Report Result : Emily_v1 - Desynced Forex Repository

Strategy Tester Report

Download Emily_v1

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		MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0;

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

Initial deposit	10000.00
Total net profit	-8577.63	Gross profit	3420.61	Gross loss	-11998.24
Profit factor	0.29	Expected payoff	-114.37
Absolute drawdown	8577.63	Maximal drawdown	10494.40 (88.06%)	Relative drawdown	88.06% (10494.40)

Total trades	75	Short positions (won %)	0 (0.00%)	Long positions (won %)	75 (66.67%)
		Profit trades (% of total)	50 (66.67%)	Loss trades (% of total)	25 (33.33%)
Largest		profit trade	330.78	loss trade	-4148.84
Average		profit trade	68.41	loss trade	-479.93
Maximum		consecutive wins (profit in money)	6 (194.33)	consecutive losses (loss in money)	4 (-10494.40)
Maximal		consecutive profit (count of wins)	507.95 (4)	consecutive loss (count of losses)	-10494.40 (4)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 00:00	buy	1	2.50	1.47341	1.46531	1.47581
2	2009.11.02 00:01	close	1	2.50	1.47352	1.46531	1.47581	27.50	10027.50
3	2009.11.02 00:01	buy	2	2.50	1.47367	1.46557	1.47607
4	2009.11.02 00:02	close	2	2.50	1.47378	1.46557	1.47607	27.50	10055.00
5	2009.11.02 00:02	buy	3	2.51	1.47393	1.46583	1.47633
6	2009.11.02 00:03	close	3	2.51	1.47404	1.46583	1.47633	27.61	10082.61
7	2009.11.02 00:03	buy	4	2.52	1.47421	1.46611	1.47661
8	2009.11.02 00:07	buy	5	3.78	1.47400	1.46590	1.47640
9	2009.11.02 00:12	close	5	3.78	1.47413	1.46590	1.47640	49.14	10131.75
10	2009.11.02 00:12	close	4	2.52	1.47412	1.46611	1.47661	-22.68	10109.07
11	2009.11.02 00:12	buy	6	2.52	1.47429	1.46619	1.47669
12	2009.11.02 00:13	close	6	2.52	1.47440	1.46619	1.47669	27.72	10136.79
13	2009.11.02 00:13	buy	7	2.53	1.47455	1.46645	1.47695
14	2009.11.02 00:15	buy	8	3.80	1.47435	1.46625	1.47675
15	2009.11.02 00:16	buy	9	5.70	1.47414	1.46604	1.47654
16	2009.11.02 00:16	buy	10	8.55	1.47393	1.46583	1.47633
17	2009.11.02 01:35	close	10	8.55	1.47416	1.46583	1.47633	196.65	10333.44
18	2009.11.02 01:35	close	9	5.70	1.47417	1.46604	1.47654	17.10	10350.54
19	2009.11.02 01:35	close	8	3.80	1.47417	1.46625	1.47675	-68.40	10282.14
20	2009.11.02 01:35	close	7	2.53	1.47417	1.46645	1.47695	-96.14	10186.00
21	2009.11.02 01:35	buy	11	2.54	1.47434	1.46624	1.47674
22	2009.11.02 01:40	buy	12	3.82	1.47413	1.46603	1.47653
23	2009.11.02 01:40	buy	13	5.73	1.47392	1.46582	1.47632
24	2009.11.02 01:40	buy	14	8.60	1.47371	1.46561	1.47611
25	2009.11.02 03:27	close	14	8.60	1.47394	1.46561	1.47611	197.80	10383.80
26	2009.11.02 03:27	close	13	5.73	1.47395	1.46582	1.47632	17.19	10400.99
27	2009.11.02 03:27	close	12	3.82	1.47395	1.46603	1.47653	-68.76	10332.23
