Strategy Tester Report
SMARTASS-Original
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 | Lots=1; TakeProfit=1500; TrailingStop=2000; StopLoss=200; Slippage=5; MaximumRisk=0.3; StartTrading=0; EndTrading=24; UseMM=false; MagicNumber=655321; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -366.10 | Gross profit | 7093.90 | Gross loss | -7460.00 |
Profit factor | 0.95 | Expected payoff | -6.91 | ||
Absolute drawdown | 366.10 | Maximal drawdown | 3604.70 (27.23%) | Relative drawdown | 27.23% (3604.70) |
Total trades | 53 | Short positions (won %) | 24 (37.50%) | Long positions (won %) | 29 (13.79%) |
Profit trades (% of total) | 13 (24.53%) | Loss trades (% of total) | 40 (75.47%) | ||
Largest | profit trade | 1497.30 | loss trade | -200.00 | |
Average | profit trade | 545.68 | loss trade | -186.50 | |
Maximum | consecutive wins (profit in money) | 3 (2692.40) | consecutive losses (loss in money) | 8 (-1504.00) | |
Maximal | consecutive profit (count of wins) | 2692.40 (3) | consecutive loss (count of losses) | -1504.00 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:00 | buy | 1 | 1.00 | 1.50291 | 1.50091 | 1.51791 | ||
2 | 2009.12.01 22:00 | close | 1 | 1.00 | 1.50841 | 1.50091 | 1.51791 | 550.00 | 10550.00 |
3 | 2009.12.03 04:00 | buy | 2 | 1.00 | 1.50898 | 1.50698 | 1.52398 | ||
4 | 2009.12.03 15:00 | close | 2 | 1.00 | 1.50890 | 1.50698 | 1.52398 | -8.00 | 10542.00 |
5 | 2009.12.04 15:00 | sell | 3 | 1.00 | 1.49426 | 1.49626 | 1.47926 | ||
6 | 2009.12.04 15:20 | s/l | 3 | 1.00 | 1.49626 | 1.49626 | 1.47926 | -200.00 | 10342.00 |
7 | 2009.12.04 15:20 | sell | 4 | 1.00 | 1.49639 | 1.49839 | 1.48139 | ||
8 | 2009.12.07 03:00 | close | 4 | 1.00 | 1.48755 | 1.49839 | 1.48139 | 883.10 | 11225.10 |
9 | 2009.12.07 14:00 | sell | 5 | 1.00 | 1.47916 | 1.48116 | 1.46416 | ||
10 | 2009.12.07 14:45 | s/l | 5 | 1.00 | 1.48116 | 1.48116 | 1.46416 | -200.00 | 11025.10 |
11 | 2009.12.07 14:45 | sell | 6 | 1.00 | 1.48114 | 1.48314 | 1.46614 | ||
12 | 2009.12.07 16:26 | s/l | 6 | 1.00 | 1.48314 | 1.48314 | 1.46614 | -200.00 | 10825.10 |
13 | 2009.12.08 14:00 | sell | 7 | 1.00 | 1.47896 | 1.48096 | 1.46396 | ||
14 | 2009.12.09 03:00 | close | 7 | 1.00 | 1.47232 | 1.48096 | 1.46396 | 663.10 | 11488.20 |
15 | 2009.12.09 12:00 | buy | 8 | 1.00 | 1.47683 | 1.47483 | 1.49183 | ||
16 | 2009.12.09 12:20 | s/l | 8 | 1.00 | 1.47483 | 1.47483 | 1.49183 | -200.00 | 11288.20 |
17 | 2009.12.09 12:20 | buy | 9 | 1.00 | 1.47465 | 1.47265 | 1.48965 | ||
