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Strategy Tester Report

Download 5_8MACROSS2

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; StopLoss=0; TrailingStop=0; TakeProfit=0; mafastperiod=5; mafastshift=0; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1;

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

Initial deposit	10000.00
Total net profit	63.40	Gross profit	732.57	Gross loss	-669.17
Profit factor	1.09	Expected payoff	1.11
Absolute drawdown	321.35	Maximal drawdown	332.10 (3.32%)	Relative drawdown	3.32% (332.10)

Total trades	57	Short positions (won %)	28 (46.43%)	Long positions (won %)	29 (31.03%)
		Profit trades (% of total)	22 (38.60%)	Loss trades (% of total)	35 (61.40%)
Largest		profit trade	194.88	loss trade	-63.58
Average		profit trade	33.30	loss trade	-19.12
Maximum		consecutive wins (profit in money)	3 (86.07)	consecutive losses (loss in money)	6 (-151.87)
Maximal		consecutive profit (count of wins)	194.88 (1)	consecutive loss (count of losses)	-151.87 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 03:00	buy	1	0.10	90.386	0.000	0.000
2	2009.11.03 06:00	close	1	0.10	90.186	0.000	0.000	-22.18	9977.82
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	9948.30
5	2009.11.03 16:00	buy	3	0.10	90.453	0.000	0.000
6	2009.11.04 00:00	close	3	0.10	90.328	0.000	0.000	-13.80	9934.50
7	2009.11.04 00:00	sell	4	0.10	90.328	0.000	0.000
8	2009.11.04 01:00	close	4	0.10	90.445	0.000	0.000	-12.94	9921.56
9	2009.11.04 01:00	buy	5	0.10	90.445	0.000	0.000
10	2009.11.04 02:00	close	5	0.10	90.119	0.000	0.000	-36.17	9885.39
11	2009.11.04 02:00	sell	6	0.10	90.119	0.000	0.000
12	2009.11.04 08:00	close	6	0.10	90.456	0.000	0.000	-37.26	9848.13
13	2009.11.04 08:00	buy	7	0.10	90.456	0.000	0.000
14	2009.11.04 19:00	close	7	0.10	90.905	0.000	0.000	49.39	9897.52
15	2009.11.04 19:00	sell	8	0.10	90.905	0.000	0.000
16	2009.11.05 15:00	close	8	0.10	90.587	0.000	0.000	34.87	9932.39
17	2009.11.05 15:00	buy	9	0.10	90.587	0.000	0.000
18	2009.11.06 04:00	close	9	0.10	90.603	0.000	0.000	1.81	9934.21
19	2009.11.06 04:00	sell	10	0.10	90.603	0.000	0.000
20	2009.11.06 14:00	close	10	0.10	90.693	0.000	0.000	-9.92	9924.29
21	2009.11.06 14:00	buy	11	0.10	90.693	0.000	0.000
22	2009.11.06 15:00	close	11	0.10	90.120	0.000	0.000	-63.58	9860.71
23	2009.11.06 15:00	sell	12	0.10	90.120	0.000	0.000
24	2009.11.09 01:00	close	12	0.10	89.895	0.000	0.000	24.95	9885.66
25	2009.11.09 01:00	buy	13	0.10	89.895	0.000	0.000
26	2009.11.09 11:00	close	13	0.10	90.014	0.000	0.000	13.22	9898.88
27	2009.11.09 11:00	sell	14	0.10	90.014	0.000	0.000
