Report Result : ADX_MA - Desynced Forex Repository

Strategy Tester Report

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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		per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1;

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

Initial deposit	10000.00
Total net profit	148.52	Gross profit	352.32	Gross loss	-203.80
Profit factor	1.73	Expected payoff	2.80
Absolute drawdown	10.80	Maximal drawdown	74.10 (0.72%)	Relative drawdown	0.72% (74.10)

Total trades	53	Short positions (won %)	28 (28.57%)	Long positions (won %)	25 (12.00%)
		Profit trades (% of total)	11 (20.75%)	Loss trades (% of total)	42 (79.25%)
Largest		profit trade	130.02	loss trade	-5.90
Average		profit trade	32.03	loss trade	-4.85
Maximum		consecutive wins (profit in money)	2 (73.70)	consecutive losses (loss in money)	14 (-70.60)
Maximal		consecutive profit (count of wins)	130.02 (1)	consecutive loss (count of losses)	-70.60 (14)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.50083	1.50044	1.51383
2	2009.12.01 00:20	s/l	1	0.10	1.50044	1.50044	1.51383	-3.90	9996.10
3	2009.12.01 07:00	sell	2	0.10	1.50001	1.50060	1.49841
4	2009.12.01 07:07	s/l	2	0.10	1.50060	1.50060	1.49841	-5.90	9990.20
5	2009.12.01 08:00	buy	3	0.10	1.50207	1.50168	1.51507
6	2009.12.01 10:00	modify	3	0.10	1.50207	1.50407	1.51507
7	2009.12.01 12:00	modify	3	0.10	1.50207	1.50479	1.51507
8	2009.12.01 15:00	modify	3	0.10	1.50207	1.50498	1.51507
9	2009.12.01 16:00	modify	3	0.10	1.50207	1.50546	1.51507
10	2009.12.01 17:00	modify	3	0.10	1.50207	1.50653	1.51507
11	2009.12.01 18:00	modify	3	0.10	1.50207	1.50714	1.51507
12	2009.12.01 20:00	modify	3	0.10	1.50207	1.50822	1.51507
13	2009.12.01 21:20	s/l	3	0.10	1.50822	1.50822	1.51507	61.50	10051.70
14	2009.12.02 18:00	sell	4	0.10	1.50580	1.50639	1.50420
15	2009.12.02 18:02	s/l	4	0.10	1.50639	1.50639	1.50420	-5.90	10045.80
16	2009.12.03 01:00	buy	5	0.10	1.50674	1.50635	1.51974
17	2009.12.03 01:07	s/l	5	0.10	1.50635	1.50635	1.51974	-3.90	10041.90
18	2009.12.03 16:00	sell	6	0.10	1.50770	1.50829	1.50610
19	2009.12.03 16:07	t/p	6	0.10	1.50610	1.50829	1.50610	16.00	10057.90
20	2009.12.03 17:00	buy	7	0.10	1.50883	1.50844	1.52183
21	2009.12.03 17:40	s/l	7	0.10	1.50844	1.50844	1.52183	-3.90	10054.00
22	2009.12.03 18:00	sell	8	0.10	1.50799	1.50858	1.50639
23	2009.12.03 19:00	buy	9	0.10	1.50847	1.50808	1.52147
24	2009.12.03 19:03	s/l	9	0.10	1.50808	1.50808	1.52147	-3.90	10050.10
25	2009.12.03 19:20	s/l	8	0.10	1.50858	1.50858	1.50639	-5.90	10044.20
26	2009.12.03 22:00	sell	10	0.10	1.50729	1.50788	1.50569
27	2009.12.03 22:45	t/p	10	0.10	1.50569	1.50788	1.50569	16.00	10060.20
28	2009.12.04 09:00	buy	11	0.10	1.50853	1.50814	1.52153
29	2009.12.04 09:10	s/l	11	0.10	1.50814	1.50814	1.52153	-3.90	10056.30
30	2009.12.04 10:00	sell	12	0.10	1.50668	1.50727	1.50508
