Strategy Tester Report
Moving Average Cross
AlpariUS-Demo (Build 229)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2010.10.04 00:00 - 2010.10.29 22:59 (2010.10.02 - 2010.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersExpertSettings="++++++ Expert Settings ++++++"; ExpertID=1; Slippage=5; MaxRetries=10; MACross="+++ Trade Frequency +++"; RunOncePerBar=true; IgnoreInitialSignal=true; TradeOncePerCross=true; CloseOnReverse=true; ExpertSettingsEnd=""; LotSettings="++++++ Lot Sizing ++++++"; MoneyManagement=false; EquityLot="+++ Maximum Risk +++"; EquityPercent=2; FixedLot="+++ Fixed Lot Size +++"; FixedLotSize=0.1; LotSettingsEnd=""; TradeSettings="++++++ Trade Settings ++++++"; StopLoss=0; TakeProfit=0; Distance="+++ MA Cross Distance +++"; MinCrossDistance=0; TradeSettingsEnd=""; MASettings="++++++ Moving Average Settings ++++++"; MAPeriod="+++ Period Settings +++"; FastMAPeriod=20; SlowMAPeriod=40; MAMethod="+++ 0:Simple, 1:Exponential, 2:Smoothed, 3:Linear Weighted +++"; FastMAMethod=1; SlowMAMethod=1; MAShift="+++ Shift Settings +++"; FastMAShift=0; SlowMAShift=0; MAPrice="+++ 0:Close, 1:Open, 2:High, 3:Low, 4:Median, 5:Typical, 6:Weighted +++"; FastMAPrice=0; SlowMAPrice=0; MATimeframe2="+++ H1:60, H4:240, D1:1440, W1:10080 +++"; FastMATimeframe=0; SlowMATimeframe=0; MASettingsEnd=""; MiscSettings="++++++ Misc Settings ++++++"; Debug=false;
Bars in test1478Ticks modelled1953Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-15.62Gross profit247.58Gross loss-263.20
Profit factor0.94Expected payoff-1.56
Absolute drawdown162.77Maximal drawdown401.87 (3.92%)Relative drawdown3.92% (401.87)
Total trades10Short positions (won %)5 (20.00%)Long positions (won %)5 (80.00%)
Profit trades (% of total)5 (50.00%)Loss trades (% of total)5 (50.00%)
Largestprofit trade110.58loss trade-100.50
Averageprofit trade49.52loss trade-52.64
Maximumconsecutive wins (profit in money)3 (115.28)consecutive losses (loss in money)3 (-110.36)
Maximalconsecutive profit (count of wins)115.28 (3)consecutive loss (count of losses)-110.36 (3)
Averageconsecutive wins2consecutive losses2

#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.10.05 01:00sell10.101.367560.000000.00000
22010.10.05 11:00close10.101.377610.000000.00000-100.509899.50
32010.10.05 11:00buy20.101.377610.000000.00000
42010.10.11 19:00close20.101.388710.000000.00000110.5810010.08
52010.10.11 19:00sell30.101.388710.000000.00000
62010.10.13 03:00close30.101.393920.000000.00000-52.349957.74
72010.10.13 03:00buy40.101.393920.000000.00000
82010.10.15 21:00close40.101.396120.000000.0000021.729979.46
92010.10.15 21:00sell50.101.396120.000000.00000
102010.10.20 19:00close50.101.396240.000000.00000-1.569977.90
112010.10.20 19:00buy60.101.396240.000000.00000
122010.10.22 18:00close60.101.390370.000000.00000-58.989918.92
132010.10.22 18:00sell70.101.390370.000000.00000
142010.10.25 00:00close70.101.395340.000000.00000-49.829869.10
152010.10.25 00:00buy80.101.395340.000000.00000
162010.10.26 06:00close80.101.396130.000000.000007.839876.93
172010.10.26 06:00sell90.101.396130.000000.00000
182010.10.28 17:00close90.101.389950.000000.0000061.329938.25
192010.10.28 17:00buy100.101.389950.000000.00000
202010.10.29 22:59close at stop100.101.394570.000000.0000046.139984.38