28	2009.11.09 20:00	close	14	0.10	89.973	0.000	0.000	4.56	9903.44
29	2009.11.09 20:00	buy	15	0.10	89.973	0.000	0.000
30	2009.11.10 01:00	close	15	0.10	89.852	0.000	0.000	-13.43	9890.01
31	2009.11.10 01:00	sell	16	0.10	89.852	0.000	0.000
32	2009.11.10 06:00	close	16	0.10	89.979	0.000	0.000	-14.11	9875.90
33	2009.11.10 06:00	buy	17	0.10	89.979	0.000	0.000
34	2009.11.10 07:00	close	17	0.10	89.766	0.000	0.000	-23.73	9852.17
35	2009.11.10 07:00	sell	18	0.10	89.766	0.000	0.000
36	2009.11.10 12:00	close	18	0.10	90.122	0.000	0.000	-39.50	9812.67
37	2009.11.10 12:00	buy	19	0.10	90.122	0.000	0.000
38	2009.11.10 17:00	close	19	0.10	89.766	0.000	0.000	-39.66	9773.01
39	2009.11.10 17:00	sell	20	0.10	89.766	0.000	0.000
40	2009.11.11 08:00	close	20	0.10	89.823	0.000	0.000	-6.43	9766.59
41	2009.11.11 08:00	buy	21	0.10	89.823	0.000	0.000
42	2009.11.11 16:00	close	21	0.10	89.892	0.000	0.000	7.68	9774.27
43	2009.11.11 16:00	sell	22	0.10	89.892	0.000	0.000
44	2009.11.12 04:00	close	22	0.10	89.865	0.000	0.000	2.77	9777.04
45	2009.11.12 04:00	buy	23	0.10	89.865	0.000	0.000
46	2009.11.12 05:00	close	23	0.10	89.740	0.000	0.000	-13.93	9763.11
47	2009.11.12 05:00	sell	24	0.10	89.740	0.000	0.000
48	2009.11.12 10:00	close	24	0.10	89.771	0.000	0.000	-3.45	9759.66
49	2009.11.12 10:00	buy	25	0.10	89.771	0.000	0.000
50	2009.11.12 12:00	close	25	0.10	89.756	0.000	0.000	-1.67	9757.99
51	2009.11.12 12:00	sell	26	0.10	89.756	0.000	0.000
52	2009.11.12 14:00	close	26	0.10	89.998	0.000	0.000	-26.89	9731.10
53	2009.11.12 14:00	buy	27	0.10	89.998	0.000	0.000
54	2009.11.13 00:00	close	27	0.10	90.379	0.000	0.000	42.20	9773.30
55	2009.11.13 00:00	sell	28	0.10	90.379	0.000	0.000
56	2009.11.13 09:00	close	28	0.10	90.321	0.000	0.000	6.42	9779.72
57	2009.11.13 09:00	buy	29	0.10	90.321	0.000	0.000
58	2009.11.13 11:00	close	29	0.10	89.782	0.000	0.000	-60.03	9719.69
59	2009.11.13 11:00	sell	30	0.10	89.782	0.000	0.000
60	2009.11.16 00:00	close	30	0.10	89.576	0.000	0.000	22.92	9742.61
61	2009.11.16 00:00	buy	31	0.10	89.576	0.000	0.000
62	2009.11.16 02:00	close	31	0.10	89.390	0.000	0.000	-20.81	9721.80
63	2009.11.16 02:00	sell	32	0.10	89.390	0.000	0.000
64	2009.11.16 03:00	close	32	0.10	89.580	0.000	0.000	-21.21	9700.59
65	2009.11.16 03:00	buy	33	0.10	89.580	0.000	0.000
66	2009.11.16 05:00	close	33	0.10	89.635	0.000	0.000	6.14	9706.73
67	2009.11.16 05:00	sell	34	0.10	89.635	0.000	0.000
68	2009.11.16 07:00	close	34	0.10	89.580	0.000	0.000	6.14	9712.87
69	2009.11.16 07:00	buy	35	0.10	89.580	0.000	0.000
70	2009.11.16 10:00	close	35	0.10	89.455	0.000	0.000	-13.97	9698.90
71	2009.11.16 10:00	sell	36	0.10	89.455	0.000	0.000
