Report Result : SMC Trader 2 MAs 5 20 EMA - Desynced Forex Repository

Strategy Tester Report

SMC Trader 2 MAs 5 20 EMA

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		TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	3

Initial deposit	10000.00
Total net profit	494.41	Gross profit	1408.60	Gross loss	-914.19
Profit factor	1.54	Expected payoff	8.67
Absolute drawdown	367.16	Maximal drawdown	504.50 (4.98%)	Relative drawdown	4.98% (504.50)

Total trades	57	Short positions (won %)	28 (50.00%)	Long positions (won %)	29 (62.07%)
		Profit trades (% of total)	32 (56.14%)	Loss trades (% of total)	25 (43.86%)
Largest		profit trade	205.43	loss trade	-252.35
Average		profit trade	44.02	loss trade	-36.57
Maximum		consecutive wins (profit in money)	8 (587.95)	consecutive losses (loss in money)	8 (-427.95)
Maximal		consecutive profit (count of wins)	587.95 (8)	consecutive loss (count of losses)	-427.95 (8)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.50085	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.10	1.50093	0.00000	0.00000	0.80	10000.80
3	2009.12.01 02:00	sell	2	0.10	1.50093	0.00000	0.00000
4	2009.12.01 08:00	close	2	0.10	1.50209	0.00000	0.00000	-11.60	9989.20
5	2009.12.01 08:00	buy	3	0.10	1.50209	0.00000	0.00000
6	2009.12.01 22:00	close	3	0.10	1.50841	0.00000	0.00000	63.20	10052.40
7	2009.12.01 22:00	sell	4	0.10	1.50841	0.00000	0.00000
8	2009.12.03 00:00	close	4	0.10	1.50490	0.00000	0.00000	34.74	10087.14
9	2009.12.03 00:00	buy	5	0.10	1.50490	0.00000	0.00000
10	2009.12.03 07:00	close	5	0.10	1.50801	0.00000	0.00000	31.10	10118.24
11	2009.12.03 07:00	sell	6	0.10	1.50801	0.00000	0.00000
12	2009.12.03 20:00	close	6	0.10	1.50922	0.00000	0.00000	-12.10	10106.14
13	2009.12.03 20:00	buy	7	0.10	1.50922	0.00000	0.00000
14	2009.12.08 04:00	close	7	0.10	1.48400	0.00000	0.00000	-252.35	9853.79
15	2009.12.08 04:00	sell	8	0.10	1.48400	0.00000	0.00000
16	2009.12.08 05:00	close	8	0.10	1.48433	0.00000	0.00000	-3.30	9850.49
17	2009.12.08 05:00	buy	9	0.10	1.48433	0.00000	0.00000
18	2009.12.08 07:00	close	9	0.10	1.48427	0.00000	0.00000	-0.60	9849.89
19	2009.12.08 07:00	sell	10	0.10	1.48427	0.00000	0.00000
20	2009.12.08 11:00	close	10	0.10	1.48456	0.00000	0.00000	-2.90	9846.99
21	2009.12.08 11:00	buy	11	0.10	1.48456	0.00000	0.00000
22	2009.12.09 14:00	close	11	0.10	1.47259	0.00000	0.00000	-119.75	9727.24
23	2009.12.09 14:00	sell	12	0.10	1.47259	0.00000	0.00000
24	2009.12.09 17:00	close	12	0.10	1.47459	0.00000	0.00000	-20.00	9707.24
25	2009.12.09 17:00	buy	13	0.10	1.47459	0.00000	0.00000
26	2009.12.10 05:00	close	13	0.10	1.47291	0.00000	0.00000	-16.95	9690.29
27	2009.12.10 05:00	sell	14	0.10	1.47291	0.00000	0.00000
28	2009.12.10 08:00	close	14	0.10	1.47212	0.00000	0.00000	7.90	9698.19
29	2009.12.10 08:00	buy	15	0.10	1.47212	0.00000	0.00000
