Report Result : ADX Simple - Desynced Forex Repository

Strategy Tester Report

ADX Simple

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		Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100;

Bars in test	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-9746.17	Gross profit	1577.68	Gross loss	-11323.84
Profit factor	0.14	Expected payoff	-105.94
Absolute drawdown	9748.07	Maximal drawdown	9781.07 (97.49%)	Relative drawdown	97.49% (9781.07)

Total trades	92	Short positions (won %)	54 (20.37%)	Long positions (won %)	38 (7.89%)
		Profit trades (% of total)	14 (15.22%)	Loss trades (% of total)	78 (84.78%)
Largest		profit trade	366.66	loss trade	-1113.50
Average		profit trade	112.69	loss trade	-145.18
Maximum		consecutive wins (profit in money)	4 (136.26)	consecutive losses (loss in money)	20 (-7424.05)
Maximal		consecutive profit (count of wins)	366.66 (1)	consecutive loss (count of losses)	-7424.05 (20)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 03:00	sell	1	1.00	1.60881	0.00000	0.00000
2	2010.01.05 07:45	close	1	1.00	1.61736	0.00000	0.00000	-857.20	9142.80
3	2010.01.05 09:20	sell	2	0.91	1.60367	0.00000	0.00000
4	2010.01.07 01:32	close	2	0.91	1.60829	0.00000	0.00000	-428.43	8714.37
5	2010.01.07 04:07	sell	3	0.87	1.59921	0.00000	0.00000
6	2010.01.08 08:50	close	3	0.87	1.60051	0.00000	0.00000	-115.01	8599.36
7	2010.01.08 14:00	sell	4	0.85	1.59787	0.00000	0.00000
8	2010.01.08 14:45	close	4	0.85	1.61097	0.00000	0.00000	-1113.50	7485.86
9	2010.01.11 01:02	buy	5	0.74	1.61281	0.00000	0.00000
10	2010.01.11 02:02	close	5	0.74	1.60661	0.00000	0.00000	-458.80	7027.06
11	2010.01.11 04:20	buy	6	0.70	1.61327	0.00000	0.00000
12	2010.01.11 07:15	close	6	0.70	1.60784	0.00000	0.00000	-380.10	6646.96
13	2010.01.11 11:10	buy	7	0.66	1.61795	0.00000	0.00000
14	2010.01.11 15:15	close	7	0.66	1.61362	0.00000	0.00000	-285.78	6361.18
15	2010.01.11 16:02	sell	8	0.63	1.61185	0.00000	0.00000
16	2010.01.13 07:15	close	8	0.63	1.62261	0.00000	0.00000	-680.65	5680.53
17	2010.01.13 12:10	buy	9	0.56	1.62779	0.00000	0.00000
18	2010.01.13 23:10	close	9	0.56	1.62753	0.00000	0.00000	-14.56	5665.97
19	2010.01.13 23:45	sell	10	0.56	1.62650	0.00000	0.00000
20	2010.01.14 01:45	close	10	0.56	1.63286	0.00000	0.00000	-359.86	5306.11
21	2010.01.14 06:00	sell	11	0.53	1.62828	0.00000	0.00000
22	2010.01.14 19:45	close	11	0.53	1.63704	0.00000	0.00000	-464.28	4841.83
23	2010.01.14 22:37	buy	12	0.48	1.63702	0.00000	0.00000
24	2010.01.15 01:50	close	12	0.48	1.63160	0.00000	0.00000	-260.21	4581.62
25	2010.01.15 02:02	sell	13	0.45	1.63107	0.00000	0.00000
