Report Result : 5_8MACROSSv2 - Desynced Forex Repository

Strategy Tester Report

Download 5_8MACROSSv2

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=40; mafastperiod=5; mafastshift=-1; 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	-299.54	Gross profit	158.79	Gross loss	-458.33
Profit factor	0.35	Expected payoff	-5.35
Absolute drawdown	419.94	Maximal drawdown	450.17 (4.49%)	Relative drawdown	4.49% (450.17)

Total trades	56	Short positions (won %)	30 (80.00%)	Long positions (won %)	26 (65.38%)
		Profit trades (% of total)	41 (73.21%)	Loss trades (% of total)	15 (26.79%)
Largest		profit trade	4.00	loss trade	-84.49
Average		profit trade	3.87	loss trade	-30.56
Maximum		consecutive wins (profit in money)	12 (47.18)	consecutive losses (loss in money)	3 (-93.24)
Maximal		consecutive profit (count of wins)	47.18 (12)	consecutive loss (count of losses)	-93.24 (3)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:00	sell	1	0.10	1.00395	0.00000	1.00355
2	2009.12.01 08:16	t/p	1	0.10	1.00355	0.00000	1.00355	3.98	10003.98
3	2009.12.02 00:00	buy	2	0.10	1.00084	0.00000	1.00124
4	2009.12.02 09:00	buy	3	0.10	1.00042	0.00000	1.00082
5	2009.12.02 10:00	close	2	0.10	0.99875	0.00000	1.00124	-20.93	9983.05
6	2009.12.02 10:00	sell	4	0.10	0.99875	0.00000	0.99835
7	2009.12.02 17:15	t/p	3	0.10	1.00082	0.00000	1.00082	3.99	9987.04
8	2009.12.03 01:00	sell	5	0.10	1.00049	0.00000	1.00009
9	2009.12.03 04:20	t/p	5	0.10	1.00009	0.00000	1.00009	4.00	9991.04
10	2009.12.03 08:20	t/p	4	0.10	0.99835	0.00000	0.99835	3.80	9994.84
11	2009.12.03 15:00	buy	6	0.10	1.00040	0.00000	1.00080
12	2009.12.03 15:20	t/p	6	0.10	1.00080	0.00000	1.00080	3.99	9998.83
13	2009.12.04 06:00	sell	7	0.10	1.00052	0.00000	1.00012
14	2009.12.04 08:20	t/p	7	0.10	1.00012	0.00000	1.00012	4.00	10002.83
15	2009.12.07 03:00	sell	8	0.10	1.01588	0.00000	1.01548
16	2009.12.07 03:32	t/p	8	0.10	1.01548	0.00000	1.01548	3.93	10006.76
17	2009.12.07 09:00	buy	9	0.10	1.01701	0.00000	1.01741
18	2009.12.07 09:10	t/p	9	0.10	1.01741	0.00000	1.01741	3.93	10010.69
19	2009.12.07 17:00	sell	10	0.10	1.01920	0.00000	1.01880
20	2009.12.07 18:45	t/p	10	0.10	1.01880	0.00000	1.01880	3.93	10014.62
21	2009.12.08 00:00	buy	11	0.10	1.02061	0.00000	1.02101
22	2009.12.08 08:00	buy	12	0.10	1.01961	0.00000	1.02001
23	2009.12.08 08:20	t/p	12	0.10	1.02001	0.00000	1.02001	3.92	10018.54
24	2009.12.08 08:50	t/p	11	0.10	1.02101	0.00000	1.02101	3.91	10022.45
25	2009.12.09 08:00	buy	13	0.10	1.02864	0.00000	1.02904
26	2009.12.09 09:00	buy	14	0.10	1.02753	0.00000	1.02793
27	2009.12.09 18:15	t/p	14	0.10	1.02793	0.00000	1.02793	3.90	10026.35
28	2009.12.09 19:15	t/p	13	0.10	1.02904	0.00000	1.02904	3.88	10030.23
