Report Result : amer - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; TrailingStop=50; StopLoss=50; TakeProfit=200; per=700; vremya=0; DayWeek=2;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	36.88	Gross profit	142.21	Gross loss	-105.33
Profit factor	1.35	Expected payoff	0.90
Absolute drawdown	3.68	Maximal drawdown	30.55 (0.30%)	Relative drawdown	0.30% (30.55)

Total trades	41	Short positions (won %)	9 (77.78%)	Long positions (won %)	32 (53.13%)
		Profit trades (% of total)	24 (58.54%)	Loss trades (% of total)	17 (41.46%)
Largest		profit trade	19.45	loss trade	-6.37
Average		profit trade	5.93	loss trade	-6.20
Maximum		consecutive wins (profit in money)	5 (26.09)	consecutive losses (loss in money)	5 (-30.55)
Maximal		consecutive profit (count of wins)	26.09 (5)	consecutive loss (count of losses)	-30.55 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.00496	1.00560	1.00296
2	2009.12.01 00:33	modify	1	0.10	1.00496	1.00494	1.00296
3	2009.12.01 00:40	modify	1	0.10	1.00496	1.00436	1.00296
4	2009.12.01 00:46	modify	1	0.10	1.00496	1.00358	1.00296
5	2009.12.01 00:56	s/l	1	0.10	1.00358	1.00358	1.00296	13.75	10013.75
6	2009.12.01 00:56	sell	2	0.10	1.00372	1.00436	1.00172
7	2009.12.01 01:45	s/l	2	0.10	1.00436	1.00436	1.00172	-6.37	10007.38
8	2009.12.02 00:00	sell	3	0.10	0.99965	1.00029	0.99765
9	2009.12.02 00:20	modify	3	0.10	0.99965	0.99941	0.99765
10	2009.12.02 00:50	modify	3	0.10	0.99965	0.99935	0.99765
11	2009.12.02 01:20	s/l	3	0.10	0.99935	0.99935	0.99765	3.00	10010.38
12	2009.12.03 00:00	sell	4	0.10	1.00181	1.00245	0.99981
13	2009.12.03 00:15	modify	4	0.10	1.00181	1.00156	0.99981
14	2009.12.03 00:20	modify	4	0.10	1.00181	1.00104	0.99981
15	2009.12.03 00:27	s/l	4	0.10	1.00104	1.00104	0.99981	7.69	10018.07
16	2009.12.03 00:27	sell	5	0.10	1.00092	1.00156	0.99892
17	2009.12.03 00:45	modify	5	0.10	1.00092	1.00084	0.99892
18	2009.12.03 00:50	modify	5	0.10	1.00092	1.00049	0.99892
19	2009.12.03 00:59	s/l	5	0.10	1.00049	1.00049	0.99892	4.30	10022.37
20	2009.12.03 00:59	sell	6	0.10	1.00050	1.00114	0.99850
21	2009.12.03 01:15	modify	6	0.10	1.00050	1.00049	0.99850
22	2009.12.03 01:20	modify	6	0.10	1.00050	1.00005	0.99850
23	2009.12.03 01:32	s/l	6	0.10	1.00005	1.00005	0.99850	4.50	10026.87
24	2009.12.04 00:00	sell	7	0.10	1.00088	1.00152	0.99888
25	2009.12.04 00:20	modify	7	0.10	1.00088	1.00044	0.99888
26	2009.12.04 00:45	modify	7	0.10	1.00088	1.00042	0.99888
27	2009.12.04 00:50	modify	7	0.10	1.00088	1.00022	0.99888
28	2009.12.04 01:10	s/l	7	0.10	1.00022	1.00022	0.99888	6.60	10033.47
29	2009.12.08 00:00	buy	8	0.10	1.01956	1.01892	1.02156
30	2009.12.08 00:20	s/l	8	0.10	1.01892	1.01892	1.02156	-6.28	10027.19
31	2009.12.08 00:20	buy	9	0.10	1.01893	1.01829	1.02093
32	2009.12.08 00:46	s/l	9	0.10	1.01829	1.01829	1.02093	-6.29	10020.90
33	2009.12.08 00:46	buy	10	0.10	1.01814	1.01750	1.02014
34	2009.12.08 01:03	modify	10	0.10	1.01814	1.01855	1.02014
35	2009.12.08 01:10	modify	10	0.10	1.01814	1.01895	1.02014
