Strategy Tester Report
SMARTASS2
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 | -872.20 | Gross profit | 7933.30 | Gross loss | -8805.50 |
| Profit factor | 0.90 | Expected payoff | -13.22 | ||
| Absolute drawdown | 1941.60 | Maximal drawdown | 3152.40 (28.12%) | Relative drawdown | 28.12% (3152.40) |
| Total trades | 66 | Short positions (won %) | 30 (36.67%) | Long positions (won %) | 36 (13.89%) |
| Profit trades (% of total) | 16 (24.24%) | Loss trades (% of total) | 50 (75.76%) | ||
| Largest | profit trade | 1500.00 | loss trade | -201.80 | |
| Average | profit trade | 495.83 | loss trade | -176.11 | |
| Maximum | consecutive wins (profit in money) | 3 (1145.70) | consecutive losses (loss in money) | 13 (-2007.10) | |
| Maximal | consecutive profit (count of wins) | 1500.00 (1) | consecutive loss (count of losses) | -2007.10 (13) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:00 | sell | 1 | 1.00 | 1.50001 | 1.50201 | 1.48501 | ||
| 2 | 2009.12.01 08:00 | s/l | 1 | 1.00 | 1.50201 | 1.50201 | 1.48501 | -200.00 | 9800.00 |
| 3 | 2009.12.01 10:00 | buy | 2 | 1.00 | 1.50686 | 1.50486 | 1.52186 | ||
| 4 | 2009.12.01 23:00 | close | 2 | 1.00 | 1.50796 | 1.50486 | 1.52186 | 110.00 | 9910.00 |
| 5 | 2009.12.02 04:00 | sell | 3 | 1.00 | 1.50861 | 1.51061 | 1.49361 | ||
| 6 | 2009.12.02 09:20 | s/l | 3 | 1.00 | 1.51061 | 1.51061 | 1.49361 | -200.00 | 9710.00 |
| 7 | 2009.12.03 05:00 | buy | 4 | 1.00 | 1.50933 | 1.50733 | 1.52433 | ||
| 8 | 2009.12.03 15:20 | s/l | 4 | 1.00 | 1.50733 | 1.50733 | 1.52433 | -200.00 | 9510.00 |
| 9 | 2009.12.03 20:00 | sell | 5 | 1.00 | 1.50911 | 1.51111 | 1.49411 | ||
| 10 | 2009.12.04 08:00 | close | 5 | 1.00 | 1.50700 | 1.51111 | 1.49411 | 210.10 | 9720.10 |
| 11 | 2009.12.04 15:00 | sell | 6 | 1.00 | 1.49426 | 1.49626 | 1.47926 | ||
| 12 | 2009.12.04 15:20 | s/l | 6 | 1.00 | 1.49626 | 1.49626 | 1.47926 | -200.00 | 9520.10 |
| 13 | 2009.12.04 15:20 | sell | 7 | 1.00 | 1.49639 | 1.49839 | 1.48139 | ||
| 14 | 2009.12.07 03:00 | close | 7 | 1.00 | 1.48740 | 1.49839 | 1.48139 | 898.10 | 10418.20 |
| 15 | 2009.12.07 06:00 | buy | 8 | 1.00 | 1.48879 | 1.48679 | 1.50379 | ||
| 16 | 2009.12.07 08:20 | s/l | 8 | 1.00 | 1.48679 | 1.48679 | 1.50379 | -200.00 | 10218.20 |
| 17 | 2009.12.07 16:00 | buy | 9 | 1.00 | 1.48102 | 1.47902 | 1.49602 | ||
| 18 | 2009.12.08 09:02 | s/l | 9 | 1.00 | 1.47902 | 1.47902 | 1.49602 | -200.50 | 10017.70 |
