Strategy Tester Report
Moving Average
Alpari-Demo (Build 225)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 1999.01.04 01:00 - 2009.07.31 22:45 (1999.01.01 - 2009.08.02)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMovingPeriod=59; MovingShift=89; Price=2;
Bars in test264980Ticks modelled130194948Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-9957.90Gross profit14827.70Gross loss-24785.60
Profit factor0.60Expected payoff-45.89
Absolute drawdown9957.90Maximal drawdown10839.10 (99.61%)Relative drawdown99.61% (10839.10)
Total trades217Short positions (won %)113 (23.89%)Long positions (won %)104 (20.19%)
Profit trades (% of total)48 (22.12%)Loss trades (% of total)169 (77.88%)
Largestprofit trade1808.00loss trade-1773.80
Averageprofit trade308.91loss trade-146.66
Maximumconsecutive wins (profit in money)4 (1044.80)consecutive losses (loss in money)17 (-1368.80)
Maximalconsecutive profit (count of wins)1808.00 (1)consecutive loss (count of losses)-2589.80 (9)
Averageconsecutive wins1consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
11999.01.04 15:00buy11.001.180500.000000.00000
21999.01.04 15:15close11.001.178610.000000.00000-189.009811.00
31999.01.04 15:45buy21.001.180190.000000.00000
41999.01.04 17:00close21.001.179700.000000.00000-49.009762.00
51999.01.04 17:30buy31.001.181080.000000.00000
61999.01.05 07:30close31.001.180760.000000.00000-32.809729.20
71999.01.05 13:15buy41.001.180050.000000.00000
81999.01.07 20:00close41.001.171290.000000.00000-879.208850.00
91999.01.07 20:15sell51.001.170440.000000.00000
101999.01.07 20:30close51.001.171710.000000.00000-127.008723.00
111999.01.08 13:15sell61.001.165500.000000.00000
121999.01.08 13:45close61.001.165400.000000.0000010.008733.00
131999.01.08 14:15buy71.001.166180.000000.00000
141999.01.08 14:30close71.001.165550.000000.00000-63.008670.00
151999.01.12 20:15buy81.001.156680.000000.00000
161999.01.14 22:30close81.001.169420.000000.000001270.809940.80
171999.01.15 11:30sell91.001.165560.000000.00000
181999.01.15 11:45close91.001.166730.000000.00000-117.009823.80
191999.01.15 12:00sell101.001.166240.000000.00000
201999.01.15 13:15close101.001.166830.000000.00000-59.009764.80
211999.01.15 14:00sell111.001.165480.000000.00000
221999.01.19 08:15close111.001.158690.000000.00000676.8010441.60
231999.01.19 08:30sell121.001.157300.000000.00000
241999.01.19 08:45close121.001.158590.000000.00000-129.0010312.60
251999.01.19 14:45sell131.001.159890.000000.00000
261999.01.19 15:30close131.001.160720.000000.00000-83.0010229.60
271999.01.19 16:15sell141.001.159270.000000.00000
281999.01.19 17:00close141.001.161000.000000.00000-173.0010056.60
291999.01.19 17:15sell151.001.160170.000000.00000
301999.01.19 17:45close151.001.160750.000000.00000-58.009998.60
311999.01.19 23:00sell161.001.160260.000000.00000
321999.01.19 23:15close161.001.161110.000000.00000-85.009913.60
331999.01.19 23:30sell171.001.159800.000000.00000
341999.01.20 06:00close171.001.160020.000000.00000-23.109890.50
351999.01.20 06:30sell181.001.159620.000000.00000
361999.01.21 14:45close181.001.159280.000000.0000030.709921.20
371999.01.21 18:00sell191.001.158110.000000.00000
381999.01.21 19:00close191.001.160550.000000.00000-244.009677.20
391999.01.22 13:00sell201.001.157390.000000.00000
401999.01.22 13:15close201.001.158140.000000.00000-75.009602.20
411999.01.22 15:00buy211.001.158070.000000.00000
421999.01.22 17:15close211.001.158160.000000.000009.009611.20
431999.01.22 17:30buy221.001.159350.000000.00000
441999.01.22 18:00close221.001.158350.000000.00000-100.009511.20
451999.01.22 19:00buy231.001.159130.000000.00000
