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

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-540.51	Gross profit	1107.56	Gross loss	-1648.07
Profit factor	0.67	Expected payoff	-9.65
Absolute drawdown	663.10	Maximal drawdown	981.97 (9.52%)	Relative drawdown	9.52% (981.97)

Total trades	56	Short positions (won %)	28 (64.29%)	Long positions (won %)	28 (57.14%)
		Profit trades (% of total)	34 (60.71%)	Loss trades (% of total)	22 (39.29%)
Largest		profit trade	99.51	loss trade	-293.90
Average		profit trade	32.58	loss trade	-74.91
Maximum		consecutive wins (profit in money)	8 (183.78)	consecutive losses (loss in money)	6 (-243.76)
Maximal		consecutive profit (count of wins)	211.41 (4)	consecutive loss (count of losses)	-293.90 (1)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	0.10	1.61221	0.00000	0.00000
2	2010.01.04 09:00	close	1	0.10	1.60986	0.00000	0.00000	23.50	10023.50
3	2010.01.04 09:00	buy	2	0.10	1.60986	0.00000	0.00000
4	2010.01.04 14:00	close	2	0.10	1.61466	0.00000	0.00000	48.00	10071.50
5	2010.01.04 14:00	sell	3	0.10	1.61466	0.00000	0.00000
6	2010.01.05 01:00	close	3	0.10	1.61135	0.00000	0.00000	32.87	10104.37
7	2010.01.05 01:00	buy	4	0.10	1.61135	0.00000	0.00000
8	2010.01.05 09:00	close	4	0.10	1.60993	0.00000	0.00000	-14.20	10090.17
9	2010.01.05 09:00	sell	5	0.10	1.60993	0.00000	0.00000
10	2010.01.05 16:00	close	5	0.10	1.60460	0.00000	0.00000	53.30	10143.47
11	2010.01.05 16:00	buy	6	0.10	1.60460	0.00000	0.00000
12	2010.01.06 12:00	close	6	0.10	1.60105	0.00000	0.00000	-35.50	10107.97
13	2010.01.06 12:00	sell	7	0.10	1.60105	0.00000	0.00000
14	2010.01.06 17:00	close	7	0.10	1.59997	0.00000	0.00000	10.80	10118.77
15	2010.01.06 17:00	buy	8	0.10	1.59997	0.00000	0.00000
16	2010.01.07 00:00	close	8	0.10	1.60055	0.00000	0.00000	5.80	10124.57
17	2010.01.07 00:00	sell	9	0.10	1.60055	0.00000	0.00000
18	2010.01.07 15:00	close	9	0.10	1.59245	0.00000	0.00000	81.00	10205.57
19	2010.01.07 15:00	buy	10	0.10	1.59245	0.00000	0.00000
20	2010.01.08 14:00	close	10	0.10	1.59787	0.00000	0.00000	54.20	10259.77
21	2010.01.08 14:00	sell	11	0.10	1.59787	0.00000	0.00000
22	2010.01.12 06:00	close	11	0.10	1.60895	0.00000	0.00000	-111.26	10148.51
23	2010.01.12 06:00	buy	12	0.10	1.60895	0.00000	0.00000
24	2010.01.12 15:00	close	12	0.10	1.61287	0.00000	0.00000	39.20	10187.71
25	2010.01.12 15:00	sell	13	0.10	1.61287	0.00000	0.00000
26	2010.01.14 15:00	close	13	0.10	1.63127	0.00000	0.00000	-184.92	10002.79
27	2010.01.14 15:00	buy	14	0.10	1.63127	0.00000	0.00000
28	2010.01.15 02:00	close	14	0.10	1.63199	0.00000	0.00000	7.20	10009.99
29	2010.01.15 02:00	sell	15	0.10	1.63199	0.00000	0.00000
30	2010.01.15 14:00	close	15	0.10	1.63103	0.00000	0.00000	9.60	10019.59
