Strategy Tester Report
5_8MACROSS2
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
ModelControl points (a very crude method, the results must not be considered)
ParametersLots=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 test1953Ticks modelled24825Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-168.63Gross profit2069.63Gross loss-2238.26
Profit factor0.92Expected payoff-1.51
Absolute drawdown488.60Maximal drawdown699.76 (6.85%)Relative drawdown6.85% (699.76)
Total trades112Short positions (won %)56 (33.93%)Long positions (won %)56 (35.71%)
Profit trades (% of total)39 (34.82%)Loss trades (% of total)73 (65.18%)
Largestprofit trade199.05loss trade-116.70
Averageprofit trade53.07loss trade-30.66
Maximumconsecutive wins (profit in money)3 (188.97)consecutive losses (loss in money)7 (-218.64)
Maximalconsecutive profit (count of wins)249.86 (2)consecutive loss (count of losses)-228.90 (5)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 00:00sell10.101.612210.000000.00000
22010.01.04 10:00close10.101.615440.000000.00000-32.309967.70
32010.01.04 10:00buy20.101.615440.000000.00000
42010.01.04 17:00close20.101.611910.000000.00000-35.309932.40
52010.01.04 17:00sell30.101.611910.000000.00000
62010.01.05 04:00close30.101.609530.000000.0000023.559955.95
72010.01.05 04:00buy40.101.609530.000000.00000
82010.01.05 06:00close40.101.608600.000000.00000-9.309946.65
92010.01.05 06:00sell50.101.608600.000000.00000
102010.01.05 07:00close50.101.613390.000000.00000-47.909898.75
112010.01.05 07:00buy60.101.613390.000000.00000
122010.01.05 10:00close60.101.604360.000000.00000-90.309808.45
132010.01.05 10:00sell70.101.604360.000000.00000
142010.01.06 09:00close70.101.601790.000000.0000025.459833.90
152010.01.06 09:00buy80.101.601790.000000.00000
162010.01.06 15:00close80.101.596800.000000.00000-49.909784.00
172010.01.06 15:00sell90.101.596800.000000.00000
182010.01.06 20:00close90.101.599190.000000.00000-23.909760.10
192010.01.06 20:00buy100.101.599190.000000.00000
202010.01.07 06:00close100.101.600160.000000.000009.739769.83
212010.01.07 06:00sell110.101.600160.000000.00000
222010.01.07 19:00close110.101.594360.000000.0000058.009827.83
232010.01.07 19:00buy120.101.594360.000000.00000
242010.01.08 03:00close120.101.593060.000000.00000-12.999814.84
252010.01.08 03:00sell130.101.593060.000000.00000
262010.01.08 05:00close130.101.594020.000000.00000-9.609805.24
272010.01.08 05:00buy140.101.594020.000000.00000
282010.01.08 17:00close140.101.596120.000000.0000021.009826.24
292010.01.08 17:00sell150.101.596120.000000.00000
302010.01.08 19:00close150.101.600610.000000.00000-44.909781.34
312010.01.08 19:00buy160.101.600610.000000.00000
322010.01.08 20:00close160.101.602540.000000.0000019.309800.64
332010.01.08 20:00sell170.101.602540.000000.00000
342010.01.08 22:00close170.101.602800.000000.00000-2.609798.04
352010.01.08 22:00buy180.101.602800.000000.00000
362010.01.11 18:00close180.101.614290.000000.00000114.919912.95
372010.01.11 18:00sell190.101.614290.000000.00000
382010.01.12 08:00close190.101.611800.000000.0000024.659937.60
392010.01.12 08:00buy200.101.611800.000000.00000
402010.01.13 00:00close200.101.616740.000000.0000049.419987.01
412010.01.13 00:00sell210.101.616740.000000.00000
422010.01.13 06:00close210.101.618850.000000.00000-21.109965.91
432010.01.13 06:00buy220.101.618850.000000.00000
442010.01.14 00:00close220.101.626480.000000.0000076.3310042.24
452010.01.14 00:00sell230.101.626480.000000.00000