461999.01.22 19:45close231.001.158740.000000.00000-39.009472.20
471999.02.02 16:30buy241.001.135560.000000.00000
481999.02.02 17:00close241.001.135360.000000.00000-20.009452.20
491999.02.02 17:15sell251.001.134010.000000.00000
501999.02.02 21:00close251.001.135220.000000.00000-121.009331.20
511999.02.03 12:45buy261.001.133810.000000.00000
521999.02.03 19:15close261.001.131710.000000.00000-210.009121.20
531999.02.04 20:00buy271.001.134100.000000.00000
541999.02.04 21:30close271.001.132940.000000.00000-116.009005.20
551999.02.04 22:00buy281.001.133420.000000.00000
561999.02.05 13:45close281.001.129320.000000.00000-410.808594.40
571999.02.05 14:15sell291.001.129060.000000.00000
581999.02.05 14:45close291.001.129040.000000.000002.008596.40
591999.02.05 15:45buy301.001.129980.000000.00000
601999.02.05 16:15close301.001.128200.000000.00000-178.008418.40
611999.02.08 19:00buy311.001.131690.000000.00000
621999.02.10 03:00close311.001.130850.000000.00000-85.608332.80
631999.02.10 04:00buy321.001.131530.000000.00000
641999.02.10 13:15close321.001.133000.000000.00000147.008479.80
651999.02.10 17:00sell331.001.131830.000000.00000
661999.02.10 17:30close331.001.132790.000000.00000-96.008383.80
671999.02.11 01:15sell341.001.131420.000000.00000
681999.02.11 01:30close341.001.131870.000000.00000-45.008338.80
691999.02.11 01:45sell351.001.131560.000000.00000
701999.02.11 12:00close351.001.131850.000000.00000-29.008309.80
711999.02.11 12:15buy361.001.131800.000000.00000
721999.02.11 13:00close361.001.131850.000000.000005.008314.80
731999.02.11 13:15buy371.001.132100.000000.00000
741999.02.11 15:15close371.001.131080.000000.00000-102.008212.80
751999.02.15 14:15sell381.001.123930.000000.00000
761999.02.17 03:00close381.001.123590.000000.0000031.808244.60
771999.02.17 03:30sell391.001.122790.000000.00000
781999.02.17 06:00close391.001.123200.000000.00000-41.008203.60
791999.02.17 08:45sell401.001.121440.000000.00000
801999.02.17 10:00close401.001.123170.000000.00000-173.008030.60
811999.02.18 13:30sell411.001.122490.000000.00000
821999.02.18 14:00close411.001.123770.000000.00000-128.007902.60
831999.02.18 15:00buy421.001.125010.000000.00000
841999.02.18 16:30close421.001.123710.000000.00000-130.007772.60
851999.02.23 07:45buy431.001.105310.000000.00000
861999.02.23 09:30close431.001.103540.000000.00000-177.007595.60
871999.02.23 10:00buy441.001.104120.000000.00000
881999.02.23 10:15close441.001.103680.000000.00000-44.007551.60
891999.02.23 10:30sell451.001.102230.000000.00000
901999.02.24 13:15close451.001.103390.000000.00000-117.107434.50
911999.02.24 16:15sell461.001.098860.000000.00000
921999.02.24 22:15close461.001.100420.000000.00000-156.007278.50
931999.02.25 01:00sell471.001.099810.000000.00000
941999.02.25 02:45close471.001.100840.000000.00000-103.007175.50
951999.02.26 05:00sell481.001.099760.000000.00000
961999.02.26 11:15close481.001.102880.000000.00000-312.006863.50
971999.02.26 11:30buy491.001.102990.000000.00000
981999.03.03 01:45close491.001.092080.000000.00000-1093.405770.10
991999.03.03 14:15buy501.001.089360.000000.00000
1001999.03.03 17:30close501.001.090330.000000.0000097.005867.10
1011999.03.03 17:45sell511.001.089560.000000.00000
1021999.03.05 18:15close511.001.085800.000000.00000371.606238.70
1031999.03.05 18:30sell521.001.084790.000000.00000
1041999.03.09 13:15close521.001.086720.000000.00000-195.206043.50
1051999.03.09 14:15sell531.001.086380.000000.00000
1061999.03.09 14:30close531.001.087570.000000.00000-119.005924.50
1071999.03.09 15:30buy541.001.087670.000000.00000
