Report Result : 3sma - Desynced Forex Repository

Strategy Tester Report

3sma

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
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	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-764.82	Gross profit	987.03	Gross loss	-1751.85
Profit factor	0.56	Expected payoff	-13.66
Absolute drawdown	897.17	Maximal drawdown	921.37 (9.19%)	Relative drawdown	9.19% (921.37)

Total trades	56	Short positions (won %)	31 (25.81%)	Long positions (won %)	25 (28.00%)
		Profit trades (% of total)	15 (26.79%)	Loss trades (% of total)	41 (73.21%)
Largest		profit trade	309.35	loss trade	-152.40
Average		profit trade	65.80	loss trade	-42.73
Maximum		consecutive wins (profit in money)	2 (93.01)	consecutive losses (loss in money)	7 (-288.24)
Maximal		consecutive profit (count of wins)	309.35 (1)	consecutive loss (count of losses)	-288.24 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	0.10	1.61277	0.00000	0.00000
2	2010.01.04 04:00	close	1	0.10	1.61096	0.00000	0.00000	-18.10	9981.90
3	2010.01.04 11:00	sell	2	0.10	1.62035	0.00000	0.00000
4	2010.01.04 13:00	close	2	0.10	1.62253	0.00000	0.00000	-21.80	9960.10
5	2010.01.04 21:00	sell	3	0.10	1.60927	0.00000	0.00000
6	2010.01.05 08:00	close	3	0.10	1.61552	0.00000	0.00000	-62.75	9897.35
7	2010.01.05 11:00	sell	4	0.10	1.60486	0.00000	0.00000
8	2010.01.06 11:00	close	4	0.10	1.60278	0.00000	0.00000	20.55	9917.90
9	2010.01.06 19:00	sell	5	0.10	1.59946	0.00000	0.00000
10	2010.01.07 00:00	close	5	0.10	1.60111	0.00000	0.00000	-17.25	9900.65
11	2010.01.07 00:00	buy	6	0.10	1.60111	0.00000	0.00000
12	2010.01.07 09:00	close	6	0.10	1.59514	0.00000	0.00000	-59.70	9840.95
13	2010.01.07 11:00	sell	7	0.10	1.59332	0.00000	0.00000
14	2010.01.07 23:00	close	7	0.10	1.59348	0.00000	0.00000	-1.60	9839.35
15	2010.01.08 08:00	sell	8	0.10	1.59337	0.00000	0.00000
16	2010.01.08 09:00	close	8	0.10	1.59756	0.00000	0.00000	-41.90	9797.45
17	2010.01.08 10:00	buy	9	0.10	1.60207	0.00000	0.00000
18	2010.01.11 01:00	close	9	0.10	1.60867	0.00000	0.00000	66.01	9863.46
19	2010.01.11 03:00	buy	10	0.10	1.60787	0.00000	0.00000
20	2010.01.11 22:00	close	10	0.10	1.61057	0.00000	0.00000	27.00	9890.46
21	2010.01.12 05:00	sell	11	0.10	1.60742	0.00000	0.00000
22	2010.01.12 12:00	close	11	0.10	1.61512	0.00000	0.00000	-77.00	9813.46
23	2010.01.12 18:00	buy	12	0.10	1.61844	0.00000	0.00000
24	2010.01.13 04:00	close	12	0.10	1.61509	0.00000	0.00000	-33.49	9779.97
25	2010.01.13 08:00	buy	13	0.10	1.62191	0.00000	0.00000
26	2010.01.14 13:00	close	13	0.10	1.62695	0.00000	0.00000	50.43	9830.40
27	2010.01.14 18:00	buy	14	0.10	1.63237	0.00000	0.00000
28	2010.01.15 06:00	close	14	0.10	1.63342	0.00000	0.00000	10.51	9840.91
