Report Result : 5_8macrossv2_v1 - Desynced Forex Repository

Strategy Tester Report

5_8macrossv2_v1

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; StopLoss=0; TrailingStop=0; TakeProfit=40; mafastperiod=5; mafastshift=-1; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1;

Bars in test	1474	Ticks modelled	12838	Modelling quality	n/a
Mismatched charts errors	21

Initial deposit	10000.00
Total net profit	-86.94	Gross profit	119.68	Gross loss	-206.62
Profit factor	0.58	Expected payoff	-2.72
Absolute drawdown	290.10	Maximal drawdown	334.10 (3.33%)	Relative drawdown	3.33% (334.10)

Total trades	32	Short positions (won %)	16 (93.75%)	Long positions (won %)	16 (93.75%)
		Profit trades (% of total)	30 (93.75%)	Loss trades (% of total)	2 (6.25%)
Largest		profit trade	4.00	loss trade	-126.88
Average		profit trade	3.99	loss trade	-103.31
Maximum		consecutive wins (profit in money)	14 (55.68)	consecutive losses (loss in money)	1 (-126.88)
Maximal		consecutive profit (count of wins)	55.68 (14)	consecutive loss (count of losses)	-126.88 (1)
Average		consecutive wins	10	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 10:00	buy	1	0.10	1.36338	0.00000	1.36378
2	2010.03.01 10:10	t/p	1	0.10	1.36378	0.00000	1.36378	4.00	10004.00
3	2010.03.01 20:00	buy	2	0.10	1.35581	0.00000	1.35621
4	2010.03.01 20:20	t/p	2	0.10	1.35621	0.00000	1.35621	4.00	10008.00
5	2010.03.02 02:00	sell	3	0.10	1.35340	0.00000	1.35300
6	2010.03.02 02:15	t/p	3	0.10	1.35300	0.00000	1.35300	4.00	10012.00
7	2010.03.03 09:00	sell	4	0.10	1.36225	0.00000	1.36185
8	2010.03.03 09:10	t/p	4	0.10	1.36185	0.00000	1.36185	4.00	10016.00
9	2010.03.03 13:00	buy	5	0.10	1.36469	0.00000	1.36509
10	2010.03.03 13:02	t/p	5	0.10	1.36509	0.00000	1.36509	4.00	10020.00
11	2010.03.04 00:00	sell	6	0.10	1.36943	0.00000	1.36903
12	2010.03.04 01:20	t/p	6	0.10	1.36903	0.00000	1.36903	4.00	10024.00
13	2010.03.04 13:00	buy	7	0.10	1.36798	0.00000	1.36838
14	2010.03.04 13:03	t/p	7	0.10	1.36838	0.00000	1.36838	4.00	10028.00
15	2010.03.04 16:00	sell	8	0.10	1.36368	0.00000	1.36328
16	2010.03.04 16:10	t/p	8	0.10	1.36328	0.00000	1.36328	4.00	10032.00
17	2010.03.05 01:00	buy	9	0.10	1.35824	0.00000	1.35864
18	2010.03.05 01:10	t/p	9	0.10	1.35864	0.00000	1.35864	4.00	10036.00
19	2010.03.05 17:00	buy	10	0.10	1.36091	0.00000	1.36131
20	2010.03.05 17:10	t/p	10	0.10	1.36131	0.00000	1.36131	4.00	10040.00
21	2010.03.08 10:00	sell	11	0.10	1.36664	0.00000	1.36624
22	2010.03.08 10:50	t/p	11	0.10	1.36624	0.00000	1.36624	4.00	10044.00
23	2010.03.08 16:00	buy	12	0.10	1.36752	0.00000	1.36792
