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) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
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	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-787.92	Gross profit	620.98	Gross loss	-1408.90
Profit factor	0.44	Expected payoff	-15.15
Absolute drawdown	849.68	Maximal drawdown	900.40 (8.96%)	Relative drawdown	8.96% (900.40)

Total trades	52	Short positions (won %)	29 (24.14%)	Long positions (won %)	23 (30.43%)
		Profit trades (% of total)	14 (26.92%)	Loss trades (% of total)	38 (73.08%)
Largest		profit trade	186.94	loss trade	-136.10
Average		profit trade	44.36	loss trade	-37.08
Maximum		consecutive wins (profit in money)	2 (27.10)	consecutive losses (loss in money)	7 (-327.32)
Maximal		consecutive profit (count of wins)	186.94 (1)	consecutive loss (count of losses)	-327.32 (7)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.50074	0.00000	0.00000
2	2009.12.01 04:00	close	1	0.10	1.50167	0.00000	0.00000	-9.30	9990.70
3	2009.12.01 12:00	buy	2	0.10	1.50760	0.00000	0.00000
4	2009.12.02 04:00	close	2	0.10	1.50861	0.00000	0.00000	10.12	10000.82
5	2009.12.02 10:00	buy	3	0.10	1.50953	0.00000	0.00000
6	2009.12.02 17:00	close	3	0.10	1.50756	0.00000	0.00000	-19.70	9981.12
7	2009.12.02 18:00	sell	4	0.10	1.50580	0.00000	0.00000
8	2009.12.03 05:00	close	4	0.10	1.50935	0.00000	0.00000	-35.62	9945.50
9	2009.12.03 11:00	buy	5	0.10	1.51175	0.00000	0.00000
10	2009.12.03 20:00	close	5	0.10	1.50911	0.00000	0.00000	-26.40	9919.10
11	2009.12.04 02:00	sell	6	0.10	1.50520	0.00000	0.00000
12	2009.12.04 11:00	close	6	0.10	1.50674	0.00000	0.00000	-15.40	9903.70
13	2009.12.04 15:00	sell	7	0.10	1.49426	0.00000	0.00000
14	2009.12.07 07:00	close	7	0.10	1.48848	0.00000	0.00000	57.76	9961.46
15	2009.12.07 12:00	sell	8	0.10	1.48080	0.00000	0.00000
16	2009.12.07 22:00	close	8	0.10	1.48130	0.00000	0.00000	-5.00	9956.46
17	2009.12.08 08:00	buy	9	0.10	1.48382	0.00000	0.00000
18	2009.12.08 12:00	close	9	0.10	1.48345	0.00000	0.00000	-3.70	9952.76
19	2009.12.08 16:00	sell	10	0.10	1.47669	0.00000	0.00000
20	2009.12.09 07:00	close	10	0.10	1.47307	0.00000	0.00000	36.16	9988.92
21	2009.12.09 17:00	buy	11	0.10	1.47459	0.00000	0.00000
22	2009.12.09 20:00	close	11	0.10	1.46801	0.00000	0.00000	-65.80	9923.12
23	2009.12.10 03:00	sell	12	0.10	1.47349	0.00000	0.00000
24	2009.12.10 04:00	close	12	0.10	1.47378	0.00000	0.00000	-2.90	9920.22
25	2009.12.10 10:00	sell	13	0.10	1.47187	0.00000	0.00000
26	2009.12.10 16:00	close	13	0.10	1.47433	0.00000	0.00000	-24.60	9895.62