31	2009.12.04 10:50	s/l	12	0.10	1.50727	1.50727	1.50508	-5.90	10050.40
32	2009.12.04 15:00	sell	13	0.10	1.49426	1.49485	1.49266
33	2009.12.04 15:02	t/p	13	0.10	1.49266	1.49485	1.49266	16.00	10066.40
34	2009.12.10 12:00	buy	14	0.10	1.47417	1.47378	1.48717
35	2009.12.10 12:02	s/l	14	0.10	1.47378	1.47378	1.48717	-3.90	10062.50
36	2009.12.10 13:00	sell	15	0.10	1.47369	1.47428	1.47209
37	2009.12.10 14:00	modify	15	0.10	1.47369	1.47318	1.47209
38	2009.12.10 14:02	s/l	15	0.10	1.47318	1.47318	1.47209	5.10	10067.60
39	2009.12.10 15:00	buy	16	0.10	1.47405	1.47366	1.48705
40	2009.12.10 16:10	s/l	16	0.10	1.47366	1.47366	1.48705	-3.90	10063.70
41	2009.12.10 17:00	sell	17	0.10	1.47195	1.47254	1.47035
42	2009.12.10 17:02	s/l	17	0.10	1.47254	1.47254	1.47035	-5.90	10057.80
43	2009.12.11 15:00	sell	18	0.10	1.47070	1.47129	1.46910
44	2009.12.11 15:10	s/l	18	0.10	1.47129	1.47129	1.46910	-5.90	10051.90
45	2009.12.16 16:00	buy	19	0.10	1.45776	1.45737	1.47076
46	2009.12.16 16:20	s/l	19	0.10	1.45737	1.45737	1.47076	-3.90	10048.00
47	2009.12.16 19:00	sell	20	0.10	1.45366	1.45425	1.45206
48	2009.12.16 19:10	s/l	20	0.10	1.45425	1.45425	1.45206	-5.90	10042.10
49	2009.12.21 14:00	buy	21	0.10	1.43592	1.43553	1.44892
50	2009.12.21 14:26	s/l	21	0.10	1.43553	1.43553	1.44892	-3.90	10038.20
51	2009.12.21 16:00	sell	22	0.10	1.43332	1.43391	1.43172
52	2009.12.21 16:26	t/p	22	0.10	1.43172	1.43391	1.43172	16.00	10054.20
53	2009.12.22 10:00	buy	23	0.10	1.43216	1.43177	1.44516
54	2009.12.22 10:20	s/l	23	0.10	1.43177	1.43177	1.44516	-3.90	10050.30
55	2009.12.22 11:00	sell	24	0.10	1.43151	1.43210	1.42991
56	2009.12.22 12:00	modify	24	0.10	1.43151	1.43107	1.42991
57	2009.12.22 12:15	t/p	24	0.10	1.42991	1.43107	1.42991	16.00	10066.30
58	2009.12.29 02:00	sell	25	0.10	1.43616	1.43675	1.43456
59	2009.12.29 05:00	modify	25	0.10	1.43616	1.43596	1.43456
60	2009.12.29 05:10	s/l	25	0.10	1.43596	1.43596	1.43456	2.00	10068.30
61	2009.12.29 06:00	buy	26	0.10	1.43739	1.43700	1.45039
62	2009.12.29 06:10	s/l	26	0.10	1.43700	1.43700	1.45039	-3.90	10064.40
63	2009.12.29 18:00	sell	27	0.10	1.43539	1.43598	1.43379
64	2009.12.29 18:02	s/l	27	0.10	1.43598	1.43598	1.43379	-5.90	10058.50
65	2009.12.31 02:00	buy	28	0.10	1.43541	1.43502	1.44841
66	2009.12.31 08:00	modify	28	0.10	1.43541	1.44118	1.44841
67	2009.12.31 08:50	s/l	28	0.10	1.44118	1.44118	1.44841	57.70	10116.20
68	2009.12.31 17:00	sell	29	0.10	1.43465	1.43524	1.43305
69	2009.12.31 17:20	t/p	29	0.10	1.43305	1.43524	1.43305	16.00	10132.20
70	2010.01.04 11:00	buy	30	0.10	1.43947	1.43908	1.45247
71	2010.01.04 11:15	s/l	30	0.10	1.43908	1.43908	1.45247	-3.90	10128.30
72	2010.01.05 17:00	buy	31	0.10	1.44174	1.44135	1.45474
73	2010.01.05 17:15	s/l	31	0.10	1.44135	1.44135	1.45474	-3.90	10124.40
74	2010.01.05 18:00	sell	32	0.10	1.44007	1.44066	1.43847
75	2010.01.05 18:07	s/l	32	0.10	1.44066	1.44066	1.43847	-5.90	10118.50
