Report Result : 3sma - Desynced Forex Repository

Strategy Tester Report

Download 3sma

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		SMA1=9; SMA2=14; SMA3=29; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4;

Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378

Initial deposit	10000.00
Total net profit	-15.92	Gross profit	566.86	Gross loss	-582.78
Profit factor	0.97	Expected payoff	-0.61
Absolute drawdown	313.76	Maximal drawdown	342.16 (3.41%)	Relative drawdown	3.41% (342.16)

Total trades	26	Short positions (won %)	12 (41.67%)	Long positions (won %)	14 (42.86%)
		Profit trades (% of total)	11 (42.31%)	Loss trades (% of total)	15 (57.69%)
Largest		profit trade	102.72	loss trade	-99.10
Average		profit trade	51.53	loss trade	-38.85
Maximum		consecutive wins (profit in money)	3 (144.16)	consecutive losses (loss in money)	4 (-234.12)
Maximal		consecutive profit (count of wins)	160.70 (2)	consecutive loss (count of losses)	-234.12 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 00:00	sell	1	0.10	1.47325	0.00000	0.00000
2	2009.11.02 08:00	close	1	0.10	1.47631	0.00000	0.00000	-30.60	9969.40
3	2009.11.02 17:00	buy	2	0.10	1.48186	0.00000	0.00000
4	2009.11.03 02:00	close	2	0.10	1.47969	0.00000	0.00000	-21.72	9947.68
5	2009.11.03 06:00	buy	3	0.10	1.47851	0.00000	0.00000
6	2009.11.03 11:00	close	3	0.10	1.46860	0.00000	0.00000	-99.10	9848.58
7	2009.11.03 12:00	sell	4	0.10	1.46415	0.00000	0.00000
8	2009.11.03 23:00	close	4	0.10	1.47242	0.00000	0.00000	-82.70	9765.88
9	2009.11.04 08:00	buy	5	0.10	1.47465	0.00000	0.00000
10	2009.11.05 07:00	close	5	0.10	1.48486	0.00000	0.00000	102.04	9867.92
11	2009.11.05 15:00	buy	6	0.10	1.48946	0.00000	0.00000
12	2009.11.06 02:00	close	6	0.10	1.48647	0.00000	0.00000	-29.92	9838.00
13	2009.11.06 05:00	buy	7	0.10	1.48778	0.00000	0.00000
14	2009.11.06 18:00	close	7	0.10	1.48338	0.00000	0.00000	-44.00	9794.00
15	2009.11.06 20:00	sell	8	0.10	1.48403	0.00000	0.00000
16	2009.11.09 04:00	close	8	0.10	1.49134	0.00000	0.00000	-73.12	9720.88
17	2009.11.09 07:00	buy	9	0.10	1.49425	0.00000	0.00000
18	2009.11.10 03:00	close	9	0.10	1.49780	0.00000	0.00000	35.48	9756.36
19	2009.11.10 13:00	sell	10	0.10	1.49935	0.00000	0.00000
20	2009.11.10 14:00	close	10	0.10	1.49740	0.00000	0.00000	19.50	9775.86
21	2009.11.10 19:00	sell	11	0.10	1.49637	0.00000	0.00000
22	2009.11.11 02:00	close	11	0.10	1.50052	0.00000	0.00000	-41.52	9734.34
23	2009.11.11 07:00	buy	12	0.10	1.49893	0.00000	0.00000
24	2009.11.11 20:00	close	12	0.10	1.49573	0.00000	0.00000	-32.00	9702.34
25	2009.11.12 02:00	sell	13	0.10	1.50100	0.00000	0.00000
26	2009.11.12 05:00	close	13	0.10	1.49996	0.00000	0.00000	10.40	9712.74
27	2009.11.12 11:00	sell	14	0.10	1.49373	0.00000	0.00000
28	2009.11.13 08:00	close	14	0.10	1.48737	0.00000	0.00000	63.58	9776.32
29	2009.11.13 18:00	buy	15	0.10	1.48858	0.00000	0.00000
30	2009.11.16 19:00	close	15	0.10	1.49560	0.00000	0.00000	70.18	9846.50
31	2009.11.16 21:00	buy	16	0.10	1.49870	0.00000	0.00000
32	2009.11.17 03:00	close	16	0.10	1.49620	0.00000	0.00000	-25.02	9821.48
33	2009.11.17 04:00	buy	17	0.10	1.49556	0.00000	0.00000
34	2009.11.17 05:00	close	17	0.10	1.49525	0.00000	0.00000	-3.10	9818.38
35	2009.11.17 08:00	sell	18	0.10	1.49577	0.00000	0.00000
36	2009.11.18 03:00	close	18	0.10	1.48731	0.00000	0.00000	84.58	9902.96
37	2009.11.18 12:00	buy	19	0.10	1.49476	0.00000	0.00000
38	2009.11.19 03:00	close	19	0.10	1.49377	0.00000	0.00000	-9.96	9893.00
39	2009.11.19 10:00	sell	20	0.10	1.48737	0.00000	0.00000
40	2009.11.19 21:00	close	20	0.10	1.49186	0.00000	0.00000	-44.90	9848.10
41	2009.11.20 05:00	buy	21	0.10	1.49161	0.00000	0.00000
42	2009.11.20 07:00	close	21	0.10	1.49205	0.00000	0.00000	4.40	9852.50
43	2009.11.20 15:00	sell	22	0.10	1.48379	0.00000	0.00000
44	2009.11.23 01:00	close	22	0.10	1.48694	0.00000	0.00000	-31.52	9820.98
45	2009.11.23 07:00	buy	23	0.10	1.49447	0.00000	0.00000
46	2009.11.23 23:01	close	23	0.10	1.49607	0.00000	0.00000	16.00	9836.98
47	2009.11.24 07:00	sell	24	0.10	1.49346	0.00000	0.00000
48	2009.11.24 17:00	close	24	0.10	1.49482	0.00000	0.00000	-13.60	9823.38
49	2009.11.24 23:00	buy	25	0.10	1.49672	0.00000	0.00000
50	2009.11.26 08:00	close	25	0.10	1.50700	0.00000	0.00000	102.72	9926.10
51	2009.11.26 16:00	sell	26	0.10	1.50212	0.00000	0.00000
52	2009.11.27 18:00	close	26	0.10	1.49632	0.00000	0.00000	57.98	9984.08