Report Result : LSMA_EA - Desynced Forex Repository

Strategy Tester Report

Download LSMA_EA

AlpariUK-Demo (Build 225)

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Expert_Name=""LSMA_EA""; MagicNumberBase=200000; UserComment=""LSMA_EA""; in="---Indicator settings---"; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; LSMA_Period=7; LSMA_AppliedPrice=0; EntryDif_Threshold=10; ExitDif_Threshold=2; PrevMAShift=3; CurMAShift=1; mm=""---Money"; Lots=1; MaxLots=100; UseMoneyManagement=false; BrokerIsIBFX=false; m1="Set mini and micro to false for standard account"; AccountIsMini=false; AccountIsMicro=false; fm="UseFreeMargin = false to use Account Balance"; UseFreeMargin=false; TradeSizePercent=10; BrokerPermitsFractionalLots=false; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; db0="---Flag to run start once per bar---"; db1=" Set to false when using stoploss"; db2=" takeprofit or trailing stop"; UseOncePerBar=false;

Bars in test	551	Ticks modelled	11401	Modelling quality	n/a
Mismatched charts errors	4

Initial deposit	10000.00
Total net profit	-7582.64	Gross profit	4030.22	Gross loss	-11612.86
Profit factor	0.35	Expected payoff	-86.17
Absolute drawdown	8314.09	Maximal drawdown	8925.41 (84.11%)	Relative drawdown	84.11% (8925.41)

