Report Result : Desynced Forex Repository

Strategy Tester Report

Download SMC Trader 2 MAs 5 20 EMA1

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01)
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	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7

Initial deposit	10000.00
Total net profit	-512.78	Gross profit	559.39	Gross loss	-1072.17
Profit factor	0.52	Expected payoff	-7.77
Absolute drawdown	551.38	Maximal drawdown	564.98 (5.64%)	Relative drawdown	5.64% (564.98)

Total trades	66	Short positions (won %)	33 (18.18%)	Long positions (won %)	33 (30.30%)
		Profit trades (% of total)	16 (24.24%)	Loss trades (% of total)	50 (75.76%)
Largest		profit trade	103.27	loss trade	-61.30
Average		profit trade	34.96	loss trade	-21.44
Maximum		consecutive wins (profit in money)	2 (134.90)	consecutive losses (loss in money)	9 (-153.90)
Maximal		consecutive profit (count of wins)	134.90 (2)	consecutive loss (count of losses)	-175.30 (7)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.05 08:00	sell	1	0.10	1.43833	0.00000	0.00000
2	2009.08.05 10:00	close	1	0.10	1.44028	0.00000	0.00000	-19.50	9980.50
3	2009.08.05 14:00	buy	2	0.10	1.44187	0.00000	0.00000
4	2009.08.05 15:00	close	2	0.10	1.43967	0.00000	0.00000	-22.00	9958.50
5	2009.08.05 16:00	sell	3	0.10	1.43865	0.00000	0.00000
6	2009.08.05 19:00	close	3	0.10	1.44187	0.00000	0.00000	-32.20	9926.30
7	2009.08.05 19:00	buy	4	0.10	1.44187	0.00000	0.00000
8	2009.08.05 22:00	close	4	0.10	1.44133	0.00000	0.00000	-5.40	9920.90
9	2009.08.06 05:00	sell	5	0.10	1.43945	0.00000	0.00000
10	2009.08.06 07:00	close	5	0.10	1.44071	0.00000	0.00000	-12.60	9908.30
11	2009.08.11 10:00	buy	6	0.10	1.41690	0.00000	0.00000
12	2009.08.11 12:00	close	6	0.10	1.41537	0.00000	0.00000	-15.30	9893.00
13	2009.08.11 15:00	sell	7	0.10	1.41288	0.00000	0.00000
14	2009.08.11 19:00	close	7	0.10	1.41612	0.00000	0.00000	-32.40	9860.60
15	2009.08.12 01:00	buy	8	0.10	1.41562	0.00000	0.00000
16	2009.08.12 04:00	close	8	0.10	1.41490	0.00000	0.00000	-7.20	9853.40
17	2009.08.12 05:00	sell	9	0.10	1.41432	0.00000	0.00000
18	2009.08.12 07:00	close	9	0.10	1.41505	0.00000	0.00000	-7.30	9846.10
19	2009.08.12 15:00	buy	10	0.10	1.41562	0.00000	0.00000
20	2009.08.12 23:00	close	10	0.10	1.41854	0.00000	0.00000	29.20	9875.30
21	2009.08.14 16:00	sell	11	0.10	1.42474	0.00000	0.00000
22	2009.08.17 00:00	close	11	0.10	1.41914	0.00000	0.00000	55.83	9931.13
23	2009.08.18 05:00	buy	12	0.10	1.41131	0.00000	0.00000
24	2009.08.18 06:00	close	12	0.10	1.41046	0.00000	0.00000	-8.50	9922.63
25	2009.08.18 07:00	sell	13	0.10	1.40997	0.00000	0.00000
26	2009.08.18 08:00	close	13	0.10	1.41157	0.00000	0.00000	-16.00	9906.63
27	2009.08.18 08:00	buy	14	0.10	1.41157	0.00000	0.00000
28	2009.08.18 12:00	close	14	0.10	1.41192	0.00000	0.00000	3.50	9910.13
29	2009.08.18 15:00	sell	15	0.10	1.40798	0.00000	0.00000
30	2009.08.18 17:00	close	15	0.10	1.41071	0.00000	0.00000	-27.30	9882.83
31	2009.08.18 18:00	buy	16	0.10	1.41290	0.00000	0.00000
32	2009.08.19 01:00	close	16	0.10	1.41286	0.00000	0.00000	-0.43	9882.40
33	2009.08.19 09:00	sell	17	0.10	1.41021	0.00000	0.00000
34	2009.08.19 14:00	close	17	0.10	1.41282	0.00000	0.00000	-26.10	9856.30
