Report Result : starter - Desynced Forex Repository

Strategy Tester Report

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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=1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; MAPeriod=120;

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

Initial deposit	10000.00
Total net profit	1330.86	Gross profit	1463.94	Gross loss	-133.08
Profit factor	11.00	Expected payoff	15.66
Absolute drawdown	172.37	Maximal drawdown	452.91 (4.05%)	Relative drawdown	4.05% (452.91)

Total trades	85	Short positions (won %)	17 (94.12%)	Long positions (won %)	68 (98.53%)
		Profit trades (% of total)	83 (97.65%)	Loss trades (% of total)	2 (2.35%)
Largest		profit trade	79.62	loss trade	-75.08
Average		profit trade	17.64	loss trade	-66.54
Maximum		consecutive wins (profit in money)	63 (1184.22)	consecutive losses (loss in money)	1 (-75.08)
Maximal		consecutive profit (count of wins)	1184.22 (63)	consecutive loss (count of losses)	-75.08 (1)
Average		consecutive wins	42	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:15	sell	1	0.60	1.00505	0.00000	0.00000
2	2009.12.01 00:33	close	1	0.60	1.00450	0.00000	0.00000	32.85	10032.85
3	2009.12.02 17:00	sell	2	0.60	0.99938	0.00000	0.00000
4	2009.12.03 01:50	close	2	0.60	0.99926	0.00000	0.00000	5.61	10038.46
5	2009.12.03 17:50	sell	3	0.60	0.99957	0.00000	0.00000
6	2009.12.03 17:57	close	3	0.60	0.99920	0.00000	0.00000	22.22	10060.68
7	2009.12.03 18:00	sell	4	0.60	0.99952	0.00000	0.00000
8	2009.12.03 18:20	close	4	0.60	0.99918	0.00000	0.00000	20.42	10081.10
9	2009.12.03 18:22	sell	5	0.60	0.99912	0.00000	0.00000
10	2009.12.03 18:50	close	5	0.60	0.99891	0.00000	0.00000	12.61	10093.71
11	2009.12.03 18:52	sell	6	0.60	0.99887	0.00000	0.00000
12	2009.12.03 19:26	close	6	0.60	0.99864	0.00000	0.00000	13.82	10107.53
13	2009.12.03 20:07	sell	7	0.60	0.99895	0.00000	0.00000
14	2009.12.03 20:15	close	7	0.60	0.99872	0.00000	0.00000	13.82	10121.35
15	2009.12.03 22:00	sell	8	0.60	0.99978	0.00000	0.00000
16	2009.12.04 07:46	close	8	0.60	0.99966	0.00000	0.00000	6.67	10128.01
17	2009.12.07 07:05	buy	9	0.60	1.01512	0.00000	0.00000
18	2009.12.07 08:15	close	9	0.60	1.01573	0.00000	0.00000	36.03	10164.04
19	2009.12.08 04:20	buy	10	0.60	1.01818	0.00000	0.00000
20	2009.12.08 04:27	close	10	0.60	1.01841	0.00000	0.00000	13.55	10177.59
21	2009.12.08 04:45	buy	11	0.60	1.01836	0.00000	0.00000
22	2009.12.08 05:20	close	11	0.60	1.01855	0.00000	0.00000	11.19	10188.78
23	2009.12.08 05:50	buy	12	0.60	1.01795	0.00000	0.00000
24	2009.12.08 05:57	close	12	0.60	1.01811	0.00000	0.00000	9.43	10198.21
25	2009.12.08 05:59	buy	13	0.60	1.01824	0.00000	0.00000
26	2009.12.08 06:32	close	13	0.60	1.01858	0.00000	0.00000	20.03	10218.24
27	2009.12.08 06:40	buy	14	0.60	1.01829	0.00000	0.00000
28	2009.12.08 07:15	close	14	0.60	1.01857	0.00000	0.00000	16.49	10234.73
29	2009.12.08 07:50	buy	15	0.60	1.01827	0.00000	0.00000
30	2009.12.08 07:57	close	15	0.60	1.01846	0.00000	0.00000	11.19	10245.92
31	2009.12.09 06:05	buy	16	0.60	1.02608	0.00000	0.00000
