Report Result : CrossMA - Desynced Forex Repository

Strategy Tester Report

CrossMA

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; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=0; MovingPeriod1=4; AtrPer=6; SndMl=false;

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

Initial deposit	10000.00
Total net profit	-836.52	Gross profit	1166.79	Gross loss	-2003.31
Profit factor	0.58	Expected payoff	-12.30
Absolute drawdown	896.52	Maximal drawdown	1039.76 (10.25%)	Relative drawdown	10.25% (1039.76)

Total trades	68	Short positions (won %)	31 (19.35%)	Long positions (won %)	37 (24.32%)
		Profit trades (% of total)	15 (22.06%)	Loss trades (% of total)	53 (77.94%)
Largest		profit trade	209.34	loss trade	-107.00
Average		profit trade	77.79	loss trade	-37.80
Maximum		consecutive wins (profit in money)	3 (302.50)	consecutive losses (loss in money)	14 (-401.56)
Maximal		consecutive profit (count of wins)	302.50 (3)	consecutive loss (count of losses)	-401.56 (14)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	0.20	1.61221	1.61756	0.00000
2	2010.01.04 10:15	s/l	1	0.20	1.61756	1.61756	0.00000	-107.00	9893.00
3	2010.01.04 11:00	buy	2	0.20	1.62091	1.61649	0.00000
4	2010.01.04 13:20	s/l	2	0.20	1.61649	1.61649	0.00000	-88.40	9804.60
5	2010.01.04 18:00	sell	3	0.10	1.61059	1.61593	0.00000
6	2010.01.05 07:00	close	3	0.10	1.61377	1.61593	0.00000	-32.03	9772.57
7	2010.01.05 11:00	sell	4	0.10	1.60486	1.61023	0.00000
8	2010.01.06 10:00	close	4	0.10	1.60461	1.61023	0.00000	2.27	9774.84
9	2010.01.06 15:00	sell	5	0.20	1.59680	1.60055	0.00000
10	2010.01.06 16:50	s/l	5	0.20	1.60055	1.60055	0.00000	-75.00	9699.84
11	2010.01.06 20:00	buy	6	0.20	1.59957	1.59547	0.00000
12	2010.01.07 07:00	close	6	0.20	1.59735	1.59547	0.00000	-44.40	9655.44
13	2010.01.07 20:00	buy	7	0.10	1.59340	1.59005	0.00000
14	2010.01.08 06:00	close	7	0.10	1.59409	1.59005	0.00000	6.90	9662.34
15	2010.01.08 08:00	buy	8	0.20	1.59393	1.59118	0.00000
16	2010.01.08 19:00	close	8	0.20	1.60043	1.59118	0.00000	130.00	9792.34
17	2010.01.08 22:00	buy	9	0.20	1.60318	1.60014	0.00000
18	2010.01.11 20:00	close	9	0.20	1.61146	1.60014	0.00000	165.60	9957.94
19	2010.01.12 09:00	buy	10	0.20	1.61010	1.60759	0.00000
20	2010.01.12 09:02	s/l	10	0.20	1.60759	1.60759	0.00000	-50.20	9907.74
21	2010.01.13 01:00	sell	11	0.20	1.61503	1.61723	0.00000
22	2010.01.13 04:50	s/l	11	0.20	1.61723	1.61723	0.00000	-44.00	9863.74
23	2010.01.13 06:00	buy	12	0.10	1.61923	1.61656	0.00000
24	2010.01.14 08:00	close	12	0.10	1.62850	1.61656	0.00000	92.70	9956.44
25	2010.01.14 17:00	buy	13	0.20	1.63167	1.62798	0.00000
26	2010.01.15 04:00	close	13	0.20	1.63126	1.62798	0.00000	-8.20	9948.24
27	2010.01.15 08:00	buy	14	0.20	1.63495	1.63171	0.00000
28	2010.01.15 08:20	s/l	14	0.20	1.63171	1.63171	0.00000	-64.80	9883.44
29	2010.01.15 12:00	sell	15	0.10	1.62857	1.63206	0.00000
30	2010.01.15 13:20	s/l	15	0.10	1.63206	1.63206	0.00000	-34.90	9848.54
31	2010.01.18 03:00	buy	16	0.10	1.62761	1.62493	0.00000
32	2010.01.18 16:00	close	16	0.10	1.63172	1.62493	0.00000	41.10	9889.64
33	2010.01.18 23:00	buy	17	0.20	1.63425	1.63210	0.00000
34	2010.01.19 12:00	close	17	0.20	1.63826	1.63210	0.00000	80.20	9969.84
35	2010.01.19 20:00	buy	18	0.20	1.63861	1.63554	0.00000
