Strategy Tester Report
SMC Trader Kurt v21
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=30; TrailingStop=20; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -142.59 | Gross profit | 481.55 | Gross loss | -624.14 |
Profit factor | 0.77 | Expected payoff | -4.19 | ||
Absolute drawdown | 379.44 | Maximal drawdown | 400.94 (4.00%) | Relative drawdown | 4.00% (400.94) |
Total trades | 34 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 21 (19.05%) |
Profit trades (% of total) | 9 (26.47%) | Loss trades (% of total) | 25 (73.53%) | ||
Largest | profit trade | 108.35 | loss trade | -128.30 | |
Average | profit trade | 53.51 | loss trade | -24.97 | |
Maximum | consecutive wins (profit in money) | 4 (181.83) | consecutive losses (loss in money) | 13 (-293.20) | |
Maximal | consecutive profit (count of wins) | 181.83 (4) | consecutive loss (count of losses) | -293.20 (13) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 07:00 | sell | 1 | 0.10 | 1.50001 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 08:00 | close | 1 | 0.10 | 1.50209 | 0.00000 | 0.00000 | -20.80 | 9979.20 |
3 | 2009.12.02 15:00 | sell | 2 | 0.10 | 1.50750 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 02:00 | close | 2 | 0.10 | 1.50789 | 0.00000 | 0.00000 | -4.17 | 9975.03 |
5 | 2009.12.03 16:00 | sell | 3 | 0.10 | 1.50770 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 09:00 | close | 3 | 0.10 | 1.50855 | 0.00000 | 0.00000 | -8.59 | 9966.44 |
7 | 2009.12.04 09:00 | buy | 4 | 0.10 | 1.50855 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 12:00 | close | 4 | 0.10 | 1.50605 | 0.00000 | 0.00000 | -25.00 | 9941.44 |
9 | 2009.12.04 14:00 | buy | 5 | 0.10 | 1.50709 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 15:00 | close | 5 | 0.10 | 1.49426 | 0.00000 | 0.00000 | -128.30 | 9813.14 |
11 | 2009.12.04 15:00 | sell | 6 | 0.10 | 1.49426 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 08:00 | close | 6 | 0.10 | 1.48873 | 0.00000 | 0.00000 | 55.21 | 9868.35 |
13 | 2009.12.08 13:00 | sell | 7 | 0.10 | 1.47935 | 0.00000 | 0.00000 | ||
14 | 2009.12.09 05:00 | close | 7 | 0.10 | 1.47328 | 0.00000 | 0.00000 | 60.61 | 9928.96 |
15 | 2009.12.09 10:00 | buy | 8 | 0.10 | 1.47438 | 0.00000 | 0.00000 | ||
16 | 2009.12.09 16:00 | close | 8 | 0.10 | 1.47127 | 0.00000 | 0.00000 | -31.10 | 9897.86 |
17 | 2009.12.09 17:00 | buy | 9 | 0.10 | 1.47459 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 18:00 | close | 9 | 0.10 | 1.47237 | 0.00000 | 0.00000 | -22.20 | 9875.66 |
19 | 2009.12.10 00:00 | buy | 10 | 0.10 | 1.47391 | 0.00000 | 0.00000 | ||
20 | 2009.12.10 06:00 | close | 10 | 0.10 | 1.47112 | 0.00000 | 0.00000 | -27.90 | 9847.76 |
21 | 2009.12.10 12:00 | buy | 11 | 0.10 | 1.47419 | 0.00000 | 0.00000 | ||
22 | 2009.12.10 18:00 | close | 11 | 0.10 | 1.47142 | 0.00000 | 0.00000 | -27.70 | 9820.06 |
23 | 2009.12.10 23:00 | buy | 12 | 0.10 | 1.47321 | 0.00000 | 0.00000 | ||
24 | 2009.12.11 04:00 | close | 12 | 0.10 | 1.47207 | 0.00000 | 0.00000 | -11.45 | 9808.61 |
25 | 2009.12.11 07:00 | buy | 13 | 0.10 | 1.47383 | 0.00000 | 0.00000 | ||
26 | 2009.12.11 09:00 | close | 13 | 0.10 | 1.47219 | 0.00000 | 0.00000 | -16.40 | 9792.21 |
27 | 2009.12.11 09:00 | sell | 14 | 0.10 | 1.47219 | 0.00000 | 0.00000 | ||
28 | 2009.12.11 10:00 | close | 14 | 0.10 | 1.47408 | 0.00000 | 0.00000 | -18.90 | 9773.31 |
