Report Result : Mc_valute_v7_final - Desynced Forex Repository

Strategy Tester Report

Download Mc_valute_v7_final

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		m1="�� "; TakeProfit1=300; TakeProfit=30; Stop=350; Step=35; Lot=0.1; m2="�� :"; FilterMA=3; m3="�� blue:"; period_blue=13; shift_blue=8; m4="�� red:"; period_red=8; shift_red=5; m5="�� lime:"; period_lime=5; shift_lime=3; m6="�� MACD:"; m7="MACD #1:"; a1=12; d1=26; f1=9; m8="MACD #2:"; a2=33; d2=68; f2=15; m9="MACD #3:"; a3=66; d3=156; f3=25;

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

Initial deposit	10000.00
Total net profit	-9992.49	Gross profit	353.96	Gross loss	-10346.44
Profit factor	0.03	Expected payoff	-124.91
Absolute drawdown	9992.49	Maximal drawdown	10050.41 (99.93%)	Relative drawdown	99.93% (10050.41)

Total trades	80	Short positions (won %)	80 (47.50%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	38 (47.50%)	Loss trades (% of total)	42 (52.50%)
Largest		profit trade	30.04	loss trade	-872.23
Average		profit trade	9.31	loss trade	-246.34
Maximum		consecutive wins (profit in money)	11 (170.93)	consecutive losses (loss in money)	31 (-9215.99)
Maximal		consecutive profit (count of wins)	170.93 (11)	consecutive loss (count of losses)	-9215.99 (31)
Average		consecutive wins	5	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.00324	0.00000	1.00024
2	2009.12.01 01:15	sell	2	0.20	1.00366	0.00000	1.00336
3	2009.12.01 01:40	sell	3	0.30	1.00406	1.00756	1.00376
4	2009.12.01 06:15	s/l	3	0.30	1.00756	1.00756	1.00376	-104.20	9895.80
5	2009.12.01 07:50	sell	4	0.10	1.00361	0.00000	1.00061
6	2009.12.01 07:52	sell	5	0.20	1.00402	0.00000	1.00372
7	2009.12.01 07:57	sell	6	0.30	1.00442	1.00792	1.00412
8	2009.12.01 08:10	t/p	6	0.30	1.00412	1.00792	1.00412	8.97	9904.77
9	2009.12.01 08:10	sell	7	0.10	1.00286	0.00000	0.99986
10	2009.12.01 08:16	t/p	5	0.20	1.00372	0.00000	1.00372	5.98	9910.75
11	2009.12.01 08:45	sell	8	0.20	1.00360	0.00000	1.00330
12	2009.12.01 08:50	sell	9	0.30	1.00404	1.00754	1.00374
13	2009.12.01 09:10	t/p	2	0.20	1.00336	0.00000	1.00336	5.98	9916.73
14	2009.12.01 09:10	t/p	8	0.20	1.00330	0.00000	1.00330	5.98	9922.71
15	2009.12.01 09:10	t/p	9	0.30	1.00374	1.00754	1.00374	8.97	9931.68
16	2009.12.01 09:10	sell	10	0.10	1.00198	0.00000	0.99898
17	2009.12.01 09:37	sell	11	0.20	1.00234	0.00000	1.00204
18	2009.12.01 09:50	t/p	11	0.20	1.00204	0.00000	1.00204	5.99	9937.67
19	2009.12.01 11:20	t/p	4	0.10	1.00061	0.00000	1.00061	29.99	9967.66
20	2009.12.01 14:20	t/p	1	0.10	1.00024	0.00000	1.00024	30.00	9997.66
21	2009.12.01 16:50	t/p	7	0.10	0.99986	0.00000	0.99986	30.01	10027.67
22	2009.12.01 17:15	t/p	10	0.10	0.99898	0.00000	0.99898	30.04	10057.71
23	2009.12.01 17:15	sell	12	0.10	0.99766	0.00000	0.99466
24	2009.12.01 17:40	sell	13	0.20	0.99818	0.00000	0.99788
25	2009.12.01 17:45	sell	14	0.30	0.99860	1.00210	0.99830
26	2009.12.01 19:50	t/p	14	0.30	0.99830	1.00210	0.99830	9.02	10066.73
27	2009.12.01 19:50	sell	15	0.10	0.99711	0.00000	0.99411
