Report Result : 3sma - Desynced Forex Repository

Strategy Tester Report

Download 3sma

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		SMA1=9; SMA2=14; SMA3=29; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-347.69	Gross profit	350.80	Gross loss	-698.49
Profit factor	0.50	Expected payoff	-10.87
Absolute drawdown	440.50	Maximal drawdown	602.04 (5.92%)	Relative drawdown	5.92% (602.04)

Total trades	32	Short positions (won %)	20 (30.00%)	Long positions (won %)	12 (41.67%)
		Profit trades (% of total)	11 (34.38%)	Loss trades (% of total)	21 (65.63%)
Largest		profit trade	92.03	loss trade	-114.88
Average		profit trade	31.89	loss trade	-33.26
Maximum		consecutive wins (profit in money)	2 (56.17)	consecutive losses (loss in money)	10 (-295.90)
Maximal		consecutive profit (count of wins)	92.03 (1)	consecutive loss (count of losses)	-295.90 (10)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.05597	0.00000	0.00000
2	2009.12.02 02:00	close	1	0.10	1.04634	0.00000	0.00000	92.03	10092.03
3	2009.12.02 10:00	sell	2	0.10	1.04486	0.00000	0.00000
4	2009.12.02 16:00	close	2	0.10	1.04701	0.00000	0.00000	-20.53	10071.50
5	2009.12.02 16:00	buy	3	0.10	1.04701	0.00000	0.00000
6	2009.12.03 08:00	close	3	0.10	1.04819	0.00000	0.00000	10.95	10082.45
7	2009.12.03 14:00	buy	4	0.10	1.04990	0.00000	0.00000
8	2009.12.04 11:00	close	4	0.10	1.05468	0.00000	0.00000	45.22	10127.67
9	2009.12.04 16:00	sell	5	0.10	1.04673	0.00000	0.00000
10	2009.12.07 00:00	close	5	0.10	1.05625	0.00000	0.00000	-90.14	10037.53
11	2009.12.07 06:00	buy	6	0.10	1.05596	0.00000	0.00000
12	2009.12.07 09:00	close	6	0.10	1.05484	0.00000	0.00000	-10.62	10026.91
13	2009.12.07 12:00	buy	7	0.10	1.06184	0.00000	0.00000
14	2009.12.07 19:00	close	7	0.10	1.04978	0.00000	0.00000	-114.88	9912.03
15	2009.12.07 23:00	sell	8	0.10	1.05104	0.00000	0.00000
16	2009.12.08 11:00	close	8	0.10	1.05082	0.00000	0.00000	2.08	9914.11
17	2009.12.08 17:00	buy	9	0.10	1.06082	0.00000	0.00000
18	2009.12.09 07:00	close	9	0.10	1.06178	0.00000	0.00000	8.94	9923.04
19	2009.12.09 17:00	sell	10	0.10	1.05478	0.00000	0.00000
20	2009.12.10 09:00	close	10	0.10	1.05736	0.00000	0.00000	-24.43	9898.62
21	2009.12.10 14:00	sell	11	0.10	1.05017	0.00000	0.00000
22	2009.12.11 00:00	close	11	0.10	1.05151	0.00000	0.00000	-12.75	9885.87
23	2009.12.11 04:00	sell	12	0.10	1.05096	0.00000	0.00000
24	2009.12.11 09:00	close	12	0.10	1.05236	0.00000	0.00000	-13.30	9872.57
25	2009.12.11 12:00	sell	13	0.10	1.04989	0.00000	0.00000
26	2009.12.11 18:00	close	13	0.10	1.05896	0.00000	0.00000	-85.65	9786.92
27	2009.12.11 18:00	buy	14	0.10	1.05896	0.00000	0.00000
28	2009.12.14 08:00	close	14	0.10	1.05811	0.00000	0.00000	-8.13	9778.78
29	2009.12.14 11:00	buy	15	0.10	1.06282	0.00000	0.00000
30	2009.12.14 22:00	close	15	0.10	1.05918	0.00000	0.00000	-34.37	9744.41
31	2009.12.15 03:00	sell	16	0.10	1.05860	0.00000	0.00000
32	2009.12.15 12:00	close	16	0.10	1.06332	0.00000	0.00000	-44.39	9700.02
33	2009.12.15 18:00	buy	17	0.10	1.06271	0.00000	0.00000
34	2009.12.15 22:00	close	17	0.10	1.06135	0.00000	0.00000	-12.81	9687.21
35	2009.12.16 11:00	sell	18	0.10	1.05894	0.00000	0.00000
36	2009.12.16 12:00	close	18	0.10	1.06250	0.00000	0.00000	-33.51	9653.70
37	2009.12.16 14:00	sell	19	0.10	1.05899	0.00000	0.00000
38	2009.12.16 23:00	close	19	0.10	1.06181	0.00000	0.00000	-26.56	9627.14
39	2009.12.17 04:00	buy	20	0.10	1.06703	0.00000	0.00000
40	2009.12.17 23:00	close	20	0.10	1.07096	0.00000	0.00000	36.70	9663.84
41	2009.12.18 08:00	sell	21	0.10	1.06808	0.00000	0.00000
42	2009.12.21 00:00	close	21	0.10	1.06823	0.00000	0.00000	-1.41	9662.43
43	2009.12.21 09:00	buy	22	0.10	1.06864	0.00000	0.00000
44	2009.12.21 12:00	close	22	0.10	1.06281	0.00000	0.00000	-54.85	9607.58
45	2009.12.21 13:00	sell	23	0.10	1.06085	0.00000	0.00000
46	2009.12.22 00:00	close	23	0.10	1.06360	0.00000	0.00000	-25.87	9581.71
47	2009.12.22 09:00	sell	24	0.10	1.06007	0.00000	0.00000
48	2009.12.23 06:00	close	24	0.10	1.05788	0.00000	0.00000	20.69	9602.41
49	2009.12.23 10:00	sell	25	0.10	1.05561	0.00000	0.00000
50	2009.12.24 06:00	close	25	0.10	1.04958	0.00000	0.00000	57.42	9659.83
51	2009.12.24 10:00	sell	26	0.10	1.04790	0.00000	0.00000
52	2009.12.28 02:00	close	26	0.10	1.05017	0.00000	0.00000	-21.64	9638.19
53	2009.12.28 08:00	sell	27	0.10	1.04665	0.00000	0.00000
54	2009.12.28 15:00	close	27	0.10	1.04587	0.00000	0.00000	7.46	9645.65
55	2009.12.28 18:00	sell	28	0.10	1.04298	0.00000	0.00000
56	2009.12.29 06:00	close	28	0.10	1.04404	0.00000	0.00000	-10.16	9635.49
57	2009.12.29 11:00	sell	29	0.10	1.04050	0.00000	0.00000
58	2009.12.29 22:00	close	29	0.10	1.04434	0.00000	0.00000	-36.77	9598.72
59	2009.12.30 04:00	buy	30	0.10	1.04689	0.00000	0.00000
60	2009.12.30 17:00	close	30	0.10	1.05062	0.00000	0.00000	35.50	9634.22
61	2009.12.30 18:00	buy	31	0.10	1.05281	0.00000	0.00000
62	2009.12.31 06:00	close	31	0.10	1.05119	0.00000	0.00000	-15.72	9618.50
63	2009.12.31 14:00	sell	32	0.10	1.05063	0.00000	0.00000
64	2009.12.31 18:57	close at stop	32	0.10	1.04709	0.00000	0.00000	33.81	9652.31