Report Result : 5_8MACROSS2 - Desynced Forex Repository

Strategy Tester Report

Download 5_8MACROSS2

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; 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	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-718.68	Gross profit	528.36	Gross loss	-1247.05
Profit factor	0.42	Expected payoff	-10.89
Absolute drawdown	769.91	Maximal drawdown	777.32 (7.77%)	Relative drawdown	7.77% (777.32)

Total trades	66	Short positions (won %)	33 (27.27%)	Long positions (won %)	33 (27.27%)
		Profit trades (% of total)	18 (27.27%)	Loss trades (% of total)	48 (72.73%)
Largest		profit trade	82.38	loss trade	-96.72
Average		profit trade	29.35	loss trade	-25.98
Maximum		consecutive wins (profit in money)	5 (154.99)	consecutive losses (loss in money)	10 (-222.70)
Maximal		consecutive profit (count of wins)	154.99 (5)	consecutive loss (count of losses)	-274.14 (9)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.00324	0.00000	0.00000
2	2009.12.01 06:00	close	1	0.10	1.00563	0.00000	0.00000	-23.77	9976.23
3	2009.12.01 06:00	buy	2	0.10	1.00563	0.00000	0.00000
4	2009.12.01 09:00	close	2	0.10	1.00342	0.00000	0.00000	-22.02	9954.21
5	2009.12.01 09:00	sell	3	0.10	1.00342	0.00000	0.00000
6	2009.12.02 00:00	close	3	0.10	1.00084	0.00000	0.00000	25.71	9979.92
7	2009.12.02 00:00	buy	4	0.10	1.00084	0.00000	0.00000
8	2009.12.02 05:00	close	4	0.10	0.99863	0.00000	0.00000	-22.13	9957.79
9	2009.12.02 05:00	sell	5	0.10	0.99863	0.00000	0.00000
10	2009.12.02 09:00	close	5	0.10	1.00042	0.00000	0.00000	-17.89	9939.90
11	2009.12.02 09:00	buy	6	0.10	1.00042	0.00000	0.00000
12	2009.12.02 10:00	close	6	0.10	0.99875	0.00000	0.00000	-16.72	9923.18
13	2009.12.02 10:00	sell	7	0.10	0.99875	0.00000	0.00000
14	2009.12.02 13:00	close	7	0.10	1.00029	0.00000	0.00000	-15.40	9907.78
15	2009.12.02 13:00	buy	8	0.10	1.00029	0.00000	0.00000
16	2009.12.02 14:00	close	8	0.10	0.99883	0.00000	0.00000	-14.62	9893.16
17	2009.12.02 14:00	sell	9	0.10	0.99883	0.00000	0.00000
18	2009.12.02 15:00	close	9	0.10	1.00075	0.00000	0.00000	-19.19	9873.97
19	2009.12.02 15:00	buy	10	0.10	1.00075	0.00000	0.00000
20	2009.12.03 02:00	close	10	0.10	0.99953	0.00000	0.00000	-12.06	9861.91
21	2009.12.03 02:00	sell	11	0.10	0.99953	0.00000	0.00000
22	2009.12.03 16:00	close	11	0.10	1.00080	0.00000	0.00000	-12.69	9849.22
23	2009.12.03 16:00	buy	12	0.10	1.00080	0.00000	0.00000
24	2009.12.04 06:00	close	12	0.10	1.00052	0.00000	0.00000	-2.75	9846.47
25	2009.12.04 06:00	sell	13	0.10	1.00052	0.00000	0.00000
26	2009.12.04 15:00	close	13	0.10	1.00953	0.00000	0.00000	-89.25	9757.22
27	2009.12.04 15:00	buy	14	0.10	1.00953	0.00000	0.00000
28	2009.12.07 04:00	close	14	0.10	1.01468	0.00000	0.00000	50.80	9808.02
29	2009.12.07 04:00	sell	15	0.10	1.01468	0.00000	0.00000
30	2009.12.07 10:00	close	15	0.10	1.02459	0.00000	0.00000	-96.72	9711.30
31	2009.12.07 10:00	buy	16	0.10	1.02459	0.00000	0.00000
32	2009.12.07 18:00	close	16	0.10	1.01986	0.00000	0.00000	-46.38	9664.92
33	2009.12.07 18:00	sell	17	0.10	1.01986	0.00000	0.00000
34	2009.12.08 01:00	close	17	0.10	1.01959	0.00000	0.00000	2.58	9667.50
35	2009.12.08 01:00	buy	18	0.10	1.01959	0.00000	0.00000