27	2009.12.10 21:00	buy	14	0.10	1.47200	0.00000	0.00000
28	2009.12.10 23:00	close	14	0.10	1.47310	0.00000	0.00000	11.00	9906.62
29	2009.12.11 08:00	buy	15	0.10	1.47236	0.00000	0.00000
30	2009.12.11 10:00	close	15	0.10	1.47397	0.00000	0.00000	16.10	9922.72
31	2009.12.11 12:00	buy	16	0.10	1.47562	0.00000	0.00000
32	2009.12.11 17:00	close	16	0.10	1.46201	0.00000	0.00000	-136.10	9786.62
33	2009.12.11 17:00	sell	17	0.10	1.46201	0.00000	0.00000
34	2009.12.14 06:00	close	17	0.10	1.46598	0.00000	0.00000	-39.74	9746.88
35	2009.12.14 17:00	sell	18	0.10	1.46516	0.00000	0.00000
36	2009.12.14 23:00	close	18	0.10	1.46577	0.00000	0.00000	-6.10	9740.78
37	2009.12.14 23:00	buy	19	0.10	1.46577	0.00000	0.00000
38	2009.12.15 08:00	close	19	0.10	1.46328	0.00000	0.00000	-24.88	9715.90
39	2009.12.15 09:00	sell	20	0.10	1.46097	0.00000	0.00000
40	2009.12.16 04:00	close	20	0.10	1.45455	0.00000	0.00000	64.16	9780.06
41	2009.12.16 14:00	buy	21	0.10	1.45638	0.00000	0.00000
42	2009.12.16 23:00	close	21	0.10	1.45307	0.00000	0.00000	-33.10	9746.96
43	2009.12.17 03:00	sell	22	0.10	1.44680	0.00000	0.00000
44	2009.12.18 03:00	close	22	0.10	1.43609	0.00000	0.00000	107.06	9854.02
45	2009.12.18 10:00	buy	23	0.10	1.43956	0.00000	0.00000
46	2009.12.18 15:00	close	23	0.10	1.43171	0.00000	0.00000	-78.50	9775.52
47	2009.12.18 20:00	sell	24	0.10	1.43044	0.00000	0.00000
48	2009.12.21 04:00	close	24	0.10	1.43438	0.00000	0.00000	-39.44	9736.08
49	2009.12.21 14:00	sell	25	0.10	1.43583	0.00000	0.00000
50	2009.12.21 19:00	close	25	0.10	1.43127	0.00000	0.00000	45.60	9781.68
51	2009.12.21 19:00	buy	26	0.10	1.43127	0.00000	0.00000
52	2009.12.21 22:00	close	26	0.10	1.42848	0.00000	0.00000	-27.90	9753.78
53	2009.12.21 22:00	sell	27	0.10	1.42848	0.00000	0.00000
54	2009.12.22 09:00	close	27	0.10	1.43078	0.00000	0.00000	-23.04	9730.74
55	2009.12.22 17:00	sell	28	0.10	1.42309	0.00000	0.00000
56	2009.12.23 06:00	close	28	0.10	1.42481	0.00000	0.00000	-17.24	9713.50
57	2009.12.23 07:00	sell	29	0.10	1.42527	0.00000	0.00000
58	2009.12.23 09:00	close	29	0.10	1.42565	0.00000	0.00000	-3.80	9709.70
59	2009.12.23 12:00	sell	30	0.10	1.42559	0.00000	0.00000
60	2009.12.23 15:00	close	30	0.10	1.42816	0.00000	0.00000	-25.70	9684.00
61	2009.12.23 17:00	buy	31	0.10	1.43339	0.00000	0.00000
62	2009.12.24 06:00	close	31	0.10	1.43360	0.00000	0.00000	2.16	9686.16
63	2009.12.24 08:00	buy	32	0.10	1.43599	0.00000	0.00000
64	2009.12.28 03:00	close	32	0.10	1.43875	0.00000	0.00000	27.64	9713.80
65	2009.12.28 08:00	buy	33	0.10	1.43898	0.00000	0.00000
