Report Result : Moving_Average - Desynced Forex Repository

Strategy Tester Report

Moving_Average

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=6;

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

Initial deposit	10000.00
Total net profit	-23.59	Gross profit	1243.73	Gross loss	-1267.32
Profit factor	0.98	Expected payoff	-0.52
Absolute drawdown	265.11	Maximal drawdown	726.08 (6.94%)	Relative drawdown	6.94% (726.08)

Total trades	45	Short positions (won %)	20 (30.00%)	Long positions (won %)	25 (16.00%)
		Profit trades (% of total)	10 (22.22%)	Loss trades (% of total)	35 (77.78%)
Largest		profit trade	332.88	loss trade	-113.00
Average		profit trade	124.37	loss trade	-36.21
Maximum		consecutive wins (profit in money)	3 (538.56)	consecutive losses (loss in money)	10 (-231.53)
Maximal		consecutive profit (count of wins)	538.56 (3)	consecutive loss (count of losses)	-249.63 (6)
Average		consecutive wins	2	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 01:00	buy	1	0.20	1.61393	0.00000	0.00000
2	2010.01.04 17:00	close	1	0.20	1.61191	0.00000	0.00000	-40.40	9959.60
3	2010.01.05 07:00	buy	2	0.20	1.61345	0.00000	0.00000
4	2010.01.05 09:00	close	2	0.20	1.60993	0.00000	0.00000	-70.40	9889.20
5	2010.01.05 10:00	sell	3	0.10	1.60436	0.00000	0.00000
6	2010.01.06 09:00	close	3	0.10	1.60185	0.00000	0.00000	24.87	9914.07
7	2010.01.06 13:00	sell	4	0.20	1.59816	0.00000	0.00000
8	2010.01.06 17:00	close	4	0.20	1.60003	0.00000	0.00000	-37.40	9876.67
9	2010.01.06 20:00	sell	5	0.20	1.59901	0.00000	0.00000
10	2010.01.08 05:00	close	5	0.20	1.59408	0.00000	0.00000	96.76	9973.43
11	2010.01.08 18:00	buy	6	0.20	1.59932	0.00000	0.00000
12	2010.01.12 09:00	close	6	0.20	1.60954	0.00000	0.00000	204.40	10177.83
13	2010.01.13 03:00	buy	7	0.20	1.61633	0.00000	0.00000
14	2010.01.14 09:00	close	7	0.20	1.62820	0.00000	0.00000	237.40	10415.23
15	2010.01.14 10:00	buy	8	0.20	1.62939	0.00000	0.00000
16	2010.01.14 11:00	close	8	0.20	1.62809	0.00000	0.00000	-26.00	10389.23
17	2010.01.14 15:00	buy	9	0.20	1.63133	0.00000	0.00000
18	2010.01.15 03:00	close	9	0.20	1.63020	0.00000	0.00000	-22.60	10366.63
19	2010.01.15 04:00	buy	10	0.10	1.63150	0.00000	0.00000
20	2010.01.15 11:00	close	10	0.10	1.63054	0.00000	0.00000	-9.60	10357.03
21	2010.01.18 02:00	sell	11	0.10	1.62597	0.00000	0.00000
22	2010.01.18 04:00	close	11	0.10	1.62852	0.00000	0.00000	-25.50	10331.53
23	2010.01.19 13:00	sell	12	0.10	1.63380	0.00000	0.00000
24	2010.01.20 02:00	close	12	0.10	1.63689	0.00000	0.00000	-31.13	10300.40
25	2010.01.20 21:00	buy	13	0.10	1.62912	0.00000	0.00000
26	2010.01.21 03:00	close	13	0.10	1.62725	0.00000	0.00000	-18.70	10281.70
27	2010.01.21 08:00	buy	14	0.10	1.62907	0.00000	0.00000
28	2010.01.21 09:00	close	14	0.10	1.62300	0.00000	0.00000	-60.70	10221.00
29	2010.01.21 20:00	buy	15	0.10	1.62240	0.00000	0.00000
30	2010.01.21 22:00	close	15	0.10	1.61964	0.00000	0.00000	-27.60	10193.40
31	2010.01.21 23:00	sell	16	0.10	1.61912	0.00000	0.00000
32	2010.01.22 00:00	close	16	0.10	1.61969	0.00000	0.00000	-5.93	10187.47
33	2010.01.22 13:00	sell	17	0.10	1.61762	0.00000	0.00000
34	2010.01.25 08:00	close	17	0.10	1.61323	0.00000	0.00000	43.67	10231.14
35	2010.01.26 06:00	sell	18	0.20	1.62078	0.00000	0.00000
36	2010.01.27 03:00	close	18	0.20	1.61493	0.00000	0.00000	116.54	10347.68
37	2010.01.27 04:00	sell	19	0.20	1.61317	0.00000	0.00000
38	2010.01.27 11:00	close	19	0.20	1.61882	0.00000	0.00000	-113.00	10234.68
