Report Result : LSMA_EA - Desynced Forex Repository

Strategy Tester Report

Download LSMA_EA

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		Expert_Name=""LSMA_EA""; MagicNumberBase=200000; UserComment=""LSMA_EA""; in="---Indicator settings---"; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; LSMA_Period=7; LSMA_AppliedPrice=0; EntryDif_Threshold=10; ExitDif_Threshold=2; PrevMAShift=3; CurMAShift=1; mm=""---Money"; Lots=1; MaxLots=100; UseMoneyManagement=false; BrokerIsIBFX=false; m1="Set mini and micro to false for standard account"; AccountIsMini=false; AccountIsMicro=false; fm="UseFreeMargin = false to use Account Balance"; UseFreeMargin=false; TradeSizePercent=10; BrokerPermitsFractionalLots=false; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; db0="---Flag to run start once per bar---"; db1=" Set to false when using stoploss"; db2=" takeprofit or trailing stop"; UseOncePerBar=false;

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

Initial deposit	10000.00
Total net profit	-4715.93	Gross profit	8786.73	Gross loss	-13502.67
Profit factor	0.65	Expected payoff	-45.79
Absolute drawdown	6008.61	Maximal drawdown	6595.28 (62.30%)	Relative drawdown	62.30% (6595.28)

Total trades	103	Short positions (won %)	52 (32.69%)	Long positions (won %)	51 (25.49%)
		Profit trades (% of total)	30 (29.13%)	Loss trades (% of total)	73 (70.87%)
Largest		profit trade	858.31	loss trade	-861.83
Average		profit trade	292.89	loss trade	-184.97
Maximum		consecutive wins (profit in money)	3 (717.26)	consecutive losses (loss in money)	7 (-672.33)
Maximal		consecutive profit (count of wins)	858.31 (1)	consecutive loss (count of losses)	-1771.47 (3)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	1.00	1.05391	0.00000	0.00000
2	2009.12.01 03:00	close	1	1.00	1.05621	0.00000	0.00000	-217.76	9782.24
3	2009.12.01 03:00	buy	2	1.00	1.05621	0.00000	0.00000
4	2009.12.01 04:00	close	2	1.00	1.05467	0.00000	0.00000	-146.02	9636.22
5	2009.12.01 07:00	buy	3	1.00	1.05562	0.00000	0.00000
6	2009.12.01 08:00	close	3	1.00	1.05501	0.00000	0.00000	-57.82	9578.40
7	2009.12.01 09:00	sell	4	1.00	1.05224	0.00000	0.00000
8	2009.12.01 15:00	close	4	1.00	1.04419	0.00000	0.00000	770.93	10349.33
9	2009.12.01 17:00	sell	5	1.00	1.04315	0.00000	0.00000
10	2009.12.01 21:00	close	5	1.00	1.04381	0.00000	0.00000	-63.23	10286.10
11	2009.12.01 22:00	buy	6	1.00	1.04678	0.00000	0.00000
12	2009.12.02 03:00	close	6	1.00	1.04625	0.00000	0.00000	-51.32	10234.78
13	2009.12.02 03:00	sell	7	1.00	1.04625	0.00000	0.00000
