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

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

Initial deposit	10000.00
Total net profit	-322.19	Gross profit	351.30	Gross loss	-673.48
Profit factor	0.52	Expected payoff	-9.76
Absolute drawdown	367.48	Maximal drawdown	400.16 (3.99%)	Relative drawdown	3.99% (400.16)

Total trades	33	Short positions (won %)	16 (31.25%)	Long positions (won %)	17 (41.18%)
		Profit trades (% of total)	12 (36.36%)	Loss trades (% of total)	21 (63.64%)
Largest		profit trade	79.50	loss trade	-105.98
Average		profit trade	29.27	loss trade	-32.07
Maximum		consecutive wins (profit in money)	3 (24.30)	consecutive losses (loss in money)	6 (-126.05)
Maximal		consecutive profit (count of wins)	87.78 (2)	consecutive loss (count of losses)	-175.22 (5)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 02:00	buy	1	0.10	1.05604	0.00000	0.00000
2	2009.12.02 17:00	close	1	0.10	1.04518	0.00000	0.00000	-103.98	9896.02
3	2009.12.02 17:00	sell	2	0.10	1.04518	0.00000	0.00000
4	2009.12.02 18:00	close	2	0.10	1.04675	0.00000	0.00000	-15.00	9881.02
5	2009.12.02 18:00	buy	3	0.10	1.04675	0.00000	0.00000
6	2009.12.03 01:00	close	3	0.10	1.04918	0.00000	0.00000	22.96	9903.99
7	2009.12.03 01:00	sell	4	0.10	1.04918	0.00000	0.00000
8	2009.12.03 11:00	close	4	0.10	1.04915	0.00000	0.00000	0.29	9904.28
9	2009.12.03 11:00	buy	5	0.10	1.04915	0.00000	0.00000
10	2009.12.03 14:00	close	5	0.10	1.04926	0.00000	0.00000	1.05	9905.33
11	2009.12.03 14:00	sell	6	0.10	1.04926	0.00000	0.00000
12	2009.12.04 17:00	close	6	0.10	1.05023	0.00000	0.00000	-9.28	9896.05
13	2009.12.04 17:00	buy	7	0.10	1.05023	0.00000	0.00000
14	2009.12.07 01:00	close	7	0.10	1.05600	0.00000	0.00000	54.57	9950.62
15	2009.12.07 01:00	sell	8	0.10	1.05600	0.00000	0.00000
16	2009.12.07 21:00	close	8	0.10	1.05292	0.00000	0.00000	29.25	9979.87
17	2009.12.07 21:00	buy	9	0.10	1.05292	0.00000	0.00000
18	2009.12.08 11:00	close	9	0.10	1.05018	0.00000	0.00000	-26.16	9953.72
19	2009.12.08 11:00	sell	10	0.10	1.05018	0.00000	0.00000
20	2009.12.08 13:00	close	10	0.10	1.05469	0.00000	0.00000	-42.76	9910.96
21	2009.12.08 13:00	buy	11	0.10	1.05469	0.00000	0.00000
22	2009.12.09 00:00	close	11	0.10	1.06315	0.00000	0.00000	79.50	9990.46
23	2009.12.09 00:00	sell	12	0.10	1.06315	0.00000	0.00000
24	2009.12.09 16:00	close	12	0.10	1.06227	0.00000	0.00000	8.28	9998.74
25	2009.12.09 16:00	buy	13	0.10	1.06227	0.00000	0.00000
26	2009.12.09 17:00	close	13	0.10	1.05478	0.00000	0.00000	-71.01	9927.73
27	2009.12.09 17:00	sell	14	0.10	1.05478	0.00000	0.00000
28	2009.12.09 20:00	close	14	0.10	1.05831	0.00000	0.00000	-33.36	9894.37
29	2009.12.09 20:00	buy	15	0.10	1.05831	0.00000	0.00000
30	2009.12.14 01:00	close	15	0.10	1.05866	0.00000	0.00000	2.98	9897.35
31	2009.12.14 01:00	sell	16	0.10	1.05866	0.00000	0.00000
32	2009.12.15 00:00	close	16	0.10	1.05961	0.00000	0.00000	-9.01	9888.35
33	2009.12.15 00:00	buy	17	0.10	1.05961	0.00000	0.00000
34	2009.12.15 15:00	close	17	0.10	1.06083	0.00000	0.00000	11.50	9899.85
35	2009.12.15 15:00	sell	18	0.10	1.06083	0.00000	0.00000
36	2009.12.16 12:00	close	18	0.10	1.06210	0.00000	0.00000	-12.00	9887.85
37	2009.12.16 12:00	buy	19	0.10	1.06210	0.00000	0.00000
38	2009.12.16 22:00	close	19	0.10	1.06054	0.00000	0.00000	-14.71	9873.14
39	2009.12.16 22:00	sell	20	0.10	1.06054	0.00000	0.00000
40	2009.12.18 07:00	close	20	0.10	1.06783	0.00000	0.00000	-68.42	9804.72
41	2009.12.18 07:00	buy	21	0.10	1.06783	0.00000	0.00000
42	2009.12.21 04:00	close	21	0.10	1.06681	0.00000	0.00000	-9.63	9795.09
43	2009.12.21 04:00	sell	22	0.10	1.06681	0.00000	0.00000
44	2009.12.21 07:00	close	22	0.10	1.06716	0.00000	0.00000	-3.28	9791.81
45	2009.12.21 07:00	buy	23	0.10	1.06716	0.00000	0.00000
46	2009.12.21 11:00	close	23	0.10	1.06524	0.00000	0.00000	-18.02	9773.79
47	2009.12.21 11:00	sell	24	0.10	1.06524	0.00000	0.00000
48	2009.12.21 18:00	close	24	0.10	1.05923	0.00000	0.00000	56.74	9830.53
49	2009.12.21 18:00	buy	25	0.10	1.05923	0.00000	0.00000
50	2009.12.28 01:00	close	25	0.10	1.04817	0.00000	0.00000	-105.98	9724.55
51	2009.12.28 01:00	sell	26	0.10	1.04817	0.00000	0.00000
52	2009.12.28 02:00	close	26	0.10	1.04977	0.00000	0.00000	-15.24	9709.31
53	2009.12.28 02:00	buy	27	0.10	1.04977	0.00000	0.00000
54	2009.12.28 03:00	close	27	0.10	1.04765	0.00000	0.00000	-20.24	9689.07
55	2009.12.28 03:00	sell	28	0.10	1.04765	0.00000	0.00000
56	2009.12.28 09:00	close	28	0.10	1.04942	0.00000	0.00000	-16.87	9672.20
57	2009.12.28 09:00	buy	29	0.10	1.04942	0.00000	0.00000
58	2009.12.28 13:00	close	29	0.10	1.04765	0.00000	0.00000	-16.89	9655.31
59	2009.12.28 13:00	sell	30	0.10	1.04765	0.00000	0.00000
60	2009.12.29 00:00	close	30	0.10	1.04325	0.00000	0.00000	42.14	9697.45
61	2009.12.29 00:00	buy	31	0.10	1.04325	0.00000	0.00000
62	2009.12.30 09:00	close	31	0.10	1.04766	0.00000	0.00000	42.02	9739.48
63	2009.12.30 09:00	sell	32	0.10	1.04766	0.00000	0.00000
64	2009.12.31 11:00	close	32	0.10	1.05028	0.00000	0.00000	-25.06	9714.41
65	2009.12.31 11:00	buy	33	0.10	1.05028	0.00000	0.00000
66	2009.12.31 18:57	close at stop	33	0.10	1.04645	0.00000	0.00000	-36.60	9677.81