Strategy Tester Report
SMC MA Cross
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 | Lots=0.1; LotsMultiplier=2; BreakEvenStart=25; ProtectProfit=5; TrailingStop=25; TakeProfit=100; RiskPercent=1; PositionManagement=false; OrderClosure=false; AllowedPositions=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -154.18 | Gross profit | 79.75 | Gross loss | -233.93 |
| Profit factor | 0.34 | Expected payoff | -19.27 | ||
| Absolute drawdown | 203.98 | Maximal drawdown | 289.30 (2.87%) | Relative drawdown | 2.87% (289.30) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 2 (25.00%) | Loss trades (% of total) | 6 (75.00%) | ||
| Largest | profit trade | 45.41 | loss trade | -84.49 | |
| Average | profit trade | 39.87 | loss trade | -38.99 | |
| Maximum | consecutive wins (profit in money) | 1 (45.41) | consecutive losses (loss in money) | 5 (-169.57) | |
| Maximal | consecutive profit (count of wins) | 45.41 (1) | consecutive loss (count of losses) | -169.57 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 20:00 | buy | 1 | 0.10 | 1.04922 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 14:00 | close | 1 | 0.10 | 1.04658 | 0.00000 | 0.00000 | -25.49 | 9974.51 |
| 3 | 2009.12.04 21:00 | buy | 2 | 0.10 | 1.05955 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.07 18:00 | close | 2 | 0.10 | 1.05068 | 0.00000 | 0.00000 | -84.49 | 9890.02 |
| 5 | 2009.12.08 15:00 | buy | 3 | 0.10 | 1.05736 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.09 18:00 | close | 3 | 0.10 | 1.05500 | 0.00000 | 0.00000 | -22.44 | 9867.59 |
| 7 | 2009.12.11 18:00 | buy | 4 | 0.10 | 1.05859 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.15 05:00 | close | 4 | 0.10 | 1.05781 | 0.00000 | 0.00000 | -7.50 | 9860.08 |
| 9 | 2009.12.16 12:00 | buy | 5 | 0.10 | 1.06213 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.16 14:00 | close | 5 | 0.10 | 1.05899 | 0.00000 | 0.00000 | -29.65 | 9830.43 |
| 11 | 2009.12.16 23:00 | buy | 6 | 0.10 | 1.06144 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.18 11:00 | close | 6 | 0.10 | 1.06631 | 0.00000 | 0.00000 | 45.41 | 9875.84 |
| 13 | 2009.12.21 10:00 | buy | 7 | 0.10 | 1.06965 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.21 12:00 | close | 7 | 0.10 | 1.06281 | 0.00000 | 0.00000 | -64.36 | 9811.48 |
| 15 | 2009.12.30 01:00 | buy | 8 | 0.10 | 1.04453 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.31 12:00 | close | 8 | 0.10 | 1.04815 | 0.00000 | 0.00000 | 34.34 | 9845.82 |