Report Result : ADX_MA - Desynced Forex Repository

Strategy Tester Report

ADX_MA

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		per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1;

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

Initial deposit	10000.00
Total net profit	-144.00	Gross profit	17.70	Gross loss	-161.70
Profit factor	0.11	Expected payoff	-4.80
Absolute drawdown	156.00	Maximal drawdown	156.00 (1.56%)	Relative drawdown	1.56% (156.00)

Total trades	30	Short positions (won %)	14 (14.29%)	Long positions (won %)	16 (6.25%)
		Profit trades (% of total)	3 (10.00%)	Loss trades (% of total)	27 (90.00%)
Largest		profit trade	9.00	loss trade	-7.10
Average		profit trade	5.90	loss trade	-5.99
Maximum		consecutive wins (profit in money)	1 (9.00)	consecutive losses (loss in money)	19 (-114.90)
Maximal		consecutive profit (count of wins)	9.00 (1)	consecutive loss (count of losses)	-114.90 (19)
Average		consecutive wins	1	consecutive losses	9

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 21:00	buy	1	0.10	1.35766	1.35715	1.37066
2	2010.03.01 21:03	s/l	1	0.10	1.35715	1.35715	1.37066	-5.10	9994.90
3	2010.03.01 22:00	sell	2	0.10	1.35588	1.35659	1.35428
4	2010.03.01 23:15	s/l	2	0.10	1.35659	1.35659	1.35428	-7.10	9987.80
5	2010.03.02 14:00	buy	3	0.10	1.35636	1.35585	1.36936
6	2010.03.02 14:15	s/l	3	0.10	1.35585	1.35585	1.36936	-5.10	9982.70
7	2010.03.02 16:00	sell	4	0.10	1.35459	1.35530	1.35299
8	2010.03.02 16:07	s/l	4	0.10	1.35530	1.35530	1.35299	-7.10	9975.60
9	2010.03.02 17:00	buy	5	0.10	1.35610	1.35559	1.36910
10	2010.03.02 17:02	s/l	5	0.10	1.35559	1.35559	1.36910	-5.10	9970.50
11	2010.03.04 09:00	sell	6	0.10	1.36391	1.36462	1.36231
12	2010.03.04 09:10	s/l	6	0.10	1.36462	1.36462	1.36231	-7.10	9963.40
13	2010.03.04 10:00	buy	7	0.10	1.36680	1.36629	1.37980
14	2010.03.04 10:10	s/l	7	0.10	1.36629	1.36629	1.37980	-5.10	9958.30
15	2010.03.04 11:00	sell	8	0.10	1.36488	1.36559	1.36328
16	2010.03.04 11:10	s/l	8	0.10	1.36559	1.36559	1.36328	-7.10	9951.20
17	2010.03.04 12:00	buy	9	0.10	1.36751	1.36700	1.38051
18	2010.03.04 12:02	s/l	9	0.10	1.36700	1.36700	1.38051	-5.10	9946.10
19	2010.03.04 16:00	sell	10	0.10	1.36368	1.36439	1.36208
20	2010.03.04 16:07	s/l	10	0.10	1.36439	1.36439	1.36208	-7.10	9939.00
21	2010.03.05 17:00	buy	11	0.10	1.36102	1.36051	1.37402
22	2010.03.05 17:07	s/l	11	0.10	1.36051	1.36051	1.37402	-5.10	9933.90
23	2010.03.08 18:00	sell	12	0.10	1.36121	1.36192	1.35961
24	2010.03.08 18:15	s/l	12	0.10	1.36192	1.36192	1.35961	-7.10	9926.80
25	2010.03.08 19:00	buy	13	0.10	1.36406	1.36355	1.37706
26	2010.03.08 19:15	s/l	13	0.10	1.36355	1.36355	1.37706	-5.10	9921.70
27	2010.03.08 20:00	sell	14	0.10	1.36285	1.36356	1.36125
28	2010.03.08 21:10	s/l	14	0.10	1.36356	1.36356	1.36125	-7.10	9914.60
29	2010.03.10 13:00	buy	15	0.10	1.36169	1.36118	1.37469
30	2010.03.10 13:07	s/l	15	0.10	1.36118	1.36118	1.37469	-5.10	9909.50
31	2010.03.15 11:00	sell	16	0.10	1.37072	1.37143	1.36912
32	2010.03.15 11:03	s/l	16	0.10	1.37143	1.37143	1.36912	-7.10	9902.40
33	2010.03.16 13:00	buy	17	0.10	1.37160	1.37109	1.38460
34	2010.03.16 13:20	s/l	17	0.10	1.37109	1.37109	1.38460	-5.10	9897.30
35	2010.03.17 17:00	sell	18	0.10	1.37388	1.37459	1.37228
36	2010.03.17 17:10	s/l	18	0.10	1.37459	1.37459	1.37228	-7.10	9890.20
37	2010.03.17 18:00	buy	19	0.10	1.37643	1.37592	1.38943
38	2010.03.17 18:07	s/l	19	0.10	1.37592	1.37592	1.38943	-5.10	9885.10
39	2010.03.17 21:00	sell	20	0.10	1.37396	1.37467	1.37236
40	2010.03.17 23:00	modify	20	0.10	1.37396	1.37387	1.37236
41	2010.03.17 23:15	s/l	20	0.10	1.37387	1.37387	1.37236	0.90	9886.00
42	2010.03.22 18:00	buy	21	0.10	1.35640	1.35589	1.36940
43	2010.03.22 18:15	s/l	21	0.10	1.35589	1.35589	1.36940	-5.10	9880.90
44	2010.03.22 20:00	sell	22	0.10	1.35426	1.35497	1.35266
45	2010.03.22 20:10	s/l	22	0.10	1.35497	1.35497	1.35266	-7.10	9873.80
46	2010.03.22 22:00	buy	23	0.10	1.35585	1.35534	1.36885
47	2010.03.22 22:20	s/l	23	0.10	1.35534	1.35534	1.36885	-5.10	9868.70
48	2010.03.23 02:00	sell	24	0.10	1.35465	1.35536	1.35305
49	2010.03.23 02:45	s/l	24	0.10	1.35536	1.35536	1.35305	-7.10	9861.60
50	2010.03.23 03:00	buy	25	0.10	1.35561	1.35510	1.36861
51	2010.03.23 03:20	s/l	25	0.10	1.35510	1.35510	1.36861	-5.10	9856.50
52	2010.03.23 05:00	buy	26	0.10	1.35605	1.35554	1.36905
53	2010.03.23 05:20	s/l	26	0.10	1.35554	1.35554	1.36905	-5.10	9851.40
54	2010.03.23 07:00	sell	27	0.10	1.35311	1.35382	1.35151
55	2010.03.23 08:00	modify	27	0.10	1.35311	1.35233	1.35151
56	2010.03.23 08:07	s/l	27	0.10	1.35233	1.35233	1.35151	7.80	9859.20
57	2010.03.26 07:00	buy	28	0.10	1.33491	1.33440	1.34791
58	2010.03.26 07:15	s/l	28	0.10	1.33440	1.33440	1.34791	-5.10	9854.10
59	2010.03.26 08:00	sell	29	0.10	1.33359	1.33430	1.33199
60	2010.03.26 08:02	s/l	29	0.10	1.33430	1.33430	1.33199	-7.10	9847.00
61	2010.03.26 09:00	buy	30	0.10	1.33521	1.33470	1.34821
62	2010.03.26 13:00	modify	30	0.10	1.33521	1.33611	1.34821
63	2010.03.26 14:15	s/l	30	0.10	1.33611	1.33611	1.34821	9.00	9856.00