Report Result : 5_8MACROSSv2 - Desynced Forex Repository

Strategy Tester Report

5_8MACROSSv2

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; StopLoss=0; TrailingStop=0; TakeProfit=40; mafastperiod=5; mafastshift=-1; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1;

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

Initial deposit	10000.00
Total net profit	133.77	Gross profit	339.26	Gross loss	-205.49
Profit factor	1.65	Expected payoff	1.50
Absolute drawdown	97.90	Maximal drawdown	163.10 (1.61%)	Relative drawdown	1.61% (163.10)

Total trades	89	Short positions (won %)	46 (97.83%)	Long positions (won %)	43 (93.02%)
		Profit trades (% of total)	85 (95.51%)	Loss trades (% of total)	4 (4.49%)
Largest		profit trade	4.01	loss trade	-115.69
Average		profit trade	3.99	loss trade	-51.37
Maximum		consecutive wins (profit in money)	35 (139.75)	consecutive losses (loss in money)	1 (-115.69)
Maximal		consecutive profit (count of wins)	139.75 (35)	consecutive loss (count of losses)	-115.69 (1)
Average		consecutive wins	17	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 17:00	sell	1	0.10	1.61191	0.00000	1.61151
2	2010.01.04 17:10	t/p	1	0.10	1.61151	0.00000	1.61151	4.00	10004.00
3	2010.01.05 04:00	buy	2	0.10	1.60944	0.00000	1.60984
4	2010.01.05 05:00	close	2	0.10	1.60861	0.00000	1.60984	-8.30	9995.70
5	2010.01.05 05:00	sell	3	0.10	1.60861	0.00000	1.60821
6	2010.01.05 06:02	t/p	3	0.10	1.60821	0.00000	1.60821	4.00	9999.70
7	2010.01.06 14:00	sell	4	0.10	1.59651	0.00000	1.59611
8	2010.01.06 14:07	t/p	4	0.10	1.59611	0.00000	1.59611	4.00	10003.70
9	2010.01.06 19:00	buy	5	0.10	1.59955	0.00000	1.59995
10	2010.01.06 20:10	t/p	5	0.10	1.59995	0.00000	1.59995	4.00	10007.70
11	2010.01.07 17:00	buy	6	0.10	1.59359	0.00000	1.59399
12	2010.01.07 17:07	t/p	6	0.10	1.59399	0.00000	1.59399	4.00	10011.70
13	2010.01.08 03:00	sell	7	0.10	1.59306	0.00000	1.59266
14	2010.01.08 03:20	t/p	7	0.10	1.59266	0.00000	1.59266	4.00	10015.70
15	2010.01.08 05:00	buy	8	0.10	1.59393	0.00000	1.59433
16	2010.01.08 05:20	t/p	8	0.10	1.59433	0.00000	1.59433	4.00	10019.70
17	2010.01.08 17:00	sell	9	0.10	1.59612	0.00000	1.59572
18	2010.01.08 21:00	close	9	0.10	1.60317	0.00000	1.59572	-70.50	9949.20
19	2010.01.08 21:00	buy	10	0.10	1.60317	0.00000	1.60357
20	2010.01.08 21:20	t/p	10	0.10	1.60357	0.00000	1.60357	4.00	9953.20
21	2010.01.11 18:00	sell	11	0.10	1.61429	0.00000	1.61389
22	2010.01.11 18:20	t/p	11	0.10	1.61389	0.00000	1.61389	4.00	9957.20
