Report Result : NinaEA - Desynced Forex Repository

Strategy Tester Report

Download NinaEA

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		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	-490.57	Gross profit	204.30	Gross loss	-694.87
Profit factor	0.29	Expected payoff	-19.62
Absolute drawdown	506.97	Maximal drawdown	526.33 (5.25%)	Relative drawdown	5.25% (526.33)

Total trades	25	Short positions (won %)	12 (8.33%)	Long positions (won %)	13 (38.46%)
		Profit trades (% of total)	6 (24.00%)	Loss trades (% of total)	19 (76.00%)
Largest		profit trade	91.39	loss trade	-86.49
Average		profit trade	34.05	loss trade	-36.57
Maximum		consecutive wins (profit in money)	1 (91.39)	consecutive losses (loss in money)	6 (-244.94)
Maximal		consecutive profit (count of wins)	91.39 (1)	consecutive loss (count of losses)	-244.94 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.00542	0.00000	0.00000
2	2009.12.01 10:00	close	1	0.10	1.00012	0.00000	0.00000	-52.99	9947.01
3	2009.12.01 10:00	sell	2	0.10	1.00012	0.00000	0.00000
4	2009.12.04 15:00	close	2	0.10	1.00880	0.00000	0.00000	-86.49	9860.52
5	2009.12.04 15:00	buy	3	0.10	1.00880	0.00000	0.00000
6	2009.12.07 19:00	close	3	0.10	1.01810	0.00000	0.00000	91.39	9951.91
7	2009.12.07 19:00	sell	4	0.10	1.01810	0.00000	0.00000
8	2009.12.08 13:00	close	4	0.10	1.02186	0.00000	0.00000	-36.89	9915.03
9	2009.12.08 13:00	buy	5	0.10	1.02186	0.00000	0.00000
10	2009.12.09 12:00	close	5	0.10	1.02282	0.00000	0.00000	9.43	9924.45
11	2009.12.09 12:00	sell	6	0.10	1.02282	0.00000	0.00000
12	2009.12.09 14:00	close	6	0.10	1.02649	0.00000	0.00000	-35.75	9888.70
13	2009.12.09 14:00	buy	7	0.10	1.02649	0.00000	0.00000
14	2009.12.11 14:00	close	7	0.10	1.02407	0.00000	0.00000	-23.47	9865.23
15	2009.12.11 14:00	sell	8	0.10	1.02407	0.00000	0.00000
16	2009.12.11 15:00	close	8	0.10	1.02911	0.00000	0.00000	-48.97	9816.26
17	2009.12.11 15:00	buy	9	0.10	1.02911	0.00000	0.00000
18	2009.12.14 09:00	close	9	0.10	1.03040	0.00000	0.00000	12.56	9828.82
19	2009.12.14 09:00	sell	10	0.10	1.03040	0.00000	0.00000
20	2009.12.14 12:00	close	10	0.10	1.03411	0.00000	0.00000	-35.88	9792.94
21	2009.12.14 12:00	buy	11	0.10	1.03411	0.00000	0.00000
22	2009.12.16 16:00	close	11	0.10	1.03650	0.00000	0.00000	23.14	9816.08
23	2009.12.16 16:00	sell	12	0.10	1.03650	0.00000	0.00000
24	2009.12.16 21:00	close	12	0.10	1.04011	0.00000	0.00000	-34.71	9781.37
25	2009.12.16 21:00	buy	13	0.10	1.04011	0.00000	0.00000
26	2009.12.18 02:00	close	13	0.10	1.04287	0.00000	0.00000	26.63	9808.00
27	2009.12.18 02:00	sell	14	0.10	1.04287	0.00000	0.00000
28	2009.12.18 15:00	close	14	0.10	1.04529	0.00000	0.00000	-23.15	9784.85
29	2009.12.18 15:00	buy	15	0.10	1.04529	0.00000	0.00000
30	2009.12.21 01:00	close	15	0.10	1.04025	0.00000	0.00000	-48.41	9736.44
31	2009.12.21 01:00	sell	16	0.10	1.04025	0.00000	0.00000
32	2009.12.21 10:00	close	16	0.10	1.04674	0.00000	0.00000	-62.00	9674.44
33	2009.12.21 10:00	buy	17	0.10	1.04674	0.00000	0.00000
34	2009.12.21 13:00	close	17	0.10	1.04216	0.00000	0.00000	-43.95	9630.49
35	2009.12.21 13:00	sell	18	0.10	1.04216	0.00000	0.00000
36	2009.12.21 20:00	close	18	0.10	1.04588	0.00000	0.00000	-35.57	9594.92
37	2009.12.21 20:00	buy	19	0.10	1.04588	0.00000	0.00000
38	2009.12.23 14:00	close	19	0.10	1.04255	0.00000	0.00000	-31.86	9563.06
39	2009.12.23 14:00	sell	20	0.10	1.04255	0.00000	0.00000
40	2009.12.24 16:00	close	20	0.10	1.03825	0.00000	0.00000	41.15	9604.21
41	2009.12.24 16:00	buy	21	0.10	1.03825	0.00000	0.00000
42	2009.12.28 03:00	close	21	0.10	1.03443	0.00000	0.00000	-36.85	9567.36
43	2009.12.28 03:00	sell	22	0.10	1.03443	0.00000	0.00000
44	2009.12.29 18:00	close	22	0.10	1.03695	0.00000	0.00000	-24.39	9542.97
45	2009.12.29 18:00	buy	23	0.10	1.03695	0.00000	0.00000
46	2009.12.31 02:00	close	23	0.10	1.03538	0.00000	0.00000	-15.00	9527.97
47	2009.12.31 02:00	sell	24	0.10	1.03538	0.00000	0.00000
48	2009.12.31 18:00	close	24	0.10	1.03618	0.00000	0.00000	-7.72	9520.25
49	2009.12.31 18:00	buy	25	0.10	1.03618	0.00000	0.00000
50	2009.12.31 18:57	close at stop	25	0.10	1.03506	0.00000	0.00000	-10.82	9509.43