Report Result : MovingAveragePositionSystem

Strategy Tester Report

Download MovingAveragePositionSystem

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		x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1;

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

Initial deposit	10000.00
Total net profit	66.91	Gross profit	124.95	Gross loss	-58.05
Profit factor	2.15	Expected payoff	16.73
Absolute drawdown	24.03	Maximal drawdown	165.64 (1.63%)	Relative drawdown	1.63% (165.64)

Total trades	4	Short positions (won %)	2 (50.00%)	Long positions (won %)	2 (50.00%)
		Profit trades (% of total)	2 (50.00%)	Loss trades (% of total)	2 (50.00%)
Largest		profit trade	98.04	loss trade	-30.72
Average		profit trade	62.48	loss trade	-29.02
Maximum		consecutive wins (profit in money)	1 (98.04)	consecutive losses (loss in money)	2 (-58.05)
Maximal		consecutive profit (count of wins)	98.04 (1)	consecutive loss (count of losses)	-58.05 (2)
Average		consecutive wins	1	consecutive losses	2

Desynced Forex