Strategy Tester Report
SMC Trader Kurt2
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=100; Lots=1; InitialStop=70; TrailingStop=20; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1034.67 | Gross profit | 2390.00 | Gross loss | -3424.67 |
| Profit factor | 0.70 | Expected payoff | -15.22 | ||
| Absolute drawdown | 1253.22 | Maximal drawdown | 1326.80 (13.17%) | Relative drawdown | 13.17% (1326.80) |
| Total trades | 68 | Short positions (won %) | 31 (51.61%) | Long positions (won %) | 37 (35.14%) |
| Profit trades (% of total) | 29 (42.65%) | Loss trades (% of total) | 39 (57.35%) | ||
| Largest | profit trade | 95.28 | loss trade | -88.79 | |
| Average | profit trade | 82.41 | loss trade | -87.81 | |
| Maximum | consecutive wins (profit in money) | 3 (219.32) | consecutive losses (loss in money) | 4 (-353.40) | |
| Maximal | consecutive profit (count of wins) | 219.32 (3) | consecutive loss (count of losses) | -353.40 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 08:00 | sell | 1 | 1.00 | 1.04819 | 1.04912 | 1.04742 | ||
| 2 | 2009.12.03 08:26 | t/p | 1 | 1.00 | 1.04742 | 1.04912 | 1.04742 | 73.58 | 10073.58 |
| 3 | 2009.12.03 08:26 | sell | 2 | 1.00 | 1.04632 | 1.04725 | 1.04555 | ||
| 4 | 2009.12.03 08:50 | s/l | 2 | 1.00 | 1.04725 | 1.04725 | 1.04555 | -88.79 | 9984.79 |
| 5 | 2009.12.03 08:50 | sell | 3 | 1.00 | 1.04721 | 1.04814 | 1.04644 | ||
| 6 | 2009.12.03 09:07 | t/p | 3 | 1.00 | 1.04644 | 1.04814 | 1.04644 | 73.59 | 10058.38 |
| 7 | 2009.12.07 08:00 | sell | 4 | 1.00 | 1.05404 | 1.05497 | 1.05327 | ||
| 8 | 2009.12.07 08:10 | s/l | 4 | 1.00 | 1.05497 | 1.05497 | 1.05327 | -88.14 | 9970.24 |
| 9 | 2009.12.07 08:10 | sell | 5 | 1.00 | 1.05499 | 1.05592 | 1.05422 | ||
| 10 | 2009.12.07 08:15 | s/l | 5 | 1.00 | 1.05592 | 1.05592 | 1.05422 | -88.07 | 9882.17 |
| 11 | 2009.12.07 08:15 | sell | 6 | 1.00 | 1.05576 | 1.05669 | 1.05499 | ||
| 12 | 2009.12.07 08:20 | s/l | 6 | 1.00 | 1.05669 | 1.05669 | 1.05499 | -88.01 | 9794.16 |
| 13 | 2009.12.07 08:20 | sell | 7 | 1.00 | 1.05653 | 1.05746 | 1.05576 | ||
| 14 | 2009.12.07 08:27 | t/p | 7 | 1.00 | 1.05576 | 1.05746 | 1.05576 | 72.94 | 9867.10 |
| 15 | 2009.12.07 08:27 | sell | 8 | 1.00 | 1.05550 | 1.05643 | 1.05473 | ||
| 16 | 2009.12.07 08:50 | t/p | 8 | 1.00 | 1.05473 | 1.05643 | 1.05473 | 73.01 | 9940.11 |
| 17 | 2009.12.07 08:50 | sell | 9 | 1.00 | 1.05446 | 1.05539 | 1.05369 | ||
| 18 | 2009.12.07 09:03 | s/l | 9 | 1.00 | 1.05539 | 1.05539 | 1.05369 | -87.98 | 9852.13 |
| 19 | 2009.12.07 10:00 | buy | 10 | 1.00 | 1.06410 | 1.06317 | 1.06510 | ||
