Report Result : ADX_System - Desynced Forex Repository

Strategy Tester Report

ADX_System

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		TakeProfit=100; TrailingStop=35; StopLoss=45;

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

Initial deposit	10000.00
Total net profit	195.00	Gross profit	2025.00	Gross loss	-1830.00
Profit factor	1.11	Expected payoff	3.25
Absolute drawdown	36.00	Maximal drawdown	294.00 (2.86%)	Relative drawdown	2.86% (294.00)

Total trades	60	Short positions (won %)	60 (50.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	30 (50.00%)	Loss trades (% of total)	30 (50.00%)
Largest		profit trade	100.00	loss trade	-61.00
Average		profit trade	67.50	loss trade	-61.00
Maximum		consecutive wins (profit in money)	3 (230.00)	consecutive losses (loss in money)	3 (-183.00)
Maximal		consecutive profit (count of wins)	230.00 (3)	consecutive loss (count of losses)	-183.00 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.06 01:00	sell	1	1.00	1.59897	1.59958	1.59797
2	2010.01.06 01:10	modify	1	1.00	1.59897	1.59873	1.59797
3	2010.01.06 01:15	t/p	1	1.00	1.59797	1.59873	1.59797	100.00	10100.00
4	2010.01.06 01:15	sell	2	1.00	1.59751	1.59812	1.59651
5	2010.01.06 01:20	modify	2	1.00	1.59751	1.59707	1.59651
6	2010.01.06 01:22	s/l	2	1.00	1.59707	1.59707	1.59651	44.00	10144.00
7	2010.01.06 01:22	sell	3	1.00	1.59703	1.59764	1.59603
8	2010.01.06 01:27	s/l	3	1.00	1.59764	1.59764	1.59603	-61.00	10083.00
9	2010.01.06 01:27	sell	4	1.00	1.59751	1.59812	1.59651
10	2010.01.06 01:27	modify	4	1.00	1.59751	1.59748	1.59651
11	2010.01.06 01:35	modify	4	1.00	1.59751	1.59735	1.59651
12	2010.01.06 01:37	s/l	4	1.00	1.59735	1.59735	1.59651	16.00	10099.00
13	2010.01.06 01:37	sell	5	1.00	1.59739	1.59800	1.59639
14	2010.01.06 01:40	modify	5	1.00	1.59739	1.59679	1.59639
15	2010.01.06 01:45	t/p	5	1.00	1.59639	1.59679	1.59639	100.00	10199.00
16	2010.01.06 01:45	sell	6	1.00	1.59546	1.59607	1.59446
17	2010.01.06 01:50	modify	6	1.00	1.59546	1.59486	1.59446
18	2010.01.06 01:52	s/l	6	1.00	1.59486	1.59486	1.59446	60.00	10259.00
19	2010.01.06 01:52	sell	7	1.00	1.59490	1.59551	1.59390
20	2010.01.06 01:57	s/l	7	1.00	1.59551	1.59551	1.59390	-61.00	10198.00
21	2010.01.06 01:57	sell	8	1.00	1.59546	1.59607	1.59446
22	2010.01.06 01:59	s/l	8	1.00	1.59607	1.59607	1.59446	-61.00	10137.00
23	2010.01.06 01:59	sell	9	1.00	1.59641	1.59702	1.59541
24	2010.01.06 02:07	modify	9	1.00	1.59641	1.59619	1.59541
25	2010.01.06 02:10	s/l	9	1.00	1.59619	1.59619	1.59541	22.00	10159.00
26	2010.01.15 12:00	sell	10	1.00	1.62857	1.62918	1.62757
27	2010.01.15 12:02	s/l	10	1.00	1.62918	1.62918	1.62757	-61.00	10098.00
