Report Result : 4 SMA - Desynced Forex Repository

Strategy Tester Report

Download 4 SMA

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		TakeProfit=50; StopLoss=50; TrailingStop=11; Lots=0.1; per_SMA5=5; per_SMA20=20; per_SMA40=40; per_SMA60=60;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-155.23	Gross profit	139.82	Gross loss	-295.05
Profit factor	0.47	Expected payoff	-2.10
Absolute drawdown	155.23	Maximal drawdown	193.68 (1.93%)	Relative drawdown	1.93% (193.68)

Total trades	74	Short positions (won %)	10 (50.00%)	Long positions (won %)	64 (37.50%)
		Profit trades (% of total)	29 (39.19%)	Loss trades (% of total)	45 (60.81%)
Largest		profit trade	4.87	loss trade	-6.62
Average		profit trade	4.82	loss trade	-6.56
Maximum		consecutive wins (profit in money)	9 (43.20)	consecutive losses (loss in money)	18 (-117.87)
Maximal		consecutive profit (count of wins)	43.20 (9)	consecutive loss (count of losses)	-117.87 (18)
Average		consecutive wins	6	consecutive losses	9

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.08 19:00	buy	1	0.10	1.02625	1.02557	1.02675
2	2009.12.08 19:02	buy	2	0.10	1.02610	1.02542	1.02660
3	2009.12.08 19:05	buy	3	0.10	1.02631	1.02563	1.02681
4	2009.12.08 19:07	buy	4	0.10	1.02589	1.02521	1.02639
5	2009.12.08 19:10	t/p	1	0.10	1.02675	1.02557	1.02675	4.87	10004.87
6	2009.12.08 19:10	t/p	2	0.10	1.02660	1.02542	1.02660	4.87	10009.74
7	2009.12.08 19:10	t/p	4	0.10	1.02639	1.02521	1.02639	4.87	10014.61
8	2009.12.08 19:10	buy	5	0.10	1.02694	1.02626	1.02744
9	2009.12.08 19:12	buy	6	0.10	1.02673	1.02605	1.02723
10	2009.12.08 19:15	t/p	3	0.10	1.02681	1.02563	1.02681	4.87	10019.48
11	2009.12.08 19:15	t/p	6	0.10	1.02723	1.02605	1.02723	4.87	10024.35
12	2009.12.08 19:15	buy	7	0.10	1.02758	1.02690	1.02808
13	2009.12.08 19:17	buy	8	0.10	1.02737	1.02669	1.02787
14	2009.12.08 19:20	t/p	5	0.10	1.02744	1.02626	1.02744	4.86	10029.21
15	2009.12.08 19:20	t/p	8	0.10	1.02787	1.02669	1.02787	4.86	10034.07
16	2009.12.08 19:20	buy	9	0.10	1.02821	1.02753	1.02871
17	2009.12.08 19:22	buy	10	0.10	1.02779	1.02711	1.02829
18	2009.12.08 19:25	buy	11	0.10	1.02800	1.02732	1.02850
19	2009.12.08 19:27	s/l	9	0.10	1.02753	1.02753	1.02871	-6.62	10027.45
20	2009.12.08 19:27	s/l	11	0.10	1.02732	1.02732	1.02850	-6.62	10020.83
21	2009.12.08 19:27	buy	12	0.10	1.02737	1.02669	1.02787
22	2009.12.08 19:27	buy	13	0.10	1.02758	1.02690	1.02808
23	2009.12.08 19:32	s/l	10	0.10	1.02711	1.02711	1.02829	-6.62	10014.21
24	2009.12.08 19:37	s/l	7	0.10	1.02690	1.02690	1.02808	-6.62	10007.59
25	2009.12.08 19:37	s/l	13	0.10	1.02690	1.02690	1.02808	-6.62	10000.97
