Report Result : 3sma - Desynced Forex Repository

Strategy Tester Report

Download 3sma

AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
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	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-290.47	Gross profit	273.72	Gross loss	-564.19
Profit factor	0.49	Expected payoff	-7.85
Absolute drawdown	324.10	Maximal drawdown	372.97 (3.71%)	Relative drawdown	3.71% (372.97)

Total trades	37	Short positions (won %)	18 (33.33%)	Long positions (won %)	19 (47.37%)
		Profit trades (% of total)	15 (40.54%)	Loss trades (% of total)	22 (59.46%)
Largest		profit trade	60.86	loss trade	-76.63
Average		profit trade	18.25	loss trade	-25.64
Maximum		consecutive wins (profit in money)	3 (84.38)	consecutive losses (loss in money)	4 (-96.48)
Maximal		consecutive profit (count of wins)	84.38 (3)	consecutive loss (count of losses)	-129.16 (2)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	buy	1	0.10	1.00508	0.00000	0.00000
2	2009.12.01 05:00	close	1	0.10	1.00411	0.00000	0.00000	-9.66	9990.34
3	2009.12.01 13:00	sell	2	0.10	1.00086	0.00000	0.00000
4	2009.12.02 05:00	close	2	0.10	0.99875	0.00000	0.00000	21.03	10011.37
5	2009.12.02 10:00	sell	3	0.10	0.99875	0.00000	0.00000
6	2009.12.02 16:00	close	3	0.10	1.00010	0.00000	0.00000	-13.50	9997.87
7	2009.12.02 19:00	buy	4	0.10	1.00202	0.00000	0.00000
8	2009.12.03 05:00	close	4	0.10	0.99890	0.00000	0.00000	-31.08	9966.79
9	2009.12.03 11:00	sell	5	0.10	0.99734	0.00000	0.00000
10	2009.12.03 20:00	close	5	0.10	0.99868	0.00000	0.00000	-13.42	9953.37
11	2009.12.04 03:00	buy	6	0.10	1.00040	0.00000	0.00000
12	2009.12.04 11:00	close	6	0.10	0.99952	0.00000	0.00000	-8.80	9944.57
13	2009.12.04 15:00	buy	7	0.10	1.00846	0.00000	0.00000
14	2009.12.07 08:00	close	7	0.10	1.01463	0.00000	0.00000	60.86	10005.43
15	2009.12.07 12:00	buy	8	0.10	1.02095	0.00000	0.00000
16	2009.12.07 22:00	close	8	0.10	1.01983	0.00000	0.00000	-10.98	9994.45
17	2009.12.08 08:00	sell	9	0.10	1.01842	0.00000	0.00000
18	2009.12.08 12:00	close	9	0.10	1.01880	0.00000	0.00000	-3.73	9990.72
19	2009.12.08 17:00	buy	10	0.10	1.02486	0.00000	0.00000
20	2009.12.09 07:00	close	10	0.10	1.02541	0.00000	0.00000	5.41	9996.13
21	2009.12.09 17:00	sell	11	0.10	1.02476	0.00000	0.00000
22	2009.12.09 20:00	close	11	0.10	1.02951	0.00000	0.00000	-46.14	9949.99
23	2009.12.10 02:00	buy	12	0.10	1.02590	0.00000	0.00000
24	2009.12.10 05:00	close	12	0.10	1.02663	0.00000	0.00000	7.11	9957.10
25	2009.12.10 10:00	buy	13	0.10	1.02674	0.00000	0.00000
26	2009.12.10 16:00	close	13	0.10	1.02488	0.00000	0.00000	-18.15	9938.95
27	2009.12.10 20:00	sell	14	0.10	1.02669	0.00000	0.00000
28	2009.12.10 23:00	close	14	0.10	1.02597	0.00000	0.00000	7.02	9945.97
29	2009.12.11 05:00	sell	15	0.10	1.02607	0.00000	0.00000
30	2009.12.11 09:00	close	15	0.10	1.02698	0.00000	0.00000	-8.86	9937.11