462010.01.14 01:00close230.101.628280.000000.00000-18.0010024.24
472010.01.14 01:00buy240.101.628280.000000.00000
482010.01.14 09:00close240.101.628200.000000.00000-0.8010023.44
492010.01.14 09:00sell250.101.628200.000000.00000
502010.01.14 15:00close250.101.631270.000000.00000-30.709992.74
512010.01.14 15:00buy260.101.631270.000000.00000
522010.01.14 16:00close260.101.629030.000000.00000-22.409970.34
532010.01.14 16:00sell270.101.629030.000000.00000
542010.01.14 17:00close270.101.631290.000000.00000-22.609947.74
552010.01.14 17:00buy280.101.631290.000000.00000
562010.01.15 02:00close280.101.631990.000000.000007.019954.75
572010.01.15 02:00sell290.101.631990.000000.00000
582010.01.15 08:00close290.101.634570.000000.00000-25.809928.95
592010.01.15 08:00buy300.101.634570.000000.00000
602010.01.15 12:00close300.101.628570.000000.00000-60.009868.95
612010.01.15 12:00sell310.101.628570.000000.00000
622010.01.18 01:00close310.101.628960.000000.00000-4.159864.80
632010.01.18 01:00buy320.101.628960.000000.00000
642010.01.18 16:00close320.101.631720.000000.0000027.609892.40
652010.01.18 16:00sell330.101.631720.000000.00000
662010.01.18 21:00close330.101.633060.000000.00000-13.409879.00
672010.01.18 21:00buy340.101.633060.000000.00000
682010.01.19 10:00close340.101.638700.000000.0000056.419935.41
692010.01.19 10:00sell350.101.638700.000000.00000
702010.01.19 19:00close350.101.637830.000000.000008.709944.11
712010.01.19 19:00buy360.101.637830.000000.00000
722010.01.20 00:00close360.101.636200.000000.00000-16.299927.82
732010.01.20 00:00sell370.101.636200.000000.00000
742010.01.20 19:00close370.101.627920.000000.0000082.8010010.62
752010.01.20 19:00buy380.101.627920.000000.00000
762010.01.21 04:00close380.101.625300.000000.00000-26.179984.45
772010.01.21 04:00sell390.101.625300.000000.00000
782010.01.21 17:00close390.101.617580.000000.0000077.2010061.65
792010.01.21 17:00buy400.101.617580.000000.00000
802010.01.22 00:00close400.101.619450.000000.0000018.7110080.36
812010.01.22 00:00sell410.101.619450.000000.00000
822010.01.22 05:00close410.101.621490.000000.00000-20.4010059.96
832010.01.22 05:00buy420.101.621490.000000.00000
842010.01.22 14:00close420.101.611200.000000.00000-102.909957.06
852010.01.22 14:00sell430.101.611200.000000.00000
862010.01.22 22:00close430.101.611380.000000.00000-1.809955.26
872010.01.22 22:00buy440.101.611380.000000.00000
882010.01.25 01:00close440.101.611390.000000.000000.119955.37
892010.01.25 01:00sell450.101.611390.000000.00000
902010.01.25 08:00close450.101.613170.000000.00000-17.809937.57
912010.01.25 08:00buy460.101.613170.000000.00000
922010.01.26 05:00close460.101.622020.000000.0000088.5110026.08
932010.01.26 05:00sell470.101.622020.000000.00000
942010.01.26 19:00close470.101.615480.000000.0000065.4010091.48
952010.01.26 19:00buy480.101.615480.000000.00000
962010.01.27 01:00close480.101.614250.000000.00000-12.2910079.19
972010.01.27 01:00sell490.101.614250.000000.00000
982010.01.27 11:00close490.101.618760.000000.00000-45.1010034.09
992010.01.27 11:00buy500.101.618760.000000.00000
1002010.01.27 19:00close500.101.618090.000000.00000-6.7010027.39
1012010.01.27 19:00sell510.101.618090.000000.00000
1022010.01.28 04:00close510.101.620790.000000.00000-27.759999.64
1032010.01.28 04:00buy520.101.620790.000000.00000
1042010.01.28 16:00close520.101.620800.000000.000000.109999.74
1052010.01.28 16:00sell530.101.620800.000000.00000
