Report Result : 2MA - Desynced Forex Repository

Strategy Tester Report

2MA

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; Slippage=3; FastP=5; SlowP=20;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-420.85	Gross profit	1355.93	Gross loss	-1776.78
Profit factor	0.76	Expected payoff	-7.26
Absolute drawdown	747.42	Maximal drawdown	784.62 (7.82%)	Relative drawdown	7.82% (784.62)

Total trades	58	Short positions (won %)	29 (27.59%)	Long positions (won %)	29 (13.79%)
		Profit trades (% of total)	12 (20.69%)	Loss trades (% of total)	46 (79.31%)
Largest		profit trade	313.35	loss trade	-107.60
Average		profit trade	112.99	loss trade	-38.63
Maximum		consecutive wins (profit in money)	2 (324.26)	consecutive losses (loss in money)	17 (-634.91)
Maximal		consecutive profit (count of wins)	324.26 (2)	consecutive loss (count of losses)	-634.91 (17)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	0.10	1.61237	0.00000	0.00000
2	2010.01.04 04:00	close	1	0.10	1.61096	0.00000	0.00000	-14.10	9985.90
3	2010.01.04 04:00	sell	2	0.10	1.61096	0.00000	0.00000
4	2010.01.04 10:00	close	2	0.10	1.61542	0.00000	0.00000	-44.60	9941.30
5	2010.01.04 10:00	buy	3	0.10	1.61542	0.00000	0.00000
6	2010.01.04 18:00	close	3	0.10	1.61059	0.00000	0.00000	-48.30	9893.00
7	2010.01.04 18:00	sell	4	0.10	1.61059	0.00000	0.00000
8	2010.01.05 08:00	close	4	0.10	1.61512	0.00000	0.00000	-45.55	9847.45
9	2010.01.05 08:00	buy	5	0.10	1.61512	0.00000	0.00000
10	2010.01.05 10:00	close	5	0.10	1.60436	0.00000	0.00000	-107.60	9739.85
11	2010.01.05 10:00	sell	6	0.10	1.60436	0.00000	0.00000
12	2010.01.06 10:00	close	6	0.10	1.60421	0.00000	0.00000	1.25	9741.10
13	2010.01.06 10:00	buy	7	0.10	1.60421	0.00000	0.00000
14	2010.01.06 13:00	close	7	0.10	1.59816	0.00000	0.00000	-60.50	9680.60
15	2010.01.06 13:00	sell	8	0.10	1.59816	0.00000	0.00000
16	2010.01.06 22:00	close	8	0.10	1.60214	0.00000	0.00000	-39.80	9640.80
17	2010.01.06 22:00	buy	9	0.10	1.60214	0.00000	0.00000
18	2010.01.07 07:00	close	9	0.10	1.59735	0.00000	0.00000	-47.87	9592.93
19	2010.01.07 07:00	sell	10	0.10	1.59735	0.00000	0.00000
20	2010.01.08 09:00	close	10	0.10	1.59716	0.00000	0.00000	1.65	9594.58
21	2010.01.08 09:00	buy	11	0.10	1.59716	0.00000	0.00000
22	2010.01.12 02:00	close	11	0.10	1.60848	0.00000	0.00000	113.22	9707.80
23	2010.01.12 02:00	sell	12	0.10	1.60848	0.00000	0.00000
24	2010.01.12 11:00	close	12	0.10	1.61366	0.00000	0.00000	-51.80	9656.00
25	2010.01.12 11:00	buy	13	0.10	1.61366	0.00000	0.00000
26	2010.01.14 14:00	close	13	0.10	1.62573	0.00000	0.00000	120.74	9776.74
27	2010.01.14 14:00	sell	14	0.10	1.62573	0.00000	0.00000
28	2010.01.14 15:00	close	14	0.10	1.63125	0.00000	0.00000	-55.20	9721.54
29	2010.01.14 15:00	buy	15	0.10	1.63125	0.00000	0.00000
30	2010.01.15 12:00	close	15	0.10	1.62857	0.00000	0.00000	-26.79	9694.75