28	2010.01.15 12:02	sell	11	1.00	1.62915	1.62976	1.62815
29	2010.01.15 12:10	modify	11	1.00	1.62915	1.62898	1.62815
30	2010.01.15 12:15	t/p	11	1.00	1.62815	1.62898	1.62815	100.00	10198.00
31	2010.01.15 12:15	sell	12	1.00	1.62780	1.62841	1.62680
32	2010.01.15 12:20	modify	12	1.00	1.62780	1.62740	1.62680
33	2010.01.15 12:22	s/l	12	1.00	1.62740	1.62740	1.62680	40.00	10238.00
34	2010.01.15 12:22	sell	13	1.00	1.62734	1.62795	1.62634
35	2010.01.15 12:27	s/l	13	1.00	1.62795	1.62795	1.62634	-61.00	10177.00
36	2010.01.15 12:27	sell	14	1.00	1.62780	1.62841	1.62680
37	2010.01.15 12:37	modify	14	1.00	1.62780	1.62780	1.62680
38	2010.01.15 12:40	s/l	14	1.00	1.62780	1.62780	1.62680	0.00	10177.00
39	2010.01.15 12:40	sell	15	1.00	1.62834	1.62895	1.62734
40	2010.01.15 12:45	s/l	15	1.00	1.62895	1.62895	1.62734	-61.00	10116.00
41	2010.01.15 12:45	sell	16	1.00	1.62898	1.62959	1.62798
42	2010.01.15 12:50	s/l	16	1.00	1.62959	1.62959	1.62798	-61.00	10055.00
43	2010.01.15 12:50	sell	17	1.00	1.62961	1.63022	1.62861
44	2010.01.15 12:57	modify	17	1.00	1.62961	1.62928	1.62861
45	2010.01.15 13:02	modify	17	1.00	1.62961	1.62910	1.62861
46	2010.01.15 13:07	t/p	17	1.00	1.62861	1.62910	1.62861	100.00	10155.00
47	2010.01.19 14:00	sell	18	1.00	1.63330	1.63391	1.63230
48	2010.01.19 14:02	modify	18	1.00	1.63330	1.63304	1.63230
49	2010.01.19 14:07	modify	18	1.00	1.63330	1.63281	1.63230
50	2010.01.19 14:10	s/l	18	1.00	1.63281	1.63281	1.63230	49.00	10204.00
51	2010.01.19 14:10	sell	19	1.00	1.63343	1.63404	1.63243
52	2010.01.19 14:15	s/l	19	1.00	1.63404	1.63404	1.63243	-61.00	10143.00
53	2010.01.19 14:15	sell	20	1.00	1.63410	1.63471	1.63310
54	2010.01.19 14:20	s/l	20	1.00	1.63471	1.63471	1.63310	-61.00	10082.00
55	2010.01.19 14:20	sell	21	1.00	1.63478	1.63539	1.63378
56	2010.01.19 14:27	modify	21	1.00	1.63478	1.63439	1.63378
57	2010.01.19 14:30	s/l	21	1.00	1.63439	1.63439	1.63378	39.00	10121.00
58	2010.01.19 14:30	sell	22	1.00	1.63449	1.63510	1.63349
59	2010.01.19 14:32	s/l	22	1.00	1.63510	1.63510	1.63349	-61.00	10060.00
60	2010.01.19 14:32	sell	23	1.00	1.63507	1.63568	1.63407
61	2010.01.19 14:40	modify	23	1.00	1.63507	1.63505	1.63407
62	2010.01.19 14:45	modify	23	1.00	1.63507	1.63452	1.63407
63	2010.01.19 14:50	t/p	23	1.00	1.63407	1.63452	1.63407	100.00	10160.00
64	2010.01.19 14:50	sell	24	1.00	1.63330	1.63391	1.63230
65	2010.01.19 14:57	s/l	24	1.00	1.63391	1.63391	1.63230	-61.00	10099.00
66	2010.01.19 14:57	sell	25	1.00	1.63401	1.63462	1.63301
67	2010.01.19 15:02	t/p	25	1.00	1.63301	1.63462	1.63301	100.00	10199.00
68	2010.01.22 14:00	sell	26	1.00	1.61120	1.61181	1.61020
