Report Result : EL_FODEURO-alt - Desynced Forex Repository

Strategy Tester Report

Download EL_FODEURO-alt

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-186.60	Gross profit	1062.30	Gross loss	-1248.90
Profit factor	0.85	Expected payoff	-4.66
Absolute drawdown	485.82	Maximal drawdown	964.08 (9.20%)	Relative drawdown	9.20% (964.08)

Total trades	40	Short positions (won %)	20 (25.00%)	Long positions (won %)	20 (30.00%)
		Profit trades (% of total)	11 (27.50%)	Loss trades (% of total)	29 (72.50%)
Largest		profit trade	380.22	loss trade	-144.84
Average		profit trade	96.57	loss trade	-43.07
Maximum		consecutive wins (profit in money)	4 (358.44)	consecutive losses (loss in money)	10 (-263.76)
Maximal		consecutive profit (count of wins)	380.22 (1)	consecutive loss (count of losses)	-495.42 (5)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 21:00	sell	1	0.30	1.50356	0.00000	0.00000
2	2009.12.02 22:00	close	1	0.30	1.50461	0.00000	0.00000	-31.50	9968.50
3	2009.12.02 22:00	buy	2	0.30	1.50461	0.00000	0.00000
4	2009.12.02 23:00	close	2	0.30	1.50436	0.00000	0.00000	-7.50	9961.00
5	2009.12.03 16:00	sell	3	0.30	1.50770	0.00000	0.00000
6	2009.12.03 17:00	close	3	0.30	1.50883	0.00000	0.00000	-33.90	9927.10
7	2009.12.03 17:00	buy	4	0.30	1.50883	0.00000	0.00000
8	2009.12.03 18:00	close	4	0.30	1.50799	0.00000	0.00000	-25.20	9901.90
9	2009.12.03 18:00	sell	5	0.30	1.50799	0.00000	0.00000
10	2009.12.03 19:00	close	5	0.30	1.50847	0.00000	0.00000	-14.40	9887.50
11	2009.12.03 20:00	buy	6	0.30	1.50920	0.00000	0.00000
12	2009.12.03 22:00	close	6	0.30	1.50729	0.00000	0.00000	-57.30	9830.20
13	2009.12.03 22:00	sell	7	0.30	1.50729	0.00000	0.00000
14	2009.12.04 09:00	close	7	0.30	1.50853	0.00000	0.00000	-37.32	9792.88
15	2009.12.04 15:00	sell	8	0.30	1.49426	0.00000	0.00000
16	2009.12.08 02:00	close	8	0.30	1.48555	0.00000	0.00000	261.06	10053.94
17	2009.12.10 22:00	buy	9	0.30	1.47309	0.00000	0.00000
18	2009.12.10 23:00	close	9	0.30	1.47310	0.00000	0.00000	0.30	10054.24
19	2009.12.11 03:00	sell	10	0.30	1.47224	0.00000	0.00000
20	2009.12.11 04:00	close	10	0.30	1.47216	0.00000	0.00000	2.40	10056.64
21	2009.12.11 05:00	buy	11	0.30	1.47276	0.00000	0.00000
22	2009.12.11 08:00	close	11	0.30	1.47225	0.00000	0.00000	-15.30	10041.34
23	2009.12.11 08:00	sell	12	0.30	1.47225	0.00000	0.00000
24	2009.12.11 10:00	close	12	0.30	1.47406	0.00000	0.00000	-54.30	9987.04
25	2009.12.11 10:00	buy	13	0.30	1.47406	0.00000	0.00000
26	2009.12.11 15:00	close	13	0.30	1.47070	0.00000	0.00000	-100.80	9886.24
27	2009.12.11 15:00	sell	14	0.30	1.47070	0.00000	0.00000
28	2009.12.15 01:00	close	14	0.30	1.46579	0.00000	0.00000	147.06	10033.30
29	2009.12.21 13:00	buy	15	0.30	1.43430	0.00000	0.00000
30	2009.12.21 14:00	close	15	0.30	1.43583	0.00000	0.00000	45.90	10079.20
31	2009.12.21 16:00	sell	16	0.30	1.43332	0.00000	0.00000
32	2009.12.22 10:00	close	16	0.30	1.43216	0.00000	0.00000	34.68	10113.88
33	2009.12.23 17:00	buy	17	0.30	1.43337	0.00000	0.00000
34	2009.12.28 22:00	close	17	0.30	1.43772	0.00000	0.00000	130.80	10244.68