28	2009.11.02 03:27	close	11	2.54	1.47395	1.46624	1.47674	-99.06	10233.17
29	2009.11.02 03:27	buy	15	2.55	1.47410	1.46600	1.47650
30	2009.11.02 03:28	close	15	2.55	1.47421	1.46600	1.47650	28.05	10261.22
31	2009.11.02 03:30	buy	16	2.56	1.47438	1.46628	1.47678
32	2009.11.02 03:36	close	16	2.56	1.47449	1.46628	1.47678	28.16	10289.38
33	2009.11.02 03:36	buy	17	2.57	1.47466	1.46656	1.47706
34	2009.11.02 03:38	close	17	2.57	1.47477	1.46656	1.47706	28.27	10317.65
35	2009.11.02 03:38	buy	18	2.57	1.47492	1.46682	1.47732
36	2009.11.02 03:41	buy	19	3.87	1.47471	1.46661	1.47711
37	2009.11.02 03:51	buy	20	5.81	1.47450	1.46640	1.47690
38	2009.11.02 03:52	buy	21	8.72	1.47429	1.46619	1.47669
39	2009.11.02 04:01	close	21	8.72	1.47452	1.46619	1.47669	200.56	10518.21
40	2009.11.02 04:01	close	20	5.81	1.47453	1.46640	1.47690	17.43	10535.64
41	2009.11.02 04:01	close	19	3.87	1.47453	1.46661	1.47711	-69.66	10465.98
42	2009.11.02 04:01	close	18	2.57	1.47453	1.46682	1.47732	-100.23	10365.75
43	2009.11.02 04:01	buy	22	2.59	1.47470	1.46660	1.47710
44	2009.11.02 04:02	close	22	2.59	1.47481	1.46660	1.47710	28.49	10394.24
45	2009.11.02 04:02	buy	23	2.59	1.47496	1.46686	1.47736
46	2009.11.02 04:03	close	23	2.59	1.47507	1.46686	1.47736	28.49	10422.73
47	2009.11.02 04:03	buy	24	2.60	1.47524	1.46714	1.47764
48	2009.11.02 04:14	close	24	2.60	1.47535	1.46714	1.47764	28.60	10451.33
49	2009.11.02 04:14	buy	25	2.61	1.47550	1.46740	1.47790
50	2009.11.02 04:16	close	25	2.61	1.47561	1.46740	1.47790	28.71	10480.04
51	2009.11.02 04:16	buy	26	2.62	1.47576	1.46766	1.47816
52	2009.11.02 04:17	close	26	2.62	1.47587	1.46766	1.47816	28.82	10508.86
53	2009.11.02 04:17	buy	27	2.62	1.47602	1.46792	1.47842
54	2009.11.02 04:23	buy	28	3.94	1.47581	1.46771	1.47821
55	2009.11.02 04:27	close	28	3.94	1.47594	1.46771	1.47821	51.22	10560.08
56	2009.11.02 04:27	close	27	2.62	1.47593	1.46792	1.47842	-23.58	10536.50
57	2009.11.02 04:28	buy	29	2.63	1.47610	1.46800	1.47850
58	2009.11.02 04:29	close	29	2.63	1.47621	1.46800	1.47850	28.93	10565.43
59	2009.11.02 04:29	buy	30	2.64	1.47636	1.46826	1.47876
60	2009.11.02 04:30	close	30	2.64	1.47647	1.46826	1.47876	29.04	10594.47
61	2009.11.02 04:30	buy	31	2.64	1.47662	1.46852	1.47902
62	2009.11.02 04:35	buy	32	3.97	1.47642	1.46832	1.47882
63	2009.11.02 04:48	buy	33	5.96	1.47621	1.46811	1.47861
64	2009.11.02 04:49	buy	34	8.94	1.47600	1.46790	1.47840
65	2009.11.02 04:50	close	34	8.94	1.47637	1.46790	1.47840	330.78	10925.25
66	2009.11.02 05:00	close	33	5.96	1.47641	1.46811	1.47861	119.20	11044.45
67	2009.11.02 05:00	close	32	3.97	1.47641	1.46832	1.47882	-3.97	11040.48
68	2009.11.02 05:00	close	31	2.64	1.47641	1.46852	1.47902	-55.44	10985.04
