Report Result : - Desynced Forex Repository

Strategy Tester Report

Download 5_8MACROSS2

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
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=0.1; StopLoss=0; TrailingStop=0; TakeProfit=0; mafastperiod=5; mafastshift=0; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-479.52	Gross profit	681.23	Gross loss	-1160.75
Profit factor	0.59	Expected payoff	-6.85
Absolute drawdown	548.70	Maximal drawdown	747.83 (7.33%)	Relative drawdown	7.33% (747.83)

Total trades	70	Short positions (won %)	35 (37.14%)	Long positions (won %)	35 (17.14%)
		Profit trades (% of total)	19 (27.14%)	Loss trades (% of total)	51 (72.86%)
Largest		profit trade	108.90	loss trade	-92.93
Average		profit trade	35.85	loss trade	-22.76
Maximum		consecutive wins (profit in money)	2 (113.89)	consecutive losses (loss in money)	11 (-209.05)
Maximal		consecutive profit (count of wins)	113.89 (2)	consecutive loss (count of losses)	-211.09 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:00	buy	1	0.10	1.05581	0.00000	0.00000
2	2009.12.01 08:00	close	1	0.10	1.05501	0.00000	0.00000	-7.58	9992.42
3	2009.12.01 08:00	sell	2	0.10	1.05501	0.00000	0.00000
4	2009.12.01 22:00	close	2	0.10	1.04700	0.00000	0.00000	76.50	10068.92
5	2009.12.01 22:00	buy	3	0.10	1.04700	0.00000	0.00000
6	2009.12.02 05:00	close	3	0.10	1.04454	0.00000	0.00000	-23.59	10045.33
7	2009.12.02 05:00	sell	4	0.10	1.04454	0.00000	0.00000
8	2009.12.02 13:00	close	4	0.10	1.04621	0.00000	0.00000	-15.96	10029.37
9	2009.12.02 13:00	buy	5	0.10	1.04621	0.00000	0.00000
10	2009.12.02 14:00	close	5	0.10	1.04487	0.00000	0.00000	-12.82	10016.55
11	2009.12.02 14:00	sell	6	0.10	1.04487	0.00000	0.00000
12	2009.12.02 15:00	close	6	0.10	1.04810	0.00000	0.00000	-30.82	9985.73
13	2009.12.02 15:00	buy	7	0.10	1.04810	0.00000	0.00000
14	2009.12.03 03:00	close	7	0.10	1.04950	0.00000	0.00000	13.23	9998.96
15	2009.12.03 03:00	sell	8	0.10	1.04950	0.00000	0.00000
16	2009.12.03 14:00	close	8	0.10	1.04962	0.00000	0.00000	-1.14	9997.82
17	2009.12.03 14:00	buy	9	0.10	1.04962	0.00000	0.00000
18	2009.12.04 07:00	close	9	0.10	1.05718	0.00000	0.00000	71.47	10069.29
19	2009.12.04 07:00	sell	10	0.10	1.05718	0.00000	0.00000
20	2009.12.04 20:00	close	10	0.10	1.05730	0.00000	0.00000	-1.13	10068.16
21	2009.12.04 20:00	buy	11	0.10	1.05730	0.00000	0.00000
22	2009.12.07 04:00	close	11	0.10	1.05434	0.00000	0.00000	-28.11	10040.05
23	2009.12.07 04:00	sell	12	0.10	1.05434	0.00000	0.00000
24	2009.12.07 10:00	close	12	0.10	1.06423	0.00000	0.00000	-92.93	9947.12
