Report Result : Pendulum 1_01 - Desynced Forex Repository

Strategy Tester Report

Download Pendulum 1_01

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		t110="------ � �� MAGIC = 0 ------"; MAGIC=0;

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

Initial deposit	10000.00
Total net profit	-54.28	Gross profit	2800.64	Gross loss	-2854.92
Profit factor	0.98	Expected payoff	-4.93
Absolute drawdown	3332.09	Maximal drawdown	3334.25 (33.34%)	Relative drawdown	33.34% (3334.25)

Total trades	11	Short positions (won %)	5 (0.00%)	Long positions (won %)	6 (100.00%)
		Profit trades (% of total)	6 (54.55%)	Loss trades (% of total)	5 (45.45%)
Largest		profit trade	2100.76	loss trade	-2002.36
Average		profit trade	466.77	loss trade	-570.98
Maximum		consecutive wins (profit in money)	2 (10.57)	consecutive losses (loss in money)	1 (-2002.36)
Maximal		consecutive profit (count of wins)	2100.76 (1)	consecutive loss (count of losses)	-2002.36 (1)
Average		consecutive wins	1	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell stop	1	0.07	1.00447	0.00000	0.00000
2	2009.12.01 00:00	buy stop	2	0.07	1.00569	0.00000	0.00000
3	2009.12.01 00:02	modify	2	0.07	1.00544	0.00000	0.00000
4	2009.12.01 00:07	modify	2	0.07	1.00539	0.00000	0.00000
5	2009.12.01 00:15	modify	1	0.07	1.00456	0.00000	0.00000
6	2009.12.01 00:20	buy	2	0.07	1.00539	0.00000	0.00000
7	2009.12.01 00:20	delete	1	0.07	1.00456	0.00000	0.00000
8	2009.12.01 00:20	sell stop	3	0.14	1.00456	0.00000	0.00000
9	2009.12.01 00:33	sell	3	0.14	1.00456	0.00000	0.00000
10	2009.12.01 00:33	buy stop	4	0.28	1.00539	0.00000	0.00000
11	2009.12.01 02:37	buy	4	0.28	1.00539	0.00000	0.00000
12	2009.12.01 02:37	sell stop	5	0.56	1.00456	0.00000	0.00000
13	2009.12.01 02:50	sell	5	0.56	1.00456	0.00000	0.00000
14	2009.12.01 02:50	buy stop	6	1.12	1.00539	0.00000	0.00000
15	2009.12.01 03:15	buy	6	1.12	1.00539	0.00000	0.00000
16	2009.12.01 03:15	sell stop	7	2.24	1.00456	0.00000	0.00000
17	2009.12.01 03:50	sell	7	2.24	1.00456	0.00000	0.00000
18	2009.12.01 03:50	buy stop	8	4.48	1.00539	0.00000	0.00000
19	2009.12.01 04:02	buy	8	4.48	1.00539	0.00000	0.00000
20	2009.12.01 04:02	sell stop	9	8.96	1.00456	0.00000	0.00000
21	2009.12.01 04:20	sell	9	8.96	1.00456	0.00000	0.00000
22	2009.12.01 04:20	buy stop	10	17.92	1.00539	0.00000	0.00000
23	2009.12.01 04:37	buy	10	17.92	1.00539	0.00000	0.00000
24	2009.12.01 06:15	close	10	17.92	1.00657	0.00000	0.00000	2100.76	12100.76
25	2009.12.01 06:15	close	9	8.96	1.00681	0.00000	0.00000	-2002.36	10098.40
26	2009.12.01 06:15	close	8	4.48	1.00657	0.00000	0.00000	525.19	10623.59
27	2009.12.01 06:15	close	7	2.24	1.00681	0.00000	0.00000	-500.59	10123.00
28	2009.12.01 06:15	close	6	1.12	1.00657	0.00000	0.00000	131.30	10254.30
29	2009.12.01 06:15	close	5	0.56	1.00681	0.00000	0.00000	-125.15	10129.15
30	2009.12.01 06:15	close	4	0.28	1.00657	0.00000	0.00000	32.82	10161.97
31	2009.12.01 06:15	close	3	0.14	1.00681	0.00000	0.00000	-31.29	10130.68
32	2009.12.01 06:15	close	2	0.07	1.00657	0.00000	0.00000	8.21	10138.89
33	2009.12.01 06:17	sell stop	11	0.07	1.00581	0.00000	0.00000
34	2009.12.01 06:17	buy stop	12	0.07	1.00703	0.00000	0.00000
35	2009.12.01 06:20	buy	12	0.07	1.00703	0.00000	0.00000
36	2009.12.01 06:20	delete	11	0.07	1.00581	0.00000	0.00000
37	2009.12.01 06:20	sell stop	13	0.14	1.00581	0.00000	0.00000
38	2009.12.01 06:20	close	12	0.07	1.00737	0.00000	0.00000	2.36	10141.25
39	2009.12.01 06:20	delete	13	0.14	1.00581	0.00000	0.00000
40	2009.12.01 06:22	sell stop	14	0.07	1.00634	0.00000	0.00000
41	2009.12.01 06:22	buy stop	15	0.07	1.00756	0.00000	0.00000
42	2009.12.01 06:25	modify	14	0.07	1.00661	0.00000	0.00000
43	2009.12.01 06:27	sell	14	0.07	1.00661	0.00000	0.00000
44	2009.12.01 06:27	delete	15	0.07	1.00756	0.00000	0.00000
45	2009.12.01 06:27	buy stop	16	0.14	1.00756	0.00000	0.00000
46	2009.12.01 06:27	delete	16	0.14	1.00756	0.00000	0.00000
47	2009.12.31 18:57	close at stop	14	0.07	1.03530	0.00000	0.00000	-195.53	9945.72