23	2010.01.12 08:00	buy	12	0.10	1.61171	0.00000	1.61211
24	2010.01.12 10:45	t/p	12	0.10	1.61211	0.00000	1.61211	4.00	9961.20
25	2010.01.13 00:00	sell	13	0.10	1.61674	0.00000	1.61634
26	2010.01.13 00:03	t/p	13	0.10	1.61634	0.00000	1.61634	4.00	9965.20
27	2010.01.14 01:00	buy	14	0.10	1.62819	0.00000	1.62859
28	2010.01.14 01:02	t/p	14	0.10	1.62859	0.00000	1.62859	4.00	9969.20
29	2010.01.14 08:00	sell	15	0.10	1.62850	0.00000	1.62810
30	2010.01.14 09:02	t/p	15	0.10	1.62810	0.00000	1.62810	4.00	9973.20
31	2010.01.14 15:00	buy	16	0.10	1.63118	0.00000	1.63158
32	2010.01.14 15:02	t/p	16	0.10	1.63158	0.00000	1.63158	4.00	9977.20
33	2010.01.15 02:00	sell	17	0.10	1.63199	0.00000	1.63159
34	2010.01.15 02:02	t/p	17	0.10	1.63159	0.00000	1.63159	4.00	9981.20
35	2010.01.15 07:00	buy	18	0.10	1.63358	0.00000	1.63398
36	2010.01.15 07:50	t/p	18	0.10	1.63398	0.00000	1.63398	4.00	9985.20
37	2010.01.15 11:00	sell	19	0.10	1.63054	0.00000	1.63014
38	2010.01.15 11:10	t/p	19	0.10	1.63014	0.00000	1.63014	4.00	9989.20
39	2010.01.18 15:00	sell	20	0.10	1.63056	0.00000	1.63016
40	2010.01.18 15:07	t/p	20	0.10	1.63016	0.00000	1.63016	4.00	9993.20
41	2010.01.18 20:00	buy	21	0.10	1.63319	0.00000	1.63359
42	2010.01.18 21:50	t/p	21	0.10	1.63359	0.00000	1.63359	4.00	9997.20
43	2010.01.19 10:00	sell	22	0.10	1.63870	0.00000	1.63830
44	2010.01.19 10:07	t/p	22	0.10	1.63830	0.00000	1.63830	4.00	10001.20
45	2010.01.19 11:00	buy	23	0.10	1.64157	0.00000	1.64197
46	2010.01.19 11:02	t/p	23	0.10	1.64197	0.00000	1.64197	4.00	10005.20
47	2010.01.19 19:00	buy	24	0.10	1.63774	0.00000	1.63814
48	2010.01.19 19:10	t/p	24	0.10	1.63814	0.00000	1.63814	4.00	10009.20
49	2010.01.19 23:00	sell	25	0.10	1.63587	0.00000	1.63547
50	2010.01.20 00:00	sell	26	0.10	1.63620	0.00000	1.63580
51	2010.01.20 00:20	t/p	25	0.10	1.63547	0.00000	1.63547	3.75	10012.95
52	2010.01.20 00:20	t/p	26	0.10	1.63580	0.00000	1.63580	4.00	10016.95
53	2010.01.20 18:00	buy	27	0.10	1.62859	0.00000	1.62899
54	2010.01.20 20:20	t/p	27	0.10	1.62899	0.00000	1.62899	4.00	10020.95
55	2010.01.21 03:00	sell	28	0.10	1.62725	0.00000	1.62685
56	2010.01.21 03:15	t/p	28	0.10	1.62685	0.00000	1.62685	4.00	10024.95
57	2010.01.21 16:00	buy	29	0.10	1.62156	0.00000	1.62196
58	2010.01.21 16:02	t/p	29	0.10	1.62196	0.00000	1.62196	4.00	10028.95
59	2010.01.21 17:00	buy	30	0.10	1.61749	0.00000	1.61789
60	2010.01.21 17:07	t/p	30	0.10	1.61789	0.00000	1.61789	4.00	10032.95
61	2010.01.22 00:00	sell	31	0.10	1.61945	0.00000	1.61905
62	2010.01.22 00:10	t/p	31	0.10	1.61905	0.00000	1.61905	4.00	10036.95
