Strategy Tester Report
SMC HiLo v1
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=50; Lots=0.1; InitialStop=10; TrailingStop=10; SetHour=13; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -271.90 | Gross profit | 122.20 | Gross loss | -394.10 |
Profit factor | 0.31 | Expected payoff | -4.61 | ||
Absolute drawdown | 271.90 | Maximal drawdown | 279.10 (2.79%) | Relative drawdown | 2.79% (279.10) |
Total trades | 59 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 59 (27.12%) |
Profit trades (% of total) | 16 (27.12%) | Loss trades (% of total) | 43 (72.88%) | ||
Largest | profit trade | 27.20 | loss trade | -25.60 | |
Average | profit trade | 7.64 | loss trade | -9.17 | |
Maximum | consecutive wins (profit in money) | 3 (12.20) | consecutive losses (loss in money) | 8 (-70.30) | |
Maximal | consecutive profit (count of wins) | 34.30 (2) | consecutive loss (count of losses) | -70.30 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 13:00 | buy | 1 | 0.10 | 1.50662 | 1.50595 | 1.50816 | ||
2 | 2009.12.01 14:07 | s/l | 1 | 0.10 | 1.50595 | 1.50595 | 1.50816 | -6.70 | 9993.30 |
3 | 2009.12.02 13:00 | buy | 2 | 0.10 | 1.50873 | 1.50808 | 1.51062 | ||
4 | 2009.12.02 13:20 | s/l | 2 | 0.10 | 1.50808 | 1.50808 | 1.51062 | -6.50 | 9986.80 |
5 | 2009.12.02 13:27 | buy | 3 | 0.10 | 1.50868 | 1.50808 | 1.51062 | ||
6 | 2009.12.02 13:37 | s/l | 3 | 0.10 | 1.50808 | 1.50808 | 1.51062 | -6.00 | 9980.80 |
7 | 2009.12.02 13:40 | buy | 4 | 0.10 | 1.50875 | 1.50808 | 1.51062 | ||
8 | 2009.12.02 14:20 | s/l | 4 | 0.10 | 1.50808 | 1.50808 | 1.51062 | -6.70 | 9974.10 |
9 | 2009.12.03 13:00 | buy | 5 | 0.10 | 1.51248 | 1.51178 | 1.51320 | ||
10 | 2009.12.03 13:15 | s/l | 5 | 0.10 | 1.51178 | 1.51178 | 1.51320 | -7.00 | 9967.10 |
11 | 2009.12.03 13:27 | buy | 6 | 0.10 | 1.51241 | 1.51178 | 1.51320 | ||
12 | 2009.12.03 13:37 | s/l | 6 | 0.10 | 1.51178 | 1.51178 | 1.51320 | -6.30 | 9960.80 |
13 | 2009.12.03 13:40 | buy | 7 | 0.10 | 1.51241 | 1.51178 | 1.51320 | ||
14 | 2009.12.03 14:20 | s/l | 7 | 0.10 | 1.51178 | 1.51178 | 1.51320 | -6.30 | 9954.50 |
15 | 2009.12.04 13:00 | buy | 8 | 0.10 | 1.50646 | 1.50586 | 1.50700 | ||
16 | 2009.12.04 13:10 | t/p | 8 | 0.10 | 1.50700 | 1.50586 | 1.50700 | 5.40 | 9959.90 |
17 | 2009.12.07 13:00 | buy | 9 | 0.10 | 1.47980 | 1.47888 | 1.48145 | ||
18 | 2009.12.07 13:15 | s/l | 9 | 0.10 | 1.47888 | 1.47888 | 1.48145 | -9.20 | 9950.70 |
19 | 2009.12.07 13:40 | buy | 10 | 0.10 | 1.47936 | 1.47888 | 1.48145 | ||
20 | 2009.12.07 14:02 | s/l | 10 | 0.10 | 1.47888 | 1.47888 | 1.48145 | -4.80 | 9945.90 |
21 | 2009.12.08 13:15 | buy | 11 | 0.10 | 1.48048 | 1.47926 | 1.48371 | ||