35	2009.08.19 16:00	buy	18	0.10	1.41509	0.00000	0.00000
36	2009.08.19 23:00	close	18	0.10	1.42227	0.00000	0.00000	71.80	9928.10
37	2009.08.21 07:00	sell	19	0.10	1.42134	0.00000	0.00000
38	2009.08.21 09:00	close	19	0.10	1.42451	0.00000	0.00000	-31.70	9896.40
39	2009.08.21 10:00	buy	20	0.10	1.42974	0.00000	0.00000
40	2009.08.21 17:00	close	20	0.10	1.43002	0.00000	0.00000	2.80	9899.20
41	2009.08.24 10:00	sell	21	0.10	1.42977	0.00000	0.00000
42	2009.08.24 13:00	close	21	0.10	1.43099	0.00000	0.00000	-12.20	9887.00
43	2009.08.24 14:00	buy	22	0.10	1.43295	0.00000	0.00000
44	2009.08.24 17:00	close	22	0.10	1.43188	0.00000	0.00000	-10.70	9876.30
45	2009.08.24 20:00	sell	23	0.10	1.42996	0.00000	0.00000
46	2009.08.24 23:00	close	23	0.10	1.43050	0.00000	0.00000	-5.40	9870.90
47	2009.08.25 14:00	buy	24	0.10	1.43355	0.00000	0.00000
48	2009.08.25 19:00	close	24	0.10	1.43201	0.00000	0.00000	-15.40	9855.50
49	2009.08.25 23:00	sell	25	0.10	1.42960	0.00000	0.00000
50	2009.08.26 04:00	close	25	0.10	1.42988	0.00000	0.00000	-2.97	9852.53
51	2009.08.26 08:00	buy	26	0.10	1.43180	0.00000	0.00000
52	2009.08.26 13:00	close	26	0.10	1.42968	0.00000	0.00000	-21.20	9831.33
53	2009.08.26 14:00	sell	27	0.10	1.42778	0.00000	0.00000
54	2009.08.26 22:00	close	27	0.10	1.42563	0.00000	0.00000	21.50	9852.83
55	2009.08.27 12:00	buy	28	0.10	1.42677	0.00000	0.00000
56	2009.08.27 15:00	close	28	0.10	1.42559	0.00000	0.00000	-11.80	9841.03
57	2009.08.27 16:00	sell	29	0.10	1.42291	0.00000	0.00000
58	2009.08.27 18:00	close	29	0.10	1.42738	0.00000	0.00000	-44.70	9796.33
59	2009.08.27 18:00	buy	30	0.10	1.42738	0.00000	0.00000
60	2009.08.28 06:00	close	30	0.10	1.43557	0.00000	0.00000	81.87	9878.20
61	2009.08.28 21:00	sell	31	0.10	1.42862	0.00000	0.00000
62	2009.08.31 03:00	close	31	0.10	1.43135	0.00000	0.00000	-27.47	9850.73
63	2009.08.31 17:00	buy	32	0.10	1.43510	0.00000	0.00000
64	2009.08.31 21:00	close	32	0.10	1.43290	0.00000	0.00000	-22.00	9828.73
65	2009.09.01 13:00	sell	33	0.10	1.42873	0.00000	0.00000
66	2009.09.01 16:00	close	33	0.10	1.43248	0.00000	0.00000	-37.50	9791.23
67	2009.09.02 18:00	buy	34	0.10	1.42466	0.00000	0.00000
68	2009.09.02 23:00	close	34	0.10	1.42627	0.00000	0.00000	16.10	9807.33
69	2009.09.03 19:00	sell	35	0.10	1.42585	0.00000	0.00000
70	2009.09.04 00:00	close	35	0.10	1.42585	0.00000	0.00000	-0.17	9807.16
71	2009.09.04 09:00	buy	36	0.10	1.42896	0.00000	0.00000
72	2009.09.04 12:00	close	36	0.10	1.42632	0.00000	0.00000	-26.40	9780.76
73	2009.09.04 15:00	sell	37	0.10	1.42181	0.00000	0.00000
74	2009.09.04 18:00	close	37	0.10	1.42791	0.00000	0.00000	-61.00	9719.76
75	2009.09.04 19:00	buy	38	0.10	1.43084	0.00000	0.00000
76	2009.09.07 00:00	close	38	0.10	1.43052	0.00000	0.00000	-3.23	9716.53
77	2009.09.10 13:00	sell	39	0.10	1.45390	0.00000	0.00000
78	2009.09.10 14:00	close	39	0.10	1.45632	0.00000	0.00000	-24.20	9692.33
79	2009.09.10 14:00	buy	40	0.10	1.45632	0.00000	0.00000
80	2009.09.10 16:00	close	40	0.10	1.45330	0.00000	0.00000	-30.20	9662.13
81	2009.09.10 16:00	sell	41	0.10	1.45330	0.00000	0.00000
82	2009.09.10 17:00	close	41	0.10	1.45631	0.00000	0.00000	-30.10	9632.03
83	2009.09.10 17:00	buy	42	0.10	1.45631	0.00000	0.00000
