Report Result : Emily_v18 M30 EURUSD - Desynced Forex Repository

Strategy Tester Report

Download Emily_v18 M30 EURUSD

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MaxTrades=5; Pips=60; TakeProfit=45; TrailingStop=0; InitialStop=0; Note1=""TF"; MACDTimeFrame=0; RSIOMA=3; RSIOMA_MODE=0; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=70; SellTrigger=30; MainTrendLong=50; MainTrendShort=50;

Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378

Initial deposit	10000.00
Total net profit	-8573.10	Gross profit	2630.90	Gross loss	-11204.00
Profit factor	0.23	Expected payoff	-99.69
Absolute drawdown	8573.10	Maximal drawdown	8890.40 (86.17%)	Relative drawdown	86.17% (8890.40)

Total trades	86	Short positions (won %)	0 (0.00%)	Long positions (won %)	86 (58.14%)
		Profit trades (% of total)	50 (58.14%)	Loss trades (% of total)	36 (41.86%)
Largest		profit trade	502.20	loss trade	-5475.60
Average		profit trade	52.62	loss trade	-311.22
Maximum		consecutive wins (profit in money)	15 (572.40)	consecutive losses (loss in money)	6 (-8895.20)
Maximal		consecutive profit (count of wins)	572.40 (15)	consecutive loss (count of losses)	-8895.20 (6)
Average		consecutive wins	4	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 04:00	buy	1	0.10	1.47428	0.00000	0.00000
2	2009.11.02 04:02	close	1	0.10	1.47479	0.00000	0.00000	5.10	10005.10
3	2009.11.02 04:02	buy	2	0.20	1.47494	0.00000	0.00000
4	2009.11.02 04:03	close	2	0.20	1.47519	0.00000	0.00000	5.00	10010.10
5	2009.11.02 04:03	buy	3	0.20	1.47536	0.00000	0.00000
6	2009.11.02 04:16	close	3	0.20	1.47561	0.00000	0.00000	5.00	10015.10
7	2009.11.02 04:16	buy	4	0.20	1.47576	0.00000	0.00000
8	2009.11.02 04:28	close	4	0.20	1.47601	0.00000	0.00000	5.00	10020.10
9	2009.11.02 04:28	buy	5	0.20	1.47616	0.00000	0.00000
10	2009.11.02 04:30	close	5	0.20	1.47641	0.00000	0.00000	5.00	10025.10
11	2009.11.02 04:30	buy	6	0.20	1.47656	0.00000	0.00000
12	2009.11.02 04:49	buy	7	0.60	1.47595	0.00000	0.00000
13	2009.11.02 04:50	close	7	0.60	1.47637	0.00000	0.00000	25.20	10050.30
14	2009.11.02 05:00	close	6	0.20	1.47641	0.00000	0.00000	-3.00	10047.30
15	2009.11.02 05:00	buy	8	0.20	1.47658	0.00000	0.00000
16	2009.11.02 05:01	close	8	0.20	1.47683	0.00000	0.00000	5.00	10052.30
17	2009.11.02 05:01	buy	9	0.20	1.47698	0.00000	0.00000
18	2009.11.02 05:27	buy	10	0.60	1.47637	0.00000	0.00000
19	2009.11.02 06:02	buy	11	1.80	1.47576	0.00000	0.00000
20	2009.11.02 06:16	close	11	1.80	1.47602	0.00000	0.00000	46.80	10099.10
21	2009.11.02 06:16	close	10	0.60	1.47603	0.00000	0.00000	-20.40	10078.70
22	2009.11.02 06:16	close	9	0.20	1.47603	0.00000	0.00000	-19.00	10059.70
23	2009.11.02 06:16	buy	12	0.20	1.47620	0.00000	0.00000
24	2009.11.02 06:25	close	12	0.20	1.47645	0.00000	0.00000	5.00	10064.70
25	2009.11.02 06:25	buy	13	0.20	1.47662	0.00000	0.00000
26	2009.11.02 06:27	close	13	0.20	1.47688	0.00000	0.00000	5.20	10069.90
27	2009.11.02 06:27	buy	14	0.20	1.47705	0.00000	0.00000
28	2009.11.02 06:36	close	14	0.20	1.47730	0.00000	0.00000	5.00	10074.90
29	2009.11.02 06:36	buy	15	0.20	1.47747	0.00000	0.00000
30	2009.11.02 07:02	close	15	0.20	1.47772	0.00000	0.00000	5.00	10079.90