28	2009.12.01 19:59	sell	16	0.20	0.99748	0.00000	0.99718
29	2009.12.01 20:20	sell	17	0.30	0.99799	1.00149	0.99769
30	2009.12.02 08:20	s/l	17	0.30	1.00149	1.00149	0.99769	-105.03	9961.70
31	2009.12.02 09:20	sell	18	0.10	0.99819	0.00000	0.99519
32	2009.12.02 09:27	sell	19	0.20	0.99874	0.00000	0.99844
33	2009.12.02 09:50	sell	20	0.30	0.99909	1.00259	0.99879
34	2009.12.02 17:15	s/l	20	0.30	1.00259	1.00259	0.99879	-104.73	9856.97
35	2009.12.03 03:15	sell	21	0.10	0.99960	0.00000	0.99660
36	2009.12.03 07:07	sell	22	0.20	0.99999	0.00000	0.99969
37	2009.12.03 07:40	t/p	22	0.20	0.99969	0.00000	0.99969	6.00	9862.97
38	2009.12.03 08:20	t/p	19	0.20	0.99844	0.00000	0.99844	5.59	9868.57
39	2009.12.03 08:50	t/p	13	0.20	0.99788	0.00000	0.99788	5.47	9874.03
40	2009.12.03 14:37	t/p	16	0.20	0.99718	0.00000	0.99718	5.47	9879.50
41	2009.12.03 14:50	sell	23	0.20	0.99999	0.00000	0.99969
42	2009.12.03 14:57	t/p	23	0.20	0.99969	0.00000	0.99969	6.00	9885.50
43	2009.12.03 15:07	sell	24	0.10	0.99780	0.00000	0.99480
44	2009.12.03 15:10	sell	25	0.20	0.99929	0.00000	0.99899
45	2009.12.03 15:15	sell	26	0.30	1.00018	1.00368	0.99988
46	2009.12.03 15:50	t/p	26	0.30	0.99988	1.00368	0.99988	9.00	9894.50
47	2009.12.03 20:20	sell	27	0.10	0.99827	0.00000	0.99527
48	2009.12.03 20:50	sell	28	0.20	0.99883	0.00000	0.99853
49	2009.12.03 21:45	sell	29	0.30	0.99956	1.00306	0.99926
50	2009.12.04 14:30	t/p	25	0.20	0.99899	0.00000	0.99899	5.86	9900.36
51	2009.12.04 14:30	t/p	29	0.30	0.99926	1.00306	0.99926	8.80	9909.16
52	2009.12.04 14:30	sell	30	0.10	0.99754	0.00000	0.99454
53	2009.12.04 14:32	sell	31	0.20	0.99798	0.00000	0.99768
54	2009.12.04 14:35	sell	32	0.30	0.99915	1.00265	0.99885
55	2009.12.04 14:37	t/p	28	0.20	0.99853	0.00000	0.99853	5.87	9915.03
56	2009.12.04 14:37	t/p	32	0.30	0.99885	1.00265	0.99885	9.02	9924.05
57	2009.12.04 14:37	sell	33	0.10	0.99681	0.00000	0.99381
58	2009.12.04 14:40	sell	34	0.20	1.00266	0.00000	1.00236
59	2009.12.04 14:45	sell	35	0.30	1.00617	1.00967	1.00587
60	2009.12.04 14:50	s/l	35	0.30	1.00967	1.00967	1.00587	-103.87	9820.18
61	2009.12.09 11:20	sell	36	0.10	1.02267	0.00000	1.01967
62	2009.12.09 11:27	sell	37	0.20	1.02313	0.00000	1.02283
63	2009.12.09 12:10	sell	38	0.30	1.02352	1.02702	1.02322
64	2009.12.09 13:45	s/l	38	0.30	1.02702	1.02702	1.02322	-102.23	9717.95
65	2009.12.09 14:16	sell	39	0.10	1.02284	0.00000	1.01984
66	2009.12.09 14:20	sell	40	0.20	1.02342	0.00000	1.02312
67	2009.12.09 14:26	sell	41	0.30	1.02400	1.02750	1.02370
68	2009.12.09 15:10	s/l	41	0.30	1.02750	1.02750	1.02370	-102.16	9615.79
69	2009.12.10 12:00	sell	42	0.10	1.02507	0.00000	1.02207
70	2009.12.10 12:02	sell	43	0.20	1.02585	0.00000	1.02555
71	2009.12.10 13:15	sell	44	0.30	1.02631	1.02981	1.02601
72	2009.12.10 14:50	t/p	44	0.30	1.02601	1.02981	1.02601	8.78	9624.57
73	2009.12.10 14:50	sell	45	0.10	1.02452	0.00000	1.02152
74	2009.12.10 14:57	sell	46	0.20	1.02522	0.00000	1.02492
75	2009.12.10 15:15	t/p	43	0.20	1.02555	0.00000	1.02555	5.85	9630.42