| 19 | 2009.12.08 11:00 | buy | 10 | 1.00 | 1.48454 | 1.48254 | 1.49954 | ||
| 20 | 2009.12.08 12:00 | close | 10 | 1.00 | 1.48345 | 1.48254 | 1.49954 | -109.00 | 9908.70 |
| 21 | 2009.12.08 13:00 | sell | 11 | 1.00 | 1.47935 | 1.48135 | 1.46435 | ||
| 22 | 2009.12.08 13:20 | s/l | 11 | 1.00 | 1.48135 | 1.48135 | 1.46435 | -200.00 | 9708.70 |
| 23 | 2009.12.08 13:20 | sell | 12 | 1.00 | 1.48128 | 1.48328 | 1.46628 | ||
| 24 | 2009.12.09 03:00 | close | 12 | 1.00 | 1.47217 | 1.48328 | 1.46628 | 910.10 | 10618.80 |
| 25 | 2009.12.09 07:00 | buy | 13 | 1.00 | 1.47305 | 1.47105 | 1.48805 | ||
| 26 | 2009.12.09 07:20 | s/l | 13 | 1.00 | 1.47105 | 1.47105 | 1.48805 | -200.00 | 10418.80 |
| 27 | 2009.12.09 07:20 | buy | 14 | 1.00 | 1.47025 | 1.46825 | 1.48525 | ||
| 28 | 2009.12.09 19:00 | close | 14 | 1.00 | 1.46942 | 1.46825 | 1.48525 | -83.00 | 10335.80 |
| 29 | 2009.12.09 23:00 | buy | 15 | 1.00 | 1.47249 | 1.47049 | 1.48749 | ||
| 30 | 2009.12.10 04:00 | close | 15 | 1.00 | 1.47367 | 1.47049 | 1.48749 | 116.50 | 10452.30 |
| 31 | 2009.12.10 07:00 | sell | 16 | 1.00 | 1.47011 | 1.47211 | 1.45511 | ||
| 32 | 2009.12.10 07:50 | s/l | 16 | 1.00 | 1.47211 | 1.47211 | 1.45511 | -200.00 | 10252.30 |
| 33 | 2009.12.10 07:50 | sell | 17 | 1.00 | 1.47237 | 1.47437 | 1.45737 | ||
| 34 | 2009.12.10 12:00 | close | 17 | 1.00 | 1.47417 | 1.47437 | 1.45737 | -180.00 | 10072.30 |
| 35 | 2009.12.10 12:02 | buy | 18 | 1.00 | 1.47291 | 1.47091 | 1.48791 | ||
| 36 | 2009.12.10 16:20 | s/l | 18 | 1.00 | 1.47091 | 1.47091 | 1.48791 | -200.00 | 9872.30 |
| 37 | 2009.12.10 19:00 | sell | 19 | 1.00 | 1.47096 | 1.47296 | 1.45596 | ||
| 38 | 2009.12.10 20:20 | s/l | 19 | 1.00 | 1.47296 | 1.47296 | 1.45596 | -200.00 | 9672.30 |
| 39 | 2009.12.10 23:00 | buy | 20 | 1.00 | 1.47319 | 1.47119 | 1.48819 | ||
| 40 | 2009.12.11 03:20 | s/l | 20 | 1.00 | 1.47119 | 1.47119 | 1.48819 | -200.50 | 9471.80 |
| 41 | 2009.12.11 06:00 | sell | 21 | 1.00 | 1.47255 | 1.47455 | 1.45755 | ||
| 42 | 2009.12.11 07:00 | close | 21 | 1.00 | 1.47381 | 1.47455 | 1.45755 | -126.00 | 9345.80 |
| 43 | 2009.12.11 09:00 | sell | 22 | 1.00 | 1.47219 | 1.47419 | 1.45719 | ||
| 44 | 2009.12.11 09:20 | s/l | 22 | 1.00 | 1.47419 | 1.47419 | 1.45719 | -200.00 | 9145.80 |
| 45 | 2009.12.11 09:20 | sell | 23 | 1.00 | 1.47424 | 1.47624 | 1.45924 | ||
| 46 | 2009.12.11 10:00 | close | 23 | 1.00 | 1.47406 | 1.47624 | 1.45924 | 18.00 | 9163.80 |
| 47 | 2009.12.11 11:00 | buy | 24 | 1.00 | 1.47536 | 1.47336 | 1.49036 | ||