14	2009.12.02 09:00	close	7	1.00	1.04601	0.00000	0.00000	22.94	10257.72
15	2009.12.02 10:00	buy	8	1.00	1.04500	0.00000	0.00000
16	2009.12.02 11:00	close	8	1.00	1.04365	0.00000	0.00000	-129.35	10128.37
17	2009.12.02 12:00	sell	9	1.00	1.04442	0.00000	0.00000
18	2009.12.02 13:00	close	9	1.00	1.04599	0.00000	0.00000	-150.10	9978.27
19	2009.12.02 13:00	buy	10	1.00	1.04599	0.00000	0.00000
20	2009.12.02 18:00	close	10	1.00	1.04651	0.00000	0.00000	49.69	10027.96
21	2009.12.02 19:00	buy	11	1.00	1.04946	0.00000	0.00000
22	2009.12.03 01:00	close	11	1.00	1.04918	0.00000	0.00000	-28.66	9999.30
23	2009.12.03 01:00	sell	12	1.00	1.04918	0.00000	0.00000
24	2009.12.03 06:00	close	12	1.00	1.05026	0.00000	0.00000	-102.83	9896.47
25	2009.12.03 07:00	buy	13	1.00	1.05109	0.00000	0.00000
26	2009.12.03 09:00	close	13	1.00	1.04633	0.00000	0.00000	-454.92	9441.55
27	2009.12.03 09:00	sell	14	1.00	1.04633	0.00000	0.00000
28	2009.12.03 12:00	close	14	1.00	1.04970	0.00000	0.00000	-321.04	9120.51
29	2009.12.03 12:00	buy	15	1.00	1.04970	0.00000	0.00000
30	2009.12.03 19:00	close	15	1.00	1.05288	0.00000	0.00000	302.03	9422.54
31	2009.12.03 19:00	sell	16	1.00	1.05288	0.00000	0.00000
32	2009.12.03 23:00	close	16	1.00	1.05728	0.00000	0.00000	-416.16	9006.38
33	2009.12.03 23:00	buy	17	1.00	1.05728	0.00000	0.00000
34	2009.12.04 04:00	close	17	1.00	1.05631	0.00000	0.00000	-92.49	8913.89
35	2009.12.04 04:00	sell	18	1.00	1.05631	0.00000	0.00000
36	2009.12.04 07:00	close	18	1.00	1.05732	0.00000	0.00000	-95.52	8818.37
37	2009.12.04 07:00	buy	19	1.00	1.05732	0.00000	0.00000
38	2009.12.04 08:00	close	19	1.00	1.05529	0.00000	0.00000	-192.36	8626.01
39	2009.12.04 09:00	sell	20	1.00	1.05421	0.00000	0.00000
40	2009.12.04 18:00	close	20	1.00	1.05159	0.00000	0.00000	249.15	8875.16
41	2009.12.04 18:00	buy	21	1.00	1.05159	0.00000	0.00000
42	2009.12.07 01:00	close	21	1.00	1.05600	0.00000	0.00000	416.95	9292.11
43	2009.12.07 01:00	sell	22	1.00	1.05600	0.00000	0.00000
44	2009.12.07 06:00	close	22	1.00	1.05546	0.00000	0.00000	51.16	9343.27
45	2009.12.07 07:00	buy	23	1.00	1.05586	0.00000	0.00000
46	2009.12.07 09:00	close	23	1.00	1.05484	0.00000	0.00000	-96.70	9246.57
47	2009.12.07 09:00	sell	24	1.00	1.05484	0.00000	0.00000
48	2009.12.07 10:00	close	24	1.00	1.06401	0.00000	0.00000	-861.83	8384.74
49	2009.12.07 10:00	buy	25	1.00	1.06401	0.00000	0.00000
50	2009.12.07 15:00	close	25	1.00	1.05543	0.00000	0.00000	-812.94	7571.80
51	2009.12.07 15:00	sell	26	1.00	1.05543	0.00000	0.00000
52	2009.12.07 21:00	close	26	1.00	1.05282	0.00000	0.00000	247.91	7819.71