29	2009.12.10 00:00	sell	15	0.10	1.02578	0.00000	1.02538
30	2009.12.10 05:00	close	15	0.10	1.02782	0.00000	1.02538	-19.85	10010.38
31	2009.12.10 05:00	buy	16	0.10	1.02782	0.00000	1.02822
32	2009.12.10 05:50	t/p	16	0.10	1.02822	0.00000	1.02822	3.89	10014.27
33	2009.12.10 18:00	buy	17	0.10	1.02813	0.00000	1.02853
34	2009.12.11 04:00	buy	18	0.10	1.02747	0.00000	1.02787
35	2009.12.11 05:00	buy	19	0.10	1.02726	0.00000	1.02766
36	2009.12.11 07:00	close	17	0.10	1.02557	0.00000	1.02853	-24.91	9989.36
37	2009.12.11 07:00	close	19	0.10	1.02557	0.00000	1.02766	-16.48	9972.88
38	2009.12.11 07:00	sell	20	0.10	1.02557	0.00000	1.02517
39	2009.12.11 10:00	close	18	0.10	1.02595	0.00000	1.02787	-14.82	9958.06
40	2009.12.11 10:00	sell	21	0.10	1.02595	0.00000	1.02555
41	2009.12.11 10:32	t/p	21	0.10	1.02555	0.00000	1.02555	3.90	9961.96
42	2009.12.11 11:37	t/p	20	0.10	1.02517	0.00000	1.02517	3.90	9965.86
43	2009.12.11 15:00	buy	22	0.10	1.02984	0.00000	1.03024
44	2009.12.11 15:20	t/p	22	0.10	1.03024	0.00000	1.03024	3.88	9969.74
45	2009.12.14 01:00	sell	23	0.10	1.03423	0.00000	1.03383
46	2009.12.14 02:20	t/p	23	0.10	1.03383	0.00000	1.03383	3.87	9973.61
47	2009.12.14 12:00	buy	24	0.10	1.03484	0.00000	1.03524
48	2009.12.14 17:00	close	24	0.10	1.03145	0.00000	1.03524	-32.87	9940.74
49	2009.12.14 17:00	sell	25	0.10	1.03145	0.00000	1.03105
50	2009.12.14 18:00	sell	26	0.10	1.03206	0.00000	1.03166
51	2009.12.15 03:00	close	25	0.10	1.03331	0.00000	1.03105	-18.07	9922.67
52	2009.12.15 03:00	buy	27	0.10	1.03331	0.00000	1.03371
53	2009.12.15 06:50	t/p	27	0.10	1.03371	0.00000	1.03371	3.87	9926.54
54	2009.12.15 23:00	sell	28	0.10	1.04024	0.00000	1.03984
55	2009.12.16 10:00	sell	29	0.10	1.03986	0.00000	1.03946
56	2009.12.16 11:20	t/p	28	0.10	1.03984	0.00000	1.03984	3.78	9930.32
57	2009.12.16 11:20	t/p	29	0.10	1.03946	0.00000	1.03946	3.85	9934.17
58	2009.12.16 21:00	close	26	0.10	1.04084	0.00000	1.03166	-84.49	9849.68
59	2009.12.16 21:00	buy	30	0.10	1.04084	0.00000	1.04124
60	2009.12.17 02:40	t/p	30	0.10	1.04124	0.00000	1.04124	3.99	9853.67
61	2009.12.17 19:00	sell	31	0.10	1.04826	0.00000	1.04786
62	2009.12.17 19:50	t/p	31	0.10	1.04786	0.00000	1.04786	3.82	9857.49
63	2009.12.18 10:00	buy	32	0.10	1.04193	0.00000	1.04233
64	2009.12.18 12:15	t/p	32	0.10	1.04233	0.00000	1.04233	3.83	9861.32
65	2009.12.18 21:00	sell	33	0.10	1.04285	0.00000	1.04245
66	2009.12.21 00:00	t/p	33	0.10	1.04245	0.00000	1.04245	3.77	9865.09
67	2009.12.21 06:00	buy	34	0.10	1.04272	0.00000	1.04312
68	2009.12.21 08:00	close	34	0.10	1.04113	0.00000	1.04312	-15.27	9849.82
69	2009.12.21 08:00	sell	35	0.10	1.04113	0.00000	1.04073
70	2009.12.21 13:50	t/p	35	0.10	1.04073	0.00000	1.04073	3.84	9853.66