31	2009.11.02 07:02	buy	16	0.20	1.47787	0.00000	0.00000
32	2009.11.02 07:25	buy	17	0.60	1.47727	0.00000	0.00000
33	2009.11.02 07:35	buy	18	1.80	1.47666	0.00000	0.00000
34	2009.11.02 07:37	buy	19	5.40	1.47605	0.00000	0.00000
35	2009.11.02 07:51	close	19	5.40	1.47634	0.00000	0.00000	156.60	10236.50
36	2009.11.02 07:51	close	18	1.80	1.47633	0.00000	0.00000	-59.40	10177.10
37	2009.11.02 07:51	close	17	0.60	1.47633	0.00000	0.00000	-56.40	10120.70
38	2009.11.02 07:51	close	16	0.20	1.47633	0.00000	0.00000	-30.80	10089.90
39	2009.11.02 07:52	buy	20	0.20	1.47654	0.00000	0.00000
40	2009.11.02 08:07	buy	21	0.60	1.47593	0.00000	0.00000
41	2009.11.02 08:12	close	21	0.60	1.47615	0.00000	0.00000	13.20	10103.10
42	2009.11.02 08:12	close	20	0.20	1.47614	0.00000	0.00000	-8.00	10095.10
43	2009.11.02 08:12	buy	22	0.20	1.47631	0.00000	0.00000
44	2009.11.02 08:17	buy	23	0.60	1.47571	0.00000	0.00000
45	2009.11.02 08:26	buy	24	1.80	1.47510	0.00000	0.00000
46	2009.11.02 08:36	buy	25	5.40	1.47449	0.00000	0.00000
47	2009.11.02 08:37	buy	26	16.20	1.47388	0.00000	0.00000
48	2009.11.02 08:52	close	26	16.20	1.47418	0.00000	0.00000	486.00	10581.10
49	2009.11.02 08:52	close	25	5.40	1.47419	0.00000	0.00000	-162.00	10419.10
50	2009.11.02 08:52	close	24	1.80	1.47419	0.00000	0.00000	-163.80	10255.30
51	2009.11.02 08:52	close	23	0.60	1.47419	0.00000	0.00000	-91.20	10164.10
52	2009.11.02 08:52	close	22	0.20	1.47419	0.00000	0.00000	-42.40	10121.70
53	2009.11.02 09:38	buy	27	0.20	1.47755	0.00000	0.00000
54	2009.11.02 09:53	buy	28	0.60	1.47694	0.00000	0.00000
55	2009.11.02 10:00	close	28	0.60	1.47716	0.00000	0.00000	13.20	10134.90
56	2009.11.02 10:00	close	27	0.20	1.47715	0.00000	0.00000	-8.00	10126.90
57	2009.11.02 10:00	buy	29	0.20	1.47733	0.00000	0.00000
58	2009.11.02 10:01	close	29	0.20	1.47759	0.00000	0.00000	5.20	10132.10
59	2009.11.02 10:01	buy	30	0.20	1.47776	0.00000	0.00000
60	2009.11.02 10:03	close	30	0.20	1.47801	0.00000	0.00000	5.00	10137.10
61	2009.11.02 10:03	buy	31	0.20	1.47816	0.00000	0.00000
62	2009.11.02 10:04	close	31	0.20	1.47841	0.00000	0.00000	5.00	10142.10
63	2009.11.02 10:04	buy	32	0.20	1.47856	0.00000	0.00000
64	2009.11.02 10:19	buy	33	0.60	1.47795	0.00000	0.00000
65	2009.11.02 10:29	buy	34	1.80	1.47734	0.00000	0.00000
66	2009.11.02 10:38	buy	35	5.40	1.47673	0.00000	0.00000
67	2009.11.02 10:54	close	35	5.40	1.47702	0.00000	0.00000	156.60	10298.70
68	2009.11.02 10:54	close	34	1.80	1.47701	0.00000	0.00000	-59.40	10239.30
69	2009.11.02 10:54	close	33	0.60	1.47701	0.00000	0.00000	-56.40	10182.90
70	2009.11.02 10:54	close	32	0.20	1.47701	0.00000	0.00000	-31.00	10151.90
71	2009.11.02 10:54	buy	36	0.20	1.47718	0.00000	0.00000
72	2009.11.02 11:02	close	36	0.20	1.47743	0.00000	0.00000	5.00	10156.90
73	2009.11.02 11:02	buy	37	0.20	1.47758	0.00000	0.00000
74	2009.11.02 11:35	buy	38	0.60	1.47697	0.00000	0.00000
75	2009.11.02 12:13	buy	39	1.80	1.47636	0.00000	0.00000
76	2009.11.02 12:16	close	39	1.80	1.47662	0.00000	0.00000	46.80	10203.70
77	2009.11.02 12:16	close	38	0.60	1.47663	0.00000	0.00000	-20.40	10183.30
78	2009.11.02 12:16	close	37	0.20	1.47663	0.00000	0.00000	-19.00	10164.30
