Report Result : CrossMA - Desynced Forex Repository

Strategy Tester Report

Download CrossMA

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; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=0; MovingPeriod1=4; AtrPer=6; SndMl=false;

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

Initial deposit	10000.00
Total net profit	-538.98	Gross profit	311.97	Gross loss	-850.94
Profit factor	0.37	Expected payoff	-12.83
Absolute drawdown	712.34	Maximal drawdown	727.43 (7.26%)	Relative drawdown	7.26% (727.43)

Total trades	42	Short positions (won %)	18 (22.22%)	Long positions (won %)	24 (20.83%)
		Profit trades (% of total)	9 (21.43%)	Loss trades (% of total)	33 (78.57%)
Largest		profit trade	108.34	loss trade	-56.95
Average		profit trade	34.66	loss trade	-25.79
Maximum		consecutive wins (profit in money)	2 (156.83)	consecutive losses (loss in money)	9 (-274.08)
Maximal		consecutive profit (count of wins)	156.83 (2)	consecutive loss (count of losses)	-274.08 (9)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 23:00	buy	1	0.20	1.04621	1.04416	0.00000
2	2009.12.02 06:00	close	1	0.20	1.04502	1.04416	0.00000	-22.90	9977.10
3	2009.12.02 15:00	buy	2	0.20	1.04798	1.04533	0.00000
4	2009.12.02 15:32	s/l	2	0.20	1.04533	1.04533	0.00000	-50.72	9926.38
5	2009.12.03 05:00	sell	3	0.10	1.04833	1.04988	0.00000
6	2009.12.03 05:20	s/l	3	0.10	1.04988	1.04988	0.00000	-14.76	9911.62
7	2009.12.03 13:00	buy	4	0.10	1.05079	1.04864	0.00000
8	2009.12.04 09:00	close	4	0.10	1.05421	1.04864	0.00000	32.37	9943.99
9	2009.12.04 20:00	buy	5	0.20	1.05718	1.05263	0.00000
10	2009.12.07 05:00	close	5	0.20	1.05487	1.05263	0.00000	-43.93	9900.06
11	2009.12.07 10:00	buy	6	0.20	1.06411	1.06109	0.00000
12	2009.12.07 10:20	s/l	6	0.20	1.06109	1.06109	0.00000	-56.95	9843.11
13	2009.12.07 17:00	sell	7	0.10	1.05083	1.05480	0.00000
14	2009.12.08 08:50	s/l	7	0.10	1.05480	1.05480	0.00000	-37.66	9805.45
15	2009.12.08 09:00	buy	8	0.10	1.05536	1.05319	0.00000
16	2009.12.08 09:26	s/l	8	0.10	1.05319	1.05319	0.00000	-20.62	9784.83
17	2009.12.09 05:00	sell	9	0.10	1.06143	1.06350	0.00000
18	2009.12.09 07:26	s/l	9	0.10	1.06350	1.06350	0.00000	-19.46	9765.37
19	2009.12.09 10:00	buy	10	0.10	1.06231	1.06007	0.00000
20	2009.12.09 11:45	s/l	10	0.10	1.06007	1.06007	0.00000	-21.13	9744.24
21	2009.12.09 12:00	sell	11	0.10	1.05987	1.06280	0.00000
22	2009.12.09 15:20	s/l	11	0.10	1.06280	1.06280	0.00000	-27.56	9716.68
23	2009.12.10 06:00	buy	12	0.10	1.05654	1.05457	0.00000
24	2009.12.10 08:15	s/l	12	0.10	1.05457	1.05457	0.00000	-18.69	9697.99
25	2009.12.10 12:00	sell	13	0.10	1.05119	1.05415	0.00000
26	2009.12.10 16:20	s/l	13	0.10	1.05415	1.05415	0.00000	-28.08	9669.91
27	2009.12.10 21:00	buy	14	0.10	1.05037	1.04772	0.00000
28	2009.12.10 23:00	close	14	0.10	1.05147	1.04772	0.00000	10.46	9680.37
29	2009.12.11 01:00	buy	15	0.20	1.05155	1.05007	0.00000
30	2009.12.11 03:00	close	15	0.20	1.05147	1.05007	0.00000	-1.52	9678.85
31	2009.12.11 07:00	buy	16	0.20	1.05148	1.05039	0.00000
32	2009.12.11 09:20	s/l	16	0.20	1.05039	1.05039	0.00000	-20.76	9658.09
33	2009.12.11 12:00	sell	17	0.10	1.04989	1.05160	0.00000
34	2009.12.11 15:10	s/l	17	0.10	1.05160	1.05160	0.00000	-16.26	9641.83
