Report Result : 5_8MACROSSv2 - Desynced Forex Repository

Strategy Tester Report

Download 5_8MACROSSv2

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; 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	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-17.56	Gross profit	247.72	Gross loss	-265.28
Profit factor	0.93	Expected payoff	-0.26
Absolute drawdown	192.74	Maximal drawdown	329.36 (3.25%)	Relative drawdown	3.25% (329.36)

Total trades	67	Short positions (won %)	37 (91.89%)	Long positions (won %)	30 (93.33%)
		Profit trades (% of total)	62 (92.54%)	Loss trades (% of total)	5 (7.46%)
Largest		profit trade	4.00	loss trade	-127.38
Average		profit trade	4.00	loss trade	-53.06
Maximum		consecutive wins (profit in money)	21 (84.00)	consecutive losses (loss in money)	2 (-103.62)
Maximal		consecutive profit (count of wins)	84.00 (21)	consecutive loss (count of losses)	-127.38 (1)
Average		consecutive wins	16	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:00	sell	1	0.10	1.50102	0.00000	1.50062
2	2009.12.01 06:05	t/p	1	0.10	1.50062	0.00000	1.50062	4.00	10004.00
3	2009.12.01 23:00	sell	2	0.10	1.50796	0.00000	1.50756
4	2009.12.01 23:50	t/p	2	0.10	1.50756	0.00000	1.50756	4.00	10008.00
5	2009.12.02 05:00	buy	3	0.10	1.50918	0.00000	1.50958
6	2009.12.02 06:20	t/p	3	0.10	1.50958	0.00000	1.50958	4.00	10012.00
7	2009.12.03 01:00	buy	4	0.10	1.50676	0.00000	1.50716
8	2009.12.03 01:10	t/p	4	0.10	1.50716	0.00000	1.50716	4.00	10016.00
9	2009.12.03 15:00	sell	5	0.10	1.50890	0.00000	1.50850
10	2009.12.03 15:15	t/p	5	0.10	1.50850	0.00000	1.50850	4.00	10020.00
11	2009.12.04 13:00	sell	6	0.10	1.50622	0.00000	1.50582
12	2009.12.04 14:20	t/p	6	0.10	1.50582	0.00000	1.50582	4.00	10024.00
13	2009.12.07 02:00	buy	7	0.10	1.48781	0.00000	1.48821
14	2009.12.07 02:10	t/p	7	0.10	1.48821	0.00000	1.48821	4.00	10028.00
15	2009.12.07 09:00	sell	8	0.10	1.48752	0.00000	1.48712
16	2009.12.07 09:05	t/p	8	0.10	1.48712	0.00000	1.48712	4.00	10032.00
17	2009.12.07 17:00	buy	9	0.10	1.48288	0.00000	1.48328
18	2009.12.07 18:40	t/p	9	0.10	1.48328	0.00000	1.48328	4.00	10036.00
19	2009.12.08 00:00	sell	10	0.10	1.48280	0.00000	1.48240
20	2009.12.08 01:20	t/p	10	0.10	1.48240	0.00000	1.48240	4.00	10040.00
21	2009.12.08 08:00	sell	11	0.10	1.48371	0.00000	1.48331
22	2009.12.08 08:10	t/p	11	0.10	1.48331	0.00000	1.48331	4.00	10044.00
23	2009.12.09 08:00	sell	12	0.10	1.46986	0.00000	1.46946
24	2009.12.09 08:07	t/p	12	0.10	1.46946	0.00000	1.46946	4.00	10048.00
25	2009.12.09 09:00	sell	13	0.10	1.47139	0.00000	1.47099
26	2009.12.09 15:20	t/p	13	0.10	1.47099	0.00000	1.47099	4.00	10052.00
27	2009.12.09 16:00	sell	14	0.10	1.47127	0.00000	1.47087
28	2009.12.09 18:15	t/p	14	0.10	1.47087	0.00000	1.47087	4.00	10056.00
29	2009.12.10 12:00	buy	15	0.10	1.47419	0.00000	1.47459
30	2009.12.10 12:20	t/p	15	0.10	1.47459	0.00000	1.47459	4.00	10060.00
31	2009.12.10 18:00	sell	16	0.10	1.47142	0.00000	1.47102
32	2009.12.10 18:20	t/p	16	0.10	1.47102	0.00000	1.47102	4.00	10064.00
33	2009.12.10 23:00	buy	17	0.10	1.47321	0.00000	1.47361
34	2009.12.11 04:00	close	17	0.10	1.47207	0.00000	1.47361	-11.38	10052.62
35	2009.12.11 04:00	sell	18	0.10	1.47207	0.00000	1.47167
