Report Result : Moving Average - Desynced Forex Repository

Strategy Tester Report

Download Moving Average

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-92.98	Gross profit	1183.04	Gross loss	-1276.02
Profit factor	0.93	Expected payoff	-1.79
Absolute drawdown	389.42	Maximal drawdown	535.84 (5.28%)	Relative drawdown	5.28% (535.84)

Total trades	52	Short positions (won %)	26 (30.77%)	Long positions (won %)	26 (19.23%)
		Profit trades (% of total)	13 (25.00%)	Loss trades (% of total)	39 (75.00%)
Largest		profit trade	209.44	loss trade	-102.36
Average		profit trade	91.00	loss trade	-32.72
Maximum		consecutive wins (profit in money)	2 (189.80)	consecutive losses (loss in money)	7 (-173.54)
Maximal		consecutive profit (count of wins)	209.44 (1)	consecutive loss (count of losses)	-210.30 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.20	1.50353	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.20	1.50093	0.00000	0.00000	-52.00	9948.00
3	2009.12.01 03:00	buy	2	0.20	1.50165	0.00000	0.00000
4	2009.12.01 07:00	close	2	0.20	1.50001	0.00000	0.00000	-32.80	9915.20
5	2009.12.01 08:00	buy	3	0.10	1.50206	0.00000	0.00000
6	2009.12.02 03:00	close	3	0.10	1.50785	0.00000	0.00000	57.92	9973.12
7	2009.12.02 04:00	buy	4	0.20	1.50869	0.00000	0.00000
8	2009.12.02 08:00	close	4	0.20	1.50854	0.00000	0.00000	-3.00	9970.12
9	2009.12.02 10:00	buy	5	0.20	1.50950	0.00000	0.00000
10	2009.12.02 13:00	close	5	0.20	1.50849	0.00000	0.00000	-20.20	9949.92
11	2009.12.02 14:00	buy	6	0.10	1.50907	0.00000	0.00000
12	2009.12.02 15:00	close	6	0.10	1.50750	0.00000	0.00000	-15.70	9934.22
13	2009.12.03 02:00	buy	7	0.10	1.50786	0.00000	0.00000
14	2009.12.03 16:00	close	7	0.10	1.50770	0.00000	0.00000	-1.60	9932.62
15	2009.12.04 09:00	buy	8	0.10	1.50852	0.00000	0.00000
16	2009.12.04 10:00	close	8	0.10	1.50668	0.00000	0.00000	-18.40	9914.22
17	2009.12.04 12:00	sell	9	0.10	1.50605	0.00000	0.00000
18	2009.12.04 13:00	close	9	0.10	1.50630	0.00000	0.00000	-2.50	9911.72
19	2009.12.04 15:00	sell	10	0.10	1.49426	0.00000	0.00000
20	2009.12.07 19:00	close	10	0.10	1.48481	0.00000	0.00000	94.46	10006.18
21	2009.12.07 21:00	sell	11	0.20	1.48216	0.00000	0.00000
22	2009.12.07 23:00	close	11	0.20	1.48267	0.00000	0.00000	-10.20	9995.98
23	2009.12.08 09:00	sell	12	0.20	1.47952	0.00000	0.00000
24	2009.12.08 11:00	close	12	0.20	1.48453	0.00000	0.00000	-100.20	9895.78
25	2009.12.08 12:00	sell	13	0.10	1.48345	0.00000	0.00000
26	2009.12.09 09:00	close	13	0.10	1.47147	0.00000	0.00000	119.76	10015.54