69	2009.11.02 05:00	buy	35	2.74	1.47658	1.46848	1.47898
70	2009.11.02 05:01	close	35	2.74	1.47668	1.46848	1.47898	27.40	11012.44
71	2009.11.02 05:01	buy	36	2.75	1.47683	1.46873	1.47923
72	2009.11.02 05:02	close	36	2.75	1.47693	1.46873	1.47923	27.50	11039.94
73	2009.11.02 05:02	buy	37	2.75	1.47708	1.46898	1.47948
74	2009.11.02 05:16	buy	38	4.14	1.47687	1.46877	1.47927
75	2009.11.02 05:26	buy	39	6.21	1.47666	1.46856	1.47906
76	2009.11.02 05:27	buy	40	9.32	1.47645	1.46835	1.47885
77	2009.11.02 06:26	close	40	9.32	1.47668	1.46835	1.47885	214.36	11254.30
78	2009.11.02 06:26	close	39	6.21	1.47669	1.46856	1.47906	18.63	11272.93
79	2009.11.02 06:26	close	38	4.14	1.47669	1.46877	1.47927	-74.52	11198.41
80	2009.11.02 06:26	close	37	2.75	1.47669	1.46898	1.47948	-107.25	11091.16
81	2009.11.02 06:26	buy	41	2.77	1.47686	1.46876	1.47926
82	2009.11.02 06:27	close	41	2.77	1.47696	1.46876	1.47926	27.70	11118.86
83	2009.11.02 06:27	buy	42	2.77	1.47713	1.46903	1.47953
84	2009.11.02 06:36	close	42	2.77	1.47723	1.46903	1.47953	27.70	11146.56
85	2009.11.02 06:36	buy	43	2.78	1.47740	1.46930	1.47980
86	2009.11.02 06:36	close	43	2.78	1.47750	1.46930	1.47980	27.80	11174.36
87	2009.11.02 06:37	buy	44	2.79	1.47767	1.46957	1.48007
88	2009.11.02 06:42	buy	45	4.19	1.47747	1.46937	1.47987
89	2009.11.02 06:51	buy	46	6.29	1.47726	1.46916	1.47966
90	2009.11.02 06:52	buy	47	9.44	1.47705	1.46895	1.47945
91	2009.11.02 06:52	close	47	9.44	1.47738	1.46895	1.47945	311.52	11485.88
92	2009.11.02 07:00	close	46	6.29	1.47742	1.46916	1.47966	100.64	11586.52
93	2009.11.02 07:00	close	45	4.19	1.47742	1.46937	1.47987	-20.95	11565.57
94	2009.11.02 07:00	close	44	2.79	1.47742	1.46957	1.48007	-69.75	11495.82
95	2009.11.02 07:00	buy	48	2.87	1.47759	1.46949	1.47999
96	2009.11.02 07:02	close	48	2.87	1.47769	1.46949	1.47999	28.70	11524.52
97	2009.11.02 07:02	buy	49	2.88	1.47784	1.46974	1.48024
98	2009.11.02 07:12	close	49	2.88	1.47794	1.46974	1.48024	28.80	11553.32
99	2009.11.02 07:12	buy	50	2.88	1.47809	1.46999	1.48049
100	2009.11.02 07:15	buy	51	4.33	1.47788	1.46978	1.48028
101	2009.11.02 07:16	buy	52	6.50	1.47767	1.46957	1.48007
102	2009.11.02 07:17	buy	53	9.75	1.47747	1.46937	1.47987
103	2009.11.02 09:39	close	53	9.75	1.47769	1.46937	1.47987	214.50	11767.82
104	2009.11.02 09:39	close	52	6.50	1.47768	1.46957	1.48007	6.50	11774.32
105	2009.11.02 09:39	close	51	4.33	1.47768	1.46978	1.48028	-86.60	11687.72
106	2009.11.02 09:39	close	50	2.88	1.47768	1.46999	1.48049	-118.08	11569.64
107	2009.11.02 09:39	buy	54	2.89	1.47786	1.46976	1.48026
108	2009.11.02 09:41	buy	55	4.34	1.47765	1.46955	1.48005
109	2009.11.02 09:43	buy	56	6.51	1.47744	1.46934	1.47984
110	2009.11.02 09:51	buy	57	9.77	1.47723	1.46913	1.47963
