Report Result : 2MA - Desynced Forex Repository

Strategy Tester Report

2MA

AlpariUK-Demo (Build 226)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
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	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-2358.14	Gross profit	2426.95	Gross loss	-4785.09
Profit factor	0.51	Expected payoff	-25.36
Absolute drawdown	2368.74	Maximal drawdown	2370.44 (23.70%)	Relative drawdown	23.70% (2370.44)

Total trades	93	Short positions (won %)	46 (17.39%)	Long positions (won %)	47 (14.89%)
		Profit trades (% of total)	15 (16.13%)	Loss trades (% of total)	78 (83.87%)
Largest		profit trade	428.68	loss trade	-134.10
Average		profit trade	161.80	loss trade	-61.35
Maximum		consecutive wins (profit in money)	2 (475.94)	consecutive losses (loss in money)	17 (-1085.34)
Maximal		consecutive profit (count of wins)	475.94 (2)	consecutive loss (count of losses)	-1085.34 (17)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	0.10	1.61502	0.00000	0.00000
2	2010.01.04 04:00	close	1	0.10	1.61096	0.00000	0.00000	-40.60	9959.40
3	2010.01.04 04:00	sell	2	0.10	1.61096	0.00000	0.00000
4	2010.01.04 10:00	close	2	0.10	1.61807	0.00000	0.00000	-71.10	9888.30
5	2010.01.04 10:00	buy	3	0.10	1.61807	0.00000	0.00000
6	2010.01.04 18:00	close	3	0.10	1.61059	0.00000	0.00000	-74.80	9813.50
7	2010.01.04 18:00	sell	4	0.10	1.61059	0.00000	0.00000
8	2010.01.05 08:00	close	4	0.10	1.61777	0.00000	0.00000	-72.02	9741.48
9	2010.01.05 08:00	buy	5	0.10	1.61777	0.00000	0.00000
10	2010.01.05 10:00	close	5	0.10	1.60436	0.00000	0.00000	-134.10	9607.38
11	2010.01.05 10:00	sell	6	0.10	1.60436	0.00000	0.00000
12	2010.01.06 10:00	close	6	0.10	1.60686	0.00000	0.00000	-25.22	9582.16
13	2010.01.06 10:00	buy	7	0.10	1.60686	0.00000	0.00000
14	2010.01.06 13:00	close	7	0.10	1.59816	0.00000	0.00000	-87.00	9495.16
15	2010.01.06 13:00	sell	8	0.10	1.59816	0.00000	0.00000
16	2010.01.06 22:00	close	8	0.10	1.60479	0.00000	0.00000	-66.30	9428.86
17	2010.01.06 22:00	buy	9	0.10	1.60479	0.00000	0.00000
18	2010.01.07 07:00	close	9	0.10	1.59735	0.00000	0.00000	-74.43	9354.43
19	2010.01.07 07:00	sell	10	0.10	1.59735	0.00000	0.00000
20	2010.01.08 09:00	close	10	0.10	1.59981	0.00000	0.00000	-24.82	9329.61
21	2010.01.08 09:00	buy	11	0.10	1.59981	0.00000	0.00000
22	2010.01.12 02:00	close	11	0.10	1.60848	0.00000	0.00000	86.68	9416.29
23	2010.01.12 02:00	sell	12	0.10	1.60848	0.00000	0.00000
24	2010.01.12 11:00	close	12	0.10	1.61631	0.00000	0.00000	-78.30	9337.99
25	2010.01.12 11:00	buy	13	0.10	1.61631	0.00000	0.00000
26	2010.01.14 14:00	close	13	0.10	1.62573	0.00000	0.00000	94.16	9432.15
