Strategy Tester Report
SMC USD JPY cci test
AlpariUK-Demo (Build 225)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
ModelControl points (a very crude method, the results must not be considered)
ParametersTakeProfit=10; Lots=1; InitialStop=10; TrailingStop=65;
Bars in test1753Ticks modelled19953Modelling qualityn/a
Mismatched charts errors3
Initial deposit10000.00
Total net profit-3839.50Gross profit6660.50Gross loss-10500.00
Profit factor0.63Expected payoff-62.94
Absolute drawdown5600.00Maximal drawdown6330.50 (59.00%)Relative drawdown59.00% (6330.50)
Total trades61Short positions (won %)1 (0.00%)Long positions (won %)60 (56.67%)
Profit trades (% of total)34 (55.74%)Loss trades (% of total)27 (44.26%)
Largestprofit trade641.00loss trade-957.00
Averageprofit trade195.90loss trade-388.89
Maximumconsecutive wins (profit in money)6 (1942.50)consecutive losses (loss in money)4 (-1809.00)
Maximalconsecutive profit (count of wins)1942.50 (6)consecutive loss (count of losses)-1809.00 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 02:00sell11.001.500930.000000.00000
22009.12.01 03:00close11.001.501640.000000.00000-71.009929.00
32009.12.01 03:00buy21.001.501640.000000.00000
42009.12.01 07:00close21.001.500010.000000.00000-163.009766.00
52009.12.01 09:00buy31.001.502740.000000.00000
62009.12.01 10:00modify31.001.502741.506120.00000
72009.12.01 10:07s/l31.001.506121.506120.00000338.0010104.00
82009.12.01 11:00buy41.001.506150.000000.00000
92009.12.01 12:00modify41.001.506151.506840.00000
102009.12.01 12:20s/l41.001.506841.506840.0000069.0010173.00
112009.12.01 13:00buy51.001.506450.000000.00000
122009.12.01 15:00modify51.001.506451.507030.00000
132009.12.01 16:00modify51.001.506451.507510.00000
142009.12.01 16:07s/l51.001.507511.507510.00000106.0010279.00
152009.12.01 17:00buy61.001.509300.000000.00000
162009.12.01 20:00modify61.001.509301.510270.00000
172009.12.01 20:03s/l61.001.510271.510270.0000097.0010376.00
182009.12.01 21:00buy71.001.509470.000000.00000
192009.12.02 03:00close71.001.507850.000000.00000-162.5010213.50
202009.12.03 03:00buy81.001.507900.000000.00000
212009.12.03 04:00modify81.001.507901.508090.00000
222009.12.03 05:00modify81.001.507901.508590.00000
232009.12.03 05:16s/l81.001.508591.508590.0000069.0010282.50
242009.12.03 06:00buy91.001.508730.000000.00000
252009.12.03 08:00modify91.001.508731.509960.00000
262009.12.03 09:00modify91.001.508731.510870.00000
272009.12.03 09:02s/l91.001.510871.510870.00000214.0010496.50
282009.12.03 10:00buy101.001.510930.000000.00000
292009.12.03 11:00modify101.001.510931.510990.00000
302009.12.03 12:00modify101.001.510931.511480.00000
312009.12.03 13:00modify101.001.510931.511590.00000
322009.12.03 13:20s/l101.001.511591.511590.0000066.0010562.50
332009.12.03 14:00buy111.001.512690.000000.00000
342009.12.03 16:00close111.001.507700.000000.00000-499.0010063.50
352009.12.07 20:00buy121.001.485930.000000.00000
362009.12.07 22:00close121.001.481190.000000.00000-474.009589.50
372009.12.08 02:00buy131.001.485530.000000.00000
382009.12.08 09:00close131.001.479520.000000.00000-601.008988.50
392009.12.09 11:00buy141.001.475450.000000.00000
402009.12.09 12:00modify141.001.475451.475940.00000
412009.12.09 12:10s/l141.001.475941.475940.0000049.009037.50
422009.12.09 13:00buy151.001.474850.000000.00000
432009.12.09 16:00close151.001.471270.000000.00000-358.008679.50
442009.12.10 01:00buy161.001.473590.000000.00000
452009.12.10 06:00close161.001.471120.000000.00000-247.008432.50
462009.12.10 13:00buy171.001.473760.000000.00000