18 | 2009.12.09 13:45 | s/l | 9 | 1.00 | 1.47265 | 1.47265 | 1.48965 | -200.00 | 11088.20 |
19 | 2009.12.10 02:00 | buy | 10 | 1.00 | 1.47424 | 1.47224 | 1.48924 | ||
20 | 2009.12.10 05:15 | s/l | 10 | 1.00 | 1.47224 | 1.47224 | 1.48924 | -200.00 | 10888.20 |
21 | 2009.12.10 14:00 | buy | 11 | 1.00 | 1.47313 | 1.47113 | 1.48813 | ||
22 | 2009.12.10 16:20 | s/l | 11 | 1.00 | 1.47113 | 1.47113 | 1.48813 | -200.00 | 10688.20 |
23 | 2009.12.11 01:00 | buy | 12 | 1.00 | 1.47313 | 1.47113 | 1.48813 | ||
24 | 2009.12.11 03:20 | s/l | 12 | 1.00 | 1.47113 | 1.47113 | 1.48813 | -200.00 | 10488.20 |
25 | 2009.12.11 16:00 | sell | 13 | 1.00 | 1.46533 | 1.46733 | 1.45033 | ||
26 | 2009.12.14 05:00 | close | 13 | 1.00 | 1.46271 | 1.46733 | 1.45033 | 261.10 | 10749.30 |
27 | 2009.12.15 08:00 | sell | 14 | 1.00 | 1.46328 | 1.46528 | 1.44828 | ||
28 | 2009.12.15 23:00 | close | 14 | 1.00 | 1.45394 | 1.46528 | 1.44828 | 934.00 | 11683.30 |
29 | 2009.12.16 22:00 | sell | 15 | 1.00 | 1.45320 | 1.45520 | 1.43820 | ||
30 | 2009.12.17 05:50 | t/p | 15 | 1.00 | 1.43820 | 1.45520 | 1.43820 | 1497.30 | 13180.60 |
31 | 2009.12.18 10:00 | buy | 16 | 1.00 | 1.43969 | 1.43769 | 1.45469 | ||
32 | 2009.12.18 10:20 | s/l | 16 | 1.00 | 1.43769 | 1.43769 | 1.45469 | -200.00 | 12980.60 |
33 | 2009.12.18 10:20 | buy | 17 | 1.00 | 1.43790 | 1.43590 | 1.45290 | ||
34 | 2009.12.18 13:15 | s/l | 17 | 1.00 | 1.43590 | 1.43590 | 1.45290 | -200.00 | 12780.60 |
35 | 2009.12.18 17:00 | sell | 18 | 1.00 | 1.42737 | 1.42937 | 1.41237 | ||
36 | 2009.12.18 18:15 | s/l | 18 | 1.00 | 1.42937 | 1.42937 | 1.41237 | -200.00 | 12580.60 |
37 | 2009.12.21 19:00 | sell | 19 | 1.00 | 1.43116 | 1.43316 | 1.41616 | ||
38 | 2009.12.22 05:00 | close | 19 | 1.00 | 1.42930 | 1.43316 | 1.41616 | 185.10 | 12765.70 |
39 | 2009.12.22 17:00 | sell | 20 | 1.00 | 1.42309 | 1.42509 | 1.40809 | ||
40 | 2009.12.22 18:10 | s/l | 20 | 1.00 | 1.42509 | 1.42509 | 1.40809 | -200.00 | 12565.70 |
41 | 2009.12.23 00:00 | sell | 21 | 1.00 | 1.42533 | 1.42733 | 1.41033 | ||
42 | 2009.12.23 02:45 | s/l | 21 | 1.00 | 1.42733 | 1.42733 | 1.41033 | -200.00 | 12365.70 |
43 | 2009.12.23 17:00 | buy | 22 | 1.00 | 1.43352 | 1.43152 | 1.44852 | ||
44 | 2009.12.23 17:37 | s/l | 22 | 1.00 | 1.43152 | 1.43152 | 1.44852 | -200.00 | 12165.70 |
45 | 2009.12.23 17:37 | buy | 23 | 1.00 | 1.43170 | 1.42970 | 1.44670 | ||
46 | 2009.12.24 01:00 | close | 23 | 1.00 | 1.43349 | 1.42970 | 1.44670 | 177.50 | 12343.20 |
47 | 2009.12.24 04:00 | buy | 24 | 1.00 | 1.43546 | 1.43346 | 1.45046 | ||
