Report Result : LSMA_EA - Desynced Forex Repository

Strategy Tester Report

LSMA_EA

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

Initial deposit	10000.00
Total net profit	-9843.30	Gross profit	8822.90	Gross loss	-18666.20
Profit factor	0.47	Expected payoff	-111.86
Absolute drawdown	9848.30	Maximal drawdown	11527.30 (98.70%)	Relative drawdown	98.70% (11527.30)

Total trades	88	Short positions (won %)	42 (33.33%)	Long positions (won %)	46 (30.43%)
		Profit trades (% of total)	28 (31.82%)	Loss trades (% of total)	60 (68.18%)
Largest		profit trade	1021.70	loss trade	-1348.00
Average		profit trade	315.10	loss trade	-311.10
Maximum		consecutive wins (profit in money)	5 (1288.00)	consecutive losses (loss in money)	11 (-2549.60)
Maximal		consecutive profit (count of wins)	1336.70 (3)	consecutive loss (count of losses)	-3219.00 (3)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	1.00	1.61221	0.00000	0.00000
2	2010.01.04 08:00	close	1	1.00	1.60925	0.00000	0.00000	296.00	10296.00
3	2010.01.04 09:00	buy	2	1.00	1.61024	0.00000	0.00000
4	2010.01.04 15:00	close	2	1.00	1.61620	0.00000	0.00000	596.00	10892.00
5	2010.01.04 15:00	sell	3	1.00	1.61620	0.00000	0.00000
6	2010.01.05 01:00	close	3	1.00	1.61173	0.00000	0.00000	444.70	11336.70
7	2010.01.05 01:00	buy	4	1.00	1.61173	0.00000	0.00000
8	2010.01.05 03:00	close	4	1.00	1.60777	0.00000	0.00000	-396.00	10940.70
9	2010.01.05 04:00	sell	5	1.00	1.60935	0.00000	0.00000
10	2010.01.05 07:00	close	5	1.00	1.61377	0.00000	0.00000	-442.00	10498.70
11	2010.01.05 07:00	buy	6	1.00	1.61377	0.00000	0.00000
12	2010.01.05 10:00	close	6	1.00	1.60436	0.00000	0.00000	-941.00	9557.70
13	2010.01.05 10:00	sell	7	1.00	1.60436	0.00000	0.00000
14	2010.01.05 15:00	close	7	1.00	1.60425	0.00000	0.00000	11.00	9568.70
15	2010.01.05 15:00	buy	8	1.00	1.60425	0.00000	0.00000
16	2010.01.05 18:00	close	8	1.00	1.60068	0.00000	0.00000	-357.00	9211.70
17	2010.01.05 19:00	sell	9	1.00	1.60019	0.00000	0.00000
18	2010.01.05 23:00	close	9	1.00	1.59954	0.00000	0.00000	65.00	9276.70
19	2010.01.06 00:00	buy	10	1.00	1.59918	0.00000	0.00000
20	2010.01.06 02:00	close	10	1.00	1.59642	0.00000	0.00000	-276.00	9000.70
21	2010.01.06 02:00	sell	11	1.00	1.59642	0.00000	0.00000
22	2010.01.06 04:00	close	11	1.00	1.59898	0.00000	0.00000	-256.00	8744.70
23	2010.01.06 07:00	sell	12	1.00	1.59629	0.00000	0.00000
24	2010.01.06 09:00	close	12	1.00	1.60217	0.00000	0.00000	-588.00	8156.70
25	2010.01.06 09:00	buy	13	1.00	1.60217	0.00000	0.00000
26	2010.01.06 13:00	close	13	1.00	1.59816	0.00000	0.00000	-401.00	7755.70
27	2010.01.06 13:00	sell	14	1.00	1.59816	0.00000	0.00000
28	2010.01.06 18:00	close	14	1.00	1.60187	0.00000	0.00000	-371.00	7384.70
29	2010.01.06 18:00	buy	15	1.00	1.60187	0.00000	0.00000
30	2010.01.07 00:00	close	15	1.00	1.60055	0.00000	0.00000	-132.00	7252.70
31	2010.01.07 01:00	buy	16	1.00	1.60255	0.00000	0.00000
32	2010.01.07 04:00	close	16	1.00	1.60006	0.00000	0.00000	-249.00	7003.70
33	2010.01.07 04:00	sell	17	1.00	1.60006	0.00000	0.00000
34	2010.01.07 15:00	close	17	1.00	1.59283	0.00000	0.00000	723.00	7726.70