53	2009.12.07 21:00	buy	27	1.00	1.05282	0.00000	0.00000
54	2009.12.08 01:00	close	27	1.00	1.04981	0.00000	0.00000	-287.38	7532.33
55	2009.12.08 01:00	sell	28	1.00	1.04981	0.00000	0.00000
56	2009.12.08 05:00	close	28	1.00	1.05056	0.00000	0.00000	-71.39	7460.94
57	2009.12.08 05:00	buy	29	1.00	1.05056	0.00000	0.00000
58	2009.12.08 11:00	close	29	1.00	1.05018	0.00000	0.00000	-36.18	7424.76
59	2009.12.08 11:00	sell	30	1.00	1.05018	0.00000	0.00000
60	2009.12.08 13:00	close	30	1.00	1.05459	0.00000	0.00000	-418.17	7006.59
61	2009.12.08 13:00	buy	31	1.00	1.05459	0.00000	0.00000
62	2009.12.08 23:00	close	31	1.00	1.06372	0.00000	0.00000	858.31	7864.90
63	2009.12.09 00:00	sell	32	1.00	1.06315	0.00000	0.00000
64	2009.12.09 08:00	close	32	1.00	1.06478	0.00000	0.00000	-153.08	7711.82
65	2009.12.09 08:00	buy	33	1.00	1.06478	0.00000	0.00000
66	2009.12.09 11:00	close	33	1.00	1.06261	0.00000	0.00000	-204.21	7507.61
67	2009.12.09 12:00	sell	34	1.00	1.05987	0.00000	0.00000
68	2009.12.09 16:00	close	34	1.00	1.06217	0.00000	0.00000	-216.54	7291.07
69	2009.12.09 16:00	buy	35	1.00	1.06217	0.00000	0.00000
70	2009.12.09 17:00	close	35	1.00	1.05478	0.00000	0.00000	-700.62	6590.45
71	2009.12.09 17:00	sell	36	1.00	1.05478	0.00000	0.00000
72	2009.12.09 23:00	close	36	1.00	1.05469	0.00000	0.00000	8.53	6598.98
73	2009.12.10 00:00	buy	37	1.00	1.05495	0.00000	0.00000
74	2009.12.10 01:00	close	37	1.00	1.05404	0.00000	0.00000	-86.33	6512.65
75	2009.12.10 01:00	sell	38	1.00	1.05404	0.00000	0.00000
76	2009.12.10 03:00	close	38	1.00	1.05501	0.00000	0.00000	-91.94	6420.71
77	2009.12.10 03:00	buy	39	1.00	1.05501	0.00000	0.00000
78	2009.12.10 09:00	close	39	1.00	1.05672	0.00000	0.00000	161.82	6582.53
79	2009.12.10 11:00	sell	40	1.00	1.05451	0.00000	0.00000
80	2009.12.10 17:00	close	40	1.00	1.05182	0.00000	0.00000	255.75	6838.28
81	2009.12.10 17:00	buy	41	1.00	1.05182	0.00000	0.00000
82	2009.12.10 21:00	close	41	1.00	1.05013	0.00000	0.00000	-160.93	6677.35
83	2009.12.10 21:00	sell	42	1.00	1.05013	0.00000	0.00000
84	2009.12.11 02:00	close	42	1.00	1.05115	0.00000	0.00000	-97.51	6579.84
85	2009.12.11 02:00	buy	43	1.00	1.05115	0.00000	0.00000
86	2009.12.11 05:00	close	43	1.00	1.05112	0.00000	0.00000	-2.85	6576.99
87	2009.12.11 08:00	buy	44	1.00	1.05240	0.00000	0.00000
88	2009.12.11 10:00	close	44	1.00	1.05111	0.00000	0.00000	-122.73	6454.26
89	2009.12.11 11:00	sell	45	1.00	1.05011	0.00000	0.00000
90	2009.12.11 16:00	close	45	1.00	1.05262	0.00000	0.00000	-238.45	6215.81
91	2009.12.11 16:00	buy	46	1.00	1.05262	0.00000	0.00000
