Report Result : Kurka_Trader_GREED - 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		MAGIC=1; STOPLOSS=200; TAKEPROFIT=100; SLIPPAGE=3; SIGNALCANDLE=1; LOTS=1; PIPSTART=5; PIPSTEP=3; OSMATIME=0; OSMAFast=5; OSMASlow=30; OSMASignal=2; ADXTIME=0; ADXPERIOD=6; ProfitTrailing=false; TrailingStop=5; TrailingStep=2; UseSound=false; NameFileSound=""expert.wav"";

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

Initial deposit	10000.00
Total net profit	-2442.13	Gross profit	2802.78	Gross loss	-5244.91
Profit factor	0.53	Expected payoff	-43.61
Absolute drawdown	2442.14	Maximal drawdown	2495.25 (24.82%)	Relative drawdown	24.82% (2495.25)

Total trades	56	Short positions (won %)	23 (69.57%)	Long positions (won %)	33 (39.39%)
		Profit trades (% of total)	29 (51.79%)	Loss trades (% of total)	27 (48.21%)
Largest		profit trade	100.25	loss trade	-200.37
Average		profit trade	96.65	loss trade	-194.26
Maximum		consecutive wins (profit in money)	6 (572.62)	consecutive losses (loss in money)	5 (-955.61)
Maximal		consecutive profit (count of wins)	572.62 (6)	consecutive loss (count of losses)	-955.61 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 03:25	sell	1	1.00	0.99854	1.00054	0.99754
2	2009.12.02 08:20	s/l	1	1.00	1.00054	1.00054	0.99754	-199.86	9800.14
3	2009.12.02 09:42	sell	2	1.00	0.99824	1.00024	0.99724
4	2009.12.02 14:02	buy	3	1.00	0.99936	0.99736	1.00036
5	2009.12.02 14:46	s/l	2	1.00	1.00024	1.00024	0.99724	-199.92	9600.22
6	2009.12.02 15:02	t/p	3	1.00	1.00036	0.99736	1.00036	99.96	9700.18
7	2009.12.02 15:32	sell	4	1.00	0.99876	1.00076	0.99776
8	2009.12.02 17:10	s/l	4	1.00	1.00076	1.00076	0.99776	-199.83	9500.35
9	2009.12.02 17:50	buy	5	1.00	1.00056	0.99856	1.00156
10	2009.12.02 18:15	t/p	5	1.00	1.00156	0.99856	1.00156	99.81	9600.16
11	2009.12.02 20:55	buy	6	1.00	1.00259	1.00059	1.00359
12	2009.12.02 23:17	sell	7	1.00	1.00163	1.00363	1.00063
13	2009.12.02 23:27	sell	8	1.00	1.00160	1.00360	1.00060
14	2009.12.02 23:35	sell	9	1.00	1.00160	1.00360	1.00060
15	2009.12.02 23:42	sell	10	1.00	1.00166	1.00366	1.00066
16	2009.12.03 00:07	buy	11	1.00	1.00200	1.00000	1.00300
17	2009.12.03 00:20	s/l	6	1.00	1.00059	1.00059	1.00359	-198.43	9401.72
18	2009.12.03 00:20	t/p	7	1.00	1.00063	1.00363	1.00063	97.86	9499.59
19	2009.12.03 00:20	t/p	8	1.00	1.00060	1.00360	1.00060	97.86	9597.45
20	2009.12.03 00:20	t/p	9	1.00	1.00060	1.00360	1.00060	97.86	9695.31
21	2009.12.03 00:20	t/p	10	1.00	1.00066	1.00366	1.00066	97.86	9793.17
22	2009.12.03 00:50	s/l	11	1.00	1.00000	1.00000	1.00300	-200.03	9593.14
23	2009.12.03 07:35	sell	12	1.00	0.99880	1.00080	0.99780
24	2009.12.03 07:50	t/p	12	1.00	0.99780	1.00080	0.99780	100.25	9693.39
25	2009.12.04 11:50	buy	13	1.00	1.00049	0.99849	1.00149
26	2009.12.04 11:55	buy	14	1.00	1.00043	0.99843	1.00143