35	2010.01.07 16:00	buy	18	1.00	1.59250	0.00000	0.00000
36	2010.01.07 23:00	close	18	1.00	1.59292	0.00000	0.00000	42.00	7768.70
37	2010.01.08 00:00	sell	19	1.00	1.59249	0.00000	0.00000
38	2010.01.08 02:00	close	19	1.00	1.59510	0.00000	0.00000	-261.00	7507.70
39	2010.01.08 03:00	buy	20	1.00	1.59362	0.00000	0.00000
40	2010.01.08 04:00	close	20	1.00	1.59200	0.00000	0.00000	-162.00	7345.70
41	2010.01.08 04:00	sell	21	1.00	1.59200	0.00000	0.00000
42	2010.01.08 05:00	close	21	1.00	1.59440	0.00000	0.00000	-240.00	7105.70
43	2010.01.08 06:00	buy	22	1.00	1.59465	0.00000	0.00000
44	2010.01.08 08:00	close	22	1.00	1.59337	0.00000	0.00000	-128.00	6977.70
45	2010.01.08 09:00	buy	23	1.00	1.59756	0.00000	0.00000
46	2010.01.08 14:00	close	23	1.00	1.59787	0.00000	0.00000	31.00	7008.70
47	2010.01.08 14:00	sell	24	1.00	1.59787	0.00000	0.00000
48	2010.01.08 15:00	close	24	1.00	1.60960	0.00000	0.00000	-1173.00	5835.70
49	2010.01.08 15:00	buy	25	1.00	1.60960	0.00000	0.00000
50	2010.01.08 17:00	close	25	1.00	1.59612	0.00000	0.00000	-1348.00	4487.70
51	2010.01.08 17:00	sell	26	1.00	1.59612	0.00000	0.00000
52	2010.01.08 20:00	close	26	1.00	1.60310	0.00000	0.00000	-698.00	3789.70
53	2010.01.08 20:00	buy	27	1.00	1.60310	0.00000	0.00000
54	2010.01.11 07:00	close	27	1.00	1.60895	0.00000	0.00000	585.00	4374.70
55	2010.01.11 07:00	sell	28	1.00	1.60895	0.00000	0.00000
56	2010.01.11 10:00	close	28	1.00	1.61317	0.00000	0.00000	-422.00	3952.70
57	2010.01.11 10:00	buy	29	1.00	1.61317	0.00000	0.00000
58	2010.01.11 16:00	close	29	1.00	1.61261	0.00000	0.00000	-56.00	3896.70
59	2010.01.11 16:00	sell	30	1.00	1.61261	0.00000	0.00000
60	2010.01.12 00:00	close	30	1.00	1.61196	0.00000	0.00000	62.70	3959.40
61	2010.01.12 01:00	buy	31	1.00	1.61149	0.00000	0.00000
62	2010.01.12 02:00	close	31	1.00	1.60848	0.00000	0.00000	-301.00	3658.40
63	2010.01.12 02:00	sell	32	1.00	1.60848	0.00000	0.00000
64	2010.01.12 07:00	close	32	1.00	1.60948	0.00000	0.00000	-100.00	3558.40
65	2010.01.12 07:00	buy	33	1.00	1.60948	0.00000	0.00000
66	2010.01.12 16:00	close	33	1.00	1.61549	0.00000	0.00000	601.00	4159.40
67	2010.01.12 17:00	buy	34	1.00	1.61956	0.00000	0.00000
68	2010.01.12 22:00	close	34	1.00	1.61687	0.00000	0.00000	-269.00	3890.40
69	2010.01.12 22:00	sell	35	1.00	1.61687	0.00000	0.00000
70	2010.01.13 04:00	close	35	1.00	1.61565	0.00000	0.00000	119.70	4010.10
71	2010.01.13 05:00	buy	36	1.00	1.61715	0.00000	0.00000
72	2010.01.13 17:00	close	36	1.00	1.62642	0.00000	0.00000	927.00	4937.10
73	2010.01.13 17:00	sell	37	1.00	1.62642	0.00000	0.00000
74	2010.01.13 21:00	close	37	1.00	1.62857	0.00000	0.00000	-215.00	4722.10
75	2010.01.13 22:00	buy	38	1.00	1.62918	0.00000	0.00000
76	2010.01.14 00:00	close	38	1.00	1.62648	0.00000	0.00000	-270.00	4452.10
77	2010.01.14 00:00	sell	39	1.00	1.62648	0.00000	0.00000
78	2010.01.14 02:00	close	39	1.00	1.63068	0.00000	0.00000	-420.00	4032.10
79	2010.01.14 02:00	buy	40	1.00	1.63068	0.00000	0.00000
80	2010.01.14 06:00	close	40	1.00	1.62828	0.00000	0.00000	-240.00	3792.10
81	2010.01.14 06:00	sell	41	1.00	1.62828	0.00000	0.00000
82	2010.01.14 10:00	close	41	1.00	1.62971	0.00000	0.00000	-143.00	3649.10