31	2010.01.15 12:00	sell	16	0.10	1.62857	0.00000	0.00000
32	2010.01.18 05:00	close	16	0.10	1.63092	0.00000	0.00000	-23.75	9671.00
33	2010.01.18 05:00	buy	17	0.10	1.63092	0.00000	0.00000
34	2010.01.19 14:00	close	17	0.10	1.63330	0.00000	0.00000	23.81	9694.81
35	2010.01.19 14:00	sell	18	0.10	1.63330	0.00000	0.00000
36	2010.01.19 20:00	close	18	0.10	1.63821	0.00000	0.00000	-49.10	9645.71
37	2010.01.19 20:00	buy	19	0.10	1.63821	0.00000	0.00000
38	2010.01.19 21:00	close	19	0.10	1.63613	0.00000	0.00000	-20.80	9624.91
39	2010.01.19 21:00	sell	20	0.10	1.63613	0.00000	0.00000
40	2010.01.19 22:00	close	20	0.10	1.63826	0.00000	0.00000	-21.30	9603.61
41	2010.01.19 22:00	buy	21	0.10	1.63826	0.00000	0.00000
42	2010.01.19 23:00	close	21	0.10	1.63587	0.00000	0.00000	-23.90	9579.71
43	2010.01.19 23:00	sell	22	0.10	1.63587	0.00000	0.00000
44	2010.01.22 08:00	close	22	0.10	1.62236	0.00000	0.00000	133.85	9713.56
45	2010.01.22 08:00	buy	23	0.10	1.62236	0.00000	0.00000
46	2010.01.22 13:00	close	23	0.10	1.61762	0.00000	0.00000	-47.40	9666.16
47	2010.01.22 13:00	sell	24	0.10	1.61762	0.00000	0.00000
48	2010.01.25 10:00	close	24	0.10	1.61633	0.00000	0.00000	12.65	9678.81
49	2010.01.25 10:00	buy	25	0.10	1.61633	0.00000	0.00000
50	2010.01.26 11:00	close	25	0.10	1.61371	0.00000	0.00000	-26.19	9652.62
51	2010.01.26 11:00	sell	26	0.10	1.61371	0.00000	0.00000
52	2010.01.27 11:00	close	26	0.10	1.61874	0.00000	0.00000	-50.55	9602.07
53	2010.01.27 11:00	buy	27	0.10	1.61874	0.00000	0.00000
54	2010.01.27 23:00	close	27	0.10	1.61667	0.00000	0.00000	-20.70	9581.37
55	2010.01.27 23:00	sell	28	0.10	1.61667	0.00000	0.00000
56	2010.01.28 01:00	close	28	0.10	1.61773	0.00000	0.00000	-11.35	9570.02
57	2010.01.28 01:00	buy	29	0.10	1.61773	0.00000	0.00000
58	2010.01.28 02:00	close	29	0.10	1.61685	0.00000	0.00000	-8.80	9561.22
59	2010.01.28 02:00	sell	30	0.10	1.61685	0.00000	0.00000
60	2010.01.28 04:00	close	30	0.10	1.62077	0.00000	0.00000	-39.20	9522.02
61	2010.01.28 04:00	buy	31	0.10	1.62077	0.00000	0.00000
62	2010.01.28 17:00	close	31	0.10	1.61352	0.00000	0.00000	-72.50	9449.52
63	2010.01.28 17:00	sell	32	0.10	1.61352	0.00000	0.00000
64	2010.02.01 23:00	close	32	0.10	1.59572	0.00000	0.00000	177.50	9627.02
65	2010.02.01 23:00	buy	33	0.10	1.59572	0.00000	0.00000
66	2010.02.02 05:00	close	33	0.10	1.59319	0.00000	0.00000	-25.29	9601.73
67	2010.02.02 05:00	sell	34	0.10	1.59319	0.00000	0.00000
68	2010.02.02 16:00	close	34	0.10	1.59523	0.00000	0.00000	-20.40	9581.33
69	2010.02.02 16:00	buy	35	0.10	1.59523	0.00000	0.00000
70	2010.02.03 14:00	close	35	0.10	1.59632	0.00000	0.00000	10.91	9592.24
71	2010.02.03 14:00	sell	36	0.10	1.59632	0.00000	0.00000
72	2010.02.08 18:00	close	36	0.10	1.56486	0.00000	0.00000	313.35	9905.59
73	2010.02.08 18:00	buy	37	0.10	1.56486	0.00000	0.00000