25	2009.12.07 10:00	buy	13	0.10	1.06423	0.00000	0.00000
26	2009.12.07 16:00	close	13	0.10	1.05485	0.00000	0.00000	-88.92	9858.20
27	2009.12.07 16:00	sell	14	0.10	1.05485	0.00000	0.00000
28	2009.12.08 00:00	close	14	0.10	1.05164	0.00000	0.00000	30.52	9888.72
29	2009.12.08 00:00	buy	15	0.10	1.05164	0.00000	0.00000
30	2009.12.08 02:00	close	15	0.10	1.04938	0.00000	0.00000	-21.54	9867.18
31	2009.12.08 02:00	sell	16	0.10	1.04938	0.00000	0.00000
32	2009.12.08 08:00	close	16	0.10	1.05138	0.00000	0.00000	-19.02	9848.16
33	2009.12.08 08:00	buy	17	0.10	1.05138	0.00000	0.00000
34	2009.12.09 03:00	close	17	0.10	1.06296	0.00000	0.00000	108.90	9957.07
35	2009.12.09 03:00	sell	18	0.10	1.06296	0.00000	0.00000
36	2009.12.09 10:00	close	18	0.10	1.06243	0.00000	0.00000	4.99	9962.06
37	2009.12.09 10:00	buy	19	0.10	1.06243	0.00000	0.00000
38	2009.12.09 13:00	close	19	0.10	1.05965	0.00000	0.00000	-26.24	9935.82
39	2009.12.09 13:00	sell	20	0.10	1.05965	0.00000	0.00000
40	2009.12.10 05:00	close	20	0.10	1.05577	0.00000	0.00000	36.75	9972.57
41	2009.12.10 05:00	buy	21	0.10	1.05577	0.00000	0.00000
42	2009.12.10 12:00	close	21	0.10	1.05119	0.00000	0.00000	-43.57	9929.00
43	2009.12.10 12:00	sell	22	0.10	1.05119	0.00000	0.00000
44	2009.12.10 19:00	close	22	0.10	1.05379	0.00000	0.00000	-24.67	9904.33
45	2009.12.10 19:00	buy	23	0.10	1.05379	0.00000	0.00000
46	2009.12.11 00:00	close	23	0.10	1.05087	0.00000	0.00000	-27.83	9876.50
47	2009.12.11 00:00	sell	24	0.10	1.05087	0.00000	0.00000
48	2009.12.11 04:00	close	24	0.10	1.05132	0.00000	0.00000	-4.28	9872.22
49	2009.12.11 04:00	buy	25	0.10	1.05132	0.00000	0.00000
50	2009.12.11 11:00	close	25	0.10	1.05011	0.00000	0.00000	-11.52	9860.70
51	2009.12.11 11:00	sell	26	0.10	1.05011	0.00000	0.00000
52	2009.12.11 17:00	close	26	0.10	1.05518	0.00000	0.00000	-48.05	9812.65
53	2009.12.11 17:00	buy	27	0.10	1.05518	0.00000	0.00000
54	2009.12.14 03:00	close	27	0.10	1.05949	0.00000	0.00000	40.64	9853.29
55	2009.12.14 03:00	sell	28	0.10	1.05949	0.00000	0.00000
56	2009.12.14 10:00	close	28	0.10	1.06192	0.00000	0.00000	-22.88	9830.41
57	2009.12.14 10:00	buy	29	0.10	1.06192	0.00000	0.00000
58	2009.12.14 18:00	close	29	0.10	1.05892	0.00000	0.00000	-28.33	9802.08
59	2009.12.14 18:00	sell	30	0.10	1.05892	0.00000	0.00000
60	2009.12.15 02:00	close	30	0.10	1.05908	0.00000	0.00000	-1.51	9800.57
61	2009.12.15 02:00	buy	31	0.10	1.05908	0.00000	0.00000
62	2009.12.15 03:00	close	31	0.10	1.05860	0.00000	0.00000	-4.53	9796.04
63	2009.12.15 03:00	sell	32	0.10	1.05860	0.00000	0.00000
