Report Result : canal-m_a_sim-v2 - Desynced Forex Repository

Strategy Tester Report

Download canal-m_a_sim-v2

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		period=200; period1=6; period2=6; stopmax=200; stopmin=100; Hours=72; Hours1=72; lot=0.1; magicBUY=101; magicSELL=201; magicBUY1=102; magicSELL1=202;

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

Initial deposit	10000.00
Total net profit	-372.16	Gross profit	782.38	Gross loss	-1154.54
Profit factor	0.68	Expected payoff	-5.91
Absolute drawdown	568.18	Maximal drawdown	701.86 (6.93%)	Relative drawdown	6.93% (701.86)

Total trades	63	Short positions (won %)	0 (0.00%)	Long positions (won %)	63 (12.70%)
		Profit trades (% of total)	8 (12.70%)	Loss trades (% of total)	55 (87.30%)
Largest		profit trade	245.42	loss trade	-21.00
Average		profit trade	97.80	loss trade	-20.99
Maximum		consecutive wins (profit in money)	1 (245.42)	consecutive losses (loss in money)	16 (-335.86)
Maximal		consecutive profit (count of wins)	245.42 (1)	consecutive loss (count of losses)	-335.86 (16)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.50084	1.49874	0.00000
2	2009.12.01 06:15	s/l	1	0.10	1.49874	1.49874	0.00000	-21.00	9979.00
3	2009.12.01 06:15	buy	2	0.10	1.49862	1.49652	0.00000
4	2009.12.04 07:00	close	2	0.10	1.50499	1.49652	0.00000	63.80	10042.80
5	2009.12.04 07:02	buy	3	0.10	1.50477	1.50267	0.00000
6	2009.12.04 14:40	s/l	3	0.10	1.50267	1.50267	0.00000	-21.00	10021.80
7	2009.12.04 14:40	buy	4	0.10	1.50230	1.50020	0.00000
8	2009.12.04 14:45	s/l	4	0.10	1.50020	1.50020	0.00000	-21.00	10000.80
9	2009.12.04 14:45	buy	5	0.10	1.49821	1.49611	0.00000
10	2009.12.04 14:50	s/l	5	0.10	1.49611	1.49611	0.00000	-21.00	9979.80
11	2009.12.04 14:50	buy	6	0.10	1.49277	1.49067	0.00000
12	2009.12.04 16:45	s/l	6	0.10	1.49067	1.49067	0.00000	-21.00	9958.80
13	2009.12.04 16:45	buy	7	0.10	1.49013	1.48803	0.00000
14	2009.12.04 17:20	s/l	7	0.10	1.48803	1.48803	0.00000	-21.00	9937.80
15	2009.12.04 17:20	buy	8	0.10	1.48758	1.48548	0.00000
16	2009.12.04 19:33	s/l	8	0.10	1.48548	1.48548	0.00000	-21.00	9916.80
17	2009.12.04 19:33	buy	9	0.10	1.48515	1.48305	0.00000
18	2009.12.04 20:45	s/l	9	0.10	1.48305	1.48305	0.00000	-21.00	9895.80
19	2009.12.04 20:45	buy	10	0.10	1.48308	1.48098	0.00000
20	2009.12.07 09:45	s/l	10	0.10	1.48098	1.48098	0.00000	-20.98	9874.82
21	2009.12.07 09:45	buy	11	0.10	1.47958	1.47748	0.00000
22	2009.12.07 09:50	s/l	11	0.10	1.47748	1.47748	0.00000	-21.00	9853.82
23	2009.12.07 09:50	buy	12	0.10	1.47679	1.47469	0.00000
24	2009.12.08 14:20	s/l	12	0.10	1.47469	1.47469	0.00000	-20.98	9832.84
25	2009.12.08 14:20	buy	13	0.10	1.47367	1.47157	0.00000
26	2009.12.08 18:50	s/l	13	0.10	1.47157	1.47157	0.00000	-21.00	9811.84
27	2009.12.08 18:50	buy	14	0.10	1.47125	1.46915	0.00000
28	2009.12.08 20:20	s/l	14	0.10	1.46915	1.46915	0.00000	-21.00	9790.84
29	2009.12.08 20:20	buy	15	0.10	1.46897	1.46687	0.00000
30	2009.12.09 00:37	s/l	15	0.10	1.46687	1.46687	0.00000	-20.98	9769.86
31	2009.12.09 00:37	buy	16	0.10	1.46688	1.46478	0.00000
