Report Result : ADX_MA - Desynced Forex Repository

Strategy Tester Report

ADX_MA

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		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	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-84.98	Gross profit	95.10	Gross loss	-180.08
Profit factor	0.53	Expected payoff	-1.81
Absolute drawdown	93.48	Maximal drawdown	95.58 (0.96%)	Relative drawdown	0.96% (95.58)

Total trades	47	Short positions (won %)	23 (30.43%)	Long positions (won %)	24 (0.00%)
		Profit trades (% of total)	7 (14.89%)	Loss trades (% of total)	40 (85.11%)
Largest		profit trade	16.00	loss trade	-5.70
Average		profit trade	13.59	loss trade	-4.50
Maximum		consecutive wins (profit in money)	1 (16.00)	consecutive losses (loss in money)	11 (-50.70)
Maximal		consecutive profit (count of wins)	16.00 (1)	consecutive loss (count of losses)	-50.70 (11)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 09:00	sell	1	0.10	1.34797	1.34854	1.34637
2	2010.04.01 09:10	s/l	1	0.10	1.34854	1.34854	1.34637	-5.70	9994.30
3	2010.04.01 10:00	buy	2	0.10	1.35024	1.34987	1.36324
4	2010.04.01 10:02	s/l	2	0.10	1.34987	1.34987	1.36324	-3.70	9990.60
5	2010.04.01 14:00	sell	3	0.10	1.34768	1.34825	1.34608
6	2010.04.01 14:07	s/l	3	0.10	1.34825	1.34825	1.34608	-5.70	9984.90
7	2010.04.01 15:00	buy	4	0.10	1.34976	1.34939	1.36276
8	2010.04.01 15:15	s/l	4	0.10	1.34939	1.34939	1.36276	-3.70	9981.20
9	2010.04.05 03:00	buy	5	0.10	1.35262	1.35225	1.36562
10	2010.04.05 04:16	s/l	5	0.10	1.35225	1.35225	1.36562	-3.70	9977.50
11	2010.04.05 05:00	sell	6	0.10	1.35201	1.35258	1.35041
12	2010.04.05 06:00	buy	7	0.10	1.35232	1.35195	1.36532
13	2010.04.05 06:10	s/l	7	0.10	1.35195	1.35195	1.36532	-3.70	9973.80
14	2010.04.05 07:00	sell	8	0.10	1.35071	1.35128	1.34911
15	2010.04.05 07:00	modify	6	0.10	1.35201	1.35098	1.35041
16	2010.04.05 07:13	s/l	6	0.10	1.35098	1.35098	1.35041	10.30	9984.10
17	2010.04.05 07:20	s/l	8	0.10	1.35128	1.35128	1.34911	-5.70	9978.40
18	2010.04.05 16:00	buy	9	0.10	1.35248	1.35211	1.36548
19	2010.04.05 16:10	s/l	9	0.10	1.35211	1.35211	1.36548	-3.70	9974.70
20	2010.04.05 17:00	sell	10	0.10	1.35053	1.35110	1.34893
21	2010.04.05 17:20	t/p	10	0.10	1.34893	1.35110	1.34893	16.00	9990.70
22	2010.04.05 19:00	buy	11	0.10	1.35081	1.35044	1.36381
23	2010.04.05 19:15	s/l	11	0.10	1.35044	1.35044	1.36381	-3.70	9987.00
24	2010.04.05 20:00	sell	12	0.10	1.34856	1.34913	1.34696
25	2010.04.05 22:00	modify	12	0.10	1.34856	1.34808	1.34696
26	2010.04.05 22:15	s/l	12	0.10	1.34808	1.34808	1.34696	4.80	9991.80
27	2010.04.08 17:00	buy	13	0.10	1.33567	1.33530	1.34867
28	2010.04.08 17:15	s/l	13	0.10	1.33530	1.33530	1.34867	-3.70	9988.10
29	2010.04.08 19:00	sell	14	0.10	1.33499	1.33556	1.33339
30	2010.04.08 19:02	s/l	14	0.10	1.33556	1.33556	1.33339	-5.70	9982.40
31	2010.04.08 21:00	buy	15	0.10	1.33508	1.33471	1.34808
32	2010.04.08 21:02	s/l	15	0.10	1.33471	1.33471	1.34808	-3.70	9978.70
33	2010.04.08 22:00	sell	16	0.10	1.33491	1.33548	1.33331
34	2010.04.08 22:40	s/l	16	0.10	1.33548	1.33548	1.33331	-5.70	9973.00
35	2010.04.08 23:00	buy	17	0.10	1.33600	1.33563	1.34900
36	2010.04.08 23:50	s/l	17	0.10	1.33563	1.33563	1.34900	-3.70	9969.30
37	2010.04.09 08:00	sell	18	0.10	1.33495	1.33552	1.33335
38	2010.04.09 08:05	s/l	18	0.10	1.33552	1.33552	1.33335	-5.70	9963.60
39	2010.04.09 09:00	buy	19	0.10	1.33897	1.33860	1.35197
40	2010.04.09 09:02	s/l	19	0.10	1.33860	1.33860	1.35197	-3.70	9959.90
41	2010.04.15 09:00	sell	20	0.10	1.36275	1.36332	1.36115