29	2010.01.15 17:00	sell	15	0.10	1.62545	0.00000	0.00000
30	2010.01.18 05:00	close	15	0.10	1.63132	0.00000	0.00000	-58.95	9781.96
31	2010.01.18 12:00	buy	16	0.10	1.63621	0.00000	0.00000
32	2010.01.18 21:00	close	16	0.10	1.63288	0.00000	0.00000	-33.30	9748.66
33	2010.01.19 01:00	buy	17	0.10	1.63566	0.00000	0.00000
34	2010.01.19 14:00	close	17	0.10	1.63330	0.00000	0.00000	-23.60	9725.06
35	2010.01.19 23:00	sell	18	0.10	1.63587	0.00000	0.00000
36	2010.01.20 00:00	close	18	0.10	1.63676	0.00000	0.00000	-9.15	9715.91
37	2010.01.20 04:00	sell	19	0.10	1.63223	0.00000	0.00000
38	2010.01.20 23:00	close	19	0.10	1.62952	0.00000	0.00000	27.10	9743.01
39	2010.01.21 05:00	sell	20	0.10	1.62627	0.00000	0.00000
40	2010.01.21 22:00	close	20	0.10	1.62020	0.00000	0.00000	60.70	9803.71
41	2010.01.22 05:00	sell	21	0.10	1.62131	0.00000	0.00000
42	2010.01.22 08:00	close	21	0.10	1.62276	0.00000	0.00000	-14.50	9789.21
43	2010.01.22 09:00	buy	22	0.10	1.62542	0.00000	0.00000
44	2010.01.22 15:00	close	22	0.10	1.61018	0.00000	0.00000	-152.40	9636.81
45	2010.01.22 17:00	sell	23	0.10	1.61235	0.00000	0.00000
46	2010.01.25 04:00	close	23	0.10	1.61266	0.00000	0.00000	-3.35	9633.46
47	2010.01.25 05:00	sell	24	0.10	1.61015	0.00000	0.00000
48	2010.01.25 10:00	close	24	0.10	1.61673	0.00000	0.00000	-65.80	9567.66
49	2010.01.25 16:00	buy	25	0.10	1.61885	0.00000	0.00000
50	2010.01.26 07:00	close	25	0.10	1.62055	0.00000	0.00000	17.01	9584.67
51	2010.01.26 15:00	sell	26	0.10	1.61060	0.00000	0.00000
52	2010.01.27 00:00	close	26	0.10	1.61553	0.00000	0.00000	-49.55	9535.12
53	2010.01.27 05:00	sell	27	0.10	1.61271	0.00000	0.00000
54	2010.01.27 12:00	close	27	0.10	1.62133	0.00000	0.00000	-86.20	9448.92
55	2010.01.27 13:00	buy	28	0.10	1.62311	0.00000	0.00000
56	2010.01.27 23:00	close	28	0.10	1.61667	0.00000	0.00000	-64.40	9384.52
57	2010.01.28 07:00	buy	29	0.10	1.61856	0.00000	0.00000
58	2010.01.28 19:00	close	29	0.10	1.61350	0.00000	0.00000	-50.60	9333.92
59	2010.01.29 00:00	sell	30	0.10	1.61243	0.00000	0.00000
60	2010.01.29 06:00	close	30	0.10	1.61361	0.00000	0.00000	-11.80	9322.12
61	2010.01.29 14:00	sell	31	0.10	1.61102	0.00000	0.00000
62	2010.02.01 21:00	close	31	0.10	1.59586	0.00000	0.00000	151.35	9473.47
63	2010.02.02 04:00	buy	32	0.10	1.59591	0.00000	0.00000
64	2010.02.02 08:00	close	32	0.10	1.59549	0.00000	0.00000	-4.20	9469.27
65	2010.02.02 19:00	buy	33	0.10	1.59785	0.00000	0.00000
66	2010.02.03 17:00	close	33	0.10	1.59348	0.00000	0.00000	-43.69	9425.58
67	2010.02.03 20:00	sell	34	0.10	1.59081	0.00000	0.00000
68	2010.02.08 07:00	close	34	0.10	1.55975	0.00000	0.00000	309.35	9734.93
69	2010.02.08 08:00	sell	35	0.10	1.55453	0.00000	0.00000
70	2010.02.08 17:00	close	35	0.10	1.56444	0.00000	0.00000	-99.10	9635.83