1062010.01.29 03:00close530.101.614390.000000.0000063.8510063.59
1072010.01.29 03:00buy540.101.614390.000000.00000
1082010.01.29 07:00close540.101.611410.000000.00000-29.8010033.79
1092010.01.29 07:00sell550.101.611410.000000.00000
1102010.01.29 08:00close550.101.615060.000000.00000-36.509997.29
1112010.01.29 08:00buy560.101.615060.000000.00000
1122010.01.29 09:00close560.101.613870.000000.00000-11.909985.39
1132010.01.29 09:00sell570.101.613870.000000.00000
1142010.01.29 10:00close570.101.617270.000000.00000-34.009951.39
1152010.01.29 10:00buy580.101.617270.000000.00000
1162010.01.29 15:00close580.101.605600.000000.00000-116.709834.69
1172010.01.29 15:00sell590.101.605600.000000.00000
1182010.02.01 18:00close590.101.592370.000000.00000132.059966.74
1192010.02.01 18:00buy600.101.592370.000000.00000
1202010.02.02 05:00close600.101.593190.000000.000008.219974.95
1212010.02.02 05:00sell610.101.593190.000000.00000
1222010.02.02 16:00close610.101.595250.000000.00000-20.609954.35
1232010.02.02 16:00buy620.101.595250.000000.00000
1242010.02.03 14:00close620.101.596320.000000.0000010.719965.06
1252010.02.03 14:00sell630.101.596320.000000.00000
1262010.02.04 04:00close630.101.591080.000000.0000051.6510016.71
1272010.02.04 04:00buy640.101.591080.000000.00000
1282010.02.04 08:00close640.101.588030.000000.00000-30.509986.21
1292010.02.04 08:00sell650.101.588030.000000.00000
1302010.02.05 15:00close650.101.572180.000000.00000158.2510144.46
1312010.02.05 15:00buy660.101.572180.000000.00000
1322010.02.05 16:00close660.101.563760.000000.00000-84.2010060.26
1332010.02.05 16:00sell670.101.563760.000000.00000
1342010.02.08 02:00close670.101.561970.000000.0000017.6510077.91
1352010.02.08 02:00buy680.101.561970.000000.00000
1362010.02.08 07:00close680.101.559190.000000.00000-27.8010050.11
1372010.02.08 07:00sell690.101.559190.000000.00000
1382010.02.08 14:00close690.101.560390.000000.00000-12.0010038.11
1392010.02.08 14:00buy700.101.560390.000000.00000
1402010.02.08 23:00close700.101.558250.000000.00000-21.4010016.71
1412010.02.08 23:00sell710.101.558250.000000.00000
1422010.02.09 06:00close710.101.561820.000000.00000-35.959980.76
1432010.02.09 06:00buy720.101.561820.000000.00000
1442010.02.09 12:00close720.101.557480.000000.00000-43.409937.36
1452010.02.09 12:00sell730.101.557480.000000.00000
1462010.02.09 17:00close730.101.560980.000000.00000-35.009902.36
1472010.02.09 17:00buy740.101.560980.000000.00000
1482010.02.10 04:00close740.101.568030.000000.0000070.519972.87
1492010.02.10 04:00sell750.101.568030.000000.00000
1502010.02.10 11:00close750.101.572870.000000.00000-48.409924.47
1512010.02.10 11:00buy760.101.572870.000000.00000
1522010.02.10 14:00close760.101.562040.000000.00000-108.309816.17
1532010.02.10 14:00sell770.101.562040.000000.00000
1542010.02.11 02:00close770.101.562030.000000.00000-0.659815.52
1552010.02.11 02:00buy780.101.562030.000000.00000
1562010.02.11 09:00close780.101.560610.000000.00000-14.209801.32
1572010.02.11 09:00sell790.101.560610.000000.00000
1582010.02.11 16:00close790.101.559960.000000.000006.509807.82
1592010.02.11 16:00buy800.101.559960.000000.00000
1602010.02.12 04:00close800.101.568630.000000.0000086.719894.53
1612010.02.12 04:00sell810.101.568630.000000.00000
1622010.02.12 08:00close810.101.570270.000000.00000-16.409878.13
1632010.02.12 08:00buy820.101.570270.000000.00000
1642010.02.12 12:00close820.101.561420.000000.00000-88.509789.63
1652010.02.12 12:00sell830.101.561420.000000.00000
