Report Result : ADX_MA - Desynced Forex Repository

Strategy Tester Report

Download ADX_MA

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 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		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	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378

Initial deposit	10000.00
Total net profit	-0.91	Gross profit	198.69	Gross loss	-199.60
Profit factor	1.00	Expected payoff	-0.02
Absolute drawdown	115.70	Maximal drawdown	170.00 (1.69%)	Relative drawdown	1.69% (170.00)

Total trades	41	Short positions (won %)	20 (15.00%)	Long positions (won %)	21 (9.52%)
		Profit trades (% of total)	5 (12.20%)	Loss trades (% of total)	36 (87.80%)
Largest		profit trade	129.99	loss trade	-6.60
Average		profit trade	39.74	loss trade	-5.54
Maximum		consecutive wins (profit in money)	1 (129.99)	consecutive losses (loss in money)	12 (-65.20)
Maximal		consecutive profit (count of wins)	129.99 (1)	consecutive loss (count of losses)	-65.20 (12)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 13:00	buy	1	0.10	1.47853	1.47807	1.49153
2	2009.11.02 13:17	s/l	1	0.10	1.47807	1.47807	1.49153	-4.60	9995.40
3	2009.11.02 15:00	sell	2	0.10	1.47534	1.47600	1.47374
4	2009.11.02 15:25	s/l	2	0.10	1.47600	1.47600	1.47374	-6.60	9988.80
5	2009.11.02 16:00	buy	3	0.10	1.47791	1.47745	1.49091
6	2009.11.02 17:00	modify	3	0.10	1.47791	1.47900	1.49091
7	2009.11.02 18:00	modify	3	0.10	1.47791	1.47998	1.49091
8	2009.11.02 18:27	s/l	3	0.10	1.47998	1.47998	1.49091	20.70	10009.50
9	2009.11.02 19:00	sell	4	0.10	1.47615	1.47681	1.47455
10	2009.11.02 19:00	s/l	4	0.10	1.47681	1.47681	1.47455	-6.60	10002.90
11	2009.11.02 23:00	buy	5	0.10	1.47769	1.47723	1.49069
12	2009.11.02 23:17	s/l	5	0.10	1.47723	1.47723	1.49069	-4.60	9998.30
13	2009.11.03 00:18	sell	6	0.10	1.47719	1.47785	1.47559
14	2009.11.03 00:18	s/l	6	0.10	1.47785	1.47785	1.47559	-6.60	9991.70
15	2009.11.03 02:00	buy	7	0.10	1.47985	1.47939	1.49285
16	2009.11.03 02:04	s/l	7	0.10	1.47939	1.47939	1.49285	-4.60	9987.10
17	2009.11.03 09:00	sell	8	0.10	1.47638	1.47704	1.47478
18	2009.11.03 09:25	t/p	8	0.10	1.47478	1.47704	1.47478	16.00	10003.10
19	2009.11.04 01:00	buy	9	0.10	1.47328	1.47282	1.48628
20	2009.11.04 01:00	s/l	9	0.10	1.47282	1.47282	1.48628	-4.60	9998.50
21	2009.11.04 02:00	sell	10	0.10	1.47168	1.47234	1.47008
22	2009.11.04 02:06	s/l	10	0.10	1.47234	1.47234	1.47008	-6.60	9991.90
23	2009.11.04 06:00	buy	11	0.10	1.47343	1.47297	1.48643
24	2009.11.04 06:15	s/l	11	0.10	1.47297	1.47297	1.48643	-4.60	9987.30
25	2009.11.04 07:00	sell	12	0.10	1.47250	1.47316	1.47090
26	2009.11.04 07:02	s/l	12	0.10	1.47316	1.47316	1.47090	-6.60	9980.70
27	2009.11.04 08:00	buy	13	0.10	1.47465	1.47419	1.48765
28	2009.11.04 08:01	s/l	13	0.10	1.47419	1.47419	1.48765	-4.60	9976.10
29	2009.11.06 15:00	sell	14	0.10	1.48397	1.48463	1.48237
30	2009.11.06 15:03	s/l	14	0.10	1.48463	1.48463	1.48237	-6.60	9969.50
31	2009.11.06 16:00	buy	15	0.10	1.48927	1.48881	1.50227
32	2009.11.06 16:02	s/l	15	0.10	1.48881	1.48881	1.50227	-4.60	9964.90
33	2009.11.06 18:00	sell	16	0.10	1.48338	1.48404	1.48178
34	2009.11.06 18:09	s/l	16	0.10	1.48404	1.48404	1.48178	-6.60	9958.30
35	2009.11.09 01:00	buy	17	0.10	1.48673	1.48627	1.49973
36	2009.11.09 01:00	s/l	17	0.10	1.48627	1.48627	1.49973	-4.60	9953.70
37	2009.11.10 18:00	sell	18	0.10	1.49591	1.49657	1.49431