72	2009.11.17 04:00	close	36	0.10	89.081	0.000	0.000	41.90	9740.81
73	2009.11.17 04:00	buy	37	0.10	89.081	0.000	0.000
74	2009.11.17 07:00	close	37	0.10	89.080	0.000	0.000	-0.11	9740.70
75	2009.11.17 07:00	sell	38	0.10	89.080	0.000	0.000
76	2009.11.17 14:00	close	38	0.10	89.285	0.000	0.000	-22.96	9717.74
77	2009.11.17 14:00	buy	39	0.10	89.285	0.000	0.000
78	2009.11.17 23:00	close	39	0.10	89.244	0.000	0.000	-4.59	9713.15
79	2009.11.17 23:00	sell	40	0.10	89.244	0.000	0.000
80	2009.11.18 03:00	close	40	0.10	89.315	0.000	0.000	-8.03	9705.12
81	2009.11.18 03:00	buy	41	0.10	89.315	0.000	0.000
82	2009.11.18 05:00	close	41	0.10	89.232	0.000	0.000	-9.30	9695.82
83	2009.11.18 05:00	sell	42	0.10	89.232	0.000	0.000
84	2009.11.18 16:00	close	42	0.10	89.255	0.000	0.000	-2.58	9693.24
85	2009.11.18 16:00	buy	43	0.10	89.255	0.000	0.000
86	2009.11.19 02:00	close	43	0.10	89.345	0.000	0.000	10.20	9703.44
87	2009.11.19 02:00	sell	44	0.10	89.345	0.000	0.000
88	2009.11.19 21:00	close	44	0.10	89.005	0.000	0.000	38.20	9741.64
89	2009.11.19 21:00	buy	45	0.10	89.005	0.000	0.000
90	2009.11.20 04:00	close	45	0.10	88.823	0.000	0.000	-20.45	9721.20
91	2009.11.20 04:00	sell	46	0.10	88.823	0.000	0.000
92	2009.11.20 14:00	close	46	0.10	88.980	0.000	0.000	-17.64	9703.56
93	2009.11.20 14:00	buy	47	0.10	88.980	0.000	0.000
94	2009.11.20 21:00	close	47	0.10	88.950	0.000	0.000	-3.37	9700.19
95	2009.11.20 21:00	sell	48	0.10	88.950	0.000	0.000
96	2009.11.23 14:00	close	48	0.10	88.884	0.000	0.000	7.35	9707.54
97	2009.11.23 14:00	buy	49	0.10	88.884	0.000	0.000
98	2009.11.24 00:00	close	49	0.10	89.041	0.000	0.000	17.67	9725.21
99	2009.11.24 00:00	sell	50	0.10	89.041	0.000	0.000
100	2009.11.24 22:00	close	50	0.10	88.539	0.000	0.000	56.70	9781.91
101	2009.11.24 22:00	buy	51	0.10	88.539	0.000	0.000
102	2009.11.24 23:00	close	51	0.10	88.494	0.000	0.000	-5.09	9776.82
103	2009.11.24 23:00	sell	52	0.10	88.494	0.000	0.000
104	2009.11.25 01:00	close	52	0.10	88.618	0.000	0.000	-14.07	9762.76
105	2009.11.25 01:00	buy	53	0.10	88.618	0.000	0.000
106	2009.11.25 02:00	close	53	0.10	88.466	0.000	0.000	-17.18	9745.58
107	2009.11.25 02:00	sell	54	0.10	88.466	0.000	0.000
108	2009.11.26 12:00	close	54	0.10	86.773	0.000	0.000	194.88	9940.45
109	2009.11.26 12:00	buy	55	0.10	86.773	0.000	0.000
110	2009.11.26 15:00	close	55	0.10	86.603	0.000	0.000	-19.63	9920.82
111	2009.11.26 15:00	sell	56	0.10	86.603	0.000	0.000
112	2009.11.27 08:00	close	56	0.10	85.918	0.000	0.000	79.65	10000.48
113	2009.11.27 08:00	buy	57	0.10	85.918	0.000	0.000
114	2009.11.27 22:59	close at stop	57	0.10	86.462	0.000	0.000	62.92	10063.40