26	2010.01.18 01:07	close	13	0.45	1.63209	0.00000	0.00000	-46.89	4534.73
27	2010.01.18 11:15	buy	14	0.45	1.63962	0.00000	0.00000
28	2010.01.18 14:15	close	14	0.45	1.63258	0.00000	0.00000	-316.80	4217.93
29	2010.01.18 15:02	sell	15	0.42	1.63021	0.00000	0.00000
30	2010.01.19 01:15	close	15	0.42	1.63925	0.00000	0.00000	-380.60	3837.33
31	2010.01.19 01:40	buy	16	0.38	1.64163	0.00000	0.00000
32	2010.01.19 04:02	close	16	0.38	1.64017	0.00000	0.00000	-55.48	3781.85
33	2010.01.19 07:45	buy	17	0.37	1.64505	0.00000	0.00000
34	2010.01.19 10:02	close	17	0.37	1.63830	0.00000	0.00000	-249.75	3532.10
35	2010.01.19 10:07	sell	18	0.35	1.63791	0.00000	0.00000
36	2010.01.19 10:32	close	18	0.35	1.64814	0.00000	0.00000	-358.05	3174.05
37	2010.01.19 10:35	buy	19	0.31	1.64771	0.00000	0.00000
38	2010.01.19 12:20	close	19	0.31	1.63669	0.00000	0.00000	-341.62	2832.43
39	2010.01.19 13:10	sell	20	0.28	1.63311	0.00000	0.00000
40	2010.01.19 19:20	close	20	0.28	1.64227	0.00000	0.00000	-256.48	2575.95
41	2010.01.19 20:16	sell	21	0.25	1.63518	0.00000	0.00000
42	2010.01.21 00:45	close	21	0.25	1.63260	0.00000	0.00000	62.30	2638.25
43	2010.01.21 06:20	sell	22	0.26	1.62514	0.00000	0.00000
44	2010.01.21 07:50	close	22	0.26	1.63234	0.00000	0.00000	-187.20	2451.05
45	2010.01.21 09:15	sell	23	0.24	1.62250	0.00000	0.00000
46	2010.01.22 09:20	close	23	0.24	1.63123	0.00000	0.00000	-210.05	2241.00
47	2010.01.22 12:45	sell	24	0.22	1.61808	0.00000	0.00000
48	2010.01.25 07:16	close	24	0.22	1.61708	0.00000	0.00000	21.52	2262.52
49	2010.01.25 16:45	buy	25	0.22	1.62313	0.00000	0.00000
50	2010.01.26 05:50	close	25	0.22	1.62052	0.00000	0.00000	-57.44	2205.07
51	2010.01.26 12:20	sell	26	0.22	1.61019	0.00000	0.00000
52	2010.01.27 11:15	close	26	0.22	1.62420	0.00000	0.00000	-308.70	1896.37
53	2010.01.27 15:15	sell	27	0.18	1.61981	0.00000	0.00000
54	2010.02.01 22:02	close	27	0.18	1.59933	0.00000	0.00000	366.66	2263.03
55	2010.02.02 04:46	sell	28	0.22	1.59220	0.00000	0.00000
56	2010.02.02 14:20	close	28	0.22	1.59812	0.00000	0.00000	-130.24	2132.79
57	2010.02.02 18:20	buy	29	0.21	1.60231	0.00000	0.00000
58	2010.02.02 23:02	close	29	0.21	1.59643	0.00000	0.00000	-123.48	2009.31
59	2010.02.03 01:20	buy	30	0.20	1.60242	0.00000	0.00000
60	2010.02.03 12:02	close	30	0.20	1.59875	0.00000	0.00000	-73.40	1935.91
61	2010.02.03 13:20	sell	31	0.19	1.59618	0.00000	0.00000
62	2010.02.09 18:20	close	31	0.19	1.57760	0.00000	0.00000	350.51	2286.42
63	2010.02.10 01:07	sell	32	0.22	1.56860	0.00000	0.00000
64	2010.02.10 11:10	close	32	0.22	1.57706	0.00000	0.00000	-186.12	2100.30
65	2010.02.10 13:10	sell	33	0.21	1.56463	0.00000	0.00000