79	2009.11.02 12:17	buy	40	0.20	1.47725	0.00000	0.00000
80	2009.11.02 12:18	close	40	0.20	1.47750	0.00000	0.00000	5.00	10169.30
81	2009.11.02 12:18	buy	41	0.20	1.47767	0.00000	0.00000
82	2009.11.02 12:26	close	41	0.20	1.47793	0.00000	0.00000	5.20	10174.50
83	2009.11.02 12:26	buy	42	0.20	1.47810	0.00000	0.00000
84	2009.11.02 12:27	close	42	0.20	1.47835	0.00000	0.00000	5.00	10179.50
85	2009.11.02 12:27	buy	43	0.20	1.47852	0.00000	0.00000
86	2009.11.02 12:36	close	43	0.20	1.47877	0.00000	0.00000	5.00	10184.50
87	2009.11.02 12:36	buy	44	0.20	1.47894	0.00000	0.00000
88	2009.11.02 12:37	close	44	0.20	1.47919	0.00000	0.00000	5.00	10189.50
89	2009.11.02 12:37	buy	45	0.20	1.47936	0.00000	0.00000
90	2009.11.02 12:52	buy	46	0.60	1.47876	0.00000	0.00000
91	2009.11.02 13:17	buy	47	1.80	1.47815	0.00000	0.00000
92	2009.11.02 13:27	buy	48	5.40	1.47754	0.00000	0.00000
93	2009.11.02 13:37	buy	49	16.20	1.47693	0.00000	0.00000
94	2009.11.02 13:53	close	49	16.20	1.47723	0.00000	0.00000	486.00	10675.50
95	2009.11.02 13:53	close	48	5.40	1.47722	0.00000	0.00000	-172.80	10502.70
96	2009.11.02 13:53	close	47	1.80	1.47722	0.00000	0.00000	-167.40	10335.30
97	2009.11.02 13:53	close	46	0.60	1.47722	0.00000	0.00000	-92.40	10242.90
98	2009.11.02 13:53	close	45	0.20	1.47722	0.00000	0.00000	-42.80	10200.10
99	2009.11.02 13:53	buy	50	0.20	1.47739	0.00000	0.00000
100	2009.11.02 14:18	buy	51	0.60	1.47678	0.00000	0.00000
101	2009.11.02 14:28	buy	52	1.80	1.47617	0.00000	0.00000
102	2009.11.02 14:36	buy	53	5.40	1.47556	0.00000	0.00000
103	2009.11.02 14:38	buy	54	16.20	1.47495	0.00000	0.00000
104	2009.11.02 14:51	close	54	16.20	1.47525	0.00000	0.00000	486.00	10686.10
105	2009.11.02 14:51	close	53	5.40	1.47524	0.00000	0.00000	-172.80	10513.30
106	2009.11.02 14:51	close	52	1.80	1.47524	0.00000	0.00000	-167.40	10345.90
107	2009.11.02 14:51	close	51	0.60	1.47524	0.00000	0.00000	-92.40	10253.50
108	2009.11.02 14:51	close	50	0.20	1.47524	0.00000	0.00000	-43.00	10210.50
109	2009.11.02 16:00	buy	55	0.20	1.47791	0.00000	0.00000
110	2009.11.02 16:00	close	55	0.20	1.47816	0.00000	0.00000	5.00	10215.50
111	2009.11.02 16:00	buy	56	0.20	1.47831	0.00000	0.00000
112	2009.11.02 16:05	close	56	0.20	1.47856	0.00000	0.00000	5.00	10220.50
113	2009.11.02 16:05	buy	57	0.20	1.47871	0.00000	0.00000
114	2009.11.02 16:10	buy	58	0.60	1.47810	0.00000	0.00000
115	2009.11.02 16:15	close	58	0.60	1.47832	0.00000	0.00000	13.20	10233.70
116	2009.11.02 16:15	close	57	0.20	1.47833	0.00000	0.00000	-7.60	10226.10
117	2009.11.02 16:15	buy	59	0.20	1.47850	0.00000	0.00000
118	2009.11.02 16:15	close	59	0.20	1.47875	0.00000	0.00000	5.00	10231.10
119	2009.11.02 16:15	buy	60	0.20	1.47892	0.00000	0.00000
120	2009.11.02 16:15	close	60	0.20	1.47917	0.00000	0.00000	5.00	10236.10
121	2009.11.02 16:15	buy	61	0.20	1.47934	0.00000	0.00000
122	2009.11.02 16:15	close	61	0.20	1.47959	0.00000	0.00000	5.00	10241.10
123	2009.11.02 16:15	buy	62	0.20	1.47976	0.00000	0.00000
124	2009.11.02 16:15	close	62	0.20	1.48001	0.00000	0.00000	5.00	10246.10
125	2009.11.02 16:15	buy	63	0.20	1.48018	0.00000	0.00000