84	2009.09.10 23:00	close	42	0.10	1.45807	0.00000	0.00000	17.60	9649.63
85	2009.09.11 19:00	sell	43	0.10	1.45742	0.00000	0.00000
86	2009.09.11 21:00	close	43	0.10	1.45961	0.00000	0.00000	-21.90	9627.73
87	2009.09.14 16:00	buy	44	0.10	1.46236	0.00000	0.00000
88	2009.09.14 20:00	close	44	0.10	1.45998	0.00000	0.00000	-23.80	9603.93
89	2009.09.15 12:00	sell	45	0.10	1.45891	0.00000	0.00000
90	2009.09.15 13:00	close	45	0.10	1.46102	0.00000	0.00000	-21.10	9582.83
91	2009.09.15 19:00	buy	46	0.10	1.46387	0.00000	0.00000
92	2009.09.16 05:00	close	46	0.10	1.46649	0.00000	0.00000	26.17	9609.00
93	2009.09.18 04:00	sell	47	0.10	1.46982	0.00000	0.00000
94	2009.09.18 06:00	close	47	0.10	1.47192	0.00000	0.00000	-21.00	9588.00
95	2009.09.18 19:00	buy	48	0.10	1.47259	0.00000	0.00000
96	2009.09.18 22:00	close	48	0.10	1.47010	0.00000	0.00000	-24.90	9563.10
97	2009.09.18 22:00	sell	49	0.10	1.47010	0.00000	0.00000
98	2009.09.21 14:00	close	49	0.10	1.46692	0.00000	0.00000	31.63	9594.73
99	2009.09.21 23:00	buy	50	0.10	1.46811	0.00000	0.00000
100	2009.09.22 16:00	close	50	0.10	1.47844	0.00000	0.00000	103.27	9698.00
101	2009.09.23 13:00	sell	51	0.10	1.47714	0.00000	0.00000
102	2009.09.23 17:00	close	51	0.10	1.47818	0.00000	0.00000	-10.40	9687.60
103	2009.09.23 21:00	buy	52	0.10	1.47992	0.00000	0.00000
104	2009.09.23 22:00	close	52	0.10	1.47418	0.00000	0.00000	-57.40	9630.20
105	2009.09.23 22:00	sell	53	0.10	1.47418	0.00000	0.00000
106	2009.09.24 02:00	close	53	0.10	1.47299	0.00000	0.00000	11.39	9641.59
107	2009.09.24 11:00	buy	54	0.10	1.47604	0.00000	0.00000
108	2009.09.24 16:00	close	54	0.10	1.47575	0.00000	0.00000	-2.90	9638.69
109	2009.09.24 17:00	sell	55	0.10	1.47068	0.00000	0.00000
110	2009.09.25 05:00	close	55	0.10	1.46585	0.00000	0.00000	48.13	9686.82
111	2009.09.25 12:00	buy	56	0.10	1.46938	0.00000	0.00000
112	2009.09.25 14:00	close	56	0.10	1.46765	0.00000	0.00000	-17.30	9669.52
113	2009.09.25 14:00	sell	57	0.10	1.46765	0.00000	0.00000
114	2009.09.25 16:00	close	57	0.10	1.46809	0.00000	0.00000	-4.40	9665.12
115	2009.09.28 01:00	buy	58	0.10	1.47054	0.00000	0.00000
116	2009.09.28 03:00	close	58	0.10	1.46441	0.00000	0.00000	-61.30	9603.82
117	2009.09.28 03:00	sell	59	0.10	1.46441	0.00000	0.00000
118	2009.09.28 09:00	close	59	0.10	1.46283	0.00000	0.00000	15.80	9619.62
119	2009.09.28 16:00	buy	60	0.10	1.46541	0.00000	0.00000
120	2009.09.28 17:00	close	60	0.10	1.46288	0.00000	0.00000	-25.30	9594.32
121	2009.09.28 17:00	sell	61	0.10	1.46288	0.00000	0.00000
122	2009.09.28 18:00	close	61	0.10	1.46506	0.00000	0.00000	-21.80	9572.52
123	2009.09.28 18:00	buy	62	0.10	1.46506	0.00000	0.00000
124	2009.09.28 19:00	close	62	0.10	1.46150	0.00000	0.00000	-35.60	9536.92
125	2009.09.28 19:00	sell	63	0.10	1.46150	0.00000	0.00000
126	2009.09.28 23:00	close	63	0.10	1.46242	0.00000	0.00000	-9.20	9527.72
127	2009.09.29 07:00	buy	64	0.10	1.46360	0.00000	0.00000
128	2009.09.29 10:00	close	64	0.10	1.45775	0.00000	0.00000	-58.50	9469.22
129	2009.09.29 10:00	sell	65	0.10	1.45775	0.00000	0.00000
130	2009.09.29 19:00	close	65	0.10	1.45823	0.00000	0.00000	-4.80	9464.42
131	2009.09.30 02:00	buy	66	0.10	1.45960	0.00000	0.00000
132	2009.09.30 09:00	close	66	0.10	1.46188	0.00000	0.00000	22.80	9487.22