66	2010.02.11 03:02	close	33	0.21	1.56719	0.00000	0.00000	-55.15	2045.16
67	2010.02.11 09:15	sell	34	0.20	1.56001	0.00000	0.00000
68	2010.02.11 19:20	close	34	0.20	1.57253	0.00000	0.00000	-250.40	1794.76
69	2010.02.11 22:20	buy	35	0.17	1.57299	0.00000	0.00000
70	2010.02.12 01:20	close	35	0.17	1.56818	0.00000	0.00000	-81.79	1712.97
71	2010.02.12 05:02	sell	36	0.17	1.56715	0.00000	0.00000
72	2010.02.12 05:50	close	36	0.17	1.57254	0.00000	0.00000	-91.63	1621.34
73	2010.02.12 07:46	buy	37	0.16	1.57334	0.00000	0.00000
74	2010.02.12 08:32	close	37	0.16	1.56747	0.00000	0.00000	-93.92	1527.42
75	2010.02.12 11:10	sell	38	0.15	1.56464	0.00000	0.00000
76	2010.02.12 22:03	close	38	0.15	1.57156	0.00000	0.00000	-103.80	1423.62
77	2010.02.12 22:06	buy	39	0.14	1.57122	0.00000	0.00000
78	2010.02.15 00:00	close	39	0.14	1.56667	0.00000	0.00000	-63.71	1359.91
79	2010.02.15 03:32	sell	40	0.13	1.56545	0.00000	0.00000
80	2010.02.16 05:45	close	40	0.13	1.57285	0.00000	0.00000	-96.49	1263.42
81	2010.02.16 15:10	sell	41	0.12	1.56600	0.00000	0.00000
82	2010.02.16 18:16	close	41	0.12	1.58211	0.00000	0.00000	-193.32	1070.10
83	2010.02.16 21:07	sell	42	0.10	1.57777	0.00000	0.00000
84	2010.02.16 23:07	close	42	0.10	1.58204	0.00000	0.00000	-42.70	1027.40
85	2010.02.17 00:15	sell	43	0.10	1.57789	0.00000	0.00000
86	2010.02.17 09:07	close	43	0.10	1.58439	0.00000	0.00000	-65.00	962.40
87	2010.02.17 10:15	sell	44	0.09	1.57615	0.00000	0.00000
88	2010.02.22 04:15	close	44	0.09	1.55202	0.00000	0.00000	216.18	1178.58
89	2010.02.22 07:45	sell	45	0.11	1.54598	0.00000	0.00000
90	2010.02.22 14:37	close	45	0.11	1.55229	0.00000	0.00000	-69.41	1109.17
91	2010.02.22 16:20	buy	46	0.11	1.55487	0.00000	0.00000
92	2010.02.22 19:20	close	46	0.11	1.54606	0.00000	0.00000	-96.91	1012.26
93	2010.02.22 21:10	buy	47	0.10	1.55211	0.00000	0.00000
94	2010.02.23 11:00	close	47	0.10	1.54315	0.00000	0.00000	-89.61	922.65
95	2010.02.24 08:50	sell	48	0.09	1.54180	0.00000	0.00000
96	2010.02.25 01:02	close	48	0.09	1.54478	0.00000	0.00000	-27.41	895.23
97	2010.02.25 01:45	sell	49	0.08	1.53945	0.00000	0.00000
98	2010.03.03 01:20	close	49	0.08	1.50645	0.00000	0.00000	263.30	1158.53
99	2010.03.03 17:20	buy	50	0.11	1.51408	0.00000	0.00000
100	2010.03.03 20:45	close	50	0.11	1.50969	0.00000	0.00000	-48.29	1110.24
101	2010.03.04 01:20	sell	51	0.11	1.50781	0.00000	0.00000
102	2010.03.05 19:15	close	51	0.11	1.51601	0.00000	0.00000	-90.44	1019.80
103	2010.03.08 06:02	sell	52	0.10	1.51623	0.00000	0.00000
104	2010.03.08 06:20	close	52	0.10	1.51978	0.00000	0.00000	-35.50	984.30
105	2010.03.08 07:32	sell	53	0.09	1.51349	0.00000	0.00000
