Report Result : Hans123Trader_v2 - Desynced Forex Repository

Strategy Tester Report

Download Hans123Trader_v2

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		BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Spread=4; ClsOnlUnprTX=1; AtMarketIfPendingImpossible=1; TrailingStop=0; TakeProfit=0; InitialStopLoss=0;

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

Initial deposit	10000.00
Total net profit	-2906.67	Gross profit	6433.62	Gross loss	-9340.29
Profit factor	0.69	Expected payoff	-107.65
Absolute drawdown	4612.99	Maximal drawdown	5196.57 (49.10%)	Relative drawdown	49.10% (5196.57)

Total trades	27	Short positions (won %)	3 (33.33%)	Long positions (won %)	24 (91.67%)
		Profit trades (% of total)	23 (85.19%)	Loss trades (% of total)	4 (14.81%)
Largest		profit trade	1476.83	loss trade	-3780.66
Average		profit trade	279.72	loss trade	-2335.07
Maximum		consecutive wins (profit in money)	23 (6433.62)	consecutive losses (loss in money)	4 (-9340.29)
Maximal		consecutive profit (count of wins)	6433.62 (23)	consecutive loss (count of losses)	-9340.29 (4)
Average		consecutive wins	23	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy stop	1	1.00	1.00589	0.00000	0.00000
2	2009.12.01 14:00	sell stop	2	1.00	0.99917	0.00000	0.00000
3	2009.12.01 14:20	sell	2	1.00	0.99917	0.00000	0.00000
4	2009.12.01 23:59	expiration	1	1.00	1.00589	0.00000	0.00000
5	2009.12.02 01:00	close	2	1.00	0.99905	0.00000	0.00000	11.32	10011.32
6	2009.12.02 10:00	buy stop	3	1.00	1.00081	0.00000	0.00000
7	2009.12.02 10:00	sell stop	4	1.00	0.99771	0.00000	0.00000
8	2009.12.02 14:00	buy stop	5	1.00	0.99955	0.00000	0.00000
9	2009.12.02 14:00	sell stop	6	1.00	0.99775	0.00000	0.00000
10	2009.12.02 14:33	buy	5	1.00	0.99955	0.00000	0.00000
11	2009.12.02 17:10	buy	3	1.00	1.00081	0.00000	0.00000
12	2009.12.02 23:59	expiration	4	1.00	0.99771	0.00000	0.00000
13	2009.12.02 23:59	expiration	6	1.00	0.99775	0.00000	0.00000
14	2009.12.03 00:00	close	5	1.00	1.00181	0.00000	0.00000	227.08	10238.39
15	2009.12.03 00:00	close	3	1.00	1.00181	0.00000	0.00000	101.30	10339.70
16	2009.12.03 10:00	buy stop	7	1.00	1.00004	0.00000	0.00000
17	2009.12.03 10:00	sell stop	8	1.00	0.99639	0.00000	0.00000
18	2009.12.03 14:00	buy stop	9	1.00	0.99793	0.00000	0.00000
19	2009.12.03 14:00	sell stop	10	1.00	0.99635	0.00000	0.00000
20	2009.12.03 14:20	buy	9	1.00	0.99793	0.00000	0.00000
21	2009.12.03 14:32	sell	8	1.00	0.99639	0.00000	0.00000
22	2009.12.03 14:32	sell	10	1.00	0.99635	0.00000	0.00000
23	2009.12.03 14:50	buy	7	1.00	1.00004	0.00000	0.00000
24	2009.12.04 00:00	close	9	1.00	1.00088	0.00000	0.00000	295.24	10634.93
25	2009.12.04 00:00	close	7	1.00	1.00088	0.00000	0.00000	84.43	10719.36
26	2009.12.04 10:00	buy stop	11	1.00	1.00128	0.00000	0.00000
27	2009.12.04 14:00	buy stop	12	1.00	1.00036	0.00000	0.00000
28	2009.12.04 14:40	buy	11	1.00	1.00128	0.00000	0.00000
29	2009.12.04 14:40	buy	12	1.00	1.00036	0.00000	0.00000
30	2009.12.07 00:00	close	12	1.00	1.01535	0.00000	0.00000	1476.83	12196.19
31	2009.12.07 00:00	close	11	1.00	1.01535	0.00000	0.00000	1386.22	13582.42
32	2009.12.07 10:00	buy	13	1.00	1.02363	0.00000	0.00000
33	2009.12.07 14:00	buy stop	14	1.00	1.02316	0.00000	0.00000
34	2009.12.07 23:59	expiration	14	1.00	1.02316	0.00000	0.00000
35	2009.12.08 14:00	buy stop	15	1.00	1.02334	0.00000	0.00000
36	2009.12.08 14:10	buy	15	1.00	1.02334	0.00000	0.00000
37	2009.12.08 15:00	close	13	1.00	1.02414	0.00000	0.00000	50.29	13632.71
38	2009.12.09 00:00	close	15	1.00	1.02674	0.00000	0.00000	331.64	13964.36
39	2009.12.09 10:00	buy stop	16	1.00	1.02814	0.00000	0.00000
40	2009.12.09 18:15	buy	16	1.00	1.02814	0.00000	0.00000
41	2009.12.10 07:00	close	16	1.00	1.02855	0.00000	0.00000	41.34	14005.70
42	2009.12.10 10:00	buy stop	17	1.00	1.03015	0.00000	0.00000