26	2009.12.08 19:50	t/p	12	0.10	1.02787	1.02669	1.02787	4.87	10005.84
27	2009.12.11 17:30	buy	14	0.10	1.03569	1.03501	1.03619
28	2009.12.11 17:32	s/l	14	0.10	1.03501	1.03501	1.03619	-6.57	9999.27
29	2009.12.11 17:32	buy	15	0.10	1.03507	1.03439	1.03557
30	2009.12.11 17:35	buy	16	0.10	1.03521	1.03453	1.03571
31	2009.12.11 17:37	buy	17	0.10	1.03494	1.03426	1.03544
32	2009.12.11 17:40	buy	18	0.10	1.03561	1.03493	1.03611
33	2009.12.11 17:42	buy	19	0.10	1.03547	1.03479	1.03597
34	2009.12.11 17:45	t/p	15	0.10	1.03557	1.03439	1.03557	4.83	10004.10
35	2009.12.11 17:45	t/p	16	0.10	1.03571	1.03453	1.03571	4.83	10008.93
36	2009.12.11 17:45	t/p	17	0.10	1.03544	1.03426	1.03544	4.82	10013.75
37	2009.12.11 17:45	buy	20	0.10	1.03601	1.03533	1.03651
38	2009.12.11 17:47	buy	21	0.10	1.03588	1.03520	1.03638
39	2009.12.11 17:50	t/p	18	0.10	1.03611	1.03493	1.03611	4.82	10018.57
40	2009.12.11 17:50	t/p	19	0.10	1.03597	1.03479	1.03597	4.82	10023.39
41	2009.12.11 17:50	buy	22	0.10	1.03641	1.03573	1.03691
42	2009.12.11 17:52	buy	23	0.10	1.03614	1.03546	1.03664
43	2009.12.11 17:55	buy	24	0.10	1.03628	1.03560	1.03678
44	2009.12.11 17:57	s/l	22	0.10	1.03573	1.03573	1.03691	-6.57	10016.82
45	2009.12.11 17:57	buy	25	0.10	1.03588	1.03520	1.03638
46	2009.12.11 17:59	s/l	24	0.10	1.03560	1.03560	1.03678	-6.56	10010.26
47	2009.12.11 17:59	buy	26	0.10	1.03571	1.03503	1.03621
48	2009.12.11 18:03	s/l	20	0.10	1.03533	1.03533	1.03651	-6.57	10003.69
49	2009.12.11 18:03	s/l	21	0.10	1.03520	1.03520	1.03638	-6.57	9997.12
50	2009.12.11 18:03	s/l	23	0.10	1.03546	1.03546	1.03664	-6.57	9990.55
51	2009.12.11 18:03	s/l	25	0.10	1.03520	1.03520	1.03638	-6.57	9983.98
52	2009.12.11 18:03	s/l	26	0.10	1.03503	1.03503	1.03621	-6.57	9977.41
53	2009.12.15 09:30	buy	27	0.10	1.03902	1.03834	1.03952
54	2009.12.15 09:32	buy	28	0.10	1.03936	1.03868	1.03986
55	2009.12.15 09:35	buy	29	0.10	1.03927	1.03859	1.03977
56	2009.12.15 09:37	buy	30	0.10	1.03946	1.03878	1.03996
57	2009.12.15 09:40	buy	31	0.10	1.03908	1.03840	1.03958
58	2009.12.15 09:42	buy	32	0.10	1.03917	1.03849	1.03967
59	2009.12.15 09:45	s/l	28	0.10	1.03868	1.03868	1.03986	-6.55	9970.86
60	2009.12.15 09:45	s/l	30	0.10	1.03878	1.03878	1.03996	-6.54	9964.32
61	2009.12.15 09:45	buy	33	0.10	1.03879	1.03811	1.03929
62	2009.12.15 09:47	buy	34	0.10	1.03889	1.03821	1.03939
63	2009.12.15 09:50	s/l	27	0.10	1.03834	1.03834	1.03952	-6.55	9957.77
64	2009.12.15 09:50	s/l	29	0.10	1.03859	1.03859	1.03977	-6.55	9951.22
65	2009.12.15 09:50	s/l	31	0.10	1.03840	1.03840	1.03958	-6.55	9944.67
66	2009.12.15 09:50	s/l	32	0.10	1.03849	1.03849	1.03967	-6.55	9938.12
67	2009.12.15 09:50	buy	35	0.10	1.03841	1.03773	1.03891