27	2009.12.09 16:00	sell	14	0.20	1.47127	0.00000	0.00000
28	2009.12.09 17:00	close	14	0.20	1.47456	0.00000	0.00000	-65.80	9949.74
29	2009.12.09 18:00	sell	15	0.20	1.47237	0.00000	0.00000
30	2009.12.10 00:00	close	15	0.20	1.47388	0.00000	0.00000	-30.44	9919.30
31	2009.12.10 06:00	sell	16	0.10	1.47112	0.00000	0.00000
32	2009.12.10 12:00	close	16	0.10	1.47416	0.00000	0.00000	-30.40	9888.90
33	2009.12.10 17:00	sell	17	0.10	1.47195	0.00000	0.00000
34	2009.12.10 22:00	close	17	0.10	1.47308	0.00000	0.00000	-11.30	9877.60
35	2009.12.11 03:00	sell	18	0.10	1.47224	0.00000	0.00000
36	2009.12.11 05:00	close	18	0.10	1.47275	0.00000	0.00000	-5.10	9872.50
37	2009.12.11 06:00	sell	19	0.10	1.47255	0.00000	0.00000
38	2009.12.11 07:00	close	19	0.10	1.47380	0.00000	0.00000	-12.50	9860.00
39	2009.12.11 08:00	sell	20	0.10	1.47225	0.00000	0.00000
40	2009.12.11 10:00	close	20	0.10	1.47405	0.00000	0.00000	-18.00	9842.00
41	2009.12.11 15:00	sell	21	0.10	1.47070	0.00000	0.00000
42	2009.12.14 06:00	close	21	0.10	1.46595	0.00000	0.00000	47.46	9889.46
43	2009.12.14 12:00	sell	22	0.20	1.46258	0.00000	0.00000
44	2009.12.14 17:00	close	22	0.20	1.46524	0.00000	0.00000	-53.20	9836.26
45	2009.12.14 18:00	sell	23	0.20	1.46438	0.00000	0.00000
46	2009.12.14 19:00	close	23	0.20	1.46576	0.00000	0.00000	-27.60	9808.66
47	2009.12.14 21:00	sell	24	0.10	1.46476	0.00000	0.00000
48	2009.12.16 06:00	close	24	0.10	1.45378	0.00000	0.00000	109.72	9918.38
49	2009.12.16 07:00	sell	25	0.20	1.45328	0.00000	0.00000
50	2009.12.16 08:00	close	25	0.20	1.45514	0.00000	0.00000	-37.20	9881.18
51	2009.12.16 09:00	sell	26	0.20	1.45182	0.00000	0.00000
52	2009.12.16 10:00	close	26	0.20	1.45477	0.00000	0.00000	-59.00	9822.18
53	2009.12.16 19:00	sell	27	0.10	1.45366	0.00000	0.00000
54	2009.12.18 03:00	close	27	0.10	1.43606	0.00000	0.00000	175.84	9998.02
55	2009.12.18 14:00	sell	28	0.20	1.43356	0.00000	0.00000
56	2009.12.21 04:00	close	28	0.20	1.43435	0.00000	0.00000	-15.88	9982.14
57	2009.12.21 10:00	sell	29	0.20	1.42914	0.00000	0.00000
58	2009.12.21 12:00	close	29	0.20	1.43385	0.00000	0.00000	-94.20	9887.94
59	2009.12.21 17:00	sell	30	0.10	1.43120	0.00000	0.00000
60	2009.12.22 09:00	close	30	0.10	1.43075	0.00000	0.00000	4.46	9892.40
61	2009.12.22 13:00	sell	31	0.20	1.42810	0.00000	0.00000
62	2009.12.22 15:00	close	31	0.20	1.43098	0.00000	0.00000	-57.60	9834.80
63	2009.12.22 16:00	sell	32	0.20	1.42820	0.00000	0.00000
64	2009.12.23 09:00	close	32	0.20	1.42562	0.00000	0.00000	51.52	9886.32
65	2009.12.23 13:00	sell	33	0.20	1.42498	0.00000	0.00000