31	2010.01.15 14:00	buy	16	0.10	1.63103	0.00000	0.00000
32	2010.01.18 13:00	close	16	0.10	1.63359	0.00000	0.00000	25.60	10045.19
33	2010.01.18 13:00	sell	17	0.10	1.63359	0.00000	0.00000
34	2010.01.19 16:00	close	17	0.10	1.63692	0.00000	0.00000	-33.53	10011.66
35	2010.01.19 16:00	buy	18	0.10	1.63692	0.00000	0.00000
36	2010.01.19 21:00	close	18	0.10	1.63613	0.00000	0.00000	-7.90	10003.76
37	2010.01.19 21:00	sell	19	0.10	1.63613	0.00000	0.00000
38	2010.01.19 22:00	close	19	0.10	1.63828	0.00000	0.00000	-21.50	9982.26
39	2010.01.19 22:00	buy	20	0.10	1.63828	0.00000	0.00000
40	2010.01.19 23:00	close	20	0.10	1.63587	0.00000	0.00000	-24.10	9958.16
41	2010.01.19 23:00	sell	21	0.10	1.63587	0.00000	0.00000
42	2010.01.20 02:00	close	21	0.10	1.63683	0.00000	0.00000	-9.83	9948.33
43	2010.01.20 02:00	buy	22	0.10	1.63683	0.00000	0.00000
44	2010.01.22 11:00	close	22	0.10	1.62214	0.00000	0.00000	-146.90	9801.43
45	2010.01.22 11:00	sell	23	0.10	1.62214	0.00000	0.00000
46	2010.01.22 19:00	close	23	0.10	1.61336	0.00000	0.00000	87.80	9889.23
47	2010.01.22 19:00	buy	24	0.10	1.61336	0.00000	0.00000
48	2010.01.25 13:00	close	24	0.10	1.61477	0.00000	0.00000	14.10	9903.33
49	2010.01.25 13:00	sell	25	0.10	1.61477	0.00000	0.00000
50	2010.01.26 17:00	close	25	0.10	1.61477	0.00000	0.00000	-0.23	9903.10
51	2010.01.26 17:00	buy	26	0.10	1.61477	0.00000	0.00000
52	2010.01.27 16:00	close	26	0.10	1.61901	0.00000	0.00000	42.40	9945.50
53	2010.01.27 16:00	sell	27	0.10	1.61901	0.00000	0.00000
54	2010.01.28 00:00	close	27	0.10	1.61794	0.00000	0.00000	10.01	9955.51
55	2010.01.28 00:00	buy	28	0.10	1.61794	0.00000	0.00000
56	2010.01.28 06:00	close	28	0.10	1.61870	0.00000	0.00000	7.60	9963.11
57	2010.01.28 06:00	sell	29	0.10	1.61870	0.00000	0.00000
58	2010.01.29 01:00	close	29	0.10	1.61429	0.00000	0.00000	43.87	10006.98
59	2010.01.29 01:00	buy	30	0.10	1.61429	0.00000	0.00000
60	2010.02.02 01:00	close	30	0.10	1.59439	0.00000	0.00000	-199.00	9807.98
61	2010.02.02 01:00	sell	31	0.10	1.59439	0.00000	0.00000
62	2010.02.02 08:00	close	31	0.10	1.59567	0.00000	0.00000	-12.80	9795.18
63	2010.02.02 08:00	buy	32	0.10	1.59567	0.00000	0.00000
64	2010.02.02 23:00	close	32	0.10	1.59697	0.00000	0.00000	13.00	9808.18
65	2010.02.02 23:00	sell	33	0.10	1.59697	0.00000	0.00000
66	2010.02.04 01:00	close	33	0.10	1.59143	0.00000	0.00000	54.48	9862.66
67	2010.02.04 01:00	buy	34	0.10	1.59143	0.00000	0.00000
68	2010.02.08 20:00	close	34	0.10	1.56204	0.00000	0.00000	-293.90	9568.76
69	2010.02.08 20:00	sell	35	0.10	1.56204	0.00000	0.00000
70	2010.02.09 03:00	close	35	0.10	1.56016	0.00000	0.00000	18.57	9587.33
71	2010.02.09 03:00	buy	36	0.10	1.56016	0.00000	0.00000
