Report Result : GO_v1 - Desynced Forex Repository

Strategy Tester Report

Download GO_v1

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		RISK=30; MAXORDERS=5;

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

Initial deposit	10000.00
Total net profit	-9676.49	Gross profit	19974.52	Gross loss	-29651.01
Profit factor	0.67	Expected payoff	-254.64
Absolute drawdown	9676.50	Maximal drawdown	33878.96 (99.05%)	Relative drawdown	99.05% (33878.96)

Total trades	38	Short positions (won %)	21 (4.76%)	Long positions (won %)	17 (35.29%)
		Profit trades (% of total)	7 (18.42%)	Loss trades (% of total)	31 (81.58%)
Largest		profit trade	4617.02	loss trade	-2670.70
Average		profit trade	2853.50	loss trade	-956.48
Maximum		consecutive wins (profit in money)	4 (16463.46)	consecutive losses (loss in money)	10 (-13113.16)
Maximal		consecutive profit (count of wins)	16463.46 (4)	consecutive loss (count of losses)	-13113.16 (10)
Average		consecutive wins	2	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	3.00	1.00496	0.00000	0.00000
2	2009.12.01 01:00	sell	2	3.00	1.00324	0.00000	0.00000
3	2009.12.01 02:00	sell	3	3.00	1.00463	0.00000	0.00000
4	2009.12.01 03:00	sell	4	3.00	1.00437	0.00000	0.00000
5	2009.12.01 04:00	sell	5	3.00	1.00455	0.00000	0.00000
6	2009.12.04 14:45	close	5	3.00	1.00647	0.00000	0.00000	-582.69	9417.31
7	2009.12.04 14:47	close	4	3.00	1.00530	0.00000	0.00000	-287.92	9129.38
8	2009.12.04 14:50	close	3	3.00	1.00998	0.00000	0.00000	-1599.54	7529.84
9	2009.12.04 14:52	close	2	3.00	1.00764	0.00000	0.00000	-1320.39	6209.46
10	2009.12.04 14:55	close	1	3.00	1.00881	0.00000	0.00000	-1155.31	5054.15
11	2009.12.04 14:57	buy	6	1.50	1.00530	0.00000	0.00000
12	2009.12.04 15:00	buy	7	1.50	1.00864	0.00000	0.00000
13	2009.12.04 16:00	buy	8	1.50	1.00865	0.00000	0.00000
14	2009.12.04 17:00	buy	9	1.50	1.01323	0.00000	0.00000
15	2009.12.04 18:00	buy	10	1.50	1.01394	0.00000	0.00000
16	2009.12.24 16:16	close	10	1.50	1.03625	0.00000	0.00000	3244.28	8298.43
17	2009.12.24 16:20	buy	11	2.50	1.03683	0.00000	0.00000
18	2009.12.24 16:23	close	11	2.50	1.03639	0.00000	0.00000	-106.14	8192.29
19	2009.12.24 17:00	buy	12	2.50	1.03854	0.00000	0.00000
20	2009.12.24 17:05	close	12	2.50	1.03789	0.00000	0.00000	-156.57	8035.72
21	2009.12.24 17:10	close	9	1.50	1.03751	0.00000	0.00000	3525.18	11560.90
22	2009.12.24 17:12	close	8	1.50	1.03770	0.00000	0.00000	4214.04	15774.94
23	2009.12.24 17:15	close	7	1.50	1.03693	0.00000	0.00000	4107.22	19882.16
24	2009.12.24 17:17	close	6	1.50	1.03712	0.00000	0.00000	4617.02	24499.18
25	2009.12.24 18:00	sell	13	7.30	1.03681	0.00000	0.00000
26	2009.12.24 18:10	close	13	7.30	1.03791	0.00000	0.00000	-773.67	23725.51
27	2009.12.28 00:00	buy	14	7.10	1.03647	0.00000	0.00000
28	2009.12.28 01:00	buy	15	7.10	1.03696	0.00000	0.00000
29	2009.12.28 02:00	buy	16	7.10	1.03857	0.00000	0.00000
30	2009.12.28 02:45	close	16	7.10	1.03565	0.00000	0.00000	-2001.83	21723.68
31	2009.12.28 02:50	close	15	7.10	1.03418	0.00000	0.00000	-1908.57	19815.11
