Report Result : ADX_MA - Desynced Forex Repository

Strategy Tester Report

ADX_MA

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		per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1;

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

Initial deposit	10000.00
Total net profit	-151.17	Gross profit	256.43	Gross loss	-407.60
Profit factor	0.63	Expected payoff	-2.07
Absolute drawdown	151.17	Maximal drawdown	259.78 (2.57%)	Relative drawdown	2.57% (259.78)

Total trades	73	Short positions (won %)	37 (16.22%)	Long positions (won %)	36 (8.33%)
		Profit trades (% of total)	9 (12.33%)	Loss trades (% of total)	64 (87.67%)
Largest		profit trade	130.01	loss trade	-7.40
Average		profit trade	28.49	loss trade	-6.37
Maximum		consecutive wins (profit in money)	1 (130.01)	consecutive losses (loss in money)	21 (-131.40)
Maximal		consecutive profit (count of wins)	130.01 (1)	consecutive loss (count of losses)	-131.40 (21)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 18:00	sell	1	0.10	1.61059	1.61133	1.60899
2	2010.01.04 18:10	s/l	1	0.10	1.61133	1.61133	1.60899	-7.40	9992.60
3	2010.01.04 19:00	buy	2	0.10	1.61275	1.61221	1.62575
4	2010.01.04 19:15	s/l	2	0.10	1.61221	1.61221	1.62575	-5.40	9987.20
5	2010.01.04 20:00	sell	3	0.10	1.60976	1.61050	1.60816
6	2010.01.04 20:10	s/l	3	0.10	1.61050	1.61050	1.60816	-7.40	9979.80
7	2010.01.05 01:00	buy	4	0.10	1.61141	1.61087	1.62441
8	2010.01.05 01:50	s/l	4	0.10	1.61087	1.61087	1.62441	-5.40	9974.40
9	2010.01.05 02:00	sell	5	0.10	1.61037	1.61111	1.60877
10	2010.01.05 02:15	t/p	5	0.10	1.60877	1.61111	1.60877	16.00	9990.40
11	2010.01.05 07:00	buy	6	0.10	1.61345	1.61291	1.62645
12	2010.01.05 07:05	s/l	6	0.10	1.61291	1.61291	1.62645	-5.40	9985.00
13	2010.01.05 09:00	sell	7	0.10	1.60993	1.61067	1.60833
14	2010.01.05 09:10	t/p	7	0.10	1.60833	1.61067	1.60833	16.00	10001.00
15	2010.01.06 10:00	buy	8	0.10	1.60429	1.60375	1.61729
16	2010.01.06 10:15	s/l	8	0.10	1.60375	1.60375	1.61729	-5.40	9995.60
17	2010.01.06 11:00	sell	9	0.10	1.60222	1.60296	1.60062
18	2010.01.06 11:20	t/p	9	0.10	1.60062	1.60296	1.60062	16.00	10011.60
19	2010.01.06 22:00	buy	10	0.10	1.60222	1.60168	1.61522
20	2010.01.06 22:33	s/l	10	0.10	1.60168	1.60168	1.61522	-5.40	10006.20
21	2010.01.07 00:00	sell	11	0.10	1.60055	1.60129	1.59895
22	2010.01.07 00:02	s/l	11	0.10	1.60129	1.60129	1.59895	-7.40	9998.80
23	2010.01.07 01:00	buy	12	0.10	1.60223	1.60169	1.61523
24	2010.01.07 02:16	s/l	12	0.10	1.60169	1.60169	1.61523	-5.40	9993.40
25	2010.01.07 04:00	sell	13	0.10	1.60006	1.60080	1.59846
26	2010.01.07 04:20	s/l	13	0.10	1.60080	1.60080	1.59846	-7.40	9986.00
27	2010.01.08 17:00	sell	14	0.10	1.59612	1.59686	1.59452
28	2010.01.08 17:10	s/l	14	0.10	1.59686	1.59686	1.59452	-7.40	9978.60
