Report Result : 3sma - Desynced Forex Repository

Strategy Tester Report

3sma

AlpariUK-Demo (Build 226)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
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	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-2555.45	Gross profit	1864.15	Gross loss	-4419.60
Profit factor	0.42	Expected payoff	-25.55
Absolute drawdown	2565.65	Maximal drawdown	2567.35 (25.67%)	Relative drawdown	25.67% (2567.35)

Total trades	100	Short positions (won %)	53 (22.64%)	Long positions (won %)	47 (23.40%)
		Profit trades (% of total)	23 (23.00%)	Loss trades (% of total)	77 (77.00%)
Largest		profit trade	287.00	loss trade	-174.90
Average		profit trade	81.05	loss trade	-57.40
Maximum		consecutive wins (profit in money)	3 (281.34)	consecutive losses (loss in money)	14 (-863.12)
Maximal		consecutive profit (count of wins)	287.00 (1)	consecutive loss (count of losses)	-863.12 (14)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	buy	1	0.10	1.61502	0.00000	0.00000
2	2010.01.04 04:00	close	1	0.10	1.61096	0.00000	0.00000	-40.60	9959.40
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	1.62478	0.00000	0.00000	-44.30	9915.10
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	1.61777	0.00000	0.00000	-85.22	9829.88
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	1.60503	0.00000	0.00000	-1.92	9827.96
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	1.60336	0.00000	0.00000	-39.66	9788.30
11	2010.01.07 00:00	buy	6	0.10	1.60336	0.00000	0.00000
12	2010.01.07 09:00	close	6	0.10	1.59514	0.00000	0.00000	-82.20	9706.10
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	1.59573	0.00000	0.00000	-24.10	9682.00
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	1.59981	0.00000	0.00000	-64.40	9617.60
17	2010.01.08 10:00	buy	9	0.10	1.60432	0.00000	0.00000
18	2010.01.11 01:00	close	9	0.10	1.60867	0.00000	0.00000	43.49	9661.09
19	2010.01.11 03:00	buy	10	0.10	1.61012	0.00000	0.00000
20	2010.01.11 22:00	close	10	0.10	1.61057	0.00000	0.00000	4.50	9665.59
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	1.61737	0.00000	0.00000	-99.50	9566.09
23	2010.01.12 18:00	buy	12	0.10	1.62069	0.00000	0.00000
24	2010.01.13 04:00	close	12	0.10	1.61509	0.00000	0.00000	-56.01	9510.08
25	2010.01.13 08:00	buy	13	0.10	1.62416	0.00000	0.00000
26	2010.01.14 13:00	close	13	0.10	1.62695	0.00000	0.00000	27.87	9537.95
27	2010.01.14 18:00	buy	14	0.10	1.63462	0.00000	0.00000
28	2010.01.15 06:00	close	14	0.10	1.63342	0.00000	0.00000	-12.01	9525.94
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	1.63357	0.00000	0.00000	-81.42	9444.52
31	2010.01.18 12:00	buy	16	0.10	1.63846	0.00000	0.00000
32	2010.01.18 21:00	close	16	0.10	1.63288	0.00000	0.00000	-55.80	9388.72
33	2010.01.19 01:00	buy	17	0.10	1.63791	0.00000	0.00000
34	2010.01.19 14:00	close	17	0.10	1.63330	0.00000	0.00000	-46.10	9342.62
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	1.63901	0.00000	0.00000	-31.62	9311.00
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	1.63177	0.00000	0.00000	4.60	9315.60
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	1.62245	0.00000	0.00000	38.20	9353.80
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	1.62501	0.00000	0.00000	-37.00	9316.80
