Report Result : CrossMA - Desynced Forex Repository

Strategy Tester Report

Download CrossMA

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=0; MovingPeriod1=4; AtrPer=6; SndMl=false;

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

Initial deposit	10000.00
Total net profit	-705.65	Gross profit	711.25	Gross loss	-1416.90
Profit factor	0.50	Expected payoff	-12.38
Absolute drawdown	774.85	Maximal drawdown	838.10 (8.33%)	Relative drawdown	8.33% (838.10)

Total trades	57	Short positions (won %)	33 (27.27%)	Long positions (won %)	24 (16.67%)
		Profit trades (% of total)	13 (22.81%)	Loss trades (% of total)	44 (77.19%)
Largest		profit trade	162.40	loss trade	-86.80
Average		profit trade	54.71	loss trade	-32.20
Maximum		consecutive wins (profit in money)	2 (172.15)	consecutive losses (loss in money)	13 (-395.60)
Maximal		consecutive profit (count of wins)	172.15 (2)	consecutive loss (count of losses)	-395.60 (13)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.20	1.50373	1.50161	0.00000
2	2009.12.01 01:50	s/l	1	0.20	1.50161	1.50161	0.00000	-42.40	9957.60
3	2009.12.01 08:00	sell	2	0.20	1.50198	1.50442	0.00000
4	2009.12.01 09:10	s/l	2	0.20	1.50442	1.50442	0.00000	-48.80	9908.80
5	2009.12.01 10:00	buy	3	0.10	1.50705	1.50432	0.00000
6	2009.12.02 00:00	close	3	0.10	1.50748	1.50432	0.00000	4.25	9913.05
7	2009.12.02 07:00	buy	4	0.20	1.50915	1.50749	0.00000
8	2009.12.02 08:20	s/l	4	0.20	1.50749	1.50749	0.00000	-33.20	9879.85
9	2009.12.02 15:00	sell	5	0.20	1.50750	1.50943	0.00000
10	2009.12.02 16:20	s/l	5	0.20	1.50943	1.50943	0.00000	-38.60	9841.25
11	2009.12.03 02:00	buy	6	0.10	1.50806	1.50655	0.00000
12	2009.12.03 15:20	s/l	6	0.10	1.50655	1.50655	0.00000	-15.10	9826.15
13	2009.12.03 17:00	sell	7	0.10	1.50874	1.51168	0.00000
14	2009.12.04 09:00	close	7	0.10	1.50872	1.51168	0.00000	0.10	9826.25
15	2009.12.04 15:00	sell	8	0.20	1.49426	1.49790	0.00000
16	2009.12.07 04:00	close	8	0.20	1.48912	1.49790	0.00000	102.60	9928.85
17	2009.12.07 10:00	sell	9	0.20	1.47670	1.48012	0.00000
18	2009.12.07 10:45	s/l	9	0.20	1.48012	1.48012	0.00000	-68.40	9860.45
19	2009.12.07 19:00	buy	10	0.20	1.48501	1.48093	0.00000
20	2009.12.07 21:32	s/l	10	0.20	1.48093	1.48093	0.00000	-81.60	9778.85
21	2009.12.08 09:00	sell	11	0.10	1.47952	1.48206	0.00000
22	2009.12.08 09:40	s/l	11	0.10	1.48206	1.48206	0.00000	-25.40	9753.45
23	2009.12.09 04:00	buy	12	0.10	1.47353	1.47070	0.00000
24	2009.12.09 07:20	s/l	12	0.10	1.47070	1.47070	0.00000	-28.30	9725.15
25	2009.12.09 16:00	sell	13	0.10	1.47127	1.47445	0.00000
26	2009.12.09 16:45	s/l	13	0.10	1.47445	1.47445	0.00000	-31.80	9693.35
27	2009.12.10 00:00	buy	14	0.10	1.47408	1.47174	0.00000
28	2009.12.10 05:20	s/l	14	0.10	1.47174	1.47174	0.00000	-23.40	9669.95
29	2009.12.10 07:00	sell	15	0.10	1.47011	1.47203	0.00000