43	2009.12.10 14:00	buy stop	18	1.00	1.02714	0.00000	0.00000
44	2009.12.10 16:20	buy	18	1.00	1.02714	0.00000	0.00000
45	2009.12.10 23:59	expiration	17	1.00	1.03015	0.00000	0.00000
46	2009.12.11 10:00	buy stop	19	1.00	1.02723	0.00000	0.00000
47	2009.12.11 14:45	buy	19	1.00	1.02723	0.00000	0.00000
48	2009.12.11 15:00	close	18	1.00	1.02865	0.00000	0.00000	147.29	14152.99
49	2009.12.14 00:00	close	19	1.00	1.03531	0.00000	0.00000	780.94	14933.92
50	2009.12.14 10:00	buy stop	20	1.00	1.03283	0.00000	0.00000
51	2009.12.14 11:40	buy	20	1.00	1.03283	0.00000	0.00000
52	2009.12.14 14:00	buy stop	21	1.00	1.03441	0.00000	0.00000
53	2009.12.14 23:59	expiration	21	1.00	1.03441	0.00000	0.00000
54	2009.12.15 07:00	close	20	1.00	1.03348	0.00000	0.00000	63.38	14997.31
55	2009.12.15 10:00	buy stop	22	1.00	1.03933	0.00000	0.00000
56	2009.12.15 10:15	buy	22	1.00	1.03933	0.00000	0.00000
57	2009.12.15 14:00	buy stop	23	1.00	1.04138	0.00000	0.00000
58	2009.12.15 14:37	buy	23	1.00	1.04138	0.00000	0.00000
59	2009.12.16 00:00	close	22	1.00	1.04034	0.00000	0.00000	97.58	15094.88
60	2009.12.16 05:00	close	23	1.00	1.04166	0.00000	0.00000	27.38	15122.26
61	2009.12.16 10:00	buy stop	24	1.00	1.04249	0.00000	0.00000
62	2009.12.16 14:00	buy stop	25	1.00	1.03976	0.00000	0.00000
63	2009.12.16 14:20	buy	25	1.00	1.03976	0.00000	0.00000
64	2009.12.16 23:59	expiration	24	1.00	1.04249	0.00000	0.00000
65	2009.12.17 03:00	close	25	1.00	1.04304	0.00000	0.00000	315.96	15438.21
66	2009.12.17 10:00	buy stop	26	1.00	1.04699	0.00000	0.00000
67	2009.12.17 10:10	buy	26	1.00	1.04699	0.00000	0.00000
68	2009.12.17 14:00	buy stop	27	1.00	1.05077	0.00000	0.00000
69	2009.12.17 23:59	expiration	27	1.00	1.05077	0.00000	0.00000
70	2009.12.18 14:00	buy stop	28	1.00	1.04363	0.00000	0.00000
71	2009.12.18 14:20	buy	28	1.00	1.04363	0.00000	0.00000
72	2009.12.18 17:00	close	26	1.00	1.04713	0.00000	0.00000	13.86	15452.08
73	2009.12.21 10:00	close	28	1.00	1.04628	0.00000	0.00000	253.78	15705.85
74	2009.12.21 10:00	buy stop	29	1.00	1.04817	0.00000	0.00000
75	2009.12.21 14:00	buy stop	30	1.00	1.04448	0.00000	0.00000
76	2009.12.21 16:20	buy	30	1.00	1.04448	0.00000	0.00000
77	2009.12.21 23:59	expiration	29	1.00	1.04817	0.00000	0.00000
78	2009.12.22 00:00	close	30	1.00	1.04594	0.00000	0.00000	140.09	15845.94
79	2009.12.22 10:00	buy stop	31	1.00	1.04699	0.00000	0.00000
80	2009.12.22 11:15	buy	31	1.00	1.04699	0.00000	0.00000
81	2009.12.23 00:00	close	31	1.00	1.04824	0.00000	0.00000	119.75	15965.68
82	2009.12.23 10:00	buy stop	32	1.00	1.04959	0.00000	0.00000
83	2009.12.23 10:02	buy	32	1.00	1.04959	0.00000	0.00000
84	2009.12.23 14:00	buy stop	33	1.00	1.04843	0.00000	0.00000
85	2009.12.23 23:59	expiration	33	1.00	1.04843	0.00000	0.00000
86	2009.12.24 14:00	buy stop	34	1.00	1.03568	0.00000	0.00000
87	2009.12.24 15:15	buy	34	1.00	1.03568	0.00000	0.00000
88	2009.12.28 00:00	close	34	1.00	1.03617	0.00000	0.00000	48.28	16013.96
89	2009.12.28 14:00	buy stop	35	1.00	1.03548	0.00000	0.00000
90	2009.12.28 23:33	buy	35	1.00	1.03548	0.00000	0.00000
91	2009.12.29 02:00	close	35	1.00	1.03570	0.00000	0.00000	21.73	16035.70
92	2009.12.29 14:00	buy stop	36	1.00	1.03254	0.00000	0.00000
93	2009.12.29 15:50	buy	36	1.00	1.03254	0.00000	0.00000
94	2009.12.30 00:00	close	36	1.00	1.03666	0.00000	0.00000	397.93	16433.62
95	2009.12.30 14:00	buy stop	37	1.00	1.03905	0.00000	0.00000
96	2009.12.30 15:20	buy	37	1.00	1.03905	0.00000	0.00000
97	2009.12.31 18:57	close at stop	37	1.00	1.03506	0.00000	0.00000	-384.00	16049.63
98	2009.12.31 18:57	close at stop	32	1.00	1.03506	0.00000	0.00000	-1398.83	14650.80
99	2009.12.31 18:57	close at stop	10	1.00	1.03529	0.00000	0.00000	-3780.66	10870.13
100	2009.12.31 18:57	close at stop	8	1.00	1.03529	0.00000	0.00000	-3776.80	7093.33