36	2010.01.19 20:16	s/l	18	0.20	1.63554	1.63554	0.00000	-61.40	9908.44
37	2010.01.20 02:00	sell	19	0.20	1.63665	1.63883	0.00000
38	2010.01.20 19:00	close	19	0.20	1.62830	1.63883	0.00000	167.00	10075.44
39	2010.01.21 04:00	sell	20	0.20	1.62530	1.62814	0.00000
40	2010.01.21 07:20	s/l	20	0.20	1.62814	1.62814	0.00000	-56.80	10018.64
41	2010.01.21 19:00	buy	21	0.20	1.62152	1.61597	0.00000
42	2010.01.22 01:00	close	21	0.20	1.61977	1.61597	0.00000	-35.00	9983.64
43	2010.01.22 04:00	buy	22	0.10	1.62134	1.61858	0.00000
44	2010.01.22 10:50	s/l	22	0.10	1.61858	1.61858	0.00000	-27.60	9956.04
45	2010.01.22 14:00	sell	23	0.10	1.61120	1.61734	0.00000
46	2010.01.25 09:00	close	23	0.10	1.61446	1.61734	0.00000	-32.83	9923.21
47	2010.01.26 06:00	sell	24	0.10	1.62078	1.62328	0.00000
48	2010.01.26 07:45	s/l	24	0.10	1.62328	1.62328	0.00000	-25.00	9898.21
49	2010.01.26 20:00	buy	25	0.10	1.61601	1.61274	0.00000
50	2010.01.27 01:20	s/l	25	0.10	1.61274	1.61274	0.00000	-32.70	9865.51
51	2010.01.27 02:00	sell	26	0.10	1.61300	1.61495	0.00000
52	2010.01.27 02:20	s/l	26	0.10	1.61495	1.61495	0.00000	-19.50	9846.01
53	2010.01.27 11:00	buy	27	0.10	1.61914	1.61531	0.00000
54	2010.01.27 20:00	close	27	0.10	1.61717	1.61531	0.00000	-19.70	9826.31
55	2010.01.28 04:00	buy	28	0.10	1.62117	1.61791	0.00000
56	2010.01.28 06:45	s/l	28	0.10	1.61791	1.61791	0.00000	-32.60	9793.71
57	2010.01.28 17:00	sell	29	0.10	1.61352	1.61787	0.00000
58	2010.01.29 04:00	close	29	0.10	1.61391	1.61787	0.00000	-4.13	9789.58
59	2010.01.29 07:00	sell	30	0.10	1.61141	1.61396	0.00000
60	2010.01.29 07:40	s/l	30	0.10	1.61396	1.61396	0.00000	-25.50	9764.08
61	2010.01.29 08:00	buy	31	0.10	1.61544	1.61276	0.00000
62	2010.01.29 08:20	s/l	31	0.10	1.61276	1.61276	0.00000	-26.80	9737.28
63	2010.01.29 09:00	sell	32	0.10	1.61387	1.61676	0.00000
64	2010.01.29 09:15	s/l	32	0.10	1.61676	1.61676	0.00000	-28.90	9708.38
65	2010.01.29 10:00	buy	33	0.10	1.61765	1.61420	0.00000
66	2010.01.29 10:20	s/l	33	0.10	1.61420	1.61420	0.00000	-34.50	9673.88
67	2010.01.29 14:00	sell	34	0.10	1.61102	1.61487	0.00000
68	2010.02.01 18:00	close	34	0.10	1.59275	1.61487	0.00000	182.47	9856.35
69	2010.02.02 06:00	sell	35	0.20	1.59298	1.59562	0.00000
70	2010.02.02 07:15	s/l	35	0.20	1.59562	1.59562	0.00000	-52.80	9803.55
71	2010.02.02 16:00	buy	36	0.20	1.59563	1.59296	0.00000
72	2010.02.02 16:02	s/l	36	0.20	1.59296	1.59296	0.00000	-53.40	9750.15
73	2010.02.03 14:00	sell	37	0.10	1.59632	1.59986	0.00000
74	2010.02.04 06:00	close	37	0.10	1.59075	1.59986	0.00000	55.01	9805.16
75	2010.02.04 08:00	sell	38	0.20	1.58803	1.58986	0.00000
76	2010.02.04 08:15	s/l	38	0.20	1.58986	1.58986	0.00000	-36.60	9768.56
77	2010.02.08 16:00	buy	39	0.20	1.55996	1.55670	0.00000
78	2010.02.08 23:00	close	39	0.20	1.55825	1.55670	0.00000	-34.20	9734.36
79	2010.02.09 06:00	buy	40	0.10	1.56220	1.55975	0.00000
80	2010.02.09 09:50	s/l	40	0.10	1.55975	1.55975	0.00000	-24.50	9709.86
81	2010.02.09 12:00	sell	41	0.10	1.55748	1.56092	0.00000
82	2010.02.09 13:40	s/l	41	0.10	1.56092	1.56092	0.00000	-34.40	9675.46
83	2010.02.09 16:00	buy	42	0.10	1.56312	1.55958	0.00000
84	2010.02.09 16:50	s/l	42	0.10	1.55958	1.55958	0.00000	-35.40	9640.06
85	2010.02.10 05:00	sell	43	0.10	1.56738	1.57000	0.00000
86	2010.02.10 10:10	s/l	43	0.10	1.57000	1.57000	0.00000	-26.20	9613.86