22 | 2009.12.08 13:40 | s/l | 11 | 0.10 | 1.47926 | 1.47926 | 1.48371 | -12.20 | 9933.70 |
23 | 2009.12.08 13:42 | buy | 12 | 0.10 | 1.47971 | 1.47926 | 1.48371 | ||
24 | 2009.12.08 13:45 | s/l | 12 | 0.10 | 1.47926 | 1.47926 | 1.48371 | -4.50 | 9929.20 |
25 | 2009.12.09 13:00 | buy | 13 | 0.10 | 1.47502 | 1.47431 | 1.47691 | ||
26 | 2009.12.09 13:20 | s/l | 13 | 0.10 | 1.47431 | 1.47431 | 1.47691 | -7.10 | 9922.10 |
27 | 2009.12.10 13:00 | buy | 14 | 0.10 | 1.47393 | 1.47254 | 1.47493 | ||
28 | 2009.12.10 13:20 | s/l | 14 | 0.10 | 1.47254 | 1.47254 | 1.47493 | -13.90 | 9908.20 |
29 | 2009.12.10 13:27 | buy | 15 | 0.10 | 1.47304 | 1.47254 | 1.47493 | ||
30 | 2009.12.10 14:20 | s/l | 15 | 0.10 | 1.47254 | 1.47254 | 1.47493 | -5.00 | 9903.20 |
31 | 2009.12.11 13:00 | buy | 16 | 0.10 | 1.47662 | 1.47520 | 1.47714 | ||
32 | 2009.12.11 13:20 | t/p | 16 | 0.10 | 1.47714 | 1.47520 | 1.47714 | 5.20 | 9908.40 |
33 | 2009.12.11 13:27 | buy | 17 | 0.10 | 1.47718 | 1.47520 | 1.47714 | ||
34 | 2009.12.11 13:27 | t/p | 17 | 0.10 | 1.47714 | 1.47520 | 1.47714 | -0.40 | 9908.00 |
35 | 2009.12.11 13:45 | buy | 18 | 0.10 | 1.47684 | 1.47520 | 1.47714 | ||
36 | 2009.12.11 14:20 | s/l | 18 | 0.10 | 1.47520 | 1.47520 | 1.47714 | -16.40 | 9891.60 |
37 | 2009.12.14 13:00 | buy | 19 | 0.10 | 1.46322 | 1.46153 | 1.46412 | ||
38 | 2009.12.14 13:15 | t/p | 19 | 0.10 | 1.46412 | 1.46153 | 1.46412 | 9.00 | 9900.60 |
39 | 2009.12.14 13:50 | buy | 20 | 0.10 | 1.46391 | 1.46153 | 1.46412 | ||
40 | 2009.12.14 13:57 | t/p | 20 | 0.10 | 1.46412 | 1.46153 | 1.46412 | 2.10 | 9902.70 |
41 | 2009.12.14 13:59 | buy | 21 | 0.10 | 1.46401 | 1.46153 | 1.46412 | ||
42 | 2009.12.14 14:02 | t/p | 21 | 0.10 | 1.46412 | 1.46153 | 1.46412 | 1.10 | 9903.80 |
43 | 2009.12.15 13:00 | buy | 22 | 0.10 | 1.45498 | 1.45323 | 1.45574 | ||
44 | 2009.12.15 13:20 | s/l | 22 | 0.10 | 1.45323 | 1.45323 | 1.45574 | -17.50 | 9886.30 |
45 | 2009.12.15 13:27 | buy | 23 | 0.10 | 1.45394 | 1.45323 | 1.45574 | ||
46 | 2009.12.15 13:27 | s/l | 23 | 0.10 | 1.45323 | 1.45323 | 1.45574 | -7.10 | 9879.20 |
47 | 2009.12.15 13:50 | buy | 24 | 0.10 | 1.45401 | 1.45323 | 1.45574 | ||
48 | 2009.12.15 13:59 | s/l | 24 | 0.10 | 1.45323 | 1.45323 | 1.45574 | -7.80 | 9871.40 |
49 | 2009.12.16 13:00 | buy | 25 | 0.10 | 1.45711 | 1.45502 | 1.45732 | ||
50 | 2009.12.16 13:03 | t/p | 25 | 0.10 | 1.45732 | 1.45502 | 1.45732 | 2.10 | 9873.50 |
51 | 2009.12.16 13:45 | buy | 26 | 0.10 | 1.45713 | 1.45502 | 1.45732 | ||
52 | 2009.12.16 14:20 | s/l | 26 | 0.10 | 1.45502 | 1.45502 | 1.45732 | -21.10 | 9852.40 |
53 | 2009.12.17 13:00 | buy | 27 | 0.10 | 1.43584 | 1.43378 | 1.43654 | ||
54 | 2009.12.17 13:20 | t/p | 27 | 0.10 | 1.43654 | 1.43378 | 1.43654 | 7.00 | 9859.40 |