27	2010.01.14 14:00	sell	14	0.10	1.62573	0.00000	0.00000
28	2010.01.14 15:00	close	14	0.10	1.63390	0.00000	0.00000	-81.70	9350.45
29	2010.01.14 15:00	buy	15	0.10	1.63390	0.00000	0.00000
30	2010.01.15 12:00	close	15	0.10	1.62857	0.00000	0.00000	-53.31	9297.14
31	2010.01.15 12:00	sell	16	0.10	1.62857	0.00000	0.00000
32	2010.01.18 05:00	close	16	0.10	1.63357	0.00000	0.00000	-50.22	9246.92
33	2010.01.18 05:00	buy	17	0.10	1.63357	0.00000	0.00000
34	2010.01.19 14:00	close	17	0.10	1.63330	0.00000	0.00000	-2.71	9244.21
35	2010.01.19 14:00	sell	18	0.10	1.63330	0.00000	0.00000
36	2010.01.19 20:00	close	18	0.10	1.64086	0.00000	0.00000	-75.60	9168.61
37	2010.01.19 20:00	buy	19	0.10	1.64086	0.00000	0.00000
38	2010.01.19 21:00	close	19	0.10	1.63613	0.00000	0.00000	-47.30	9121.31
39	2010.01.19 21:00	sell	20	0.10	1.63613	0.00000	0.00000
40	2010.01.19 22:00	close	20	0.10	1.64091	0.00000	0.00000	-47.80	9073.51
41	2010.01.19 22:00	buy	21	0.10	1.64091	0.00000	0.00000
42	2010.01.19 23:00	close	21	0.10	1.63587	0.00000	0.00000	-50.40	9023.11
43	2010.01.19 23:00	sell	22	0.10	1.63587	0.00000	0.00000
44	2010.01.22 08:00	close	22	0.10	1.62501	0.00000	0.00000	107.50	9130.61
45	2010.01.22 08:00	buy	23	0.10	1.62501	0.00000	0.00000
46	2010.01.22 13:00	close	23	0.10	1.61762	0.00000	0.00000	-73.90	9056.71
47	2010.01.22 13:00	sell	24	0.10	1.61762	0.00000	0.00000
48	2010.01.25 10:00	close	24	0.10	1.61898	0.00000	0.00000	-13.82	9042.89
49	2010.01.25 10:00	buy	25	0.10	1.61898	0.00000	0.00000
50	2010.01.26 11:00	close	25	0.10	1.61371	0.00000	0.00000	-52.71	8990.18
51	2010.01.26 11:00	sell	26	0.10	1.61371	0.00000	0.00000
52	2010.01.27 11:00	close	26	0.10	1.62139	0.00000	0.00000	-77.02	8913.16
53	2010.01.27 11:00	buy	27	0.10	1.62139	0.00000	0.00000
54	2010.01.27 23:00	close	27	0.10	1.61667	0.00000	0.00000	-47.20	8865.96
55	2010.01.27 23:00	sell	28	0.10	1.61667	0.00000	0.00000
56	2010.01.28 01:00	close	28	0.10	1.62038	0.00000	0.00000	-37.76	8828.20
57	2010.01.28 01:00	buy	29	0.10	1.62038	0.00000	0.00000
58	2010.01.28 02:00	close	29	0.10	1.61685	0.00000	0.00000	-35.30	8792.90
59	2010.01.28 02:00	sell	30	0.10	1.61685	0.00000	0.00000
60	2010.01.28 04:00	close	30	0.10	1.62342	0.00000	0.00000	-65.70	8727.20
61	2010.01.28 04:00	buy	31	0.10	1.62342	0.00000	0.00000
62	2010.01.28 17:00	close	31	0.10	1.61352	0.00000	0.00000	-99.00	8628.20
63	2010.01.28 17:00	sell	32	0.10	1.61352	0.00000	0.00000
64	2010.02.01 23:00	close	32	0.10	1.59837	0.00000	0.00000	151.06	8779.26
65	2010.02.01 23:00	buy	33	0.10	1.59837	0.00000	0.00000
66	2010.02.02 05:00	close	33	0.10	1.59319	0.00000	0.00000	-51.81	8727.45
67	2010.02.02 05:00	sell	34	0.10	1.59319	0.00000	0.00000
