Report Result : SMC Trader 2 MAs 5 20 EMA1

Strategy Tester Report

SMC Trader 2 MAs 5 20 EMA1

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

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-180.96	Gross profit	316.74	Gross loss	-497.70
Profit factor	0.64	Expected payoff	-7.54
Absolute drawdown	297.21	Maximal drawdown	376.81 (3.74%)	Relative drawdown	3.74% (376.81)

Total trades	24	Short positions (won %)	12 (41.67%)	Long positions (won %)	12 (33.33%)
		Profit trades (% of total)	9 (37.50%)	Loss trades (% of total)	15 (62.50%)
Largest		profit trade	72.50	loss trade	-231.62
Average		profit trade	35.19	loss trade	-33.18
Maximum		consecutive wins (profit in money)	2 (107.02)	consecutive losses (loss in money)	5 (-56.28)
Maximal		consecutive profit (count of wins)	107.02 (2)	consecutive loss (count of losses)	-242.62 (2)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 13:00	sell	1	0.10	1.35418	0.00000	0.00000
2	2010.03.01 19:00	close	1	0.10	1.35391	0.00000	0.00000	2.70	10002.70
3	2010.03.02 14:00	buy	2	0.10	1.35636	0.00000	0.00000
4	2010.03.02 16:00	close	2	0.10	1.35459	0.00000	0.00000	-17.70	9985.00
5	2010.03.04 08:00	sell	3	0.10	1.36539	0.00000	0.00000
6	2010.03.04 10:00	close	3	0.10	1.36680	0.00000	0.00000	-14.10	9970.90
7	2010.03.04 14:00	buy	4	0.10	1.36845	0.00000	0.00000
8	2010.03.04 16:00	close	4	0.10	1.36368	0.00000	0.00000	-47.70	9923.20
9	2010.03.04 16:00	sell	5	0.10	1.36368	0.00000	0.00000
10	2010.03.04 22:00	close	5	0.10	1.35930	0.00000	0.00000	43.80	9967.00
11	2010.03.05 18:00	buy	6	0.10	1.36090	0.00000	0.00000
12	2010.03.08 10:00	close	6	0.10	1.36664	0.00000	0.00000	57.33	10024.33
13	2010.03.08 18:00	sell	7	0.10	1.36121	0.00000	0.00000
14	2010.03.09 05:00	close	7	0.10	1.36336	0.00000	0.00000	-21.58	10002.75
15	2010.03.10 00:00	buy	8	0.10	1.36037	0.00000	0.00000
16	2010.03.10 02:00	close	8	0.10	1.35957	0.00000	0.00000	-8.00	9994.75
17	2010.03.10 03:00	sell	9	0.10	1.35956	0.00000	0.00000
18	2010.03.10 05:00	close	9	0.10	1.36006	0.00000	0.00000	-5.00	9989.75
19	2010.03.10 06:00	buy	10	0.10	1.36019	0.00000	0.00000
20	2010.03.10 08:00	close	10	0.10	1.35823	0.00000	0.00000	-19.60	9970.15
21	2010.03.10 08:00	sell	11	0.10	1.35823	0.00000	0.00000
22	2010.03.10 11:00	close	11	0.10	1.35844	0.00000	0.00000	-2.10	9968.05
23	2010.03.10 13:00	buy	12	0.10	1.36169	0.00000	0.00000
24	2010.03.11 01:00	close	12	0.10	1.36433	0.00000	0.00000	26.19	9994.24
25	2010.03.15 06:00	sell	13	0.10	1.37360	0.00000	0.00000
26	2010.03.15 08:00	close	13	0.10	1.37540	0.00000	0.00000	-18.00	9976.24
27	2010.03.15 08:00	buy	14	0.10	1.37540	0.00000	0.00000
28	2010.03.15 09:00	close	14	0.10	1.37368	0.00000	0.00000	-17.20	9959.04
29	2010.03.15 09:00	sell	15	0.10	1.37368	0.00000	0.00000
30	2010.03.15 22:00	close	15	0.10	1.36779	0.00000	0.00000	58.90	10017.94
31	2010.03.16 13:00	buy	16	0.10	1.37160	0.00000	0.00000
32	2010.03.16 19:00	close	16	0.10	1.37270	0.00000	0.00000	11.00	10028.94
33	2010.03.17 15:00	sell	17	0.10	1.37533	0.00000	0.00000
34	2010.03.17 18:00	close	17	0.10	1.37643	0.00000	0.00000	-11.00	10017.94
35	2010.03.17 19:00	buy	18	0.10	1.37777	0.00000	0.00000
36	2010.03.23 02:00	close	18	0.10	1.35465	0.00000	0.00000	-231.62	9786.32
37	2010.03.23 08:00	sell	19	0.10	1.35192	0.00000	0.00000
38	2010.03.23 14:00	close	19	0.10	1.35094	0.00000	0.00000	9.80	9796.12
39	2010.03.25 13:00	buy	20	0.10	1.33611	0.00000	0.00000
40	2010.03.25 15:00	close	20	0.10	1.33250	0.00000	0.00000	-36.10	9760.02
41	2010.03.25 15:00	sell	21	0.10	1.33250	0.00000	0.00000
42	2010.03.25 16:00	close	21	0.10	1.33580	0.00000	0.00000	-33.00	9727.02
43	2010.03.25 16:00	buy	22	0.10	1.33580	0.00000	0.00000
44	2010.03.25 17:00	close	22	0.10	1.33430	0.00000	0.00000	-15.00	9712.02
45	2010.03.25 18:00	sell	23	0.10	1.33421	0.00000	0.00000
46	2010.03.26 01:00	close	23	0.10	1.33075	0.00000	0.00000	34.52	9746.54
47	2010.03.26 05:00	buy	24	0.10	1.33361	0.00000	0.00000
48	2010.03.26 21:59	close at stop	24	0.10	1.34086	0.00000	0.00000	72.50	9819.04

Desynced Forex