Report Result : 2MA - Desynced Forex Repository

Strategy Tester Report

Download 2MA

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; Slippage=3; FastP=5; SlowP=20;

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

Initial deposit	10000.00
Total net profit	-234.96	Gross profit	908.08	Gross loss	-1143.04
Profit factor	0.79	Expected payoff	-4.12
Absolute drawdown	389.18	Maximal drawdown	726.12 (7.02%)	Relative drawdown	7.02% (726.12)

Total trades	57	Short positions (won %)	29 (24.14%)	Long positions (won %)	28 (21.43%)
		Profit trades (% of total)	13 (22.81%)	Loss trades (% of total)	44 (77.19%)
Largest		profit trade	226.98	loss trade	-87.20
Average		profit trade	69.85	loss trade	-25.98
Maximum		consecutive wins (profit in money)	2 (227.78)	consecutive losses (loss in money)	17 (-397.22)
Maximal		consecutive profit (count of wins)	227.78 (2)	consecutive loss (count of losses)	-397.22 (17)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.50074	0.00000	0.00000
2	2009.12.01 01:00	close	1	0.10	1.50353	0.00000	0.00000	-27.90	9972.10
3	2009.12.01 01:00	buy	2	0.10	1.50353	0.00000	0.00000
4	2009.12.01 07:00	close	2	0.10	1.50001	0.00000	0.00000	-35.20	9936.90
5	2009.12.01 07:00	sell	3	0.10	1.50001	0.00000	0.00000
6	2009.12.01 08:00	close	3	0.10	1.50206	0.00000	0.00000	-20.50	9916.40
7	2009.12.01 08:00	buy	4	0.10	1.50206	0.00000	0.00000
8	2009.12.02 16:00	close	4	0.10	1.50737	0.00000	0.00000	53.12	9969.52
9	2009.12.02 16:00	sell	5	0.10	1.50737	0.00000	0.00000
10	2009.12.03 03:00	close	5	0.10	1.50791	0.00000	0.00000	-5.52	9964.00
11	2009.12.03 03:00	buy	6	0.10	1.50791	0.00000	0.00000
12	2009.12.03 18:00	close	6	0.10	1.50799	0.00000	0.00000	0.80	9964.80
13	2009.12.03 18:00	sell	7	0.10	1.50799	0.00000	0.00000
14	2009.12.08 03:00	close	7	0.10	1.48528	0.00000	0.00000	226.98	10191.78
15	2009.12.08 03:00	buy	8	0.10	1.48528	0.00000	0.00000
16	2009.12.08 04:00	close	8	0.10	1.48400	0.00000	0.00000	-12.80	10178.98
17	2009.12.08 04:00	sell	9	0.10	1.48400	0.00000	0.00000
18	2009.12.08 06:00	close	9	0.10	1.48438	0.00000	0.00000	-3.80	10175.18
19	2009.12.08 06:00	buy	10	0.10	1.48438	0.00000	0.00000
20	2009.12.08 08:00	close	10	0.10	1.48371	0.00000	0.00000	-6.70	10168.48
21	2009.12.08 08:00	sell	11	0.10	1.48371	0.00000	0.00000
22	2009.12.09 12:00	close	11	0.10	1.47667	0.00000	0.00000	70.36	10238.84
23	2009.12.09 12:00	buy	12	0.10	1.47667	0.00000	0.00000
24	2009.12.09 15:00	close	12	0.10	1.47307	0.00000	0.00000	-36.00	10202.84
25	2009.12.09 15:00	sell	13	0.10	1.47307	0.00000	0.00000
26	2009.12.10 01:00	close	13	0.10	1.47360	0.00000	0.00000	-5.42	10197.42
27	2009.12.10 01:00	buy	14	0.10	1.47360	0.00000	0.00000
28	2009.12.10 06:00	close	14	0.10	1.47112	0.00000	0.00000	-24.80	10172.62
29	2009.12.10 06:00	sell	15	0.10	1.47112	0.00000	0.00000
