Report Result : NinaEAtest - Desynced Forex Repository

Strategy Tester Report

Download NinaEAtest

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	-390.84	Gross profit	216.07	Gross loss	-606.91
Profit factor	0.36	Expected payoff	-16.29
Absolute drawdown	409.18	Maximal drawdown	478.95 (4.76%)	Relative drawdown	4.76% (478.95)

Total trades	24	Short positions (won %)	12 (8.33%)	Long positions (won %)	12 (41.67%)
		Profit trades (% of total)	6 (25.00%)	Loss trades (% of total)	18 (75.00%)
Largest		profit trade	93.36	loss trade	-84.43
Average		profit trade	36.01	loss trade	-33.72
Maximum		consecutive wins (profit in money)	1 (93.36)	consecutive losses (loss in money)	6 (-233.43)
Maximal		consecutive profit (count of wins)	93.36 (1)	consecutive loss (count of losses)	-233.43 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	sell	1	0.10	1.00012	0.00000	0.00000
2	2009.12.04 15:00	close	1	0.10	1.00860	0.00000	0.00000	-84.43	9915.57
3	2009.12.04 15:00	buy	2	0.10	1.00860	0.00000	0.00000
4	2009.12.07 19:00	close	2	0.10	1.01810	0.00000	0.00000	93.36	10008.93
5	2009.12.07 19:00	sell	3	0.10	1.01810	0.00000	0.00000
6	2009.12.08 13:00	close	3	0.10	1.02166	0.00000	0.00000	-34.92	9974.01
7	2009.12.08 13:00	buy	4	0.10	1.02166	0.00000	0.00000
8	2009.12.09 12:00	close	4	0.10	1.02282	0.00000	0.00000	11.39	9985.40
9	2009.12.09 12:00	sell	5	0.10	1.02282	0.00000	0.00000
10	2009.12.09 14:00	close	5	0.10	1.02629	0.00000	0.00000	-33.81	9951.59
11	2009.12.09 14:00	buy	6	0.10	1.02629	0.00000	0.00000
12	2009.12.11 14:00	close	6	0.10	1.02407	0.00000	0.00000	-21.48	9930.11
13	2009.12.11 14:00	sell	7	0.10	1.02407	0.00000	0.00000
14	2009.12.11 15:00	close	7	0.10	1.02891	0.00000	0.00000	-47.04	9883.07
15	2009.12.11 15:00	buy	8	0.10	1.02891	0.00000	0.00000
16	2009.12.14 09:00	close	8	0.10	1.03040	0.00000	0.00000	14.51	9897.58
17	2009.12.14 09:00	sell	9	0.10	1.03040	0.00000	0.00000
18	2009.12.14 12:00	close	9	0.10	1.03391	0.00000	0.00000	-33.95	9863.63
19	2009.12.14 12:00	buy	10	0.10	1.03391	0.00000	0.00000
20	2009.12.16 16:00	close	10	0.10	1.03650	0.00000	0.00000	25.09	9888.72
21	2009.12.16 16:00	sell	11	0.10	1.03650	0.00000	0.00000
22	2009.12.16 21:00	close	11	0.10	1.03991	0.00000	0.00000	-32.79	9855.93
23	2009.12.16 21:00	buy	12	0.10	1.03991	0.00000	0.00000
24	2009.12.18 02:00	close	12	0.10	1.04287	0.00000	0.00000	28.58	9884.51
25	2009.12.18 02:00	sell	13	0.10	1.04287	0.00000	0.00000
26	2009.12.18 15:00	close	13	0.10	1.04509	0.00000	0.00000	-21.24	9863.27
27	2009.12.18 15:00	buy	14	0.10	1.04509	0.00000	0.00000
28	2009.12.21 01:00	close	14	0.10	1.04025	0.00000	0.00000	-46.48	9816.79
29	2009.12.21 01:00	sell	15	0.10	1.04025	0.00000	0.00000
30	2009.12.21 10:00	close	15	0.10	1.04654	0.00000	0.00000	-60.10	9756.69
31	2009.12.21 10:00	buy	16	0.10	1.04654	0.00000	0.00000
32	2009.12.21 13:00	close	16	0.10	1.04216	0.00000	0.00000	-42.03	9714.66
33	2009.12.21 13:00	sell	17	0.10	1.04216	0.00000	0.00000
34	2009.12.21 20:00	close	17	0.10	1.04568	0.00000	0.00000	-33.66	9681.00
35	2009.12.21 20:00	buy	18	0.10	1.04568	0.00000	0.00000
36	2009.12.23 14:00	close	18	0.10	1.04255	0.00000	0.00000	-29.92	9651.08
37	2009.12.23 14:00	sell	19	0.10	1.04255	0.00000	0.00000
38	2009.12.24 16:00	close	19	0.10	1.03805	0.00000	0.00000	43.14	9694.22
39	2009.12.24 16:00	buy	20	0.10	1.03805	0.00000	0.00000
40	2009.12.28 03:00	close	20	0.10	1.03443	0.00000	0.00000	-34.90	9659.32
41	2009.12.28 03:00	sell	21	0.10	1.03443	0.00000	0.00000
42	2009.12.29 18:00	close	21	0.10	1.03675	0.00000	0.00000	-22.45	9636.87
43	2009.12.29 18:00	buy	22	0.10	1.03675	0.00000	0.00000
44	2009.12.31 02:00	close	22	0.10	1.03538	0.00000	0.00000	-13.03	9623.84
45	2009.12.31 02:00	sell	23	0.10	1.03538	0.00000	0.00000
46	2009.12.31 18:00	close	23	0.10	1.03598	0.00000	0.00000	-5.79	9618.05
47	2009.12.31 18:00	buy	24	0.10	1.03598	0.00000	0.00000
48	2009.12.31 18:57	close at stop	24	0.10	1.03506	0.00000	0.00000	-8.89	9609.16