48 | 2009.12.24 05:00 | close | 24 | 1.00 | 1.43398 | 1.43346 | 1.45046 | -148.00 | 12195.20 |
49 | 2009.12.24 11:00 | buy | 25 | 1.00 | 1.43842 | 1.43642 | 1.45342 | ||
50 | 2009.12.24 15:20 | s/l | 25 | 1.00 | 1.43642 | 1.43642 | 1.45342 | -200.00 | 11995.20 |
51 | 2009.12.28 14:00 | buy | 26 | 1.00 | 1.44101 | 1.43901 | 1.45601 | ||
52 | 2009.12.28 16:00 | close | 26 | 1.00 | 1.43955 | 1.43901 | 1.45601 | -146.00 | 11849.20 |
53 | 2009.12.29 10:00 | buy | 27 | 1.00 | 1.44360 | 1.44160 | 1.45860 | ||
54 | 2009.12.29 11:50 | s/l | 27 | 1.00 | 1.44160 | 1.44160 | 1.45860 | -200.00 | 11649.20 |
55 | 2009.12.29 19:00 | sell | 28 | 1.00 | 1.43453 | 1.43653 | 1.41953 | ||
56 | 2009.12.29 19:20 | s/l | 28 | 1.00 | 1.43653 | 1.43653 | 1.41953 | -200.00 | 11449.20 |
57 | 2009.12.29 19:20 | sell | 29 | 1.00 | 1.43657 | 1.43857 | 1.42157 | ||
58 | 2009.12.30 08:00 | close | 29 | 1.00 | 1.43421 | 1.43857 | 1.42157 | 235.10 | 11684.30 |
59 | 2009.12.30 18:00 | sell | 30 | 1.00 | 1.43150 | 1.43350 | 1.41650 | ||
60 | 2009.12.30 18:10 | s/l | 30 | 1.00 | 1.43350 | 1.43350 | 1.41650 | -200.00 | 11484.30 |
61 | 2009.12.30 18:10 | sell | 31 | 1.00 | 1.43331 | 1.43531 | 1.41831 | ||
62 | 2009.12.30 18:20 | s/l | 31 | 1.00 | 1.43531 | 1.43531 | 1.41831 | -200.00 | 11284.30 |
63 | 2009.12.30 18:20 | sell | 32 | 1.00 | 1.43577 | 1.43777 | 1.42077 | ||
64 | 2009.12.30 19:00 | close | 32 | 1.00 | 1.43401 | 1.43777 | 1.42077 | 176.00 | 11460.30 |
65 | 2009.12.31 08:00 | buy | 33 | 1.00 | 1.44412 | 1.44212 | 1.45912 | ||
66 | 2009.12.31 08:16 | s/l | 33 | 1.00 | 1.44212 | 1.44212 | 1.45912 | -200.00 | 11260.30 |
67 | 2009.12.31 08:16 | buy | 34 | 1.00 | 1.44225 | 1.44025 | 1.45725 | ||
68 | 2009.12.31 08:50 | s/l | 34 | 1.00 | 1.44025 | 1.44025 | 1.45725 | -200.00 | 11060.30 |
69 | 2009.12.31 08:50 | buy | 35 | 1.00 | 1.44049 | 1.43849 | 1.45549 | ||
70 | 2009.12.31 11:00 | close | 35 | 1.00 | 1.43995 | 1.43849 | 1.45549 | -54.00 | 11006.30 |
71 | 2010.01.04 03:00 | sell | 36 | 1.00 | 1.42700 | 1.42900 | 1.41200 | ||
72 | 2010.01.04 03:20 | s/l | 36 | 1.00 | 1.42900 | 1.42900 | 1.41200 | -200.00 | 10806.30 |
73 | 2010.01.04 03:20 | sell | 37 | 1.00 | 1.42886 | 1.43086 | 1.41386 | ||
74 | 2010.01.04 06:50 | s/l | 37 | 1.00 | 1.43086 | 1.43086 | 1.41386 | -200.00 | 10606.30 |
75 | 2010.01.04 16:00 | buy | 38 | 1.00 | 1.44264 | 1.44064 | 1.45764 | ||
76 | 2010.01.04 16:20 | s/l | 38 | 1.00 | 1.44064 | 1.44064 | 1.45764 | -200.00 | 10406.30 |