472009.12.10 18:00close171.001.471420.000000.00000-234.008198.50
482009.12.11 00:00buy181.001.473160.000000.00000
492009.12.11 04:00close181.001.472070.000000.00000-109.008089.50
502009.12.11 11:00buy191.001.475340.000000.00000
512009.12.11 13:00modify191.001.475341.475730.00000
522009.12.11 14:15s/l191.001.475731.475730.0000039.008128.50
532009.12.14 07:00buy201.001.467640.000000.00000
542009.12.14 12:00close201.001.462580.000000.00000-506.007622.50
552009.12.14 23:00buy211.001.465730.000000.00000
562009.12.15 05:00close211.001.464950.000000.00000-78.507544.00
572009.12.16 11:00buy221.001.455550.000000.00000
582009.12.16 13:00modify221.001.455551.456220.00000
592009.12.16 14:10s/l221.001.456221.456220.0000067.007611.00
602009.12.16 16:00buy231.001.457740.000000.00000
612009.12.16 20:00close231.001.453960.000000.00000-378.007233.00
622009.12.18 04:00buy241.001.437930.000000.00000
632009.12.18 05:00modify241.001.437931.438400.00000
642009.12.18 06:00modify241.001.437931.438750.00000
652009.12.18 06:10s/l241.001.438751.438750.0000082.007315.00
662009.12.18 07:00buy251.001.438170.000000.00000
672009.12.18 10:00modify251.001.438171.438800.00000
682009.12.18 10:15s/l251.001.438801.438800.0000063.007378.00
692009.12.18 11:00buy261.001.439950.000000.00000
702009.12.18 14:00close261.001.433560.000000.00000-639.006739.00
712009.12.21 05:00buy271.001.435320.000000.00000
722009.12.21 09:00close271.001.432360.000000.00000-296.006443.00
732009.12.21 14:00buy281.001.435900.000000.00000
742009.12.21 17:00close281.001.431200.000000.00000-470.005973.00
752009.12.22 10:00buy291.001.432140.000000.00000
762009.12.22 13:00close291.001.428100.000000.00000-404.005569.00
772009.12.23 15:00buy301.001.428120.000000.00000
782009.12.23 17:00modify301.001.428121.432630.00000
792009.12.23 17:15s/l301.001.432631.432630.00000451.006020.00
802009.12.23 18:00buy311.001.433940.000000.00000
812009.12.23 19:00modify311.001.433941.434340.00000
822009.12.23 19:07s/l311.001.434341.434340.0000040.006060.00
832009.12.23 20:00buy321.001.434890.000000.00000
842009.12.24 08:00modify321.001.434891.435230.00000
852009.12.24 09:00modify321.001.434891.435830.00000
862009.12.24 09:10s/l321.001.435831.435830.0000092.506152.50
872009.12.24 10:00buy331.001.435820.000000.00000
882009.12.24 11:00modify331.001.435821.437530.00000
892009.12.24 12:00modify331.001.435821.439840.00000
902009.12.24 12:20s/l331.001.439841.439840.00000402.006554.50
912009.12.24 13:00buy341.001.440440.000000.00000
922009.12.24 17:00close341.001.435610.000000.00000-483.006071.50
932009.12.28 14:00buy351.001.440840.000000.00000
942009.12.28 18:00close351.001.438990.000000.00000-185.005886.50
952009.12.29 09:00buy361.001.441740.000000.00000
962009.12.29 10:00modify361.001.441741.442710.00000
972009.12.29 10:20s/l361.001.442711.442710.0000097.005983.50
982009.12.29 11:00buy371.001.442800.000000.00000
992009.12.29 13:00modify371.001.442801.443590.00000
1002009.12.29 13:07s/l371.001.443591.443590.0000079.006062.50
1012009.12.29 14:00buy381.001.444960.000000.00000
1022009.12.29 18:00close381.001.435390.000000.00000-957.005105.50
1032009.12.30 12:00buy391.001.435760.000000.00000
1042009.12.30 15:00close391.001.432180.000000.00000-358.004747.50
1052009.12.30 23:00buy401.001.433880.000000.00000
1062009.12.31 02:00modify401.001.433881.434670.00000
1072009.12.31 03:00modify401.001.433881.436230.00000
1082009.12.31 06:00modify401.001.433881.436410.00000
1092009.12.31 06:20s/l401.001.436411.436410.00000251.504999.00
1102009.12.31 07:00buy411.001.437080.000000.00000