63	2010.01.22 03:00	buy	32	0.10	1.62157	0.00000	1.62197
64	2010.01.22 07:15	t/p	32	0.10	1.62197	0.00000	1.62197	4.00	10040.95
65	2010.01.22 13:00	sell	33	0.10	1.61762	0.00000	1.61722
66	2010.01.22 13:10	t/p	33	0.10	1.61722	0.00000	1.61722	4.00	10044.95
67	2010.01.22 22:00	buy	34	0.10	1.61129	0.00000	1.61169
68	2010.01.22 22:32	t/p	34	0.10	1.61169	0.00000	1.61169	4.00	10048.95
69	2010.01.25 00:00	sell	35	0.10	1.61082	0.00000	1.61042
70	2010.01.25 01:00	sell	36	0.10	1.61139	0.00000	1.61099
71	2010.01.25 01:15	t/p	36	0.10	1.61099	0.00000	1.61099	4.00	10052.95
72	2010.01.25 01:20	t/p	35	0.10	1.61042	0.00000	1.61042	4.00	10056.95
73	2010.01.25 07:00	buy	37	0.10	1.61112	0.00000	1.61152
74	2010.01.25 07:03	t/p	37	0.10	1.61152	0.00000	1.61152	4.00	10060.95
75	2010.01.26 19:00	buy	38	0.10	1.61539	0.00000	1.61579
76	2010.01.26 20:07	t/p	38	0.10	1.61579	0.00000	1.61579	4.00	10064.95
77	2010.01.27 00:00	sell	39	0.10	1.61497	0.00000	1.61457
78	2010.01.27 00:03	t/p	39	0.10	1.61457	0.00000	1.61457	4.00	10068.95
79	2010.01.27 09:00	buy	40	0.10	1.61413	0.00000	1.61453
80	2010.01.27 09:02	t/p	40	0.10	1.61453	0.00000	1.61453	4.00	10072.95
81	2010.01.27 19:00	sell	41	0.10	1.61809	0.00000	1.61769
82	2010.01.27 19:15	t/p	41	0.10	1.61769	0.00000	1.61769	4.00	10076.95
83	2010.01.28 03:00	buy	42	0.10	1.61714	0.00000	1.61754
84	2010.01.28 03:40	t/p	42	0.10	1.61754	0.00000	1.61754	4.00	10080.95
85	2010.01.28 16:00	sell	43	0.10	1.62080	0.00000	1.62040
86	2010.01.28 16:05	t/p	43	0.10	1.62040	0.00000	1.62040	4.00	10084.95
87	2010.01.29 01:00	buy	44	0.10	1.61420	0.00000	1.61460
88	2010.01.29 02:50	t/p	44	0.10	1.61460	0.00000	1.61460	4.00	10088.95
89	2010.01.29 08:00	buy	45	0.10	1.61497	0.00000	1.61537
90	2010.01.29 09:00	close	45	0.10	1.61387	0.00000	1.61537	-11.00	10077.95
91	2010.01.29 09:00	sell	46	0.10	1.61387	0.00000	1.61347
92	2010.01.29 09:02	t/p	46	0.10	1.61347	0.00000	1.61347	4.00	10081.95
93	2010.01.29 14:00	sell	47	0.10	1.61102	0.00000	1.61062
94	2010.01.29 14:02	t/p	47	0.10	1.61062	0.00000	1.61062	4.00	10085.95
95	2010.02.01 16:00	buy	48	0.10	1.59311	0.00000	1.59351
96	2010.02.01 16:07	t/p	48	0.10	1.59351	0.00000	1.59351	4.00	10089.95
97	2010.02.01 17:00	buy	49	0.10	1.59046	0.00000	1.59086
98	2010.02.01 17:13	t/p	49	0.10	1.59086	0.00000	1.59086	4.00	10093.95
99	2010.02.02 15:00	buy	50	0.10	1.59423	0.00000	1.59463
100	2010.02.02 15:10	t/p	50	0.10	1.59463	0.00000	1.59463	4.00	10097.95
101	2010.02.03 13:00	sell	51	0.10	1.59784	0.00000	1.59744