64	2009.12.15 10:00	close	32	0.10	1.06228	0.00000	0.00000	-34.64	9761.40
65	2009.12.15 10:00	buy	33	0.10	1.06228	0.00000	0.00000
66	2009.12.15 17:00	close	33	0.10	1.05977	0.00000	0.00000	-23.68	9737.72
67	2009.12.15 17:00	sell	34	0.10	1.05977	0.00000	0.00000
68	2009.12.15 22:00	close	34	0.10	1.06171	0.00000	0.00000	-18.27	9719.45
69	2009.12.15 22:00	buy	35	0.10	1.06171	0.00000	0.00000
70	2009.12.16 00:00	close	35	0.10	1.06069	0.00000	0.00000	-9.66	9709.79
71	2009.12.16 00:00	sell	36	0.10	1.06069	0.00000	0.00000
72	2009.12.16 07:00	close	36	0.10	1.06191	0.00000	0.00000	-11.49	9698.30
73	2009.12.16 07:00	buy	37	0.10	1.06191	0.00000	0.00000
74	2009.12.16 10:00	close	37	0.10	1.05972	0.00000	0.00000	-20.67	9677.63
75	2009.12.16 10:00	sell	38	0.10	1.05972	0.00000	0.00000
76	2009.12.16 21:00	close	38	0.10	1.06327	0.00000	0.00000	-33.39	9644.24
77	2009.12.16 21:00	buy	39	0.10	1.06327	0.00000	0.00000
78	2009.12.17 19:00	close	39	0.10	1.07114	0.00000	0.00000	73.36	9717.60
79	2009.12.17 19:00	sell	40	0.10	1.07114	0.00000	0.00000
80	2009.12.18 00:00	close	40	0.10	1.07104	0.00000	0.00000	0.93	9718.53
81	2009.12.18 00:00	buy	41	0.10	1.07104	0.00000	0.00000
82	2009.12.18 01:00	close	41	0.10	1.07012	0.00000	0.00000	-8.60	9709.93
83	2009.12.18 01:00	sell	42	0.10	1.07012	0.00000	0.00000
84	2009.12.18 11:00	close	42	0.10	1.06667	0.00000	0.00000	32.34	9742.27
85	2009.12.18 11:00	buy	43	0.10	1.06667	0.00000	0.00000
86	2009.12.18 13:00	close	43	0.10	1.06529	0.00000	0.00000	-12.95	9729.32
87	2009.12.18 13:00	sell	44	0.10	1.06529	0.00000	0.00000
88	2009.12.18 18:00	close	44	0.10	1.06810	0.00000	0.00000	-26.31	9703.01
89	2009.12.18 18:00	buy	45	0.10	1.06810	0.00000	0.00000
90	2009.12.21 00:00	close	45	0.10	1.06759	0.00000	0.00000	-4.82	9698.19
91	2009.12.21 00:00	sell	46	0.10	1.06759	0.00000	0.00000
92	2009.12.21 03:00	close	46	0.10	1.06768	0.00000	0.00000	-0.84	9697.35
93	2009.12.21 03:00	buy	47	0.10	1.06768	0.00000	0.00000
94	2009.12.21 07:00	close	47	0.10	1.06692	0.00000	0.00000	-7.12	9690.23
95	2009.12.21 07:00	sell	48	0.10	1.06692	0.00000	0.00000
96	2009.12.21 10:00	close	48	0.10	1.06974	0.00000	0.00000	-26.36	9663.87
97	2009.12.21 10:00	buy	49	0.10	1.06974	0.00000	0.00000
98	2009.12.21 12:00	close	49	0.10	1.06281	0.00000	0.00000	-65.20	9598.67
99	2009.12.21 12:00	sell	50	0.10	1.06281	0.00000	0.00000
100	2009.12.21 20:00	close	50	0.10	1.06225	0.00000	0.00000	5.27	9603.94
101	2009.12.21 20:00	buy	51	0.10	1.06225	0.00000	0.00000
102	2009.12.22 06:00	close	51	0.10	1.06175	0.00000	0.00000	-4.75	9599.20