69	2010.01.22 14:10	s/l	26	1.00	1.61181	1.61181	1.61020	-61.00	10138.00
70	2010.01.22 14:10	sell	27	1.00	1.61176	1.61237	1.61076
71	2010.01.22 14:15	s/l	27	1.00	1.61237	1.61237	1.61076	-61.00	10077.00
72	2010.01.22 14:15	sell	28	1.00	1.61237	1.61298	1.61137
73	2010.01.22 14:20	s/l	28	1.00	1.61298	1.61298	1.61137	-61.00	10016.00
74	2010.01.22 14:20	sell	29	1.00	1.61298	1.61359	1.61198
75	2010.01.22 14:27	modify	29	1.00	1.61298	1.61268	1.61198
76	2010.01.22 14:32	s/l	29	1.00	1.61268	1.61268	1.61198	30.00	10046.00
77	2010.01.22 14:32	sell	30	1.00	1.61305	1.61366	1.61205
78	2010.01.22 14:40	modify	30	1.00	1.61305	1.61267	1.61205
79	2010.01.22 14:45	t/p	30	1.00	1.61205	1.61267	1.61205	100.00	10146.00
80	2010.01.22 14:45	sell	31	1.00	1.61128	1.61189	1.61028
81	2010.01.22 14:50	t/p	31	1.00	1.61028	1.61189	1.61028	100.00	10246.00
82	2010.01.22 14:50	sell	32	1.00	1.61009	1.61070	1.60909
83	2010.01.22 14:52	s/l	32	1.00	1.61070	1.61070	1.60909	-61.00	10185.00
84	2010.01.22 14:52	sell	33	1.00	1.61068	1.61129	1.60968
85	2010.01.22 14:57	s/l	33	1.00	1.61129	1.61129	1.60968	-61.00	10124.00
86	2010.01.22 14:57	sell	34	1.00	1.61128	1.61189	1.61028
87	2010.01.22 14:59	modify	34	1.00	1.61128	1.61065	1.61028
88	2010.01.22 15:02	s/l	34	1.00	1.61065	1.61065	1.61028	63.00	10187.00
89	2010.01.29 15:00	sell	35	1.00	1.60560	1.60621	1.60460
90	2010.01.29 15:07	s/l	35	1.00	1.60621	1.60621	1.60460	-61.00	10126.00
91	2010.01.29 15:07	sell	36	1.00	1.60605	1.60666	1.60505
92	2010.01.29 15:10	modify	36	1.00	1.60605	1.60565	1.60505
93	2010.01.29 15:15	t/p	36	1.00	1.60505	1.60565	1.60505	100.00	10226.00
94	2010.01.29 15:15	sell	37	1.00	1.60446	1.60507	1.60346
95	2010.01.29 15:20	modify	37	1.00	1.60446	1.60406	1.60346
96	2010.01.29 15:22	s/l	37	1.00	1.60406	1.60406	1.60346	40.00	10266.00
97	2010.01.29 15:22	sell	38	1.00	1.60400	1.60461	1.60300
98	2010.01.29 15:27	s/l	38	1.00	1.60461	1.60461	1.60300	-61.00	10205.00
99	2010.01.29 15:27	sell	39	1.00	1.60446	1.60507	1.60346
100	2010.01.29 15:30	s/l	39	1.00	1.60507	1.60507	1.60346	-61.00	10144.00
101	2010.01.29 15:30	sell	40	1.00	1.60520	1.60581	1.60420
102	2010.01.29 15:45	modify	40	1.00	1.60520	1.60480	1.60420
103	2010.01.29 15:50	t/p	40	1.00	1.60420	1.60480	1.60420	100.00	10244.00
104	2010.01.29 15:50	sell	41	1.00	1.60366	1.60427	1.60266
105	2010.01.29 15:57	s/l	41	1.00	1.60427	1.60427	1.60266	-61.00	10183.00
106	2010.01.29 15:57	sell	42	1.00	1.60429	1.60490	1.60329
107	2010.01.29 16:02	t/p	42	1.00	1.60329	1.60490	1.60329	100.00	10283.00
108	2010.02.11 11:00	sell	43	1.00	1.55788	1.55849	1.55688
109	2010.02.11 11:05	s/l	43	1.00	1.55849	1.55849	1.55688	-61.00	10222.00