71	2009.12.21 14:00	sell	36	0.10	1.04008	0.00000	1.03968
72	2009.12.21 18:00	close	36	0.10	1.04529	0.00000	1.03968	-49.84	9803.82
73	2009.12.21 18:00	buy	37	0.10	1.04529	0.00000	1.04569
74	2009.12.21 19:50	t/p	37	0.10	1.04569	0.00000	1.04569	3.82	9807.64
75	2009.12.22 04:00	sell	38	0.10	1.04517	0.00000	1.04477
76	2009.12.22 10:00	sell	39	0.10	1.04473	0.00000	1.04433
77	2009.12.22 20:00	sell	40	0.10	1.04757	0.00000	1.04717
78	2009.12.22 21:00	sell	41	0.10	1.04804	0.00000	1.04764
79	2009.12.22 23:00	close	38	0.10	1.05004	0.00000	1.04477	-46.38	9761.26
80	2009.12.22 23:00	close	40	0.10	1.05004	0.00000	1.04717	-23.52	9737.74
81	2009.12.22 23:00	buy	42	0.10	1.05004	0.00000	1.05044
82	2009.12.23 03:00	close	42	0.10	1.04759	0.00000	1.05044	-23.34	9714.40
83	2009.12.23 03:00	sell	43	0.10	1.04759	0.00000	1.04719
84	2009.12.23 10:00	sell	44	0.10	1.04858	0.00000	1.04818
85	2009.12.23 11:20	t/p	44	0.10	1.04818	0.00000	1.04818	3.82	9718.22
86	2009.12.23 11:50	t/p	41	0.10	1.04764	0.00000	1.04764	3.75	9721.97
87	2009.12.23 11:50	t/p	43	0.10	1.04719	0.00000	1.04719	3.82	9725.79
88	2009.12.23 13:50	t/p	39	0.10	1.04433	0.00000	1.04433	3.76	9729.55
89	2009.12.24 00:00	buy	45	0.10	1.04053	0.00000	1.04093
90	2009.12.24 04:00	close	45	0.10	1.03798	0.00000	1.04093	-24.57	9704.98
91	2009.12.24 04:00	sell	46	0.10	1.03798	0.00000	1.03758
92	2009.12.24 10:20	t/p	46	0.10	1.03758	0.00000	1.03758	3.85	9708.83
93	2009.12.24 17:00	buy	47	0.10	1.03943	0.00000	1.03983
94	2009.12.28 04:00	close	47	0.10	1.03497	0.00000	1.03983	-42.99	9665.84
95	2009.12.28 04:00	sell	48	0.10	1.03497	0.00000	1.03457
96	2009.12.28 10:00	sell	49	0.10	1.03563	0.00000	1.03523
97	2009.12.28 12:00	sell	50	0.10	1.03517	0.00000	1.03477
98	2009.12.28 12:45	t/p	49	0.10	1.03523	0.00000	1.03523	3.87	9669.71
99	2009.12.28 12:50	t/p	48	0.10	1.03457	0.00000	1.03457	3.87	9673.58
100	2009.12.28 12:50	t/p	50	0.10	1.03477	0.00000	1.03477	3.87	9677.45
101	2009.12.28 19:00	buy	51	0.10	1.03556	0.00000	1.03596
102	2009.12.29 01:32	t/p	51	0.10	1.03596	0.00000	1.03596	3.91	9681.36
103	2009.12.29 17:00	buy	52	0.10	1.03343	0.00000	1.03383
104	2009.12.29 17:10	t/p	52	0.10	1.03383	0.00000	1.03383	3.86	9685.22
105	2009.12.30 08:00	sell	53	0.10	1.03766	0.00000	1.03726
106	2009.12.30 08:50	t/p	53	0.10	1.03726	0.00000	1.03726	3.86	9689.08
107	2009.12.30 15:00	buy	54	0.10	1.03916	0.00000	1.03956
108	2009.12.30 15:50	t/p	54	0.10	1.03956	0.00000	1.03956	3.85	9692.93
109	2009.12.30 19:00	sell	55	0.10	1.03627	0.00000	1.03587
110	2009.12.31 02:45	t/p	55	0.10	1.03587	0.00000	1.03587	3.65	9696.59
111	2009.12.31 16:00	buy	56	0.10	1.03427	0.00000	1.03467
112	2009.12.31 16:15	t/p	56	0.10	1.03467	0.00000	1.03467	3.87	9700.46