126	2009.11.02 16:15	close	63	0.20	1.48043	0.00000	0.00000	5.00	10251.10
127	2009.11.02 16:15	buy	64	0.20	1.48060	0.00000	0.00000
128	2009.11.02 16:25	close	64	0.20	1.48085	0.00000	0.00000	5.00	10256.10
129	2009.11.02 16:25	buy	65	0.20	1.48100	0.00000	0.00000
130	2009.11.02 16:25	close	65	0.20	1.48125	0.00000	0.00000	5.00	10261.10
131	2009.11.02 16:25	buy	66	0.20	1.48140	0.00000	0.00000
132	2009.11.02 16:25	close	66	0.20	1.48165	0.00000	0.00000	5.00	10266.10
133	2009.11.02 16:25	buy	67	0.20	1.48180	0.00000	0.00000
134	2009.11.02 16:25	close	67	0.20	1.48205	0.00000	0.00000	5.00	10271.10
135	2009.11.02 16:25	buy	68	0.20	1.48222	0.00000	0.00000
136	2009.11.02 16:25	close	68	0.20	1.48247	0.00000	0.00000	5.00	10276.10
137	2009.11.02 16:25	buy	69	0.20	1.48264	0.00000	0.00000
138	2009.11.02 16:35	close	69	0.20	1.48289	0.00000	0.00000	5.00	10281.10
139	2009.11.02 16:35	buy	70	0.20	1.48306	0.00000	0.00000
140	2009.11.02 16:35	close	70	0.20	1.48332	0.00000	0.00000	5.20	10286.30
141	2009.11.02 16:35	buy	71	0.20	1.48349	0.00000	0.00000
142	2009.11.02 16:35	close	71	0.20	1.48374	0.00000	0.00000	5.00	10291.30
143	2009.11.02 16:35	buy	72	0.20	1.48391	0.00000	0.00000
144	2009.11.02 16:35	close	72	0.20	1.48416	0.00000	0.00000	5.00	10296.30
145	2009.11.02 16:35	buy	73	0.20	1.48433	0.00000	0.00000
146	2009.11.02 16:40	buy	74	0.60	1.48372	0.00000	0.00000
147	2009.11.02 16:50	buy	75	1.80	1.48311	0.00000	0.00000
148	2009.11.02 16:50	buy	76	5.40	1.48250	0.00000	0.00000
149	2009.11.02 16:50	buy	77	16.20	1.48185	0.00000	0.00000
150	2009.11.02 17:15	close	77	16.20	1.48216	0.00000	0.00000	502.20	10798.50
151	2009.11.02 17:15	close	76	5.40	1.48215	0.00000	0.00000	-189.00	10609.50
152	2009.11.02 17:15	close	75	1.80	1.48215	0.00000	0.00000	-172.80	10436.70
153	2009.11.02 17:15	close	74	0.60	1.48215	0.00000	0.00000	-94.20	10342.50
154	2009.11.02 17:15	close	73	0.20	1.48215	0.00000	0.00000	-43.60	10298.90
155	2009.11.02 17:15	buy	78	0.20	1.48233	0.00000	0.00000
156	2009.11.02 17:25	close	78	0.20	1.48258	0.00000	0.00000	5.00	10303.90
157	2009.11.02 17:25	buy	79	0.20	1.48273	0.00000	0.00000
158	2009.11.02 17:35	close	79	0.20	1.48298	0.00000	0.00000	5.00	10308.90
159	2009.11.02 17:35	buy	80	0.20	1.48313	0.00000	0.00000
160	2009.11.02 18:05	buy	81	0.60	1.48252	0.00000	0.00000
161	2009.11.02 18:13	close	81	0.60	1.48274	0.00000	0.00000	13.20	10322.10
162	2009.11.02 18:13	close	80	0.20	1.48273	0.00000	0.00000	-8.00	10314.10
163	2009.11.02 18:13	buy	82	0.20	1.48291	0.00000	0.00000
164	2009.11.02 18:16	buy	83	0.60	1.48230	0.00000	0.00000
165	2009.11.02 18:17	buy	84	1.80	1.48169	0.00000	0.00000
166	2009.11.02 18:19	buy	85	5.40	1.48108	0.00000	0.00000
167	2009.11.02 18:26	buy	86	16.20	1.48047	0.00000	0.00000
168	2009.11.02 18:38	close at stop	86	16.20	1.47709	0.00000	0.00000	-5475.60	4838.50
169	2009.11.02 18:38	close at stop	85	5.40	1.47709	0.00000	0.00000	-2154.60	2683.90
170	2009.11.02 18:38	close at stop	84	1.80	1.47709	0.00000	0.00000	-828.00	1855.90
171	2009.11.02 18:38	close at stop	83	0.60	1.47709	0.00000	0.00000	-312.60	1543.30
172	2009.11.02 18:38	close at stop	82	0.20	1.47709	0.00000	0.00000	-116.40	1426.90