66	2009.12.23 14:00	close	33	0.20	1.42814	0.00000	0.00000	-63.20	9823.12
67	2009.12.24 18:00	buy	34	0.20	1.43661	0.00000	0.00000
68	2009.12.28 02:00	close	34	0.20	1.43594	0.00000	0.00000	-13.32	9809.80
69	2009.12.28 03:00	buy	35	0.10	1.43883	0.00000	0.00000
70	2009.12.28 06:00	close	35	0.10	1.43760	0.00000	0.00000	-12.30	9797.50
71	2009.12.28 07:00	buy	36	0.10	1.43904	0.00000	0.00000
72	2009.12.29 18:00	close	36	0.10	1.43539	0.00000	0.00000	-36.48	9761.02
73	2009.12.30 09:00	buy	37	0.10	1.43555	0.00000	0.00000
74	2009.12.30 13:00	close	37	0.10	1.43256	0.00000	0.00000	-29.90	9731.12
75	2009.12.30 14:00	buy	38	0.10	1.43405	0.00000	0.00000
76	2009.12.30 15:00	close	38	0.10	1.43218	0.00000	0.00000	-18.70	9712.42
77	2009.12.30 19:00	buy	39	0.10	1.43385	0.00000	0.00000
78	2009.12.31 16:00	close	39	0.10	1.43688	0.00000	0.00000	30.36	9742.78
79	2010.01.04 10:00	buy	40	0.20	1.43379	0.00000	0.00000
80	2010.01.05 12:00	close	40	0.20	1.44176	0.00000	0.00000	159.44	9902.22
81	2010.01.05 14:00	buy	41	0.20	1.44367	0.00000	0.00000
82	2010.01.05 15:00	close	41	0.20	1.44256	0.00000	0.00000	-22.20	9880.02
83	2010.01.06 11:00	buy	42	0.20	1.43779	0.00000	0.00000
84	2010.01.06 13:00	close	42	0.20	1.43476	0.00000	0.00000	-60.60	9819.42
85	2010.01.06 14:00	buy	43	0.10	1.43567	0.00000	0.00000
86	2010.01.07 07:00	close	43	0.10	1.43902	0.00000	0.00000	33.56	9852.98
87	2010.01.08 09:00	buy	44	0.20	1.43186	0.00000	0.00000
88	2010.01.08 12:00	close	44	0.20	1.43015	0.00000	0.00000	-34.20	9818.78
89	2010.01.08 15:00	buy	45	0.20	1.44034	0.00000	0.00000
90	2010.01.11 19:00	close	45	0.20	1.45081	0.00000	0.00000	209.44	10028.22
91	2010.01.11 20:00	buy	46	0.20	1.45307	0.00000	0.00000
92	2010.01.12 13:00	close	46	0.20	1.44795	0.00000	0.00000	-102.36	9925.86
93	2010.01.12 14:00	buy	47	0.20	1.44995	0.00000	0.00000
94	2010.01.12 15:00	close	47	0.20	1.44703	0.00000	0.00000	-58.40	9867.46
95	2010.01.12 16:00	buy	48	0.10	1.45085	0.00000	0.00000
96	2010.01.12 22:00	close	48	0.10	1.44888	0.00000	0.00000	-19.70	9847.76
97	2010.01.13 08:00	buy	49	0.10	1.45032	0.00000	0.00000
98	2010.01.13 09:00	close	49	0.10	1.44838	0.00000	0.00000	-19.40	9828.36
99	2010.01.13 11:00	buy	50	0.10	1.45011	0.00000	0.00000
100	2010.01.13 18:00	close	50	0.10	1.44908	0.00000	0.00000	-10.30	9818.06
101	2010.01.13 19:00	buy	51	0.10	1.45050	0.00000	0.00000
102	2010.01.14 11:00	close	51	0.10	1.45048	0.00000	0.00000	-0.14	9817.92
103	2010.01.15 02:00	sell	52	0.10	1.44742	0.00000	0.00000
104	2010.01.15 22:57	close at stop	52	0.10	1.43851	0.00000	0.00000	89.10	9907.02