Forex Daily Profits

Strategy Tester: dailyforexprofits_v4

dailyforexprofits_v4

AlpariUS

Symbol		EURUSD (Euro vs US Dollar)
Period		Daily (D1) 2009.03.02 00:00 - 2012.03.06 00:00 (2009.03.01 - 2012.03.07)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Initial_Lotsize=0.01; max_lots=0.01; Magic_Number=1; Equity.Protection.Percent=10; ma_fast=3; ma_slow=14; option_close_orders_everyday=false;

Bars in test	1787	Ticks modelled	33590013	Modelling quality	92.14%
Mismatched charts errors	37

Initial deposit	500.00
Total net profit	1051.32	Gross profit	2435.06	Gross loss	-1383.74
Profit factor	1.76	Expected payoff	14.60
Absolute drawdown	45.48	Maximal drawdown	558.64 (33.88%)	Relative drawdown	38.79% (399.05)

Total trades	72	Short positions (won %)	37 (70.27%)	Long positions (won %)	35 (74.29%)
		Profit trades (% of total)	52 (72.22%)	Loss trades (% of total)	20 (27.78%)
Largest		profit trade	370.67	loss trade	-134.62
Average		profit trade	86.97	loss trade	-31.45
Maximum		consecutive wins (profit in money)	3 (410.59)	consecutive losses (loss in money)	7 (-221.47)
Maximal		consecutive profit (count of wins)	410.59 (3)	consecutive loss (count of losses)	-286.68 (5)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.03.03 00:00	sell	1	0.01	1.25600	0.00000	0.00000
2	2009.03.12 00:00	close	1	0.01	1.28250	0.00000	0.00000	-26.68	473.32
3	2009.03.12 00:00	buy	2	0.02	1.28250	0.00000	0.00000
4	2009.04.01 00:00	close	2	0.02	1.32420	0.00000	0.00000	83.11	556.44
5	2009.04.01 00:00	sell	3	0.01	1.32420	0.00000	0.00000
6	2009.04.07 00:00	close	3	0.01	1.34050	0.00000	0.00000	-16.40	540.04
7	2009.04.07 00:00	buy	4	0.02	1.34050	0.00000	0.00000
8	2009.04.08 00:00	close	4	0.02	1.32660	0.00000	0.00000	-27.82	512.22
9	2009.04.08 00:00	sell	5	0.03	1.32660	0.00000	0.00000
10	2009.04.29 00:00	close	5	0.03	1.31370	0.00000	0.00000	37.69	549.92
11	2009.04.29 00:00	buy	6	0.04	1.31370	0.00000	0.00000
12	2009.06.09 00:00	close	6	0.04	1.39020	0.00000	0.00000	304.69	854.60
13	2009.06.09 00:00	sell	7	0.01	1.39020	0.00000	0.00000
14	2009.06.25 00:00	close	7	0.01	1.39320	0.00000	0.00000	-3.29	851.32
15	2009.06.25 00:00	buy	8	0.02	1.39320	0.00000	0.00000
16	2009.07.07 00:00	close	8	0.02	1.39740	0.00000	0.00000	8.24	859.56
17	2009.07.07 00:00	sell	9	0.01	1.39740	0.00000	0.00000
18	2009.07.16 00:00	close	9	0.01	1.41060	0.00000	0.00000	-13.38	846.18
19	2009.07.16 00:00	buy	10	0.02	1.41060	0.00000	0.00000
20	2009.07.31 00:00	close	10	0.02	1.40652	0.00000	0.00000	-8.40	837.78
21	2009.07.31 00:00	sell	11	0.03	1.40652	0.00000	0.00000
22	2009.08.03 13:46	close	11	0.03	1.43442	0.00000	0.00000	-83.75	754.03