76	2009.12.10 15:20	t/p	46	0.20	1.02492	0.00000	1.02492	5.86	9636.28
77	2009.12.10 15:50	sell	47	0.20	1.02496	0.00000	1.02466
78	2009.12.10 16:10	sell	48	0.30	1.02604	1.02954	1.02574
79	2009.12.10 19:20	s/l	48	0.30	1.02954	1.02954	1.02574	-101.99	9534.29
80	2009.12.10 20:20	sell	49	0.10	1.02558	0.00000	1.02258
81	2009.12.10 20:27	sell	50	0.20	1.02602	0.00000	1.02572
82	2009.12.10 20:45	sell	51	0.30	1.02649	1.02999	1.02619
83	2009.12.11 10:20	t/p	50	0.20	1.02572	0.00000	1.02572	5.71	9540.00
84	2009.12.11 10:20	t/p	51	0.30	1.02619	1.02999	1.02619	8.57	9548.58
85	2009.12.11 10:20	sell	52	0.10	1.02446	0.00000	1.02146
86	2009.12.11 10:27	sell	53	0.20	1.02502	0.00000	1.02472
87	2009.12.11 10:45	sell	54	0.20	1.02483	0.00000	1.02453
88	2009.12.11 11:07	sell	55	0.30	1.02523	1.02873	1.02493
89	2009.12.11 13:20	t/p	47	0.20	1.02466	0.00000	1.02466	5.71	9554.29
90	2009.12.11 13:20	t/p	53	0.20	1.02472	0.00000	1.02472	5.85	9560.14
91	2009.12.11 13:20	t/p	55	0.30	1.02493	1.02873	1.02493	8.79	9568.93
92	2009.12.11 13:20	sell	56	0.10	1.02344	0.00000	1.02044
93	2009.12.11 13:27	sell	57	0.20	1.02386	0.00000	1.02356
94	2009.12.11 13:50	sell	58	0.30	1.02425	1.02775	1.02395
95	2009.12.11 14:45	s/l	58	0.30	1.02775	1.02775	1.02395	-102.10	9466.83
96	2009.12.11 14:47	sell	59	0.10	1.02681	0.00000	1.02381
97	2009.12.11 14:50	sell	60	0.20	1.02868	0.00000	1.02838
98	2009.12.11 14:57	t/p	60	0.20	1.02838	0.00000	1.02838	5.84	9472.67
99	2009.12.11 14:59	sell	61	0.20	1.02861	0.00000	1.02831
100	2009.12.11 15:13	sell	62	0.30	1.02942	1.03292	1.02912
101	2009.12.11 15:40	s/l	62	0.30	1.03292	1.03292	1.02912	-101.61	9371.06
102	2009.12.14 22:50	sell	63	0.10	1.03135	0.00000	1.02835
103	2009.12.14 23:15	sell	64	0.20	1.03171	0.00000	1.03141
104	2009.12.14 23:32	sell	65	0.30	1.03218	1.03568	1.03188
105	2009.12.15 08:40	s/l	65	0.30	1.03568	1.03568	1.03188	-101.58	9269.48
106	2009.12.16 12:20	sell	66	0.10	1.03754	0.00000	1.03454
107	2009.12.16 12:27	sell	67	0.20	1.03817	0.00000	1.03787
108	2009.12.16 13:50	sell	68	0.30	1.03865	1.04215	1.03835
109	2009.12.16 15:50	t/p	67	0.20	1.03787	0.00000	1.03787	5.78	9275.26
110	2009.12.16 15:50	t/p	68	0.30	1.03835	1.04215	1.03835	8.68	9283.94
111	2009.12.16 15:50	sell	69	0.10	1.03605	0.00000	1.03305
112	2009.12.16 15:52	sell	70	0.20	1.03673	0.00000	1.03643
113	2009.12.16 15:57	sell	71	0.20	1.03740	0.00000	1.03710
114	2009.12.16 16:02	t/p	71	0.20	1.03710	0.00000	1.03710	5.79	9289.73
115	2009.12.16 16:15	sell	72	0.20	1.03664	0.00000	1.03634
116	2009.12.16 16:20	sell	73	0.30	1.03701	1.04051	1.03671
117	2009.12.16 16:46	t/p	73	0.30	1.03671	1.04051	1.03671	8.68	9298.41
118	2009.12.16 16:46	sell	74	0.10	1.03536	0.00000	1.03236
119	2009.12.16 16:56	sell	75	0.20	1.03588	0.00000	1.03558
120	2009.12.16 17:15	t/p	70	0.20	1.03643	0.00000	1.03643	5.80	9304.21
121	2009.12.16 17:15	t/p	72	0.20	1.03634	0.00000	1.03634	5.79	9310.00
122	2009.12.16 17:20	t/p	75	0.20	1.03558	0.00000	1.03558	5.80	9315.80
123	2009.12.16 17:32	sell	76	0.20	1.03596	0.00000	1.03566
