20	close	46	0.10	88.985	0.000	0.000	8.43	10232.87
93	2009.11.23 09:00	buy	47	0.10	88.717	0.000	0.000
94	2009.11.23 09:10	close	47	0.10	88.791	0.000	0.000	8.33	10241.20
95	2009.11.23 18:00	sell	48	0.10	89.134	0.000	0.000
96	2009.11.23 19:15	close	48	0.10	89.098	0.000	0.000	4.04	10245.24
97	2009.11.24 08:00	buy	49	0.10	88.703	0.000	0.000
98	2009.11.24 08:20	close	49	0.10	88.753	0.000	0.000	5.63	10250.87
99	2009.11.24 09:00	buy	50	0.10	88.664	0.000	0.000
100	2009.11.24 10:00	buy	51	0.10	88.666	0.000	0.000
101	2009.11.24 10:20	close	51	0.10	88.686	0.000	0.000	2.26	10253.13
102	2009.11.24 10:20	close	50	0.10	88.686	0.000	0.000	2.48	10255.61
103	2009.11.24 14:00	buy	52	0.10	88.589	0.000	0.000
104	2009.11.24 15:00	buy	53	0.10	88.430	0.000	0.000
105	2009.11.24 15:20	close	53	0.10	88.535	0.000	0.000	11.86	10267.47
106	2009.11.24 15:20	close	52	0.10	88.535	0.000	0.000	-6.10	10261.37
107	2009.11.25 03:00	buy	54	0.10	88.271	0.000	0.000
108	2009.11.25 03:45	close	54	0.10	88.315	0.000	0.000	4.98	10266.35
109	2009.11.25 04:00	buy	55	0.10	88.334	0.000	0.000
110	2009.11.25 07:02	close	55	0.10	88.385	0.000	0.000	5.77	10272.12
111	2009.11.25 10:00	buy	56	0.10	88.174	0.000	0.000
112	2009.11.25 11:00	buy	57	0.10	87.661	0.000	0.000
113	2009.11.25 15:00	buy	58	0.10	87.543	0.000	0.000
114	2009.11.25 21:00	buy	59	0.10	87.420	0.000	0.000
115	2009.11.26 04:00	buy	60	0.10	87.214	0.000	0.000
116	2009.11.26 05:00	buy	61	0.10	86.757	0.000	0.000
117	2009.11.26 06:00	buy	62	0.10	86.386	0.000	0.000
118	2009.11.26 07:00	buy	63	0.10	86.583	0.000	0.000
119	2009.11.27 01:00	buy	64	0.10	85.173	0.000	0.000
120	2009.11.27 12:00	sell	65	0.10	86.391	0.000	0.000
121	2009.11.27 12:02	close	65	0.10	86.321	0.000	0.000	8.11	10280.23
122	2009.11.27 16:00	sell	66	0.10	86.876	0.000	0.000
123	2009.11.27 16:15	close	66	0.10	86.840	0.000	0.000	4.15	10284.38
124	2009.11.27 17:00	sell	67	0.10	86.692	0.000	0.000
125	2009.11.27 21:45	close	67	0.10	86.617	0.000	0.000	8.66	10293.04
126	2009.11.27 22:59	close at stop	64	0.10	86.462	0.000	0.000	149.08	10442.12
127	2009.11.27 22:59	close at stop	63	0.10	86.462	0.000	0.000	-13.99	10428.13
128	2009.11.27 22:59	close at stop	62	0.10	86.462	0.000	0.000	8.79	10436.92
129	2009.11.27 22:59	close at stop	61	0.10	86.462	0.000	0.000	-34.12	10402.80
130	2009.11.27 22:59	close at stop	60	0.10	86.462	0.000	0.000	-86.97	10315.83
131	2009.11.27 22:59	close at stop	59	0.10	86.462	0.000	0.000	-110.80	10205.04
132	2009.11.27 22:59	close at stop	58	0.10	86.462	0.000	0.000	-125.03	10080.00
133	2009.11.27 22:59	close at stop	57	0.10	86.462	0.000	0.000	-138.67	9941.33
134	2009.11.27 22:59	close at stop	56	0.10	86.462	0.000	0.000	-198.01	9743.32