23	2009.08.04 00:00	buy	12	0.01	1.44215	0.00000	0.00000
24	2009.08.11 00:00	close	12	0.01	1.41457	0.00000	0.00000	-27.64	726.40
25	2009.08.11 00:00	sell	13	0.02	1.41457	0.00000	0.00000
26	2009.08.24 00:00	close	13	0.02	1.43465	0.00000	0.00000	-40.58	685.82
27	2009.08.24 00:00	buy	14	0.03	1.43465	0.00000	0.00000
28	2009.09.04 00:00	close	14	0.03	1.42565	0.00000	0.00000	-27.31	658.51
29	2009.09.04 00:00	sell	15	0.04	1.42565	0.00000	0.00000
30	2009.09.07 00:00	close	15	0.04	1.43074	0.00000	0.00000	-20.42	638.08
31	2009.09.07 00:00	buy	16	0.05	1.43074	0.00000	0.00000
32	2009.09.29 00:00	close	16	0.05	1.46129	0.00000	0.00000	151.87	789.95
33	2009.09.29 00:00	sell	17	0.01	1.46129	0.00000	0.00000
34	2009.10.08 00:00	close	17	0.01	1.46897	0.00000	0.00000	-7.86	782.10
35	2009.10.08 00:00	buy	18	0.02	1.46897	0.00000	0.00000
36	2009.10.28 00:00	close	18	0.02	1.48103	0.00000	0.00000	23.83	805.93
37	2009.10.28 00:00	sell	19	0.01	1.48103	0.00000	0.00000
38	2009.11.09 00:00	close	19	0.01	1.48715	0.00000	0.00000	-6.31	799.62
39	2009.11.09 00:00	buy	20	0.02	1.48715	0.00000	0.00000
40	2009.11.24 00:00	close	20	0.02	1.49602	0.00000	0.00000	17.50	817.12
41	2009.11.24 00:00	sell	21	0.01	1.49602	0.00000	0.00000
42	2009.11.25 00:00	close	21	0.01	1.49651	0.00000	0.00000	-0.51	816.61
43	2009.11.25 00:00	buy	22	0.02	1.49651	0.00000	0.00000
44	2009.12.08 00:00	close	22	0.02	1.48280	0.00000	0.00000	-27.63	788.98
45	2009.12.08 00:00	sell	23	0.03	1.48280	0.00000	0.00000
46	2010.01.06 00:00	close	23	0.03	1.43638	0.00000	0.00000	137.87	926.85
47	2010.01.06 00:00	buy	24	0.01	1.43638	0.00000	0.00000
48	2010.01.20 00:00	close	24	0.01	1.42865	0.00000	0.00000	-7.84	919.01
49	2010.01.20 00:00	sell	25	0.02	1.42865	0.00000	0.00000
50	2010.03.03 00:00	close	25	0.02	1.36092	0.00000	0.00000	134.12	1053.13
51	2010.03.03 00:00	buy	26	0.01	1.36092	0.00000	0.00000
52	2010.03.22 00:00	close	26	0.01	1.35190	0.00000	0.00000	-9.17	1043.95
53	2010.03.22 00:00	sell	27	0.02	1.35190	0.00000	0.00000
54	2010.04.05 00:00	close	27	0.02	1.34925	0.00000	0.00000	4.85	1048.81
55	2010.04.05 00:00	buy	28	0.03	1.34925	0.00000	0.00000
56	2010.04.07 00:00	close	28	0.03	1.33922	0.00000	0.00000	-30.14	1018.67
57	2010.04.07 00:00	sell	29	0.04	1.33922	0.00000	0.00000
58	2010.04.12 01:17	close	29	0.04	1.36460	0.00000	0.00000	-101.84	916.83
59	2010.04.13 00:00	buy	30	0.01	1.35871	0.00000	0.00000
60	2010.04.21 00:00	close	30	0.01	1.34408	0.00000	0.00000	-14.69	902.13
61	2010.04.21 00:00	sell	31	0.02	1.34408	0.00000	0.00000
62	2010.06.15 00:00	close	31	0.02	1.22171	0.00000	0.00000	242.98	1145.11
63	2010.06.15 00:00	buy	32	0.01	1.22171	0.00000	0.00000
