Report Result : ADX Simple - Desynced Forex Repository

Strategy Tester Report

ADX Simple

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		Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-6909.77	Gross profit	3265.37	Gross loss	-10175.14
Profit factor	0.32	Expected payoff	-141.02
Absolute drawdown	7547.47	Maximal drawdown	7805.47 (76.09%)	Relative drawdown	76.09% (7805.47)

Total trades	49	Short positions (won %)	32 (25.00%)	Long positions (won %)	17 (11.76%)
		Profit trades (% of total)	10 (20.41%)	Loss trades (% of total)	39 (79.59%)
Largest		profit trade	785.84	loss trade	-998.20
Average		profit trade	326.54	loss trade	-260.90
Maximum		consecutive wins (profit in money)	1 (785.84)	consecutive losses (loss in money)	12 (-2103.98)
Maximal		consecutive profit (count of wins)	785.84 (1)	consecutive loss (count of losses)	-2361.66 (5)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 03:00	sell	1	1.00	1.60881	0.00000	0.00000
2	2010.01.05 07:45	close	1	1.00	1.61511	0.00000	0.00000	-632.50	9367.50
3	2010.01.05 09:20	sell	2	0.93	1.60367	0.00000	0.00000
4	2010.01.07 01:32	close	2	0.93	1.60604	0.00000	0.00000	-229.71	9137.79
5	2010.01.07 04:07	sell	3	0.91	1.59921	0.00000	0.00000
6	2010.01.08 08:50	close	3	0.91	1.59826	0.00000	0.00000	84.17	9221.97
7	2010.01.08 14:00	sell	4	0.92	1.59787	0.00000	0.00000
8	2010.01.08 14:45	close	4	0.92	1.60872	0.00000	0.00000	-998.20	8223.77
9	2010.01.11 01:02	buy	5	0.82	1.61056	0.00000	0.00000
10	2010.01.11 02:02	close	5	0.82	1.60661	0.00000	0.00000	-323.90	7899.87
11	2010.01.11 04:20	buy	6	0.78	1.61102	0.00000	0.00000
12	2010.01.11 07:15	close	6	0.78	1.60784	0.00000	0.00000	-248.04	7651.83
13	2010.01.11 11:10	buy	7	0.76	1.61570	0.00000	0.00000
14	2010.01.11 15:15	close	7	0.76	1.61362	0.00000	0.00000	-158.08	7493.75
15	2010.01.11 16:02	sell	8	0.74	1.61185	0.00000	0.00000
16	2010.01.13 07:15	close	8	0.74	1.62036	0.00000	0.00000	-633.44	6860.31
17	2010.01.13 12:10	buy	9	0.68	1.62554	0.00000	0.00000
18	2010.01.13 23:10	close	9	0.68	1.62753	0.00000	0.00000	135.32	6995.63
19	2010.01.13 23:45	sell	10	0.69	1.62650	0.00000	0.00000
20	2010.01.14 01:45	close	10	0.69	1.63061	0.00000	0.00000	-288.76	6706.86
21	2010.01.14 06:00	sell	11	0.67	1.62828	0.00000	0.00000
22	2010.01.14 19:45	close	11	0.67	1.63479	0.00000	0.00000	-436.17	6270.69
23	2010.01.14 22:37	buy	12	0.62	1.63477	0.00000	0.00000
24	2010.01.15 01:50	close	12	0.62	1.63160	0.00000	0.00000	-196.48	6074.21
25	2010.01.15 02:02	sell	13	0.60	1.63107	0.00000	0.00000
26	2010.01.18 01:07	close	13	0.60	1.62984	0.00000	0.00000	72.30	6146.51
27	2010.01.18 11:15	buy	14	0.61	1.63737	0.00000	0.00000
28	2010.01.18 14:15	close	14	0.61	1.63258	0.00000	0.00000	-292.19	5854.32
29	2010.01.18 15:02	sell	15	0.58	1.63021	0.00000	0.00000
30	2010.01.19 01:15	close	15	0.58	1.63700	0.00000	0.00000	-395.27	5459.05
31	2010.01.19 01:40	buy	16	0.54	1.63938	0.00000	0.00000
32	2010.01.19 04:02	close	16	0.54	1.64017	0.00000	0.00000	42.66	5501.71
33	2010.01.19 07:45	buy	17	0.55	1.64280	0.00000	0.00000
34	2010.01.19 10:02	close	17	0.55	1.63830	0.00000	0.00000	-247.50	5254.21
35	2010.01.19 10:07	sell	18	0.52	1.63791	0.00000	0.00000
36	2010.01.19 10:32	close	18	0.52	1.64589	0.00000	0.00000	-414.96	4839.25
37	2010.01.19 10:35	buy	19	0.48	1.64546	0.00000	0.00000
38	2010.01.19 12:20	close	19	0.48	1.63669	0.00000	0.00000	-420.96	4418.29
39	2010.01.19 13:10	sell	20	0.44	1.63311	0.00000	0.00000
40	2010.01.19 19:20	close	20	0.44	1.64002	0.00000	0.00000	-304.04	4114.25
41	2010.01.19 20:16	sell	21	0.41	1.63518	0.00000	0.00000
42	2010.01.21 00:45	close	21	0.41	1.63035	0.00000	0.00000	193.93	4308.18