30	2009.12.10 17:00	close	15	0.10	1.47195	0.00000	0.00000	-1.70	9696.49
31	2009.12.10 17:00	sell	16	0.10	1.47195	0.00000	0.00000
32	2009.12.10 21:00	close	16	0.10	1.47200	0.00000	0.00000	-0.50	9695.99
33	2009.12.10 21:00	buy	17	0.10	1.47200	0.00000	0.00000
34	2009.12.11 03:00	close	17	0.10	1.47224	0.00000	0.00000	2.35	9698.34
35	2009.12.11 03:00	sell	18	0.10	1.47224	0.00000	0.00000
36	2009.12.11 05:00	close	18	0.10	1.47278	0.00000	0.00000	-5.40	9692.94
37	2009.12.11 05:00	buy	19	0.10	1.47278	0.00000	0.00000
38	2009.12.11 06:00	close	19	0.10	1.47255	0.00000	0.00000	-2.30	9690.64
39	2009.12.11 06:00	sell	20	0.10	1.47255	0.00000	0.00000
40	2009.12.11 10:00	close	20	0.10	1.47408	0.00000	0.00000	-15.30	9675.34
41	2009.12.11 10:00	buy	21	0.10	1.47408	0.00000	0.00000
42	2009.12.11 15:00	close	21	0.10	1.47070	0.00000	0.00000	-33.80	9641.54
43	2009.12.11 15:00	sell	22	0.10	1.47070	0.00000	0.00000
44	2009.12.14 02:00	close	22	0.10	1.46247	0.00000	0.00000	82.21	9723.75
45	2009.12.14 02:00	buy	23	0.10	1.46247	0.00000	0.00000
46	2009.12.14 12:00	close	23	0.10	1.46258	0.00000	0.00000	1.10	9724.85
47	2009.12.14 12:00	sell	24	0.10	1.46258	0.00000	0.00000
48	2009.12.14 16:00	close	24	0.10	1.46458	0.00000	0.00000	-20.00	9704.85
49	2009.12.14 16:00	buy	25	0.10	1.46458	0.00000	0.00000
50	2009.12.15 00:00	close	25	0.10	1.46508	0.00000	0.00000	4.95	9709.80
51	2009.12.15 00:00	sell	26	0.10	1.46508	0.00000	0.00000
52	2009.12.15 06:00	close	26	0.10	1.46545	0.00000	0.00000	-3.70	9706.10
53	2009.12.15 06:00	buy	27	0.10	1.46545	0.00000	0.00000
54	2009.12.15 07:00	close	27	0.10	1.46374	0.00000	0.00000	-17.10	9689.00
55	2009.12.15 07:00	sell	28	0.10	1.46374	0.00000	0.00000
56	2009.12.15 17:00	close	28	0.10	1.45566	0.00000	0.00000	80.80	9769.80
57	2009.12.15 17:00	buy	29	0.10	1.45566	0.00000	0.00000
58	2009.12.16 15:00	close	29	0.10	1.45487	0.00000	0.00000	-7.95	9761.85
59	2009.12.16 15:00	sell	30	0.10	1.45487	0.00000	0.00000
60	2009.12.17 20:00	close	30	0.10	1.43430	0.00000	0.00000	205.43	9967.28
61	2009.12.17 20:00	buy	31	0.10	1.43430	0.00000	0.00000
62	2009.12.18 08:00	close	31	0.10	1.43744	0.00000	0.00000	31.35	9998.63
63	2009.12.18 08:00	sell	32	0.10	1.43744	0.00000	0.00000
64	2009.12.18 19:00	close	32	0.10	1.43131	0.00000	0.00000	61.30	10059.93
65	2009.12.18 19:00	buy	33	0.10	1.43131	0.00000	0.00000
66	2009.12.21 07:00	close	33	0.10	1.43361	0.00000	0.00000	22.95	10082.88
67	2009.12.21 07:00	sell	34	0.10	1.43361	0.00000	0.00000
68	2009.12.21 11:00	close	34	0.10	1.43221	0.00000	0.00000	14.00	10096.88
69	2009.12.21 11:00	buy	35	0.10	1.43221	0.00000	0.00000
70	2009.12.21 16:00	close	35	0.10	1.43332	0.00000	0.00000	11.10	10107.98
71	2009.12.21 16:00	sell	36	0.10	1.43332	0.00000	0.00000
72	2009.12.22 02:00	close	36	0.10	1.42919	0.00000	0.00000	41.21	10149.19