29	2010.01.08 18:00	buy	15	0.10	1.59932	1.59878	1.61232
30	2010.01.08 20:00	modify	15	0.10	1.59932	1.59984	1.61232
31	2010.01.08 21:00	modify	15	0.10	1.59932	1.60038	1.61232
32	2010.01.11 00:00	modify	15	0.10	1.59932	1.60309	1.61232
33	2010.01.11 01:00	modify	15	0.10	1.59932	1.60597	1.61232
34	2010.01.11 04:00	modify	15	0.10	1.59932	1.60655	1.61232
35	2010.01.11 08:20	t/p	15	0.10	1.61232	1.60655	1.61232	130.01	10108.61
36	2010.01.12 03:00	sell	16	0.10	1.60811	1.60885	1.60651
37	2010.01.12 03:07	s/l	16	0.10	1.60885	1.60885	1.60651	-7.40	10101.21
38	2010.01.12 04:00	buy	17	0.10	1.60913	1.60859	1.62213
39	2010.01.12 04:13	s/l	17	0.10	1.60859	1.60859	1.62213	-5.40	10095.81
40	2010.01.12 05:00	sell	18	0.10	1.60742	1.60816	1.60582
41	2010.01.12 05:10	s/l	18	0.10	1.60816	1.60816	1.60582	-7.40	10088.41
42	2010.01.12 06:00	buy	19	0.10	1.60901	1.60847	1.62201
43	2010.01.12 06:15	s/l	19	0.10	1.60847	1.60847	1.62201	-5.40	10083.01
44	2010.01.15 12:00	sell	20	0.10	1.62857	1.62931	1.62697
45	2010.01.15 12:02	s/l	20	0.10	1.62931	1.62931	1.62697	-7.40	10075.61
46	2010.01.15 14:00	buy	21	0.10	1.63109	1.63055	1.64409
47	2010.01.15 14:20	s/l	21	0.10	1.63055	1.63055	1.64409	-5.40	10070.21
48	2010.01.15 15:00	sell	22	0.10	1.62891	1.62965	1.62731
49	2010.01.15 15:10	s/l	22	0.10	1.62965	1.62965	1.62731	-7.40	10062.81
50	2010.01.18 01:00	buy	23	0.10	1.62902	1.62848	1.64202
51	2010.01.18 01:15	s/l	23	0.10	1.62848	1.62848	1.64202	-5.40	10057.41
52	2010.01.18 02:00	sell	24	0.10	1.62597	1.62671	1.62437
53	2010.01.18 02:02	s/l	24	0.10	1.62671	1.62671	1.62437	-7.40	10050.01
54	2010.01.18 04:00	buy	25	0.10	1.62852	1.62798	1.64152
55	2010.01.18 07:20	s/l	25	0.10	1.62798	1.62798	1.64152	-5.40	10044.61
56	2010.01.19 13:00	sell	26	0.10	1.63380	1.63454	1.63220
57	2010.01.19 13:20	t/p	26	0.10	1.63220	1.63454	1.63220	16.00	10060.61
58	2010.01.19 16:00	buy	27	0.10	1.63698	1.63644	1.64998
59	2010.01.19 16:20	s/l	27	0.10	1.63644	1.63644	1.64998	-5.40	10055.21
60	2010.01.22 09:00	buy	28	0.10	1.62510	1.62456	1.63810
61	2010.01.22 09:07	s/l	28	0.10	1.62456	1.62456	1.63810	-5.40	10049.81
62	2010.01.22 11:00	sell	29	0.10	1.62214	1.62288	1.62054
63	2010.01.22 11:10	s/l	29	0.10	1.62288	1.62288	1.62054	-7.40	10042.41
64	2010.01.22 12:00	buy	30	0.10	1.62457	1.62403	1.63757
65	2010.01.22 12:05	s/l	30	0.10	1.62403	1.62403	1.63757	-5.40	10037.01
66	2010.01.22 13:00	sell	31	0.10	1.61762	1.61836	1.61602
67	2010.01.22 13:02	s/l	31	0.10	1.61836	1.61836	1.61602	-7.40	10029.61
68	2010.01.25 10:00	buy	32	0.10	1.61641	1.61587	1.62941
69	2010.01.25 10:15	s/l	32	0.10	1.61587	1.61587	1.62941	-5.40	10024.21
70	2010.01.25 11:00	sell	33	0.10	1.61590	1.61664	1.61430