27	2009.12.04 14:26	s/l	13	1.00	0.99849	0.99849	1.00149	-200.37	9493.02
28	2009.12.04 14:26	s/l	14	1.00	0.99843	0.99843	1.00143	-200.37	9292.65
29	2009.12.08 18:12	buy	15	1.00	1.02525	1.02325	1.02625
30	2009.12.08 18:20	t/p	15	1.00	1.02625	1.02325	1.02625	97.44	9390.09
31	2009.12.08 21:03	buy	16	1.00	1.02807	1.02607	1.02907
32	2009.12.08 23:32	s/l	16	1.00	1.02607	1.02607	1.02907	-195.20	9194.89
33	2009.12.10 14:55	sell	17	1.00	1.02469	1.02669	1.02369
34	2009.12.10 16:15	s/l	17	1.00	1.02669	1.02669	1.02369	-194.74	9000.15
35	2009.12.10 19:10	buy	18	1.00	1.02767	1.02567	1.02867
36	2009.12.10 20:20	s/l	18	1.00	1.02567	1.02567	1.02867	-195.01	8805.14
37	2009.12.11 22:12	buy	19	1.00	1.03442	1.03242	1.03542
38	2009.12.14 00:59	sell	20	1.00	1.03411	1.03611	1.03311
39	2009.12.14 01:37	t/p	20	1.00	1.03311	1.03611	1.03311	96.81	8901.95
40	2009.12.14 02:20	s/l	19	1.00	1.03242	1.03242	1.03542	-193.26	8708.69
41	2009.12.14 15:22	sell	21	1.00	1.03203	1.03403	1.03103
42	2009.12.14 15:42	sell	22	1.00	1.03203	1.03403	1.03103
43	2009.12.14 18:50	t/p	21	1.00	1.03103	1.03403	1.03103	96.99	8805.68
44	2009.12.14 18:50	t/p	22	1.00	1.03103	1.03403	1.03103	96.99	8902.67
45	2009.12.15 11:20	buy	23	1.00	1.03935	1.03735	1.04035
46	2009.12.15 11:37	buy	24	1.00	1.03935	1.03735	1.04035
47	2009.12.15 11:50	t/p	23	1.00	1.04035	1.03735	1.04035	96.11	8998.78
48	2009.12.15 11:50	t/p	24	1.00	1.04035	1.03735	1.04035	96.11	9094.89
49	2009.12.15 13:30	buy	25	1.00	1.04102	1.03902	1.04202
50	2009.12.15 15:20	s/l	25	1.00	1.03902	1.03902	1.04202	-192.59	8902.30
51	2009.12.16 04:37	sell	26	1.00	1.04018	1.04218	1.03918
52	2009.12.16 08:50	s/l	26	1.00	1.04218	1.04218	1.03918	-191.83	8710.47
53	2009.12.16 09:50	sell	27	1.00	1.03966	1.04166	1.03866
54	2009.12.16 11:20	t/p	27	1.00	1.03866	1.04166	1.03866	96.30	8806.77
55	2009.12.17 08:52	buy	28	1.00	1.04687	1.04487	1.04787
56	2009.12.17 10:45	t/p	28	1.00	1.04787	1.04487	1.04787	95.39	8902.16
57	2009.12.18 09:00	buy	29	1.00	1.04249	1.04049	1.04349
58	2009.12.18 13:20	t/p	29	1.00	1.04349	1.04049	1.04349	95.82	8997.98
59	2009.12.18 14:17	buy	30	1.00	1.04333	1.04133	1.04433
60	2009.12.18 14:27	buy	31	1.00	1.04333	1.04133	1.04433
61	2009.12.18 14:50	t/p	30	1.00	1.04433	1.04133	1.04433	95.71	9093.69
62	2009.12.18 14:50	t/p	31	1.00	1.04433	1.04133	1.04433	95.71	9189.40
63	2009.12.21 07:52	sell	32	1.00	1.04139	1.04339	1.04039
64	2009.12.21 09:40	s/l	32	1.00	1.04339	1.04339	1.04039	-191.43	8997.97
65	2009.12.21 21:50	buy	33	1.00	1.04592	1.04392	1.04692
66	2009.12.21 22:15	buy	34	1.00	1.04635	1.04435	1.04735
67	2009.12.21 22:17	buy	35	1.00	1.04629	1.04429	1.04729
68	2009.12.21 22:27	buy	36	1.00	1.04629	1.04429	1.04729
69	2009.12.21 22:52	buy	37	1.00	1.04629	1.04429	1.04729
