Report Result : 2MA - Desynced Forex Repository

Strategy Tester Report

Download 2MA

AlpariUK-Demo (Build 225)

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Lots=0.1; Slippage=3; FastP=5; SlowP=20;

Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113

Initial deposit	10000.00
Total net profit	-97.05	Gross profit	367.22	Gross loss	-464.26
Profit factor	0.79	Expected payoff	-3.59
Absolute drawdown	375.42	Maximal drawdown	376.53 (3.76%)	Relative drawdown	3.76% (376.53)

Total trades	27	Short positions (won %)	13 (23.08%)	Long positions (won %)	14 (7.14%)
		Profit trades (% of total)	4 (14.81%)	Loss trades (% of total)	23 (85.19%)
Largest		profit trade	269.31	loss trade	-63.58
Average		profit trade	91.80	loss trade	-20.19
Maximum		consecutive wins (profit in money)	1 (269.31)	consecutive losses (loss in money)	12 (-267.38)
Maximal		consecutive profit (count of wins)	269.31 (1)	consecutive loss (count of losses)	-267.38 (12)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	0.10	90.473	0.000	0.000
2	2009.11.03 06:00	close	1	0.10	90.186	0.000	0.000	-31.82	9968.18
3	2009.11.03 06:00	sell	2	0.10	90.186	0.000	0.000
4	2009.11.03 16:00	close	2	0.10	90.453	0.000	0.000	-29.52	9938.66
5	2009.11.03 16:00	buy	3	0.10	90.453	0.000	0.000
6	2009.11.04 03:00	close	3	0.10	90.197	0.000	0.000	-28.34	9910.32
7	2009.11.04 03:00	sell	4	0.10	90.197	0.000	0.000
8	2009.11.04 07:00	close	4	0.10	90.380	0.000	0.000	-20.25	9890.07
9	2009.11.04 07:00	buy	5	0.10	90.380	0.000	0.000
10	2009.11.05 02:00	close	5	0.10	90.563	0.000	0.000	20.34	9910.42
11	2009.11.05 02:00	sell	6	0.10	90.563	0.000	0.000
12	2009.11.05 16:00	close	6	0.10	90.616	0.000	0.000	-5.85	9904.57
13	2009.11.05 16:00	buy	7	0.10	90.616	0.000	0.000
14	2009.11.06 08:00	close	7	0.10	90.510	0.000	0.000	-11.67	9892.90
15	2009.11.06 08:00	sell	8	0.10	90.510	0.000	0.000
16	2009.11.06 14:00	close	8	0.10	90.693	0.000	0.000	-20.18	9872.72
17	2009.11.06 14:00	buy	9	0.10	90.693	0.000	0.000
18	2009.11.06 15:00	close	9	0.10	90.120	0.000	0.000	-63.58	9809.14
19	2009.11.06 15:00	sell	10	0.10	90.120	0.000	0.000
20	2009.11.10 12:00	close	10	0.10	90.122	0.000	0.000	-0.37	9808.77
21	2009.11.10 12:00	buy	11	0.10	90.122	0.000	0.000
22	2009.11.10 14:00	close	11	0.10	89.831	0.000	0.000	-32.39	9776.38
23	2009.11.10 14:00	sell	12	0.10	89.831	0.000	0.000
24	2009.11.11 09:00	close	12	0.10	90.028	0.000	0.000	-21.96	9754.42
25	2009.11.11 09:00	buy	13	0.10	90.028	0.000	0.000
26	2009.11.12 03:00	close	13	0.10	89.715	0.000	0.000	-34.76	9719.66
27	2009.11.12 03:00	sell	14	0.10	89.715	0.000	0.000
28	2009.11.12 08:00	close	14	0.10	89.890	0.000	0.000	-19.47	9700.19
29	2009.11.12 08:00	buy	15	0.10	89.890	0.000	0.000
30	2009.11.12 09:00	close	15	0.10	89.795	0.000	0.000	-10.58	9689.61
31	2009.11.12 09:00	sell	16	0.10	89.795	0.000	0.000
32	2009.11.12 14:00	close	16	0.10	89.998	0.000	0.000	-22.56	9667.05
33	2009.11.12 14:00	buy	17	0.10	89.998	0.000	0.000
34	2009.11.13 11:00	close	17	0.10	89.782	0.000	0.000	-24.02	9643.04
35	2009.11.13 11:00	sell	18	0.10	89.782	0.000	0.000
36	2009.11.17 15:00	close	18	0.10	89.285	0.000	0.000	55.51	9698.54
37	2009.11.17 15:00	buy	19	0.10	89.285	0.000	0.000
38	2009.11.18 06:00	close	19	0.10	89.180	0.000	0.000	-11.73	9686.82
39	2009.11.18 06:00	sell	20	0.10	89.180	0.000	0.000
40	2009.11.18 17:00	close	20	0.10	89.265	0.000	0.000	-9.52	9677.30
41	2009.11.18 17:00	buy	21	0.10	89.265	0.000	0.000
42	2009.11.19 04:00	close	21	0.10	89.185	0.000	0.000	-8.84	9668.46
43	2009.11.19 04:00	sell	22	0.10	89.185	0.000	0.000
44	2009.11.20 15:00	close	22	0.10	88.988	0.000	0.000	22.06	9690.52
45	2009.11.20 15:00	buy	23	0.10	88.988	0.000	0.000
46	2009.11.23 00:00	close	23	0.10	88.818	0.000	0.000	-19.10	9671.42
47	2009.11.23 00:00	sell	24	0.10	88.818	0.000	0.000
48	2009.11.23 17:00	close	24	0.10	88.974	0.000	0.000	-17.53	9653.89
49	2009.11.23 17:00	buy	25	0.10	88.974	0.000	0.000
50	2009.11.24 02:00	close	25	0.10	88.839	0.000	0.000	-15.16	9638.74
51	2009.11.24 02:00	sell	26	0.10	88.839	0.000	0.000
52	2009.11.27 13:00	close	26	0.10	86.506	0.000	0.000	269.31	9908.04
53	2009.11.27 13:00	buy	27	0.10	86.506	0.000	0.000
54	2009.11.27 22:59	close at stop	27	0.10	86.462	0.000	0.000	-5.09	9902.95