Report Result : Gandalf - Desynced Forex Repository

Strategy Tester Report

Download Gandalf

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		In_BUY=true; Count_buy=24; w=0.18; SL_buy=62; In_SELL=true; Count_sell=24; m=0.18; SL_sell=62; Risk=0;

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

Initial deposit	10000.00
Total net profit	-27.96	Gross profit	84.10	Gross loss	-112.06
Profit factor	0.75	Expected payoff	-0.53
Absolute drawdown	29.54	Maximal drawdown	31.97 (0.32%)	Relative drawdown	0.32% (31.97)

Total trades	53	Short positions (won %)	26 (53.85%)	Long positions (won %)	27 (74.07%)
		Profit trades (% of total)	34 (64.15%)	Loss trades (% of total)	19 (35.85%)
Largest		profit trade	5.54	loss trade	-6.34
Average		profit trade	2.47	loss trade	-5.90
Maximum		consecutive wins (profit in money)	6 (11.69)	consecutive losses (loss in money)	3 (-18.72)
Maximal		consecutive profit (count of wins)	11.69 (6)	consecutive loss (count of losses)	-18.72 (3)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.01	1.00336	0.99704	1.00580
2	2009.12.01 06:15	t/p	1	0.01	1.00580	0.99704	1.00580	2.43	10002.43
3	2009.12.01 09:00	buy	2	0.01	1.00354	0.99722	1.00495
4	2009.12.01 17:20	s/l	2	0.01	0.99722	0.99722	1.00495	-6.34	9996.09
5	2009.12.01 21:00	sell	3	0.01	0.99873	1.00505	0.99720
6	2009.12.03 01:00	buy	4	0.01	1.00061	0.99429	1.00225
7	2009.12.03 08:20	t/p	3	0.01	0.99720	1.00505	0.99720	1.51	9997.60
8	2009.12.03 15:00	sell	5	0.01	0.99921	1.00553	0.99677
9	2009.12.04 14:40	t/p	4	0.01	1.00225	0.99429	1.00225	1.63	9999.23
10	2009.12.04 14:45	s/l	5	0.01	1.00553	1.00553	0.99677	-6.29	9992.94
11	2009.12.04 15:00	sell	6	0.01	1.00834	1.01466	1.00181
12	2009.12.04 17:37	s/l	6	0.01	1.01466	1.01466	1.00181	-6.23	9986.71
13	2009.12.04 18:00	sell	7	0.01	1.01364	1.01996	1.00827
14	2009.12.07 00:00	buy	8	0.01	1.01547	1.00915	1.01895
15	2009.12.07 09:35	s/l	7	0.01	1.01996	1.01996	1.00827	-6.20	9980.52
16	2009.12.07 09:35	t/p	8	0.01	1.01895	1.00915	1.01895	3.41	9983.93
17	2009.12.07 10:00	sell	9	0.01	1.02340	1.02972	1.01982
18	2009.12.07 11:33	t/p	9	0.01	1.01982	1.02972	1.01982	3.51	9987.44
19	2009.12.07 16:00	buy	10	0.01	1.02075	1.01443	1.02251
20	2009.12.07 19:16	s/l	10	0.01	1.01443	1.01443	1.02251	-6.23	9981.21
21	2009.12.07 20:00	buy	11	0.01	1.01671	1.01039	1.02042
22	2009.12.07 21:45	t/p	11	0.01	1.02042	1.01039	1.02042	3.63	9984.84
23	2009.12.08 09:00	sell	12	0.01	1.02091	1.02723	1.01783
24	2009.12.08 10:50	t/p	12	0.01	1.01783	1.02723	1.01783	3.03	9987.87
25	2009.12.08 13:00	sell	13	0.01	1.02140	1.02772	1.01869