71	2010.01.25 11:02	s/l	33	0.10	1.61664	1.61664	1.61430	-7.40	10016.81
72	2010.01.25 12:00	buy	34	0.10	1.61720	1.61666	1.63020
73	2010.01.25 12:15	s/l	34	0.10	1.61666	1.61666	1.63020	-5.40	10011.41
74	2010.01.25 13:00	sell	35	0.10	1.61477	1.61551	1.61317
75	2010.01.25 13:20	s/l	35	0.10	1.61551	1.61551	1.61317	-7.40	10004.01
76	2010.01.25 16:00	buy	36	0.10	1.61853	1.61799	1.63153
77	2010.01.25 16:15	s/l	36	0.10	1.61799	1.61799	1.63153	-5.40	9998.61
78	2010.01.26 11:00	sell	37	0.10	1.61371	1.61445	1.61211
79	2010.01.26 11:07	s/l	37	0.10	1.61445	1.61445	1.61211	-7.40	9991.21
80	2010.01.27 11:00	buy	38	0.10	1.61882	1.61828	1.63182
81	2010.01.27 11:07	s/l	38	0.10	1.61828	1.61828	1.63182	-5.40	9985.81
82	2010.01.27 20:00	sell	39	0.10	1.61717	1.61791	1.61557
83	2010.01.27 20:02	s/l	39	0.10	1.61791	1.61791	1.61557	-7.40	9978.41
84	2010.01.28 00:00	buy	40	0.10	1.61800	1.61746	1.63100
85	2010.01.28 00:10	s/l	40	0.10	1.61746	1.61746	1.63100	-5.40	9973.01
86	2010.01.28 02:00	sell	41	0.10	1.61685	1.61759	1.61525
87	2010.01.28 02:10	s/l	41	0.10	1.61759	1.61759	1.61525	-7.40	9965.61
88	2010.01.28 03:00	buy	42	0.10	1.61729	1.61675	1.63029
89	2010.01.28 03:02	s/l	42	0.10	1.61675	1.61675	1.63029	-5.40	9960.21
90	2010.01.28 04:00	buy	43	0.10	1.62085	1.62031	1.63385
91	2010.01.28 04:07	s/l	43	0.10	1.62031	1.62031	1.63385	-5.40	9954.81
92	2010.01.28 17:00	sell	44	0.10	1.61352	1.61426	1.61192
93	2010.01.28 17:15	s/l	44	0.10	1.61426	1.61426	1.61192	-7.40	9947.41
94	2010.01.29 10:00	buy	45	0.10	1.61733	1.61679	1.63033
95	2010.01.29 10:10	s/l	45	0.10	1.61679	1.61679	1.63033	-5.40	9942.01
96	2010.01.29 11:00	sell	46	0.10	1.61477	1.61551	1.61317
97	2010.01.29 11:07	s/l	46	0.10	1.61551	1.61551	1.61317	-7.40	9934.61
98	2010.02.02 17:00	buy	47	0.10	1.59693	1.59639	1.60993
99	2010.02.02 17:15	s/l	47	0.10	1.59639	1.59639	1.60993	-5.40	9929.21
100	2010.02.03 13:00	sell	48	0.10	1.59784	1.59858	1.59624
101	2010.02.03 13:32	t/p	48	0.10	1.59624	1.59858	1.59624	16.00	9945.21
102	2010.02.09 08:00	buy	49	0.10	1.56415	1.56361	1.57715
103	2010.02.09 08:02	s/l	49	0.10	1.56361	1.56361	1.57715	-5.40	9939.81
104	2010.02.09 10:00	sell	50	0.10	1.55869	1.55943	1.55709
105	2010.02.09 10:10	s/l	50	0.10	1.55943	1.55943	1.55709	-7.40	9932.41
106	2010.02.09 14:00	buy	51	0.10	1.56363	1.56309	1.57663
107	2010.02.09 14:10	s/l	51	0.10	1.56309	1.56309	1.57663	-5.40	9927.01
108	2010.02.10 13:00	sell	52	0.10	1.56572	1.56646	1.56412
109	2010.02.10 13:15	t/p	52	0.10	1.56412	1.56646	1.56412	16.00	9943.01
110	2010.02.11 04:00	buy	53	0.10	1.56429	1.56375	1.57729
111	2010.02.11 04:15	s/l	53	0.10	1.56375	1.56375	1.57729	-5.40	9937.61
112	2010.02.11 08:00	sell	54	0.10	1.56224	1.56298	1.56064
113	2010.02.11 08:02	s/l	54	0.10	1.56298	1.56298	1.56064	-7.40	9930.21
