Report Result : 2MA - Desynced Forex Repository

Strategy Tester Report

2MA

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30)
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	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	180.46	Gross profit	822.74	Gross loss	-642.28
Profit factor	1.28	Expected payoff	5.47
Absolute drawdown	93.60	Maximal drawdown	319.78 (3.07%)	Relative drawdown	3.07% (319.78)

Total trades	33	Short positions (won %)	16 (37.50%)	Long positions (won %)	17 (23.53%)
		Profit trades (% of total)	10 (30.30%)	Loss trades (% of total)	23 (69.70%)
Largest		profit trade	216.06	loss trade	-64.80
Average		profit trade	82.27	loss trade	-27.93
Maximum		consecutive wins (profit in money)	2 (344.56)	consecutive losses (loss in money)	7 (-193.80)
Maximal		consecutive profit (count of wins)	344.56 (2)	consecutive loss (count of losses)	-193.80 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 00:00	buy	1	0.10	1.35071	0.00000	0.00000
2	2010.04.01 14:00	close	1	0.10	1.34768	0.00000	0.00000	-30.30	9969.70
3	2010.04.01 14:00	sell	2	0.10	1.34768	0.00000	0.00000
4	2010.04.01 16:00	close	2	0.10	1.35155	0.00000	0.00000	-38.70	9931.00
5	2010.04.01 16:00	buy	3	0.10	1.35155	0.00000	0.00000
6	2010.04.02 12:00	close	3	0.10	1.35461	0.00000	0.00000	30.52	9961.52
7	2010.04.02 12:00	sell	4	0.10	1.35461	0.00000	0.00000
8	2010.04.05 06:00	close	4	0.10	1.35232	0.00000	0.00000	22.82	9984.34
9	2010.04.05 06:00	buy	5	0.10	1.35232	0.00000	0.00000
10	2010.04.05 07:00	close	5	0.10	1.35071	0.00000	0.00000	-16.10	9968.24
11	2010.04.05 07:00	sell	6	0.10	1.35071	0.00000	0.00000
12	2010.04.05 19:00	close	6	0.10	1.35081	0.00000	0.00000	-1.00	9967.24
13	2010.04.05 19:00	buy	7	0.10	1.35081	0.00000	0.00000
14	2010.04.05 20:00	close	7	0.10	1.34856	0.00000	0.00000	-22.50	9944.74
15	2010.04.05 20:00	sell	8	0.10	1.34856	0.00000	0.00000
16	2010.04.08 17:00	close	8	0.10	1.33567	0.00000	0.00000	128.50	10073.24
17	2010.04.08 17:00	buy	9	0.10	1.33567	0.00000	0.00000
18	2010.04.13 03:00	close	9	0.10	1.35730	0.00000	0.00000	216.06	10289.30
19	2010.04.13 03:00	sell	10	0.10	1.35730	0.00000	0.00000
20	2010.04.13 04:00	close	10	0.10	1.35862	0.00000	0.00000	-13.20	10276.10
21	2010.04.13 04:00	buy	11	0.10	1.35862	0.00000	0.00000
22	2010.04.13 06:00	close	11	0.10	1.35735	0.00000	0.00000	-12.70	10263.40
23	2010.04.13 06:00	sell	12	0.10	1.35735	0.00000	0.00000
24	2010.04.13 09:00	close	12	0.10	1.36118	0.00000	0.00000	-38.30	10225.10
25	2010.04.13 09:00	buy	13	0.10	1.36118	0.00000	0.00000
26	2010.04.13 12:00	close	13	0.10	1.35710	0.00000	0.00000	-40.80	10184.30