92	2009.12.14 00:00	close	46	1.00	1.06018	0.00000	0.00000	712.43	6928.25
93	2009.12.14 00:00	sell	47	1.00	1.06018	0.00000	0.00000
94	2009.12.14 04:00	close	47	1.00	1.05992	0.00000	0.00000	24.53	6952.78
95	2009.12.14 05:00	buy	48	1.00	1.06011	0.00000	0.00000
96	2009.12.14 07:00	close	48	1.00	1.05736	0.00000	0.00000	-260.08	6692.70
97	2009.12.14 07:00	sell	49	1.00	1.05736	0.00000	0.00000
98	2009.12.14 10:00	close	49	1.00	1.06170	0.00000	0.00000	-408.78	6283.92
99	2009.12.14 10:00	buy	50	1.00	1.06170	0.00000	0.00000
100	2009.12.14 16:00	close	50	1.00	1.06241	0.00000	0.00000	66.83	6350.75
101	2009.12.14 16:00	sell	51	1.00	1.06241	0.00000	0.00000
102	2009.12.14 22:00	close	51	1.00	1.05932	0.00000	0.00000	291.70	6642.45
103	2009.12.14 22:00	buy	52	1.00	1.05932	0.00000	0.00000
104	2009.12.15 02:00	close	52	1.00	1.05872	0.00000	0.00000	-57.33	6585.12
105	2009.12.15 02:00	sell	53	1.00	1.05872	0.00000	0.00000
106	2009.12.15 09:00	close	53	1.00	1.05929	0.00000	0.00000	-53.81	6531.31
107	2009.12.15 09:00	buy	54	1.00	1.05929	0.00000	0.00000
108	2009.12.15 15:00	close	54	1.00	1.06083	0.00000	0.00000	145.17	6676.48
109	2009.12.15 15:00	sell	55	1.00	1.06083	0.00000	0.00000
110	2009.12.15 19:00	close	55	1.00	1.06208	0.00000	0.00000	-117.69	6558.79
111	2009.12.15 20:00	buy	56	1.00	1.06207	0.00000	0.00000
112	2009.12.15 23:00	close	56	1.00	1.06090	0.00000	0.00000	-110.28	6448.51
113	2009.12.16 00:00	sell	57	1.00	1.06069	0.00000	0.00000
114	2009.12.16 03:00	close	57	1.00	1.06106	0.00000	0.00000	-34.87	6413.64
115	2009.12.16 07:00	buy	58	1.00	1.06169	0.00000	0.00000
116	2009.12.16 10:00	close	58	1.00	1.05972	0.00000	0.00000	-185.90	6227.74
117	2009.12.16 11:00	sell	59	1.00	1.05894	0.00000	0.00000
118	2009.12.16 13:00	close	59	1.00	1.06018	0.00000	0.00000	-116.96	6110.78
119	2009.12.16 14:00	sell	60	1.00	1.05899	0.00000	0.00000
120	2009.12.16 16:00	close	60	1.00	1.05918	0.00000	0.00000	-17.94	6092.84
121	2009.12.16 17:00	sell	61	1.00	1.05892	0.00000	0.00000
122	2009.12.16 20:00	close	61	1.00	1.05986	0.00000	0.00000	-88.69	6004.15
123	2009.12.16 20:00	buy	62	1.00	1.05986	0.00000	0.00000
124	2009.12.17 09:00	close	62	1.00	1.06639	0.00000	0.00000	610.38	6614.52
125	2009.12.17 09:00	sell	63	1.00	1.06639	0.00000	0.00000
126	2009.12.17 11:00	close	63	1.00	1.07063	0.00000	0.00000	-396.03	6218.49
127	2009.12.17 12:00	buy	64	1.00	1.07328	0.00000	0.00000
128	2009.12.17 16:00	close	64	1.00	1.07002	0.00000	0.00000	-304.67	5913.82
129	2009.12.17 17:00	sell	65	1.00	1.06908	0.00000	0.00000
130	2009.12.17 19:00	close	65	1.00	1.07128	0.00000	0.00000	-205.36	5708.46