32	2009.12.11 15:45	s/l	16	0.10	1.46478	1.46478	0.00000	-20.92	9748.94
33	2009.12.11 15:45	buy	17	0.10	1.46481	1.46271	0.00000
34	2009.12.11 16:15	s/l	17	0.10	1.46271	1.46271	0.00000	-21.00	9727.94
35	2009.12.11 16:15	buy	18	0.10	1.46267	1.46057	0.00000
36	2009.12.11 16:50	s/l	18	0.10	1.46057	1.46057	0.00000	-21.00	9706.94
37	2009.12.11 16:50	buy	19	0.10	1.46001	1.45791	0.00000
38	2009.12.14 17:00	close	19	0.10	1.46516	1.45791	0.00000	51.52	9758.46
39	2009.12.14 17:02	buy	20	0.10	1.46538	1.46328	0.00000
40	2009.12.15 06:50	s/l	20	0.10	1.46328	1.46328	0.00000	-20.98	9737.48
41	2009.12.15 06:50	buy	21	0.10	1.46332	1.46122	0.00000
42	2009.12.15 08:50	s/l	21	0.10	1.46122	1.46122	0.00000	-21.00	9716.48
43	2009.12.15 08:50	buy	22	0.10	1.46066	1.45856	0.00000
44	2009.12.15 09:15	s/l	22	0.10	1.45856	1.45856	0.00000	-21.00	9695.48
45	2009.12.15 09:15	buy	23	0.10	1.45776	1.45566	0.00000
46	2009.12.15 09:32	s/l	23	0.10	1.45566	1.45566	0.00000	-21.00	9674.48
47	2009.12.15 09:32	buy	24	0.10	1.45537	1.45327	0.00000
48	2009.12.15 11:02	s/l	24	0.10	1.45327	1.45327	0.00000	-21.00	9653.48
49	2009.12.15 11:02	buy	25	0.10	1.45282	1.45072	0.00000
50	2009.12.15 17:50	s/l	25	0.10	1.45072	1.45072	0.00000	-21.00	9632.48
51	2009.12.15 17:50	buy	26	0.10	1.45057	1.44847	0.00000
52	2009.12.17 02:40	s/l	26	0.10	1.44847	1.44847	0.00000	-20.92	9611.56
53	2009.12.17 02:40	buy	27	0.10	1.44830	1.44620	0.00000
54	2009.12.17 03:02	s/l	27	0.10	1.44620	1.44620	0.00000	-21.00	9590.56
55	2009.12.17 03:02	buy	28	0.10	1.44544	1.44334	0.00000
56	2009.12.17 03:50	s/l	28	0.10	1.44334	1.44334	0.00000	-21.00	9569.56
57	2009.12.17 03:50	buy	29	0.10	1.44207	1.43997	0.00000
58	2009.12.17 04:20	s/l	29	0.10	1.43997	1.43997	0.00000	-21.00	9548.56
59	2009.12.17 04:20	buy	30	0.10	1.43885	1.43675	0.00000
60	2009.12.17 10:50	s/l	30	0.10	1.43675	1.43675	0.00000	-21.00	9527.56
61	2009.12.17 10:50	buy	31	0.10	1.43584	1.43374	0.00000
62	2009.12.17 11:50	s/l	31	0.10	1.43374	1.43374	0.00000	-21.00	9506.56
63	2009.12.17 11:50	buy	32	0.10	1.43287	1.43077	0.00000
64	2009.12.17 18:02	s/l	32	0.10	1.43077	1.43077	0.00000	-21.00	9485.56
65	2009.12.17 18:02	buy	33	0.10	1.43056	1.42846	0.00000
66	2009.12.18 16:50	s/l	33	0.10	1.42846	1.42846	0.00000	-20.98	9464.58
67	2009.12.18 16:50	buy	34	0.10	1.42679	1.42469	0.00000
68	2009.12.21 17:00	close	34	0.10	1.43120	1.42469	0.00000	44.12	9508.70
69	2009.12.21 17:02	buy	35	0.10	1.43156	1.42946	0.00000
70	2009.12.21 19:20	s/l	35	0.10	1.42946	1.42946	0.00000	-21.00	9487.70
71	2009.12.21 19:20	buy	36	0.10	1.42926	1.42716	0.00000
72	2009.12.21 21:20	s/l	36	0.10	1.42716	1.42716	0.00000	-21.00	9466.70
73	2009.12.21 21:20	buy	37	0.10	1.42677	1.42467	0.00000
74	2009.12.22 16:50	s/l	37	0.10	1.42467	1.42467	0.00000	-20.98	9445.72
75	2009.12.22 16:50	buy	38	0.10	1.42306	1.42096	0.00000
76	2009.12.28 00:00	close	38	0.10	1.43714	1.42096	0.00000	140.92	9586.64
77	2009.12.28 00:02	buy	39	0.10	1.43723	1.43513	0.00000
78	2009.12.29 17:20	s/l	39	0.10	1.43513	1.43513	0.00000	-20.98	9565.66
79	2009.12.29 17:20	buy	40	0.10	1.43449	1.43239	0.00000