110	2010.02.11 11:05	sell	44	1.00	1.55855	1.55916	1.55755
111	2010.02.11 11:07	modify	44	1.00	1.55855	1.55832	1.55755
112	2010.02.11 11:10	s/l	44	1.00	1.55832	1.55832	1.55755	23.00	10245.00
113	2010.02.11 11:10	sell	45	1.00	1.55966	1.56027	1.55866
114	2010.02.11 11:15	s/l	45	1.00	1.56027	1.56027	1.55866	-61.00	10184.00
115	2010.02.11 11:15	sell	46	1.00	1.56078	1.56139	1.55978
116	2010.02.11 11:20	s/l	46	1.00	1.56139	1.56139	1.55978	-61.00	10123.00
117	2010.02.11 11:20	sell	47	1.00	1.56189	1.56250	1.56089
118	2010.02.11 11:22	modify	47	1.00	1.56189	1.56166	1.56089
119	2010.02.11 11:25	s/l	47	1.00	1.56166	1.56166	1.56089	23.00	10146.00
120	2010.02.11 11:25	sell	48	1.00	1.56152	1.56213	1.56052
121	2010.02.11 11:27	modify	48	1.00	1.56152	1.56092	1.56052
122	2010.02.11 11:27	t/p	48	1.00	1.56052	1.56092	1.56052	100.00	10246.00
123	2010.02.11 11:27	sell	49	1.00	1.56013	1.56074	1.55913
124	2010.02.11 11:32	s/l	49	1.00	1.56074	1.56074	1.55913	-61.00	10185.00
125	2010.02.11 11:32	sell	50	1.00	1.56154	1.56215	1.56054
126	2010.02.11 11:45	modify	50	1.00	1.56154	1.56112	1.56054
127	2010.02.11 11:50	t/p	50	1.00	1.56054	1.56112	1.56054	100.00	10285.00
128	2010.02.11 11:50	sell	51	1.00	1.56000	1.56061	1.55900
129	2010.02.11 11:57	s/l	51	1.00	1.56061	1.56061	1.55900	-61.00	10224.00
130	2010.02.11 11:57	sell	52	1.00	1.56061	1.56122	1.55961
131	2010.02.11 12:03	t/p	52	1.00	1.55961	1.56122	1.55961	100.00	10324.00
132	2010.02.16 16:00	sell	53	1.00	1.56412	1.56473	1.56312
133	2010.02.16 16:15	s/l	53	1.00	1.56473	1.56473	1.56312	-61.00	10263.00
134	2010.02.16 16:15	sell	54	1.00	1.56483	1.56544	1.56383
135	2010.02.16 16:35	s/l	54	1.00	1.56544	1.56544	1.56383	-61.00	10202.00
136	2010.02.16 16:35	sell	55	1.00	1.56568	1.56629	1.56468
137	2010.02.16 16:37	modify	55	1.00	1.56568	1.56530	1.56468
138	2010.02.16 16:40	s/l	55	1.00	1.56530	1.56530	1.56468	38.00	10240.00
139	2010.02.16 16:40	sell	56	1.00	1.56701	1.56762	1.56601
140	2010.02.16 16:45	s/l	56	1.00	1.56762	1.56762	1.56601	-61.00	10179.00
141	2010.02.16 16:45	sell	57	1.00	1.56834	1.56895	1.56734
142	2010.02.16 16:50	s/l	57	1.00	1.56895	1.56895	1.56734	-61.00	10118.00
143	2010.02.16 16:50	sell	58	1.00	1.56967	1.57028	1.56867
144	2010.02.16 16:52	modify	58	1.00	1.56967	1.56929	1.56867
145	2010.02.16 16:55	s/l	58	1.00	1.56929	1.56929	1.56867	38.00	10156.00
146	2010.02.16 16:55	sell	59	1.00	1.56923	1.56984	1.56823
147	2010.02.16 16:57	t/p	59	1.00	1.56823	1.56984	1.56823	100.00	10256.00
148	2010.02.16 16:57	sell	60	1.00	1.56790	1.56851	1.56690
149	2010.02.16 17:10	s/l	60	1.00	1.56851	1.56851	1.56690	-61.00	10195.00