111	2009.11.02 10:01	close	57	9.77	1.47746	1.46913	1.47963	224.71	11794.35
112	2009.11.02 10:01	close	56	6.51	1.47745	1.46934	1.47984	6.51	11800.86
113	2009.11.02 10:01	close	55	4.34	1.47745	1.46955	1.48005	-86.80	11714.06
114	2009.11.02 10:01	close	54	2.89	1.47745	1.46976	1.48026	-118.49	11595.57
115	2009.11.02 10:01	buy	58	2.89	1.47763	1.46953	1.48003
116	2009.11.02 10:02	close	58	2.89	1.47773	1.46953	1.48003	28.90	11624.47
117	2009.11.02 10:02	buy	59	2.90	1.47788	1.46978	1.48028
118	2009.11.02 10:03	close	59	2.90	1.47798	1.46978	1.48028	29.00	11653.47
119	2009.11.02 10:03	buy	60	2.91	1.47815	1.47005	1.48055
120	2009.11.02 10:04	close	60	2.91	1.47825	1.47005	1.48055	29.10	11682.57
121	2009.11.02 10:04	buy	61	2.92	1.47842	1.47032	1.48082
122	2009.11.02 10:13	close	61	2.92	1.47852	1.47032	1.48082	29.20	11711.77
123	2009.11.02 10:13	buy	62	2.92	1.47867	1.47057	1.48107
124	2009.11.02 10:16	buy	63	4.39	1.47846	1.47036	1.48086
125	2009.11.02 10:18	buy	64	6.59	1.47825	1.47015	1.48065
126	2009.11.02 10:19	buy	65	9.89	1.47804	1.46994	1.48044
127	2009.11.02 12:27	close	65	9.89	1.47827	1.46994	1.48044	227.47	11939.24
128	2009.11.02 12:27	close	64	6.59	1.47828	1.47015	1.48065	19.77	11959.01
129	2009.11.02 12:27	close	63	4.39	1.47828	1.47036	1.48086	-79.02	11879.99
130	2009.11.02 12:27	close	62	2.92	1.47828	1.47057	1.48107	-113.88	11766.11
131	2009.11.02 12:27	buy	66	2.94	1.47845	1.47035	1.48085
132	2009.11.02 12:28	close	66	2.94	1.47855	1.47035	1.48085	29.40	11795.51
133	2009.11.02 12:28	buy	67	2.94	1.47872	1.47062	1.48112
134	2009.11.02 12:32	buy	68	4.42	1.47852	1.47042	1.48092
135	2009.11.02 12:36	close	68	4.42	1.47864	1.47042	1.48092	53.04	11848.55
136	2009.11.02 12:36	close	67	2.94	1.47865	1.47062	1.48112	-20.58	11827.97
137	2009.11.02 12:36	buy	69	2.95	1.47882	1.47072	1.48122
138	2009.11.02 12:36	close	69	2.95	1.47892	1.47072	1.48122	29.50	11857.47
139	2009.11.02 12:36	buy	70	2.96	1.47909	1.47099	1.48149
140	2009.11.02 12:37	close	70	2.96	1.47919	1.47099	1.48149	29.60	11887.07
141	2009.11.02 12:37	buy	71	2.97	1.47936	1.47126	1.48176
142	2009.11.02 12:38	close	71	2.97	1.47946	1.47126	1.48176	29.70	11916.77
143	2009.11.02 12:38	buy	72	2.97	1.47963	1.47153	1.48203
144	2009.11.02 12:41	buy	73	4.47	1.47942	1.47132	1.48182
145	2009.11.02 12:42	buy	74	6.71	1.47921	1.47111	1.48161
146	2009.11.02 12:51	buy	75	10.07	1.47900	1.47090	1.48140
147	2009.11.02 14:38	close at stop	75	10.07	1.47488	1.47090	1.48140	-4148.84	7767.93
148	2009.11.02 14:38	close at stop	74	6.71	1.47488	1.47111	1.48161	-2905.43	4862.50
149	2009.11.02 14:38	close at stop	73	4.47	1.47488	1.47132	1.48182	-2029.38	2833.12
150	2009.11.02 14:38	close at stop	72	2.97	1.47488	1.47153	1.48203	-1410.75	1422.37