55 | 2009.12.17 13:22 | buy | 28 | 0.10 | 1.43655 | 1.43378 | 1.43654 | ||
56 | 2009.12.17 13:32 | t/p | 28 | 0.10 | 1.43654 | 1.43378 | 1.43654 | -0.10 | 9859.30 |
57 | 2009.12.17 13:40 | buy | 29 | 0.10 | 1.43634 | 1.43378 | 1.43654 | ||
58 | 2009.12.17 14:16 | s/l | 29 | 0.10 | 1.43378 | 1.43378 | 1.43654 | -25.60 | 9833.70 |
59 | 2009.12.18 13:00 | buy | 30 | 0.10 | 1.43683 | 1.43627 | 1.43944 | ||
60 | 2009.12.18 13:10 | s/l | 30 | 0.10 | 1.43627 | 1.43627 | 1.43944 | -5.60 | 9828.10 |
61 | 2009.12.21 13:00 | buy | 31 | 0.10 | 1.43445 | 1.43308 | 1.43471 | ||
62 | 2009.12.21 13:03 | t/p | 31 | 0.10 | 1.43471 | 1.43308 | 1.43471 | 2.60 | 9830.70 |
63 | 2009.12.22 13:02 | buy | 32 | 0.10 | 1.42961 | 1.42801 | 1.43108 | ||
64 | 2009.12.22 13:20 | s/l | 32 | 0.10 | 1.42801 | 1.42801 | 1.43108 | -16.00 | 9814.70 |
65 | 2009.12.22 13:27 | buy | 33 | 0.10 | 1.42871 | 1.42801 | 1.43108 | ||
66 | 2009.12.22 13:27 | s/l | 33 | 0.10 | 1.42801 | 1.42801 | 1.43108 | -7.00 | 9807.70 |
67 | 2009.12.22 13:32 | buy | 34 | 0.10 | 1.42866 | 1.42801 | 1.43108 | ||
68 | 2009.12.22 13:40 | s/l | 34 | 0.10 | 1.42801 | 1.42801 | 1.43108 | -6.50 | 9801.20 |
69 | 2009.12.23 13:00 | buy | 35 | 0.10 | 1.42522 | 1.42472 | 1.42633 | ||
70 | 2009.12.23 13:40 | t/p | 35 | 0.10 | 1.42633 | 1.42472 | 1.42633 | 11.10 | 9812.30 |
71 | 2009.12.24 13:00 | buy | 36 | 0.10 | 1.44061 | 1.43927 | 1.44096 | ||
72 | 2009.12.24 13:45 | t/p | 36 | 0.10 | 1.44096 | 1.43927 | 1.44096 | 3.50 | 9815.80 |
73 | 2009.12.24 13:59 | buy | 37 | 0.10 | 1.44091 | 1.43927 | 1.44096 | ||
74 | 2009.12.24 14:45 | s/l | 37 | 0.10 | 1.43927 | 1.43927 | 1.44096 | -16.40 | 9799.40 |
75 | 2009.12.28 13:00 | buy | 38 | 0.10 | 1.44072 | 1.43925 | 1.44113 | ||
76 | 2009.12.28 13:50 | t/p | 38 | 0.10 | 1.44113 | 1.43925 | 1.44113 | 4.10 | 9803.50 |
77 | 2009.12.28 13:57 | buy | 39 | 0.10 | 1.44110 | 1.43925 | 1.44113 | ||
78 | 2009.12.28 16:45 | s/l | 39 | 0.10 | 1.43925 | 1.43925 | 1.44113 | -18.50 | 9785.00 |
79 | 2009.12.29 13:00 | buy | 40 | 0.10 | 1.44448 | 1.44117 | 1.44483 | ||
80 | 2009.12.29 13:20 | t/p | 40 | 0.10 | 1.44483 | 1.44117 | 1.44483 | 3.50 | 9788.50 |
81 | 2009.12.29 13:22 | buy | 41 | 0.10 | 1.44485 | 1.44117 | 1.44483 | ||
82 | 2009.12.29 13:40 | t/p | 41 | 0.10 | 1.44483 | 1.44117 | 1.44483 | -0.20 | 9788.30 |
83 | 2009.12.30 13:00 | buy | 42 | 0.10 | 1.43280 | 1.43213 | 1.43621 | ||
84 | 2009.12.30 14:50 | s/l | 42 | 0.10 | 1.43213 | 1.43213 | 1.43621 | -6.70 | 9781.60 |
85 | 2009.12.31 13:05 | buy | 43 | 0.10 | 1.44020 | 1.43962 | 1.44213 | ||
86 | 2009.12.31 14:20 | s/l | 43 | 0.10 | 1.43962 | 1.43962 | 1.44213 | -5.80 | 9775.80 |