| 20 | 2009.12.07 10:15 | s/l | 10 | 1.00 | 1.06317 | 1.06317 | 1.06510 | -87.56 | 9764.57 |
| 21 | 2009.12.07 10:15 | buy | 11 | 1.00 | 1.06232 | 1.06139 | 1.06332 | ||
| 22 | 2009.12.07 10:20 | s/l | 11 | 1.00 | 1.06139 | 1.06139 | 1.06332 | -87.69 | 9676.88 |
| 23 | 2009.12.07 10:20 | buy | 12 | 1.00 | 1.06074 | 1.05981 | 1.06174 | ||
| 24 | 2009.12.07 10:27 | t/p | 12 | 1.00 | 1.06174 | 1.05981 | 1.06174 | 94.16 | 9771.04 |
| 25 | 2009.12.07 10:27 | buy | 13 | 1.00 | 1.06232 | 1.06139 | 1.06332 | ||
| 26 | 2009.12.07 10:27 | s/l | 13 | 1.00 | 1.06139 | 1.06139 | 1.06332 | -87.66 | 9683.38 |
| 27 | 2009.12.07 10:27 | buy | 14 | 1.00 | 1.06114 | 1.06021 | 1.06214 | ||
| 28 | 2009.12.07 10:45 | s/l | 14 | 1.00 | 1.06021 | 1.06021 | 1.06214 | -87.76 | 9595.62 |
| 29 | 2009.12.07 10:45 | buy | 15 | 1.00 | 1.05997 | 1.05904 | 1.06097 | ||
| 30 | 2009.12.07 10:50 | s/l | 15 | 1.00 | 1.05904 | 1.05904 | 1.06097 | -87.83 | 9507.79 |
| 31 | 2009.12.07 10:50 | buy | 16 | 1.00 | 1.05901 | 1.05808 | 1.06001 | ||
| 32 | 2009.12.07 11:45 | t/p | 16 | 1.00 | 1.06001 | 1.05808 | 1.06001 | 94.29 | 9602.08 |
| 33 | 2009.12.07 16:00 | sell | 17 | 1.00 | 1.05485 | 1.05578 | 1.05408 | ||
| 34 | 2009.12.07 16:03 | s/l | 17 | 1.00 | 1.05578 | 1.05578 | 1.05408 | -88.04 | 9514.04 |
| 35 | 2009.12.07 16:03 | sell | 18 | 1.00 | 1.05607 | 1.05700 | 1.05530 | ||
| 36 | 2009.12.07 16:20 | t/p | 18 | 1.00 | 1.05530 | 1.05700 | 1.05530 | 73.02 | 9587.06 |
| 37 | 2009.12.07 16:20 | sell | 19 | 1.00 | 1.05432 | 1.05525 | 1.05355 | ||
| 38 | 2009.12.07 16:26 | t/p | 19 | 1.00 | 1.05355 | 1.05525 | 1.05355 | 73.10 | 9660.16 |
| 39 | 2009.12.07 16:26 | sell | 20 | 1.00 | 1.05315 | 1.05408 | 1.05238 | ||
| 40 | 2009.12.07 16:45 | t/p | 20 | 1.00 | 1.05238 | 1.05408 | 1.05238 | 73.20 | 9733.36 |
| 41 | 2009.12.07 16:45 | sell | 21 | 1.00 | 1.05163 | 1.05256 | 1.05086 | ||
| 42 | 2009.12.07 17:20 | s/l | 21 | 1.00 | 1.05256 | 1.05256 | 1.05086 | -88.36 | 9645.00 |
| 43 | 2009.12.08 09:00 | buy | 22 | 1.00 | 1.05535 | 1.05442 | 1.05635 | ||
| 44 | 2009.12.08 09:20 | s/l | 22 | 1.00 | 1.05442 | 1.05442 | 1.05635 | -88.24 | 9556.76 |
| 45 | 2009.12.08 09:20 | buy | 23 | 1.00 | 1.05416 | 1.05323 | 1.05516 | ||
| 46 | 2009.12.08 09:26 | s/l | 23 | 1.00 | 1.05323 | 1.05323 | 1.05516 | -88.34 | 9468.42 |
| 47 | 2009.12.08 09:26 | buy | 24 | 1.00 | 1.05297 | 1.05204 | 1.05397 | ||
| 48 | 2009.12.08 09:50 | s/l | 24 | 1.00 | 1.05204 | 1.05204 | 1.05397 | -88.46 | 9379.96 |
| 49 | 2009.12.08 09:50 | buy | 25 | 1.00 | 1.05155 | 1.05062 | 1.05255 | ||