24	2010.03.09 18:00	buy	13	0.10	1.35861	0.00000	1.35901
25	2010.03.09 18:50	t/p	13	0.10	1.35901	0.00000	1.35901	4.00	10048.00
26	2010.03.10 03:00	close	12	0.10	1.35956	0.00000	1.36792	-79.74	9968.26
27	2010.03.10 03:00	sell	14	0.10	1.35956	0.00000	1.35916
28	2010.03.10 03:20	t/p	14	0.10	1.35916	0.00000	1.35916	4.00	9972.26
29	2010.03.10 13:00	buy	15	0.10	1.36158	0.00000	1.36198
30	2010.03.10 13:15	t/p	15	0.10	1.36198	0.00000	1.36198	4.00	9976.26
31	2010.03.11 01:00	sell	16	0.10	1.36433	0.00000	1.36393
32	2010.03.11 01:45	t/p	16	0.10	1.36393	0.00000	1.36393	4.00	9980.26
33	2010.03.11 16:00	sell	17	0.10	1.36360	0.00000	1.36320
34	2010.03.12 18:00	sell	18	0.10	1.37529	0.00000	1.37489
35	2010.03.12 18:07	t/p	18	0.10	1.37489	0.00000	1.37489	4.00	9984.26
36	2010.03.12 22:00	close	17	0.10	1.37628	0.00000	1.36320	-126.88	9857.38
37	2010.03.12 22:00	buy	19	0.10	1.37628	0.00000	1.37668
38	2010.03.12 22:20	t/p	19	0.10	1.37668	0.00000	1.37668	4.00	9861.38
39	2010.03.15 23:00	buy	20	0.10	1.36765	0.00000	1.36805
40	2010.03.15 23:16	t/p	20	0.10	1.36805	0.00000	1.36805	4.00	9865.38
41	2010.03.16 09:00	sell	21	0.10	1.36632	0.00000	1.36592
42	2010.03.17 13:00	sell	22	0.10	1.37740	0.00000	1.37700
43	2010.03.17 13:15	t/p	22	0.10	1.37700	0.00000	1.37700	4.00	9869.38
44	2010.03.18 08:45	t/p	21	0.10	1.36592	0.00000	1.36592	3.68	9873.06
45	2010.03.18 15:00	buy	23	0.10	1.36811	0.00000	1.36851
46	2010.03.18 15:02	t/p	23	0.10	1.36851	0.00000	1.36851	4.00	9877.06
47	2010.03.19 09:00	sell	24	0.10	1.36167	0.00000	1.36127
48	2010.03.19 09:40	t/p	24	0.10	1.36127	0.00000	1.36127	4.00	9881.06
49	2010.03.23 02:00	sell	25	0.10	1.35465	0.00000	1.35425
50	2010.03.23 02:02	t/p	25	0.10	1.35425	0.00000	1.35425	4.00	9885.06
51	2010.03.23 03:00	sell	26	0.10	1.35540	0.00000	1.35500
52	2010.03.23 03:32	t/p	26	0.10	1.35500	0.00000	1.35500	4.00	9889.06
53	2010.03.23 05:00	sell	27	0.10	1.35584	0.00000	1.35544
54	2010.03.23 06:20	t/p	27	0.10	1.35544	0.00000	1.35544	4.00	9893.06
55	2010.03.23 16:00	buy	28	0.10	1.35342	0.00000	1.35382
56	2010.03.23 16:45	t/p	28	0.10	1.35382	0.00000	1.35382	4.00	9897.06
57	2010.03.25 03:00	buy	29	0.10	1.33347	0.00000	1.33387
58	2010.03.25 05:02	t/p	29	0.10	1.33387	0.00000	1.33387	4.00	9901.06
59	2010.03.25 11:00	buy	30	0.10	1.33390	0.00000	1.33430
60	2010.03.25 11:03	t/p	30	0.10	1.33430	0.00000	1.33430	4.00	9905.06
61	2010.03.25 18:00	sell	31	0.10	1.33421	0.00000	1.33381
62	2010.03.25 18:15	t/p	31	0.10	1.33381	0.00000	1.33381	4.00	9909.06
63	2010.03.26 02:00	buy	32	0.10	1.33104	0.00000	1.33144
64	2010.03.26 02:15	t/p	32	0.10	1.33144	0.00000	1.33144	4.00	9913.06