76	2010.01.06 11:00	buy	33	0.10	1.43780	1.43741	1.45080
77	2010.01.06 11:05	s/l	33	0.10	1.43741	1.43741	1.45080	-3.90	10114.60
78	2010.01.06 13:00	sell	34	0.10	1.43476	1.43535	1.43316
79	2010.01.06 13:45	s/l	34	0.10	1.43535	1.43535	1.43316	-5.90	10108.70
80	2010.01.06 17:00	buy	35	0.10	1.43881	1.43842	1.45181
81	2010.01.06 17:07	s/l	35	0.10	1.43842	1.43842	1.45181	-3.90	10104.80
82	2010.01.07 08:00	sell	36	0.10	1.43678	1.43737	1.43518
83	2010.01.07 08:15	s/l	36	0.10	1.43737	1.43737	1.43518	-5.90	10098.90
84	2010.01.08 15:00	buy	37	0.10	1.44035	1.43996	1.45335
85	2010.01.08 15:10	s/l	37	0.10	1.43996	1.43996	1.45335	-3.90	10095.00
86	2010.01.08 17:00	sell	38	0.10	1.43248	1.43307	1.43088
87	2010.01.08 17:10	s/l	38	0.10	1.43307	1.43307	1.43088	-5.90	10089.10
88	2010.01.08 18:00	buy	39	0.10	1.43560	1.43521	1.44860
89	2010.01.08 19:00	modify	39	0.10	1.43560	1.43655	1.44860
90	2010.01.08 20:00	modify	39	0.10	1.43560	1.43963	1.44860
91	2010.01.11 01:00	modify	39	0.10	1.43560	1.44366	1.44860
92	2010.01.11 01:45	t/p	39	0.10	1.44860	1.44366	1.44860	130.02	10219.12
93	2010.01.12 15:00	sell	40	0.10	1.44703	1.44762	1.44543
94	2010.01.12 15:10	s/l	40	0.10	1.44762	1.44762	1.44543	-5.90	10213.22
95	2010.01.12 16:00	buy	41	0.10	1.45086	1.45047	1.46386
96	2010.01.12 16:02	s/l	41	0.10	1.45047	1.45047	1.46386	-3.90	10209.32
97	2010.01.12 23:00	sell	42	0.10	1.44848	1.44907	1.44688
98	2010.01.12 23:07	s/l	42	0.10	1.44907	1.44907	1.44688	-5.90	10203.42
99	2010.01.13 00:00	buy	43	0.10	1.44929	1.44890	1.46229
100	2010.01.13 00:03	s/l	43	0.10	1.44890	1.44890	1.46229	-3.90	10199.52
101	2010.01.13 01:00	sell	44	0.10	1.44757	1.44816	1.44597
102	2010.01.13 01:20	s/l	44	0.10	1.44816	1.44816	1.44597	-5.90	10193.62
103	2010.01.13 06:00	buy	45	0.10	1.44887	1.44848	1.46187
104	2010.01.13 06:15	s/l	45	0.10	1.44848	1.44848	1.46187	-3.90	10189.72
105	2010.01.13 10:00	sell	46	0.10	1.44821	1.44880	1.44661
106	2010.01.13 10:10	s/l	46	0.10	1.44880	1.44880	1.44661	-5.90	10183.82
107	2010.01.13 11:00	buy	47	0.10	1.45012	1.44973	1.46312
108	2010.01.13 11:02	s/l	47	0.10	1.44973	1.44973	1.46312	-3.90	10179.92
109	2010.01.13 18:00	sell	48	0.10	1.44908	1.44967	1.44748
110	2010.01.13 18:10	s/l	48	0.10	1.44967	1.44967	1.44748	-5.90	10174.02
111	2010.01.13 19:00	buy	49	0.10	1.45051	1.45012	1.46351
112	2010.01.13 19:10	s/l	49	0.10	1.45012	1.45012	1.46351	-3.90	10170.12
113	2010.01.14 00:00	sell	50	0.10	1.44990	1.45049	1.44830
114	2010.01.14 00:10	s/l	50	0.10	1.45049	1.45049	1.44830	-5.90	10164.22
115	2010.01.14 11:00	sell	51	0.10	1.45048	1.45107	1.44888
116	2010.01.14 11:20	s/l	51	0.10	1.45107	1.45107	1.44888	-5.90	10158.32
117	2010.01.14 20:00	buy	52	0.10	1.45115	1.45076	1.46415
118	2010.01.14 20:10	s/l	52	0.10	1.45076	1.45076	1.46415	-3.90	10154.42
119	2010.01.14 21:00	sell	53	0.10	1.45024	1.45083	1.44864
120	2010.01.14 21:07	s/l	53	0.10	1.45083	1.45083	1.44864	-5.90	10148.52