Report Result : 2MA - Desynced Forex Repository

Strategy Tester Report

2MA

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; Slippage=3; FastP=5; SlowP=20;

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	216.66	Gross profit	699.33	Gross loss	-482.67
Profit factor	1.45	Expected payoff	8.02
Absolute drawdown	200.70	Maximal drawdown	231.70 (2.31%)	Relative drawdown	2.31% (231.70)

Total trades	27	Short positions (won %)	13 (46.15%)	Long positions (won %)	14 (35.71%)
		Profit trades (% of total)	11 (40.74%)	Loss trades (% of total)	16 (59.26%)
Largest		profit trade	188.80	loss trade	-81.10
Average		profit trade	63.58	loss trade	-30.17
Maximum		consecutive wins (profit in money)	3 (32.63)	consecutive losses (loss in money)	4 (-67.40)
Maximal		consecutive profit (count of wins)	188.80 (1)	consecutive loss (count of losses)	-127.10 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 00:00	buy	1	0.10	1.36229	0.00000	0.00000
2	2010.03.01 13:00	close	1	0.10	1.35418	0.00000	0.00000	-81.10	9918.90
3	2010.03.01 13:00	sell	2	0.10	1.35418	0.00000	0.00000
4	2010.03.02 15:00	close	2	0.10	1.35877	0.00000	0.00000	-46.00	9872.90
5	2010.03.02 15:00	buy	3	0.10	1.35877	0.00000	0.00000
6	2010.03.04 08:00	close	3	0.10	1.36539	0.00000	0.00000	65.92	9938.82
7	2010.03.04 08:00	sell	4	0.10	1.36539	0.00000	0.00000
8	2010.03.04 14:00	close	4	0.10	1.36832	0.00000	0.00000	-29.30	9909.52
9	2010.03.04 14:00	buy	5	0.10	1.36832	0.00000	0.00000
10	2010.03.04 16:00	close	5	0.10	1.36368	0.00000	0.00000	-46.40	9863.12
11	2010.03.04 16:00	sell	6	0.10	1.36368	0.00000	0.00000
12	2010.03.05 19:00	close	6	0.10	1.36108	0.00000	0.00000	25.90	9889.02
13	2010.03.05 19:00	buy	7	0.10	1.36108	0.00000	0.00000
14	2010.03.08 18:00	close	7	0.10	1.36121	0.00000	0.00000	1.23	9890.25
15	2010.03.08 18:00	sell	8	0.10	1.36121	0.00000	0.00000
16	2010.03.10 01:00	close	8	0.10	1.36064	0.00000	0.00000	5.50	9895.75
17	2010.03.10 01:00	buy	9	0.10	1.36064	0.00000	0.00000
18	2010.03.10 03:00	close	9	0.10	1.35956	0.00000	0.00000	-10.80	9884.95
19	2010.03.10 03:00	sell	10	0.10	1.35956	0.00000	0.00000
20	2010.03.10 06:00	close	10	0.10	1.36006	0.00000	0.00000	-5.00	9879.95
21	2010.03.10 06:00	buy	11	0.10	1.36006	0.00000	0.00000
22	2010.03.10 08:00	close	11	0.10	1.35823	0.00000	0.00000	-18.30	9861.65
23	2010.03.10 08:00	sell	12	0.10	1.35823	0.00000	0.00000
24	2010.03.10 13:00	close	12	0.10	1.36156	0.00000	0.00000	-33.30	9828.35
25	2010.03.10 13:00	buy	13	0.10	1.36156	0.00000	0.00000
26	2010.03.15 06:00	close	13	0.10	1.37360	0.00000	0.00000	120.05	9948.40
27	2010.03.15 06:00	sell	14	0.10	1.37360	0.00000	0.00000
28	2010.03.15 08:00	close	14	0.10	1.37527	0.00000	0.00000	-16.70	9931.70
29	2010.03.15 08:00	buy	15	0.10	1.37527	0.00000	0.00000
30	2010.03.15 10:00	close	15	0.10	1.37332	0.00000	0.00000	-19.50	9912.20
31	2010.03.15 10:00	sell	16	0.10	1.37332	0.00000	0.00000
32	2010.03.16 13:00	close	16	0.10	1.37147	0.00000	0.00000	18.40	9930.60
33	2010.03.16 13:00	buy	17	0.10	1.37147	0.00000	0.00000
34	2010.03.17 16:00	close	17	0.10	1.37492	0.00000	0.00000	34.43	9965.03
35	2010.03.17 16:00	sell	18	0.10	1.37492	0.00000	0.00000
36	2010.03.17 19:00	close	18	0.10	1.37764	0.00000	0.00000	-27.20	9937.83
37	2010.03.17 19:00	buy	19	0.10	1.37764	0.00000	0.00000
38	2010.03.17 20:00	close	19	0.10	1.37520	0.00000	0.00000	-24.40	9913.43
39	2010.03.17 20:00	sell	20	0.10	1.37520	0.00000	0.00000
40	2010.03.22 18:00	close	20	0.10	1.35627	0.00000	0.00000	188.80	10102.23
41	2010.03.22 18:00	buy	21	0.10	1.35627	0.00000	0.00000
42	2010.03.23 08:00	close	21	0.10	1.35192	0.00000	0.00000	-43.57	10058.66
43	2010.03.23 08:00	sell	22	0.10	1.35192	0.00000	0.00000
44	2010.03.25 13:00	close	22	0.10	1.33598	0.00000	0.00000	159.00	10217.66
45	2010.03.25 13:00	buy	23	0.10	1.33598	0.00000	0.00000
46	2010.03.25 15:00	close	23	0.10	1.33250	0.00000	0.00000	-34.80	10182.86
47	2010.03.25 15:00	sell	24	0.10	1.33250	0.00000	0.00000
48	2010.03.25 16:00	close	24	0.10	1.33567	0.00000	0.00000	-31.70	10151.16
49	2010.03.25 16:00	buy	25	0.10	1.33567	0.00000	0.00000
50	2010.03.25 18:00	close	25	0.10	1.33421	0.00000	0.00000	-14.60	10136.56
51	2010.03.25 18:00	sell	26	0.10	1.33421	0.00000	0.00000
52	2010.03.26 05:00	close	26	0.10	1.33348	0.00000	0.00000	7.20	10143.76
53	2010.03.26 05:00	buy	27	0.10	1.33348	0.00000	0.00000
54	2010.03.26 21:57	close at stop	27	0.10	1.34077	0.00000	0.00000	72.90	10216.66