1662010.02.12 19:00close830.101.567200.000000.00000-57.809731.83
1672010.02.12 19:00buy840.101.567200.000000.00000
1682010.02.15 05:00close840.101.566400.000000.00000-7.999723.84
1692010.02.15 05:00sell850.101.566400.000000.00000
1702010.02.15 11:00close850.101.567420.000000.00000-10.209713.64
1712010.02.15 11:00buy860.101.567420.000000.00000
1722010.02.15 17:00close860.101.565230.000000.00000-21.909691.74
1732010.02.15 17:00sell870.101.565230.000000.00000
1742010.02.16 00:00close870.101.566790.000000.00000-15.859675.89
1752010.02.16 00:00buy880.101.566790.000000.00000
1762010.02.16 13:00close880.101.569740.000000.0000029.509705.39
1772010.02.16 13:00sell890.101.569740.000000.00000
1782010.02.16 19:00close890.101.577410.000000.00000-76.709628.69
1792010.02.16 19:00buy900.101.577410.000000.00000
1802010.02.17 03:00close900.101.576590.000000.00000-8.199620.50
1812010.02.17 03:00sell910.101.576590.000000.00000
1822010.02.17 09:00close910.101.580090.000000.00000-35.009585.50
1832010.02.17 09:00buy920.101.580090.000000.00000
1842010.02.17 14:00close920.101.578980.000000.00000-11.109574.40
1852010.02.17 14:00sell930.101.578980.000000.00000
1862010.02.18 17:00close930.101.564110.000000.00000147.959722.35
1872010.02.18 17:00buy940.101.564110.000000.00000
1882010.02.18 22:00close940.101.561850.000000.00000-22.609699.75
1892010.02.18 22:00sell950.101.561850.000000.00000
1902010.02.19 16:00close950.101.541920.000000.00000199.059898.80
1912010.02.19 16:00buy960.101.541920.000000.00000
1922010.02.22 09:00close960.101.547000.000000.0000050.819949.61
1932010.02.22 09:00sell970.101.547000.000000.00000
1942010.02.22 15:00close970.101.547720.000000.00000-7.209942.41
1952010.02.22 15:00buy980.101.547720.000000.00000
1962010.02.22 22:00close980.101.547890.000000.000001.709944.11
1972010.02.22 22:00sell990.101.547890.000000.00000
1982010.02.23 01:00close990.101.550160.000000.00000-22.959921.16
1992010.02.23 01:00buy1000.101.550160.000000.00000
2002010.02.23 11:00close1000.101.543150.000000.00000-70.109851.06
2012010.02.23 11:00sell1010.101.543150.000000.00000
2022010.02.23 19:00close1010.101.542770.000000.000003.809854.86
2032010.02.23 19:00buy1020.101.542770.000000.00000
2042010.02.23 22:00close1020.101.540600.000000.00000-21.709833.16
2052010.02.23 22:00sell1030.101.540600.000000.00000
2062010.02.24 03:00close1030.101.545480.000000.00000-49.059784.11
2072010.02.24 03:00buy1040.101.545480.000000.00000
2082010.02.24 09:00close1040.101.542750.000000.00000-27.309756.81
2092010.02.24 09:00sell1050.101.542750.000000.00000
2102010.02.24 17:00close1050.101.545010.000000.00000-22.609734.21
2112010.02.24 17:00buy1060.101.545010.000000.00000
2122010.02.24 18:00close1060.101.543100.000000.00000-19.109715.11
2132010.02.24 18:00sell1070.101.543100.000000.00000
2142010.02.25 23:00close1070.101.526450.000000.00000165.759880.86
2152010.02.25 23:00buy1080.101.526450.000000.00000
2162010.02.26 04:00close1080.101.525470.000000.00000-9.799871.07
2172010.02.26 04:00sell1090.101.525470.000000.00000
2182010.02.26 05:00close1090.101.527500.000000.00000-20.309850.77
2192010.02.26 05:00buy1100.101.527500.000000.00000
2202010.02.26 11:00close1100.101.525460.000000.00000-20.409830.37
2212010.02.26 11:00sell1110.101.525460.000000.00000
2222010.02.26 20:00close1110.101.524450.000000.0000010.109840.47
2232010.02.26 20:00buy1120.101.524450.000000.00000
2242010.02.26 22:56close at stop1120.101.523540.000000.00000-9.109831.37