29 | 2009.12.11 10:00 | buy | 15 | 0.10 | 1.47408 | 0.00000 | 0.00000 | ||
30 | 2009.12.11 15:00 | close | 15 | 0.10 | 1.47070 | 0.00000 | 0.00000 | -33.80 | 9739.51 |
31 | 2009.12.14 19:00 | buy | 16 | 0.10 | 1.46579 | 0.00000 | 0.00000 | ||
32 | 2009.12.15 05:00 | close | 16 | 0.10 | 1.46495 | 0.00000 | 0.00000 | -8.45 | 9731.06 |
33 | 2009.12.15 06:00 | buy | 17 | 0.10 | 1.46545 | 0.00000 | 0.00000 | ||
34 | 2009.12.15 07:00 | close | 17 | 0.10 | 1.46374 | 0.00000 | 0.00000 | -17.10 | 9713.96 |
35 | 2009.12.21 04:00 | buy | 18 | 0.10 | 1.43438 | 0.00000 | 0.00000 | ||
36 | 2009.12.21 09:00 | close | 18 | 0.10 | 1.43236 | 0.00000 | 0.00000 | -20.20 | 9693.76 |
37 | 2009.12.21 13:00 | buy | 19 | 0.10 | 1.43432 | 0.00000 | 0.00000 | ||
38 | 2009.12.21 17:00 | close | 19 | 0.10 | 1.43120 | 0.00000 | 0.00000 | -31.20 | 9662.56 |
39 | 2009.12.22 09:00 | buy | 20 | 0.10 | 1.43078 | 0.00000 | 0.00000 | ||
40 | 2009.12.22 13:00 | close | 20 | 0.10 | 1.42810 | 0.00000 | 0.00000 | -26.80 | 9635.76 |
41 | 2009.12.23 14:00 | buy | 21 | 0.10 | 1.42817 | 0.00000 | 0.00000 | ||
42 | 2009.12.24 17:00 | close | 21 | 0.10 | 1.43561 | 0.00000 | 0.00000 | 74.25 | 9710.01 |
43 | 2009.12.29 18:00 | sell | 22 | 0.10 | 1.43539 | 0.00000 | 0.00000 | ||
44 | 2009.12.30 09:00 | close | 22 | 0.10 | 1.43558 | 0.00000 | 0.00000 | -1.99 | 9708.02 |
45 | 2009.12.30 09:00 | buy | 23 | 0.10 | 1.43558 | 0.00000 | 0.00000 | ||
46 | 2009.12.30 15:00 | close | 23 | 0.10 | 1.43218 | 0.00000 | 0.00000 | -34.00 | 9674.02 |
47 | 2009.12.31 16:00 | sell | 24 | 0.10 | 1.43688 | 0.00000 | 0.00000 | ||
48 | 2010.01.04 10:00 | close | 24 | 0.10 | 1.43382 | 0.00000 | 0.00000 | 30.42 | 9704.44 |
49 | 2010.01.04 10:00 | buy | 25 | 0.10 | 1.43382 | 0.00000 | 0.00000 | ||
50 | 2010.01.05 12:00 | close | 25 | 0.10 | 1.44176 | 0.00000 | 0.00000 | 79.35 | 9783.79 |
51 | 2010.01.06 11:00 | buy | 26 | 0.10 | 1.43782 | 0.00000 | 0.00000 | ||
52 | 2010.01.07 07:00 | close | 26 | 0.10 | 1.43902 | 0.00000 | 0.00000 | 11.85 | 9795.64 |
53 | 2010.01.07 07:00 | sell | 27 | 0.10 | 1.43902 | 0.00000 | 0.00000 | ||
54 | 2010.01.08 10:00 | close | 27 | 0.10 | 1.43299 | 0.00000 | 0.00000 | 60.21 | 9855.85 |
55 | 2010.01.08 10:00 | buy | 28 | 0.10 | 1.43299 | 0.00000 | 0.00000 | ||
56 | 2010.01.08 12:00 | close | 28 | 0.10 | 1.43015 | 0.00000 | 0.00000 | -28.40 | 9827.45 |
57 | 2010.01.08 15:00 | buy | 29 | 0.10 | 1.44037 | 0.00000 | 0.00000 | ||
58 | 2010.01.11 23:00 | close | 29 | 0.10 | 1.45121 | 0.00000 | 0.00000 | 108.35 | 9935.80 |
59 | 2010.01.12 10:00 | sell | 30 | 0.10 | 1.44827 | 0.00000 | 0.00000 | ||
60 | 2010.01.12 12:00 | close | 30 | 0.10 | 1.45056 | 0.00000 | 0.00000 | -22.90 | 9912.90 |
61 | 2010.01.12 13:00 | sell | 31 | 0.10 | 1.44795 | 0.00000 | 0.00000 | ||
62 | 2010.01.12 16:00 | close | 31 | 0.10 | 1.45088 | 0.00000 | 0.00000 | -29.30 | 9883.60 |
63 | 2010.01.12 22:00 | sell | 32 | 0.10 | 1.44888 | 0.00000 | 0.00000 | ||
64 | 2010.01.13 08:00 | close | 32 | 0.10 | 1.45035 | 0.00000 | 0.00000 | -14.79 | 9868.81 |
65 | 2010.01.13 08:00 | buy | 33 | 0.10 | 1.45035 | 0.00000 | 0.00000 | ||
66 | 2010.01.13 18:00 | close | 33 | 0.10 | 1.44908 | 0.00000 | 0.00000 | -12.70 | 9856.11 |
67 | 2010.01.14 11:00 | sell | 34 | 0.10 | 1.45048 | 0.00000 | 0.00000 | ||
68 | 2010.01.14 21:00 | close | 34 | 0.10 | 1.45035 | 0.00000 | 0.00000 | 1.30 | 9857.41 |