Report Result : ADX Simple - Desynced Forex Repository

Strategy Tester Report

ADX Simple

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30)
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	1501	Ticks modelled	13529	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-4584.70	Gross profit	4548.18	Gross loss	-9132.88
Profit factor	0.50	Expected payoff	-138.93
Absolute drawdown	5455.81	Maximal drawdown	7278.81 (61.56%)	Relative drawdown	61.56% (7278.81)

Total trades	33	Short positions (won %)	22 (13.64%)	Long positions (won %)	11 (9.09%)
		Profit trades (% of total)	4 (12.12%)	Loss trades (% of total)	29 (87.88%)
Largest		profit trade	2348.04	loss trade	-840.07
Average		profit trade	1137.04	loss trade	-314.93
Maximum		consecutive wins (profit in money)	1 (2348.04)	consecutive losses (loss in money)	10 (-3936.62)
Maximal		consecutive profit (count of wins)	2348.04 (1)	consecutive loss (count of losses)	-3936.62 (10)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.06.01 00:40	sell	1	1.00	1.22940	0.00000	0.00000
2	2010.06.01 16:15	close	1	1.00	1.23063	0.00000	0.00000	-123.00	9877.00
3	2010.06.01 23:00	sell	2	0.98	1.22258	0.00000	0.00000
4	2010.06.02 21:20	close	2	0.98	1.22521	0.00000	0.00000	-258.92	9618.08
5	2010.06.03 01:03	sell	3	0.96	1.22328	0.00000	0.00000
6	2010.06.03 03:15	close	3	0.96	1.22913	0.00000	0.00000	-561.60	9056.48
7	2010.06.03 06:50	buy	4	0.90	1.23070	0.00000	0.00000
8	2010.06.03 12:20	close	4	0.90	1.22513	0.00000	0.00000	-501.30	8555.18
9	2010.06.03 13:15	sell	5	0.85	1.22432	0.00000	0.00000
10	2010.06.08 03:50	close	5	0.85	1.19666	0.00000	0.00000	2348.04	10903.22
11	2010.06.09 02:05	sell	6	1.09	1.19549	0.00000	0.00000
12	2010.06.09 13:45	close	6	1.09	1.19926	0.00000	0.00000	-410.93	10492.29
13	2010.06.09 14:50	buy	7	1.04	1.20312	0.00000	0.00000
14	2010.06.09 19:20	close	7	1.04	1.20219	0.00000	0.00000	-96.72	10395.57
15	2010.06.09 20:50	sell	8	1.03	1.19829	0.00000	0.00000
16	2010.06.10 07:50	close	8	1.03	1.20641	0.00000	0.00000	-840.07	9555.51
17	2010.06.10 13:15	sell	9	0.95	1.20358	0.00000	0.00000
18	2010.06.10 15:40	close	9	0.95	1.21111	0.00000	0.00000	-715.35	8840.16
19	2010.06.10 19:07	sell	10	0.88	1.20758	0.00000	0.00000
20	2010.06.10 21:40	close	10	0.88	1.21332	0.00000	0.00000	-505.12	8335.04
21	2010.06.11 00:37	sell	11	0.83	1.21000	0.00000	0.00000
22	2010.06.11 01:15	close	11	0.83	1.21198	0.00000	0.00000	-164.34	8170.70
23	2010.06.11 01:50	buy	12	0.81	1.21349	0.00000	0.00000
24	2010.06.11 04:15	close	12	0.81	1.20984	0.00000	0.00000	-295.65	7875.05
25	2010.06.11 09:16	buy	13	0.78	1.21409	0.00000	0.00000
26	2010.06.11 10:20	close	13	0.78	1.20910	0.00000	0.00000	-389.22	7485.83