68	2009.12.15 09:52	buy	36	0.10	1.03860	1.03792	1.03910
69	2009.12.15 09:55	buy	37	0.10	1.03851	1.03783	1.03901
70	2009.12.15 09:57	buy	38	0.10	1.03879	1.03811	1.03929
71	2009.12.15 09:59	buy	39	0.10	1.03864	1.03796	1.03914
72	2009.12.15 10:02	s/l	34	0.10	1.03821	1.03821	1.03939	-6.55	9931.57
73	2009.12.15 10:07	s/l	33	0.10	1.03811	1.03811	1.03929	-6.56	9925.01
74	2009.12.15 10:07	s/l	38	0.10	1.03811	1.03811	1.03929	-6.56	9918.45
75	2009.12.15 10:07	s/l	39	0.10	1.03796	1.03796	1.03914	-6.55	9911.90
76	2009.12.15 10:15	t/p	35	0.10	1.03891	1.03773	1.03891	4.81	9916.71
77	2009.12.15 10:15	t/p	36	0.10	1.03910	1.03792	1.03910	4.82	9921.53
78	2009.12.15 10:15	t/p	37	0.10	1.03901	1.03783	1.03901	4.81	9926.34
79	2009.12.17 09:32	buy	40	0.10	1.04569	1.04501	1.04619
80	2009.12.17 09:35	buy	41	0.10	1.04580	1.04512	1.04630
81	2009.12.17 09:37	buy	42	0.10	1.04558	1.04490	1.04608
82	2009.12.17 09:40	buy	43	0.10	1.04613	1.04545	1.04663
83	2009.12.17 09:42	buy	44	0.10	1.04602	1.04534	1.04652
84	2009.12.17 09:45	t/p	40	0.10	1.04619	1.04501	1.04619	4.78	9931.12
85	2009.12.17 09:45	t/p	42	0.10	1.04608	1.04490	1.04608	4.78	9935.90
86	2009.12.17 09:45	buy	45	0.10	1.04646	1.04578	1.04696
87	2009.12.17 09:47	buy	46	0.10	1.04635	1.04567	1.04685
88	2009.12.17 09:50	t/p	41	0.10	1.04630	1.04512	1.04630	4.78	9940.68
89	2009.12.17 09:50	t/p	44	0.10	1.04652	1.04534	1.04652	4.78	9945.46
90	2009.12.17 09:50	buy	47	0.10	1.04679	1.04611	1.04729
91	2009.12.17 09:52	buy	48	0.10	1.04657	1.04589	1.04707
92	2009.12.17 09:55	buy	49	0.10	1.04668	1.04600	1.04718
93	2009.12.17 09:57	buy	50	0.10	1.04635	1.04567	1.04685
94	2009.12.17 09:59	s/l	45	0.10	1.04578	1.04578	1.04696	-6.50	9938.96
95	2009.12.17 09:59	s/l	47	0.10	1.04611	1.04611	1.04729	-6.50	9932.46
96	2009.12.17 09:59	s/l	48	0.10	1.04589	1.04589	1.04707	-6.51	9925.95
97	2009.12.17 09:59	s/l	49	0.10	1.04600	1.04600	1.04718	-6.51	9919.44
98	2009.12.17 09:59	buy	51	0.10	1.04587	1.04519	1.04637
99	2009.12.17 10:03	t/p	51	0.10	1.04637	1.04519	1.04637	4.77	9924.21
100	2009.12.17 10:10	t/p	43	0.10	1.04663	1.04545	1.04663	4.78	9928.99
101	2009.12.17 10:10	t/p	46	0.10	1.04685	1.04567	1.04685	4.78	9933.77
102	2009.12.17 10:10	t/p	50	0.10	1.04685	1.04567	1.04685	4.78	9938.55
103	2009.12.23 16:30	sell	52	0.10	1.03928	1.03996	1.03878
104	2009.12.23 16:33	t/p	52	0.10	1.03878	1.03996	1.03878	4.81	9943.36
105	2009.12.23 16:33	sell	53	0.10	1.03852	1.03920	1.03802
106	2009.12.23 16:36	sell	54	0.10	1.03871	1.03939	1.03821
107	2009.12.23 16:40	t/p	54	0.10	1.03821	1.03939	1.03821	4.82	9948.18
108	2009.12.23 16:40	sell	55	0.10	1.03796	1.03864	1.03746