1081999.03.09 17:15close541.001.086860.000000.00000-81.005843.50
1091999.03.10 03:45buy551.001.089460.000000.00000
1101999.03.10 04:45close551.001.089560.000000.0000010.005853.50
1111999.03.10 05:00buy561.001.089910.000000.00000
1121999.03.10 05:30close561.001.089210.000000.00000-70.005783.50
1131999.03.10 05:45buy571.001.090300.000000.00000
1141999.03.10 06:30close571.001.089150.000000.00000-115.005668.50
1151999.03.10 08:45buy581.001.091060.000000.00000
1161999.03.11 09:30close581.001.090190.000000.00000-89.405579.10
1171999.03.11 18:15buy591.001.100280.000000.00000
1181999.03.12 09:15close591.001.094280.000000.00000-600.804978.30
1191999.03.12 14:00buy601.001.093770.000000.00000
1201999.03.12 14:15close601.001.091940.000000.00000-183.004795.30
1211999.03.12 16:00buy611.001.092350.000000.00000
1221999.03.12 16:15close611.001.091740.000000.00000-61.004734.30
1231999.03.12 16:30buy621.001.095090.000000.00000
1241999.03.12 19:00close621.001.092730.000000.00000-236.004498.30
1251999.03.15 20:30sell631.001.093480.000000.00000
1261999.03.15 21:15close631.001.093510.000000.00000-3.004495.30
1271999.03.15 23:15sell641.001.092110.000000.00000
1281999.03.16 18:30close641.001.094660.000000.00000-256.104239.20
1291999.03.18 16:15sell651.001.099270.000000.00000
1301999.03.18 17:30close651.001.100660.000000.00000-139.004100.20
1311999.03.18 18:00sell661.001.098940.000000.00000
1321999.03.22 23:45close661.001.092060.000000.00000685.804786.00
1331999.03.23 00:15sell671.001.091460.000000.00000
1341999.03.23 10:45close671.001.090100.000000.00000136.004922.00
1351999.03.23 14:30sell681.001.087970.000000.00000
1361999.03.23 17:00close681.001.089590.000000.00000-162.004760.00
1371999.03.23 23:15sell691.001.089660.000000.00000
1381999.03.24 02:45close691.001.091320.000000.00000-167.104592.90
1391999.03.24 05:00sell701.001.091290.000000.00000
1401999.03.24 05:45close701.001.091720.000000.00000-43.004549.90
1411999.03.24 06:15sell711.001.091040.000000.00000
1421999.03.24 06:45close711.001.090720.000000.0000032.004581.90
1431999.03.24 07:00buy721.001.091070.000000.00000
1441999.03.24 07:30close721.001.090790.000000.00000-28.004553.90
1451999.03.24 07:45buy731.001.091740.000000.00000
1461999.03.24 09:00close731.001.090230.000000.00000-151.004402.90
1471999.03.24 09:45buy741.001.091060.000000.00000
1481999.03.30 19:00close741.001.073370.000000.00000-1773.802629.10
1491999.03.31 00:30buy751.001.073450.000000.00000
1501999.03.31 00:45close751.001.072660.000000.00000-79.002550.10
1511999.03.31 01:30buy761.001.073190.000000.00000
1521999.03.31 03:15close761.001.070840.000000.00000-235.002315.10
1531999.03.31 09:45buy771.001.074460.000000.00000
1541999.03.31 10:15close771.001.073380.000000.00000-108.002207.10
1551999.03.31 11:45buy781.001.073800.000000.00000
1561999.03.31 12:15close781.001.073100.000000.00000-70.002137.10
1571999.03.31 13:00buy791.001.074050.000000.00000
1581999.03.31 13:30close791.001.073150.000000.00000-90.002047.10
1591999.03.31 13:45buy801.001.073740.000000.00000
1601999.03.31 14:00close801.001.073190.000000.00000-55.001992.10
1611999.03.31 14:15buy811.001.074200.000000.00000
1621999.04.02 01:45close811.001.077840.000000.00000360.802352.90
1631999.04.02 02:15buy821.001.078320.000000.00000
1641999.04.02 04:15close821.001.077820.000000.00000-50.002302.90
1651999.04.02 05:45buy831.001.078640.000000.00000
1661999.04.02 06:00close831.001.077350.000000.00000-129.002173.90
1671999.04.02 07:00buy841.001.078270.000000.00000
1681999.04.02 07:15close841.001.077380.000000.00000-89.002084.90
1691999.04.02 07:45buy851.001.077780.000000.00000
