Strategy Tester Report
SMC HiLo v1
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| 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 | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -193.74 | Gross profit | 48.41 | Gross loss | -242.15 |
| Profit factor | 0.20 | Expected payoff | -7.45 | ||
| Absolute drawdown | 212.64 | Maximal drawdown | 212.64 (2.13%) | Relative drawdown | 2.13% (212.64) |
| Total trades | 26 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 26 (26.92%) |
| Profit trades (% of total) | 7 (26.92%) | Loss trades (% of total) | 19 (73.08%) | ||
| Largest | profit trade | 18.06 | loss trade | -31.51 | |
| Average | profit trade | 6.92 | loss trade | -12.74 | |
| Maximum | consecutive wins (profit in money) | 4 (31.17) | consecutive losses (loss in money) | 6 (-59.00) | |
| Maximal | consecutive profit (count of wins) | 31.17 (4) | consecutive loss (count of losses) | -82.45 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 13:02 | buy | 1 | 0.10 | 1.04693 | 1.04533 | 1.04704 | ||
| 2 | 2009.12.01 13:20 | s/l | 1 | 0.10 | 1.04533 | 1.04533 | 1.04704 | -15.31 | 9984.69 |
| 3 | 2009.12.01 13:40 | buy | 2 | 0.10 | 1.04640 | 1.04533 | 1.04704 | ||
| 4 | 2009.12.01 14:10 | s/l | 2 | 0.10 | 1.04533 | 1.04533 | 1.04704 | -10.24 | 9974.45 |
| 5 | 2009.12.02 13:00 | buy | 3 | 0.10 | 1.04651 | 1.04388 | 1.04677 | ||
| 6 | 2009.12.02 14:07 | s/l | 3 | 0.10 | 1.04388 | 1.04388 | 1.04677 | -25.20 | 9949.25 |
| 7 | 2009.12.03 13:00 | buy | 4 | 0.10 | 1.05121 | 1.04851 | 1.05119 | ||
| 8 | 2009.12.03 14:40 | t/p | 4 | 0.10 | 1.05119 | 1.04851 | 1.05119 | -0.19 | 9949.06 |
| 9 | 2009.12.07 13:00 | buy | 5 | 0.10 | 1.06323 | 1.05989 | 1.06328 | ||
| 10 | 2009.12.07 13:40 | s/l | 5 | 0.10 | 1.05989 | 1.05989 | 1.06328 | -31.51 | 9917.55 |
| 11 | 2009.12.08 13:00 | buy | 6 | 0.10 | 1.05511 | 1.05124 | 1.05566 | ||
| 12 | 2009.12.08 14:15 | t/p | 6 | 0.10 | 1.05566 | 1.05124 | 1.05566 | 5.21 | 9922.76 |
| 13 | 2009.12.09 13:13 | buy | 7 | 0.10 | 1.06062 | 1.05931 | 1.06076 | ||
| 14 | 2009.12.09 13:26 | t/p | 7 | 0.10 | 1.06076 | 1.05931 | 1.06076 | 1.32 | 9924.08 |
| 15 | 2009.12.09 13:45 | buy | 8 | 0.10 | 1.06092 | 1.05931 | 1.06076 | ||
| 16 | 2009.12.09 13:59 | t/p | 8 | 0.10 | 1.06076 | 1.05931 | 1.06076 | -1.51 | 9922.57 |
| 17 | 2009.12.10 13:00 | buy | 9 | 0.10 | 1.05104 | 1.04967 | 1.05191 | ||
| 18 | 2009.12.10 14:40 | s/l | 9 | 0.10 | 1.04967 | 1.04967 | 1.05191 | -13.05 | 9909.52 |
| 19 | 2009.12.11 13:00 | buy | 10 | 0.10 | 1.05089 | 1.04932 | 1.05078 | ||
| 20 | 2009.12.11 13:10 | s/l | 10 | 0.10 | 1.04932 | 1.04932 | 1.05078 | -14.97 | 9894.55 |
| 21 | 2009.12.14 13:00 | buy | 11 | 0.10 | 1.06548 | 1.06404 | 1.06596 | ||