30	2009.12.10 13:00	close	15	0.10	1.47377	0.00000	0.00000	-26.50	10146.12
31	2009.12.10 13:00	buy	16	0.10	1.47377	0.00000	0.00000
32	2009.12.10 18:00	close	16	0.10	1.47142	0.00000	0.00000	-23.50	10122.62
33	2009.12.10 18:00	sell	17	0.10	1.47142	0.00000	0.00000
34	2009.12.10 23:00	close	17	0.10	1.47318	0.00000	0.00000	-17.60	10105.02
35	2009.12.10 23:00	buy	18	0.10	1.47318	0.00000	0.00000
36	2009.12.11 04:00	close	18	0.10	1.47207	0.00000	0.00000	-11.08	10093.94
37	2009.12.11 04:00	sell	19	0.10	1.47207	0.00000	0.00000
38	2009.12.11 05:00	close	19	0.10	1.47275	0.00000	0.00000	-6.80	10087.14
39	2009.12.11 05:00	buy	20	0.10	1.47275	0.00000	0.00000
40	2009.12.11 09:00	close	20	0.10	1.47219	0.00000	0.00000	-5.60	10081.54
41	2009.12.11 09:00	sell	21	0.10	1.47219	0.00000	0.00000
42	2009.12.11 10:00	close	21	0.10	1.47405	0.00000	0.00000	-18.60	10062.94
43	2009.12.11 10:00	buy	22	0.10	1.47405	0.00000	0.00000
44	2009.12.11 16:00	close	22	0.10	1.46533	0.00000	0.00000	-87.20	9975.74
45	2009.12.11 16:00	sell	23	0.10	1.46533	0.00000	0.00000
46	2009.12.14 09:00	close	23	0.10	1.46744	0.00000	0.00000	-21.14	9954.60
47	2009.12.14 09:00	buy	24	0.10	1.46744	0.00000	0.00000
48	2009.12.14 12:00	close	24	0.10	1.46258	0.00000	0.00000	-48.60	9906.00
49	2009.12.14 12:00	sell	25	0.10	1.46258	0.00000	0.00000
50	2009.12.14 23:00	close	25	0.10	1.46574	0.00000	0.00000	-31.60	9874.40
51	2009.12.14 23:00	buy	26	0.10	1.46574	0.00000	0.00000
52	2009.12.15 04:00	close	26	0.10	1.46478	0.00000	0.00000	-9.58	9864.82
53	2009.12.15 04:00	sell	27	0.10	1.46478	0.00000	0.00000
54	2009.12.15 06:00	close	27	0.10	1.46542	0.00000	0.00000	-6.40	9858.42
55	2009.12.15 06:00	buy	28	0.10	1.46542	0.00000	0.00000
56	2009.12.15 07:00	close	28	0.10	1.46374	0.00000	0.00000	-16.80	9841.62
57	2009.12.15 07:00	sell	29	0.10	1.46374	0.00000	0.00000
58	2009.12.16 13:00	close	29	0.10	1.45695	0.00000	0.00000	67.86	9909.48
59	2009.12.16 13:00	buy	30	0.10	1.45695	0.00000	0.00000
60	2009.12.16 20:00	close	30	0.10	1.45396	0.00000	0.00000	-29.90	9879.58
61	2009.12.16 20:00	sell	31	0.10	1.45396	0.00000	0.00000
62	2009.12.18 06:00	close	31	0.10	1.43948	0.00000	0.00000	144.64	10024.22
63	2009.12.18 06:00	buy	32	0.10	1.43948	0.00000	0.00000
64	2009.12.18 14:00	close	32	0.10	1.43356	0.00000	0.00000	-59.20	9965.02
65	2009.12.18 14:00	sell	33	0.10	1.43356	0.00000	0.00000
66	2009.12.21 05:00	close	33	0.10	1.43533	0.00000	0.00000	-17.74	9947.28
67	2009.12.21 05:00	buy	34	0.10	1.43533	0.00000	0.00000
68	2009.12.21 09:00	close	34	0.10	1.43236	0.00000	0.00000	-29.70	9917.58
69	2009.12.21 09:00	sell	35	0.10	1.43236	0.00000	0.00000
70	2009.12.21 14:00	close	35	0.10	1.43591	0.00000	0.00000	-35.50	9882.08
71	2009.12.21 14:00	buy	36	0.10	1.43591	0.00000	0.00000