| 48 | 2009.12.11 14:50 | s/l | 24 | 1.00 | 1.47336 | 1.47336 | 1.49036 | -200.00 | 8963.80 |
| 49 | 2009.12.11 16:00 | sell | 25 | 1.00 | 1.46533 | 1.46733 | 1.45033 | ||
| 50 | 2009.12.14 03:00 | close | 25 | 1.00 | 1.46376 | 1.46733 | 1.45033 | 156.10 | 9119.90 |
| 51 | 2009.12.14 09:00 | buy | 26 | 1.00 | 1.46745 | 1.46545 | 1.48245 | ||
| 52 | 2009.12.14 09:20 | s/l | 26 | 1.00 | 1.46545 | 1.46545 | 1.48245 | -200.00 | 8919.90 |
| 53 | 2009.12.14 09:20 | buy | 27 | 1.00 | 1.46476 | 1.46276 | 1.47976 | ||
| 54 | 2009.12.14 11:50 | s/l | 27 | 1.00 | 1.46276 | 1.46276 | 1.47976 | -200.00 | 8719.90 |
| 55 | 2009.12.14 17:00 | buy | 28 | 1.00 | 1.46525 | 1.46325 | 1.48025 | ||
| 56 | 2009.12.15 06:50 | s/l | 28 | 1.00 | 1.46325 | 1.46325 | 1.48025 | -200.50 | 8519.40 |
| 57 | 2009.12.15 09:00 | sell | 29 | 1.00 | 1.46097 | 1.46297 | 1.44597 | ||
| 58 | 2009.12.15 22:00 | close | 29 | 1.00 | 1.45365 | 1.46297 | 1.44597 | 732.00 | 9251.40 |
| 59 | 2009.12.16 03:00 | buy | 30 | 1.00 | 1.45459 | 1.45259 | 1.46959 | ||
| 60 | 2009.12.16 05:02 | s/l | 30 | 1.00 | 1.45259 | 1.45259 | 1.46959 | -200.00 | 9051.40 |
| 61 | 2009.12.17 00:00 | sell | 31 | 1.00 | 1.45290 | 1.45490 | 1.43790 | ||
| 62 | 2009.12.17 05:50 | t/p | 31 | 1.00 | 1.43790 | 1.45490 | 1.43790 | 1500.00 | 10551.40 |
| 63 | 2009.12.17 22:00 | buy | 32 | 1.00 | 1.43416 | 1.43216 | 1.44916 | ||
| 64 | 2009.12.18 00:15 | s/l | 32 | 1.00 | 1.43216 | 1.43216 | 1.44916 | -200.50 | 10350.90 |
| 65 | 2009.12.18 19:00 | sell | 33 | 1.00 | 1.43120 | 1.43320 | 1.41620 | ||
| 66 | 2009.12.18 21:10 | s/l | 33 | 1.00 | 1.43320 | 1.43320 | 1.41620 | -200.00 | 10150.90 |
| 67 | 2009.12.21 08:00 | buy | 34 | 1.00 | 1.43349 | 1.43149 | 1.44849 | ||
| 68 | 2009.12.21 09:15 | s/l | 34 | 1.00 | 1.43149 | 1.43149 | 1.44849 | -200.00 | 9950.90 |
| 69 | 2009.12.21 12:00 | buy | 35 | 1.00 | 1.43386 | 1.43186 | 1.44886 | ||
| 70 | 2009.12.21 16:26 | s/l | 35 | 1.00 | 1.43186 | 1.43186 | 1.44886 | -200.00 | 9750.90 |
| 71 | 2009.12.21 20:00 | sell | 36 | 1.00 | 1.42940 | 1.43140 | 1.41440 | ||
| 72 | 2009.12.22 04:00 | close | 36 | 1.00 | 1.42946 | 1.43140 | 1.41440 | -6.90 | 9744.00 |
| 73 | 2009.12.22 12:00 | buy | 37 | 1.00 | 1.43087 | 1.42887 | 1.44587 | ||
| 74 | 2009.12.22 12:50 | s/l | 37 | 1.00 | 1.42887 | 1.42887 | 1.44587 | -200.00 | 9544.00 |
| 75 | 2009.12.22 12:50 | buy | 38 | 1.00 | 1.42880 | 1.42680 | 1.44380 | ||