26	2009.12.08 19:20	s/l	13	0.01	1.02772	1.02772	1.01869	-6.15	9981.72
27	2009.12.08 20:00	sell	14	0.01	1.02766	1.03398	1.02590
28	2009.12.08 23:00	buy	15	0.01	1.02697	1.02065	1.02853
29	2009.12.08 23:32	t/p	14	0.01	1.02590	1.03398	1.02590	1.72	9983.44
30	2009.12.09 00:32	t/p	15	0.01	1.02853	1.02065	1.02853	1.52	9984.96
31	2009.12.09 01:00	buy	16	0.01	1.02758	1.02126	1.02935
32	2009.12.09 16:00	sell	17	0.01	1.02695	1.03327	1.02486
33	2009.12.09 16:50	t/p	17	0.01	1.02486	1.03327	1.02486	2.04	9987.00
34	2009.12.09 19:00	sell	18	0.01	1.02835	1.03467	1.02542
35	2009.12.09 19:15	t/p	16	0.01	1.02935	1.02126	1.02935	1.72	9988.72
36	2009.12.10 01:32	t/p	18	0.01	1.02542	1.03467	1.02542	2.83	9991.55
37	2009.12.10 12:00	buy	19	0.01	1.02519	1.01887	1.02711
38	2009.12.10 16:20	t/p	19	0.01	1.02711	1.01887	1.02711	1.86	9993.41
39	2009.12.11 15:00	sell	20	0.01	1.02865	1.03497	1.02566
40	2009.12.11 16:20	s/l	20	0.01	1.03497	1.03497	1.02566	-6.10	9987.31
41	2009.12.11 17:00	sell	21	0.01	1.03424	1.04056	1.02874
42	2009.12.14 01:00	buy	22	0.01	1.03435	1.02803	1.03622
43	2009.12.15 09:03	t/p	22	0.01	1.03622	1.02803	1.03622	1.81	9989.12
44	2009.12.15 10:32	s/l	21	0.01	1.04056	1.04056	1.02874	-6.09	9983.03
45	2009.12.15 11:00	sell	23	0.01	1.03986	1.04618	1.03612
46	2009.12.15 17:00	buy	24	0.01	1.03902	1.03270	1.04164
47	2009.12.15 17:20	t/p	24	0.01	1.04164	1.03270	1.04164	2.52	9985.55
48	2009.12.15 20:00	buy	25	0.01	1.04141	1.03509	1.04337
49	2009.12.16 16:02	t/p	23	0.01	1.03612	1.04618	1.03612	3.60	9989.16
50	2009.12.16 17:15	s/l	25	0.01	1.03509	1.03509	1.04337	-6.10	9983.06
51	2009.12.16 19:00	sell	26	0.01	1.03774	1.04406	1.03619
52	2009.12.16 20:02	t/p	26	0.01	1.03619	1.04406	1.03619	1.50	9984.56
53	2009.12.16 21:00	sell	27	0.01	1.03965	1.04597	1.03638
54	2009.12.17 04:10	s/l	27	0.01	1.04597	1.04597	1.03638	-6.06	9978.50
55	2009.12.17 05:00	sell	28	0.01	1.04489	1.05121	1.04171
56	2009.12.17 10:00	buy	29	0.01	1.04580	1.03948	1.04724
57	2009.12.17 10:16	t/p	29	0.01	1.04724	1.03948	1.04724	1.37	9979.87
58	2009.12.17 13:00	buy	30	0.01	1.04876	1.04244	1.05018
59	2009.12.17 14:50	t/p	30	0.01	1.05018	1.04244	1.05018	1.35	9981.22
60	2009.12.17 15:00	buy	31	0.01	1.04952	1.04320	1.05133
61	2009.12.18 01:20	s/l	31	0.01	1.04320	1.04320	1.05133	-6.06	9975.16
62	2009.12.18 01:50	t/p	28	0.01	1.04171	1.05121	1.04171	3.04	9978.20
63	2009.12.18 02:00	buy	32	0.01	1.04299	1.03667	1.04657
64	2009.12.18 07:00	sell	33	0.01	1.04159	1.04791	1.03996
65	2009.12.18 16:50	t/p	32	0.01	1.04657	1.03667	1.04657	3.42	9981.62
66	2009.12.18 17:07	s/l	33	0.01	1.04791	1.04791	1.03996	-6.03	9975.59