83	2010.01.14 11:00	buy	42	1.00	1.62865	0.00000	0.00000
84	2010.01.14 12:00	close	42	1.00	1.62792	0.00000	0.00000	-73.00	3576.10
85	2010.01.14 13:00	sell	43	1.00	1.62695	0.00000	0.00000
86	2010.01.14 15:00	close	43	1.00	1.63165	0.00000	0.00000	-470.00	3106.10
87	2010.01.14 15:00	buy	44	1.00	1.63165	0.00000	0.00000
88	2010.01.14 22:00	close	44	1.00	1.63238	0.00000	0.00000	73.00	3179.10
89	2010.01.15 02:00	sell	45	1.00	1.63199	0.00000	0.00000
90	2010.01.15 06:00	close	45	1.00	1.63398	0.00000	0.00000	-199.00	2980.10
91	2010.01.15 06:00	buy	46	1.00	1.63398	0.00000	0.00000
92	2010.01.15 10:00	close	46	1.00	1.63289	0.00000	0.00000	-109.00	2871.10
93	2010.01.15 11:00	sell	47	1.00	1.63054	0.00000	0.00000
94	2010.01.15 21:00	close	47	1.00	1.62638	0.00000	0.00000	416.00	3287.10
95	2010.01.15 22:00	buy	48	1.00	1.62633	0.00000	0.00000
96	2010.01.18 03:00	close	48	1.00	1.62705	0.00000	0.00000	72.00	3359.10
97	2010.01.18 03:00	sell	49	1.00	1.62705	0.00000	0.00000
98	2010.01.18 04:00	close	49	1.00	1.62884	0.00000	0.00000	-179.00	3180.10
99	2010.01.18 04:00	buy	50	1.00	1.62884	0.00000	0.00000
100	2010.01.18 14:00	close	50	1.00	1.63351	0.00000	0.00000	467.00	3647.10
101	2010.01.18 14:00	sell	51	1.00	1.63351	0.00000	0.00000
102	2010.01.18 18:00	close	51	1.00	1.63330	0.00000	0.00000	21.00	3668.10
103	2010.01.18 18:00	buy	52	1.00	1.63330	0.00000	0.00000
104	2010.01.18 23:00	close	52	1.00	1.63369	0.00000	0.00000	39.00	3707.10
105	2010.01.19 00:00	buy	53	1.00	1.63521	0.00000	0.00000
106	2010.01.19 07:00	close	53	1.00	1.64006	0.00000	0.00000	485.00	4192.10
107	2010.01.19 07:00	sell	54	1.00	1.64006	0.00000	0.00000
108	2010.01.19 16:00	close	54	1.00	1.63730	0.00000	0.00000	276.00	4468.10
109	2010.01.19 17:00	buy	55	1.00	1.63765	0.00000	0.00000
110	2010.01.19 21:00	close	55	1.00	1.63613	0.00000	0.00000	-152.00	4316.10
111	2010.01.19 22:00	sell	56	1.00	1.63810	0.00000	0.00000
112	2010.01.20 12:00	close	56	1.00	1.62786	0.00000	0.00000	1021.70	5337.80
113	2010.01.20 13:00	sell	57	1.00	1.62750	0.00000	0.00000
114	2010.01.20 16:00	close	57	1.00	1.63008	0.00000	0.00000	-258.00	5079.80
115	2010.01.20 16:00	buy	58	1.00	1.63008	0.00000	0.00000
116	2010.01.20 20:00	close	58	1.00	1.62793	0.00000	0.00000	-215.00	4864.80
117	2010.01.21 00:00	buy	59	1.00	1.63003	0.00000	0.00000
118	2010.01.21 03:00	close	59	1.00	1.62725	0.00000	0.00000	-278.00	4586.80
119	2010.01.21 03:00	sell	60	1.00	1.62725	0.00000	0.00000
120	2010.01.21 08:00	close	60	1.00	1.62939	0.00000	0.00000	-214.00	4372.80
121	2010.01.21 08:00	buy	61	1.00	1.62939	0.00000	0.00000
122	2010.01.21 10:00	close	61	1.00	1.61831	0.00000	0.00000	-1108.00	3264.80
123	2010.01.21 10:00	sell	62	1.00	1.61831	0.00000	0.00000
124	2010.01.21 15:00	close	62	1.00	1.61817	0.00000	0.00000	14.00	3278.80
125	2010.01.21 15:00	buy	63	1.00	1.61817	0.00000	0.00000
126	2010.01.21 22:00	close	63	1.00	1.61964	0.00000	0.00000	147.00	3425.80
127	2010.01.21 22:00	sell	64	1.00	1.61964	0.00000	0.00000
128	2010.01.22 03:00	close	64	1.00	1.62204	0.00000	0.00000	-242.30	3183.50
129	2010.01.22 03:00	buy	65	1.00	1.62204	0.00000	0.00000