| 76 | 2009.12.22 16:00 | close | 38 | 1.00 | 1.42820 | 1.42680 | 1.44380 | -60.00 | 9484.00 |
| 77 | 2009.12.23 09:00 | buy | 39 | 1.00 | 1.42563 | 1.42363 | 1.44063 | ||
| 78 | 2009.12.23 10:50 | s/l | 39 | 1.00 | 1.42363 | 1.42363 | 1.44063 | -200.00 | 9284.00 |
| 79 | 2009.12.24 09:00 | buy | 40 | 1.00 | 1.43657 | 1.43457 | 1.45157 | ||
| 80 | 2009.12.24 16:00 | close | 40 | 1.00 | 1.43651 | 1.43457 | 1.45157 | -6.00 | 9278.00 |
| 81 | 2009.12.24 16:02 | sell | 41 | 1.00 | 1.43655 | 1.43855 | 1.42155 | ||
| 82 | 2009.12.28 02:50 | s/l | 41 | 1.00 | 1.43855 | 1.43855 | 1.42155 | -201.80 | 9076.20 |
| 83 | 2009.12.28 14:00 | buy | 42 | 1.00 | 1.44086 | 1.43886 | 1.45586 | ||
| 84 | 2009.12.28 16:00 | close | 42 | 1.00 | 1.43955 | 1.43886 | 1.45586 | -131.00 | 8945.20 |
| 85 | 2009.12.28 21:00 | sell | 43 | 1.00 | 1.43831 | 1.44031 | 1.42331 | ||
| 86 | 2009.12.29 08:20 | s/l | 43 | 1.00 | 1.44031 | 1.44031 | 1.42331 | -200.90 | 8744.30 |
| 87 | 2009.12.29 10:00 | buy | 44 | 1.00 | 1.44345 | 1.44145 | 1.45845 | ||
| 88 | 2009.12.29 11:50 | s/l | 44 | 1.00 | 1.44145 | 1.44145 | 1.45845 | -200.00 | 8544.30 |
| 89 | 2009.12.29 20:00 | sell | 45 | 1.00 | 1.43599 | 1.43799 | 1.42099 | ||
| 90 | 2009.12.30 09:00 | close | 45 | 1.00 | 1.43556 | 1.43799 | 1.42099 | 42.10 | 8586.40 |
| 91 | 2009.12.30 14:00 | buy | 46 | 1.00 | 1.43406 | 1.43206 | 1.44906 | ||
| 92 | 2009.12.30 14:50 | s/l | 46 | 1.00 | 1.43206 | 1.43206 | 1.44906 | -200.00 | 8386.40 |
| 93 | 2009.12.30 14:50 | buy | 47 | 1.00 | 1.43186 | 1.42986 | 1.44686 | ||
| 94 | 2009.12.30 15:45 | s/l | 47 | 1.00 | 1.42986 | 1.42986 | 1.44686 | -200.00 | 8186.40 |
| 95 | 2009.12.30 20:00 | buy | 48 | 1.00 | 1.43378 | 1.43178 | 1.44878 | ||
| 96 | 2009.12.31 15:00 | close | 48 | 1.00 | 1.43989 | 1.43178 | 1.44878 | 609.50 | 8795.90 |
| 97 | 2009.12.31 16:00 | sell | 49 | 1.00 | 1.43688 | 1.43888 | 1.42188 | ||
| 98 | 2010.01.04 10:00 | close | 49 | 1.00 | 1.43380 | 1.43888 | 1.42188 | 306.20 | 9102.10 |
| 99 | 2010.01.04 13:00 | buy | 50 | 1.00 | 1.43890 | 1.43690 | 1.45390 | ||
| 100 | 2010.01.04 23:00 | close | 50 | 1.00 | 1.44120 | 1.43690 | 1.45390 | 230.00 | 9332.10 |
| 101 | 2010.01.05 07:00 | buy | 51 | 1.00 | 1.44644 | 1.44444 | 1.46144 | ||
| 102 | 2010.01.05 09:00 | close | 51 | 1.00 | 1.44517 | 1.44444 | 1.46144 | -127.00 | 9205.10 |
| 103 | 2010.01.05 11:00 | sell | 52 | 1.00 | 1.44310 | 1.44510 | 1.42810 | ||
| 104 | 2010.01.05 13:50 | s/l | 52 | 1.00 | 1.44510 | 1.44510 | 1.42810 | -200.00 | 9005.10 |