42	2010.04.15 09:20	t/p	20	0.10	1.36115	1.36332	1.36115	16.00	9975.90
43	2010.04.19 23:00	buy	21	0.10	1.34880	1.34843	1.36180
44	2010.04.20 00:20	s/l	21	0.10	1.34843	1.34843	1.36180	-3.78	9972.12
45	2010.04.20 01:00	sell	22	0.10	1.34870	1.34927	1.34710
46	2010.04.20 01:15	s/l	22	0.10	1.34927	1.34927	1.34710	-5.70	9966.42
47	2010.04.20 03:00	buy	23	0.10	1.34937	1.34900	1.36237
48	2010.04.20 03:15	s/l	23	0.10	1.34900	1.34900	1.36237	-3.70	9962.72
49	2010.04.20 04:00	sell	24	0.10	1.34736	1.34793	1.34576
50	2010.04.20 04:20	s/l	24	0.10	1.34793	1.34793	1.34576	-5.70	9957.02
51	2010.04.20 11:00	buy	25	0.10	1.34958	1.34921	1.36258
52	2010.04.20 11:03	s/l	25	0.10	1.34921	1.34921	1.36258	-3.70	9953.32
53	2010.04.20 15:00	sell	26	0.10	1.34720	1.34777	1.34560
54	2010.04.20 15:15	s/l	26	0.10	1.34777	1.34777	1.34560	-5.70	9947.62
55	2010.04.22 10:00	buy	27	0.10	1.34156	1.34119	1.35456
56	2010.04.22 10:15	s/l	27	0.10	1.34119	1.34119	1.35456	-3.70	9943.92
57	2010.04.22 12:00	sell	28	0.10	1.33540	1.33597	1.33380
58	2010.04.22 12:20	t/p	28	0.10	1.33380	1.33597	1.33380	16.00	9959.92
59	2010.04.23 11:00	buy	29	0.10	1.33254	1.33217	1.34554
60	2010.04.23 11:02	s/l	29	0.10	1.33217	1.33217	1.34554	-3.70	9956.22
61	2010.04.23 13:00	sell	30	0.10	1.33021	1.33078	1.32861
62	2010.04.23 13:15	s/l	30	0.10	1.33078	1.33078	1.32861	-5.70	9950.52
63	2010.04.23 14:00	buy	31	0.10	1.33196	1.33159	1.34496
64	2010.04.23 14:10	s/l	31	0.10	1.33159	1.33159	1.34496	-3.70	9946.82
65	2010.04.23 15:00	sell	32	0.10	1.32871	1.32928	1.32711
66	2010.04.23 15:07	s/l	32	0.10	1.32928	1.32928	1.32711	-5.70	9941.12
67	2010.04.23 17:00	buy	33	0.10	1.33614	1.33577	1.34914
68	2010.04.23 17:02	s/l	33	0.10	1.33577	1.33577	1.34914	-3.70	9937.42
69	2010.04.26 15:00	buy	34	0.10	1.33457	1.33420	1.34757
70	2010.04.26 15:06	s/l	34	0.10	1.33420	1.33420	1.34757	-3.70	9933.72
71	2010.04.26 16:00	sell	35	0.10	1.33149	1.33206	1.32989
72	2010.04.26 16:02	s/l	35	0.10	1.33206	1.33206	1.32989	-5.70	9928.02
73	2010.04.26 19:00	buy	36	0.10	1.33401	1.33364	1.34701
74	2010.04.26 19:03	s/l	36	0.10	1.33364	1.33364	1.34701	-3.70	9924.32
75	2010.04.26 20:00	sell	37	0.10	1.33332	1.33389	1.33172
76	2010.04.26 20:40	s/l	37	0.10	1.33389	1.33389	1.33172	-5.70	9918.62
77	2010.04.26 21:00	buy	38	0.10	1.33427	1.33390	1.34727
78	2010.04.26 21:02	s/l	38	0.10	1.33390	1.33390	1.34727	-3.70	9914.92
79	2010.04.27 10:00	sell	39	0.10	1.33485	1.33542	1.33325
80	2010.04.27 10:15	s/l	39	0.10	1.33542	1.33542	1.33325	-5.70	9909.22
81	2010.04.27 12:00	sell	40	0.10	1.33195	1.33252	1.33035
82	2010.04.27 12:20	t/p	40	0.10	1.33035	1.33252	1.33035	16.00	9925.22
83	2010.04.28 15:00	buy	41	0.10	1.32594	1.32557	1.33894
84	2010.04.28 15:05	s/l	41	0.10	1.32557	1.32557	1.33894	-3.70	9921.52
85	2010.04.28 16:00	sell	42	0.10	1.31946	1.32003	1.31786
86	2010.04.28 16:37	t/p	42	0.10	1.31786	1.32003	1.31786	16.00	9937.52
87	2010.04.29 08:00	buy	43	0.10	1.32258	1.32221	1.33558
88	2010.04.29 08:15	s/l	43	0.10	1.32221	1.32221	1.33558	-3.70	9933.82
89	2010.04.29 10:00	sell	44	0.10	1.32074	1.32131	1.31914
90	2010.04.29 10:10	s/l	44	0.10	1.32131	1.32131	1.31914	-5.70	9928.12
91	2010.04.29 11:00	buy	45	0.10	1.32429	1.32392	1.33729
92	2010.04.29 11:15	s/l	45	0.10	1.32392	1.32392	1.33729	-3.70	9924.42
93	2010.04.29 16:00	sell	46	0.10	1.32203	1.32260	1.32043
94	2010.04.29 16:10	s/l	46	0.10	1.32260	1.32260	1.32043	-5.70	9918.72
95	2010.04.29 17:00	buy	47	0.10	1.32439	1.32402	1.33739
96	2010.04.29 17:05	s/l	47	0.10	1.32402	1.32402	1.33739	-3.70	9915.02