Report Result : 3sma - Desynced Forex Repository

Strategy Tester Report

3sma

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27)
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	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	437.04	Gross profit	748.09	Gross loss	-311.05
Profit factor	2.41	Expected payoff	19.87
Absolute drawdown	140.98	Maximal drawdown	166.78 (1.66%)	Relative drawdown	1.66% (166.78)

Total trades	22	Short positions (won %)	12 (66.67%)	Long positions (won %)	10 (50.00%)
		Profit trades (% of total)	13 (59.09%)	Loss trades (% of total)	9 (40.91%)
Largest		profit trade	171.48	loss trade	-67.48
Average		profit trade	57.55	loss trade	-34.56
Maximum		consecutive wins (profit in money)	5 (309.41)	consecutive losses (loss in money)	3 (-101.58)
Maximal		consecutive profit (count of wins)	309.41 (5)	consecutive loss (count of losses)	-101.58 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 00:00	buy	1	0.10	1.36242	0.00000	0.00000
2	2010.03.01 06:00	close	1	0.10	1.36048	0.00000	0.00000	-19.40	9980.60
3	2010.03.01 14:00	sell	2	0.10	1.35069	0.00000	0.00000
4	2010.03.02 01:00	close	2	0.10	1.35631	0.00000	0.00000	-56.28	9924.32
5	2010.03.02 07:00	sell	3	0.10	1.35351	0.00000	0.00000
6	2010.03.02 17:00	close	3	0.10	1.35610	0.00000	0.00000	-25.90	9898.42
7	2010.03.02 19:00	buy	4	0.10	1.35952	0.00000	0.00000
8	2010.03.03 15:00	close	4	0.10	1.36549	0.00000	0.00000	59.63	9958.05
9	2010.03.03 17:00	buy	5	0.10	1.36902	0.00000	0.00000
10	2010.03.04 05:00	close	5	0.10	1.36831	0.00000	0.00000	-7.31	9950.74
11	2010.03.04 15:00	sell	6	0.10	1.36799	0.00000	0.00000
12	2010.03.05 06:00	close	6	0.10	1.35921	0.00000	0.00000	87.72	10038.46
13	2010.03.05 15:00	sell	7	0.10	1.35582	0.00000	0.00000
14	2010.03.05 20:00	close	7	0.10	1.36151	0.00000	0.00000	-56.90	9981.56
15	2010.03.05 20:00	buy	8	0.10	1.36151	0.00000	0.00000
16	2010.03.08 15:00	close	8	0.10	1.36649	0.00000	0.00000	49.73	10031.29
17	2010.03.08 23:00	sell	9	0.10	1.36333	0.00000	0.00000
18	2010.03.09 23:00	close	9	0.10	1.36013	0.00000	0.00000	31.92	10063.21
19	2010.03.10 07:00	buy	10	0.10	1.36008	0.00000	0.00000
20	2010.03.10 08:00	close	10	0.10	1.35823	0.00000	0.00000	-18.50	10044.71
21	2010.03.10 17:00	buy	11	0.10	1.36660	0.00000	0.00000
22	2010.03.11 05:00	close	11	0.10	1.36299	0.00000	0.00000	-36.31	10008.40
23	2010.03.11 13:00	buy	12	0.10	1.36541	0.00000	0.00000
24	2010.03.15 00:00	close	12	0.10	1.37593	0.00000	0.00000	105.06	10113.46
25	2010.03.15 12:00	sell	13	0.10	1.37042	0.00000	0.00000
26	2010.03.16 04:00	close	13	0.10	1.36856	0.00000	0.00000	18.52	10131.98
27	2010.03.16 14:00	buy	14	0.10	1.37201	0.00000	0.00000
28	2010.03.17 16:00	close	14	0.10	1.37492	0.00000	0.00000	29.03	10161.01
29	2010.03.17 21:00	sell	15	0.10	1.37396	0.00000	0.00000
30	2010.03.19 06:00	close	15	0.10	1.36218	0.00000	0.00000	117.48	10278.49
31	2010.03.19 12:00	sell	16	0.10	1.35715	0.00000	0.00000
32	2010.03.22 17:00	close	16	0.10	1.35321	0.00000	0.00000	39.32	10317.81
33	2010.03.22 21:00	buy	17	0.10	1.35540	0.00000	0.00000
34	2010.03.23 07:00	close	17	0.10	1.35311	0.00000	0.00000	-22.97	10294.84
35	2010.03.23 14:00	sell	18	0.10	1.35073	0.00000	0.00000
36	2010.03.23 22:00	close	18	0.10	1.35008	0.00000	0.00000	6.50	10301.34
37	2010.03.23 23:00	sell	19	0.10	1.34939	0.00000	0.00000
38	2010.03.25 09:00	close	19	0.10	1.33221	0.00000	0.00000	171.48	10472.82
39	2010.03.25 12:00	sell	20	0.10	1.33612	0.00000	0.00000
40	2010.03.25 13:00	close	20	0.10	1.33611	0.00000	0.00000	0.10	10472.92
41	2010.03.25 21:00	sell	21	0.10	1.32817	0.00000	0.00000
42	2010.03.26 07:00	close	21	0.10	1.33491	0.00000	0.00000	-67.48	10405.44
43	2010.03.26 12:00	buy	22	0.10	1.33770	0.00000	0.00000
44	2010.03.26 21:59	close at stop	22	0.10	1.34086	0.00000	0.00000	31.60	10437.04