114	2010.02.11 13:00	buy	55	0.10	1.56323	1.56269	1.57623
115	2010.02.11 13:15	s/l	55	0.10	1.56269	1.56269	1.57623	-5.40	9924.81
116	2010.02.11 14:00	sell	56	0.10	1.56232	1.56306	1.56072
117	2010.02.11 14:10	s/l	56	0.10	1.56306	1.56306	1.56072	-7.40	9917.41
118	2010.02.11 18:00	buy	57	0.10	1.56741	1.56687	1.58041
119	2010.02.11 23:00	modify	57	0.10	1.56741	1.56742	1.58041
120	2010.02.12 01:45	s/l	57	0.10	1.56742	1.56742	1.58041	0.11	9917.52
121	2010.02.12 11:00	sell	58	0.10	1.56542	1.56616	1.56382
122	2010.02.12 11:02	s/l	58	0.10	1.56616	1.56616	1.56382	-7.40	9910.12
123	2010.02.15 06:00	sell	59	0.10	1.56445	1.56519	1.56285
124	2010.02.15 06:15	s/l	59	0.10	1.56519	1.56519	1.56285	-7.40	9902.72
125	2010.02.15 10:00	buy	60	0.10	1.56762	1.56708	1.58062
126	2010.02.15 10:20	s/l	60	0.10	1.56708	1.56708	1.58062	-5.40	9897.32
127	2010.02.15 20:00	buy	61	0.10	1.56682	1.56628	1.57982
128	2010.02.15 20:45	s/l	61	0.10	1.56628	1.56628	1.57982	-5.40	9891.92
129	2010.02.15 21:00	sell	62	0.10	1.56608	1.56682	1.56448
130	2010.02.15 23:45	s/l	62	0.10	1.56682	1.56682	1.56448	-7.40	9884.52
131	2010.02.16 00:00	buy	63	0.10	1.56685	1.56631	1.57985
132	2010.02.16 00:15	s/l	63	0.10	1.56631	1.56631	1.57985	-5.40	9879.12
133	2010.02.16 14:00	sell	64	0.10	1.56727	1.56801	1.56567
134	2010.02.16 14:15	s/l	64	0.10	1.56801	1.56801	1.56567	-7.40	9871.72
135	2010.02.16 18:00	buy	65	0.10	1.57339	1.57285	1.58639
136	2010.02.16 19:00	modify	65	0.10	1.57339	1.57453	1.58639
137	2010.02.16 20:00	modify	65	0.10	1.57339	1.57624	1.58639
138	2010.02.16 23:00	modify	65	0.10	1.57339	1.57642	1.58639
139	2010.02.17 02:50	s/l	65	0.10	1.57642	1.57642	1.58639	30.31	9902.03
140	2010.02.22 06:00	sell	66	0.10	1.54806	1.54880	1.54646
141	2010.02.22 07:07	s/l	66	0.10	1.54880	1.54880	1.54646	-7.40	9894.63
142	2010.02.22 16:00	buy	67	0.10	1.54879	1.54825	1.56179
143	2010.02.22 16:02	s/l	67	0.10	1.54825	1.54825	1.56179	-5.40	9889.23
144	2010.02.22 18:00	sell	68	0.10	1.54748	1.54822	1.54588
145	2010.02.22 18:02	s/l	68	0.10	1.54822	1.54822	1.54588	-7.40	9881.83
146	2010.02.22 21:00	buy	69	0.10	1.54903	1.54849	1.56203
147	2010.02.22 21:45	s/l	69	0.10	1.54849	1.54849	1.56203	-5.40	9876.43
148	2010.02.22 22:00	sell	70	0.10	1.54789	1.54863	1.54629
149	2010.02.22 22:02	s/l	70	0.10	1.54863	1.54863	1.54629	-7.40	9869.03
150	2010.02.23 01:00	buy	71	0.10	1.55022	1.54968	1.56322
151	2010.02.23 01:07	s/l	71	0.10	1.54968	1.54968	1.56322	-5.40	9863.63
152	2010.02.23 11:00	sell	72	0.10	1.54315	1.54389	1.54155
153	2010.02.23 11:02	s/l	72	0.10	1.54389	1.54389	1.54155	-7.40	9856.23
154	2010.02.24 08:00	sell	73	0.10	1.54540	1.54614	1.54380
155	2010.02.24 08:02	s/l	73	0.10	1.54614	1.54614	1.54380	-7.40	9848.83