Report Result : MA_Channel - Desynced Forex Repository

Strategy Tester Report

MA_Channel

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		TakeProfit=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8;

Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70

Initial deposit	10000.00
Total net profit	-10004.16	Gross profit	2177.95	Gross loss	-12182.11
Profit factor	0.18	Expected payoff	-294.24
Absolute drawdown	10004.16	Maximal drawdown	12182.11 (100.03%)	Relative drawdown	100.03% (12182.11)

Total trades	34	Short positions (won %)	17 (100.00%)	Long positions (won %)	17 (94.12%)
		Profit trades (% of total)	33 (97.06%)	Loss trades (% of total)	1 (2.94%)
Largest		profit trade	68.95	loss trade	-12182.11
Average		profit trade	66.00	loss trade	-12182.11
Maximum		consecutive wins (profit in money)	33 (2177.95)	consecutive losses (loss in money)	1 (-12182.11)
Maximal		consecutive profit (count of wins)	2177.95 (33)	consecutive loss (count of losses)	-12182.11 (1)
Average		consecutive wins	33	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 18:00	buy	1	1.00	1.19259	0.00000	1.19339
2	2009.01.06 05:45	t/p	1	1.00	1.19339	0.00000	1.19339	66.09	10066.09
3	2009.01.06 08:00	sell	2	1.00	1.19325	0.00000	1.19245
4	2009.01.06 08:02	t/p	2	1.00	1.19245	0.00000	1.19245	67.14	10133.23
5	2009.01.06 08:02	sell	3	1.00	1.19076	0.00000	1.18996
6	2009.01.06 10:50	t/p	3	1.00	1.18996	0.00000	1.18996	67.23	10200.46
7	2009.01.07 22:00	sell	4	1.00	1.19650	0.00000	1.19570
8	2009.01.07 22:10	t/p	4	1.00	1.19570	0.00000	1.19570	66.92	10267.38
9	2009.01.07 22:10	sell	5	1.00	1.19453	0.00000	1.19373
10	2009.01.07 22:20	t/p	5	1.00	1.19373	0.00000	1.19373	67.13	10334.51
11	2009.01.07 22:20	sell	6	1.00	1.19090	0.00000	1.19010
12	2009.01.08 15:16	t/p	6	1.00	1.19010	0.00000	1.19010	66.20	10400.71
13	2009.01.08 17:00	buy	7	1.00	1.18389	0.00000	1.18469
14	2009.01.08 17:20	t/p	7	1.00	1.18469	0.00000	1.18469	67.45	10468.16
15	2009.01.08 17:20	buy	8	1.00	1.18691	0.00000	1.18771
16	2009.01.08 17:45	t/p	8	1.00	1.18771	0.00000	1.18771	67.32	10535.48
17	2009.01.08 17:45	buy	9	1.00	1.18930	0.00000	1.19010
18	2009.01.09 14:45	t/p	9	1.00	1.19010	0.00000	1.19010	66.30	10601.78
19	2009.01.12 11:00	sell	10	1.00	1.19544	0.00000	1.19464
20	2009.01.12 11:45	t/p	10	1.00	1.19464	0.00000	1.19464	66.99	10668.77
21	2009.01.12 11:45	sell	11	1.00	1.19342	0.00000	1.19262
22	2009.01.12 11:50	t/p	11	1.00	1.19262	0.00000	1.19262	67.13	10735.90
23	2009.01.12 11:50	sell	12	1.00	1.19080	0.00000	1.19000
24	2009.04.30 09:45	t/p	12	1.00	1.19000	0.00000	1.19000	26.30	10762.20
25	2009.04.30 11:00	buy	13	1.00	1.18970	0.00000	1.19050
26	2009.04.30 11:15	t/p	13	1.00	1.19050	0.00000	1.19050	67.19	10829.39