80	2009.12.30 01:50	s/l	40	0.10	1.43239	1.43239	0.00000	-20.98	9544.68
81	2009.12.30 01:50	buy	41	0.10	1.43215	1.43005	0.00000
82	2009.12.30 15:45	s/l	41	0.10	1.43005	1.43005	0.00000	-21.00	9523.68
83	2009.12.30 15:45	buy	42	0.10	1.42977	1.42767	0.00000
84	2009.12.30 16:50	s/l	42	0.10	1.42767	1.42767	0.00000	-21.00	9502.68
85	2009.12.30 16:50	buy	43	0.10	1.42737	1.42527	0.00000
86	2010.01.04 00:00	close	43	0.10	1.43261	1.42527	0.00000	52.50	9555.18
87	2010.01.04 00:02	buy	44	0.10	1.43334	1.43124	0.00000
88	2010.01.04 01:10	s/l	44	0.10	1.43124	1.43124	0.00000	-21.00	9534.18
89	2010.01.04 01:10	buy	45	0.10	1.43094	1.42884	0.00000
90	2010.01.04 01:50	s/l	45	0.10	1.42884	1.42884	0.00000	-21.00	9513.18
91	2010.01.04 01:50	buy	46	0.10	1.42887	1.42677	0.00000
92	2010.01.04 02:16	s/l	46	0.10	1.42677	1.42677	0.00000	-21.00	9492.18
93	2010.01.04 02:16	buy	47	0.10	1.42679	1.42469	0.00000
94	2010.01.07 03:00	close	47	0.10	1.44245	1.42469	0.00000	156.70	9648.88
95	2010.01.07 03:03	buy	48	0.10	1.44156	1.43946	0.00000
96	2010.01.07 03:37	s/l	48	0.10	1.43946	1.43946	0.00000	-21.00	9627.88
97	2010.01.07 03:37	buy	49	0.10	1.43946	1.43736	0.00000
98	2010.01.07 07:20	s/l	49	0.10	1.43736	1.43736	0.00000	-21.00	9606.88
99	2010.01.07 07:20	buy	50	0.10	1.43708	1.43498	0.00000
100	2010.01.07 11:15	s/l	50	0.10	1.43498	1.43498	0.00000	-21.00	9585.88
101	2010.01.07 11:15	buy	51	0.10	1.43470	1.43260	0.00000
102	2010.01.07 13:02	s/l	51	0.10	1.43260	1.43260	0.00000	-21.00	9564.88
103	2010.01.07 13:02	buy	52	0.10	1.43229	1.43019	0.00000
104	2010.01.07 14:20	s/l	52	0.10	1.43019	1.43019	0.00000	-21.00	9543.88
105	2010.01.07 14:20	buy	53	0.10	1.42996	1.42786	0.00000
106	2010.01.08 13:16	s/l	53	0.10	1.42786	1.42786	0.00000	-20.98	9522.90
107	2010.01.08 13:16	buy	54	0.10	1.42768	1.42558	0.00000
108	2010.01.11 14:00	close	54	0.10	1.45222	1.42558	0.00000	245.42	9768.32
109	2010.01.11 14:02	buy	55	0.10	1.45328	1.45118	0.00000
110	2010.01.11 14:37	s/l	55	0.10	1.45118	1.45118	0.00000	-21.00	9747.32
111	2010.01.11 14:37	buy	56	0.10	1.45128	1.44918	0.00000
112	2010.01.12 01:20	s/l	56	0.10	1.44918	1.44918	0.00000	-20.98	9726.34
113	2010.01.12 01:20	buy	57	0.10	1.44915	1.44705	0.00000
114	2010.01.12 03:15	s/l	57	0.10	1.44705	1.44705	0.00000	-21.00	9705.34
115	2010.01.12 03:15	buy	58	0.10	1.44683	1.44473	0.00000
116	2010.01.14 17:07	s/l	58	0.10	1.44473	1.44473	0.00000	-20.92	9684.42
117	2010.01.14 17:07	buy	59	0.10	1.44470	1.44260	0.00000
118	2010.01.15 03:15	s/l	59	0.10	1.44260	1.44260	0.00000	-20.98	9663.44
119	2010.01.15 03:15	buy	60	0.10	1.44232	1.44022	0.00000
120	2010.01.15 09:10	s/l	60	0.10	1.44022	1.44022	0.00000	-21.00	9642.44
121	2010.01.15 09:10	buy	61	0.10	1.44012	1.43802	0.00000
122	2010.01.15 09:20	s/l	61	0.10	1.43802	1.43802	0.00000	-21.00	9621.44
123	2010.01.15 09:20	buy	62	0.10	1.43789	1.43579	0.00000
124	2010.01.15 16:50	s/l	62	0.10	1.43579	1.43579	0.00000	-21.00	9600.44
125	2010.01.15 16:50	buy	63	0.10	1.43569	1.43359	0.00000
126	2010.01.15 22:57	close at stop	63	0.10	1.43843	1.43359	0.00000	27.40	9627.84