43	2010.01.21 06:20	sell	22	0.43	1.62514	0.00000	0.00000
44	2010.01.21 07:50	close	22	0.43	1.63009	0.00000	0.00000	-212.85	4095.33
45	2010.01.21 09:15	sell	23	0.40	1.62250	0.00000	0.00000
46	2010.01.22 09:20	close	23	0.40	1.62898	0.00000	0.00000	-260.20	3835.13
47	2010.01.22 12:45	sell	24	0.38	1.61808	0.00000	0.00000
48	2010.01.25 07:16	close	24	0.38	1.61483	0.00000	0.00000	122.55	3957.68
49	2010.01.25 16:45	buy	25	0.39	1.62088	0.00000	0.00000
50	2010.01.26 05:50	close	25	0.39	1.62052	0.00000	0.00000	-14.00	3943.68
51	2010.01.26 12:20	sell	26	0.39	1.61019	0.00000	0.00000
52	2010.01.27 11:15	close	26	0.39	1.62195	0.00000	0.00000	-459.62	3484.07
53	2010.01.27 15:15	sell	27	0.34	1.61981	0.00000	0.00000
54	2010.02.01 22:02	close	27	0.34	1.59708	0.00000	0.00000	768.57	4252.64
55	2010.02.02 04:46	sell	28	0.42	1.59220	0.00000	0.00000
56	2010.02.02 14:20	close	28	0.42	1.59587	0.00000	0.00000	-154.14	4098.50
57	2010.02.02 18:20	buy	29	0.40	1.60006	0.00000	0.00000
58	2010.02.02 23:02	close	29	0.40	1.59643	0.00000	0.00000	-145.20	3953.30
59	2010.02.03 01:20	buy	30	0.39	1.60017	0.00000	0.00000
60	2010.02.03 12:02	close	30	0.39	1.59875	0.00000	0.00000	-55.38	3897.92
61	2010.02.03 13:20	sell	31	0.38	1.59618	0.00000	0.00000
62	2010.02.09 18:20	close	31	0.38	1.57535	0.00000	0.00000	785.84	4683.76
63	2010.02.10 01:07	sell	32	0.46	1.56860	0.00000	0.00000
64	2010.02.10 11:10	close	32	0.46	1.57481	0.00000	0.00000	-285.66	4398.10
65	2010.02.10 13:10	sell	33	0.43	1.56463	0.00000	0.00000
66	2010.02.11 03:02	close	33	0.43	1.56494	0.00000	0.00000	-16.56	4381.54
67	2010.02.11 09:15	sell	34	0.43	1.56001	0.00000	0.00000
68	2010.02.11 19:20	close	34	0.43	1.57028	0.00000	0.00000	-441.61	3939.93
69	2010.02.11 22:20	buy	35	0.39	1.57074	0.00000	0.00000
70	2010.02.12 01:20	close	35	0.39	1.56818	0.00000	0.00000	-99.80	3840.13
71	2010.02.12 05:02	sell	36	0.38	1.56715	0.00000	0.00000
72	2010.02.12 05:50	close	36	0.38	1.57029	0.00000	0.00000	-119.32	3720.81
73	2010.02.12 07:46	buy	37	0.37	1.57109	0.00000	0.00000
74	2010.02.12 08:32	close	37	0.37	1.56747	0.00000	0.00000	-133.94	3586.87
75	2010.02.12 11:10	sell	38	0.35	1.56464	0.00000	0.00000
76	2010.02.12 22:03	close	38	0.35	1.56931	0.00000	0.00000	-163.45	3423.42
77	2010.02.12 22:06	buy	39	0.34	1.56897	0.00000	0.00000
78	2010.02.15 00:00	close	39	0.34	1.56667	0.00000	0.00000	-78.17	3345.25
79	2010.02.15 03:32	sell	40	0.33	1.56545	0.00000	0.00000
80	2010.02.16 05:45	close	40	0.33	1.57060	0.00000	0.00000	-170.77	3174.48
81	2010.02.16 15:10	sell	41	0.31	1.56600	0.00000	0.00000
82	2010.02.16 18:16	close	41	0.31	1.57986	0.00000	0.00000	-429.66	2744.82
83	2010.02.16 21:07	sell	42	0.27	1.57777	0.00000	0.00000
84	2010.02.16 23:07	close	42	0.27	1.57979	0.00000	0.00000	-54.54	2690.28
85	2010.02.17 00:15	sell	43	0.26	1.57789	0.00000	0.00000
86	2010.02.17 09:07	close	43	0.26	1.58214	0.00000	0.00000	-110.50	2579.78
87	2010.02.17 10:15	sell	44	0.25	1.57615	0.00000	0.00000
88	2010.02.22 04:15	close	44	0.25	1.54977	0.00000	0.00000	656.38	3236.15
89	2010.02.22 07:45	sell	45	0.32	1.54598	0.00000	0.00000
90	2010.02.22 14:37	close	45	0.32	1.55004	0.00000	0.00000	-129.92	3106.23
91	2010.02.22 16:20	buy	46	0.31	1.55262	0.00000	0.00000
92	2010.02.22 19:20	close	46	0.31	1.54606	0.00000	0.00000	-203.36	2902.87
93	2010.02.22 21:10	buy	47	0.29	1.54986	0.00000	0.00000
94	2010.02.23 11:00	close	47	0.29	1.54315	0.00000	0.00000	-194.56	2708.31
95	2010.02.24 08:50	sell	48	0.27	1.54180	0.00000	0.00000
96	2010.02.25 01:02	close	48	0.27	1.54253	0.00000	0.00000	-21.73	2686.58
97	2010.02.25 01:45	sell	49	0.26	1.53945	0.00000	0.00000
98	2010.02.26 22:59	close at stop	49	0.26	1.52390	0.00000	0.00000	403.65	3090.23