36	2009.12.08 03:00	close	18	0.10	1.01726	0.00000	0.00000	-22.90	9644.60
37	2009.12.08 03:00	sell	19	0.10	1.01726	0.00000	0.00000
38	2009.12.08 08:00	close	19	0.10	1.01961	0.00000	0.00000	-23.05	9621.55
39	2009.12.08 08:00	buy	20	0.10	1.01961	0.00000	0.00000
40	2009.12.09 03:00	close	20	0.10	1.02615	0.00000	0.00000	63.78	9685.33
41	2009.12.09 03:00	sell	21	0.10	1.02615	0.00000	0.00000
42	2009.12.09 16:00	close	21	0.10	1.02814	0.00000	0.00000	-19.36	9665.97
43	2009.12.09 16:00	buy	22	0.10	1.02814	0.00000	0.00000
44	2009.12.10 01:00	close	22	0.10	1.02600	0.00000	0.00000	-20.71	9645.26
45	2009.12.10 01:00	sell	23	0.10	1.02600	0.00000	0.00000
46	2009.12.10 06:00	close	23	0.10	1.02881	0.00000	0.00000	-27.31	9617.95
47	2009.12.10 06:00	buy	24	0.10	1.02881	0.00000	0.00000
48	2009.12.10 12:00	close	24	0.10	1.02507	0.00000	0.00000	-36.49	9581.46
49	2009.12.10 12:00	sell	25	0.10	1.02507	0.00000	0.00000
50	2009.12.10 18:00	close	25	0.10	1.02813	0.00000	0.00000	-29.76	9551.70
51	2009.12.10 18:00	buy	26	0.10	1.02813	0.00000	0.00000
52	2009.12.11 00:00	close	26	0.10	1.02573	0.00000	0.00000	-23.35	9528.35
53	2009.12.11 00:00	sell	27	0.10	1.02573	0.00000	0.00000
54	2009.12.11 05:00	close	27	0.10	1.02726	0.00000	0.00000	-14.89	9513.46
55	2009.12.11 05:00	buy	28	0.10	1.02726	0.00000	0.00000
56	2009.12.11 11:00	close	28	0.10	1.02503	0.00000	0.00000	-21.76	9491.70
57	2009.12.11 11:00	sell	29	0.10	1.02503	0.00000	0.00000
58	2009.12.11 16:00	close	29	0.10	1.03335	0.00000	0.00000	-80.51	9411.19
59	2009.12.11 16:00	buy	30	0.10	1.03335	0.00000	0.00000
60	2009.12.14 01:00	close	30	0.10	1.03423	0.00000	0.00000	8.56	9419.75
61	2009.12.14 01:00	sell	31	0.10	1.03423	0.00000	0.00000
62	2009.12.14 14:00	close	31	0.10	1.03403	0.00000	0.00000	1.93	9421.68
63	2009.12.14 14:00	buy	32	0.10	1.03403	0.00000	0.00000
64	2009.12.14 18:00	close	32	0.10	1.03206	0.00000	0.00000	-19.09	9402.59
65	2009.12.14 18:00	sell	33	0.10	1.03206	0.00000	0.00000
66	2009.12.15 03:00	close	33	0.10	1.03331	0.00000	0.00000	-12.17	9390.42
67	2009.12.15 03:00	buy	34	0.10	1.03331	0.00000	0.00000
68	2009.12.16 00:00	close	34	0.10	1.04034	0.00000	0.00000	67.62	9458.04
69	2009.12.16 00:00	sell	35	0.10	1.04034	0.00000	0.00000
70	2009.12.16 05:00	close	35	0.10	1.04285	0.00000	0.00000	-24.07	9433.97
71	2009.12.16 05:00	buy	36	0.10	1.04285	0.00000	0.00000
72	2009.12.16 10:00	close	36	0.10	1.03986	0.00000	0.00000	-28.75	9405.22
73	2009.12.16 10:00	sell	37	0.10	1.03986	0.00000	0.00000
74	2009.12.16 22:00	close	37	0.10	1.03964	0.00000	0.00000	2.12	9407.34
75	2009.12.16 22:00	buy	38	0.10	1.03964	0.00000	0.00000
76	2009.12.17 19:00	close	38	0.10	1.04826	0.00000	0.00000	82.38	9489.71
77	2009.12.17 19:00	sell	39	0.10	1.04826	0.00000	0.00000
78	2009.12.18 10:00	close	39	0.10	1.04193	0.00000	0.00000	60.68	9550.40
79	2009.12.18 10:00	buy	40	0.10	1.04193	0.00000	0.00000
80	2009.12.18 22:00	close	40	0.10	1.04284	0.00000	0.00000	8.73	9559.13
81	2009.12.18 22:00	sell	41	0.10	1.04284	0.00000	0.00000
82	2009.12.21 06:00	close	41	0.10	1.04272	0.00000	0.00000	1.08	9560.21
83	2009.12.21 06:00	buy	42	0.10	1.04272	0.00000	0.00000
84	2009.12.21 09:00	close	42	0.10	1.04132	0.00000	0.00000	-13.44	9546.77