131	2009.12.17 20:00	buy	66	1.00	1.07106	0.00000	0.00000
132	2009.12.17 21:00	close	66	1.00	1.06994	0.00000	0.00000	-104.68	5603.78
133	2009.12.17 23:00	buy	67	1.00	1.07110	0.00000	0.00000
134	2009.12.18 00:00	close	67	1.00	1.07068	0.00000	0.00000	-39.89	5563.90
135	2009.12.18 01:00	sell	68	1.00	1.07012	0.00000	0.00000
136	2009.12.18 08:00	close	68	1.00	1.06822	0.00000	0.00000	177.87	5741.77
137	2009.12.18 08:00	buy	69	1.00	1.06822	0.00000	0.00000
138	2009.12.18 12:00	close	69	1.00	1.06547	0.00000	0.00000	-258.10	5483.67
139	2009.12.18 12:00	sell	70	1.00	1.06547	0.00000	0.00000
140	2009.12.18 17:00	close	70	1.00	1.06746	0.00000	0.00000	-186.42	5297.25
141	2009.12.18 17:00	buy	71	1.00	1.06746	0.00000	0.00000
142	2009.12.18 20:00	close	71	1.00	1.06624	0.00000	0.00000	-114.42	5182.83
143	2009.12.18 21:00	sell	72	1.00	1.06579	0.00000	0.00000
144	2009.12.21 01:00	close	72	1.00	1.06711	0.00000	0.00000	-124.17	5058.66
145	2009.12.21 02:00	buy	73	1.00	1.06762	0.00000	0.00000
146	2009.12.21 05:00	close	73	1.00	1.06616	0.00000	0.00000	-136.94	4921.72
147	2009.12.21 05:00	sell	74	1.00	1.06616	0.00000	0.00000
148	2009.12.21 09:00	close	74	1.00	1.06814	0.00000	0.00000	-185.37	4736.35
149	2009.12.21 09:00	buy	75	1.00	1.06814	0.00000	0.00000
150	2009.12.21 12:00	close	75	1.00	1.06281	0.00000	0.00000	-501.50	4234.85
151	2009.12.21 12:00	sell	76	1.00	1.06281	0.00000	0.00000
152	2009.12.21 18:00	close	76	1.00	1.05913	0.00000	0.00000	347.45	4582.30
153	2009.12.21 18:00	buy	77	1.00	1.05913	0.00000	0.00000
154	2009.12.21 23:00	close	77	1.00	1.06204	0.00000	0.00000	274.00	4856.30
155	2009.12.22 02:00	sell	78	1.00	1.06179	0.00000	0.00000
156	2009.12.22 04:00	close	78	1.00	1.06239	0.00000	0.00000	-56.48	4799.82
157	2009.12.22 08:00	sell	79	1.00	1.06074	0.00000	0.00000
158	2009.12.22 16:00	close	79	1.00	1.05873	0.00000	0.00000	189.85	4989.67
159	2009.12.22 16:00	buy	80	1.00	1.05873	0.00000	0.00000
160	2009.12.22 19:00	close	80	1.00	1.05574	0.00000	0.00000	-283.21	4706.46
161	2009.12.22 19:00	sell	81	1.00	1.05574	0.00000	0.00000
162	2009.12.22 22:00	close	81	1.00	1.05806	0.00000	0.00000	-219.27	4487.19
163	2009.12.22 23:00	buy	82	1.00	1.05749	0.00000	0.00000
164	2009.12.23 02:00	close	82	1.00	1.05566	0.00000	0.00000	-174.01	4313.18
165	2009.12.23 03:00	sell	83	1.00	1.05586	0.00000	0.00000
166	2009.12.23 05:00	close	83	1.00	1.05679	0.00000	0.00000	-88.00	4225.18
167	2009.12.23 06:00	buy	84	1.00	1.05738	0.00000	0.00000
168	2009.12.23 08:00	close	84	1.00	1.05614	0.00000	0.00000	-117.41	4107.77