35	2009.12.11 17:00	buy	18	0.10	1.05506	1.05253	0.00000
36	2009.12.14 07:00	close	18	0.10	1.05736	1.05253	0.00000	21.68	9663.52
37	2009.12.14 11:00	buy	19	0.20	1.06242	1.06026	0.00000
38	2009.12.14 16:50	s/l	19	0.20	1.06026	1.06026	0.00000	-40.76	9622.76
39	2009.12.14 19:00	sell	20	0.20	1.05763	1.06063	0.00000
40	2009.12.15 09:15	s/l	20	0.20	1.06063	1.06063	0.00000	-56.62	9566.13
41	2009.12.15 10:00	buy	21	0.10	1.06216	1.05971	0.00000
42	2009.12.15 14:50	s/l	21	0.10	1.05971	1.05971	0.00000	-23.12	9543.01
43	2009.12.15 20:00	sell	22	0.10	1.06193	1.06429	0.00000
44	2009.12.16 07:00	close	22	0.10	1.06179	1.06429	0.00000	1.27	9544.29
45	2009.12.16 11:00	sell	23	0.20	1.05894	1.06094	0.00000
46	2009.12.16 11:15	s/l	23	0.20	1.06094	1.06094	0.00000	-37.70	9506.59
47	2009.12.16 21:00	buy	24	0.20	1.06315	1.06062	0.00000
48	2009.12.16 21:50	s/l	24	0.20	1.06062	1.06062	0.00000	-47.72	9458.87
49	2009.12.17 22:00	sell	25	0.10	1.07012	1.07197	0.00000
50	2009.12.18 00:20	s/l	25	0.10	1.07197	1.07197	0.00000	-17.30	9441.57
51	2009.12.18 20:00	buy	26	0.10	1.06648	1.06334	0.00000
52	2009.12.18 22:00	close	26	0.10	1.06578	1.06334	0.00000	-6.57	9435.00
53	2009.12.21 00:00	buy	27	0.10	1.06783	1.06575	0.00000
54	2009.12.21 08:00	close	27	0.10	1.06627	1.06575	0.00000	-14.63	9420.37
55	2009.12.21 09:00	buy	28	0.10	1.06824	1.06675	0.00000
56	2009.12.21 10:50	s/l	28	0.10	1.06675	1.06675	0.00000	-13.98	9406.39
57	2009.12.21 12:00	sell	29	0.10	1.06281	1.06565	0.00000
58	2009.12.21 21:00	close	29	0.10	1.06160	1.06565	0.00000	11.40	9417.79
59	2009.12.22 08:00	sell	30	0.20	1.06074	1.06200	0.00000
60	2009.12.22 16:50	s/l	30	0.20	1.06200	1.06200	0.00000	-23.73	9394.06
61	2009.12.23 01:00	buy	31	0.20	1.05722	1.05560	0.00000
62	2009.12.23 01:50	s/l	31	0.20	1.05560	1.05560	0.00000	-30.70	9363.36
63	2009.12.23 02:00	sell	32	0.10	1.05566	1.05729	0.00000
64	2009.12.23 04:02	s/l	32	0.10	1.05729	1.05729	0.00000	-15.41	9347.95
65	2009.12.23 06:00	buy	33	0.10	1.05748	1.05617	0.00000
66	2009.12.23 06:45	s/l	33	0.10	1.05617	1.05617	0.00000	-12.41	9335.54
67	2009.12.23 08:00	sell	34	0.10	1.05614	1.05742	0.00000
68	2009.12.24 03:00	close	34	0.10	1.04864	1.05742	0.00000	71.38	9406.92
69	2009.12.24 09:00	sell	35	0.20	1.04738	1.04825	0.00000
70	2009.12.24 09:10	s/l	35	0.20	1.04825	1.04825	0.00000	-16.60	9390.32
71	2009.12.24 18:00	buy	36	0.20	1.04875	1.04674	0.00000
72	2009.12.28 03:45	s/l	36	0.20	1.04674	1.04674	0.00000	-38.68	9351.64
73	2009.12.28 05:00	sell	37	0.10	1.04637	1.04817	0.00000
74	2009.12.28 08:26	s/l	37	0.10	1.04817	1.04817	0.00000	-17.17	9334.47
75	2009.12.28 11:00	buy	38	0.10	1.04864	1.04695	0.00000
76	2009.12.28 13:45	s/l	38	0.10	1.04695	1.04695	0.00000	-16.14	9318.33
77	2009.12.28 15:00	sell	39	0.10	1.04523	1.04696	0.00000
78	2009.12.29 04:00	close	39	0.10	1.04454	1.04696	0.00000	6.56	9324.89
79	2009.12.29 09:00	sell	40	0.20	1.04177	1.04285	0.00000
80	2009.12.29 17:15	s/l	40	0.20	1.04285	1.04285	0.00000	-20.70	9304.19
81	2009.12.29 19:00	buy	41	0.20	1.04157	1.03882	0.00000
82	2009.12.30 12:00	close	41	0.20	1.04725	1.03882	0.00000	108.34	9412.53
83	2009.12.30 15:00	buy	42	0.20	1.04886	1.04714	0.00000
84	2009.12.31 03:00	close	42	0.20	1.05143	1.04714	0.00000	48.50	9461.02