1701999.04.02 08:15close851.001.077580.000000.00000-20.002064.90
1711999.04.02 14:30sell861.001.076850.000000.00000
1721999.04.02 14:45close861.001.077480.000000.00000-63.002001.90
1731999.04.02 15:15buy871.001.078280.000000.00000
1741999.04.05 01:00close871.001.078710.000000.0000042.202044.10
1751999.04.07 21:00buy881.001.078370.000000.00000
1761999.04.07 21:15close881.001.077780.000000.00000-59.001985.10
1771999.04.08 12:45sell891.001.081260.000000.00000
1781999.04.08 14:15close891.001.082060.000000.00000-80.001905.10
1791999.04.08 18:45sell901.001.078400.000000.00000
1801999.04.09 10:30close901.001.079790.000000.00000-140.101765.00
1811999.04.09 11:00sell911.001.079010.000000.00000
1821999.04.09 21:45close911.001.080960.000000.00000-195.001570.00
1831999.04.09 22:00sell921.001.079870.000000.00000
1841999.04.13 03:00close921.001.081330.000000.00000-148.201421.80
1851999.04.13 04:45sell931.001.081180.000000.00000
1861999.04.13 05:15close931.001.081160.000000.000002.001423.80
1871999.04.13 07:00buy941.001.082190.000000.00000
1881999.04.13 08:15close941.001.082200.000000.000001.001424.80
1891999.04.14 11:15sell951.001.081220.000000.00000
1901999.04.14 20:30close951.001.079730.000000.00000149.001573.80
1911999.04.15 12:30sell961.001.079010.000000.00000
1921999.04.19 05:30close961.001.070060.000000.00000892.802466.60
1931999.04.19 07:15sell971.001.068710.000000.00000
1941999.04.19 08:00close971.001.068840.000000.00000-13.002453.60
1951999.04.19 09:30sell981.001.067840.000000.00000
1961999.04.20 16:15close981.001.066650.000000.00000117.902571.50
1971999.04.20 17:00sell991.001.066380.000000.00000
1981999.04.22 08:45close991.001.064630.000000.00000170.602742.10
1991999.04.22 12:00sell1001.001.062560.000000.00000
2001999.04.22 21:00close1001.001.061720.000000.0000084.002826.10
2011999.04.23 18:45sell1011.001.061530.000000.00000
2021999.04.23 19:00close1011.001.063020.000000.00000-149.002677.10
2031999.04.23 19:30sell1021.001.061840.000000.00000
2041999.04.27 06:00close1021.001.061500.000000.0000031.802708.90
2051999.04.30 06:45sell1031.001.062930.000000.00000
2061999.04.30 07:00close1031.001.063060.000000.00000-13.002695.90
2071999.05.04 03:00buy1041.001.058840.000000.00000
2081999.05.04 08:45close1041.001.058310.000000.00000-53.002642.90
2091999.05.04 09:15buy1051.001.058890.000000.00000
2101999.05.04 16:00close1051.001.058580.000000.00000-31.002611.90
2111999.05.04 16:15buy1061.001.060130.000000.00000
2121999.05.07 13:45close1061.001.078250.000000.000001808.004419.90
2131999.05.07 14:15buy1071.001.079030.000000.00000
2141999.05.07 17:00close1071.001.078920.000000.00000-11.004408.90
2151999.05.10 16:45buy1081.001.081790.000000.00000
2161999.05.10 17:15close1081.001.078930.000000.00000-286.004122.90
2171999.05.10 18:00sell1091.001.079120.000000.00000
2181999.05.11 14:30close1091.001.074020.000000.00000508.904631.80
2191999.05.11 14:45sell1101.001.073730.000000.00000
2201999.05.13 22:15close1101.001.066730.000000.00000695.605327.40
2211999.05.13 23:15buy1111.001.066510.000000.00000
2221999.05.13 23:30close1111.001.066320.000000.00000-19.005308.40
2231999.05.13 23:45sell1121.001.066030.000000.00000
2241999.05.14 00:15close1121.001.066350.000000.00000-33.105275.30
2251999.05.14 01:00sell1131.001.066200.000000.00000
2261999.05.14 01:15close1131.001.066450.000000.00000-25.005250.30
2271999.05.14 01:30sell1141.001.065560.000000.00000
2281999.05.14 02:15close1141.001.067090.000000.00000-153.005097.30
2291999.05.17 03:30sell1151.001.065380.000000.00000
2301999.05.17 12:00close1151.001.067480.000000.00000-210.004887.30
2311999.05.17 12:15sell1161.001.067650.000000.00000