43	2010.01.22 09:00	buy	22	0.10	1.62767	0.00000	0.00000
44	2010.01.22 15:00	close	22	0.10	1.61018	0.00000	0.00000	-174.90	9141.90
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	1.61491	0.00000	0.00000	-25.82	9116.08
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	1.61898	0.00000	0.00000	-88.30	9027.78
49	2010.01.25 16:00	buy	25	0.10	1.62110	0.00000	0.00000
50	2010.01.26 07:00	close	25	0.10	1.62055	0.00000	0.00000	-5.51	9022.27
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	1.61778	0.00000	0.00000	-72.02	8950.25
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	1.62358	0.00000	0.00000	-108.70	8841.55
55	2010.01.27 13:00	buy	28	0.10	1.62536	0.00000	0.00000
56	2010.01.27 23:00	close	28	0.10	1.61667	0.00000	0.00000	-86.90	8754.65
57	2010.01.28 07:00	buy	29	0.10	1.62081	0.00000	0.00000
58	2010.01.28 19:00	close	29	0.10	1.61350	0.00000	0.00000	-73.10	8681.55
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	1.61586	0.00000	0.00000	-34.30	8647.25
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	1.59811	0.00000	0.00000	128.88	8776.13
63	2010.02.02 04:00	buy	32	0.10	1.59816	0.00000	0.00000
64	2010.02.02 08:00	close	32	0.10	1.59549	0.00000	0.00000	-26.70	8749.43
65	2010.02.02 19:00	buy	33	0.10	1.60010	0.00000	0.00000
66	2010.02.03 17:00	close	33	0.10	1.59348	0.00000	0.00000	-66.21	8683.22
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	1.56200	0.00000	0.00000	287.00	8970.22
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	1.56669	0.00000	0.00000	-121.60	8848.62
71	2010.02.08 23:00	buy	36	0.10	1.56106	0.00000	0.00000
72	2010.02.09 03:00	close	36	0.10	1.55998	0.00000	0.00000	-10.81	8837.81
73	2010.02.09 09:00	buy	37	0.10	1.56716	0.00000	0.00000
74	2010.02.09 17:00	close	37	0.10	1.56080	0.00000	0.00000	-63.60	8774.21
75	2010.02.09 19:00	buy	38	0.10	1.57293	0.00000	0.00000
76	2010.02.10 07:00	close	38	0.10	1.56717	0.00000	0.00000	-57.61	8716.60
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	1.56686	0.00000	0.00000	-81.56	8635.04
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	1.57065	0.00000	0.00000	-76.60	8558.44
81	2010.02.11 19:00	buy	41	0.10	1.57065	0.00000	0.00000
82	2010.02.12 08:00	close	41	0.10	1.57009	0.00000	0.00000	-5.61	8552.83
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	1.56948	0.00000	0.00000	-53.32	8499.51
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	1.57160	0.00000	0.00000	-75.70	8423.81
87	2010.02.15 14:00	buy	44	0.10	1.57160	0.00000	0.00000
88	2010.02.15 22:00	close	44	0.10	1.56598	0.00000	0.00000	-56.20	8367.61
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	1.57105	0.00000	0.00000	-28.70	8338.91
91	2010.02.16 06:00	buy	46	0.10	1.57279	0.00000	0.00000
92	2010.02.16 16:00	close	46	0.10	1.56412	0.00000	0.00000	-86.70	8252.21
93	2010.02.16 20:00	buy	47	0.10	1.58175	0.00000	0.00000
94	2010.02.17 08:00	close	47	0.10	1.57668	0.00000	0.00000	-50.71	8201.50
95	2010.02.17 14:00	buy	48	0.10	1.58179	0.00000	0.00000
96	2010.02.17 17:00	close	48	0.10	1.57235	0.00000	0.00000	-94.40	8107.10
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	1.56466	0.00000	0.00000	34.24	8141.34
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	1.54845	0.00000	0.00000	-58.90	8082.44