32	2009.12.09 07:10	close	16	0.60	1.02620	0.00000	0.00000	7.02	10252.94
33	2009.12.09 13:00	buy	17	0.60	1.02441	0.00000	0.00000
34	2009.12.09 13:15	close	17	0.60	1.02467	0.00000	0.00000	15.22	10268.16
35	2009.12.10 02:00	buy	18	0.60	1.02598	0.00000	0.00000
36	2009.12.10 02:50	close	18	0.60	1.02620	0.00000	0.00000	12.86	10281.02
37	2009.12.10 03:00	buy	19	0.60	1.02621	0.00000	0.00000
38	2009.12.10 03:50	close	19	0.60	1.02633	0.00000	0.00000	7.02	10288.04
39	2009.12.10 03:57	buy	20	0.60	1.02633	0.00000	0.00000
40	2009.12.10 04:50	close	20	0.60	1.02674	0.00000	0.00000	23.96	10312.00
41	2009.12.10 14:00	buy	21	0.60	1.02616	0.00000	0.00000
42	2009.12.10 14:20	close	21	0.60	1.02634	0.00000	0.00000	10.52	10322.52
43	2009.12.10 14:27	buy	22	0.60	1.02628	0.00000	0.00000
44	2009.12.10 14:37	close	22	0.60	1.02644	0.00000	0.00000	9.35	10331.87
45	2009.12.10 14:40	buy	23	0.60	1.02594	0.00000	0.00000
46	2009.12.10 16:15	close	23	0.60	1.02684	0.00000	0.00000	52.59	10384.46
47	2009.12.11 01:15	buy	24	0.60	1.02608	0.00000	0.00000
48	2009.12.11 01:33	close	24	0.60	1.02619	0.00000	0.00000	6.43	10390.89
49	2009.12.11 01:50	buy	25	0.60	1.02612	0.00000	0.00000
50	2009.12.11 02:10	close	25	0.60	1.02640	0.00000	0.00000	16.37	10407.26
51	2009.12.11 14:00	buy	26	0.60	1.02427	0.00000	0.00000
52	2009.12.11 14:10	close	26	0.60	1.02446	0.00000	0.00000	11.13	10418.39
53	2009.12.11 14:12	buy	27	0.60	1.02458	0.00000	0.00000
54	2009.12.11 14:15	close	27	0.60	1.02472	0.00000	0.00000	8.20	10426.59
55	2009.12.11 14:17	buy	28	0.60	1.02483	0.00000	0.00000
56	2009.12.11 14:20	close	28	0.60	1.02498	0.00000	0.00000	8.78	10435.37
57	2009.12.11 14:22	buy	29	0.60	1.02501	0.00000	0.00000
58	2009.12.11 14:40	close	29	0.60	1.02588	0.00000	0.00000	50.88	10486.25
59	2009.12.14 08:02	buy	30	0.60	1.03177	0.00000	0.00000
60	2009.12.14 09:15	close	30	0.60	1.03197	0.00000	0.00000	11.63	10497.88
61	2009.12.14 09:17	buy	31	0.60	1.03190	0.00000	0.00000
62	2009.12.14 09:20	close	31	0.60	1.03278	0.00000	0.00000	51.12	10549.00
63	2009.12.14 09:22	buy	32	0.60	1.03244	0.00000	0.00000
64	2009.12.14 11:40	close	32	0.60	1.03266	0.00000	0.00000	12.78	10561.78
65	2009.12.14 20:00	buy	33	0.60	1.03206	0.00000	0.00000
66	2009.12.14 20:20	close	33	0.60	1.03225	0.00000	0.00000	11.04	10572.82
67	2009.12.14 20:45	buy	34	0.60	1.03209	0.00000	0.00000
68	2009.12.14 21:20	close	34	0.60	1.03229	0.00000	0.00000	11.62	10584.44
69	2009.12.14 21:59	buy	35	0.60	1.03207	0.00000	0.00000
70	2009.12.14 23:32	close	35	0.60	1.03218	0.00000	0.00000	6.39	10590.83
71	2009.12.14 23:45	buy	36	0.60	1.03205	0.00000	0.00000
72	2009.12.15 01:50	close	36	0.60	1.03228	0.00000	0.00000	13.61	10604.44
73	2009.12.16 02:02	buy	37	0.60	1.04043	0.00000	0.00000
74	2009.12.16 02:10	close	37	0.60	1.04077	0.00000	0.00000	19.60	10624.04
75	2009.12.16 02:50	buy	38	0.60	1.04051	0.00000	0.00000
76	2009.12.16 04:15	close	38	0.60	1.04069	0.00000	0.00000	10.38	10634.42
77	2009.12.16 04:32	buy	39	0.60	1.04053	0.00000	0.00000
78	2009.12.16 04:40	close	39	0.60	1.04092	0.00000	0.00000	22.48	10656.90