32	2009.12.28 02:52	close	14	7.10	1.03491	0.00000	0.00000	-1070.24	18744.87
33	2009.12.28 03:00	sell	17	5.60	1.03443	0.00000	0.00000
34	2009.12.28 03:32	close	17	5.60	1.03592	0.00000	0.00000	-805.47	17939.40
35	2009.12.28 04:00	buy	18	5.40	1.03527	0.00000	0.00000
36	2009.12.28 05:00	close	18	5.40	1.03569	0.00000	0.00000	218.98	18158.38
37	2009.12.28 05:02	sell	19	5.40	1.03580	0.00000	0.00000
38	2009.12.28 06:00	sell	20	5.40	1.03678	0.00000	0.00000
39	2009.12.28 07:00	sell	21	5.40	1.03532	0.00000	0.00000
40	2009.12.28 08:00	sell	22	5.40	1.03552	0.00000	0.00000
41	2009.12.28 08:15	close	22	5.40	1.03688	0.00000	0.00000	-708.28	17450.10
42	2009.12.28 08:17	close	21	5.40	1.03674	0.00000	0.00000	-739.63	16710.47
43	2009.12.28 08:20	close	20	5.40	1.03731	0.00000	0.00000	-275.91	16434.56
44	2009.12.28 08:22	close	19	5.40	1.03703	0.00000	0.00000	-640.48	15794.08
45	2009.12.28 09:00	buy	23	4.70	1.03735	0.00000	0.00000
46	2009.12.28 09:59	close	23	4.70	1.03569	0.00000	0.00000	-753.31	15040.77
47	2009.12.28 10:00	sell	24	4.50	1.03563	0.00000	0.00000
48	2009.12.28 11:00	sell	25	4.50	1.03505	0.00000	0.00000
49	2009.12.28 12:00	sell	26	4.50	1.03517	0.00000	0.00000
50	2009.12.28 13:00	sell	27	4.50	1.03372	0.00000	0.00000
51	2009.12.28 14:00	sell	28	4.50	1.03316	0.00000	0.00000
52	2009.12.28 23:10	close	28	4.50	1.03517	0.00000	0.00000	-873.77	14167.00
53	2009.12.28 23:12	close	27	4.50	1.03511	0.00000	0.00000	-604.28	13562.72
54	2009.12.28 23:15	close	26	4.50	1.03534	0.00000	0.00000	-73.89	13488.83
55	2009.12.28 23:17	close	25	4.50	1.03528	0.00000	0.00000	-99.97	13388.86
56	2009.12.28 23:20	close	24	4.50	1.03552	0.00000	0.00000	47.80	13436.66
57	2009.12.28 23:22	buy	29	4.00	1.03540	0.00000	0.00000
58	2009.12.29 00:00	buy	30	4.00	1.03559	0.00000	0.00000
59	2009.12.29 01:00	buy	31	4.00	1.03562	0.00000	0.00000
60	2009.12.29 02:00	buy	32	4.00	1.03600	0.00000	0.00000
61	2009.12.29 03:00	buy	33	4.00	1.03586	0.00000	0.00000
62	2009.12.29 08:00	close	33	4.00	1.03464	0.00000	0.00000	-471.66	12965.00
63	2009.12.29 08:03	close	32	4.00	1.03447	0.00000	0.00000	-591.61	12373.39
64	2009.12.29 08:06	close	31	4.00	1.03428	0.00000	0.00000	-518.23	11855.16
65	2009.12.29 08:10	close	30	4.00	1.03465	0.00000	0.00000	-363.41	11491.75
66	2009.12.29 08:13	close	29	4.00	1.03391	0.00000	0.00000	-574.47	10917.28
67	2009.12.29 08:16	sell	34	3.30	1.03410	0.00000	0.00000
68	2009.12.29 09:00	sell	35	3.30	1.03098	0.00000	0.00000
69	2009.12.29 10:00	sell	36	3.30	1.02953	0.00000	0.00000
70	2009.12.29 11:00	sell	37	3.30	1.02986	0.00000	0.00000
71	2009.12.29 12:00	sell	38	3.30	1.03186	0.00000	0.00000
72	2009.12.29 17:20	close at stop	38	3.30	1.03793	0.00000	0.00000	-1929.90	8987.38
73	2009.12.29 17:20	close at stop	37	3.30	1.03793	0.00000	0.00000	-2565.78	6421.60
74	2009.12.29 17:20	close at stop	36	3.30	1.03793	0.00000	0.00000	-2670.70	3750.90
75	2009.12.29 17:20	close at stop	35	3.30	1.03793	0.00000	0.00000	-2209.69	1541.21
76	2009.12.29 17:20	close at stop	34	3.30	1.03793	0.00000	0.00000	-1217.71	323.50