101	2010.02.22 03:00	buy	51	0.10	1.55124	0.00000	0.00000
102	2010.02.22 13:00	close	51	0.10	1.54708	0.00000	0.00000	-41.60	8040.84
103	2010.02.22 19:00	buy	52	0.10	1.55004	0.00000	0.00000
104	2010.02.23 14:00	close	52	0.10	1.54229	0.00000	0.00000	-77.51	7963.33
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	1.54631	0.00000	0.00000	-14.22	7949.11
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	1.54894	0.00000	0.00000	-36.40	7912.71
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	1.52828	0.00000	0.00000	131.12	8043.83
111	2010.02.26 14:00	sell	56	0.10	1.51934	0.00000	0.00000
112	2010.03.01 01:00	close	56	0.10	1.52061	0.00000	0.00000	-12.92	8030.91
113	2010.03.01 05:00	sell	57	0.10	1.51698	0.00000	0.00000
114	2010.03.02 00:00	close	57	0.10	1.50237	0.00000	0.00000	145.88	8176.79
115	2010.03.02 06:00	sell	58	0.10	1.49266	0.00000	0.00000
116	2010.03.02 16:00	close	58	0.10	1.49770	0.00000	0.00000	-50.40	8126.39
117	2010.03.03 00:00	buy	59	0.10	1.49894	0.00000	0.00000
118	2010.03.03 14:00	close	59	0.10	1.50329	0.00000	0.00000	43.50	8169.89
119	2010.03.03 18:00	buy	60	0.10	1.51500	0.00000	0.00000
120	2010.03.04 05:00	close	60	0.10	1.50809	0.00000	0.00000	-69.13	8100.76
121	2010.03.04 15:00	sell	61	0.10	1.51010	0.00000	0.00000
122	2010.03.04 17:00	close	61	0.10	1.50811	0.00000	0.00000	19.90	8120.66
123	2010.03.04 22:00	sell	62	0.10	1.50376	0.00000	0.00000
124	2010.03.05 06:00	close	62	0.10	1.50646	0.00000	0.00000	-27.22	8093.44
125	2010.03.05 13:00	sell	63	0.10	1.50362	0.00000	0.00000
126	2010.03.05 17:00	close	63	0.10	1.51286	0.00000	0.00000	-92.40	8001.04
127	2010.03.05 19:00	buy	64	0.10	1.51428	0.00000	0.00000
128	2010.03.08 14:00	close	64	0.10	1.51455	0.00000	0.00000	2.69	8003.73
129	2010.03.08 21:00	sell	65	0.10	1.50700	0.00000	0.00000
130	2010.03.09 21:00	close	65	0.10	1.50149	0.00000	0.00000	54.88	8058.61
131	2010.03.10 04:00	sell	66	0.10	1.49610	0.00000	0.00000
132	2010.03.10 20:00	close	66	0.10	1.49806	0.00000	0.00000	-19.60	8039.01
133	2010.03.11 02:00	buy	67	0.10	1.49886	0.00000	0.00000
134	2010.03.11 06:00	close	67	0.10	1.49743	0.00000	0.00000	-14.30	8024.71
135	2010.03.11 07:00	buy	68	0.10	1.50024	0.00000	0.00000
136	2010.03.11 08:00	close	68	0.10	1.49601	0.00000	0.00000	-42.30	7982.41
137	2010.03.11 11:00	buy	69	0.10	1.50292	0.00000	0.00000
138	2010.03.15 06:00	close	69	0.10	1.51579	0.00000	0.00000	128.68	8111.09
139	2010.03.15 13:00	sell	70	0.10	1.50426	0.00000	0.00000
140	2010.03.16 00:00	close	70	0.10	1.50730	0.00000	0.00000	-30.62	8080.47
141	2010.03.16 01:00	sell	71	0.10	1.50460	0.00000	0.00000
142	2010.03.16 03:00	close	71	0.10	1.50862	0.00000	0.00000	-40.20	8040.27
143	2010.03.16 09:00	sell	72	0.10	1.50027	0.00000	0.00000
144	2010.03.16 11:00	close	72	0.10	1.51249	0.00000	0.00000	-122.20	7918.07
145	2010.03.16 13:00	buy	73	0.10	1.51652	0.00000	0.00000
146	2010.03.17 08:00	close	73	0.10	1.52438	0.00000	0.00000	78.59	7996.66
147	2010.03.17 11:00	buy	74	0.10	1.53686	0.00000	0.00000
148	2010.03.18 00:00	close	74	0.10	1.53188	0.00000	0.00000	-49.83	7946.83
149	2010.03.18 02:00	buy	75	0.10	1.53370	0.00000	0.00000
150	2010.03.18 03:00	close	75	0.10	1.52919	0.00000	0.00000	-45.10	7901.73
151	2010.03.18 11:00	sell	76	0.10	1.53052	0.00000	0.00000