66	2009.12.28 22:00	close	33	0.10	1.43772	0.00000	0.00000	-12.60	9701.20
67	2009.12.29 04:00	sell	34	0.10	1.43590	0.00000	0.00000
68	2009.12.29 10:00	close	34	0.10	1.44347	0.00000	0.00000	-75.70	9625.50
69	2009.12.29 14:00	buy	35	0.10	1.44500	0.00000	0.00000
70	2009.12.29 20:00	close	35	0.10	1.43599	0.00000	0.00000	-90.10	9535.40
71	2009.12.30 02:00	sell	36	0.10	1.43239	0.00000	0.00000
72	2009.12.30 13:00	close	36	0.10	1.43267	0.00000	0.00000	-2.80	9532.60
73	2009.12.30 18:00	sell	37	0.10	1.43150	0.00000	0.00000
74	2009.12.31 01:00	close	37	0.10	1.43415	0.00000	0.00000	-26.62	9505.98
75	2009.12.31 04:00	buy	38	0.10	1.43690	0.00000	0.00000
76	2009.12.31 18:00	close	38	0.10	1.43313	0.00000	0.00000	-37.70	9468.28
77	2010.01.04 04:00	sell	39	0.10	1.42939	0.00000	0.00000
78	2010.01.04 12:00	close	39	0.10	1.43757	0.00000	0.00000	-81.80	9386.48
79	2010.01.04 18:00	buy	40	0.10	1.44185	0.00000	0.00000
80	2010.01.05 03:00	close	40	0.10	1.44189	0.00000	0.00000	0.42	9386.90
81	2010.01.05 07:00	buy	41	0.10	1.44646	0.00000	0.00000
82	2010.01.05 17:00	close	41	0.10	1.44165	0.00000	0.00000	-48.10	9338.80
83	2010.01.05 21:00	sell	42	0.10	1.43680	0.00000	0.00000
84	2010.01.06 17:00	close	42	0.10	1.43883	0.00000	0.00000	-20.34	9318.46
85	2010.01.06 22:00	buy	43	0.10	1.44130	0.00000	0.00000
86	2010.01.07 08:00	close	43	0.10	1.43678	0.00000	0.00000	-45.14	9273.32
87	2010.01.07 14:00	sell	44	0.10	1.43176	0.00000	0.00000
88	2010.01.08 12:00	close	44	0.10	1.43026	0.00000	0.00000	14.96	9288.28
89	2010.01.08 14:00	sell	45	0.10	1.42878	0.00000	0.00000
90	2010.01.08 15:00	close	45	0.10	1.44037	0.00000	0.00000	-115.90	9172.38
91	2010.01.08 17:00	buy	46	0.10	1.43259	0.00000	0.00000
92	2010.01.12 00:00	close	46	0.10	1.45128	0.00000	0.00000	186.94	9359.32
93	2010.01.12 06:00	sell	47	0.10	1.44832	0.00000	0.00000
94	2010.01.12 14:00	close	47	0.10	1.44998	0.00000	0.00000	-16.60	9342.72
95	2010.01.13 02:00	sell	48	0.10	1.44680	0.00000	0.00000
96	2010.01.13 11:00	close	48	0.10	1.45014	0.00000	0.00000	-33.40	9309.32
97	2010.01.13 15:00	buy	49	0.10	1.45727	0.00000	0.00000
98	2010.01.13 23:00	close	49	0.10	1.45096	0.00000	0.00000	-63.10	9246.22
99	2010.01.14 05:00	buy	50	0.10	1.45381	0.00000	0.00000
100	2010.01.14 13:00	close	50	0.10	1.44912	0.00000	0.00000	-46.90	9199.32
101	2010.01.14 16:00	sell	51	0.10	1.44723	0.00000	0.00000
102	2010.01.15 01:00	close	51	0.10	1.45004	0.00000	0.00000	-28.14	9171.18
103	2010.01.15 04:00	sell	52	0.10	1.44263	0.00000	0.00000
104	2010.01.15 22:57	close at stop	52	0.10	1.43854	0.00000	0.00000	40.90	9212.08