36	2009.12.11 04:03	t/p	18	0.10	1.47167	0.00000	1.47167	4.00	10056.62
37	2009.12.11 05:00	sell	19	0.10	1.47267	0.00000	1.47227
38	2009.12.11 05:50	t/p	19	0.10	1.47227	0.00000	1.47227	4.00	10060.62
39	2009.12.11 07:00	buy	20	0.10	1.47383	0.00000	1.47423
40	2009.12.11 09:20	t/p	20	0.10	1.47423	0.00000	1.47423	4.00	10064.62
41	2009.12.11 15:00	sell	21	0.10	1.47070	0.00000	1.47030
42	2009.12.11 15:13	t/p	21	0.10	1.47030	0.00000	1.47030	4.00	10068.62
43	2009.12.14 02:00	buy	22	0.10	1.46247	0.00000	1.46287
44	2009.12.14 02:15	t/p	22	0.10	1.46287	0.00000	1.46287	4.00	10072.62
45	2009.12.14 12:00	sell	23	0.10	1.46258	0.00000	1.46218
46	2009.12.14 12:32	t/p	23	0.10	1.46218	0.00000	1.46218	4.00	10076.62
47	2009.12.16 00:00	buy	24	0.10	1.45378	0.00000	1.45418
48	2009.12.16 00:20	t/p	24	0.10	1.45418	0.00000	1.45418	4.00	10080.62
49	2009.12.16 05:00	sell	25	0.10	1.45302	0.00000	1.45262
50	2009.12.16 05:02	t/p	25	0.10	1.45262	0.00000	1.45262	4.00	10084.62
51	2009.12.16 10:00	buy	26	0.10	1.45480	0.00000	1.45520
52	2009.12.16 10:02	t/p	26	0.10	1.45520	0.00000	1.45520	4.00	10088.62
53	2009.12.16 19:00	sell	27	0.10	1.45366	0.00000	1.45326
54	2009.12.16 20:20	t/p	27	0.10	1.45326	0.00000	1.45326	4.00	10092.62
55	2009.12.17 23:00	buy	28	0.10	1.43386	0.00000	1.43426
56	2009.12.17 23:40	t/p	28	0.10	1.43426	0.00000	1.43426	4.00	10096.62
57	2009.12.18 22:00	buy	29	0.10	1.43350	0.00000	1.43390
58	2009.12.18 22:15	t/p	29	0.10	1.43390	0.00000	1.43390	4.00	10100.62
59	2009.12.21 09:00	sell	30	0.10	1.43236	0.00000	1.43196
60	2009.12.21 09:15	t/p	30	0.10	1.43196	0.00000	1.43196	4.00	10104.62
61	2009.12.21 14:00	buy	31	0.10	1.43594	0.00000	1.43634
62	2009.12.21 14:03	t/p	31	0.10	1.43634	0.00000	1.43634	4.00	10108.62
63	2009.12.21 18:00	sell	32	0.10	1.43177	0.00000	1.43137
64	2009.12.21 18:40	t/p	32	0.10	1.43137	0.00000	1.43137	4.00	10112.62
65	2009.12.22 04:00	buy	33	0.10	1.42948	0.00000	1.42988
66	2009.12.22 06:50	t/p	33	0.10	1.42988	0.00000	1.42988	4.00	10116.62
67	2009.12.22 13:00	sell	34	0.10	1.42810	0.00000	1.42770
68	2009.12.22 13:45	t/p	34	0.10	1.42770	0.00000	1.42770	4.00	10120.62
69	2009.12.23 04:00	buy	35	0.10	1.42536	0.00000	1.42576
70	2009.12.23 04:50	t/p	35	0.10	1.42576	0.00000	1.42576	4.00	10124.62
71	2009.12.23 06:00	sell	36	0.10	1.42470	0.00000	1.42430
72	2009.12.23 07:00	sell	37	0.10	1.42527	0.00000	1.42487
73	2009.12.23 07:20	t/p	37	0.10	1.42487	0.00000	1.42487	4.00	10128.62
74	2009.12.23 10:50	t/p	36	0.10	1.42430	0.00000	1.42430	4.00	10132.62
75	2009.12.23 12:00	buy	38	0.10	1.42570	0.00000	1.42610
76	2009.12.23 12:20	t/p	38	0.10	1.42610	0.00000	1.42610	4.00	10136.62
77	2009.12.23 13:00	sell	39	0.10	1.42498	0.00000	1.42458
78	2009.12.24 00:00	sell	40	0.10	1.43284	0.00000	1.43244
79	2009.12.24 01:00	sell	41	0.10	1.43349	0.00000	1.43309
80	2009.12.24 03:00	close	39	0.10	1.43441	0.00000	1.42458	-94.42	10042.20
81	2009.12.24 03:00	close	41	0.10	1.43441	0.00000	1.43309	-9.20	10033.00
82	2009.12.24 03:00	buy	42	0.10	1.43441	0.00000	1.43481
83	2009.12.24 03:15	t/p	42	0.10	1.43481	0.00000	1.43481	4.00	10037.00
84	2009.12.24 17:00	sell	43	0.10	1.43561	0.00000	1.43521
85	2009.12.28 18:00	sell	44	0.10	1.43899	0.00000	1.43859