27	2009.04.30 11:15	buy	14	1.00	1.19151	0.00000	1.19231
28	2009.04.30 13:02	t/p	14	1.00	1.19231	0.00000	1.19231	67.06	10896.45
29	2009.05.01 13:00	buy	15	1.00	1.18453	0.00000	1.18533
30	2009.05.01 13:15	t/p	15	1.00	1.18533	0.00000	1.18533	67.45	10963.90
31	2009.05.01 13:15	buy	16	1.00	1.18704	0.00000	1.18784
32	2009.05.01 14:45	t/p	16	1.00	1.18784	0.00000	1.18784	67.33	11031.23
33	2009.05.01 14:45	buy	17	1.00	1.18912	0.00000	1.18992
34	2009.05.01 15:20	t/p	17	1.00	1.18992	0.00000	1.18992	67.19	11098.42
35	2009.05.04 05:00	buy	18	1.00	1.18101	0.00000	1.18181
36	2009.05.04 06:02	t/p	18	1.00	1.18181	0.00000	1.18181	67.67	11166.09
37	2009.05.04 06:02	buy	19	1.00	1.18305	0.00000	1.18385
38	2009.05.04 10:20	t/p	19	1.00	1.18385	0.00000	1.18385	67.55	11233.64
39	2009.05.04 13:00	sell	20	1.00	1.18923	0.00000	1.18843
40	2009.05.04 13:20	t/p	20	1.00	1.18843	0.00000	1.18843	67.33	11300.97
41	2009.05.04 13:20	sell	21	1.00	1.18738	0.00000	1.18658
42	2009.05.04 13:50	t/p	21	1.00	1.18658	0.00000	1.18658	67.42	11368.39
43	2009.05.04 13:50	sell	22	1.00	1.18567	0.00000	1.18487
44	2009.05.04 14:45	t/p	22	1.00	1.18487	0.00000	1.18487	67.53	11435.92
45	2009.05.04 14:45	sell	23	1.00	1.18383	0.00000	1.18303
46	2009.05.04 15:15	t/p	23	1.00	1.18303	0.00000	1.18303	67.66	11503.58
47	2009.05.04 18:00	buy	24	1.00	1.17859	0.00000	1.17939
48	2009.05.06 03:50	t/p	24	1.00	1.17939	0.00000	1.17939	65.94	11569.52
49	2009.05.06 06:00	sell	25	1.00	1.17891	0.00000	1.17811
50	2009.05.06 07:45	t/p	25	1.00	1.17811	0.00000	1.17811	67.90	11637.42
51	2009.05.06 07:45	sell	26	1.00	1.17720	0.00000	1.17640
52	2009.05.06 09:50	t/p	26	1.00	1.17640	0.00000	1.17640	68.05	11705.47
53	2009.05.06 20:00	buy	27	1.00	1.17106	0.00000	1.17186
54	2009.05.07 16:20	t/p	27	1.00	1.17186	0.00000	1.17186	65.46	11770.93
55	2009.05.08 11:00	buy	28	1.00	1.16832	0.00000	1.16912
56	2009.05.12 18:20	t/p	28	1.00	1.16912	0.00000	1.16912	66.55	11837.48
57	2009.05.13 03:00	buy	29	1.00	1.15917	0.00000	1.15997
58	2009.05.13 03:20	t/p	29	1.00	1.15997	0.00000	1.15997	68.95	11906.43
59	2009.05.13 03:20	buy	30	1.00	1.16118	0.00000	1.16198
60	2009.05.13 11:59	t/p	30	1.00	1.16198	0.00000	1.16198	68.83	11975.26
61	2009.05.13 19:00	sell	31	1.00	1.16767	0.00000	1.16687
62	2009.05.15 16:32	t/p	31	1.00	1.16687	0.00000	1.16687	67.12	12042.38
63	2009.05.15 22:00	sell	32	1.00	1.17905	0.00000	1.17825
64	2009.05.15 22:50	t/p	32	1.00	1.17825	0.00000	1.17825	67.91	12110.29
65	2009.05.15 22:50	sell	33	1.00	1.17720	0.00000	1.17640
66	2009.05.18 09:15	t/p	33	1.00	1.17640	0.00000	1.17640	67.66	12177.95
67	2009.05.18 11:00	buy	34	1.00	1.17328	0.00000	1.17408
68	2009.10.09 13:03	close at stop	34	1.00	1.04713	0.00000	1.17408	-12182.11	-4.16