68	2010.02.02 16:00	close	34	0.10	1.59788	0.00000	0.00000	-46.90	8680.55
69	2010.02.02 16:00	buy	35	0.10	1.59788	0.00000	0.00000
70	2010.02.03 14:00	close	35	0.10	1.59632	0.00000	0.00000	-15.61	8664.94
71	2010.02.03 14:00	sell	36	0.10	1.59632	0.00000	0.00000
72	2010.02.08 18:00	close	36	0.10	1.56751	0.00000	0.00000	287.00	8951.94
73	2010.02.08 18:00	buy	37	0.10	1.56751	0.00000	0.00000
74	2010.02.08 22:00	close	37	0.10	1.55990	0.00000	0.00000	-76.10	8875.84
75	2010.02.08 22:00	sell	38	0.10	1.55990	0.00000	0.00000
76	2010.02.09 07:00	close	38	0.10	1.56379	0.00000	0.00000	-39.12	8836.72
77	2010.02.09 07:00	buy	39	0.10	1.56379	0.00000	0.00000
78	2010.02.09 11:00	close	39	0.10	1.55850	0.00000	0.00000	-52.90	8783.82
79	2010.02.09 11:00	sell	40	0.10	1.55850	0.00000	0.00000
80	2010.02.09 15:00	close	40	0.10	1.56503	0.00000	0.00000	-65.30	8718.52
81	2010.02.09 15:00	buy	41	0.10	1.56503	0.00000	0.00000
82	2010.02.10 14:00	close	41	0.10	1.56204	0.00000	0.00000	-29.91	8688.61
83	2010.02.10 14:00	sell	42	0.10	1.56204	0.00000	0.00000
84	2010.02.11 05:00	close	42	0.10	1.56692	0.00000	0.00000	-49.46	8639.15
85	2010.02.11 05:00	buy	43	0.10	1.56692	0.00000	0.00000
86	2010.02.11 09:00	close	43	0.10	1.56061	0.00000	0.00000	-63.10	8576.05
87	2010.02.11 09:00	sell	44	0.10	1.56061	0.00000	0.00000
88	2010.02.11 18:00	close	44	0.10	1.56998	0.00000	0.00000	-93.70	8482.35
89	2010.02.11 18:00	buy	45	0.10	1.56998	0.00000	0.00000
90	2010.02.12 12:00	close	45	0.10	1.56142	0.00000	0.00000	-85.61	8396.74
91	2010.02.12 12:00	sell	46	0.10	1.56142	0.00000	0.00000
92	2010.02.12 20:00	close	46	0.10	1.57004	0.00000	0.00000	-86.20	8310.54
93	2010.02.12 20:00	buy	47	0.10	1.57004	0.00000	0.00000
94	2010.02.15 06:00	close	47	0.10	1.56445	0.00000	0.00000	-55.91	8254.63
95	2010.02.15 06:00	sell	48	0.10	1.56445	0.00000	0.00000
96	2010.02.15 10:00	close	48	0.10	1.57019	0.00000	0.00000	-57.40	8197.23
97	2010.02.15 10:00	buy	49	0.10	1.57019	0.00000	0.00000
98	2010.02.15 17:00	close	49	0.10	1.56523	0.00000	0.00000	-49.60	8147.63
99	2010.02.15 17:00	sell	50	0.10	1.56523	0.00000	0.00000
100	2010.02.16 03:00	close	50	0.10	1.57099	0.00000	0.00000	-57.82	8089.81
101	2010.02.16 03:00	buy	51	0.10	1.57099	0.00000	0.00000
102	2010.02.16 16:00	close	51	0.10	1.56412	0.00000	0.00000	-68.70	8021.11
103	2010.02.16 16:00	sell	52	0.10	1.56412	0.00000	0.00000
104	2010.02.16 18:00	close	52	0.10	1.57596	0.00000	0.00000	-118.40	7902.71
105	2010.02.16 18:00	buy	53	0.10	1.57596	0.00000	0.00000
106	2010.02.17 17:00	close	53	0.10	1.57235	0.00000	0.00000	-36.11	7866.60
107	2010.02.17 17:00	sell	54	0.10	1.57235	0.00000	0.00000
