Strategy Tester Report
SMC eur usd(28AUG05)
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 | TakeProfit=20; Lots=1; InitialStop=80; TrailingStop=40; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5546.00 | Gross profit | 3362.00 | Gross loss | -8908.00 |
Profit factor | 0.38 | Expected payoff | -198.07 | ||
Absolute drawdown | 6838.00 | Maximal drawdown | 7945.50 (71.53%) | Relative drawdown | 71.53% (7945.50) |
Total trades | 28 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 27 (25.93%) |
Profit trades (% of total) | 7 (25.00%) | Loss trades (% of total) | 21 (75.00%) | ||
Largest | profit trade | 1559.00 | loss trade | -1005.00 | |
Average | profit trade | 480.29 | loss trade | -424.19 | |
Maximum | consecutive wins (profit in money) | 2 (648.50) | consecutive losses (loss in money) | 14 (-6285.50) | |
Maximal | consecutive profit (count of wins) | 1559.00 (1) | consecutive loss (count of losses) | -6285.50 (14) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 02:00 | sell | 1 | 1.00 | 1.50093 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 03:00 | close | 1 | 1.00 | 1.50168 | 0.00000 | 0.00000 | -75.00 | 9925.00 |
3 | 2009.12.01 03:00 | buy | 2 | 1.00 | 1.50168 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 16:00 | close | 2 | 1.00 | 1.50737 | 0.00000 | 0.00000 | 568.50 | 10493.50 |
5 | 2009.12.03 03:00 | buy | 3 | 1.00 | 1.50794 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 17:00 | close | 3 | 1.00 | 1.50874 | 0.00000 | 0.00000 | 80.00 | 10573.50 |
7 | 2009.12.07 20:00 | buy | 4 | 1.00 | 1.48597 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 23:00 | close | 4 | 1.00 | 1.48259 | 0.00000 | 0.00000 | -338.00 | 10235.50 |
9 | 2009.12.08 02:00 | buy | 5 | 1.00 | 1.48557 | 0.00000 | 0.00000 | ||
10 | 2009.12.08 10:00 | close | 5 | 1.00 | 1.48195 | 0.00000 | 0.00000 | -362.00 | 9873.50 |
11 | 2009.12.09 11:00 | buy | 6 | 1.00 | 1.47549 | 0.00000 | 0.00000 | ||
12 | 2009.12.09 19:00 | close | 6 | 1.00 | 1.46942 | 0.00000 | 0.00000 | -607.00 | 9266.50 |
13 | 2009.12.10 01:00 | buy | 7 | 1.00 | 1.47363 | 0.00000 | 0.00000 | ||
14 | 2009.12.10 07:00 | close | 7 | 1.00 | 1.47011 | 0.00000 | 0.00000 | -352.00 | 8914.50 |
15 | 2009.12.10 13:00 | buy | 8 | 1.00 | 1.47380 | 0.00000 | 0.00000 | ||
16 | 2009.12.10 19:00 | close | 8 | 1.00 | 1.47096 | 0.00000 | 0.00000 | -284.00 | 8630.50 |
17 | 2009.12.11 00:00 | buy | 9 | 1.00 | 1.47320 | 0.00000 | 0.00000 | ||
18 | 2009.12.11 05:00 | close | 9 | 1.00 | 1.47267 | 0.00000 | 0.00000 | -53.00 | 8577.50 |
19 | 2009.12.11 11:00 | buy | 10 | 1.00 | 1.47538 | 0.00000 | 0.00000 | ||
20 | 2009.12.11 16:00 | close | 10 | 1.00 | 1.46533 | 0.00000 | 0.00000 | -1005.00 | 7572.50 |
21 | 2009.12.14 07:00 | buy | 11 | 1.00 | 1.46768 | 0.00000 | 0.00000 | ||
22 | 2009.12.14 13:00 | close | 11 | 1.00 | 1.46298 | 0.00000 | 0.00000 | -470.00 | 7102.50 |