2321999.05.17 14:00close1161.001.068620.000000.00000-97.004790.30
2331999.05.17 14:30sell1171.001.068120.000000.00000
2341999.05.17 17:15close1171.001.068690.000000.00000-57.004733.30
2351999.05.17 17:30sell1181.001.067460.000000.00000
2361999.05.18 03:15close1181.001.068090.000000.00000-64.104669.20
2371999.05.18 17:00sell1191.001.066260.000000.00000
2381999.05.18 17:15close1191.001.068050.000000.00000-179.004490.20
2391999.05.18 18:30buy1201.001.067880.000000.00000
2401999.05.18 19:15close1201.001.067170.000000.00000-71.004419.20
2411999.05.18 19:30buy1211.001.067460.000000.00000
2421999.05.19 03:15close1211.001.067250.000000.00000-21.804397.40
2431999.05.19 03:30buy1221.001.068020.000000.00000
2441999.05.19 03:45close1221.001.067630.000000.00000-39.004358.40
2451999.05.20 00:30buy1231.001.068790.000000.00000
2461999.05.20 01:45close1231.001.068300.000000.00000-49.004309.40
2471999.05.20 07:30buy1241.001.067880.000000.00000
2481999.05.20 08:15close1241.001.067280.000000.00000-60.004249.40
2491999.05.24 18:15buy1251.001.060100.000000.00000
2501999.05.24 18:30close1251.001.059590.000000.00000-51.004198.40
2511999.05.24 19:00sell1261.001.058830.000000.00000
2521999.05.24 19:45close1261.001.059160.000000.00000-33.004165.40
2531999.05.24 20:15buy1271.001.059100.000000.00000
2541999.05.25 19:30close1271.001.057040.000000.00000-206.803958.60
2551999.05.25 20:30buy1281.001.058440.000000.00000
2561999.05.26 04:30close1281.001.058840.000000.0000039.203997.80
2571999.05.28 09:15buy1291.001.047550.000000.00000
2581999.05.28 10:30close1291.001.045040.000000.00000-251.003746.80
2591999.05.28 11:30buy1301.001.045920.000000.00000
2601999.05.28 16:45close1301.001.045510.000000.00000-41.003705.80
2611999.05.28 17:00sell1311.001.045320.000000.00000
2621999.05.31 00:15close1311.001.045740.000000.00000-43.103662.70
2631999.05.31 01:45sell1321.001.044680.000000.00000
2641999.05.31 03:00close1321.001.044870.000000.00000-19.003643.70
2651999.05.31 14:30buy1331.001.046100.000000.00000
2661999.05.31 16:30close1331.001.046000.000000.00000-10.003633.70
2671999.05.31 16:45sell1341.001.045390.000000.00000
2681999.06.01 16:15close1341.001.046810.000000.00000-143.103490.60
2691999.06.01 16:30sell1351.001.046370.000000.00000
2701999.06.01 18:45close1351.001.046530.000000.00000-16.003474.60
2711999.06.01 19:00sell1361.001.045640.000000.00000
2721999.06.07 04:45close1361.001.033520.000000.000001205.404680.00
2731999.06.07 05:15sell1371.001.032560.000000.00000
2741999.06.07 14:15close1371.001.031720.000000.0000084.004764.00
2751999.06.07 14:30sell1381.001.030220.000000.00000
2761999.06.10 08:15close1381.001.046470.000000.00000-1630.503133.50
2771999.06.10 08:45buy1391.001.046910.000000.00000
2781999.06.10 11:45close1391.001.046350.000000.00000-56.003077.50
2791999.06.10 12:45buy1401.001.046090.000000.00000
2801999.06.11 14:15close1401.001.047380.000000.00000128.203205.70
2811999.06.11 14:30buy1411.001.048020.000000.00000
2821999.06.14 03:45close1411.001.049000.000000.0000097.203302.90
2831999.06.14 07:30sell1421.001.049010.000000.00000
2841999.06.14 08:30close1421.001.050290.000000.00000-128.003174.90
2851999.06.14 08:45sell1431.001.049660.000000.00000
2861999.06.16 02:45close1431.001.042970.000000.00000666.803841.70
2871999.06.16 03:45buy1441.001.042860.000000.00000
2881999.06.16 04:15close1441.001.042710.000000.00000-15.003826.70
2891999.06.16 04:30buy1451.001.042950.000000.00000
2901999.06.16 07:30close1451.001.042300.000000.00000-65.003761.70
2911999.06.17 21:45sell1461.001.033530.000000.00000
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