85	2009.12.21 09:00	sell	43	0.10	1.04132	0.00000	0.00000
86	2009.12.21 10:00	close	43	0.10	1.04747	0.00000	0.00000	-58.71	9488.06
87	2009.12.21 10:00	buy	44	0.10	1.04747	0.00000	0.00000
88	2009.12.21 15:00	close	44	0.10	1.04052	0.00000	0.00000	-66.79	9421.27
89	2009.12.21 15:00	sell	45	0.10	1.04052	0.00000	0.00000
90	2009.12.21 19:00	close	45	0.10	1.04467	0.00000	0.00000	-39.73	9381.54
91	2009.12.21 19:00	buy	46	0.10	1.04467	0.00000	0.00000
92	2009.12.22 04:00	close	46	0.10	1.04517	0.00000	0.00000	4.83	9386.37
93	2009.12.22 04:00	sell	47	0.10	1.04517	0.00000	0.00000
94	2009.12.22 08:00	close	47	0.10	1.04744	0.00000	0.00000	-21.67	9364.70
95	2009.12.22 08:00	buy	48	0.10	1.04744	0.00000	0.00000
96	2009.12.22 19:00	close	48	0.10	1.04678	0.00000	0.00000	-6.31	9358.39
97	2009.12.22 19:00	sell	49	0.10	1.04678	0.00000	0.00000
98	2009.12.22 20:00	close	49	0.10	1.04876	0.00000	0.00000	-18.88	9339.51
99	2009.12.22 20:00	buy	50	0.10	1.04876	0.00000	0.00000
100	2009.12.22 21:00	close	50	0.10	1.04804	0.00000	0.00000	-6.87	9332.64
101	2009.12.22 21:00	sell	51	0.10	1.04804	0.00000	0.00000
102	2009.12.22 23:00	close	51	0.10	1.05004	0.00000	0.00000	-19.05	9313.59
103	2009.12.22 23:00	buy	52	0.10	1.05004	0.00000	0.00000
104	2009.12.23 11:00	close	52	0.10	1.04804	0.00000	0.00000	-19.03	9294.56
105	2009.12.23 11:00	sell	53	0.10	1.04804	0.00000	0.00000
106	2009.12.24 01:00	close	53	0.10	1.04025	0.00000	0.00000	74.68	9369.24
107	2009.12.24 01:00	buy	54	0.10	1.04025	0.00000	0.00000
108	2009.12.24 04:00	close	54	0.10	1.03798	0.00000	0.00000	-21.87	9347.37
109	2009.12.24 04:00	sell	55	0.10	1.03798	0.00000	0.00000
110	2009.12.24 18:00	close	55	0.10	1.03800	0.00000	0.00000	-0.19	9347.18
111	2009.12.24 18:00	buy	56	0.10	1.03800	0.00000	0.00000
112	2009.12.28 05:00	close	56	0.10	1.03569	0.00000	0.00000	-22.20	9324.98
113	2009.12.28 05:00	sell	57	0.10	1.03569	0.00000	0.00000
114	2009.12.28 09:00	close	57	0.10	1.03824	0.00000	0.00000	-24.56	9300.42
115	2009.12.28 09:00	buy	58	0.10	1.03824	0.00000	0.00000
116	2009.12.28 12:00	close	58	0.10	1.03517	0.00000	0.00000	-29.66	9270.76
117	2009.12.28 12:00	sell	59	0.10	1.03517	0.00000	0.00000
118	2009.12.28 20:00	close	59	0.10	1.03561	0.00000	0.00000	-4.25	9266.51
119	2009.12.28 20:00	buy	60	0.10	1.03561	0.00000	0.00000
120	2009.12.29 08:00	close	60	0.10	1.03464	0.00000	0.00000	-9.33	9257.18
121	2009.12.29 08:00	sell	61	0.10	1.03464	0.00000	0.00000
122	2009.12.29 17:00	close	61	0.10	1.03343	0.00000	0.00000	11.71	9268.89
123	2009.12.29 17:00	buy	62	0.10	1.03343	0.00000	0.00000
124	2009.12.30 09:00	close	62	0.10	1.03640	0.00000	0.00000	28.71	9297.60
125	2009.12.30 09:00	sell	63	0.10	1.03640	0.00000	0.00000
126	2009.12.30 15:00	close	63	0.10	1.03916	0.00000	0.00000	-26.56	9271.04
127	2009.12.30 15:00	buy	64	0.10	1.03916	0.00000	0.00000
128	2009.12.30 21:00	close	64	0.10	1.03686	0.00000	0.00000	-22.18	9248.86
129	2009.12.30 21:00	sell	65	0.10	1.03686	0.00000	0.00000
130	2009.12.31 16:00	close	65	0.10	1.03427	0.00000	0.00000	24.83	9273.69
131	2009.12.31 16:00	buy	66	0.10	1.03427	0.00000	0.00000
132	2009.12.31 18:57	close at stop	66	0.10	1.03506	0.00000	0.00000	7.63	9281.32