Report Result : 2MA - Desynced Forex Repository

Strategy Tester Report

Download 2MA

AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; Slippage=3; FastP=5; SlowP=20;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-345.69	Gross profit	393.49	Gross loss	-739.18
Profit factor	0.53	Expected payoff	-8.86
Absolute drawdown	372.53	Maximal drawdown	430.42 (4.28%)	Relative drawdown	4.28% (430.42)

Total trades	39	Short positions (won %)	19 (15.79%)	Long positions (won %)	20 (35.00%)
		Profit trades (% of total)	10 (25.64%)	Loss trades (% of total)	29 (74.36%)
Largest		profit trade	97.16	loss trade	-92.50
Average		profit trade	39.35	loss trade	-25.49
Maximum		consecutive wins (profit in money)	2 (116.35)	consecutive losses (loss in money)	9 (-164.86)
Maximal		consecutive profit (count of wins)	116.35 (2)	consecutive loss (count of losses)	-222.64 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.00522	0.00000	0.00000
2	2009.12.01 09:00	close	1	0.10	1.00342	0.00000	0.00000	-17.94	9982.06
3	2009.12.01 09:00	sell	2	0.10	1.00342	0.00000	0.00000
4	2009.12.02 16:00	close	2	0.10	1.00024	0.00000	0.00000	31.70	10013.76
5	2009.12.02 16:00	buy	3	0.10	1.00024	0.00000	0.00000
6	2009.12.03 04:00	close	3	0.10	0.99932	0.00000	0.00000	-9.09	10004.67
7	2009.12.03 04:00	sell	4	0.10	0.99932	0.00000	0.00000
8	2009.12.03 18:00	close	4	0.10	0.99978	0.00000	0.00000	-4.60	10000.07
9	2009.12.03 18:00	buy	5	0.10	0.99978	0.00000	0.00000
10	2009.12.03 19:00	close	5	0.10	0.99879	0.00000	0.00000	-9.91	9990.16
11	2009.12.03 19:00	sell	6	0.10	0.99879	0.00000	0.00000
12	2009.12.03 22:00	close	6	0.10	1.00004	0.00000	0.00000	-12.50	9977.66
13	2009.12.03 22:00	buy	7	0.10	1.00004	0.00000	0.00000
14	2009.12.04 14:00	close	7	0.10	0.99927	0.00000	0.00000	-7.67	9969.99
15	2009.12.04 14:00	sell	8	0.10	0.99927	0.00000	0.00000
16	2009.12.04 15:00	close	8	0.10	1.00860	0.00000	0.00000	-92.50	9877.49
17	2009.12.04 15:00	buy	9	0.10	1.00860	0.00000	0.00000
18	2009.12.08 07:00	close	9	0.10	1.01771	0.00000	0.00000	89.59	9967.08
19	2009.12.08 07:00	sell	10	0.10	1.01771	0.00000	0.00000
20	2009.12.08 08:00	close	10	0.10	1.01868	0.00000	0.00000	-9.52	9957.56
21	2009.12.08 08:00	buy	11	0.10	1.01868	0.00000	0.00000
22	2009.12.09 12:00	close	11	0.10	1.02282	0.00000	0.00000	40.52	9998.08
23	2009.12.09 12:00	sell	12	0.10	1.02282	0.00000	0.00000
24	2009.12.09 14:00	close	12	0.10	1.02629	0.00000	0.00000	-33.81	9964.27
25	2009.12.09 14:00	buy	13	0.10	1.02629	0.00000	0.00000
26	2009.12.10 12:00	close	13	0.10	1.02507	0.00000	0.00000	-11.78	9952.49
27	2009.12.10 12:00	sell	14	0.10	1.02507	0.00000	0.00000
28	2009.12.10 19:00	close	14	0.10	1.02709	0.00000	0.00000	-19.67	9932.82
29	2009.12.10 19:00	buy	15	0.10	1.02709	0.00000	0.00000
30	2009.12.10 23:00	close	15	0.10	1.02585	0.00000	0.00000	-12.09	9920.73
31	2009.12.10 23:00	sell	16	0.10	1.02585	0.00000	0.00000
32	2009.12.11 06:00	close	16	0.10	1.02662	0.00000	0.00000	-7.59	9913.14