| 105 | 2010.01.06 11:00 | buy | 53 | 1.00 | 1.43780 | 1.43580 | 1.45280 | ||
| 106 | 2010.01.06 11:20 | s/l | 53 | 1.00 | 1.43580 | 1.43580 | 1.45280 | -200.00 | 8805.10 |
| 107 | 2010.01.06 11:20 | buy | 54 | 1.00 | 1.43529 | 1.43329 | 1.45029 | ||
| 108 | 2010.01.07 06:00 | close | 54 | 1.00 | 1.43992 | 1.43329 | 1.45029 | 461.50 | 9266.60 |
| 109 | 2010.01.07 08:00 | sell | 55 | 1.00 | 1.43678 | 1.43878 | 1.42178 | ||
| 110 | 2010.01.07 08:50 | s/l | 55 | 1.00 | 1.43878 | 1.43878 | 1.42178 | -200.00 | 9066.60 |
| 111 | 2010.01.07 08:50 | sell | 56 | 1.00 | 1.43897 | 1.44097 | 1.42397 | ||
| 112 | 2010.01.08 01:00 | close | 56 | 1.00 | 1.43177 | 1.44097 | 1.42397 | 719.10 | 9785.70 |
| 113 | 2010.01.08 09:00 | buy | 57 | 1.00 | 1.43187 | 1.42987 | 1.44687 | ||
| 114 | 2010.01.08 11:50 | s/l | 57 | 1.00 | 1.42987 | 1.42987 | 1.44687 | -200.00 | 9585.70 |
| 115 | 2010.01.11 19:00 | sell | 58 | 1.00 | 1.45081 | 1.45281 | 1.43581 | ||
| 116 | 2010.01.11 19:45 | s/l | 58 | 1.00 | 1.45281 | 1.45281 | 1.43581 | -200.00 | 9385.70 |
| 117 | 2010.01.11 19:45 | sell | 59 | 1.00 | 1.45280 | 1.45480 | 1.43780 | ||
| 118 | 2010.01.12 17:00 | close | 59 | 1.00 | 1.45389 | 1.45480 | 1.43780 | -109.90 | 9275.80 |
| 119 | 2010.01.12 17:02 | buy | 60 | 1.00 | 1.45417 | 1.45217 | 1.46917 | ||
| 120 | 2010.01.12 17:50 | s/l | 60 | 1.00 | 1.45217 | 1.45217 | 1.46917 | -200.00 | 9075.80 |
| 121 | 2010.01.12 17:50 | buy | 61 | 1.00 | 1.45195 | 1.44995 | 1.46695 | ||
| 122 | 2010.01.12 18:50 | s/l | 61 | 1.00 | 1.44995 | 1.44995 | 1.46695 | -200.00 | 8875.80 |
| 123 | 2010.01.13 01:00 | sell | 62 | 1.00 | 1.44757 | 1.44957 | 1.43257 | ||
| 124 | 2010.01.13 07:20 | s/l | 62 | 1.00 | 1.44957 | 1.44957 | 1.43257 | -200.00 | 8675.80 |
| 125 | 2010.01.13 13:00 | buy | 63 | 1.00 | 1.45467 | 1.45267 | 1.46967 | ||
| 126 | 2010.01.13 16:15 | s/l | 63 | 1.00 | 1.45267 | 1.45267 | 1.46967 | -200.00 | 8475.80 |
| 127 | 2010.01.14 03:00 | buy | 64 | 1.00 | 1.45376 | 1.45176 | 1.46876 | ||
| 128 | 2010.01.14 06:00 | close | 64 | 1.00 | 1.45314 | 1.45176 | 1.46876 | -62.00 | 8413.80 |
| 129 | 2010.01.14 13:00 | sell | 65 | 1.00 | 1.44912 | 1.45112 | 1.43412 | ||
| 130 | 2010.01.14 14:45 | s/l | 65 | 1.00 | 1.45112 | 1.45112 | 1.43412 | -200.00 | 8213.80 |
| 131 | 2010.01.15 02:00 | sell | 66 | 1.00 | 1.44742 | 1.44942 | 1.43242 | ||
| 132 | 2010.01.15 19:00 | close | 66 | 1.00 | 1.43828 | 1.44942 | 1.43242 | 914.00 | 9127.80 |