Report Result : NinaEA v03 - Desynced Forex Repository

Strategy Tester Report

Download NinaEA v03

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		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

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

Initial deposit	10000.00
Total net profit	-580.09	Gross profit	234.53	Gross loss	-814.62
Profit factor	0.29	Expected payoff	-21.48
Absolute drawdown	714.74	Maximal drawdown	714.74 (7.15%)	Relative drawdown	7.15% (714.74)

Total trades	27	Short positions (won %)	9 (11.11%)	Long positions (won %)	18 (22.22%)
		Profit trades (% of total)	5 (18.52%)	Loss trades (% of total)	22 (81.48%)
Largest		profit trade	128.13	loss trade	-205.85
Average		profit trade	46.91	loss trade	-37.03
Maximum		consecutive wins (profit in money)	2 (162.15)	consecutive losses (loss in money)	16 (-536.34)
Maximal		consecutive profit (count of wins)	162.15 (2)	consecutive loss (count of losses)	-536.34 (16)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	buy	1	0.20	1.00582	0.00000	0.00000
2	2009.12.01 05:00	close	1	0.20	1.00411	0.00000	0.00000	-34.06	9965.94
3	2009.12.01 07:00	buy	2	0.20	1.00628	0.00000	0.00000
4	2009.12.01 08:00	close	2	0.20	1.00395	0.00000	0.00000	-46.42	9919.52
5	2009.12.02 10:00	sell	3	0.10	0.99875	0.00000	0.00000
6	2009.12.02 13:00	close	3	0.10	1.00029	0.00000	0.00000	-15.40	9904.12
7	2009.12.02 14:00	sell	4	0.10	0.99883	0.00000	0.00000
8	2009.12.02 15:00	close	4	0.10	1.00075	0.00000	0.00000	-19.19	9884.93
9	2009.12.03 02:00	sell	5	0.10	0.99953	0.00000	0.00000
10	2009.12.04 10:00	close	5	0.10	1.00130	0.00000	0.00000	-17.75	9867.18
11	2009.12.04 11:00	sell	6	0.10	0.99952	0.00000	0.00000
12	2009.12.07 21:00	close	6	0.10	1.02052	0.00000	0.00000	-205.85	9661.33
13	2009.12.07 23:00	sell	7	0.10	1.01952	0.00000	0.00000
14	2009.12.08 09:00	close	7	0.10	1.02210	0.00000	0.00000	-25.31	9636.02
15	2009.12.08 11:00	sell	8	0.10	1.01766	0.00000	0.00000
16	2009.12.08 12:00	close	8	0.10	1.01987	0.00000	0.00000	-21.67	9614.35
17	2009.12.09 06:00	buy	9	0.10	1.02712	0.00000	0.00000
18	2009.12.09 09:00	close	9	0.10	1.02634	0.00000	0.00000	-7.60	9606.75
19	2009.12.09 16:00	buy	10	0.10	1.02814	0.00000	0.00000
20	2009.12.09 17:00	close	10	0.10	1.02476	0.00000	0.00000	-32.98	9573.77
21	2009.12.09 18:00	buy	11	0.10	1.02734	0.00000	0.00000
22	2009.12.10 02:00	close	11	0.10	1.02578	0.00000	0.00000	-15.06	9558.71
23	2009.12.10 03:00	buy	12	0.10	1.02720	0.00000	0.00000
24	2009.12.10 10:00	close	12	0.10	1.02662	0.00000	0.00000	-5.65	9553.06
25	2009.12.10 11:00	buy	13	0.10	1.02824	0.00000	0.00000
26	2009.12.10 12:00	close	13	0.10	1.02507	0.00000	0.00000	-30.92	9522.14
27	2009.12.10 18:00	buy	14	0.10	1.02813	0.00000	0.00000
28	2009.12.10 22:00	close	14	0.10	1.02601	0.00000	0.00000	-20.66	9501.48
29	2009.12.11 03:00	buy	15	0.10	1.02753	0.00000	0.00000
30	2009.12.11 07:00	close	15	0.10	1.02557	0.00000	0.00000	-19.11	9482.37
31	2009.12.11 08:00	buy	16	0.10	1.02787	0.00000	0.00000
32	2009.12.11 10:00	close	16	0.10	1.02595	0.00000	0.00000	-18.71	9463.66
33	2009.12.11 15:00	buy	17	0.10	1.02984	0.00000	0.00000
34	2009.12.14 13:00	close	17	0.10	1.03335	0.00000	0.00000	34.02	9497.68
35	2009.12.15 04:00	buy	18	0.20	1.03371	0.00000	0.00000
36	2009.12.16 03:00	close	18	0.20	1.04037	0.00000	0.00000	128.13	9625.81
37	2009.12.16 05:00	buy	19	0.20	1.04285	0.00000	0.00000
38	2009.12.16 08:00	close	19	0.20	1.03995	0.00000	0.00000	-55.77	9570.04
39	2009.12.16 09:00	buy	20	0.20	1.04312	0.00000	0.00000
40	2009.12.16 10:00	close	20	0.20	1.03986	0.00000	0.00000	-62.70	9507.34
41	2009.12.17 00:00	buy	21	0.10	1.03982	0.00000	0.00000
42	2009.12.17 20:00	close	21	0.10	1.04651	0.00000	0.00000	63.93	9571.27
43	2009.12.21 10:00	buy	22	0.20	1.04747	0.00000	0.00000
44	2009.12.22 10:00	close	22	0.20	1.04473	0.00000	0.00000	-52.35	9518.92
45	2009.12.22 11:00	buy	23	0.20	1.04738	0.00000	0.00000
46	2009.12.23 03:00	close	23	0.20	1.04759	0.00000	0.00000	4.11	9523.03
47	2009.12.23 04:00	buy	24	0.20	1.05006	0.00000	0.00000
48	2009.12.23 11:00	close	24	0.20	1.04804	0.00000	0.00000	-38.55	9484.48
49	2009.12.24 08:00	sell	25	0.20	1.03821	0.00000	0.00000
50	2009.12.28 06:00	close	25	0.20	1.03797	0.00000	0.00000	4.34	9488.82
51	2009.12.28 07:00	sell	26	0.20	1.03532	0.00000	0.00000
52	2009.12.28 09:00	close	26	0.20	1.03824	0.00000	0.00000	-56.25	9432.57
53	2009.12.28 10:00	sell	27	0.20	1.03563	0.00000	0.00000
54	2009.12.31 18:57	close at stop	27	0.20	1.03625	0.00000	0.00000	-12.66	9419.91