109	2009.12.23 16:43	sell	56	0.10	1.03815	1.03883	1.03765
110	2009.12.23 16:46	t/p	53	0.10	1.03802	1.03920	1.03802	4.82	9953.00
111	2009.12.23 16:46	t/p	55	0.10	1.03746	1.03864	1.03746	4.82	9957.82
112	2009.12.23 16:46	t/p	56	0.10	1.03765	1.03883	1.03765	4.82	9962.64
113	2009.12.23 16:46	sell	57	0.10	1.03720	1.03788	1.03670
114	2009.12.23 16:50	sell	58	0.10	1.03758	1.03826	1.03708
115	2009.12.23 16:53	sell	59	0.10	1.03739	1.03807	1.03689
116	2009.12.23 16:56	s/l	57	0.10	1.03788	1.03788	1.03670	-6.55	9956.09
117	2009.12.23 16:56	s/l	59	0.10	1.03807	1.03807	1.03689	-6.55	9949.54
118	2009.12.23 16:56	sell	60	0.10	1.03796	1.03864	1.03746
119	2009.12.23 16:59	s/l	58	0.10	1.03826	1.03826	1.03708	-6.54	9943.00
120	2009.12.23 16:59	s/l	60	0.10	1.03864	1.03864	1.03746	-6.54	9936.46
121	2009.12.23 16:59	sell	61	0.10	1.03876	1.03944	1.03826
122	2009.12.23 17:15	s/l	61	0.10	1.03944	1.03944	1.03826	-6.54	9929.92
123	2009.12.30 06:00	buy	62	0.10	1.03902	1.03834	1.03952
124	2009.12.30 06:02	buy	63	0.10	1.03900	1.03832	1.03950
125	2009.12.30 06:05	buy	64	0.10	1.03896	1.03828	1.03946
126	2009.12.30 06:07	buy	65	0.10	1.03904	1.03836	1.03954
127	2009.12.30 06:10	buy	66	0.10	1.03888	1.03820	1.03938
128	2009.12.30 06:12	buy	67	0.10	1.03892	1.03824	1.03942
129	2009.12.30 06:15	buy	68	0.10	1.03876	1.03808	1.03926
130	2009.12.30 06:17	buy	69	0.10	1.03880	1.03812	1.03930
131	2009.12.30 06:20	buy	70	0.10	1.03860	1.03792	1.03910
132	2009.12.30 06:22	buy	71	0.10	1.03868	1.03800	1.03918
133	2009.12.30 06:25	buy	72	0.10	1.03864	1.03796	1.03914
134	2009.12.30 06:27	buy	73	0.10	1.03876	1.03808	1.03926
135	2009.12.30 06:27	buy	74	0.10	1.03865	1.03797	1.03915
136	2009.12.30 07:10	s/l	62	0.10	1.03834	1.03834	1.03952	-6.55	9923.37
137	2009.12.30 07:10	s/l	63	0.10	1.03832	1.03832	1.03950	-6.55	9916.82
138	2009.12.30 07:10	s/l	65	0.10	1.03836	1.03836	1.03954	-6.54	9910.28
139	2009.12.30 07:15	s/l	64	0.10	1.03828	1.03828	1.03946	-6.55	9903.73
140	2009.12.30 07:15	s/l	66	0.10	1.03820	1.03820	1.03938	-6.55	9897.18
141	2009.12.30 07:15	s/l	67	0.10	1.03824	1.03824	1.03942	-6.55	9890.63
142	2009.12.30 07:15	s/l	68	0.10	1.03808	1.03808	1.03926	-6.55	9884.08
143	2009.12.30 07:15	s/l	69	0.10	1.03812	1.03812	1.03930	-6.55	9877.53
144	2009.12.30 07:15	s/l	71	0.10	1.03800	1.03800	1.03918	-6.55	9870.98
145	2009.12.30 07:15	s/l	73	0.10	1.03808	1.03808	1.03926	-6.55	9864.43
146	2009.12.30 07:20	s/l	70	0.10	1.03792	1.03792	1.03910	-6.55	9857.88
147	2009.12.30 07:20	s/l	72	0.10	1.03796	1.03796	1.03914	-6.55	9851.33
148	2009.12.30 07:20	s/l	74	0.10	1.03797	1.03797	1.03915	-6.56	9844.77