67	2009.12.18 18:00	sell	34	0.01	1.04519	1.05151	1.04283
68	2009.12.18 18:50	t/p	34	0.01	1.04283	1.05151	1.04283	2.26	9977.85
69	2009.12.21 00:00	buy	35	0.01	1.04079	1.03447	1.04391
70	2009.12.21 09:40	t/p	35	0.01	1.04391	1.03447	1.04391	2.99	9980.84
71	2009.12.21 10:00	sell	36	0.01	1.04628	1.05260	1.04246
72	2009.12.21 11:50	t/p	36	0.01	1.04246	1.05260	1.04246	3.66	9984.50
73	2009.12.21 14:00	buy	37	0.01	1.04020	1.03388	1.04223
74	2009.12.21 15:20	t/p	37	0.01	1.04223	1.03388	1.04223	1.95	9986.45
75	2009.12.21 17:00	sell	38	0.01	1.04382	1.05014	1.04224
76	2009.12.22 14:02	s/l	38	0.01	1.05014	1.05014	1.04224	-6.03	9980.43
77	2009.12.22 19:00	buy	39	0.01	1.04690	1.04058	1.04848
78	2009.12.22 19:20	t/p	39	0.01	1.04848	1.04058	1.04848	1.51	9981.94
79	2009.12.23 12:00	buy	40	0.01	1.04620	1.03988	1.04815
80	2009.12.23 16:20	s/l	40	0.01	1.03988	1.03988	1.04815	-6.08	9975.86
81	2009.12.23 17:00	buy	41	0.01	1.03887	1.03255	1.04277
82	2009.12.23 21:00	sell	42	0.01	1.03930	1.04562	1.03733
83	2009.12.24 08:45	t/p	42	0.01	1.03733	1.04562	1.03733	1.88	9977.73
84	2009.12.24 13:50	s/l	41	0.01	1.03255	1.03255	1.04277	-6.12	9971.61
85	2009.12.24 14:00	buy	43	0.01	1.03282	1.02650	1.03472
86	2009.12.24 14:50	t/p	43	0.01	1.03472	1.02650	1.03472	1.83	9973.44
87	2009.12.24 16:00	sell	44	0.01	1.03779	1.04411	1.03474
88	2009.12.28 02:50	t/p	44	0.01	1.03474	1.04411	1.03474	2.92	9976.37
89	2009.12.28 03:00	buy	45	0.01	1.03455	1.02823	1.03639
90	2009.12.28 05:15	t/p	45	0.01	1.03639	1.02823	1.03639	1.78	9978.15
91	2009.12.29 09:00	buy	46	0.01	1.03110	1.02478	1.03475
92	2009.12.29 16:00	sell	47	0.01	1.03147	1.03779	1.02959
93	2009.12.29 17:15	t/p	46	0.01	1.03475	1.02478	1.03475	3.52	9981.67
94	2009.12.29 17:32	s/l	47	0.01	1.03779	1.03779	1.02959	-6.08	9975.59
95	2009.12.29 18:00	sell	48	0.01	1.03649	1.04281	1.03076
96	2009.12.30 07:00	buy	49	0.01	1.03869	1.03237	1.04048
97	2009.12.30 16:45	t/p	49	0.01	1.04048	1.03237	1.04048	1.72	9977.31
98	2009.12.30 19:00	buy	50	0.01	1.03639	1.03007	1.03854
99	2009.12.31 07:46	t/p	48	0.01	1.03076	1.04281	1.03076	5.54	9982.85
100	2009.12.31 07:46	s/l	50	0.01	1.03007	1.03007	1.03854	-6.13	9976.72
101	2009.12.31 08:00	buy	51	0.01	1.02935	1.02303	1.03253
102	2009.12.31 15:00	sell	52	0.01	1.03049	1.03681	1.02851
103	2009.12.31 15:50	t/p	51	0.01	1.03253	1.02303	1.03253	3.08	9979.80
104	2009.12.31 16:32	s/l	52	0.01	1.03681	1.03681	1.02851	-6.09	9973.71
105	2009.12.31 17:00	sell	53	0.01	1.03345	1.03977	1.02957
106	2009.12.31 18:57	close at stop	53	0.01	1.03518	1.03977	1.02957	-1.67	9972.04