169	2009.12.23 10:00	sell	85	1.00	1.05561	0.00000	0.00000
170	2009.12.23 23:00	close	85	1.00	1.04857	0.00000	0.00000	671.39	4779.16
171	2009.12.23 23:00	buy	86	1.00	1.04857	0.00000	0.00000
172	2009.12.24 03:00	close	86	1.00	1.04840	0.00000	0.00000	-18.19	4760.96
173	2009.12.24 04:00	sell	87	1.00	1.04813	0.00000	0.00000
174	2009.12.24 06:00	close	87	1.00	1.04908	0.00000	0.00000	-90.56	4670.40
175	2009.12.24 09:00	sell	88	1.00	1.04738	0.00000	0.00000
176	2009.12.24 15:00	close	88	1.00	1.04852	0.00000	0.00000	-108.72	4561.68
177	2009.12.24 15:00	buy	89	1.00	1.04852	0.00000	0.00000
178	2009.12.28 02:00	close	89	1.00	1.04953	0.00000	0.00000	94.91	4656.60
179	2009.12.28 03:00	sell	90	1.00	1.04765	0.00000	0.00000
180	2009.12.28 09:00	close	90	1.00	1.04932	0.00000	0.00000	-159.15	4497.45
181	2009.12.28 09:00	buy	91	1.00	1.04932	0.00000	0.00000
182	2009.12.28 13:00	close	91	1.00	1.04765	0.00000	0.00000	-159.40	4338.05
183	2009.12.28 14:00	sell	92	1.00	1.04647	0.00000	0.00000
184	2009.12.28 23:00	close	92	1.00	1.04288	0.00000	0.00000	344.24	4682.29
185	2009.12.29 00:00	buy	93	1.00	1.04315	0.00000	0.00000
186	2009.12.29 02:00	close	93	1.00	1.04251	0.00000	0.00000	-61.39	4620.90
187	2009.12.29 03:00	buy	94	1.00	1.04384	0.00000	0.00000
188	2009.12.29 06:00	close	94	1.00	1.04340	0.00000	0.00000	-42.17	4578.73
189	2009.12.29 09:00	sell	95	1.00	1.04177	0.00000	0.00000
190	2009.12.29 17:00	close	95	1.00	1.04167	0.00000	0.00000	9.60	4588.33
191	2009.12.29 17:00	buy	96	1.00	1.04167	0.00000	0.00000
192	2009.12.30 09:00	close	96	1.00	1.04766	0.00000	0.00000	571.09	5159.42
193	2009.12.30 09:00	sell	97	1.00	1.04766	0.00000	0.00000
194	2009.12.30 13:00	close	97	1.00	1.04952	0.00000	0.00000	-177.22	4982.20
195	2009.12.30 14:00	buy	98	1.00	1.04875	0.00000	0.00000
196	2009.12.31 00:00	close	98	1.00	1.05498	0.00000	0.00000	588.56	5570.76
197	2009.12.31 01:00	sell	99	1.00	1.05476	0.00000	0.00000
198	2009.12.31 07:00	close	99	1.00	1.05357	0.00000	0.00000	112.95	5683.71
199	2009.12.31 07:00	buy	100	1.00	1.05357	0.00000	0.00000
200	2009.12.31 09:00	close	100	1.00	1.05035	0.00000	0.00000	-306.56	5377.15
201	2009.12.31 09:00	sell	101	1.00	1.05035	0.00000	0.00000
202	2009.12.31 14:00	close	101	1.00	1.05077	0.00000	0.00000	-39.97	5337.18
203	2009.12.31 14:00	buy	102	1.00	1.05077	0.00000	0.00000
204	2009.12.31 16:00	close	102	1.00	1.04855	0.00000	0.00000	-211.72	5125.46
205	2009.12.31 17:00	sell	103	1.00	1.04825	0.00000	0.00000
206	2009.12.31 18:57	close at stop	103	1.00	1.04659	0.00000	0.00000	158.61	5284.07