27	2010.04.13 12:00	sell	14	0.10	1.35710	0.00000	0.00000
28	2010.04.13 13:00	close	14	0.10	1.35940	0.00000	0.00000	-23.00	10161.30
29	2010.04.13 13:00	buy	15	0.10	1.35940	0.00000	0.00000
30	2010.04.13 17:00	close	15	0.10	1.35611	0.00000	0.00000	-32.90	10128.40
31	2010.04.13 17:00	sell	16	0.10	1.35611	0.00000	0.00000
32	2010.04.13 21:00	close	16	0.10	1.35940	0.00000	0.00000	-32.90	10095.50
33	2010.04.13 21:00	buy	17	0.10	1.35940	0.00000	0.00000
34	2010.04.15 08:00	close	17	0.10	1.36380	0.00000	0.00000	43.68	10139.18
35	2010.04.15 08:00	sell	18	0.10	1.36380	0.00000	0.00000
36	2010.04.19 21:00	close	18	0.10	1.34728	0.00000	0.00000	165.04	10304.22
37	2010.04.19 21:00	buy	19	0.10	1.34728	0.00000	0.00000
38	2010.04.20 08:00	close	19	0.10	1.34581	0.00000	0.00000	-14.78	10289.44
39	2010.04.20 08:00	sell	20	0.10	1.34581	0.00000	0.00000
40	2010.04.20 11:00	close	20	0.10	1.34958	0.00000	0.00000	-37.70	10251.74
41	2010.04.20 11:00	buy	21	0.10	1.34958	0.00000	0.00000
42	2010.04.20 17:00	close	21	0.10	1.34610	0.00000	0.00000	-34.80	10216.94
43	2010.04.20 17:00	sell	22	0.10	1.34610	0.00000	0.00000
44	2010.04.22 10:00	close	22	0.10	1.34156	0.00000	0.00000	45.08	10262.02
45	2010.04.22 10:00	buy	23	0.10	1.34156	0.00000	0.00000
46	2010.04.22 12:00	close	23	0.10	1.33540	0.00000	0.00000	-61.60	10200.42
47	2010.04.22 12:00	sell	24	0.10	1.33540	0.00000	0.00000
48	2010.04.23 12:00	close	24	0.10	1.33159	0.00000	0.00000	38.02	10238.44
49	2010.04.23 12:00	buy	25	0.10	1.33159	0.00000	0.00000
50	2010.04.26 12:00	close	25	0.10	1.33050	0.00000	0.00000	-10.98	10227.46
51	2010.04.26 12:00	sell	26	0.10	1.33050	0.00000	0.00000
52	2010.04.26 22:00	close	26	0.10	1.33680	0.00000	0.00000	-63.00	10164.46
53	2010.04.26 22:00	buy	27	0.10	1.33680	0.00000	0.00000
54	2010.04.27 10:00	close	27	0.10	1.33485	0.00000	0.00000	-19.58	10144.88
55	2010.04.27 10:00	sell	28	0.10	1.33485	0.00000	0.00000
56	2010.04.28 15:00	close	28	0.10	1.32594	0.00000	0.00000	89.02	10233.90
57	2010.04.28 15:00	buy	29	0.10	1.32594	0.00000	0.00000
58	2010.04.28 16:00	close	29	0.10	1.31946	0.00000	0.00000	-64.80	10169.10
59	2010.04.28 16:00	sell	30	0.10	1.31946	0.00000	0.00000
60	2010.04.29 00:00	close	30	0.10	1.32059	0.00000	0.00000	-11.54	10157.56
61	2010.04.29 00:00	buy	31	0.10	1.32059	0.00000	0.00000
62	2010.04.29 03:00	close	31	0.10	1.31918	0.00000	0.00000	-14.10	10143.46
63	2010.04.29 03:00	sell	32	0.10	1.31918	0.00000	0.00000
64	2010.04.29 04:00	close	32	0.10	1.31988	0.00000	0.00000	-7.00	10136.46
65	2010.04.29 04:00	buy	33	0.10	1.31988	0.00000	0.00000
66	2010.04.29 23:59	close at stop	33	0.10	1.32428	0.00000	0.00000	44.00	10180.46