108	2010.02.19 21:00	close	54	0.10	1.54915	0.00000	0.00000	231.12	8097.72
109	2010.02.19 21:00	buy	55	0.10	1.54915	0.00000	0.00000
110	2010.02.23 12:00	close	55	0.10	1.54125	0.00000	0.00000	-79.02	8018.70
111	2010.02.23 12:00	sell	56	0.10	1.54125	0.00000	0.00000
112	2010.02.24 07:00	close	56	0.10	1.54894	0.00000	0.00000	-77.12	7941.58
113	2010.02.24 07:00	buy	57	0.10	1.54894	0.00000	0.00000
114	2010.02.24 09:00	close	57	0.10	1.54275	0.00000	0.00000	-61.90	7879.68
115	2010.02.24 09:00	sell	58	0.10	1.54275	0.00000	0.00000
116	2010.03.02 20:00	close	58	0.10	1.49975	0.00000	0.00000	428.68	8308.36
117	2010.03.02 20:00	buy	59	0.10	1.49975	0.00000	0.00000
118	2010.03.04 08:00	close	59	0.10	1.50448	0.00000	0.00000	47.26	8355.62
119	2010.03.04 08:00	sell	60	0.10	1.50448	0.00000	0.00000
120	2010.03.04 14:00	close	60	0.10	1.51282	0.00000	0.00000	-83.40	8272.22
121	2010.03.04 14:00	buy	61	0.10	1.51282	0.00000	0.00000
122	2010.03.04 18:00	close	61	0.10	1.50297	0.00000	0.00000	-98.50	8173.72
123	2010.03.04 18:00	sell	62	0.10	1.50297	0.00000	0.00000
124	2010.03.05 17:00	close	62	0.10	1.51286	0.00000	0.00000	-99.12	8074.60
125	2010.03.05 17:00	buy	63	0.10	1.51286	0.00000	0.00000
126	2010.03.08 17:00	close	63	0.10	1.50694	0.00000	0.00000	-59.21	8015.39
127	2010.03.08 17:00	sell	64	0.10	1.50694	0.00000	0.00000
128	2010.03.10 18:00	close	64	0.10	1.50032	0.00000	0.00000	65.76	8081.15
129	2010.03.10 18:00	buy	65	0.10	1.50032	0.00000	0.00000
130	2010.03.11 05:00	close	65	0.10	1.49483	0.00000	0.00000	-54.93	8026.22
131	2010.03.11 05:00	sell	66	0.10	1.49483	0.00000	0.00000
132	2010.03.11 06:00	close	66	0.10	1.50024	0.00000	0.00000	-54.10	7972.12
133	2010.03.11 06:00	buy	67	0.10	1.50024	0.00000	0.00000
134	2010.03.15 10:00	close	67	0.10	1.51048	0.00000	0.00000	102.38	8074.50
135	2010.03.15 10:00	sell	68	0.10	1.51048	0.00000	0.00000
136	2010.03.16 12:00	close	68	0.10	1.51283	0.00000	0.00000	-23.72	8050.78
137	2010.03.16 12:00	buy	69	0.10	1.51283	0.00000	0.00000
138	2010.03.18 07:00	close	69	0.10	1.52751	0.00000	0.00000	146.76	8197.54
139	2010.03.18 07:00	sell	70	0.10	1.52751	0.00000	0.00000
140	2010.03.22 16:00	close	70	0.10	1.50957	0.00000	0.00000	178.96	8376.50
141	2010.03.22 16:00	buy	71	0.10	1.50957	0.00000	0.00000
142	2010.03.23 09:00	close	71	0.10	1.50533	0.00000	0.00000	-42.41	8334.09
143	2010.03.23 09:00	sell	72	0.10	1.50533	0.00000	0.00000
144	2010.03.25 11:00	close	72	0.10	1.49823	0.00000	0.00000	70.12	8404.21
145	2010.03.25 11:00	buy	73	0.10	1.49823	0.00000	0.00000
146	2010.03.25 16:00	close	73	0.10	1.48804	0.00000	0.00000	-101.90	8302.31