Total trades	88	Short positions (won %)	48 (31.25%)	Long positions (won %)	40 (22.50%)
		Profit trades (% of total)	24 (27.27%)	Loss trades (% of total)	64 (72.73%)
Largest		profit trade	479.92	loss trade	-1053.92
Average		profit trade	167.93	loss trade	-181.45
Maximum		consecutive wins (profit in money)	3 (81.78)	consecutive losses (loss in money)	12 (-1841.38)
Maximal		consecutive profit (count of wins)	574.89 (2)	consecutive loss (count of losses)	-2040.31 (4)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 02:00	buy	1	1.00	90.473	0.000	0.000
2	2009.11.03 04:00	close	1	1.00	90.325	0.000	0.000	-163.85	9836.15
3	2009.11.03 05:00	sell	2	1.00	90.281	0.000	0.000
4	2009.11.03 13:00	close	2	1.00	90.078	0.000	0.000	225.36	10061.51
5	2009.11.03 13:00	buy	3	1.00	90.078	0.000	0.000
6	2009.11.03 19:00	close	3	1.00	90.297	0.000	0.000	242.53	10304.04
7	2009.11.03 22:00	sell	4	1.00	90.340	0.000	0.000
8	2009.11.03 23:00	close	4	1.00	90.342	0.000	0.000	-2.21	10301.83
9	2009.11.04 01:00	buy	5	1.00	90.445	0.000	0.000
10	2009.11.04 02:00	close	5	1.00	90.119	0.000	0.000	-361.74	9940.09
11	2009.11.04 02:00	sell	6	1.00	90.119	0.000	0.000
12	2009.11.04 06:00	close	6	1.00	90.246	0.000	0.000	-140.73	9799.36
13	2009.11.04 07:00	buy	7	1.00	90.380	0.000	0.000
14	2009.11.04 15:00	close	7	1.00	90.799	0.000	0.000	461.46	10260.82
15	2009.11.04 15:00	sell	8	1.00	90.799	0.000	0.000
16	2009.11.04 19:00	close	8	1.00	90.925	0.000	0.000	-138.58	10122.24
17	2009.11.04 19:00	buy	9	1.00	90.925	0.000	0.000
18	2009.11.04 21:00	close	9	1.00	90.798	0.000	0.000	-139.87	9982.37
19	2009.11.04 22:00	sell	10	1.00	90.584	0.000	0.000
20	2009.11.05 01:00	close	10	1.00	90.708	0.000	0.000	-137.69	9844.68
21	2009.11.05 02:00	sell	11	1.00	90.563	0.000	0.000
22	2009.11.05 08:00	close	11	1.00	90.339	0.000	0.000	247.95	10092.63
23	2009.11.05 10:00	sell	12	1.00	90.112	0.000	0.000
24	2009.11.05 13:00	close	12	1.00	90.262	0.000	0.000	-166.18	9926.45
25	2009.11.05 14:00	buy	13	1.00	90.467	0.000	0.000
26	2009.11.05 18:00	close	13	1.00	90.449	0.000	0.000	-19.90	9906.55
27	2009.11.05 21:00	buy	14	1.00	90.793	0.000	0.000
28	2009.11.06 02:00	close	14	1.00	90.712	0.000	0.000	-89.29	9817.26
29	2009.11.06 02:00	sell	15	1.00	90.712	0.000	0.000
30	2009.11.06 06:00	close	15	1.00	90.710	0.000	0.000	2.20	9819.46
31	2009.11.06 08:00	sell	16	1.00	90.510	0.000	0.000
32	2009.11.06 12:00	close	16	1.00	90.610	0.000	0.000	-110.36	9709.10
33	2009.11.06 13:00	buy	17	1.00	90.691	0.000	0.000
34	2009.11.06 15:00	close	17	1.00	90.120	0.000	0.000	-633.60	9075.50
35	2009.11.06 15:00	sell	18	1.00	90.120	0.000	0.000
36	2009.11.06 21:00	close	18	1.00	89.984	0.000	0.000	151.14	9226.64
37	2009.11.06 21:00	buy	19	1.00	89.984	0.000	0.000
38	2009.11.09 02:00	close	19	1.00	89.925	0.000	0.000	-65.61	9161.03
39	2009.11.09 03:00	buy	20	1.00	90.036	0.000	0.000
40	2009.11.09 08:00	close	20	1.00	90.063	0.000	0.000	29.98	9191.01
41	2009.11.09 08:00	sell	21	1.00	90.063	0.000	0.000
42	2009.11.09 18:00	close	21	1.00	89.943	0.000	0.000	133.42	9324.43
43	2009.11.09 18:00	buy	22	1.00	89.943	0.000	0.000
44	2009.11.09 23:00	close	22	1.00	89.908	0.000	0.000	-38.93	9285.50
45	2009.11.10 00:00	sell	23	1.00	89.964	0.000	0.000
46	2009.11.10 03:00	close	23	1.00	90.027	0.000	0.000	-69.98	9215.52
47	2009.11.10 03:00	buy	24	1.00	90.027	0.000	0.000
48	2009.11.10 05:00	close	24	1.00	89.899	0.000	0.000	-142.38	9073.14
49	2009.11.10 07:00	sell	25	1.00	89.766	0.000	0.000
50	2009.11.10 12:00	close	25	1.00	90.122	0.000	0.000	-395.02	8678.12
51	2009.11.10 12:00	buy	26	1.00	90.122	0.000	0.000
52	2009.11.10 15:00	close	26	1.00	89.788	0.000	0.000	-371.99	8306.13
53	2009.11.10 15:00	sell	27	1.00	89.788	0.000	0.000
54	2009.11.10 20:00	close	27	1.00	89.772	0.000	0.000	17.82	8323.95