102	2010.02.03 13:15	t/p	51	0.10	1.59744	0.00000	1.59744	4.00	10101.95
103	2010.02.04 03:00	buy	52	0.10	1.59086	0.00000	1.59126
104	2010.02.04 03:10	t/p	52	0.10	1.59126	0.00000	1.59126	4.00	10105.95
105	2010.02.04 07:00	sell	53	0.10	1.58958	0.00000	1.58918
106	2010.02.04 07:15	t/p	53	0.10	1.58918	0.00000	1.58918	4.00	10109.95
107	2010.02.05 15:00	buy	54	0.10	1.57209	0.00000	1.57249
108	2010.02.08 06:00	close	54	0.10	1.56052	0.00000	1.57249	-115.69	9994.26
109	2010.02.08 06:00	sell	55	0.10	1.56052	0.00000	1.56012
110	2010.02.08 06:15	t/p	55	0.10	1.56012	0.00000	1.56012	4.00	9998.26
111	2010.02.08 22:00	sell	56	0.10	1.55990	0.00000	1.55950
112	2010.02.08 22:35	t/p	56	0.10	1.55950	0.00000	1.55950	4.00	10002.26
113	2010.02.09 05:00	buy	57	0.10	1.56020	0.00000	1.56060
114	2010.02.09 05:20	t/p	57	0.10	1.56060	0.00000	1.56060	4.00	10006.26
115	2010.02.09 11:00	sell	58	0.10	1.55850	0.00000	1.55810
116	2010.02.09 11:15	t/p	58	0.10	1.55810	0.00000	1.55810	4.00	10010.26
117	2010.02.10 13:00	sell	59	0.10	1.56572	0.00000	1.56532
118	2010.02.10 13:10	t/p	59	0.10	1.56532	0.00000	1.56532	4.00	10014.26
119	2010.02.11 01:00	buy	60	0.10	1.56077	0.00000	1.56117
120	2010.02.11 01:15	t/p	60	0.10	1.56117	0.00000	1.56117	4.00	10018.26
121	2010.02.11 09:00	sell	61	0.10	1.56061	0.00000	1.56021
122	2010.02.11 09:15	t/p	61	0.10	1.56021	0.00000	1.56021	4.00	10022.26
123	2010.02.11 15:00	buy	62	0.10	1.56093	0.00000	1.56133
124	2010.02.11 15:02	t/p	62	0.10	1.56133	0.00000	1.56133	4.00	10026.26
125	2010.02.12 02:00	sell	63	0.10	1.56758	0.00000	1.56718
126	2010.02.12 03:00	sell	64	0.10	1.56870	0.00000	1.56830
127	2010.02.12 03:15	t/p	64	0.10	1.56830	0.00000	1.56830	4.00	10030.26
128	2010.02.12 05:07	t/p	63	0.10	1.56718	0.00000	1.56718	4.00	10034.26
129	2010.02.12 07:00	buy	65	0.10	1.56962	0.00000	1.57002
130	2010.02.12 07:40	t/p	65	0.10	1.57002	0.00000	1.57002	4.00	10038.26
131	2010.02.12 11:00	sell	66	0.10	1.56542	0.00000	1.56502
132	2010.02.12 11:10	t/p	66	0.10	1.56502	0.00000	1.56502	4.00	10042.26
133	2010.02.12 18:00	buy	67	0.10	1.56684	0.00000	1.56724
134	2010.02.12 18:15	t/p	67	0.10	1.56724	0.00000	1.56724	4.00	10046.26
135	2010.02.15 04:00	sell	68	0.10	1.56660	0.00000	1.56620
136	2010.02.15 05:20	t/p	68	0.10	1.56620	0.00000	1.56620	4.00	10050.26
137	2010.02.15 10:00	buy	69	0.10	1.56747	0.00000	1.56787
138	2010.02.15 10:02	t/p	69	0.10	1.56787	0.00000	1.56787	4.00	10054.26
139	2010.02.15 17:00	sell	70	0.10	1.56523	0.00000	1.56483
140	2010.02.16 12:00	sell	71	0.10	1.56854	0.00000	1.56814