106	2010.03.10 20:20	close	53	0.09	1.50053	0.00000	0.00000	116.24	1100.54
107	2010.03.11 03:20	sell	54	0.11	1.49503	0.00000	0.00000
108	2010.03.11 06:10	close	54	0.11	1.50080	0.00000	0.00000	-63.47	1037.07
109	2010.03.11 08:32	sell	55	0.10	1.49476	0.00000	0.00000
110	2010.03.11 10:46	close	55	0.10	1.50392	0.00000	0.00000	-91.60	945.47
111	2010.03.11 12:02	buy	56	0.09	1.50903	0.00000	0.00000
112	2010.03.11 15:15	close	56	0.09	1.50010	0.00000	0.00000	-80.37	865.10
113	2010.03.11 20:20	buy	57	0.08	1.50788	0.00000	0.00000
114	2010.03.12 03:02	close	57	0.08	1.50375	0.00000	0.00000	-33.05	832.05
115	2010.03.12 05:10	buy	58	0.08	1.50987	0.00000	0.00000
116	2010.03.12 07:02	close	58	0.08	1.50548	0.00000	0.00000	-35.12	796.93
117	2010.03.12 11:15	buy	59	0.07	1.51901	0.00000	0.00000
118	2010.03.12 16:20	close	59	0.07	1.51229	0.00000	0.00000	-47.04	749.89
119	2010.03.12 17:10	buy	60	0.07	1.52205	0.00000	0.00000
120	2010.03.12 21:00	close	60	0.07	1.51713	0.00000	0.00000	-34.44	715.45
121	2010.03.12 21:15	buy	61	0.07	1.52053	0.00000	0.00000
122	2010.03.15 02:07	close	61	0.07	1.51597	0.00000	0.00000	-31.93	683.53
123	2010.03.15 07:59	buy	62	0.06	1.52213	0.00000	0.00000
124	2010.03.15 09:15	close	62	0.06	1.51370	0.00000	0.00000	-50.58	632.95
125	2010.03.15 10:03	sell	63	0.06	1.50905	0.00000	0.00000
126	2010.03.15 21:50	close	63	0.06	1.50894	0.00000	0.00000	0.66	633.61
127	2010.03.16 00:02	sell	64	0.06	1.50439	0.00000	0.00000
128	2010.03.16 14:32	close	64	0.06	1.51917	0.00000	0.00000	-88.68	544.93
129	2010.03.16 16:07	buy	65	0.05	1.52122	0.00000	0.00000
130	2010.03.17 01:20	close	65	0.05	1.52207	0.00000	0.00000	4.25	549.17
131	2010.03.17 05:02	buy	66	0.05	1.52725	0.00000	0.00000
132	2010.03.17 16:20	close	66	0.05	1.52861	0.00000	0.00000	6.80	555.97
133	2010.03.17 20:20	sell	67	0.05	1.53141	0.00000	0.00000
134	2010.03.22 17:20	close	67	0.05	1.51172	0.00000	0.00000	97.90	653.87
135	2010.03.23 07:02	sell	68	0.06	1.50642	0.00000	0.00000
136	2010.03.25 10:45	close	68	0.06	1.50178	0.00000	0.00000	27.31	681.18
137	2010.03.25 15:20	sell	69	0.06	1.48813	0.00000	0.00000
138	2010.03.26 04:50	close	69	0.06	1.49134	0.00000	0.00000	-19.39	661.79
139	2010.03.26 14:20	sell	70	0.06	1.48252	0.00000	0.00000
140	2010.03.29 00:00	close	70	0.06	1.49833	0.00000	0.00000	-94.99	566.80
141	2010.03.29 08:10	buy	71	0.05	1.49727	0.00000	0.00000
142	2010.03.31 06:02	close	71	0.05	1.50605	0.00000	0.00000	43.89	610.69
143	2010.03.31 14:20	buy	72	0.06	1.52151	0.00000	0.00000
144	2010.03.31 21:02	close	72	0.06	1.51714	0.00000	0.00000	-26.22	584.47