70	2009.12.21 23:20	t/p	33	1.00	1.04692	1.04392	1.04692	95.49	9093.46
71	2009.12.22 03:25	buy	38	1.00	1.04638	1.04438	1.04738
72	2009.12.22 06:10	buy	39	1.00	1.04570	1.04370	1.04670
73	2009.12.22 07:50	t/p	39	1.00	1.04670	1.04370	1.04670	95.53	9188.99
74	2009.12.22 08:37	s/l	34	1.00	1.04435	1.04435	1.04735	-191.01	8997.98
75	2009.12.22 08:37	s/l	35	1.00	1.04429	1.04429	1.04729	-191.03	8806.95
76	2009.12.22 08:37	s/l	36	1.00	1.04429	1.04429	1.04729	-191.03	8615.93
77	2009.12.22 08:37	s/l	37	1.00	1.04429	1.04429	1.04729	-191.03	8424.90
78	2009.12.22 08:37	s/l	38	1.00	1.04438	1.04438	1.04738	-191.52	8233.38
79	2009.12.23 05:12	buy	40	1.00	1.04901	1.04701	1.05001
80	2009.12.23 06:15	sell	41	1.00	1.04897	1.05097	1.04797
81	2009.12.23 06:17	sell	42	1.00	1.04903	1.05103	1.04803
82	2009.12.23 06:27	sell	43	1.00	1.04897	1.05097	1.04797
83	2009.12.23 06:27	sell	44	1.00	1.04891	1.05091	1.04791
84	2009.12.23 06:32	sell	45	1.00	1.04900	1.05100	1.04800
85	2009.12.23 06:35	sell	46	1.00	1.04891	1.05091	1.04791
86	2009.12.23 08:20	t/p	41	1.00	1.04797	1.05097	1.04797	95.42	8328.80
87	2009.12.23 08:20	t/p	42	1.00	1.04803	1.05103	1.04803	95.43	8424.23
88	2009.12.23 08:20	t/p	43	1.00	1.04797	1.05097	1.04797	95.42	8519.65
89	2009.12.23 08:20	t/p	45	1.00	1.04800	1.05100	1.04800	95.43	8615.08
90	2009.12.23 10:50	t/p	44	1.00	1.04791	1.05091	1.04791	95.46	8710.54
91	2009.12.23 10:50	t/p	46	1.00	1.04791	1.05091	1.04791	95.46	8806.00
92	2009.12.23 11:20	s/l	40	1.00	1.04701	1.04701	1.05001	-191.05	8614.95
93	2009.12.23 22:10	buy	47	1.00	1.03940	1.03740	1.04040
94	2009.12.24 08:45	s/l	47	1.00	1.03740	1.03740	1.04040	-191.33	8423.62
95	2009.12.24 17:02	buy	48	1.00	1.03826	1.03626	1.03926
96	2009.12.24 17:20	s/l	48	1.00	1.03626	1.03626	1.03926	-193.01	8230.61
97	2009.12.28 00:05	sell	49	1.00	1.03634	1.03834	1.03534
98	2009.12.28 01:45	s/l	49	1.00	1.03834	1.03834	1.03534	-192.57	8038.04
99	2009.12.28 22:46	buy	50	1.00	1.03515	1.03315	1.03615
100	2009.12.29 04:15	t/p	50	1.00	1.03615	1.03315	1.03615	96.98	8135.02
101	2009.12.29 20:20	buy	51	1.00	1.03783	1.03583	1.03883
102	2009.12.29 21:37	s/l	51	1.00	1.03583	1.03583	1.03883	-193.08	7941.94
103	2009.12.29 23:27	buy	52	1.00	1.03687	1.03487	1.03787
104	2009.12.30 01:40	t/p	52	1.00	1.03787	1.03487	1.03787	96.81	8038.76
105	2009.12.30 22:02	buy	53	1.00	1.03693	1.03493	1.03793
106	2009.12.30 22:12	buy	54	1.00	1.03684	1.03484	1.03784
107	2009.12.30 22:55	buy	55	1.00	1.03684	1.03484	1.03784
108	2009.12.30 23:03	sell	56	1.00	1.03649	1.03849	1.03549
109	2009.12.31 01:50	t/p	56	1.00	1.03549	1.03849	1.03549	94.49	8133.25
110	2009.12.31 02:40	s/l	53	1.00	1.03493	1.03493	1.03793	-191.79	7941.45
111	2009.12.31 02:40	s/l	54	1.00	1.03484	1.03484	1.03784	-191.79	7749.66
112	2009.12.31 02:40	s/l	55	1.00	1.03484	1.03484	1.03784	-191.79	7557.86