141	2010.02.16 12:20	t/p	71	0.10	1.56814	0.00000	1.56814	4.00	10058.26
142	2010.02.16 15:15	t/p	70	0.10	1.56483	0.00000	1.56483	3.75	10062.01
143	2010.02.16 18:00	buy	72	0.10	1.57324	0.00000	1.57364
144	2010.02.16 18:03	t/p	72	0.10	1.57364	0.00000	1.57364	4.00	10066.01
145	2010.02.17 03:00	sell	73	0.10	1.57659	0.00000	1.57619
146	2010.02.17 07:50	t/p	73	0.10	1.57619	0.00000	1.57619	4.00	10070.01
147	2010.02.17 12:00	sell	74	0.10	1.57623	0.00000	1.57583
148	2010.02.17 12:15	t/p	74	0.10	1.57583	0.00000	1.57583	4.00	10074.01
149	2010.02.17 13:00	sell	75	0.10	1.57648	0.00000	1.57608
150	2010.02.17 13:07	t/p	75	0.10	1.57608	0.00000	1.57608	4.00	10078.01
151	2010.02.17 14:00	buy	76	0.10	1.57907	0.00000	1.57947
152	2010.02.17 14:02	t/p	76	0.10	1.57947	0.00000	1.57947	4.00	10082.01
153	2010.02.18 08:00	buy	77	0.10	1.56710	0.00000	1.56750
154	2010.02.18 15:50	t/p	77	0.10	1.56750	0.00000	1.56750	4.00	10086.01
155	2010.02.18 16:00	buy	78	0.10	1.56482	0.00000	1.56522
156	2010.02.18 16:02	t/p	78	0.10	1.56522	0.00000	1.56522	4.00	10090.01
157	2010.02.18 18:00	sell	79	0.10	1.55807	0.00000	1.55767
158	2010.02.18 18:15	t/p	79	0.10	1.55767	0.00000	1.55767	4.00	10094.01
159	2010.02.22 08:00	sell	80	0.10	1.54548	0.00000	1.54508
160	2010.02.22 10:02	t/p	80	0.10	1.54508	0.00000	1.54508	4.00	10098.01
161	2010.02.22 14:00	buy	81	0.10	1.54739	0.00000	1.54779
162	2010.02.22 14:10	t/p	81	0.10	1.54779	0.00000	1.54779	4.00	10102.01
163	2010.02.22 22:00	sell	82	0.10	1.54789	0.00000	1.54749
164	2010.02.23 10:20	t/p	82	0.10	1.54749	0.00000	1.54749	3.75	10105.76
165	2010.02.23 18:00	buy	83	0.10	1.54640	0.00000	1.54680
166	2010.02.23 18:07	t/p	83	0.10	1.54680	0.00000	1.54680	4.00	10109.76
167	2010.02.24 09:00	sell	84	0.10	1.54275	0.00000	1.54235
168	2010.02.24 10:02	t/p	84	0.10	1.54235	0.00000	1.54235	4.00	10113.76
169	2010.02.24 17:00	buy	85	0.10	1.54492	0.00000	1.54532
170	2010.02.24 17:02	t/p	85	0.10	1.54532	0.00000	1.54532	4.00	10117.76
171	2010.02.25 23:00	buy	86	0.10	1.52636	0.00000	1.52676
172	2010.02.26 02:16	t/p	86	0.10	1.52676	0.00000	1.52676	4.01	10121.77
173	2010.02.26 04:00	sell	87	0.10	1.52547	0.00000	1.52507
174	2010.02.26 08:50	t/p	87	0.10	1.52507	0.00000	1.52507	4.00	10125.77
175	2010.02.26 09:00	sell	88	0.10	1.52475	0.00000	1.52435
176	2010.02.26 09:02	t/p	88	0.10	1.52435	0.00000	1.52435	4.00	10129.77
177	2010.02.26 19:00	buy	89	0.10	1.52365	0.00000	1.52405
178	2010.02.26 19:20	t/p	89	0.10	1.52405	0.00000	1.52405	4.00	10133.77