27	2010.06.11 13:20	buy	14	0.74	1.21362	0.00000	0.00000
28	2010.06.11 15:20	close	14	0.74	1.20789	0.00000	0.00000	-424.02	7061.81
29	2010.06.11 17:02	sell	15	0.70	1.20895	0.00000	0.00000
30	2010.06.11 22:15	close	15	0.70	1.21031	0.00000	0.00000	-95.20	6966.61
31	2010.06.14 00:00	buy	16	0.69	1.21191	0.00000	0.00000
32	2010.06.14 19:00	close	16	0.69	1.22507	0.00000	0.00000	908.04	7874.65
33	2010.06.14 20:00	sell	17	0.78	1.22275	0.00000	0.00000
34	2010.06.15 13:16	close	17	0.78	1.22768	0.00000	0.00000	-385.48	7489.17
35	2010.06.15 17:15	buy	18	0.74	1.23255	0.00000	0.00000
36	2010.06.16 00:50	close	18	0.74	1.23156	0.00000	0.00000	-73.85	7415.32
37	2010.06.16 01:15	sell	19	0.74	1.23135	0.00000	0.00000
38	2010.06.16 06:50	close	19	0.74	1.23350	0.00000	0.00000	-159.10	7256.22
39	2010.06.16 08:50	buy	20	0.72	1.23537	0.00000	0.00000
40	2010.06.16 09:45	close	20	0.72	1.22935	0.00000	0.00000	-433.44	6822.78
41	2010.06.16 13:50	sell	21	0.68	1.22669	0.00000	0.00000
42	2010.06.16 17:15	close	21	0.68	1.23295	0.00000	0.00000	-425.68	6397.10
43	2010.06.17 02:10	sell	22	0.63	1.22929	0.00000	0.00000
44	2010.06.17 20:02	close	22	0.63	1.23984	0.00000	0.00000	-664.65	5732.45
45	2010.06.17 21:16	sell	23	0.57	1.23636	0.00000	0.00000
46	2010.06.18 01:20	close	23	0.57	1.23879	0.00000	0.00000	-139.19	5593.25
47	2010.06.18 03:20	buy	24	0.55	1.23960	0.00000	0.00000
48	2010.06.18 11:45	close	24	0.55	1.23796	0.00000	0.00000	-90.20	5503.05
49	2010.06.18 12:20	sell	25	0.55	1.23638	0.00000	0.00000
50	2010.06.18 22:10	close	25	0.55	1.23787	0.00000	0.00000	-81.95	5421.10
51	2010.06.21 00:00	buy	26	0.54	1.24298	0.00000	0.00000
52	2010.06.21 10:02	close	26	0.54	1.24156	0.00000	0.00000	-76.68	5344.42
53	2010.06.21 11:02	sell	27	0.53	1.23962	0.00000	0.00000
54	2010.06.23 10:20	close	27	0.53	1.23060	0.00000	0.00000	476.79	5821.21
55	2010.06.23 16:10	sell	28	0.58	1.22191	0.00000	0.00000
56	2010.06.23 20:10	close	28	0.58	1.22893	0.00000	0.00000	-407.16	5414.05
57	2010.06.24 04:50	buy	29	0.54	1.23447	0.00000	0.00000
58	2010.06.24 08:50	close	29	0.54	1.23117	0.00000	0.00000	-178.20	5235.85
59	2010.06.24 09:20	sell	30	0.52	1.23037	0.00000	0.00000
60	2010.06.24 17:50	close	30	0.52	1.23804	0.00000	0.00000	-398.84	4837.01
61	2010.06.24 19:00	sell	31	0.48	1.23566	0.00000	0.00000
62	2010.06.24 19:02	close	31	0.48	1.23665	0.00000	0.00000	-47.52	4789.49
63	2010.06.24 20:40	sell	32	0.47	1.23343	0.00000	0.00000
64	2010.06.25 19:35	close	32	0.47	1.23745	0.00000	0.00000	-189.50	4599.99
65	2010.06.28 08:03	sell	33	0.45	1.23706	0.00000	0.00000
66	2010.06.29 23:59	close at stop	33	0.45	1.21893	0.00000	0.00000	815.31	5415.30