71	2010.02.08 23:00	buy	36	0.10	1.55881	0.00000	0.00000
72	2010.02.09 03:00	close	36	0.10	1.55998	0.00000	0.00000	11.71	9647.54
73	2010.02.09 09:00	buy	37	0.10	1.56491	0.00000	0.00000
74	2010.02.09 17:00	close	37	0.10	1.56080	0.00000	0.00000	-41.10	9606.44
75	2010.02.09 19:00	buy	38	0.10	1.57068	0.00000	0.00000
76	2010.02.10 07:00	close	38	0.10	1.56717	0.00000	0.00000	-35.09	9571.35
77	2010.02.10 17:00	sell	39	0.10	1.55877	0.00000	0.00000
78	2010.02.11 04:00	close	39	0.10	1.56461	0.00000	0.00000	-59.15	9512.20
79	2010.02.11 13:00	sell	40	0.10	1.56299	0.00000	0.00000
80	2010.02.11 19:00	close	40	0.10	1.56840	0.00000	0.00000	-54.10	9458.10
81	2010.02.11 19:00	buy	41	0.10	1.56840	0.00000	0.00000
82	2010.02.12 08:00	close	41	0.10	1.57009	0.00000	0.00000	16.91	9475.01
83	2010.02.12 17:00	sell	42	0.10	1.56417	0.00000	0.00000
84	2010.02.15 00:00	close	42	0.10	1.56723	0.00000	0.00000	-30.85	9444.16
85	2010.02.15 08:00	sell	43	0.10	1.56403	0.00000	0.00000
86	2010.02.15 14:00	close	43	0.10	1.56935	0.00000	0.00000	-53.20	9390.96
87	2010.02.15 14:00	buy	44	0.10	1.56935	0.00000	0.00000
88	2010.02.15 22:00	close	44	0.10	1.56598	0.00000	0.00000	-33.70	9357.26
89	2010.02.16 03:00	sell	45	0.10	1.56818	0.00000	0.00000
90	2010.02.16 04:00	close	45	0.10	1.56880	0.00000	0.00000	-6.20	9351.06
91	2010.02.16 06:00	buy	46	0.10	1.57054	0.00000	0.00000
92	2010.02.16 16:00	close	46	0.10	1.56412	0.00000	0.00000	-64.20	9286.86
93	2010.02.16 20:00	buy	47	0.10	1.57950	0.00000	0.00000
94	2010.02.17 08:00	close	47	0.10	1.57668	0.00000	0.00000	-28.19	9258.67
95	2010.02.17 14:00	buy	48	0.10	1.57954	0.00000	0.00000
96	2010.02.17 17:00	close	48	0.10	1.57235	0.00000	0.00000	-71.90	9186.77
97	2010.02.17 20:00	sell	49	0.10	1.56815	0.00000	0.00000
98	2010.02.18 22:00	close	49	0.10	1.56241	0.00000	0.00000	56.65	9243.42
99	2010.02.19 01:00	sell	50	0.10	1.54256	0.00000	0.00000
100	2010.02.19 20:00	close	50	0.10	1.54620	0.00000	0.00000	-36.40	9207.02
101	2010.02.22 03:00	buy	51	0.10	1.54899	0.00000	0.00000
102	2010.02.22 13:00	close	51	0.10	1.54708	0.00000	0.00000	-19.10	9187.92
103	2010.02.22 19:00	buy	52	0.10	1.54779	0.00000	0.00000
104	2010.02.23 14:00	close	52	0.10	1.54229	0.00000	0.00000	-54.99	9132.93
105	2010.02.23 17:00	sell	53	0.10	1.54491	0.00000	0.00000
106	2010.02.24 00:00	close	53	0.10	1.54406	0.00000	0.00000	8.25	9141.18
107	2010.02.24 03:00	sell	54	0.10	1.54530	0.00000	0.00000
108	2010.02.24 07:00	close	54	0.10	1.54669	0.00000	0.00000	-13.90	9127.28
109	2010.02.24 19:00	sell	55	0.10	1.54148	0.00000	0.00000
110	2010.02.26 04:00	close	55	0.10	1.52603	0.00000	0.00000	153.50	9280.78
111	2010.02.26 14:00	sell	56	0.10	1.51934	0.00000	0.00000
112	2010.02.26 22:59	close at stop	56	0.10	1.52390	0.00000	0.00000	-45.60	9235.18