79	2009.12.16 14:00	buy	40	0.60	1.03866	0.00000	0.00000
80	2009.12.16 14:10	close	40	0.60	1.03889	0.00000	0.00000	13.28	10670.18
81	2009.12.16 14:12	buy	41	0.60	1.03891	0.00000	0.00000
82	2009.12.16 14:15	close	41	0.60	1.03943	0.00000	0.00000	30.02	10700.20
83	2009.12.16 14:17	buy	42	0.60	1.03945	0.00000	0.00000
84	2009.12.16 14:20	close	42	0.60	1.03998	0.00000	0.00000	30.58	10730.78
85	2009.12.16 14:27	buy	43	0.60	1.03945	0.00000	0.00000
86	2009.12.16 14:32	close	43	0.60	1.04029	0.00000	0.00000	48.45	10779.23
87	2009.12.16 14:50	buy	44	0.60	1.03915	0.00000	0.00000
88	2009.12.16 14:57	close	44	0.60	1.03948	0.00000	0.00000	19.05	10798.28
89	2009.12.16 14:59	buy	45	0.60	1.03945	0.00000	0.00000
90	2009.12.16 15:20	close	45	0.60	1.03968	0.00000	0.00000	13.27	10811.55
91	2009.12.16 15:40	buy	46	0.60	1.03862	0.00000	0.00000
92	2009.12.16 15:42	close	46	0.60	1.03876	0.00000	0.00000	8.09	10819.64
93	2009.12.16 15:45	buy	47	0.60	1.03760	0.00000	0.00000
94	2009.12.16 15:47	close	47	0.60	1.03774	0.00000	0.00000	8.09	10827.73
95	2009.12.16 15:52	buy	48	0.60	1.03693	0.00000	0.00000
96	2009.12.16 15:57	close	48	0.60	1.03740	0.00000	0.00000	27.18	10854.91
97	2009.12.16 15:59	buy	49	0.70	1.03671	0.00000	0.00000
98	2009.12.16 16:20	close	49	0.70	1.03701	0.00000	0.00000	20.25	10875.16
99	2009.12.16 16:22	buy	50	0.70	1.03696	0.00000	0.00000
100	2009.12.16 18:45	close	50	0.70	1.03739	0.00000	0.00000	29.02	10904.18
101	2009.12.16 18:47	buy	51	0.70	1.03746	0.00000	0.00000
102	2009.12.16 18:50	close	51	0.70	1.03777	0.00000	0.00000	20.91	10925.09
103	2009.12.16 18:52	buy	52	0.70	1.03771	0.00000	0.00000
104	2009.12.16 19:02	close	52	0.70	1.03799	0.00000	0.00000	18.88	10943.97
105	2009.12.16 19:20	buy	53	0.70	1.03669	0.00000	0.00000
106	2009.12.16 19:22	close	53	0.70	1.03679	0.00000	0.00000	6.75	10950.72
107	2009.12.16 19:25	buy	54	0.70	1.03684	0.00000	0.00000
108	2009.12.16 19:27	close	54	0.70	1.03709	0.00000	0.00000	16.87	10967.59
109	2009.12.16 19:32	buy	55	0.70	1.03651	0.00000	0.00000
110	2009.12.16 19:40	close	55	0.70	1.03681	0.00000	0.00000	20.25	10987.84
111	2009.12.16 19:42	buy	56	0.70	1.03689	0.00000	0.00000
112	2009.12.16 19:45	close	56	0.70	1.03719	0.00000	0.00000	20.25	11008.09
113	2009.12.16 20:05	buy	57	0.70	1.03625	0.00000	0.00000
114	2009.12.16 20:10	close	57	0.70	1.03743	0.00000	0.00000	79.62	11087.71
115	2009.12.17 22:00	buy	58	0.70	1.04720	0.00000	0.00000
116	2009.12.17 22:45	close	58	0.70	1.04734	0.00000	0.00000	9.36	11097.07
117	2009.12.17 22:47	buy	59	0.70	1.04745	0.00000	0.00000
118	2009.12.17 22:50	close	59	0.70	1.04759	0.00000	0.00000	9.35	11106.42
119	2009.12.17 22:57	buy	60	0.70	1.04745	0.00000	0.00000
120	2009.12.17 23:02	close	60	0.70	1.04760	0.00000	0.00000	10.02	11116.44
121	2009.12.17 23:20	buy	61	0.70	1.04731	0.00000	0.00000
122	2009.12.18 00:10	close	61	0.70	1.04784	0.00000	0.00000	35.69	11152.13
123	2009.12.18 00:45	buy	62	0.70	1.04730	0.00000	0.00000
124	2009.12.18 01:07	close	62	0.70	1.04757	0.00000	0.00000	18.04	11170.17