36	2009.12.08 01:16	modify	10	0.10	1.01814	1.01934	1.02014
37	2009.12.08 01:26	s/l	10	0.10	1.01934	1.01934	1.02014	11.78	10032.68
38	2009.12.09 00:00	buy	11	0.10	1.02688	1.02624	1.02888
39	2009.12.09 00:02	s/l	11	0.10	1.02624	1.02624	1.02888	-6.24	10026.44
40	2009.12.09 00:02	buy	12	0.10	1.02608	1.02544	1.02808
41	2009.12.09 00:10	modify	12	0.10	1.02608	1.02634	1.02808
42	2009.12.09 00:15	modify	12	0.10	1.02608	1.02702	1.02808
43	2009.12.09 00:20	t/p	12	0.10	1.02808	1.02702	1.02808	19.45	10045.89
44	2009.12.09 00:20	buy	13	0.10	1.02834	1.02770	1.03034
45	2009.12.09 00:27	s/l	13	0.10	1.02770	1.02770	1.03034	-6.23	10039.66
46	2009.12.09 00:27	buy	14	0.10	1.02743	1.02679	1.02943
47	2009.12.09 00:32	modify	14	0.10	1.02743	1.02829	1.02943
48	2009.12.09 00:37	modify	14	0.10	1.02743	1.02850	1.02943
49	2009.12.09 00:40	s/l	14	0.10	1.02850	1.02850	1.02943	10.40	10050.06
50	2009.12.09 00:40	buy	15	0.10	1.02832	1.02768	1.03032
51	2009.12.09 00:45	s/l	15	0.10	1.02768	1.02768	1.03032	-6.23	10043.83
52	2009.12.09 00:45	buy	16	0.10	1.02770	1.02706	1.02970
53	2009.12.09 00:50	s/l	16	0.10	1.02706	1.02706	1.02970	-6.23	10037.60
54	2009.12.09 00:50	buy	17	0.10	1.02688	1.02624	1.02888
55	2009.12.09 00:57	modify	17	0.10	1.02688	1.02706	1.02888
56	2009.12.09 01:02	modify	17	0.10	1.02688	1.02760	1.02888
57	2009.12.09 01:07	modify	17	0.10	1.02688	1.02776	1.02888
58	2009.12.09 01:10	s/l	17	0.10	1.02776	1.02776	1.02888	8.57	10046.17
59	2009.12.10 00:00	buy	18	0.10	1.02592	1.02528	1.02792
60	2009.12.10 01:32	s/l	18	0.10	1.02528	1.02528	1.02792	-6.25	10039.92
61	2009.12.11 00:00	buy	19	0.10	1.02587	1.02523	1.02787
62	2009.12.11 02:10	modify	19	0.10	1.02587	1.02590	1.02787
63	2009.12.11 02:16	modify	19	0.10	1.02587	1.02615	1.02787
64	2009.12.11 02:26	s/l	19	0.10	1.02615	1.02615	1.02787	2.73	10042.65
65	2009.12.15 00:00	sell	20	0.10	1.03172	1.03236	1.02972
66	2009.12.15 00:20	modify	20	0.10	1.03172	1.03169	1.02972
67	2009.12.15 00:32	s/l	20	0.10	1.03169	1.03169	1.02972	0.29	10042.94
68	2009.12.15 00:32	sell	21	0.10	1.03173	1.03237	1.02973
69	2009.12.15 01:50	s/l	21	0.10	1.03237	1.03237	1.02973	-6.20	10036.74
70	2009.12.16 00:00	buy	22	0.10	1.04048	1.03984	1.04248
71	2009.12.16 01:15	modify	22	0.10	1.04048	1.04050	1.04248
72	2009.12.16 01:20	modify	22	0.10	1.04048	1.04087	1.04248
73	2009.12.16 01:27	s/l	22	0.10	1.04087	1.04087	1.04248	3.75	10040.49
74	2009.12.17 00:00	buy	23	0.10	1.03877	1.03813	1.04077
75	2009.12.17 01:07	modify	23	0.10	1.03877	1.03884	1.04077
76	2009.12.17 01:15	s/l	23	0.10	1.03884	1.03884	1.04077	0.67	10041.16
77	2009.12.18 00:00	buy	24	0.10	1.04689	1.04625	1.04889
78	2009.12.18 00:10	modify	24	0.10	1.04689	1.04734	1.04889
79	2009.12.18 00:15	modify	24	0.10	1.04689	1.04819	1.04889
80	2009.12.18 00:20	t/p	24	0.10	1.04889	1.04819	1.04889	19.05	10060.21
81	2009.12.18 00:20	buy	25	0.10	1.04967	1.04903	1.05167
82	2009.12.18 00:22	s/l	25	0.10	1.04903	1.04903	1.05167	-6.10	10054.11
83	2009.12.18 00:22	buy	26	0.10	1.04911	1.04847	1.05111