23 | 2009.12.14 23:00 | buy | 12 | 1.00 | 1.46577 | 0.00000 | 0.00000 | ||
24 | 2009.12.15 08:00 | close | 12 | 1.00 | 1.46328 | 0.00000 | 0.00000 | -249.50 | 6853.00 |
25 | 2009.12.16 11:00 | buy | 13 | 1.00 | 1.45559 | 0.00000 | 0.00000 | ||
26 | 2009.12.16 21:00 | close | 13 | 1.00 | 1.45148 | 0.00000 | 0.00000 | -411.00 | 6442.00 |
27 | 2009.12.18 04:00 | buy | 14 | 1.00 | 1.43797 | 0.00000 | 0.00000 | ||
28 | 2009.12.18 15:00 | close | 14 | 1.00 | 1.43171 | 0.00000 | 0.00000 | -626.00 | 5816.00 |
29 | 2009.12.21 05:00 | buy | 15 | 1.00 | 1.43536 | 0.00000 | 0.00000 | ||
30 | 2009.12.21 10:00 | close | 15 | 1.00 | 1.42914 | 0.00000 | 0.00000 | -622.00 | 5194.00 |
31 | 2009.12.21 14:00 | buy | 16 | 1.00 | 1.43594 | 0.00000 | 0.00000 | ||
32 | 2009.12.21 18:00 | close | 16 | 1.00 | 1.43177 | 0.00000 | 0.00000 | -417.00 | 4777.00 |
33 | 2009.12.22 10:00 | buy | 17 | 1.00 | 1.43218 | 0.00000 | 0.00000 | ||
34 | 2009.12.22 14:00 | close | 17 | 1.00 | 1.42729 | 0.00000 | 0.00000 | -489.00 | 4288.00 |
35 | 2009.12.23 15:00 | buy | 18 | 1.00 | 1.42816 | 0.00000 | 0.00000 | ||
36 | 2009.12.24 18:00 | close | 18 | 1.00 | 1.43653 | 0.00000 | 0.00000 | 835.50 | 5123.50 |
37 | 2009.12.28 14:00 | buy | 19 | 1.00 | 1.44088 | 0.00000 | 0.00000 | ||
38 | 2009.12.28 19:00 | close | 19 | 1.00 | 1.43829 | 0.00000 | 0.00000 | -259.00 | 4864.50 |
39 | 2009.12.29 09:00 | buy | 20 | 1.00 | 1.44178 | 0.00000 | 0.00000 | ||
40 | 2009.12.29 19:00 | close | 20 | 1.00 | 1.43453 | 0.00000 | 0.00000 | -725.00 | 4139.50 |
41 | 2009.12.30 12:00 | buy | 21 | 1.00 | 1.43580 | 0.00000 | 0.00000 | ||
42 | 2009.12.30 16:00 | close | 21 | 1.00 | 1.42973 | 0.00000 | 0.00000 | -607.00 | 3532.50 |
43 | 2009.12.30 23:00 | buy | 22 | 1.00 | 1.43392 | 0.00000 | 0.00000 | ||
44 | 2009.12.31 17:00 | close | 22 | 1.00 | 1.43465 | 0.00000 | 0.00000 | 71.50 | 3604.00 |
45 | 2010.01.04 11:00 | buy | 23 | 1.00 | 1.43949 | 0.00000 | 0.00000 | ||
46 | 2010.01.05 13:00 | close | 23 | 1.00 | 1.44169 | 0.00000 | 0.00000 | 219.50 | 3823.50 |
47 | 2010.01.06 12:00 | buy | 24 | 1.00 | 1.43763 | 0.00000 | 0.00000 | ||
48 | 2010.01.07 08:00 | close | 24 | 1.00 | 1.43678 | 0.00000 | 0.00000 | -86.50 | 3737.00 |
49 | 2010.01.08 16:00 | buy | 25 | 1.00 | 1.43568 | 0.00000 | 0.00000 | ||
50 | 2010.01.12 00:00 | close | 25 | 1.00 | 1.45128 | 0.00000 | 0.00000 | 1559.00 | 5296.00 |
51 | 2010.01.12 17:00 | buy | 26 | 1.00 | 1.45391 | 0.00000 | 0.00000 | ||
52 | 2010.01.12 23:00 | close | 26 | 1.00 | 1.44848 | 0.00000 | 0.00000 | -543.00 | 4753.00 |
53 | 2010.01.13 11:00 | buy | 27 | 1.00 | 1.45014 | 0.00000 | 0.00000 | ||
54 | 2010.01.13 19:00 | close | 27 | 1.00 | 1.45042 | 0.00000 | 0.00000 | 28.00 | 4781.00 |
55 | 2010.01.14 03:00 | buy | 28 | 1.00 | 1.45378 | 0.00000 | 0.00000 | ||
56 | 2010.01.14 12:00 | close | 28 | 1.00 | 1.45051 | 0.00000 | 0.00000 | -327.00 | 4454.00 |