Strategy Tester Report
SMC MA Cross
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; LotsMultiplier=2; BreakEvenStart=25; ProtectProfit=5; TrailingStop=25; TakeProfit=100; RiskPercent=1; PositionManagement=false; OrderClosure=false; AllowedPositions=5; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -231.65 | Gross profit | 146.75 | Gross loss | -378.40 |
| Profit factor | 0.39 | Expected payoff | -19.30 | ||
| Absolute drawdown | 350.95 | Maximal drawdown | 351.35 (3.51%) | Relative drawdown | 3.51% (351.35) |
| Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (16.67%) |
| Profit trades (% of total) | 2 (16.67%) | Loss trades (% of total) | 10 (83.33%) | ||
| Largest | profit trade | 119.35 | loss trade | -87.50 | |
| Average | profit trade | 73.38 | loss trade | -37.84 | |
| Maximum | consecutive wins (profit in money) | 1 (119.35) | consecutive losses (loss in money) | 5 (-176.90) | |
| Maximal | consecutive profit (count of wins) | 119.35 (1) | consecutive loss (count of losses) | -176.90 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.10 16:00 | buy | 1 | 0.10 | 1.47433 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.10 17:00 | close | 1 | 0.10 | 1.47195 | 0.00000 | 0.00000 | -23.80 | 9976.20 |
| 3 | 2009.12.11 02:00 | buy | 2 | 0.10 | 1.47328 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.11 03:00 | close | 2 | 0.10 | 1.47224 | 0.00000 | 0.00000 | -10.40 | 9965.80 |
| 5 | 2009.12.11 07:00 | buy | 3 | 0.10 | 1.47383 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.11 08:00 | close | 3 | 0.10 | 1.47225 | 0.00000 | 0.00000 | -15.80 | 9950.00 |
| 7 | 2009.12.11 10:00 | buy | 4 | 0.10 | 1.47408 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.11 16:00 | close | 4 | 0.10 | 1.46533 | 0.00000 | 0.00000 | -87.50 | 9862.50 |
| 9 | 2009.12.16 18:00 | buy | 5 | 0.10 | 1.45760 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.16 19:00 | close | 5 | 0.10 | 1.45366 | 0.00000 | 0.00000 | -39.40 | 9823.10 |
| 11 | 2009.12.23 17:00 | buy | 6 | 0.10 | 1.43339 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.29 02:00 | close | 6 | 0.10 | 1.43616 | 0.00000 | 0.00000 | 27.40 | 9850.50 |
| 13 | 2009.12.29 09:00 | buy | 7 | 0.10 | 1.44178 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.29 20:00 | close | 7 | 0.10 | 1.43599 | 0.00000 | 0.00000 | -57.90 | 9792.60 |
| 15 | 2009.12.31 03:00 | buy | 8 | 0.10 | 1.43699 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.04 00:00 | close | 8 | 0.10 | 1.43261 | 0.00000 | 0.00000 | -43.90 | 9748.70 |
| 17 | 2010.01.06 19:00 | buy | 9 | 0.10 | 1.44047 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.07 10:00 | close | 9 | 0.10 | 1.43627 | 0.00000 | 0.00000 | -42.15 | 9706.55 |
| 19 | 2010.01.08 16:00 | buy | 10 | 0.10 | 1.43568 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.08 17:00 | close | 10 | 0.10 | 1.43248 | 0.00000 | 0.00000 | -32.00 | 9674.55 |
| 21 | 2010.01.08 18:00 | buy | 11 | 0.10 | 1.43562 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.13 01:00 | close | 11 | 0.10 | 1.44757 | 0.00000 | 0.00000 | 119.35 | 9793.90 |
| 23 | 2010.01.13 12:00 | buy | 12 | 0.10 | 1.45166 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.14 13:00 | close | 12 | 0.10 | 1.44912 | 0.00000 | 0.00000 | -25.55 | 9768.35 |