130	2010.01.22 07:00	close	65	1.00	1.62115	0.00000	0.00000	-89.00	3094.50
131	2010.01.22 08:00	buy	66	1.00	1.62276	0.00000	0.00000
132	2010.01.22 12:00	close	66	1.00	1.62433	0.00000	0.00000	157.00	3251.50
133	2010.01.22 13:00	sell	67	1.00	1.61762	0.00000	0.00000
134	2010.01.22 18:00	close	67	1.00	1.61224	0.00000	0.00000	538.00	3789.50
135	2010.01.22 18:00	buy	68	1.00	1.61224	0.00000	0.00000
136	2010.01.22 22:00	close	68	1.00	1.61120	0.00000	0.00000	-104.00	3685.50
137	2010.01.22 22:00	sell	69	1.00	1.61120	0.00000	0.00000
138	2010.01.25 04:00	close	69	1.00	1.61266	0.00000	0.00000	-148.30	3537.20
139	2010.01.25 04:00	buy	70	1.00	1.61266	0.00000	0.00000
140	2010.01.25 06:00	close	70	1.00	1.61110	0.00000	0.00000	-156.00	3381.20
141	2010.01.25 08:00	buy	71	1.00	1.61355	0.00000	0.00000
142	2010.01.25 14:00	close	71	1.00	1.61336	0.00000	0.00000	-19.00	3362.20
143	2010.01.25 14:00	sell	72	1.00	1.61336	0.00000	0.00000
144	2010.01.25 16:00	close	72	1.00	1.61885	0.00000	0.00000	-549.00	2813.20
145	2010.01.25 16:00	buy	73	1.00	1.61885	0.00000	0.00000
146	2010.01.25 22:00	close	73	1.00	1.62397	0.00000	0.00000	512.00	3325.20
147	2010.01.25 23:00	sell	74	1.00	1.62427	0.00000	0.00000
148	2010.01.26 02:00	close	74	1.00	1.62620	0.00000	0.00000	-195.30	3129.90
149	2010.01.26 02:00	buy	75	1.00	1.62620	0.00000	0.00000
150	2010.01.26 05:00	close	75	1.00	1.62202	0.00000	0.00000	-418.00	2711.90
151	2010.01.26 05:00	sell	76	1.00	1.62202	0.00000	0.00000
152	2010.01.26 09:00	close	76	1.00	1.62311	0.00000	0.00000	-109.00	2602.90
153	2010.01.26 09:00	buy	77	1.00	1.62311	0.00000	0.00000
154	2010.01.26 11:00	close	77	1.00	1.61371	0.00000	0.00000	-940.00	1662.90
155	2010.01.26 11:00	sell	78	1.00	1.61371	0.00000	0.00000
156	2010.01.26 17:00	close	78	1.00	1.61515	0.00000	0.00000	-144.00	1518.90
157	2010.01.26 17:00	buy	79	1.00	1.61515	0.00000	0.00000
158	2010.01.26 22:00	close	79	1.00	1.61412	0.00000	0.00000	-103.00	1415.90
159	2010.01.26 22:00	sell	80	1.00	1.61412	0.00000	0.00000
160	2010.01.27 01:00	close	80	1.00	1.61481	0.00000	0.00000	-71.30	1344.60
161	2010.01.27 02:00	sell	81	1.00	1.61300	0.00000	0.00000
162	2010.01.27 04:00	close	81	1.00	1.61373	0.00000	0.00000	-73.00	1271.60
163	2010.01.27 05:00	sell	82	1.00	1.61271	0.00000	0.00000
164	2010.01.27 08:00	close	82	1.00	1.61466	0.00000	0.00000	-195.00	1076.60
165	2010.01.27 08:00	buy	83	1.00	1.61466	0.00000	0.00000
166	2010.01.27 10:00	close	83	1.00	1.61178	0.00000	0.00000	-288.00	788.60
167	2010.01.27 11:00	buy	84	1.00	1.61914	0.00000	0.00000
168	2010.01.27 16:00	close	84	1.00	1.61901	0.00000	0.00000	-13.00	775.60
169	2010.01.27 17:00	sell	85	1.00	1.61900	0.00000	0.00000
170	2010.01.28 01:00	close	85	1.00	1.61813	0.00000	0.00000	80.10	855.70
171	2010.01.28 01:00	buy	86	1.00	1.61813	0.00000	0.00000
172	2010.01.28 03:00	close	86	1.00	1.61705	0.00000	0.00000	-108.00	747.70
173	2010.01.28 04:00	buy	87	1.00	1.62117	0.00000	0.00000
174	2010.01.28 07:00	close	87	1.00	1.61800	0.00000	0.00000	-317.00	430.70
175	2010.01.28 07:00	sell	88	1.00	1.61800	0.00000	0.00000
176	2010.01.28 08:00	close	88	1.00	1.62074	0.00000	0.00000	-274.00	156.70