64	2010.07.01 00:00	close	32	0.01	1.22312	0.00000	0.00000	1.27	1146.38
65	2010.07.01 00:00	sell	33	0.01	1.22312	0.00000	0.00000
66	2010.07.05 00:00	close	33	0.01	1.25582	0.00000	0.00000	-32.73	1113.65
67	2010.07.05 00:00	buy	34	0.02	1.25582	0.00000	0.00000
68	2010.08.12 00:00	close	34	0.02	1.28439	0.00000	0.00000	56.50	1170.15
69	2010.08.12 00:00	sell	35	0.01	1.28439	0.00000	0.00000
70	2010.09.03 00:00	close	35	0.01	1.28270	0.00000	0.00000	1.34	1171.49
71	2010.09.03 00:00	buy	36	0.01	1.28270	0.00000	0.00000
72	2010.09.10 00:00	close	36	0.01	1.26971	0.00000	0.00000	-13.05	1158.44
73	2010.09.10 00:00	sell	37	0.02	1.26971	0.00000	0.00000
74	2010.09.15 00:00	close	37	0.02	1.29884	0.00000	0.00000	-58.36	1100.08
75	2010.09.15 00:00	buy	38	0.03	1.29884	0.00000	0.00000
76	2010.10.21 00:00	close	38	0.03	1.39572	0.00000	0.00000	289.73	1389.81
77	2010.10.21 00:00	sell	39	0.01	1.39572	0.00000	0.00000
78	2010.10.25 00:00	close	39	0.01	1.39540	0.00000	0.00000	0.29	1390.10
79	2010.10.25 00:00	buy	40	0.01	1.39540	0.00000	0.00000
80	2010.10.27 00:00	close	40	0.01	1.38607	0.00000	0.00000	-9.35	1380.75
81	2010.10.27 00:00	sell	41	0.02	1.38607	0.00000	0.00000
82	2010.11.02 00:00	close	41	0.02	1.38994	0.00000	0.00000	-7.93	1372.82
83	2010.11.02 00:00	buy	42	0.03	1.38994	0.00000	0.00000
84	2010.11.10 00:00	close	42	0.03	1.37656	0.00000	0.00000	-40.33	1332.49
85	2010.11.10 00:00	sell	43	0.04	1.37656	0.00000	0.00000
86	2010.12.14 00:00	close	43	0.04	1.33875	0.00000	0.00000	149.06	1481.55
87	2010.12.14 00:00	buy	44	0.01	1.33875	0.00000	0.00000
88	2010.12.20 00:00	close	44	0.01	1.31662	0.00000	0.00000	-22.18	1459.38
89	2010.12.20 00:00	sell	45	0.02	1.31662	0.00000	0.00000
90	2010.12.31 00:00	close	45	0.02	1.32923	0.00000	0.00000	-25.64	1433.74
91	2010.12.31 00:00	buy	46	0.03	1.32923	0.00000	0.00000
92	2011.01.07 00:00	close	46	0.03	1.30022	0.00000	0.00000	-87.20	1346.54
93	2011.01.07 00:00	sell	47	0.04	1.30022	0.00000	0.00000
94	2011.01.13 15:47	close	47	0.04	1.33378	0.00000	0.00000	-134.62	1211.92
95	2011.01.14 00:00	sell	48	0.01	1.33481	0.00000	0.00000
96	2011.01.17 00:00	close	48	0.01	1.33723	0.00000	0.00000	-2.44	1209.48
97	2011.01.17 00:00	buy	49	0.02	1.33723	0.00000	0.00000
98	2011.02.08 00:00	close	49	0.02	1.35791	0.00000	0.00000	41.01	1250.49
99	2011.02.08 00:00	sell	50	0.01	1.35791	0.00000	0.00000
100	2011.02.22 00:00	close	50	0.01	1.36767	0.00000	0.00000	-9.98	1240.51
101	2011.02.22 00:00	buy	51	0.02	1.36767	0.00000	0.00000
102	2011.04.20 00:00	close	51	0.02	1.43313	0.00000	0.00000	130.01	1370.51
103	2011.04.20 00:00	sell	52	0.01	1.43313	0.00000	0.00000
104	2011.04.22 00:00	close	52	0.01	1.45518	0.00000	0.00000	-22.11	1348.40