35	2009.12.29 06:00	buy	18	0.30	1.43739	0.00000	0.00000
36	2009.12.29 07:00	close	18	0.30	1.43715	0.00000	0.00000	-7.20	10237.48
37	2009.12.29 18:00	sell	19	0.30	1.43539	0.00000	0.00000
38	2009.12.31 02:00	close	19	0.30	1.43541	0.00000	0.00000	-1.08	10236.40
39	2009.12.31 03:00	buy	20	0.30	1.43697	0.00000	0.00000
40	2009.12.31 04:00	close	20	0.30	1.43679	0.00000	0.00000	-5.40	10231.00
41	2009.12.31 05:00	sell	21	0.30	1.43640	0.00000	0.00000
42	2009.12.31 06:00	close	21	0.30	1.43715	0.00000	0.00000	-22.50	10208.50
43	2009.12.31 06:00	buy	22	0.30	1.43715	0.00000	0.00000
44	2009.12.31 07:00	close	22	0.30	1.43701	0.00000	0.00000	-4.20	10204.30
45	2009.12.31 17:00	sell	23	0.30	1.43465	0.00000	0.00000
46	2010.01.04 11:00	close	23	0.30	1.43947	0.00000	0.00000	-144.84	10059.46
47	2010.01.04 11:00	buy	24	0.30	1.43947	0.00000	0.00000
48	2010.01.05 19:00	close	24	0.30	1.43911	0.00000	0.00000	-10.74	10048.72
49	2010.01.05 20:00	sell	25	0.30	1.43620	0.00000	0.00000
50	2010.01.05 21:00	close	25	0.30	1.43689	0.00000	0.00000	-20.70	10028.02
51	2010.01.06 11:00	buy	26	0.30	1.43780	0.00000	0.00000
52	2010.01.06 12:00	close	26	0.30	1.43752	0.00000	0.00000	-8.40	10019.62
53	2010.01.06 12:00	sell	27	0.30	1.43752	0.00000	0.00000
54	2010.01.06 17:00	close	27	0.30	1.43881	0.00000	0.00000	-38.70	9980.92
55	2010.01.06 17:00	buy	28	0.30	1.43881	0.00000	0.00000
56	2010.01.07 00:00	close	28	0.30	1.43999	0.00000	0.00000	35.58	10016.50
57	2010.01.07 08:00	sell	29	0.30	1.43678	0.00000	0.00000
58	2010.01.07 09:00	close	29	0.30	1.43879	0.00000	0.00000	-60.30	9956.20
59	2010.01.07 09:00	buy	30	0.30	1.43879	0.00000	0.00000
60	2010.01.07 10:00	close	30	0.30	1.43627	0.00000	0.00000	-75.60	9880.60
61	2010.01.07 10:00	sell	31	0.30	1.43627	0.00000	0.00000
62	2010.01.08 15:00	close	31	0.30	1.44035	0.00000	0.00000	-122.52	9758.08
63	2010.01.08 15:00	buy	32	0.30	1.44035	0.00000	0.00000
64	2010.01.08 16:00	close	32	0.30	1.43557	0.00000	0.00000	-143.40	9614.68
65	2010.01.08 17:00	sell	33	0.30	1.43248	0.00000	0.00000
66	2010.01.08 18:00	close	33	0.30	1.43560	0.00000	0.00000	-93.60	9521.08
67	2010.01.08 18:00	buy	34	0.30	1.43560	0.00000	0.00000
68	2010.01.12 10:00	close	34	0.30	1.44827	0.00000	0.00000	380.22	9901.30
69	2010.01.13 02:00	sell	35	0.30	1.44680	0.00000	0.00000
70	2010.01.13 03:00	close	35	0.30	1.44772	0.00000	0.00000	-27.60	9873.70
71	2010.01.13 05:00	buy	36	0.30	1.44802	0.00000	0.00000
72	2010.01.13 07:00	close	36	0.30	1.44856	0.00000	0.00000	16.20	9889.90
73	2010.01.13 12:00	buy	37	0.30	1.45164	0.00000	0.00000
74	2010.01.13 17:00	close	37	0.30	1.45078	0.00000	0.00000	-25.80	9864.10
75	2010.01.13 17:00	sell	38	0.30	1.45078	0.00000	0.00000
76	2010.01.13 19:00	close	38	0.30	1.45051	0.00000	0.00000	8.10	9872.20
77	2010.01.14 01:00	buy	39	0.30	1.45232	0.00000	0.00000
78	2010.01.14 11:00	close	39	0.30	1.45048	0.00000	0.00000	-55.20	9817.00
79	2010.01.14 11:00	sell	40	0.30	1.45048	0.00000	0.00000
80	2010.01.14 12:00	close	40	0.30	1.45060	0.00000	0.00000	-3.60	9813.40