125	2009.12.18 01:10	buy	63	0.70	1.04615	0.00000	0.00000
126	2009.12.18 01:12	close	63	0.70	1.04636	0.00000	0.00000	14.05	11184.22
127	2009.12.18 01:17	buy	64	0.70	1.04534	0.00000	0.00000
128	2009.12.18 14:45	close	64	0.70	1.04422	0.00000	0.00000	-75.08	11109.14
129	2009.12.21 02:00	buy	65	0.70	1.04189	0.00000	0.00000
130	2009.12.21 02:02	close	65	0.70	1.04212	0.00000	0.00000	15.45	11124.59
131	2009.12.21 02:05	buy	66	0.70	1.04223	0.00000	0.00000
132	2009.12.21 03:10	close	66	0.70	1.04239	0.00000	0.00000	10.74	11135.33
133	2009.12.21 04:20	buy	67	0.70	1.04207	0.00000	0.00000
134	2009.12.21 04:27	close	67	0.70	1.04226	0.00000	0.00000	12.76	11148.09
135	2009.12.21 04:40	buy	68	0.70	1.04194	0.00000	0.00000
136	2009.12.21 05:26	close	68	0.70	1.04216	0.00000	0.00000	14.78	11162.87
137	2009.12.21 05:40	buy	69	0.70	1.04218	0.00000	0.00000
138	2009.12.21 06:45	close	69	0.70	1.04231	0.00000	0.00000	8.73	11171.60
139	2009.12.21 07:45	buy	70	0.70	1.04195	0.00000	0.00000
140	2009.12.21 08:07	close	70	0.70	1.04206	0.00000	0.00000	7.39	11178.99
141	2009.12.21 08:10	buy	71	0.70	1.04167	0.00000	0.00000
142	2009.12.21 09:15	close	71	0.70	1.04199	0.00000	0.00000	21.50	11200.49
143	2009.12.22 07:00	buy	72	0.70	1.04546	0.00000	0.00000
144	2009.12.22 07:15	close	72	0.70	1.04559	0.00000	0.00000	8.70	11209.19
145	2009.12.23 13:35	buy	73	0.70	1.04565	0.00000	0.00000
146	2009.12.23 13:37	close	73	0.70	1.04616	0.00000	0.00000	34.12	11243.31
147	2009.12.23 13:40	buy	74	0.70	1.04493	0.00000	0.00000
148	2009.12.23 13:42	close	74	0.70	1.04509	0.00000	0.00000	10.72	11254.03
149	2009.12.23 13:45	buy	75	0.70	1.04386	0.00000	0.00000
150	2009.12.23 13:47	close	75	0.70	1.04402	0.00000	0.00000	10.73	11264.76
151	2009.12.23 13:57	buy	76	0.70	1.04386	0.00000	0.00000
152	2009.12.23 14:20	close	76	0.70	1.04433	0.00000	0.00000	31.50	11296.26
153	2009.12.28 01:10	sell	77	0.70	1.03723	0.00000	0.00000
154	2009.12.28 02:40	close	77	0.70	1.03694	0.00000	0.00000	19.58	11315.84
155	2009.12.28 22:00	sell	78	0.70	1.03440	0.00000	0.00000
156	2009.12.28 22:02	close	78	0.70	1.03429	0.00000	0.00000	7.44	11323.28
157	2009.12.28 22:15	sell	79	0.70	1.03443	0.00000	0.00000
158	2009.12.29 07:50	close	79	0.70	1.03424	0.00000	0.00000	12.24	11335.51
159	2009.12.29 20:00	sell	80	0.70	1.03679	0.00000	0.00000
160	2009.12.29 20:07	close	80	0.70	1.03669	0.00000	0.00000	6.75	11342.26
161	2009.12.29 20:10	sell	81	0.70	1.03702	0.00000	0.00000
162	2009.12.29 20:50	close	81	0.70	1.03688	0.00000	0.00000	9.45	11351.71
163	2009.12.29 20:52	sell	82	0.70	1.03695	0.00000	0.00000
164	2009.12.29 21:10	close	82	0.70	1.03671	0.00000	0.00000	16.21	11367.92
165	2009.12.29 21:12	sell	83	0.70	1.03659	0.00000	0.00000
166	2009.12.29 21:15	close	83	0.70	1.03648	0.00000	0.00000	7.43	11375.35
167	2009.12.29 21:17	sell	84	0.70	1.03636	0.00000	0.00000
168	2009.12.29 21:20	close	84	0.70	1.03616	0.00000	0.00000	13.51	11388.86
169	2009.12.29 21:22	sell	85	0.70	1.03612	0.00000	0.00000
170	2009.12.30 10:20	close	85	0.70	1.03697	0.00000	0.00000	-58.00	11330.86