30	2009.12.10 07:45	s/l	15	0.10	1.47203	1.47203	0.00000	-19.20	9650.75
31	2009.12.10 13:00	buy	16	0.10	1.47397	1.47130	0.00000
32	2009.12.10 16:20	s/l	16	0.10	1.47130	1.47130	0.00000	-26.70	9624.05
33	2009.12.10 19:00	sell	17	0.10	1.47096	1.47351	0.00000
34	2009.12.10 20:20	s/l	17	0.10	1.47351	1.47351	0.00000	-25.50	9598.55
35	2009.12.11 00:00	buy	18	0.10	1.47337	1.47175	0.00000
36	2009.12.11 03:15	s/l	18	0.10	1.47175	1.47175	0.00000	-16.20	9582.35
37	2009.12.11 06:00	sell	19	0.10	1.47255	1.47402	0.00000
38	2009.12.11 07:00	close	19	0.10	1.47400	1.47402	0.00000	-14.50	9567.85
39	2009.12.11 09:00	sell	20	0.10	1.47219	1.47383	0.00000
40	2009.12.11 09:15	s/l	20	0.10	1.47383	1.47383	0.00000	-16.40	9551.45
41	2009.12.11 10:00	buy	21	0.10	1.47425	1.47243	0.00000
42	2009.12.11 14:59	s/l	21	0.10	1.47243	1.47243	0.00000	-18.20	9533.25
43	2009.12.11 16:00	sell	22	0.10	1.46533	1.46889	0.00000
44	2009.12.14 04:00	close	22	0.10	1.46374	1.46889	0.00000	15.80	9549.05
45	2009.12.14 13:00	sell	23	0.20	1.46298	1.46582	0.00000
46	2009.12.14 16:50	s/l	23	0.20	1.46582	1.46582	0.00000	-56.80	9492.25
47	2009.12.14 19:00	buy	24	0.20	1.46596	1.46372	0.00000
48	2009.12.15 05:00	close	24	0.20	1.46495	1.46372	0.00000	-20.30	9471.95
49	2009.12.16 01:00	buy	25	0.10	1.45436	1.45318	0.00000
50	2009.12.16 01:15	s/l	25	0.10	1.45318	1.45318	0.00000	-11.80	9460.15
51	2009.12.16 08:00	sell	26	0.10	1.45506	1.45663	0.00000
52	2009.12.16 11:00	close	26	0.10	1.45576	1.45663	0.00000	-7.00	9453.15
53	2009.12.16 21:00	sell	27	0.10	1.45148	1.45472	0.00000
54	2009.12.18 00:00	close	27	0.10	1.43520	1.45472	0.00000	162.40	9615.55
55	2009.12.18 01:00	sell	28	0.20	1.43427	1.43641	0.00000
56	2009.12.18 02:00	close	28	0.20	1.43460	1.43641	0.00000	-6.60	9608.95
57	2009.12.18 14:00	sell	29	0.20	1.43356	1.43610	0.00000
58	2009.12.21 01:00	close	29	0.20	1.43328	1.43610	0.00000	5.40	9614.35
59	2009.12.21 10:00	sell	30	0.20	1.42914	1.43133	0.00000
60	2009.12.21 10:45	s/l	30	0.20	1.43133	1.43133	0.00000	-43.80	9570.55
61	2009.12.21 14:00	buy	31	0.20	1.43611	1.43328	0.00000
62	2009.12.21 15:50	s/l	31	0.20	1.43328	1.43328	0.00000	-56.60	9513.95
63	2009.12.21 18:00	sell	32	0.10	1.43177	1.43435	0.00000
64	2009.12.22 05:00	close	32	0.10	1.42934	1.43435	0.00000	24.20	9538.15
65	2009.12.22 14:00	sell	33	0.20	1.42729	1.42951	0.00000
66	2009.12.22 14:40	s/l	33	0.20	1.42951	1.42951	0.00000	-44.40	9493.75
67	2009.12.23 03:00	buy	34	0.20	1.42744	1.42614	0.00000
68	2009.12.23 03:45	s/l	34	0.20	1.42614	1.42614	0.00000	-26.00	9467.75
69	2009.12.23 07:00	sell	35	0.10	1.42527	1.42701	0.00000
70	2009.12.23 08:20	s/l	35	0.10	1.42701	1.42701	0.00000	-17.40	9450.35
71	2009.12.23 14:00	buy	36	0.10	1.42834	1.42621	0.00000