72	2009.12.21 17:00	close	36	0.10	1.43120	0.00000	0.00000	-47.10	9834.98
73	2009.12.21 17:00	sell	37	0.10	1.43120	0.00000	0.00000
74	2009.12.22 10:00	close	37	0.10	1.43215	0.00000	0.00000	-9.54	9825.44
75	2009.12.22 10:00	buy	38	0.10	1.43215	0.00000	0.00000
76	2009.12.22 13:00	close	38	0.10	1.42810	0.00000	0.00000	-40.50	9784.94
77	2009.12.22 13:00	sell	39	0.10	1.42810	0.00000	0.00000
78	2009.12.23 14:00	close	39	0.10	1.42814	0.00000	0.00000	-0.44	9784.50
79	2009.12.23 14:00	buy	40	0.10	1.42814	0.00000	0.00000
80	2009.12.28 22:00	close	40	0.10	1.43772	0.00000	0.00000	95.90	9880.40
81	2009.12.28 22:00	sell	41	0.10	1.43772	0.00000	0.00000
82	2009.12.29 09:00	close	41	0.10	1.44175	0.00000	0.00000	-40.34	9840.06
83	2009.12.29 09:00	buy	42	0.10	1.44175	0.00000	0.00000
84	2009.12.29 18:00	close	42	0.10	1.43539	0.00000	0.00000	-63.60	9776.46
85	2009.12.29 18:00	sell	43	0.10	1.43539	0.00000	0.00000
86	2009.12.31 01:00	close	43	0.10	1.43412	0.00000	0.00000	12.54	9789.00
87	2009.12.31 01:00	buy	44	0.10	1.43412	0.00000	0.00000
88	2009.12.31 17:00	close	44	0.10	1.43465	0.00000	0.00000	5.30	9794.30
89	2009.12.31 17:00	sell	45	0.10	1.43465	0.00000	0.00000
90	2010.01.04 11:00	close	45	0.10	1.43946	0.00000	0.00000	-48.18	9746.12
91	2010.01.04 11:00	buy	46	0.10	1.43946	0.00000	0.00000
92	2010.01.05 16:00	close	46	0.10	1.44036	0.00000	0.00000	9.02	9755.14
93	2010.01.05 16:00	sell	47	0.10	1.44036	0.00000	0.00000
94	2010.01.06 17:00	close	47	0.10	1.43880	0.00000	0.00000	15.56	9770.70
95	2010.01.06 17:00	buy	48	0.10	1.43880	0.00000	0.00000
96	2010.01.07 08:00	close	48	0.10	1.43678	0.00000	0.00000	-20.14	9750.56
97	2010.01.07 08:00	sell	49	0.10	1.43678	0.00000	0.00000
98	2010.01.08 15:00	close	49	0.10	1.44034	0.00000	0.00000	-35.64	9714.92
99	2010.01.08 15:00	buy	50	0.10	1.44034	0.00000	0.00000
100	2010.01.12 03:00	close	50	0.10	1.44897	0.00000	0.00000	86.34	9801.26
101	2010.01.12 03:00	sell	51	0.10	1.44897	0.00000	0.00000
102	2010.01.12 17:00	close	51	0.10	1.45388	0.00000	0.00000	-49.10	9752.16
103	2010.01.12 17:00	buy	52	0.10	1.45388	0.00000	0.00000
104	2010.01.12 22:00	close	52	0.10	1.44888	0.00000	0.00000	-50.00	9702.16
105	2010.01.12 22:00	sell	53	0.10	1.44888	0.00000	0.00000
106	2010.01.13 11:00	close	53	0.10	1.45011	0.00000	0.00000	-12.34	9689.82
107	2010.01.13 11:00	buy	54	0.10	1.45011	0.00000	0.00000
108	2010.01.14 00:00	close	54	0.10	1.44990	0.00000	0.00000	-2.04	9687.78
109	2010.01.14 00:00	sell	55	0.10	1.44990	0.00000	0.00000
110	2010.01.14 01:00	close	55	0.10	1.45231	0.00000	0.00000	-24.10	9663.68
111	2010.01.14 01:00	buy	56	0.10	1.45231	0.00000	0.00000
112	2010.01.14 11:00	close	56	0.10	1.45048	0.00000	0.00000	-18.30	9645.38
113	2010.01.14 11:00	sell	57	0.10	1.45048	0.00000	0.00000
114	2010.01.15 22:57	close at stop	57	0.10	1.43851	0.00000	0.00000	119.66	9765.04