Report Result : FT_TIME_BIGDOG - Desynced Forex Repository

Strategy Tester Report

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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		starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20;

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

Initial deposit	10000.00
Total net profit	11.80	Gross profit	45.00	Gross loss	-33.20
Profit factor	1.36	Expected payoff	0.59
Absolute drawdown	11.10	Maximal drawdown	12.20 (0.12%)	Relative drawdown	0.12% (12.20)

Total trades	20	Short positions (won %)	17 (47.06%)	Long positions (won %)	3 (33.33%)
		Profit trades (% of total)	9 (45.00%)	Loss trades (% of total)	11 (55.00%)
Largest		profit trade	5.00	loss trade	-4.90
Average		profit trade	5.00	loss trade	-3.02
Maximum		consecutive wins (profit in money)	3 (15.00)	consecutive losses (loss in money)	3 (-9.30)
Maximal		consecutive profit (count of wins)	15.00 (3)	consecutive loss (count of losses)	-9.30 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 00:00	sell stop	1	0.10	1.47325	1.47346	1.47275
2	2009.11.02 00:18	sell	1	0.10	1.47325	1.47346	1.47275
3	2009.11.02 00:23	s/l	1	0.10	1.47346	1.47346	1.47275	-2.10	9997.90
4	2009.11.03 00:18	sell stop	2	0.10	1.47719	1.47768	1.47669
5	2009.11.03 00:28	sell	2	0.10	1.47719	1.47768	1.47669
6	2009.11.03 01:01	s/l	2	0.10	1.47768	1.47768	1.47669	-4.90	9993.00
7	2009.11.04 00:02	sell stop	3	0.10	1.47159	1.47182	1.47109
8	2009.11.04 00:04	sell	3	0.10	1.47159	1.47182	1.47109
9	2009.11.04 00:08	s/l	3	0.10	1.47182	1.47182	1.47109	-2.30	9990.70
10	2009.11.04 00:10	sell stop	4	0.10	1.47150	1.47190	1.47100
11	2009.11.04 01:10	sell	4	0.10	1.47150	1.47190	1.47100
12	2009.11.04 01:17	t/p	4	0.10	1.47100	1.47190	1.47100	5.00	9995.70
13	2009.11.05 00:01	buy stop	5	0.10	1.48763	1.48723	1.48813
14	2009.11.05 01:43	buy	5	0.10	1.48763	1.48723	1.48813
15	2009.11.05 01:45	s/l	5	0.10	1.48723	1.48723	1.48813	-4.00	9991.70
16	2009.11.06 00:03	buy stop	6	0.10	1.48719	1.48680	1.48769
17	2009.11.06 00:31	buy	6	0.10	1.48719	1.48680	1.48769
18	2009.11.06 00:41	t/p	6	0.10	1.48769	1.48680	1.48769	5.00	9996.70
19	2009.11.09 00:03	sell stop	7	0.10	1.48695	1.48720	1.48645
20	2009.11.09 00:15	sell	7	0.10	1.48695	1.48720	1.48645
21	2009.11.09 00:15	s/l	7	0.10	1.48720	1.48720	1.48645	-2.50	9994.20
22	2009.11.10 00:00	sell stop	8	0.10	1.49957	1.49978	1.49907
23	2009.11.10 01:37	sell	8	0.10	1.49957	1.49978	1.49907
24	2009.11.10 01:42	t/p	8	0.10	1.49907	1.49978	1.49907	5.00	9999.20
25	2009.11.11 00:00	sell stop	9	0.10	1.49834	1.49855	1.49784
26	2009.11.11 00:22	sell	9	0.10	1.49834	1.49855	1.49784
27	2009.11.11 00:23	s/l	9	0.10	1.49855	1.49855	1.49784	-2.10	9997.10
28	2009.11.11 00:23	sell stop	10	0.10	1.49825	1.49870	1.49775
29	2009.11.11 00:31	sell	10	0.10	1.49825	1.49870	1.49775
30	2009.11.11 00:52	s/l	10	0.10	1.49870	1.49870	1.49775	-4.50	9992.60
31	2009.11.12 00:06	sell stop	11	0.10	1.49844	1.49872	1.49794
32	2009.11.12 00:16	sell	11	0.10	1.49844	1.49872	1.49794
33	2009.11.12 00:49	t/p	11	0.10	1.49794	1.49872	1.49794	5.00	9997.60
34	2009.11.13 00:01	sell stop	12	0.10	1.48447	1.48469	1.48397
35	2009.11.13 15:22	sell	12	0.10	1.48447	1.48469	1.48397
36	2009.11.13 15:22	t/p	12	0.10	1.48397	1.48469	1.48397	5.00	10002.60
37	2009.11.16 00:00	sell stop	13	0.10	1.49184	1.49205	1.49134
38	2009.11.16 18:17	sell	13	0.10	1.49184	1.49205	1.49134
39	2009.11.16 18:17	t/p	13	0.10	1.49134	1.49205	1.49134	5.00	10007.60
40	2009.11.17 00:02	sell stop	14	0.10	1.49657	1.49680	1.49607
41	2009.11.17 02:37	sell	14	0.10	1.49657	1.49680	1.49607
42	2009.11.17 02:51	s/l	14	0.10	1.49680	1.49680	1.49607	-2.30	10005.30
43	2009.11.18 00:01	sell stop	15	0.10	1.48610	1.48631	1.48560
44	2009.11.19 00:00	delete	15	0.10	1.48610	1.48631	1.48560
45	2009.11.19 00:13	sell stop	16	0.10	1.49600	1.49621	1.49550
46	2009.11.19 00:17	sell	16	0.10	1.49600	1.49621	1.49550
47	2009.11.19 00:36	t/p	16	0.10	1.49550	1.49621	1.49550	5.00	10010.30
48	2009.11.20 00:09	buy stop	17	0.10	1.49165	1.49125	1.49215
49	2009.11.20 00:27	buy	17	0.10	1.49165	1.49125	1.49215
50	2009.11.20 00:34	s/l	17	0.10	1.49125	1.49125	1.49215	-4.00	10006.30
51	2009.11.23 00:01	sell stop	18	0.10	1.48481	1.48502	1.48431
52	2009.11.24 00:00	delete	18	0.10	1.48481	1.48502	1.48431
53	2009.11.24 00:02	sell stop	19	0.10	1.49586	1.49608	1.49536
54	2009.11.24 00:55	sell	19	0.10	1.49586	1.49608	1.49536
55	2009.11.24 00:56	s/l	19	0.10	1.49608	1.49608	1.49536	-2.20	10004.10
56	2009.11.25 00:01	sell stop	20	0.10	1.49630	1.49651	1.49580
57	2009.11.25 00:10	sell	20	0.10	1.49630	1.49651	1.49580
58	2009.11.25 00:20	t/p	20	0.10	1.49580	1.49651	1.49580	5.00	10009.10
59	2009.11.26 00:08	sell stop	21	0.10	1.51355	1.51378	1.51305
60	2009.11.26 00:13	sell	21	0.10	1.51355	1.51378	1.51305
61	2009.11.26 00:13	s/l	21	0.10	1.51378	1.51378	1.51305	-2.30	10006.80
62	2009.11.27 00:05	sell stop	22	0.10	1.50061	1.50084	1.50011
63	2009.11.27 00:08	sell	22	0.10	1.50061	1.50084	1.50011
64	2009.11.27 00:10	t/p	22	0.10	1.50011	1.50084	1.50011	5.00	10011.80