31	2009.12.11 13:00	sell	16	0.10	1.02437	0.00000	0.00000
32	2009.12.11 16:00	close	16	0.10	1.03228	0.00000	0.00000	-76.63	9860.48
33	2009.12.11 16:00	buy	17	0.10	1.03228	0.00000	0.00000
34	2009.12.14 06:00	close	17	0.10	1.03219	0.00000	0.00000	-0.82	9859.66
35	2009.12.14 23:00	sell	18	0.10	1.03146	0.00000	0.00000
36	2009.12.15 05:00	close	18	0.10	1.03250	0.00000	0.00000	-10.17	9849.49
37	2009.12.15 09:00	buy	19	0.10	1.03539	0.00000	0.00000
38	2009.12.16 04:00	close	19	0.10	1.04037	0.00000	0.00000	47.92	9897.41
39	2009.12.16 09:00	buy	20	0.10	1.04205	0.00000	0.00000
40	2009.12.16 13:00	close	20	0.10	1.03777	0.00000	0.00000	-41.24	9856.17
41	2009.12.16 14:00	sell	21	0.10	1.03846	0.00000	0.00000
42	2009.12.17 02:00	close	21	0.10	1.03925	0.00000	0.00000	-7.90	9848.27
43	2009.12.17 06:00	buy	22	0.10	1.04664	0.00000	0.00000
44	2009.12.17 23:00	close	22	0.10	1.04743	0.00000	0.00000	7.54	9855.81
45	2009.12.18 05:00	sell	23	0.10	1.03938	0.00000	0.00000
46	2009.12.18 15:00	close	23	0.10	1.04495	0.00000	0.00000	-53.30	9802.51
47	2009.12.21 02:00	buy	24	0.10	1.04181	0.00000	0.00000
48	2009.12.21 03:00	close	24	0.10	1.04195	0.00000	0.00000	1.34	9803.85
49	2009.12.21 09:00	sell	25	0.10	1.04132	0.00000	0.00000
50	2009.12.21 11:00	close	25	0.10	1.04426	0.00000	0.00000	-28.15	9775.70
51	2009.12.21 20:00	sell	26	0.10	1.04542	0.00000	0.00000
52	2009.12.21 21:00	close	26	0.10	1.04568	0.00000	0.00000	-2.49	9773.21
53	2009.12.21 21:00	buy	27	0.10	1.04568	0.00000	0.00000
54	2009.12.22 09:00	close	27	0.10	1.04569	0.00000	0.00000	0.15	9773.36
55	2009.12.22 12:00	buy	28	0.10	1.04709	0.00000	0.00000
56	2009.12.23 02:00	close	28	0.10	1.04842	0.00000	0.00000	12.74	9786.10
57	2009.12.23 04:00	buy	29	0.10	1.04899	0.00000	0.00000
58	2009.12.23 13:00	close	29	0.10	1.04674	0.00000	0.00000	-21.50	9764.60
59	2009.12.23 15:00	sell	30	0.10	1.04316	0.00000	0.00000
60	2009.12.24 05:00	close	30	0.10	1.03891	0.00000	0.00000	40.61	9805.21
61	2009.12.24 09:00	sell	31	0.10	1.03747	0.00000	0.00000
62	2009.12.28 03:00	close	31	0.10	1.03455	0.00000	0.00000	28.02	9833.24
63	2009.12.28 09:00	sell	32	0.10	1.03705	0.00000	0.00000
64	2009.12.29 00:00	close	32	0.10	1.03541	0.00000	0.00000	15.74	9848.98
65	2009.12.29 07:00	buy	33	0.10	1.03550	0.00000	0.00000
66	2009.12.29 10:00	close	33	0.10	1.02953	0.00000	0.00000	-57.99	9790.99
67	2009.12.29 10:00	sell	34	0.10	1.02953	0.00000	0.00000
68	2009.12.29 20:00	close	34	0.10	1.03691	0.00000	0.00000	-71.17	9719.82
69	2009.12.30 01:00	buy	35	0.10	1.03778	0.00000	0.00000
70	2009.12.30 13:00	close	35	0.10	1.03864	0.00000	0.00000	8.28	9728.10
71	2009.12.30 18:00	buy	36	0.10	1.03918	0.00000	0.00000
72	2009.12.31 01:00	close	36	0.10	1.03621	0.00000	0.00000	-28.51	9699.58
73	2009.12.31 01:00	sell	37	0.10	1.03621	0.00000	0.00000
74	2009.12.31 18:57	close at stop	37	0.10	1.03518	0.00000	0.00000	9.95	9709.53