72	2010.02.09 10:00	close	36	0.10	1.55869	0.00000	0.00000	-14.70	9572.63
73	2010.02.09 10:00	sell	37	0.10	1.55869	0.00000	0.00000
74	2010.02.09 14:00	close	37	0.10	1.56357	0.00000	0.00000	-48.80	9523.83
75	2010.02.09 14:00	buy	38	0.10	1.56357	0.00000	0.00000
76	2010.02.09 17:00	close	38	0.10	1.56080	0.00000	0.00000	-27.70	9496.13
77	2010.02.09 17:00	sell	39	0.10	1.56080	0.00000	0.00000
78	2010.02.11 00:00	close	39	0.10	1.55993	0.00000	0.00000	7.78	9503.91
79	2010.02.11 00:00	buy	40	0.10	1.55993	0.00000	0.00000
80	2010.02.11 08:00	close	40	0.10	1.56224	0.00000	0.00000	23.10	9527.01
81	2010.02.11 08:00	sell	41	0.10	1.56224	0.00000	0.00000
82	2010.02.11 12:00	close	41	0.10	1.56036	0.00000	0.00000	18.80	9545.81
83	2010.02.11 12:00	buy	42	0.10	1.56036	0.00000	0.00000
84	2010.02.12 02:00	close	42	0.10	1.56758	0.00000	0.00000	72.20	9618.01
85	2010.02.12 02:00	sell	43	0.10	1.56758	0.00000	0.00000
86	2010.02.12 16:00	close	43	0.10	1.56457	0.00000	0.00000	30.10	9648.11
87	2010.02.12 16:00	buy	44	0.10	1.56457	0.00000	0.00000
88	2010.02.15 01:00	close	44	0.10	1.56651	0.00000	0.00000	19.40	9667.51
89	2010.02.15 01:00	sell	45	0.10	1.56651	0.00000	0.00000
90	2010.02.15 09:00	close	45	0.10	1.56583	0.00000	0.00000	6.80	9674.31
91	2010.02.15 09:00	buy	46	0.10	1.56583	0.00000	0.00000
92	2010.02.15 15:00	close	46	0.10	1.56639	0.00000	0.00000	5.60	9679.91
93	2010.02.15 15:00	sell	47	0.10	1.56639	0.00000	0.00000
94	2010.02.15 20:00	close	47	0.10	1.56676	0.00000	0.00000	-3.70	9676.21
95	2010.02.15 20:00	buy	48	0.10	1.56676	0.00000	0.00000
96	2010.02.16 11:00	close	48	0.10	1.56838	0.00000	0.00000	16.20	9692.41
97	2010.02.16 11:00	sell	49	0.10	1.56838	0.00000	0.00000
98	2010.02.16 17:00	close	49	0.10	1.56770	0.00000	0.00000	6.80	9699.21
99	2010.02.16 17:00	buy	50	0.10	1.56770	0.00000	0.00000
100	2010.02.17 03:00	close	50	0.10	1.57659	0.00000	0.00000	88.90	9788.11
101	2010.02.17 03:00	sell	51	0.10	1.57659	0.00000	0.00000
102	2010.02.18 05:00	close	51	0.10	1.56657	0.00000	0.00000	99.51	9887.62
103	2010.02.18 05:00	buy	52	0.10	1.56657	0.00000	0.00000
104	2010.02.22 06:00	close	52	0.10	1.54806	0.00000	0.00000	-185.10	9702.52
105	2010.02.22 06:00	sell	53	0.10	1.54806	0.00000	0.00000
106	2010.02.23 17:00	close	53	0.10	1.54509	0.00000	0.00000	29.47	9731.99
107	2010.02.23 17:00	buy	54	0.10	1.54509	0.00000	0.00000
108	2010.02.24 09:00	close	54	0.10	1.54275	0.00000	0.00000	-23.40	9708.59
109	2010.02.24 09:00	sell	55	0.10	1.54275	0.00000	0.00000
110	2010.02.24 12:00	close	55	0.10	1.54560	0.00000	0.00000	-28.50	9680.09
111	2010.02.24 12:00	buy	56	0.10	1.54560	0.00000	0.00000
112	2010.02.26 22:56	close at stop	56	0.10	1.52354	0.00000	0.00000	-220.60	9459.49