Report Result : AE_ADX - Desynced Forex Repository

Strategy Tester Report

AE_ADX

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		magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true;

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

Initial deposit	10000.00
Total net profit	-77.07	Gross profit	316.82	Gross loss	-393.89
Profit factor	0.80	Expected payoff	-2.41
Absolute drawdown	226.23	Maximal drawdown	272.83 (2.72%)	Relative drawdown	2.72% (272.83)

Total trades	32	Short positions (won %)	16 (31.25%)	Long positions (won %)	16 (25.00%)
		Profit trades (% of total)	9 (28.13%)	Loss trades (% of total)	23 (71.88%)
Largest		profit trade	107.90	loss trade	-50.80
Average		profit trade	35.20	loss trade	-17.13
Maximum		consecutive wins (profit in money)	2 (46.12)	consecutive losses (loss in money)	6 (-51.37)
Maximal		consecutive profit (count of wins)	107.90 (1)	consecutive loss (count of losses)	-140.30 (4)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.03 00:00	buy	1	0.10	1.36082	1.34082	1.38082
2	2010.03.03 08:00	close	1	0.10	1.36283	1.34082	1.38082	20.10	10020.10
3	2010.03.03 19:00	buy	2	0.10	1.37150	1.35150	1.39150
4	2010.03.03 21:00	close	2	0.10	1.36989	1.35150	1.39150	-16.10	10004.00
5	2010.03.04 11:00	sell	3	0.10	1.36488	1.38488	1.34488
6	2010.03.04 12:00	close	3	0.10	1.36738	1.38488	1.34488	-25.00	9979.00
7	2010.03.04 17:00	sell	4	0.10	1.36061	1.38061	1.34061
8	2010.03.04 22:00	close	4	0.10	1.35917	1.38061	1.34061	14.40	9993.40
9	2010.03.05 01:00	sell	5	0.10	1.35814	1.37814	1.33814
10	2010.03.05 02:00	close	5	0.10	1.35833	1.37814	1.33814	-1.90	9991.50
11	2010.03.08 04:00	buy	6	0.10	1.36838	1.34838	1.38838
12	2010.03.08 08:00	close	6	0.10	1.36765	1.34838	1.38838	-7.30	9984.20
13	2010.03.08 09:00	buy	7	0.10	1.36859	1.34859	1.38859
14	2010.03.08 10:00	close	7	0.10	1.36664	1.34859	1.38859	-19.50	9964.70
15	2010.03.09 12:00	sell	8	0.10	1.35697	1.37697	1.33697
16	2010.03.09 17:00	close	8	0.10	1.35819	1.37697	1.33697	-12.20	9952.50
17	2010.03.11 23:00	buy	9	0.10	1.36806	1.34806	1.38806
18	2010.03.12 00:00	close	9	0.10	1.36764	1.34806	1.38806	-4.27	9948.23
19	2010.03.12 02:00	buy	10	0.10	1.36823	1.34823	1.38823
20	2010.03.12 03:00	close	10	0.10	1.36761	1.34823	1.38823	-6.20	9942.03
21	2010.03.12 06:00	buy	11	0.10	1.36933	1.34933	1.38933
22	2010.03.12 15:00	close	11	0.10	1.37570	1.34933	1.38933	63.70	10005.73
23	2010.03.15 00:00	buy	12	0.10	1.37601	1.35601	1.39601
24	2010.03.15 02:00	close	12	0.10	1.37500	1.35601	1.39601	-10.10	9995.63
25	2010.03.15 17:00	sell	13	0.10	1.36511	1.38511	1.34511
26	2010.03.15 20:00	close	13	0.10	1.36731	1.38511	1.34511	-22.00	9973.63
27	2010.03.16 17:00	buy	14	0.10	1.37582	1.35582	1.39582
28	2010.03.16 19:00	close	14	0.10	1.37270	1.35582	1.39582	-31.20	9942.43
29	2010.03.17 04:00	buy	15	0.10	1.37708	1.35708	1.39708
30	2010.03.17 08:00	close	15	0.10	1.37881	1.35708	1.39708	17.30	9959.73
31	2010.03.17 09:00	buy	16	0.10	1.37956	1.35956	1.39956
32	2010.03.17 10:00	close	16	0.10	1.37764	1.35956	1.39956	-19.20	9940.53
33	2010.03.18 07:00	sell	17	0.10	1.36730	1.38730	1.34730
34	2010.03.18 11:00	close	17	0.10	1.36906	1.38730	1.34730	-17.60	9922.93
35	2010.03.18 13:00	sell	18	0.10	1.36700	1.38700	1.34700
36	2010.03.18 16:00	close	18	0.10	1.36627	1.38700	1.34700	7.30	9930.23
37	2010.03.18 17:00	sell	19	0.10	1.36026	1.38026	1.34026
38	2010.03.18 19:00	close	19	0.10	1.36337	1.38026	1.34026	-31.10	9899.13
39	2010.03.18 22:00	sell	20	0.10	1.36073	1.38073	1.34073
40	2010.03.19 01:00	close	20	0.10	1.36123	1.38073	1.34073	-5.08	9894.05
41	2010.03.19 05:00	buy	21	0.10	1.36267	1.34267	1.38267
42	2010.03.19 07:00	close	21	0.10	1.36200	1.34267	1.38267	-6.70	9887.35
43	2010.03.19 12:00	sell	22	0.10	1.35715	1.37715	1.33715
44	2010.03.19 18:00	close	22	0.10	1.35410	1.37715	1.33715	30.50	9917.85
45	2010.03.19 21:00	sell	23	0.10	1.35358	1.37358	1.33358
46	2010.03.22 03:00	close	23	0.10	1.35201	1.37358	1.33358	15.62	9933.47
47	2010.03.22 07:00	sell	24	0.10	1.35039	1.37039	1.33039
48	2010.03.22 10:00	close	24	0.10	1.35425	1.37039	1.33039	-38.60	9894.87
49	2010.03.22 14:00	sell	25	0.10	1.34730	1.36730	1.32730
50	2010.03.22 16:00	close	25	0.10	1.35238	1.36730	1.32730	-50.80	9844.07
51	2010.03.23 01:00	buy	26	0.10	1.35675	1.33675	1.37675
52	2010.03.23 02:00	close	26	0.10	1.35465	1.33675	1.37675	-21.00	9823.07
53	2010.03.23 13:00	sell	27	0.10	1.34822	1.36822	1.32822
54	2010.03.23 15:00	close	27	0.10	1.35121	1.36822	1.32822	-29.90	9793.17
55	2010.03.24 03:00	sell	28	0.10	1.34656	1.36656	1.32656
56	2010.03.24 16:00	close	28	0.10	1.33577	1.36656	1.32656	107.90	9901.07
57	2010.03.24 21:00	sell	29	0.10	1.33252	1.35252	1.31252
58	2010.03.25 01:00	close	29	0.10	1.33297	1.35252	1.31252	-4.74	9896.33
59	2010.03.25 13:00	buy	30	0.10	1.33598	1.31598	1.35598
60	2010.03.25 14:00	close	30	0.10	1.33530	1.31598	1.35598	-6.80	9889.53
61	2010.03.26 06:00	buy	31	0.10	1.33353	1.31353	1.35353
62	2010.03.26 14:00	close	31	0.10	1.33753	1.31353	1.35353	40.00	9929.53
63	2010.03.26 21:00	buy	32	0.10	1.34152	1.32152	1.36152
64	2010.03.26 21:57	close at stop	32	0.10	1.34086	1.32152	1.36152	-6.60	9922.93