33	2009.12.11 06:00	buy	17	0.10	1.02662	0.00000	0.00000
34	2009.12.11 07:00	close	17	0.10	1.02557	0.00000	0.00000	-10.24	9902.90
35	2009.12.11 07:00	sell	18	0.10	1.02557	0.00000	0.00000
36	2009.12.11 08:00	close	18	0.10	1.02694	0.00000	0.00000	-13.34	9889.56
37	2009.12.11 08:00	buy	19	0.10	1.02694	0.00000	0.00000
38	2009.12.11 11:00	close	19	0.10	1.02503	0.00000	0.00000	-18.63	9870.93
39	2009.12.11 11:00	sell	20	0.10	1.02503	0.00000	0.00000
40	2009.12.11 15:00	close	20	0.10	1.02891	0.00000	0.00000	-37.71	9833.22
41	2009.12.11 15:00	buy	21	0.10	1.02891	0.00000	0.00000
42	2009.12.14 10:00	close	21	0.10	1.03143	0.00000	0.00000	24.47	9857.69
43	2009.12.14 10:00	sell	22	0.10	1.03143	0.00000	0.00000
44	2009.12.14 12:00	close	22	0.10	1.03391	0.00000	0.00000	-23.99	9833.70
45	2009.12.14 12:00	buy	23	0.10	1.03391	0.00000	0.00000
46	2009.12.14 19:00	close	23	0.10	1.03153	0.00000	0.00000	-23.07	9810.63
47	2009.12.14 19:00	sell	24	0.10	1.03153	0.00000	0.00000
48	2009.12.15 04:00	close	24	0.10	1.03278	0.00000	0.00000	-12.19	9798.44
49	2009.12.15 04:00	buy	25	0.10	1.03278	0.00000	0.00000
50	2009.12.16 13:00	close	25	0.10	1.03777	0.00000	0.00000	48.12	9846.56
51	2009.12.16 13:00	sell	26	0.10	1.03777	0.00000	0.00000
52	2009.12.17 02:00	close	26	0.10	1.03939	0.00000	0.00000	-15.86	9830.70
53	2009.12.17 02:00	buy	27	0.10	1.03939	0.00000	0.00000
54	2009.12.18 02:00	close	27	0.10	1.04287	0.00000	0.00000	33.41	9864.11
55	2009.12.18 02:00	sell	28	0.10	1.04287	0.00000	0.00000
56	2009.12.18 17:00	close	28	0.10	1.04739	0.00000	0.00000	-43.15	9820.96
57	2009.12.18 17:00	buy	29	0.10	1.04739	0.00000	0.00000
58	2009.12.18 22:00	close	29	0.10	1.04284	0.00000	0.00000	-43.63	9777.33
59	2009.12.18 22:00	sell	30	0.10	1.04284	0.00000	0.00000
60	2009.12.21 10:00	close	30	0.10	1.04654	0.00000	0.00000	-35.44	9741.89
61	2009.12.21 10:00	buy	31	0.10	1.04654	0.00000	0.00000
62	2009.12.21 14:00	close	31	0.10	1.04008	0.00000	0.00000	-62.11	9679.78
63	2009.12.21 14:00	sell	32	0.10	1.04008	0.00000	0.00000
64	2009.12.21 17:00	close	32	0.10	1.04408	0.00000	0.00000	-38.31	9641.47
65	2009.12.21 17:00	buy	33	0.10	1.04408	0.00000	0.00000
66	2009.12.23 12:00	close	33	0.10	1.04608	0.00000	0.00000	19.20	9660.67
67	2009.12.23 12:00	sell	34	0.10	1.04608	0.00000	0.00000
68	2009.12.29 02:00	close	34	0.10	1.03596	0.00000	0.00000	97.16	9757.83
69	2009.12.29 02:00	buy	35	0.10	1.03596	0.00000	0.00000
70	2009.12.29 09:00	close	35	0.10	1.03098	0.00000	0.00000	-48.30	9709.53
71	2009.12.29 09:00	sell	36	0.10	1.03098	0.00000	0.00000
72	2009.12.29 18:00	close	36	0.10	1.03675	0.00000	0.00000	-55.65	9653.88
73	2009.12.29 18:00	buy	37	0.10	1.03675	0.00000	0.00000
74	2009.12.30 21:00	close	37	0.10	1.03686	0.00000	0.00000	1.10	9654.98
75	2009.12.30 21:00	sell	38	0.10	1.03686	0.00000	0.00000
76	2009.12.31 18:00	close	38	0.10	1.03598	0.00000	0.00000	8.22	9663.20
77	2009.12.31 18:00	buy	39	0.10	1.03598	0.00000	0.00000
78	2009.12.31 18:57	close at stop	39	0.10	1.03506	0.00000	0.00000	-8.89	9654.31