39	2010.01.28 04:00	buy	20	0.20	1.62085	0.00000	0.00000
40	2010.01.28 07:00	close	20	0.20	1.61800	0.00000	0.00000	-57.00	10177.68
41	2010.01.29 08:00	buy	21	0.10	1.61512	0.00000	0.00000
42	2010.01.29 14:00	close	21	0.10	1.61102	0.00000	0.00000	-41.00	10136.68
43	2010.02.01 19:00	buy	22	0.10	1.59505	0.00000	0.00000
44	2010.02.02 10:00	close	22	0.10	1.59180	0.00000	0.00000	-32.50	10104.18
45	2010.02.02 16:00	buy	23	0.10	1.59531	0.00000	0.00000
46	2010.02.03 13:00	close	23	0.10	1.59784	0.00000	0.00000	25.30	10129.48
47	2010.02.08 10:00	buy	24	0.20	1.56205	0.00000	0.00000
48	2010.02.08 11:00	close	24	0.20	1.55751	0.00000	0.00000	-90.80	10038.68
49	2010.02.08 14:00	buy	25	0.20	1.56045	0.00000	0.00000
50	2010.02.08 23:00	close	25	0.20	1.55825	0.00000	0.00000	-44.00	9994.68
51	2010.02.09 06:00	buy	26	0.10	1.56188	0.00000	0.00000
52	2010.02.09 10:00	close	26	0.10	1.55869	0.00000	0.00000	-31.90	9962.78
53	2010.02.09 14:00	buy	27	0.10	1.56363	0.00000	0.00000
54	2010.02.10 12:00	close	27	0.10	1.56848	0.00000	0.00000	48.50	10011.28
55	2010.02.11 03:00	buy	28	0.20	1.56401	0.00000	0.00000
56	2010.02.11 15:00	close	28	0.20	1.56084	0.00000	0.00000	-63.40	9947.88
57	2010.02.11 18:00	buy	29	0.20	1.56741	0.00000	0.00000
58	2010.02.12 11:00	close	29	0.20	1.56542	0.00000	0.00000	-39.80	9908.08
59	2010.02.15 06:00	sell	30	0.10	1.56445	0.00000	0.00000
60	2010.02.15 10:00	close	30	0.10	1.56762	0.00000	0.00000	-31.70	9876.38
61	2010.02.15 17:00	sell	31	0.10	1.56523	0.00000	0.00000
62	2010.02.16 03:00	close	31	0.10	1.56842	0.00000	0.00000	-32.13	9844.25
63	2010.02.16 14:00	sell	32	0.10	1.56727	0.00000	0.00000
64	2010.02.16 18:00	close	32	0.10	1.57339	0.00000	0.00000	-61.20	9783.05
65	2010.02.17 11:00	sell	33	0.10	1.57708	0.00000	0.00000
66	2010.02.17 14:00	close	33	0.10	1.57922	0.00000	0.00000	-21.40	9761.65
67	2010.02.17 15:00	sell	34	0.10	1.57638	0.00000	0.00000
68	2010.02.18 16:00	close	34	0.10	1.56497	0.00000	0.00000	113.41	9875.06
69	2010.02.18 17:00	sell	35	0.20	1.56393	0.00000	0.00000
70	2010.02.22 09:00	close	35	0.20	1.54724	0.00000	0.00000	332.88	10207.94
71	2010.02.22 10:00	sell	36	0.20	1.54605	0.00000	0.00000
72	2010.02.22 11:00	close	36	0.20	1.54748	0.00000	0.00000	-28.60	10179.34
73	2010.02.22 12:00	sell	37	0.20	1.54579	0.00000	0.00000
74	2010.02.22 14:00	close	37	0.20	1.54754	0.00000	0.00000	-35.00	10144.34
75	2010.02.22 19:00	sell	38	0.10	1.54723	0.00000	0.00000
76	2010.02.22 21:00	close	38	0.10	1.54903	0.00000	0.00000	-18.00	10126.34
77	2010.02.23 11:00	sell	39	0.10	1.54315	0.00000	0.00000
78	2010.02.24 03:00	close	39	0.10	1.54554	0.00000	0.00000	-24.13	10102.21
79	2010.02.24 09:00	sell	40	0.10	1.54275	0.00000	0.00000
80	2010.02.24 11:00	close	40	0.10	1.54400	0.00000	0.00000	-12.50	10089.71
81	2010.02.24 12:00	buy	41	0.10	1.54566	0.00000	0.00000
82	2010.02.24 14:00	close	41	0.10	1.54384	0.00000	0.00000	-18.20	10071.51
83	2010.02.24 17:00	buy	42	0.10	1.54507	0.00000	0.00000
84	2010.02.24 18:00	close	42	0.10	1.54310	0.00000	0.00000	-19.70	10051.81
85	2010.02.26 03:00	buy	43	0.10	1.52802	0.00000	0.00000
86	2010.02.26 04:00	close	43	0.10	1.52547	0.00000	0.00000	-25.50	10026.31
87	2010.02.26 05:00	buy	44	0.10	1.52756	0.00000	0.00000
88	2010.02.26 09:00	close	44	0.10	1.52475	0.00000	0.00000	-28.10	9998.21
89	2010.02.26 10:00	buy	45	0.10	1.52764	0.00000	0.00000
90	2010.02.26 11:00	close	45	0.10	1.52546	0.00000	0.00000	-21.80	9976.41