86	2009.12.28 18:59	t/p	44	0.10	1.43859	0.00000	1.43859	4.00	10041.00
87	2009.12.29 17:00	sell	45	0.10	1.44049	0.00000	1.44009
88	2009.12.29 17:05	t/p	45	0.10	1.44009	0.00000	1.44009	4.00	10045.00
89	2009.12.29 17:20	t/p	43	0.10	1.43521	0.00000	1.43521	3.88	10048.88
90	2009.12.30 01:50	t/p	40	0.10	1.43244	0.00000	1.43244	3.84	10052.72
91	2009.12.30 08:00	buy	46	0.10	1.43408	0.00000	1.43448
92	2009.12.30 08:20	t/p	46	0.10	1.43448	0.00000	1.43448	4.00	10056.72
93	2009.12.30 20:00	buy	47	0.10	1.43380	0.00000	1.43420
94	2009.12.30 20:33	t/p	47	0.10	1.43420	0.00000	1.43420	4.00	10060.72
95	2009.12.31 15:00	sell	48	0.10	1.43989	0.00000	1.43949
96	2009.12.31 15:20	t/p	48	0.10	1.43949	0.00000	1.43949	4.00	10064.72
97	2010.01.04 09:00	buy	49	0.10	1.43047	0.00000	1.43087
98	2010.01.04 09:02	t/p	49	0.10	1.43087	0.00000	1.43087	4.00	10068.72
99	2010.01.04 21:00	sell	50	0.10	1.44111	0.00000	1.44071
100	2010.01.04 22:33	t/p	50	0.10	1.44071	0.00000	1.44071	4.00	10072.72
101	2010.01.05 01:00	buy	51	0.10	1.44246	0.00000	1.44286
102	2010.01.05 01:15	t/p	51	0.10	1.44286	0.00000	1.44286	4.00	10076.72
103	2010.01.05 02:00	buy	52	0.10	1.44193	0.00000	1.44233
104	2010.01.05 02:02	t/p	52	0.10	1.44233	0.00000	1.44233	4.00	10080.72
105	2010.01.05 12:00	sell	53	0.10	1.44176	0.00000	1.44136
106	2010.01.05 12:10	t/p	53	0.10	1.44136	0.00000	1.44136	4.00	10084.72
107	2010.01.06 11:00	buy	54	0.10	1.43782	0.00000	1.43822
108	2010.01.06 16:20	t/p	54	0.10	1.43822	0.00000	1.43822	4.00	10088.72
109	2010.01.07 06:00	sell	55	0.10	1.43992	0.00000	1.43952
110	2010.01.07 06:33	t/p	55	0.10	1.43952	0.00000	1.43952	4.00	10092.72
111	2010.01.08 13:00	sell	56	0.10	1.43017	0.00000	1.42977
112	2010.01.08 13:03	t/p	56	0.10	1.42977	0.00000	1.42977	4.00	10096.72
113	2010.01.11 19:00	sell	57	0.10	1.45081	0.00000	1.45041
114	2010.01.11 20:00	close	57	0.10	1.45310	0.00000	1.45041	-22.90	10073.82
115	2010.01.11 20:00	buy	58	0.10	1.45310	0.00000	1.45350
116	2010.01.11 20:02	t/p	58	0.10	1.45350	0.00000	1.45350	4.00	10077.82
117	2010.01.11 21:00	sell	59	0.10	1.45188	0.00000	1.45148
118	2010.01.11 22:20	t/p	59	0.10	1.45148	0.00000	1.45148	4.00	10081.82
119	2010.01.12 09:00	buy	60	0.10	1.45066	0.00000	1.45106
120	2010.01.12 09:02	t/p	60	0.10	1.45106	0.00000	1.45106	4.00	10085.82
121	2010.01.12 13:00	sell	61	0.10	1.44795	0.00000	1.44755
122	2010.01.12 13:02	t/p	61	0.10	1.44755	0.00000	1.44755	4.00	10089.82
123	2010.01.12 14:00	buy	62	0.10	1.44998	0.00000	1.45038
124	2010.01.12 14:02	t/p	62	0.10	1.45038	0.00000	1.45038	4.00	10093.82
125	2010.01.12 16:00	buy	63	0.10	1.45088	0.00000	1.45128
126	2010.01.12 16:15	t/p	63	0.10	1.45128	0.00000	1.45128	4.00	10097.82
127	2010.01.13 06:00	buy	64	0.10	1.44889	0.00000	1.44929
128	2010.01.13 07:20	t/p	64	0.10	1.44929	0.00000	1.44929	4.00	10101.82
129	2010.01.13 18:00	sell	65	0.10	1.44908	0.00000	1.44868
130	2010.01.13 19:20	t/p	65	0.10	1.44868	0.00000	1.44868	4.00	10105.82
131	2010.01.14 01:00	buy	66	0.10	1.45234	0.00000	1.45274
132	2010.01.14 01:07	t/p	66	0.10	1.45274	0.00000	1.45274	4.00	10109.82
133	2010.01.14 20:00	buy	67	0.10	1.45117	0.00000	1.45157
134	2010.01.15 22:57	close at stop	67	0.10	1.43843	0.00000	1.45157	-127.38	9982.44