| 50 | 2009.12.08 10:02 | t/p | 25 | 1.00 | 1.05255 | 1.05062 | 1.05255 | 95.00 | 9474.96 |
| 51 | 2009.12.09 12:00 | sell | 26 | 1.00 | 1.05987 | 1.06080 | 1.05910 | ||
| 52 | 2009.12.09 12:20 | s/l | 26 | 1.00 | 1.06080 | 1.06080 | 1.05910 | -87.67 | 9387.29 |
| 53 | 2009.12.09 12:20 | sell | 27 | 1.00 | 1.06061 | 1.06154 | 1.05984 | ||
| 54 | 2009.12.09 12:50 | t/p | 27 | 1.00 | 1.05984 | 1.06154 | 1.05984 | 72.67 | 9459.96 |
| 55 | 2009.12.09 12:50 | sell | 28 | 1.00 | 1.05941 | 1.06034 | 1.05864 | ||
| 56 | 2009.12.09 13:20 | s/l | 28 | 1.00 | 1.06034 | 1.06034 | 1.05864 | -87.68 | 9372.28 |
| 57 | 2009.12.11 16:00 | buy | 29 | 1.00 | 1.05271 | 1.05178 | 1.05371 | ||
| 58 | 2009.12.11 16:10 | t/p | 29 | 1.00 | 1.05371 | 1.05178 | 1.05371 | 94.87 | 9467.15 |
| 59 | 2009.12.11 16:10 | buy | 30 | 1.00 | 1.05432 | 1.05339 | 1.05532 | ||
| 60 | 2009.12.11 16:20 | t/p | 30 | 1.00 | 1.05532 | 1.05339 | 1.05532 | 94.68 | 9561.83 |
| 61 | 2009.12.11 16:20 | buy | 31 | 1.00 | 1.05644 | 1.05551 | 1.05744 | ||
| 62 | 2009.12.11 16:22 | s/l | 31 | 1.00 | 1.05551 | 1.05551 | 1.05744 | -88.11 | 9473.72 |
| 63 | 2009.12.11 16:22 | buy | 32 | 1.00 | 1.05573 | 1.05480 | 1.05673 | ||
| 64 | 2009.12.11 16:27 | s/l | 32 | 1.00 | 1.05480 | 1.05480 | 1.05673 | -88.17 | 9385.55 |
| 65 | 2009.12.11 16:27 | buy | 33 | 1.00 | 1.05503 | 1.05410 | 1.05603 | ||
| 66 | 2009.12.11 16:27 | s/l | 33 | 1.00 | 1.05410 | 1.05410 | 1.05603 | -88.31 | 9297.24 |
| 67 | 2009.12.11 16:27 | buy | 34 | 1.00 | 1.05331 | 1.05238 | 1.05431 | ||
| 68 | 2009.12.11 16:45 | t/p | 34 | 1.00 | 1.05431 | 1.05238 | 1.05431 | 94.77 | 9392.01 |
| 69 | 2009.12.11 16:45 | buy | 35 | 1.00 | 1.05540 | 1.05447 | 1.05640 | ||
| 70 | 2009.12.11 17:07 | s/l | 35 | 1.00 | 1.05447 | 1.05447 | 1.05640 | -88.25 | 9303.76 |
| 71 | 2009.12.14 18:00 | sell | 36 | 1.00 | 1.05892 | 1.05985 | 1.05815 | ||
| 72 | 2009.12.14 18:10 | t/p | 36 | 1.00 | 1.05815 | 1.05985 | 1.05815 | 72.78 | 9376.54 |
| 73 | 2009.12.14 18:10 | sell | 37 | 1.00 | 1.05770 | 1.05863 | 1.05693 | ||
| 74 | 2009.12.14 19:16 | s/l | 37 | 1.00 | 1.05863 | 1.05863 | 1.05693 | -87.83 | 9288.71 |
| 75 | 2009.12.15 10:00 | buy | 38 | 1.00 | 1.06215 | 1.06122 | 1.06315 | ||
| 76 | 2009.12.15 10:02 | s/l | 38 | 1.00 | 1.06122 | 1.06122 | 1.06315 | -87.68 | 9201.03 |
| 77 | 2009.12.15 10:02 | buy | 39 | 1.00 | 1.06094 | 1.06001 | 1.06194 | ||
| 78 | 2009.12.15 10:15 | t/p | 39 | 1.00 | 1.06194 | 1.06001 | 1.06194 | 94.12 | 9295.15 |
| 79 | 2009.12.15 10:15 | buy | 40 | 1.00 | 1.06267 | 1.06174 | 1.06367 | ||