103	2009.12.22 06:00	sell	52	0.10	1.06175	0.00000	0.00000
104	2009.12.22 17:00	close	52	0.10	1.06044	0.00000	0.00000	12.35	9611.55
105	2009.12.22 17:00	buy	53	0.10	1.06044	0.00000	0.00000
106	2009.12.22 18:00	close	53	0.10	1.05524	0.00000	0.00000	-49.28	9562.27
107	2009.12.22 18:00	sell	54	0.10	1.05524	0.00000	0.00000
108	2009.12.23 01:00	close	54	0.10	1.05734	0.00000	0.00000	-19.86	9542.41
109	2009.12.23 01:00	buy	55	0.10	1.05734	0.00000	0.00000
110	2009.12.23 05:00	close	55	0.10	1.05665	0.00000	0.00000	-6.53	9535.88
111	2009.12.23 05:00	sell	56	0.10	1.05665	0.00000	0.00000
112	2009.12.23 08:00	close	56	0.10	1.05650	0.00000	0.00000	1.42	9537.30
113	2009.12.23 08:00	buy	57	0.10	1.05650	0.00000	0.00000
114	2009.12.23 10:00	close	57	0.10	1.05561	0.00000	0.00000	-8.43	9528.87
115	2009.12.23 10:00	sell	58	0.10	1.05561	0.00000	0.00000
116	2009.12.24 01:00	close	58	0.10	1.04896	0.00000	0.00000	63.40	9592.27
117	2009.12.24 01:00	buy	59	0.10	1.04896	0.00000	0.00000
118	2009.12.24 07:00	close	59	0.10	1.04868	0.00000	0.00000	-2.67	9589.60
119	2009.12.24 07:00	sell	60	0.10	1.04868	0.00000	0.00000
120	2009.12.24 17:00	close	60	0.10	1.04871	0.00000	0.00000	-0.29	9589.31
121	2009.12.24 17:00	buy	61	0.10	1.04871	0.00000	0.00000
122	2009.12.28 04:00	close	61	0.10	1.04630	0.00000	0.00000	-23.11	9566.20
123	2009.12.28 04:00	sell	62	0.10	1.04630	0.00000	0.00000
124	2009.12.28 10:00	close	62	0.10	1.04845	0.00000	0.00000	-20.51	9545.69
125	2009.12.28 10:00	buy	63	0.10	1.04845	0.00000	0.00000
126	2009.12.28 15:00	close	63	0.10	1.04523	0.00000	0.00000	-30.81	9514.88
127	2009.12.28 15:00	sell	64	0.10	1.04523	0.00000	0.00000
128	2009.12.29 03:00	close	64	0.10	1.04406	0.00000	0.00000	11.21	9526.09
129	2009.12.29 03:00	buy	65	0.10	1.04406	0.00000	0.00000
130	2009.12.29 09:00	close	65	0.10	1.04177	0.00000	0.00000	-21.98	9504.11
131	2009.12.29 09:00	sell	66	0.10	1.04177	0.00000	0.00000
132	2009.12.29 19:00	close	66	0.10	1.04169	0.00000	0.00000	0.77	9504.88
133	2009.12.29 19:00	buy	67	0.10	1.04169	0.00000	0.00000
134	2009.12.30 12:00	close	67	0.10	1.04725	0.00000	0.00000	53.05	9557.93
135	2009.12.30 12:00	sell	68	0.10	1.04725	0.00000	0.00000
136	2009.12.30 16:00	close	68	0.10	1.05363	0.00000	0.00000	-60.55	9497.38
137	2009.12.30 16:00	buy	69	0.10	1.05363	0.00000	0.00000
138	2009.12.31 03:00	close	69	0.10	1.05143	0.00000	0.00000	-21.03	9476.35
139	2009.12.31 03:00	sell	70	0.10	1.05143	0.00000	0.00000
140	2009.12.31 18:57	close at stop	70	0.10	1.04681	0.00000	0.00000	44.13	9520.48