1112009.12.31 08:00modify411.001.437081.443230.00000
1122009.12.31 08:03s/l411.001.443231.443230.00000615.005614.00
1132009.12.31 09:00buy421.001.441030.000000.00000
1142009.12.31 16:00close421.001.436880.000000.00000-415.005199.00
1152010.01.04 11:00buy431.001.439450.000000.00000
1162010.01.04 15:00modify431.001.439451.441600.00000
1172010.01.04 16:00modify431.001.439451.441750.00000
1182010.01.04 16:15s/l431.001.441751.441750.00000230.005429.00
1192010.01.04 17:00buy441.001.443880.000000.00000
1202010.01.05 07:00modify441.001.443881.445700.00000
1212010.01.05 07:15s/l441.001.445701.445700.00000181.505610.50
1222010.01.05 08:00buy451.001.447640.000000.00000
1232010.01.05 12:00close451.001.441760.000000.00000-588.005022.50
1242010.01.06 12:00buy461.001.437590.000000.00000
1252010.01.06 17:00modify461.001.437591.438070.00000
1262010.01.06 18:00modify461.001.437591.439550.00000
1272010.01.06 18:15s/l461.001.439551.439550.00000196.005218.50
1282010.01.06 19:00buy471.001.440430.000000.00000
1292010.01.06 22:00modify471.001.440431.440540.00000
1302010.01.06 22:50s/l471.001.440541.440540.0000011.005229.50
1312010.01.06 23:00buy481.001.440720.000000.00000
1322010.01.07 02:00modify481.001.440721.441650.00000
1332010.01.07 02:15s/l481.001.441651.441650.0000091.505321.00
1342010.01.07 03:00buy491.001.442520.000000.00000
1352010.01.07 07:00close491.001.439020.000000.00000-350.004971.00
1362010.01.08 16:00buy501.001.435640.000000.00000
1372010.01.08 19:00modify501.001.435641.438600.00000
1382010.01.08 20:00modify501.001.435641.441680.00000
1392010.01.08 20:15s/l501.001.441681.441680.00000604.005575.00
1402010.01.08 21:00buy511.001.441540.000000.00000
1412010.01.11 01:00modify511.001.441541.445710.00000
1422010.01.11 02:00modify511.001.441541.447660.00000
1432010.01.11 02:02s/l511.001.447661.447660.00000611.506186.50
1442010.01.11 03:00buy521.001.448070.000000.00000
1452010.01.11 04:00modify521.001.448071.450280.00000
1462010.01.11 05:00modify521.001.448071.451540.00000
1472010.01.11 05:20s/l521.001.451541.451540.00000347.006533.50
1482010.01.11 06:00buy531.001.449850.000000.00000
1492010.01.11 07:00modify531.001.449851.451200.00000
1502010.01.11 07:10s/l531.001.451201.451200.00000135.006668.50
1512010.01.11 08:00buy541.001.448940.000000.00000
1522010.01.11 10:00modify541.001.448941.451180.00000
1532010.01.11 10:33s/l541.001.451181.451180.00000224.006892.50
1542010.01.11 11:00buy551.001.452160.000000.00000
1552010.01.11 13:00modify551.001.452161.452370.00000
1562010.01.11 13:50s/l551.001.452371.452370.0000021.006913.50
1572010.01.12 17:00buy561.001.453870.000000.00000
1582010.01.12 22:00close561.001.448880.000000.00000-499.006414.50
1592010.01.13 11:00buy571.001.450100.000000.00000
1602010.01.13 12:00modify571.001.450101.450900.00000
1612010.01.13 13:00modify571.001.450101.453930.00000
1622010.01.13 14:00modify571.001.450101.455680.00000
1632010.01.13 15:00modify571.001.450101.456510.00000
1642010.01.13 15:03s/l571.001.456511.456510.00000641.007055.50
1652010.01.13 16:00buy581.001.455160.000000.00000
1662010.01.13 18:00close581.001.449080.000000.00000-608.006447.50
1672010.01.14 03:00buy591.001.453740.000000.00000
1682010.01.14 04:00modify591.001.453741.453870.00000
1692010.01.14 04:20s/l591.001.453871.453870.0000013.006460.50
1702010.01.14 05:00buy601.001.453770.000000.00000
1712010.01.14 07:00modify601.001.453771.454440.00000
1722010.01.14 07:03s/l601.001.454441.454440.0000067.006527.50
1732010.01.14 08:00buy611.001.454150.000000.00000
1742010.01.14 11:00close611.001.450480.000000.00000-367.006160.50