38	2009.11.10 18:18	s/l	18	0.10	1.49657	1.49657	1.49431	-6.60	9947.10
39	2009.11.10 19:00	buy	19	0.10	1.49653	1.49607	1.50953
40	2009.11.10 19:02	s/l	19	0.10	1.49607	1.49607	1.50953	-4.60	9942.50
41	2009.11.11 17:00	sell	20	0.10	1.49879	1.49945	1.49719
42	2009.11.11 17:09	t/p	20	0.10	1.49719	1.49945	1.49719	16.00	9958.50
43	2009.11.11 23:00	buy	21	0.10	1.49881	1.49835	1.51181
44	2009.11.11 23:00	s/l	21	0.10	1.49835	1.49835	1.51181	-4.60	9953.90
45	2009.11.12 00:00	sell	22	0.10	1.49850	1.49916	1.49690
46	2009.11.12 01:15	s/l	22	0.10	1.49916	1.49916	1.49690	-6.60	9947.30
47	2009.11.12 02:00	buy	23	0.10	1.50116	1.50070	1.51416
48	2009.11.12 02:00	s/l	23	0.10	1.50070	1.50070	1.51416	-4.60	9942.70
49	2009.11.12 09:00	sell	24	0.10	1.49627	1.49693	1.49467
50	2009.11.12 09:05	s/l	24	0.10	1.49693	1.49693	1.49467	-6.60	9936.10
51	2009.11.13 19:00	buy	25	0.10	1.49286	1.49240	1.50586
52	2009.11.13 19:03	s/l	25	0.10	1.49240	1.49240	1.50586	-4.60	9931.50
53	2009.11.13 21:00	sell	26	0.10	1.48926	1.48992	1.48766
54	2009.11.13 21:10	s/l	26	0.10	1.48992	1.48992	1.48766	-6.60	9924.90
55	2009.11.13 22:00	buy	27	0.10	1.49220	1.49174	1.50520
56	2009.11.13 22:04	s/l	27	0.10	1.49174	1.49174	1.50520	-4.60	9920.30
57	2009.11.18 10:00	buy	28	0.10	1.49253	1.49207	1.50553
58	2009.11.18 10:02	s/l	28	0.10	1.49207	1.49207	1.50553	-4.60	9915.70
59	2009.11.19 04:00	sell	29	0.10	1.49220	1.49286	1.49060
60	2009.11.19 04:03	s/l	29	0.10	1.49286	1.49286	1.49060	-6.60	9909.10
61	2009.11.19 19:00	buy	30	0.10	1.49086	1.49040	1.50386
62	2009.11.19 19:01	s/l	30	0.10	1.49040	1.49040	1.50386	-4.60	9904.50
63	2009.11.20 03:00	sell	31	0.10	1.48899	1.48965	1.48739
64	2009.11.20 04:21	s/l	31	0.10	1.48965	1.48965	1.48739	-6.60	9897.90
65	2009.11.20 05:00	buy	32	0.10	1.49161	1.49115	1.50461
66	2009.11.20 05:01	s/l	32	0.10	1.49115	1.49115	1.50461	-4.60	9893.30
67	2009.11.20 10:00	sell	33	0.10	1.49010	1.49076	1.48850
68	2009.11.20 10:42	t/p	33	0.10	1.48850	1.49076	1.48850	16.00	9909.30
69	2009.11.23 02:00	buy	34	0.10	1.49006	1.48960	1.50306
70	2009.11.23 02:04	s/l	34	0.10	1.48960	1.48960	1.50306	-4.60	9904.70
71	2009.11.24 07:00	sell	35	0.10	1.49346	1.49412	1.49186
72	2009.11.24 07:02	s/l	35	0.10	1.49412	1.49412	1.49186	-6.60	9898.10
73	2009.11.24 11:00	buy	36	0.10	1.49384	1.49338	1.50684
74	2009.11.24 11:12	s/l	36	0.10	1.49338	1.49338	1.50684	-4.60	9893.50
75	2009.11.24 18:00	sell	37	0.10	1.49354	1.49420	1.49194
76	2009.11.24 18:04	s/l	37	0.10	1.49420	1.49420	1.49194	-6.60	9886.90
77	2009.11.24 19:00	buy	38	0.10	1.49503	1.49457	1.50803
78	2009.11.25 04:00	modify	38	0.10	1.49503	1.49540	1.50803
79	2009.11.25 05:00	modify	38	0.10	1.49503	1.49646	1.50803
80	2009.11.25 06:00	modify	38	0.10	1.49503	1.49679	1.50803
81	2009.11.25 08:00	modify	38	0.10	1.49503	1.49725	1.50803
82	2009.11.25 09:00	modify	38	0.10	1.49503	1.49736	1.50803
83	2009.11.25 10:00	modify	38	0.10	1.49503	1.49837	1.50803
84	2009.11.25 11:00	modify	38	0.10	1.49503	1.50153	1.50803
85	2009.11.25 12:39	t/p	38	0.10	1.50803	1.50153	1.50803	129.99	10016.89
86	2009.11.26 16:00	sell	39	0.10	1.50212	1.50278	1.50052
87	2009.11.26 16:03	s/l	39	0.10	1.50278	1.50278	1.50052	-6.60	10010.29
88	2009.11.27 17:00	buy	40	0.10	1.49783	1.49737	1.51083
89	2009.11.27 17:00	s/l	40	0.10	1.49737	1.49737	1.51083	-4.60	10005.69
90	2009.11.27 18:00	sell	41	0.10	1.49616	1.49682	1.49456
91	2009.11.27 18:02	s/l	41	0.10	1.49682	1.49682	1.49456	-6.60	9999.09