55	2009.11.10 23:00	buy	28	1.00	89.817	0.000	0.000
56	2009.11.11 01:00	close	28	1.00	89.686	0.000	0.000	-146.07	8177.88
57	2009.11.11 02:00	sell	29	1.00	89.486	0.000	0.000
58	2009.11.11 07:00	close	29	1.00	89.598	0.000	0.000	-125.00	8052.88
59	2009.11.11 08:00	buy	30	1.00	89.823	0.000	0.000
60	2009.11.11 13:00	close	30	1.00	89.963	0.000	0.000	155.62	8208.50
61	2009.11.11 14:00	sell	31	1.00	89.873	0.000	0.000
62	2009.11.11 19:00	close	31	1.00	89.903	0.000	0.000	-33.37	8175.13
63	2009.11.11 22:00	sell	32	1.00	89.805	0.000	0.000
64	2009.11.12 00:00	close	32	1.00	89.889	0.000	0.000	-94.44	8080.69
65	2009.11.12 01:00	buy	33	1.00	89.935	0.000	0.000
66	2009.11.12 03:00	close	33	1.00	89.715	0.000	0.000	-245.22	7835.47
67	2009.11.12 03:00	sell	34	1.00	89.715	0.000	0.000
68	2009.11.12 07:00	close	34	1.00	89.845	0.000	0.000	-144.69	7690.78
69	2009.11.12 08:00	buy	35	1.00	89.890	0.000	0.000
70	2009.11.12 10:00	close	35	1.00	89.751	0.000	0.000	-154.87	7535.91
71	2009.11.12 11:00	sell	36	1.00	89.730	0.000	0.000
72	2009.11.12 14:00	close	36	1.00	89.998	0.000	0.000	-297.78	7238.13
73	2009.11.12 14:00	buy	37	1.00	89.998	0.000	0.000
74	2009.11.12 20:00	close	37	1.00	90.432	0.000	0.000	479.92	7718.05
75	2009.11.12 21:00	sell	38	1.00	90.326	0.000	0.000
76	2009.11.13 07:00	close	38	1.00	90.240	0.000	0.000	94.97	7813.02
77	2009.11.13 08:00	buy	39	1.00	90.391	0.000	0.000
78	2009.11.13 10:00	close	39	1.00	90.156	0.000	0.000	-260.66	7552.36
79	2009.11.13 11:00	sell	40	1.00	89.782	0.000	0.000
80	2009.11.13 17:00	close	40	1.00	89.673	0.000	0.000	121.55	7673.91
81	2009.11.13 17:00	buy	41	1.00	89.673	0.000	0.000
82	2009.11.13 18:00	close	41	1.00	89.552	0.000	0.000	-135.12	7538.79
83	2009.11.13 19:00	sell	42	1.00	89.558	0.000	0.000
84	2009.11.13 21:00	close	42	1.00	89.675	0.000	0.000	-130.47	7408.32
85	2009.11.13 21:00	buy	43	1.00	89.675	0.000	0.000
86	2009.11.16 02:00	close	43	1.00	89.390	0.000	0.000	-318.83	7089.49
87	2009.11.16 02:00	sell	44	1.00	89.390	0.000	0.000
88	2009.11.16 04:00	close	44	1.00	89.680	0.000	0.000	-323.37	6766.12
89	2009.11.16 05:00	buy	45	1.00	89.655	0.000	0.000
90	2009.11.16 07:00	close	45	1.00	89.560	0.000	0.000	-106.07	6660.05
91	2009.11.16 10:00	sell	46	1.00	89.455	0.000	0.000
92	2009.11.16 13:00	close	46	1.00	89.625	0.000	0.000	-189.68	6470.37
93	2009.11.16 13:00	buy	47	1.00	89.625	0.000	0.000
94	2009.11.16 15:00	close	47	1.00	89.410	0.000	0.000	-240.47	6229.90
95	2009.11.16 15:00	sell	48	1.00	89.410	0.000	0.000
96	2009.11.17 00:00	close	48	1.00	89.142	0.000	0.000	300.31	6530.21
97	2009.11.17 02:00	buy	49	1.00	89.130	0.000	0.000
98	2009.11.17 04:00	close	49	1.00	89.061	0.000	0.000	-77.47	6452.74
99	2009.11.17 09:00	sell	50	1.00	88.845	0.000	0.000
100	2009.11.17 12:00	close	50	1.00	89.070	0.000	0.000	-252.61	6200.13
101	2009.11.17 12:00	buy	51	1.00	89.070	0.000	0.000
102	2009.11.17 19:00	close	51	1.00	89.260	0.000	0.000	212.86	6412.99
103	2009.11.17 20:00	sell	52	1.00	89.214	0.000	0.000
104	2009.11.18 00:00	close	52	1.00	89.350	0.000	0.000	-152.54	6260.45
105	2009.11.18 01:00	buy	53	1.00	89.260	0.000	0.000
106	2009.11.18 02:00	close	53	1.00	89.229	0.000	0.000	-34.74	6225.71
107	2009.11.18 06:00	sell	54	1.00	89.180	0.000	0.000
108	2009.11.18 13:00	close	54	1.00	89.125	0.000	0.000	61.71	6287.42
109	2009.11.18 15:00	buy	55	1.00	89.225	0.000	0.000
110	2009.11.18 23:00	close	55	1.00	89.297	0.000	0.000	80.63	6368.05
111	2009.11.18 23:00	sell	56	1.00	89.297	0.000	0.000
112	2009.11.19 02:00	close	56	1.00	89.365	0.000	0.000	-77.08	6290.97
113	2009.11.19 03:00	sell	57	1.00	89.175	0.000	0.000
114	2009.11.19 18:00	close	57	1.00	88.970	0.000	0.000	230.41	6521.38
115	2009.11.19 18:00	buy	58	1.00	88.970	0.000	0.000