72	2009.12.24 18:00	close	36	0.10	1.43653	1.42621	0.00000	81.75	9532.10
73	2009.12.28 05:00	buy	37	0.20	1.43924	1.43725	0.00000
74	2009.12.28 19:00	close	37	0.20	1.43829	1.43725	0.00000	-19.00	9513.10
75	2009.12.29 09:00	buy	38	0.20	1.44195	1.44010	0.00000
76	2009.12.29 17:05	s/l	38	0.20	1.44010	1.44010	0.00000	-37.00	9476.10
77	2009.12.29 18:00	sell	39	0.10	1.43539	1.43872	0.00000
78	2009.12.30 09:00	close	39	0.10	1.43575	1.43872	0.00000	-3.70	9472.40
79	2009.12.30 16:00	sell	40	0.10	1.42973	1.43229	0.00000
80	2009.12.30 18:05	s/l	40	0.10	1.43229	1.43229	0.00000	-25.60	9446.80
81	2009.12.30 21:00	buy	41	0.10	1.43358	1.43095	0.00000
82	2009.12.31 16:00	close	41	0.10	1.43688	1.43095	0.00000	32.85	9479.65
83	2010.01.04 10:00	buy	42	0.20	1.43399	1.43128	0.00000
84	2010.01.05 00:00	close	42	0.20	1.44096	1.43128	0.00000	139.30	9618.95
85	2010.01.05 03:00	buy	43	0.20	1.44217	1.44037	0.00000
86	2010.01.05 09:50	s/l	43	0.20	1.44037	1.44037	0.00000	-36.00	9582.95
87	2010.01.05 12:00	sell	44	0.20	1.44176	1.44478	0.00000
88	2010.01.05 13:45	s/l	44	0.20	1.44478	1.44478	0.00000	-60.40	9522.55
89	2010.01.06 12:00	buy	45	0.10	1.43780	1.43411	0.00000
90	2010.01.06 13:02	s/l	45	0.10	1.43411	1.43411	0.00000	-36.90	9485.65
91	2010.01.07 07:00	sell	46	0.10	1.43902	1.44101	0.00000
92	2010.01.08 10:00	close	46	0.10	1.43316	1.44101	0.00000	58.50	9544.15
93	2010.01.08 14:00	sell	47	0.20	1.42878	1.43091	0.00000
94	2010.01.08 14:35	s/l	47	0.20	1.43091	1.43091	0.00000	-42.60	9501.55
95	2010.01.08 15:00	buy	48	0.20	1.44054	1.43620	0.00000
96	2010.01.08 15:45	s/l	48	0.20	1.43620	1.43620	0.00000	-86.80	9414.75
97	2010.01.11 21:00	sell	49	0.10	1.45188	1.45484	0.00000
98	2010.01.12 10:00	close	49	0.10	1.44855	1.45484	0.00000	33.20	9447.95
99	2010.01.12 13:00	sell	50	0.20	1.44795	1.45084	0.00000
100	2010.01.12 14:00	close	50	0.20	1.45015	1.45084	0.00000	-44.00	9403.95
101	2010.01.12 15:00	sell	51	0.20	1.44703	1.44991	0.00000
102	2010.01.12 15:40	s/l	51	0.20	1.44991	1.44991	0.00000	-57.60	9346.35
103	2010.01.12 17:00	buy	52	0.10	1.45408	1.45033	0.00000
104	2010.01.12 18:50	s/l	52	0.10	1.45033	1.45033	0.00000	-37.50	9308.85
105	2010.01.12 22:00	sell	53	0.10	1.44888	1.45085	0.00000
106	2010.01.13 08:00	close	53	0.10	1.45052	1.45085	0.00000	-16.50	9292.35
107	2010.01.13 19:00	sell	54	0.10	1.45042	1.45360	0.00000
108	2010.01.14 01:46	s/l	54	0.10	1.45360	1.45360	0.00000	-32.10	9260.25
109	2010.01.14 03:00	buy	55	0.10	1.45395	1.45231	0.00000
110	2010.01.14 09:15	s/l	55	0.10	1.45231	1.45231	0.00000	-16.40	9243.85
111	2010.01.14 11:00	sell	56	0.10	1.45048	1.45285	0.00000
112	2010.01.14 21:00	close	56	0.10	1.45052	1.45285	0.00000	-0.40	9243.45
113	2010.01.15 03:00	sell	57	0.10	1.44380	1.44598	0.00000
114	2010.01.15 22:57	close at stop	57	0.10	1.43871	1.44598	0.00000	50.90	9294.35