87 | 2010.01.04 13:00 | buy | 44 | 0.10 | 1.43905 | 1.43735 | 1.44177 | ||
88 | 2010.01.04 14:45 | t/p | 44 | 0.10 | 1.44177 | 1.43735 | 1.44177 | 27.20 | 9803.00 |
89 | 2010.01.05 13:00 | buy | 45 | 0.10 | 1.44193 | 1.43982 | 1.44264 | ||
90 | 2010.01.05 13:15 | t/p | 45 | 0.10 | 1.44264 | 1.43982 | 1.44264 | 7.10 | 9810.10 |
91 | 2010.01.06 13:00 | buy | 46 | 0.10 | 1.43500 | 1.43438 | 1.43804 | ||
92 | 2010.01.06 13:02 | s/l | 46 | 0.10 | 1.43438 | 1.43438 | 1.43804 | -6.20 | 9803.90 |
93 | 2010.01.06 13:15 | buy | 47 | 0.10 | 1.43491 | 1.43438 | 1.43804 | ||
94 | 2010.01.06 14:07 | s/l | 47 | 0.10 | 1.43438 | 1.43438 | 1.43804 | -5.30 | 9798.60 |
95 | 2010.01.07 13:00 | buy | 48 | 0.10 | 1.43363 | 1.43266 | 1.43533 | ||
96 | 2010.01.07 13:02 | s/l | 48 | 0.10 | 1.43266 | 1.43266 | 1.43533 | -9.70 | 9788.90 |
97 | 2010.01.07 13:15 | buy | 49 | 0.10 | 1.43355 | 1.43266 | 1.43533 | ||
98 | 2010.01.07 13:45 | s/l | 49 | 0.10 | 1.43266 | 1.43266 | 1.43533 | -8.90 | 9780.00 |
99 | 2010.01.08 13:00 | buy | 50 | 0.10 | 1.43041 | 1.42877 | 1.43122 | ||
100 | 2010.01.08 13:10 | s/l | 50 | 0.10 | 1.42877 | 1.42877 | 1.43122 | -16.40 | 9763.60 |
101 | 2010.01.08 13:45 | buy | 51 | 0.10 | 1.42936 | 1.42877 | 1.43122 | ||
102 | 2010.01.08 14:02 | s/l | 51 | 0.10 | 1.42877 | 1.42877 | 1.43122 | -5.90 | 9757.70 |
103 | 2010.01.11 13:00 | buy | 52 | 0.10 | 1.45326 | 1.45226 | 1.45472 | ||
104 | 2010.01.11 13:50 | s/l | 52 | 0.10 | 1.45226 | 1.45226 | 1.45472 | -10.00 | 9747.70 |
105 | 2010.01.11 13:57 | buy | 53 | 0.10 | 1.45305 | 1.45226 | 1.45472 | ||
106 | 2010.01.11 13:59 | s/l | 53 | 0.10 | 1.45226 | 1.45226 | 1.45472 | -7.90 | 9739.80 |
107 | 2010.01.12 13:00 | buy | 54 | 0.10 | 1.44819 | 1.44607 | 1.45062 | ||
108 | 2010.01.12 14:07 | t/p | 54 | 0.10 | 1.45062 | 1.44607 | 1.45062 | 24.30 | 9764.10 |
109 | 2010.01.13 13:00 | buy | 55 | 0.10 | 1.45482 | 1.45114 | 1.45551 | ||
110 | 2010.01.13 13:10 | t/p | 55 | 0.10 | 1.45551 | 1.45114 | 1.45551 | 6.90 | 9771.00 |
111 | 2010.01.14 13:00 | buy | 56 | 0.10 | 1.44936 | 1.44889 | 1.45150 | ||
112 | 2010.01.14 13:15 | s/l | 56 | 0.10 | 1.44889 | 1.44889 | 1.45150 | -4.70 | 9766.30 |
113 | 2010.01.14 13:37 | buy | 57 | 0.10 | 1.44935 | 1.44889 | 1.45150 | ||
114 | 2010.01.14 13:40 | s/l | 57 | 0.10 | 1.44889 | 1.44889 | 1.45150 | -4.60 | 9761.70 |
115 | 2010.01.15 13:00 | buy | 58 | 0.10 | 1.43882 | 1.43679 | 1.43946 | ||
116 | 2010.01.15 13:07 | s/l | 58 | 0.10 | 1.43679 | 1.43679 | 1.43946 | -20.30 | 9741.40 |
117 | 2010.01.15 13:10 | buy | 59 | 0.10 | 1.43812 | 1.43679 | 1.43946 | ||
118 | 2010.01.15 14:32 | s/l | 59 | 0.10 | 1.43679 | 1.43679 | 1.43946 | -13.30 | 9728.10 |