105	2011.04.22 00:00	buy	53	0.02	1.45518	0.00000	0.00000
106	2011.05.09 00:00	close	53	0.02	1.43656	0.00000	0.00000	-37.48	1310.92
107	2011.05.09 00:00	sell	54	0.03	1.43656	0.00000	0.00000
108	2011.05.31 00:00	close	54	0.03	1.42880	0.00000	0.00000	22.22	1333.14
109	2011.05.31 00:00	buy	55	0.04	1.42880	0.00000	0.00000
110	2011.06.15 00:00	close	55	0.04	1.44426	0.00000	0.00000	61.36	1394.50
111	2011.06.15 00:00	sell	56	0.01	1.44426	0.00000	0.00000
112	2011.06.30 00:00	close	56	0.01	1.44360	0.00000	0.00000	0.39	1394.89
113	2011.06.30 00:00	buy	57	0.01	1.44360	0.00000	0.00000
114	2011.07.08 00:00	close	57	0.01	1.43576	0.00000	0.00000	-7.90	1386.99
115	2011.07.08 00:00	sell	58	0.02	1.43576	0.00000	0.00000
116	2011.07.22 00:00	close	58	0.02	1.44207	0.00000	0.00000	-13.07	1373.92
117	2011.07.22 00:00	buy	59	0.03	1.44207	0.00000	0.00000
118	2011.08.03 00:00	close	59	0.03	1.41912	0.00000	0.00000	-69.09	1304.83
119	2011.08.03 00:00	sell	60	0.04	1.41912	0.00000	0.00000
120	2011.08.16 00:00	close	60	0.04	1.44459	0.00000	0.00000	-102.71	1202.12
121	2011.08.16 00:00	buy	61	0.05	1.44459	0.00000	0.00000
122	2011.09.02 00:00	close	61	0.05	1.42596	0.00000	0.00000	-93.91	1108.21
123	2011.09.02 00:00	sell	62	0.06	1.42596	0.00000	0.00000
124	2011.10.11 00:00	close	62	0.06	1.36359	0.00000	0.00000	370.67	1478.88
125	2011.10.11 00:00	buy	63	0.01	1.36359	0.00000	0.00000
126	2011.11.03 00:00	close	63	0.01	1.37262	0.00000	0.00000	8.83	1487.71
127	2011.11.03 00:00	sell	64	0.01	1.37262	0.00000	0.00000
128	2011.12.05 00:00	close	64	0.01	1.34105	0.00000	0.00000	31.09	1518.80
129	2011.12.05 00:00	buy	65	0.01	1.34105	0.00000	0.00000
130	2011.12.07 00:00	close	65	0.01	1.34017	0.00000	0.00000	-0.90	1517.90
131	2011.12.07 00:00	sell	66	0.02	1.34017	0.00000	0.00000
132	2011.12.08 00:00	close	66	0.02	1.34166	0.00000	0.00000	-3.08	1514.82
133	2011.12.08 00:00	buy	67	0.03	1.34166	0.00000	0.00000
134	2011.12.13 00:00	close	67	0.03	1.31708	0.00000	0.00000	-73.81	1441.01
135	2011.12.13 00:00	sell	68	0.04	1.31708	0.00000	0.00000
136	2012.01.20 00:00	close	68	0.04	1.29675	0.00000	0.00000	78.76	1519.77
137	2012.01.20 00:00	buy	69	0.01	1.29675	0.00000	0.00000
138	2012.02.15 00:00	close	69	0.01	1.31282	0.00000	0.00000	15.88	1535.65
139	2012.02.15 00:00	sell	70	0.01	1.31282	0.00000	0.00000
140	2012.02.22 00:00	close	70	0.01	1.32322	0.00000	0.00000	-10.51	1525.14
141	2012.02.22 00:00	buy	71	0.02	1.32322	0.00000	0.00000
142	2012.03.06 00:00	close	71	0.02	1.32146	0.00000	0.00000	-3.73	1521.41
143	2012.03.06 00:00	sell	72	0.03	1.32146	0.00000	0.00000
144	2012.03.06 23:59	close at stop	72	0.03	1.31149	0.00000	0.00000	29.91	1551.32