152	2010.03.18 19:00	close	76	0.10	1.52955	0.00000	0.00000	9.70	7911.43
153	2010.03.18 20:00	sell	77	0.10	1.52514	0.00000	0.00000
154	2010.03.22 16:00	close	77	0.10	1.50957	0.00000	0.00000	155.26	8066.69
155	2010.03.22 21:00	buy	78	0.10	1.51240	0.00000	0.00000
156	2010.03.23 07:00	close	78	0.10	1.50651	0.00000	0.00000	-58.91	8007.78
157	2010.03.23 15:00	sell	79	0.10	1.50314	0.00000	0.00000
158	2010.03.23 21:00	close	79	0.10	1.50731	0.00000	0.00000	-41.70	7966.08
159	2010.03.24 03:00	sell	80	0.10	1.50140	0.00000	0.00000
160	2010.03.25 07:00	close	80	0.10	1.49032	0.00000	0.00000	110.14	8076.22
161	2010.03.25 14:00	buy	81	0.10	1.49468	0.00000	0.00000
162	2010.03.25 20:00	close	81	0.10	1.48213	0.00000	0.00000	-125.50	7950.72
163	2010.03.25 22:00	sell	82	0.10	1.48107	0.00000	0.00000
164	2010.03.26 06:00	close	82	0.10	1.49114	0.00000	0.00000	-100.92	7849.80
165	2010.03.26 14:00	sell	83	0.10	1.48581	0.00000	0.00000
166	2010.03.26 19:00	close	83	0.10	1.49153	0.00000	0.00000	-57.20	7792.60
167	2010.03.26 19:00	buy	84	0.10	1.49153	0.00000	0.00000
168	2010.03.29 22:00	close	84	0.10	1.49815	0.00000	0.00000	66.19	7858.79
169	2010.03.30 00:00	buy	85	0.10	1.50062	0.00000	0.00000
170	2010.03.31 00:00	close	85	0.10	1.50702	0.00000	0.00000	63.99	7922.78
171	2010.03.31 07:00	buy	86	0.10	1.51103	0.00000	0.00000
172	2010.04.02 07:00	close	86	0.10	1.52615	0.00000	0.00000	151.16	8073.94
173	2010.04.02 15:00	sell	87	0.10	1.52228	0.00000	0.00000
174	2010.04.05 04:00	close	87	0.10	1.53072	0.00000	0.00000	-84.62	7989.32
175	2010.04.05 10:00	buy	88	0.10	1.52716	0.00000	0.00000
176	2010.04.05 13:00	close	88	0.10	1.52337	0.00000	0.00000	-37.90	7951.42
177	2010.04.05 18:00	buy	89	0.10	1.53094	0.00000	0.00000
178	2010.04.06 04:00	close	89	0.10	1.52454	0.00000	0.00000	-64.01	7887.41
179	2010.04.06 10:00	sell	90	0.10	1.51891	0.00000	0.00000
180	2010.04.06 21:00	close	90	0.10	1.53025	0.00000	0.00000	-113.40	7774.01
181	2010.04.07 04:00	buy	91	0.10	1.52714	0.00000	0.00000
182	2010.04.07 08:00	close	91	0.10	1.52463	0.00000	0.00000	-25.10	7748.91
183	2010.04.07 17:00	sell	92	0.10	1.52033	0.00000	0.00000
184	2010.04.07 22:00	close	92	0.10	1.52742	0.00000	0.00000	-70.90	7678.01
185	2010.04.08 05:00	buy	93	0.10	1.52515	0.00000	0.00000
186	2010.04.08 06:00	close	93	0.10	1.52236	0.00000	0.00000	-27.90	7650.11
187	2010.04.08 10:00	sell	94	0.10	1.51567	0.00000	0.00000
188	2010.04.08 19:00	close	94	0.10	1.52802	0.00000	0.00000	-123.50	7526.61
189	2010.04.09 00:00	buy	95	0.10	1.53078	0.00000	0.00000
190	2010.04.12 00:00	close	95	0.10	1.54415	0.00000	0.00000	133.69	7660.30
191	2010.04.12 01:00	buy	96	0.10	1.54471	0.00000	0.00000
192	2010.04.12 15:00	close	96	0.10	1.53817	0.00000	0.00000	-65.40	7594.90
193	2010.04.12 22:00	sell	97	0.10	1.53706	0.00000	0.00000
194	2010.04.13 12:00	close	97	0.10	1.54154	0.00000	0.00000	-45.02	7549.88
195	2010.04.13 17:00	buy	98	0.10	1.53926	0.00000	0.00000
196	2010.04.13 22:00	close	98	0.10	1.53629	0.00000	0.00000	-29.70	7520.18
197	2010.04.14 05:00	buy	99	0.10	1.54502	0.00000	0.00000
198	2010.04.15 13:00	close	99	0.10	1.54106	0.00000	0.00000	-39.63	7480.55
199	2010.04.15 19:00	sell	100	0.10	1.54908	0.00000	0.00000
200	2010.04.15 22:00	close	100	0.10	1.55268	0.00000	0.00000	-36.00	7444.55