84	2009.12.18 00:27	s/l	26	0.10	1.04847	1.04847	1.05111	-6.11	10048.00
85	2009.12.18 00:27	buy	27	0.10	1.04855	1.04791	1.05055
86	2009.12.18 00:40	s/l	27	0.10	1.04791	1.04791	1.05055	-6.10	10041.90
87	2009.12.18 00:40	buy	28	0.10	1.04800	1.04736	1.05000
88	2009.12.18 00:45	s/l	28	0.10	1.04736	1.04736	1.05000	-6.12	10035.78
89	2009.12.18 00:45	buy	29	0.10	1.04724	1.04660	1.04924
90	2009.12.18 00:50	s/l	29	0.10	1.04660	1.04660	1.04924	-6.12	10029.66
91	2009.12.18 00:50	buy	30	0.10	1.04624	1.04560	1.04824
92	2009.12.18 00:57	modify	30	0.10	1.04624	1.04660	1.04824
93	2009.12.18 00:59	s/l	30	0.10	1.04660	1.04660	1.04824	3.44	10033.10
94	2009.12.18 00:59	buy	31	0.10	1.04641	1.04577	1.04841
95	2009.12.18 01:02	modify	31	0.10	1.04641	1.04667	1.04841
96	2009.12.18 01:07	modify	31	0.10	1.04641	1.04707	1.04841
97	2009.12.18 01:10	s/l	31	0.10	1.04707	1.04707	1.04841	6.31	10039.41
98	2009.12.22 00:00	buy	32	0.10	1.04608	1.04544	1.04808
99	2009.12.22 00:20	modify	32	0.10	1.04608	1.04636	1.04808
100	2009.12.22 00:30	s/l	32	0.10	1.04636	1.04636	1.04808	2.68	10042.09
101	2009.12.22 00:30	buy	33	0.10	1.04645	1.04581	1.04845
102	2009.12.22 00:45	s/l	33	0.10	1.04581	1.04581	1.04845	-6.12	10035.97
103	2009.12.22 00:45	buy	34	0.10	1.04563	1.04499	1.04763
104	2009.12.22 01:32	modify	34	0.10	1.04563	1.04575	1.04763
105	2009.12.22 01:37	modify	34	0.10	1.04563	1.04587	1.04763
106	2009.12.22 01:45	s/l	34	0.10	1.04587	1.04587	1.04763	2.29	10038.26
107	2009.12.23 00:00	buy	35	0.10	1.04838	1.04774	1.05038
108	2009.12.23 01:32	modify	35	0.10	1.04838	1.04863	1.05038
109	2009.12.23 01:37	modify	35	0.10	1.04838	1.04870	1.05038
110	2009.12.23 01:50	s/l	35	0.10	1.04870	1.04870	1.05038	3.05	10041.31
111	2009.12.24 00:00	buy	36	0.10	1.03948	1.03884	1.04148
112	2009.12.24 00:37	s/l	36	0.10	1.03884	1.03884	1.04148	-6.16	10035.15
113	2009.12.24 00:37	buy	37	0.10	1.03896	1.03832	1.04096
114	2009.12.24 02:07	modify	37	0.10	1.03896	1.03898	1.04096
115	2009.12.24 02:15	s/l	37	0.10	1.03898	1.03898	1.04096	0.19	10035.34
116	2009.12.29 00:00	buy	38	0.10	1.03543	1.03479	1.03743
117	2009.12.29 01:32	modify	38	0.10	1.03543	1.03552	1.03743
118	2009.12.29 01:37	modify	38	0.10	1.03543	1.03557	1.03743
119	2009.12.29 01:50	s/l	38	0.10	1.03557	1.03557	1.03743	1.35	10036.69
120	2009.12.30 00:00	buy	39	0.10	1.03680	1.03616	1.03880
121	2009.12.30 00:40	modify	39	0.10	1.03680	1.03690	1.03880
122	2009.12.30 00:46	modify	39	0.10	1.03680	1.03725	1.03880
123	2009.12.30 01:02	modify	39	0.10	1.03680	1.03726	1.03880
124	2009.12.30 01:07	modify	39	0.10	1.03680	1.03734	1.03880
125	2009.12.30 01:15	s/l	39	0.10	1.03734	1.03734	1.03880	5.21	10041.90
126	2009.12.31 00:00	buy	40	0.10	1.03659	1.03595	1.03859
127	2009.12.31 00:20	s/l	40	0.10	1.03595	1.03595	1.03859	-6.18	10035.72
128	2009.12.31 00:20	buy	41	0.10	1.03601	1.03537	1.03801
129	2009.12.31 01:02	modify	41	0.10	1.03601	1.03608	1.03801
130	2009.12.31 01:07	modify	41	0.10	1.03601	1.03613	1.03801
131	2009.12.31 01:20	s/l	41	0.10	1.03613	1.03613	1.03801	1.16	10036.88