77 | 2010.01.04 16:20 | buy | 39 | 1.00 | 1.44052 | 1.43852 | 1.45552 | ||
78 | 2010.01.04 23:00 | close | 39 | 1.00 | 1.44120 | 1.43852 | 1.45552 | 68.00 | 10474.30 |
79 | 2010.01.05 08:00 | buy | 40 | 1.00 | 1.44781 | 1.44581 | 1.46281 | ||
80 | 2010.01.05 08:40 | s/l | 40 | 1.00 | 1.44581 | 1.44581 | 1.46281 | -200.00 | 10274.30 |
81 | 2010.01.05 08:40 | buy | 41 | 1.00 | 1.44597 | 1.44397 | 1.46097 | ||
82 | 2010.01.05 09:15 | s/l | 41 | 1.00 | 1.44397 | 1.44397 | 1.46097 | -200.00 | 10074.30 |
83 | 2010.01.07 08:00 | sell | 42 | 1.00 | 1.43678 | 1.43878 | 1.42178 | ||
84 | 2010.01.07 08:20 | s/l | 42 | 1.00 | 1.43878 | 1.43878 | 1.42178 | -200.00 | 9874.30 |
85 | 2010.01.07 08:20 | sell | 43 | 1.00 | 1.43860 | 1.44060 | 1.42360 | ||
86 | 2010.01.08 01:00 | close | 43 | 1.00 | 1.43192 | 1.44060 | 1.42360 | 667.10 | 10541.40 |
87 | 2010.01.08 20:00 | buy | 44 | 1.00 | 1.44257 | 1.44057 | 1.45757 | ||
88 | 2010.01.08 20:50 | s/l | 44 | 1.00 | 1.44057 | 1.44057 | 1.45757 | -200.00 | 10341.40 |
89 | 2010.01.08 20:50 | buy | 45 | 1.00 | 1.44073 | 1.43873 | 1.45573 | ||
90 | 2010.01.11 09:00 | close | 45 | 1.00 | 1.44870 | 1.43873 | 1.45573 | 796.50 | 11137.90 |
91 | 2010.01.11 13:00 | buy | 46 | 1.00 | 1.45326 | 1.45126 | 1.46826 | ||
92 | 2010.01.11 14:00 | close | 46 | 1.00 | 1.45222 | 1.45126 | 1.46826 | -104.00 | 11033.90 |
93 | 2010.01.12 17:00 | buy | 47 | 1.00 | 1.45404 | 1.45204 | 1.46904 | ||
94 | 2010.01.12 17:50 | s/l | 47 | 1.00 | 1.45204 | 1.45204 | 1.46904 | -200.00 | 10833.90 |
95 | 2010.01.12 17:50 | buy | 48 | 1.00 | 1.45210 | 1.45010 | 1.46710 | ||
96 | 2010.01.12 18:50 | s/l | 48 | 1.00 | 1.45010 | 1.45010 | 1.46710 | -200.00 | 10633.90 |
97 | 2010.01.13 13:00 | buy | 49 | 1.00 | 1.45482 | 1.45282 | 1.46982 | ||
98 | 2010.01.13 16:15 | s/l | 49 | 1.00 | 1.45282 | 1.45282 | 1.46982 | -200.00 | 10433.90 |
99 | 2010.01.14 04:00 | buy | 50 | 1.00 | 1.45476 | 1.45276 | 1.46976 | ||
100 | 2010.01.14 08:50 | s/l | 50 | 1.00 | 1.45276 | 1.45276 | 1.46976 | -200.00 | 10233.90 |
101 | 2010.01.14 16:00 | sell | 51 | 1.00 | 1.44723 | 1.44923 | 1.43223 | ||
102 | 2010.01.14 16:37 | s/l | 51 | 1.00 | 1.44923 | 1.44923 | 1.43223 | -200.00 | 10033.90 |
103 | 2010.01.14 16:37 | sell | 52 | 1.00 | 1.44910 | 1.45110 | 1.43410 | ||
104 | 2010.01.14 19:20 | s/l | 52 | 1.00 | 1.45110 | 1.45110 | 1.43410 | -200.00 | 9833.90 |
105 | 2010.01.15 04:00 | sell | 53 | 1.00 | 1.44263 | 1.44463 | 1.42763 | ||
106 | 2010.01.15 06:50 | s/l | 53 | 1.00 | 1.44463 | 1.44463 | 1.42763 | -200.00 | 9633.90 |