74	2010.02.08 22:00	close	37	0.10	1.55990	0.00000	0.00000	-49.60	9855.99
75	2010.02.08 22:00	sell	38	0.10	1.55990	0.00000	0.00000
76	2010.02.09 07:00	close	38	0.10	1.56114	0.00000	0.00000	-12.65	9843.34
77	2010.02.09 07:00	buy	39	0.10	1.56114	0.00000	0.00000
78	2010.02.09 11:00	close	39	0.10	1.55850	0.00000	0.00000	-26.40	9816.94
79	2010.02.09 11:00	sell	40	0.10	1.55850	0.00000	0.00000
80	2010.02.09 15:00	close	40	0.10	1.56238	0.00000	0.00000	-38.80	9778.14
81	2010.02.09 15:00	buy	41	0.10	1.56238	0.00000	0.00000
82	2010.02.10 14:00	close	41	0.10	1.56204	0.00000	0.00000	-3.39	9774.75
83	2010.02.10 14:00	sell	42	0.10	1.56204	0.00000	0.00000
84	2010.02.11 05:00	close	42	0.10	1.56427	0.00000	0.00000	-23.05	9751.70
85	2010.02.11 05:00	buy	43	0.10	1.56427	0.00000	0.00000
86	2010.02.11 09:00	close	43	0.10	1.56061	0.00000	0.00000	-36.60	9715.10
87	2010.02.11 09:00	sell	44	0.10	1.56061	0.00000	0.00000
88	2010.02.11 18:00	close	44	0.10	1.56733	0.00000	0.00000	-67.20	9647.90
89	2010.02.11 18:00	buy	45	0.10	1.56733	0.00000	0.00000
90	2010.02.12 12:00	close	45	0.10	1.56142	0.00000	0.00000	-59.09	9588.81
91	2010.02.12 12:00	sell	46	0.10	1.56142	0.00000	0.00000
92	2010.02.12 20:00	close	46	0.10	1.56739	0.00000	0.00000	-59.70	9529.11
93	2010.02.12 20:00	buy	47	0.10	1.56739	0.00000	0.00000
94	2010.02.15 06:00	close	47	0.10	1.56445	0.00000	0.00000	-29.39	9499.72
95	2010.02.15 06:00	sell	48	0.10	1.56445	0.00000	0.00000
96	2010.02.15 10:00	close	48	0.10	1.56754	0.00000	0.00000	-30.90	9468.82
97	2010.02.15 10:00	buy	49	0.10	1.56754	0.00000	0.00000
98	2010.02.15 17:00	close	49	0.10	1.56523	0.00000	0.00000	-23.10	9445.72
99	2010.02.15 17:00	sell	50	0.10	1.56523	0.00000	0.00000
100	2010.02.16 03:00	close	50	0.10	1.56834	0.00000	0.00000	-31.35	9414.37
101	2010.02.16 03:00	buy	51	0.10	1.56834	0.00000	0.00000
102	2010.02.16 16:00	close	51	0.10	1.56412	0.00000	0.00000	-42.20	9372.17
103	2010.02.16 16:00	sell	52	0.10	1.56412	0.00000	0.00000
104	2010.02.16 18:00	close	52	0.10	1.57331	0.00000	0.00000	-91.90	9280.27
105	2010.02.16 18:00	buy	53	0.10	1.57331	0.00000	0.00000
106	2010.02.17 17:00	close	53	0.10	1.57235	0.00000	0.00000	-9.59	9270.68
107	2010.02.17 17:00	sell	54	0.10	1.57235	0.00000	0.00000
108	2010.02.19 21:00	close	54	0.10	1.54650	0.00000	0.00000	257.50	9528.18
109	2010.02.19 21:00	buy	55	0.10	1.54650	0.00000	0.00000
110	2010.02.23 12:00	close	55	0.10	1.54125	0.00000	0.00000	-52.48	9475.70
111	2010.02.23 12:00	sell	56	0.10	1.54125	0.00000	0.00000
112	2010.02.24 07:00	close	56	0.10	1.54629	0.00000	0.00000	-50.65	9425.05
113	2010.02.24 07:00	buy	57	0.10	1.54629	0.00000	0.00000
114	2010.02.24 09:00	close	57	0.10	1.54275	0.00000	0.00000	-35.40	9389.65
115	2010.02.24 09:00	sell	58	0.10	1.54275	0.00000	0.00000
116	2010.02.26 22:56	close at stop	58	0.10	1.52370	0.00000	0.00000	189.50	9579.15