Report Result : 3sma - Desynced Forex Repository

Strategy Tester Report

3sma

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30)
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	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	338.18	Gross profit	720.16	Gross loss	-381.98
Profit factor	1.89	Expected payoff	11.27
Absolute drawdown	155.46	Maximal drawdown	227.08 (2.20%)	Relative drawdown	2.20% (227.08)

Total trades	30	Short positions (won %)	18 (55.56%)	Long positions (won %)	12 (33.33%)
		Profit trades (% of total)	14 (46.67%)	Loss trades (% of total)	16 (53.33%)
Largest		profit trade	216.72	loss trade	-63.10
Average		profit trade	51.44	loss trade	-23.87
Maximum		consecutive wins (profit in money)	4 (188.32)	consecutive losses (loss in money)	6 (-112.86)
Maximal		consecutive profit (count of wins)	233.52 (3)	consecutive loss (count of losses)	-112.86 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 00:00	buy	1	0.10	1.35071	0.00000	0.00000
2	2010.04.01 04:00	close	1	0.10	1.35066	0.00000	0.00000	-0.50	9999.50
3	2010.04.01 10:00	buy	2	0.10	1.35024	0.00000	0.00000
4	2010.04.01 11:00	close	2	0.10	1.34973	0.00000	0.00000	-5.10	9994.40
5	2010.04.01 16:00	sell	3	0.10	1.35148	0.00000	0.00000
6	2010.04.01 18:00	close	3	0.10	1.35687	0.00000	0.00000	-53.90	9940.50
7	2010.04.01 21:00	buy	4	0.10	1.35712	0.00000	0.00000
8	2010.04.02 08:00	close	4	0.10	1.35687	0.00000	0.00000	-2.58	9937.92
9	2010.04.02 17:00	sell	5	0.10	1.34844	0.00000	0.00000
10	2010.04.05 05:00	close	5	0.10	1.35208	0.00000	0.00000	-36.48	9901.44
11	2010.04.05 12:00	sell	6	0.10	1.34720	0.00000	0.00000
12	2010.04.05 20:00	close	6	0.10	1.34863	0.00000	0.00000	-14.30	9887.14
13	2010.04.06 02:00	sell	7	0.10	1.34670	0.00000	0.00000
14	2010.04.07 02:00	close	7	0.10	1.33822	0.00000	0.00000	84.72	9971.86
15	2010.04.07 08:00	sell	8	0.10	1.33625	0.00000	0.00000
16	2010.04.08 02:00	close	8	0.10	1.33312	0.00000	0.00000	31.06	10002.92
17	2010.04.08 03:00	sell	9	0.10	1.33334	0.00000	0.00000
18	2010.04.08 19:00	close	9	0.10	1.33506	0.00000	0.00000	-17.20	9985.72
19	2010.04.09 01:00	buy	10	0.10	1.33605	0.00000	0.00000
20	2010.04.12 14:00	close	10	0.10	1.35773	0.00000	0.00000	216.72	10202.44
21	2010.04.13 01:00	sell	11	0.10	1.35933	0.00000	0.00000
22	2010.04.13 07:00	close	11	0.10	1.35784	0.00000	0.00000	14.90	10217.34
23	2010.04.13 10:00	sell	12	0.10	1.35959	0.00000	0.00000
24	2010.04.13 13:00	close	12	0.10	1.35940	0.00000	0.00000	1.90	10219.24
25	2010.04.13 18:00	sell	13	0.10	1.35812	0.00000	0.00000
26	2010.04.13 23:00	close	13	0.10	1.36140	0.00000	0.00000	-32.80	10186.44
27	2010.04.13 23:00	buy	14	0.10	1.36140	0.00000	0.00000
28	2010.04.14 00:00	close	14	0.10	1.36148	0.00000	0.00000	0.72	10187.16
29	2010.04.14 01:00	buy	15	0.10	1.36147	0.00000	0.00000
30	2010.04.14 15:00	close	15	0.10	1.36366	0.00000	0.00000	21.90	10209.06
31	2010.04.14 22:00	buy	16	0.10	1.36566	0.00000	0.00000
32	2010.04.15 06:00	close	16	0.10	1.36501	0.00000	0.00000	-6.74	10202.32
33	2010.04.15 11:00	sell	17	0.10	1.35684	0.00000	0.00000
34	2010.04.15 23:00	close	17	0.10	1.35710	0.00000	0.00000	-2.60	10199.72
35	2010.04.16 06:00	sell	18	0.10	1.35420	0.00000	0.00000
36	2010.04.19 21:00	close	18	0.10	1.34728	0.00000	0.00000	69.12	10268.84
37	2010.04.20 03:00	buy	19	0.10	1.34937	0.00000	0.00000
38	2010.04.20 09:00	close	19	0.10	1.34654	0.00000	0.00000	-28.30	10240.54
39	2010.04.20 14:00	buy	20	0.10	1.34982	0.00000	0.00000
40	2010.04.20 20:00	close	20	0.10	1.34351	0.00000	0.00000	-63.10	10177.44
41	2010.04.20 20:00	sell	21	0.10	1.34351	0.00000	0.00000
42	2010.04.22 02:00	close	21	0.10	1.33885	0.00000	0.00000	46.28	10223.72
43	2010.04.22 04:00	sell	22	0.10	1.33817	0.00000	0.00000
44	2010.04.22 10:00	close	22	0.10	1.34156	0.00000	0.00000	-33.90	10189.82
45	2010.04.22 14:00	sell	23	0.10	1.33474	0.00000	0.00000
46	2010.04.23 13:00	close	23	0.10	1.33028	0.00000	0.00000	44.52	10234.34
47	2010.04.23 19:00	buy	24	0.10	1.33682	0.00000	0.00000
48	2010.04.26 08:00	close	24	0.10	1.33678	0.00000	0.00000	-0.48	10233.86
49	2010.04.26 17:00	sell	25	0.10	1.33230	0.00000	0.00000
50	2010.04.26 23:00	close	25	0.10	1.33808	0.00000	0.00000	-57.80	10176.06
51	2010.04.27 04:00	buy	26	0.10	1.33747	0.00000	0.00000
52	2010.04.27 10:00	close	26	0.10	1.33485	0.00000	0.00000	-26.20	10149.86
53	2010.04.27 16:00	sell	27	0.10	1.33001	0.00000	0.00000
54	2010.04.28 10:00	close	27	0.10	1.31876	0.00000	0.00000	112.42	10262.28
55	2010.04.28 16:00	sell	28	0.10	1.31946	0.00000	0.00000
56	2010.04.28 20:00	close	28	0.10	1.31586	0.00000	0.00000	36.00	10298.28
57	2010.04.29 00:00	sell	29	0.10	1.32052	0.00000	0.00000
58	2010.04.29 04:00	close	29	0.10	1.31988	0.00000	0.00000	6.40	10304.68
59	2010.04.29 04:00	buy	30	0.10	1.31988	0.00000	0.00000
60	2010.04.29 23:00	close	30	0.10	1.32323	0.00000	0.00000	33.50	10338.18