73	2009.12.22 02:00	buy	37	0.10	1.42919	0.00000	0.00000
74	2009.12.22 12:00	close	37	0.10	1.43078	0.00000	0.00000	15.90	10165.09
75	2009.12.22 12:00	sell	38	0.10	1.43078	0.00000	0.00000
76	2009.12.22 15:00	close	38	0.10	1.43101	0.00000	0.00000	-2.30	10162.79
77	2009.12.22 15:00	buy	39	0.10	1.43101	0.00000	0.00000
78	2009.12.23 22:00	close	39	0.10	1.43241	0.00000	0.00000	13.95	10176.74
79	2009.12.23 22:00	sell	40	0.10	1.43241	0.00000	0.00000
80	2009.12.29 06:00	close	40	0.10	1.43741	0.00000	0.00000	-50.54	10126.20
81	2009.12.29 06:00	buy	41	0.10	1.43741	0.00000	0.00000
82	2009.12.29 16:00	close	41	0.10	1.44267	0.00000	0.00000	52.60	10178.80
83	2009.12.29 16:00	sell	42	0.10	1.44267	0.00000	0.00000
84	2009.12.30 07:00	close	42	0.10	1.43253	0.00000	0.00000	101.31	10280.11
85	2009.12.30 07:00	buy	43	0.10	1.43253	0.00000	0.00000
86	2009.12.31 11:00	close	43	0.10	1.43995	0.00000	0.00000	74.05	10354.16
87	2009.12.31 11:00	sell	44	0.10	1.43995	0.00000	0.00000
88	2010.01.04 07:00	close	44	0.10	1.43012	0.00000	0.00000	98.12	10452.28
89	2010.01.04 07:00	buy	45	0.10	1.43012	0.00000	0.00000
90	2010.01.04 19:00	close	45	0.10	1.44137	0.00000	0.00000	112.50	10564.78
91	2010.01.04 19:00	sell	46	0.10	1.44137	0.00000	0.00000
92	2010.01.06 03:00	close	46	0.10	1.43683	0.00000	0.00000	45.22	10610.00
93	2010.01.06 03:00	buy	47	0.10	1.43683	0.00000	0.00000
94	2010.01.07 00:00	close	47	0.10	1.43999	0.00000	0.00000	31.45	10641.45
95	2010.01.07 00:00	sell	48	0.10	1.43999	0.00000	0.00000
96	2010.01.07 21:00	close	48	0.10	1.43272	0.00000	0.00000	72.70	10714.15
97	2010.01.07 21:00	buy	49	0.10	1.43272	0.00000	0.00000
98	2010.01.08 17:00	close	49	0.10	1.43248	0.00000	0.00000	-2.45	10711.70
99	2010.01.08 17:00	sell	50	0.10	1.43248	0.00000	0.00000
100	2010.01.12 07:00	close	50	0.10	1.44955	0.00000	0.00000	-170.88	10540.82
101	2010.01.12 07:00	buy	51	0.10	1.44955	0.00000	0.00000
102	2010.01.12 19:00	close	51	0.10	1.45063	0.00000	0.00000	10.80	10551.62
103	2010.01.12 19:00	sell	52	0.10	1.45063	0.00000	0.00000
104	2010.01.13 05:00	close	52	0.10	1.44804	0.00000	0.00000	25.81	10577.43
105	2010.01.13 05:00	buy	53	0.10	1.44804	0.00000	0.00000
106	2010.01.13 17:00	close	53	0.10	1.45078	0.00000	0.00000	27.40	10604.83
107	2010.01.13 17:00	sell	54	0.10	1.45078	0.00000	0.00000
108	2010.01.14 01:00	close	54	0.10	1.45234	0.00000	0.00000	-15.87	10588.96
109	2010.01.14 01:00	buy	55	0.10	1.45234	0.00000	0.00000
110	2010.01.14 06:00	close	55	0.10	1.45314	0.00000	0.00000	8.00	10596.96
111	2010.01.14 06:00	sell	56	0.10	1.45314	0.00000	0.00000
112	2010.01.14 15:00	close	56	0.10	1.45091	0.00000	0.00000	22.30	10619.26
113	2010.01.14 15:00	buy	57	0.10	1.45091	0.00000	0.00000
114	2010.01.15 22:57	close at stop	57	0.10	1.43843	0.00000	0.00000	-124.85	10494.41