87	2010.02.10 12:00	buy	44	0.10	1.56904	1.56448	0.00000
88	2010.02.10 13:15	s/l	44	0.10	1.56448	1.56448	0.00000	-45.60	9568.26
89	2010.02.10 14:00	sell	45	0.10	1.56204	1.56701	0.00000
90	2010.02.11 02:00	close	45	0.10	1.56241	1.56701	0.00000	-4.39	9563.87
91	2010.02.11 10:00	sell	46	0.10	1.55789	1.56093	0.00000
92	2010.02.11 11:15	s/l	46	0.10	1.56093	1.56093	0.00000	-30.40	9533.47
93	2010.02.11 16:00	buy	47	0.10	1.56034	1.55598	0.00000
94	2010.02.11 17:00	close	47	0.10	1.56108	1.55598	0.00000	7.40	9540.87
95	2010.02.11 18:00	buy	48	0.20	1.56773	1.56354	0.00000
96	2010.02.12 05:00	close	48	0.20	1.56753	1.56354	0.00000	-4.00	9536.87
97	2010.02.12 09:00	buy	49	0.20	1.57210	1.56949	0.00000
98	2010.02.12 10:30	s/l	49	0.20	1.56949	1.56949	0.00000	-52.20	9484.67
99	2010.02.12 12:00	sell	50	0.10	1.56142	1.56650	0.00000
100	2010.02.12 16:02	s/l	50	0.10	1.56650	1.56650	0.00000	-50.80	9433.87
101	2010.02.12 20:00	buy	51	0.10	1.56779	1.56355	0.00000
102	2010.02.15 04:00	close	51	0.10	1.56660	1.56355	0.00000	-11.90	9421.97
103	2010.02.15 12:00	buy	52	0.10	1.56844	1.56537	0.00000
104	2010.02.15 16:50	s/l	52	0.10	1.56537	1.56537	0.00000	-30.70	9391.27
105	2010.02.15 18:00	sell	53	0.10	1.56623	1.56876	0.00000
106	2010.02.16 02:00	close	53	0.10	1.56709	1.56876	0.00000	-8.83	9382.44
107	2010.02.16 14:00	sell	54	0.10	1.56727	1.57063	0.00000
108	2010.02.16 17:20	s/l	54	0.10	1.57063	1.57063	0.00000	-33.60	9348.84
109	2010.02.16 19:00	buy	55	0.10	1.57779	1.57283	0.00000
110	2010.02.17 05:00	close	55	0.10	1.57682	1.57283	0.00000	-9.70	9339.14
111	2010.02.17 09:00	buy	56	0.10	1.58047	1.57813	0.00000
112	2010.02.17 09:59	s/l	56	0.10	1.57813	1.57813	0.00000	-23.40	9315.74
113	2010.02.17 13:00	sell	57	0.10	1.57648	1.58043	0.00000
114	2010.02.17 14:02	s/l	57	0.10	1.58043	1.58043	0.00000	-39.50	9276.24
115	2010.02.18 19:00	buy	58	0.10	1.56071	1.55509	0.00000
116	2010.02.18 21:00	close	58	0.10	1.56210	1.55509	0.00000	13.90	9290.14
117	2010.02.18 22:00	buy	59	0.20	1.56241	1.55813	0.00000
118	2010.02.18 22:40	s/l	59	0.20	1.55813	1.55813	0.00000	-85.60	9204.54
119	2010.02.18 23:00	sell	60	0.20	1.55264	1.55796	0.00000
120	2010.02.19 17:00	close	60	0.20	1.54215	1.55796	0.00000	209.34	9413.88
121	2010.02.22 09:00	sell	61	0.20	1.54700	1.54929	0.00000
122	2010.02.22 09:32	s/l	61	0.20	1.54929	1.54929	0.00000	-45.80	9368.08
123	2010.02.22 16:00	buy	62	0.20	1.54911	1.54598	0.00000
124	2010.02.23 10:40	s/l	62	0.20	1.54598	1.54598	0.00000	-62.60	9305.48
125	2010.02.23 12:00	sell	63	0.10	1.54125	1.54633	0.00000
126	2010.02.23 17:20	s/l	63	0.10	1.54633	1.54633	0.00000	-50.80	9254.68
127	2010.02.24 03:00	buy	64	0.10	1.54586	1.54362	0.00000
128	2010.02.24 08:45	s/l	64	0.10	1.54362	1.54362	0.00000	-22.40	9232.28
129	2010.02.24 11:00	sell	65	0.10	1.54376	1.54683	0.00000
130	2010.02.24 11:40	s/l	65	0.10	1.54683	1.54683	0.00000	-30.70	9201.58
131	2010.02.26 01:00	buy	66	0.10	1.52450	1.52201	0.00000
132	2010.02.26 02:00	close	66	0.10	1.52453	1.52201	0.00000	0.30	9201.88
133	2010.02.26 03:00	buy	67	0.20	1.52834	1.52579	0.00000
134	2010.02.26 03:20	s/l	67	0.20	1.52579	1.52579	0.00000	-51.00	9150.88
135	2010.02.26 11:00	sell	68	0.20	1.52546	1.52932	0.00000
136	2010.02.26 20:00	close	68	0.20	1.52483	1.52932	0.00000	12.60	9163.48