145	2010.04.01 02:20	buy	73	0.05	1.52681	0.00000	0.00000
146	2010.04.01 04:05	close	73	0.05	1.52020	0.00000	0.00000	-33.05	551.42
147	2010.04.01 15:02	buy	74	0.05	1.52885	0.00000	0.00000
148	2010.04.02 02:16	close	74	0.05	1.52758	0.00000	0.00000	-6.35	545.07
149	2010.04.02 04:50	sell	75	0.05	1.52660	0.00000	0.00000
150	2010.04.05 00:00	close	75	0.05	1.52949	0.00000	0.00000	-14.56	530.51
151	2010.04.05 06:45	sell	76	0.05	1.52540	0.00000	0.00000
152	2010.04.05 15:15	close	76	0.05	1.53148	0.00000	0.00000	-30.40	500.11
153	2010.04.06 00:07	sell	77	0.05	1.52842	0.00000	0.00000
154	2010.04.06 01:03	close	77	0.05	1.53291	0.00000	0.00000	-22.45	477.66
155	2010.04.06 02:03	sell	78	0.04	1.52704	0.00000	0.00000
156	2010.04.06 19:07	close	78	0.04	1.52700	0.00000	0.00000	0.16	477.82
157	2010.04.07 01:46	sell	79	0.04	1.52354	0.00000	0.00000
158	2010.04.07 19:10	close	79	0.04	1.52848	0.00000	0.00000	-19.76	458.06
159	2010.04.07 23:20	sell	80	0.04	1.52286	0.00000	0.00000
160	2010.04.08 22:40	close	80	0.04	1.53043	0.00000	0.00000	-30.54	427.51
161	2010.04.09 01:10	buy	81	0.04	1.53154	0.00000	0.00000
162	2010.04.09 04:10	close	81	0.04	1.52738	0.00000	0.00000	-16.64	410.87
163	2010.04.09 07:02	sell	82	0.04	1.52676	0.00000	0.00000
164	2010.04.09 08:05	close	82	0.04	1.53141	0.00000	0.00000	-18.60	392.27
165	2010.04.09 09:10	buy	83	0.03	1.53424	0.00000	0.00000
166	2010.04.09 15:20	close	83	0.03	1.53161	0.00000	0.00000	-7.89	384.38
167	2010.04.12 00:00	buy	84	0.03	1.54696	0.00000	0.00000
168	2010.04.12 09:02	close	84	0.03	1.54035	0.00000	0.00000	-19.83	364.55
169	2010.04.12 13:45	sell	85	0.03	1.54051	0.00000	0.00000
170	2010.04.13 15:15	close	85	0.03	1.54704	0.00000	0.00000	-19.66	344.90
171	2010.04.13 17:07	sell	86	0.03	1.53493	0.00000	0.00000
172	2010.04.14 00:59	close	86	0.03	1.54151	0.00000	0.00000	-19.81	325.09
173	2010.04.14 02:15	buy	87	0.03	1.54330	0.00000	0.00000
174	2010.04.14 06:32	close	87	0.03	1.53996	0.00000	0.00000	-10.02	315.07
175	2010.04.14 14:02	buy	88	0.03	1.54769	0.00000	0.00000
176	2010.04.14 23:00	close	88	0.03	1.54632	0.00000	0.00000	-4.11	310.96
177	2010.04.14 23:02	sell	89	0.03	1.54616	0.00000	0.00000
178	2010.04.15 02:10	close	89	0.03	1.55121	0.00000	0.00000	-15.35	295.61
179	2010.04.15 02:20	buy	90	0.02	1.55245	0.00000	0.00000
180	2010.04.15 10:16	close	90	0.02	1.54553	0.00000	0.00000	-13.84	281.77
181	2010.04.15 11:20	sell	91	0.02	1.54190	0.00000	0.00000
182	2010.04.15 16:15	close	91	0.02	1.54994	0.00000	0.00000	-16.08	265.69
183	2010.04.15 20:45	buy	92	0.02	1.55303	0.00000	0.00000
184	2010.04.15 23:59	close at stop	92	0.02	1.54710	0.00000	0.00000	-11.86	253.83