147	2010.03.25 16:00	sell	74	0.10	1.48804	0.00000	0.00000
148	2010.03.26 06:00	close	74	0.10	1.49114	0.00000	0.00000	-31.22	8271.09
149	2010.03.26 06:00	buy	75	0.10	1.49114	0.00000	0.00000
150	2010.03.26 09:00	close	75	0.10	1.48242	0.00000	0.00000	-87.20	8183.89
151	2010.03.26 09:00	sell	76	0.10	1.48242	0.00000	0.00000
152	2010.03.26 16:00	close	76	0.10	1.49192	0.00000	0.00000	-95.00	8088.89
153	2010.03.26 16:00	buy	77	0.10	1.49192	0.00000	0.00000
154	2010.04.02 12:00	close	77	0.10	1.52412	0.00000	0.00000	321.93	8410.82
155	2010.04.02 12:00	sell	78	0.10	1.52412	0.00000	0.00000
156	2010.04.05 01:00	close	78	0.10	1.52947	0.00000	0.00000	-53.72	8357.10
157	2010.04.05 01:00	buy	79	0.10	1.52947	0.00000	0.00000
158	2010.04.05 11:00	close	79	0.10	1.52357	0.00000	0.00000	-59.00	8298.10
159	2010.04.05 11:00	sell	80	0.10	1.52357	0.00000	0.00000
160	2010.04.05 15:00	close	80	0.10	1.52964	0.00000	0.00000	-60.70	8237.40
161	2010.04.05 15:00	buy	81	0.10	1.52964	0.00000	0.00000
162	2010.04.06 04:00	close	81	0.10	1.52454	0.00000	0.00000	-51.01	8186.39
163	2010.04.06 04:00	sell	82	0.10	1.52454	0.00000	0.00000
164	2010.04.06 20:00	close	82	0.10	1.52661	0.00000	0.00000	-20.70	8165.69
165	2010.04.06 20:00	buy	83	0.10	1.52661	0.00000	0.00000
166	2010.04.07 12:00	close	83	0.10	1.51960	0.00000	0.00000	-70.11	8095.58
167	2010.04.07 12:00	sell	84	0.10	1.51960	0.00000	0.00000
168	2010.04.07 19:00	close	84	0.10	1.52755	0.00000	0.00000	-79.50	8016.08
169	2010.04.07 19:00	buy	85	0.10	1.52755	0.00000	0.00000
170	2010.04.08 04:00	close	85	0.10	1.52203	0.00000	0.00000	-55.23	7960.85
171	2010.04.08 04:00	sell	86	0.10	1.52203	0.00000	0.00000
172	2010.04.08 17:00	close	86	0.10	1.52730	0.00000	0.00000	-52.70	7908.15
173	2010.04.08 17:00	buy	87	0.10	1.52730	0.00000	0.00000
174	2010.04.12 16:00	close	87	0.10	1.53806	0.00000	0.00000	107.58	8015.73
175	2010.04.12 16:00	sell	88	0.10	1.53806	0.00000	0.00000
176	2010.04.13 12:00	close	88	0.10	1.54154	0.00000	0.00000	-35.02	7980.71
177	2010.04.13 12:00	buy	89	0.10	1.54154	0.00000	0.00000
178	2010.04.13 19:00	close	89	0.10	1.53669	0.00000	0.00000	-48.50	7932.21
179	2010.04.13 19:00	sell	90	0.10	1.53669	0.00000	0.00000
180	2010.04.14 03:00	close	90	0.10	1.54431	0.00000	0.00000	-76.42	7855.79
181	2010.04.14 03:00	buy	91	0.10	1.54431	0.00000	0.00000
182	2010.04.15 12:00	close	91	0.10	1.54051	0.00000	0.00000	-38.03	7817.76
183	2010.04.15 12:00	sell	92	0.10	1.54051	0.00000	0.00000
184	2010.04.15 17:00	close	92	0.10	1.55260	0.00000	0.00000	-120.90	7696.86
185	2010.04.15 17:00	buy	93	0.10	1.55260	0.00000	0.00000
186	2010.04.15 23:59	close at stop	93	0.10	1.54710	0.00000	0.00000	-55.00	7641.86