Report Result : SMC Trader 2 MAs 5 20 EMA1

Strategy Tester Report

SMC Trader 2 MAs 5 20 EMA1

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

Bars in test	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-85.14	Gross profit	290.88	Gross loss	-376.02
Profit factor	0.77	Expected payoff	-2.84
Absolute drawdown	100.14	Maximal drawdown	223.38 (2.21%)	Relative drawdown	2.21% (223.38)

Total trades	30	Short positions (won %)	15 (46.67%)	Long positions (won %)	15 (33.33%)
		Profit trades (% of total)	12 (40.00%)	Loss trades (% of total)	18 (60.00%)
Largest		profit trade	56.62	loss trade	-64.50
Average		profit trade	24.24	loss trade	-20.89
Maximum		consecutive wins (profit in money)	2 (110.24)	consecutive losses (loss in money)	6 (-84.70)
Maximal		consecutive profit (count of wins)	110.24 (2)	consecutive loss (count of losses)	-84.70 (6)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 09:00	sell	1	0.10	1.34797	0.00000	0.00000
2	2010.04.01 15:00	close	1	0.10	1.34973	0.00000	0.00000	-17.60	9982.40
3	2010.04.01 16:00	buy	2	0.10	1.35152	0.00000	0.00000
4	2010.04.02 03:00	close	2	0.10	1.35719	0.00000	0.00000	56.62	10039.02
5	2010.04.02 12:00	sell	3	0.10	1.35461	0.00000	0.00000
6	2010.04.05 00:00	close	3	0.10	1.34924	0.00000	0.00000	53.62	10092.64
7	2010.04.05 06:00	buy	4	0.10	1.35229	0.00000	0.00000
8	2010.04.05 07:00	close	4	0.10	1.35071	0.00000	0.00000	-15.80	10076.84
9	2010.04.05 07:00	sell	5	0.10	1.35071	0.00000	0.00000
10	2010.04.05 15:00	close	5	0.10	1.34882	0.00000	0.00000	18.90	10095.74
11	2010.04.05 19:00	buy	6	0.10	1.35078	0.00000	0.00000
12	2010.04.05 20:00	close	6	0.10	1.34856	0.00000	0.00000	-22.20	10073.54
13	2010.04.05 20:00	sell	7	0.10	1.34856	0.00000	0.00000
14	2010.04.06 01:00	close	7	0.10	1.34876	0.00000	0.00000	-2.08	10071.46
15	2010.04.08 17:00	buy	8	0.10	1.33564	0.00000	0.00000
16	2010.04.09 03:00	close	8	0.10	1.33610	0.00000	0.00000	4.52	10075.98
17	2010.04.13 03:00	sell	9	0.10	1.35730	0.00000	0.00000
18	2010.04.13 08:00	close	9	0.10	1.35876	0.00000	0.00000	-14.60	10061.38
19	2010.04.13 08:00	buy	10	0.10	1.35876	0.00000	0.00000
20	2010.04.13 11:00	close	10	0.10	1.35821	0.00000	0.00000	-5.50	10055.88
21	2010.04.13 12:00	sell	11	0.10	1.35710	0.00000	0.00000
22	2010.04.13 13:00	close	11	0.10	1.35937	0.00000	0.00000	-22.70	10033.18
23	2010.04.13 13:00	buy	12	0.10	1.35937	0.00000	0.00000
24	2010.04.13 16:00	close	12	0.10	1.35755	0.00000	0.00000	-18.20	10014.98
25	2010.04.13 17:00	sell	13	0.10	1.35611	0.00000	0.00000
26	2010.04.13 18:00	close	13	0.10	1.35816	0.00000	0.00000	-20.50	9994.48
27	2010.04.13 20:00	buy	14	0.10	1.35901	0.00000	0.00000
28	2010.04.13 22:00	close	14	0.10	1.35869	0.00000	0.00000	-3.20	9991.28
29	2010.04.14 14:00	sell	15	0.10	1.36122	0.00000	0.00000
30	2010.04.15 17:00	close	15	0.10	1.35657	0.00000	0.00000	46.26	10037.54
31	2010.04.19 21:00	buy	16	0.10	1.34725	0.00000	0.00000
32	2010.04.20 04:00	close	16	0.10	1.34736	0.00000	0.00000	1.02	10038.56
33	2010.04.20 08:00	sell	17	0.10	1.34581	0.00000	0.00000
34	2010.04.20 10:00	close	17	0.10	1.34795	0.00000	0.00000	-21.40	10017.16
35	2010.04.20 11:00	buy	18	0.10	1.34955	0.00000	0.00000
36	2010.04.20 15:00	close	18	0.10	1.34720	0.00000	0.00000	-23.50	9993.66
37	2010.04.20 17:00	sell	19	0.10	1.34610	0.00000	0.00000
38	2010.04.21 00:00	close	19	0.10	1.34416	0.00000	0.00000	19.32	10012.98
39	2010.04.22 09:00	buy	20	0.10	1.34105	0.00000	0.00000
40	2010.04.22 12:00	close	20	0.10	1.33540	0.00000	0.00000	-56.50	9956.48
41	2010.04.22 12:00	sell	21	0.10	1.33540	0.00000	0.00000
42	2010.04.22 20:00	close	21	0.10	1.33215	0.00000	0.00000	32.50	9988.98
43	2010.04.23 12:00	buy	22	0.10	1.33156	0.00000	0.00000
44	2010.04.23 15:00	close	22	0.10	1.32871	0.00000	0.00000	-28.50	9960.48
45	2010.04.26 11:00	sell	23	0.10	1.33269	0.00000	0.00000
46	2010.04.26 14:00	close	23	0.10	1.33353	0.00000	0.00000	-8.40	9952.08
47	2010.04.26 22:00	buy	24	0.10	1.33677	0.00000	0.00000
48	2010.04.27 03:00	close	24	0.10	1.33770	0.00000	0.00000	9.22	9961.30
49	2010.04.27 10:00	sell	25	0.10	1.33485	0.00000	0.00000
50	2010.04.27 17:00	close	25	0.10	1.33168	0.00000	0.00000	31.70	9993.00
51	2010.04.28 15:00	buy	26	0.10	1.32591	0.00000	0.00000
52	2010.04.28 16:00	close	26	0.10	1.31946	0.00000	0.00000	-64.50	9928.50
53	2010.04.28 16:00	sell	27	0.10	1.31946	0.00000	0.00000
54	2010.04.28 21:00	close	27	0.10	1.31863	0.00000	0.00000	8.30	9936.80
55	2010.04.28 23:00	buy	28	0.10	1.32204	0.00000	0.00000
56	2010.04.29 02:00	close	28	0.10	1.31965	0.00000	0.00000	-24.14	9912.66
57	2010.04.29 03:00	sell	29	0.10	1.31918	0.00000	0.00000
58	2010.04.29 04:00	close	29	0.10	1.31985	0.00000	0.00000	-6.70	9905.96
59	2010.04.29 04:00	buy	30	0.10	1.31985	0.00000	0.00000
60	2010.04.29 10:00	close	30	0.10	1.32074	0.00000	0.00000	8.90	9914.86

Desynced Forex