116	2009.11.20 00:00	close	58	1.00	88.920	0.000	0.000	-56.23	6465.15
117	2009.11.20 00:00	sell	59	1.00	88.920	0.000	0.000
118	2009.11.20 02:00	close	59	1.00	89.035	0.000	0.000	-129.16	6335.99
119	2009.11.20 04:00	sell	60	1.00	88.823	0.000	0.000
120	2009.11.20 06:00	close	60	1.00	88.930	0.000	0.000	-120.32	6215.67
121	2009.11.20 08:00	sell	61	1.00	88.765	0.000	0.000
122	2009.11.20 10:00	close	61	1.00	88.899	0.000	0.000	-150.73	6064.94
123	2009.11.20 14:00	buy	62	1.00	88.980	0.000	0.000
124	2009.11.20 18:00	close	62	1.00	88.910	0.000	0.000	-78.73	5986.21
125	2009.11.20 19:00	sell	63	1.00	88.930	0.000	0.000
126	2009.11.20 22:00	close	63	1.00	89.034	0.000	0.000	-116.81	5869.40
127	2009.11.23 01:00	sell	64	1.00	88.868	0.000	0.000
128	2009.11.23 03:00	close	64	1.00	88.943	0.000	0.000	-84.32	5785.08
129	2009.11.23 08:00	sell	65	1.00	88.813	0.000	0.000
130	2009.11.23 10:00	close	65	1.00	88.998	0.000	0.000	-207.87	5577.21
131	2009.11.23 11:00	buy	66	1.00	88.885	0.000	0.000
132	2009.11.23 13:00	close	66	1.00	88.833	0.000	0.000	-58.54	5518.67
133	2009.11.23 17:00	buy	67	1.00	88.974	0.000	0.000
134	2009.11.23 21:00	close	67	1.00	88.991	0.000	0.000	19.10	5537.77
135	2009.11.23 22:00	sell	68	1.00	88.955	0.000	0.000
136	2009.11.24 05:00	close	68	1.00	88.904	0.000	0.000	57.04	5594.81
137	2009.11.24 08:00	sell	69	1.00	88.683	0.000	0.000
138	2009.11.24 13:00	close	69	1.00	88.678	0.000	0.000	5.64	5600.45
139	2009.11.24 15:00	sell	70	1.00	88.410	0.000	0.000
140	2009.11.24 18:00	close	70	1.00	88.594	0.000	0.000	-207.69	5392.76
141	2009.11.24 19:00	buy	71	1.00	88.549	0.000	0.000
142	2009.11.24 23:00	close	71	1.00	88.494	0.000	0.000	-62.15	5330.61
143	2009.11.24 23:00	sell	72	1.00	88.494	0.000	0.000
144	2009.11.25 01:00	close	72	1.00	88.618	0.000	0.000	-140.26	5190.35
145	2009.11.25 01:00	buy	73	1.00	88.618	0.000	0.000
146	2009.11.25 03:00	close	73	1.00	88.251	0.000	0.000	-415.86	4774.49
147	2009.11.25 03:00	sell	74	1.00	88.251	0.000	0.000
148	2009.11.25 08:00	close	74	1.00	88.333	0.000	0.000	-92.83	4681.66
149	2009.11.25 08:00	buy	75	1.00	88.333	0.000	0.000
150	2009.11.25 10:00	close	75	1.00	88.154	0.000	0.000	-203.05	4478.61
151	2009.11.25 11:00	sell	76	1.00	87.641	0.000	0.000
152	2009.11.25 17:00	close	76	1.00	87.677	0.000	0.000	-41.06	4437.55
153	2009.11.25 17:00	buy	77	1.00	87.677	0.000	0.000
154	2009.11.25 21:00	close	77	1.00	87.400	0.000	0.000	-316.93	4120.62
155	2009.11.25 21:00	sell	78	1.00	87.400	0.000	0.000
156	2009.11.26 02:00	close	78	1.00	87.410	0.000	0.000	-12.43	4108.19
157	2009.11.26 02:00	buy	79	1.00	87.410	0.000	0.000
158	2009.11.26 04:00	close	79	1.00	87.194	0.000	0.000	-247.72	3860.47
159	2009.11.26 05:00	sell	80	1.00	86.737	0.000	0.000
160	2009.11.26 09:00	close	80	1.00	86.795	0.000	0.000	-66.82	3793.65
161	2009.11.26 09:00	buy	81	1.00	86.795	0.000	0.000
162	2009.11.26 13:00	close	81	1.00	86.765	0.000	0.000	-34.58	3759.07
163	2009.11.26 13:00	sell	82	1.00	86.765	0.000	0.000
164	2009.11.26 22:00	close	82	1.00	86.641	0.000	0.000	143.12	3902.19
165	2009.11.26 22:00	buy	83	1.00	86.641	0.000	0.000
166	2009.11.27 00:00	close	83	1.00	86.399	0.000	0.000	-280.10	3622.09
167	2009.11.27 01:00	sell	84	1.00	85.153	0.000	0.000
168	2009.11.27 05:00	close	84	1.00	86.060	0.000	0.000	-1053.92	2568.17
169	2009.11.27 05:00	buy	85	1.00	86.060	0.000	0.000
170	2009.11.27 08:00	close	85	1.00	85.898	0.000	0.000	-188.60	2379.57
171	2009.11.27 08:00	sell	86	1.00	85.898	0.000	0.000
172	2009.11.27 10:00	close	86	1.00	86.345	0.000	0.000	-517.69	1861.88
173	2009.11.27 10:00	buy	87	1.00	86.345	0.000	0.000
174	2009.11.27 20:00	close	87	1.00	86.654	0.000	0.000	356.59	2218.47
175	2009.11.27 20:00	sell	88	1.00	86.654	0.000	0.000
176	2009.11.27 22:59	close at stop	88	1.00	86.482	0.000	0.000	198.89	2417.36