124	2009.12.16 18:15	sell	77	0.30	1.03634	1.03984	1.03604
125	2009.12.16 20:15	s/l	77	0.30	1.03984	1.03984	1.03604	-100.96	9214.84
126	2009.12.16 20:17	sell	78	0.10	1.03836	0.00000	1.03536
127	2009.12.16 20:22	sell	79	0.20	1.03928	0.00000	1.03898
128	2009.12.16 20:25	sell	80	0.30	1.03975	1.04325	1.03945
129	2009.12.16 21:50	t/p	80	0.30	1.03945	1.04325	1.03945	8.66	9223.50
130	2009.12.17 02:40	close at stop	79	0.20	1.04339	0.00000	1.03898	-79.20	9144.30
131	2009.12.17 02:40	close at stop	78	0.10	1.04339	0.00000	1.03536	-48.42	9095.89
132	2009.12.17 02:40	close at stop	76	0.20	1.04339	0.00000	1.03566	-142.84	8953.05
133	2009.12.17 02:40	close at stop	74	0.10	1.04339	0.00000	1.03236	-77.17	8875.88
134	2009.12.17 02:40	close at stop	69	0.10	1.04339	0.00000	1.03305	-70.56	8805.32
135	2009.12.17 02:40	close at stop	66	0.10	1.04339	0.00000	1.03454	-56.28	8749.05
136	2009.12.17 02:40	close at stop	64	0.20	1.04339	0.00000	1.03141	-224.58	8524.46
137	2009.12.17 02:40	close at stop	63	0.10	1.04339	0.00000	1.02835	-115.74	8408.73
138	2009.12.17 02:40	close at stop	61	0.20	1.04339	0.00000	1.02831	-284.14	8124.59
139	2009.12.17 02:40	close at stop	59	0.10	1.04339	0.00000	1.02381	-159.33	7965.26
140	2009.12.17 02:40	close at stop	57	0.20	1.04339	0.00000	1.02356	-375.19	7590.07
141	2009.12.17 02:40	close at stop	56	0.10	1.04339	0.00000	1.02044	-191.62	7398.45
142	2009.12.17 02:40	close at stop	54	0.20	1.04339	0.00000	1.02453	-356.59	7041.86
143	2009.12.17 02:40	close at stop	52	0.10	1.04339	0.00000	1.02146	-181.85	6860.01
144	2009.12.17 02:40	close at stop	49	0.10	1.04339	0.00000	1.02258	-171.18	6688.84
145	2009.12.17 02:40	close at stop	45	0.10	1.04339	0.00000	1.02152	-181.34	6507.50
146	2009.12.17 02:40	close at stop	42	0.10	1.04339	0.00000	1.02207	-176.07	6331.44
147	2009.12.17 02:40	close at stop	40	0.20	1.04339	0.00000	1.02312	-384.18	5947.26
148	2009.12.17 02:40	close at stop	39	0.10	1.04339	0.00000	1.01984	-197.64	5749.62
149	2009.12.17 02:40	close at stop	37	0.20	1.04339	0.00000	1.02283	-389.74	5359.88
150	2009.12.17 02:40	close at stop	36	0.10	1.04339	0.00000	1.01967	-199.27	5160.61
151	2009.12.17 02:40	close at stop	34	0.20	1.04339	0.00000	1.00236	-782.52	4378.09
152	2009.12.17 02:40	close at stop	33	0.10	1.04339	0.00000	0.99381	-447.33	3930.76
153	2009.12.17 02:40	close at stop	31	0.20	1.04339	0.00000	0.99768	-872.23	3058.53
154	2009.12.17 02:40	close at stop	30	0.10	1.04339	0.00000	0.99454	-440.33	2618.20
155	2009.12.17 02:40	close at stop	27	0.10	1.04339	0.00000	0.99527	-433.41	2184.79
156	2009.12.17 02:40	close at stop	24	0.10	1.04339	0.00000	0.99480	-437.91	1746.88
157	2009.12.17 02:40	close at stop	21	0.10	1.04339	0.00000	0.99660	-420.66	1326.22
158	2009.12.17 02:40	close at stop	18	0.10	1.04339	0.00000	0.99519	-434.38	891.84
159	2009.12.17 02:40	close at stop	15	0.10	1.04339	0.00000	0.99411	-444.80	447.04
160	2009.12.17 02:40	close at stop	12	0.10	1.04339	0.00000	0.99466	-439.53	7.51