| 22 | 2009.12.14 13:20 | s/l | 11 | 0.10 | 1.06404 | 1.06404 | 1.06596 | -13.54 | 9881.01 |
| 23 | 2009.12.14 13:45 | buy | 12 | 0.10 | 1.06515 | 1.06404 | 1.06596 | ||
| 24 | 2009.12.14 13:59 | s/l | 12 | 0.10 | 1.06404 | 1.06404 | 1.06596 | -10.44 | 9870.57 |
| 25 | 2009.12.15 13:00 | buy | 13 | 0.10 | 1.06385 | 1.06241 | 1.06499 | ||
| 26 | 2009.12.15 13:37 | t/p | 13 | 0.10 | 1.06499 | 1.06241 | 1.06499 | 10.71 | 9881.28 |
| 27 | 2009.12.15 13:40 | buy | 14 | 0.10 | 1.06505 | 1.06241 | 1.06499 | ||
| 28 | 2009.12.15 14:20 | s/l | 14 | 0.10 | 1.06241 | 1.06241 | 1.06499 | -24.85 | 9856.43 |
| 29 | 2009.12.16 13:07 | buy | 15 | 0.10 | 1.06090 | 1.05984 | 1.06201 | ||
| 30 | 2009.12.16 13:10 | s/l | 15 | 0.10 | 1.05984 | 1.05984 | 1.06201 | -10.01 | 9846.42 |
| 31 | 2009.12.17 13:00 | buy | 16 | 0.10 | 1.07140 | 1.07008 | 1.07383 | ||
| 32 | 2009.12.17 13:02 | s/l | 16 | 0.10 | 1.07008 | 1.07008 | 1.07383 | -12.33 | 9834.09 |
| 33 | 2009.12.17 13:10 | buy | 17 | 0.10 | 1.07189 | 1.07008 | 1.07383 | ||
| 34 | 2009.12.17 14:20 | t/p | 17 | 0.10 | 1.07383 | 1.07008 | 1.07383 | 18.06 | 9852.15 |
| 35 | 2009.12.18 13:00 | buy | 18 | 0.10 | 1.06595 | 1.06317 | 1.06673 | ||
| 36 | 2009.12.18 13:20 | t/p | 18 | 0.10 | 1.06673 | 1.06317 | 1.06673 | 7.30 | 9859.45 |
| 37 | 2009.12.18 13:27 | buy | 19 | 0.10 | 1.06638 | 1.06317 | 1.06673 | ||
| 38 | 2009.12.18 13:37 | t/p | 19 | 0.10 | 1.06673 | 1.06317 | 1.06673 | 3.28 | 9862.73 |
| 39 | 2009.12.18 13:40 | buy | 20 | 0.10 | 1.06646 | 1.06317 | 1.06673 | ||
| 40 | 2009.12.18 14:02 | t/p | 20 | 0.10 | 1.06673 | 1.06317 | 1.06673 | 2.53 | 9865.26 |
| 41 | 2009.12.21 13:07 | buy | 21 | 0.10 | 1.06182 | 1.06054 | 1.06360 | ||
| 42 | 2009.12.21 13:10 | s/l | 21 | 0.10 | 1.06054 | 1.06054 | 1.06360 | -12.08 | 9853.18 |
| 43 | 2009.12.22 13:00 | buy | 22 | 0.10 | 1.05861 | 1.05530 | 1.05860 | ||
| 44 | 2009.12.22 14:15 | t/p | 22 | 0.10 | 1.05860 | 1.05530 | 1.05860 | -0.09 | 9853.09 |
| 45 | 2009.12.24 13:00 | buy | 23 | 0.10 | 1.04634 | 1.04471 | 1.04722 | ||
| 46 | 2009.12.24 14:20 | s/l | 23 | 0.10 | 1.04471 | 1.04471 | 1.04722 | -15.61 | 9837.48 |
| 47 | 2009.12.28 13:00 | buy | 24 | 0.10 | 1.04831 | 1.04708 | 1.04862 | ||
| 48 | 2009.12.28 13:45 | s/l | 24 | 0.10 | 1.04708 | 1.04708 | 1.04862 | -11.75 | 9825.73 |
| 49 | 2009.12.29 13:00 | buy | 25 | 0.10 | 1.03915 | 1.03722 | 1.04165 | ||
| 50 | 2009.12.29 14:50 | s/l | 25 | 0.10 | 1.03722 | 1.03722 | 1.04165 | -18.62 | 9807.11 |
| 51 | 2009.12.30 13:00 | buy | 26 | 0.10 | 1.05004 | 1.04694 | 1.04995 | ||
| 52 | 2009.12.30 15:10 | t/p | 26 | 0.10 | 1.04995 | 1.04694 | 1.04995 | -0.85 | 9806.26 |