| 80 | 2009.12.15 10:45 | s/l | 40 | 1.00 | 1.06174 | 1.06174 | 1.06367 | -87.60 | 9207.55 |
| 81 | 2009.12.15 10:45 | buy | 41 | 1.00 | 1.06183 | 1.06090 | 1.06283 | ||
| 82 | 2009.12.15 10:50 | s/l | 41 | 1.00 | 1.06090 | 1.06090 | 1.06283 | -87.68 | 9119.87 |
| 83 | 2009.12.15 10:50 | buy | 42 | 1.00 | 1.06089 | 1.05996 | 1.06189 | ||
| 84 | 2009.12.15 11:02 | t/p | 42 | 1.00 | 1.06189 | 1.05996 | 1.06189 | 94.14 | 9214.01 |
| 85 | 2009.12.16 10:00 | sell | 43 | 1.00 | 1.05972 | 1.06065 | 1.05895 | ||
| 86 | 2009.12.16 10:20 | t/p | 43 | 1.00 | 1.05895 | 1.06065 | 1.05895 | 72.72 | 9286.73 |
| 87 | 2009.12.16 10:20 | sell | 44 | 1.00 | 1.05855 | 1.05948 | 1.05778 | ||
| 88 | 2009.12.16 10:32 | s/l | 44 | 1.00 | 1.05948 | 1.05948 | 1.05778 | -87.73 | 9199.00 |
| 89 | 2009.12.16 10:32 | sell | 45 | 1.00 | 1.05978 | 1.06071 | 1.05901 | ||
| 90 | 2009.12.16 10:50 | t/p | 45 | 1.00 | 1.05901 | 1.06071 | 1.05901 | 72.72 | 9271.72 |
| 91 | 2009.12.16 10:50 | sell | 46 | 1.00 | 1.05861 | 1.05954 | 1.05784 | ||
| 92 | 2009.12.16 11:10 | s/l | 46 | 1.00 | 1.05954 | 1.05954 | 1.05784 | -87.73 | 9183.99 |
| 93 | 2009.12.16 21:00 | buy | 47 | 1.00 | 1.06314 | 1.06221 | 1.06414 | ||
| 94 | 2009.12.16 21:15 | s/l | 47 | 1.00 | 1.06221 | 1.06221 | 1.06414 | -87.55 | 9096.44 |
| 95 | 2009.12.16 21:15 | buy | 48 | 1.00 | 1.06240 | 1.06147 | 1.06340 | ||
| 96 | 2009.12.16 21:20 | s/l | 48 | 1.00 | 1.06147 | 1.06147 | 1.06340 | -87.62 | 9008.82 |
| 97 | 2009.12.16 21:20 | buy | 49 | 1.00 | 1.06154 | 1.06061 | 1.06254 | ||
| 98 | 2009.12.16 21:50 | s/l | 49 | 1.00 | 1.06061 | 1.06061 | 1.06254 | -87.72 | 8921.10 |
| 99 | 2009.12.16 21:50 | buy | 50 | 1.00 | 1.06049 | 1.05956 | 1.06149 | ||
| 100 | 2009.12.17 00:20 | t/p | 50 | 1.00 | 1.06149 | 1.05956 | 1.06149 | 92.23 | 9013.33 |
| 101 | 2009.12.18 19:00 | sell | 51 | 1.00 | 1.06572 | 1.06665 | 1.06495 | ||
| 102 | 2009.12.18 19:15 | s/l | 51 | 1.00 | 1.06665 | 1.06665 | 1.06495 | -87.18 | 8926.15 |
| 103 | 2009.12.18 19:15 | sell | 52 | 1.00 | 1.06660 | 1.06753 | 1.06583 | ||
| 104 | 2009.12.18 19:50 | t/p | 52 | 1.00 | 1.06583 | 1.06753 | 1.06583 | 72.25 | 8998.40 |
| 105 | 2009.12.18 19:50 | sell | 53 | 1.00 | 1.06553 | 1.06646 | 1.06476 | ||
| 106 | 2009.12.18 19:59 | s/l | 53 | 1.00 | 1.06646 | 1.06646 | 1.06476 | -87.20 | 8911.20 |
| 107 | 2009.12.18 19:59 | sell | 54 | 1.00 | 1.06623 | 1.06716 | 1.06546 | ||
| 108 | 2009.12.18 20:45 | t/p | 54 | 1.00 | 1.06546 | 1.06716 | 1.06546 | 72.29 | 8983.49 |
| 109 | 2009.12.21 01:00 | buy | 55 | 1.00 | 1.06720 | 1.06627 | 1.06820 | ||
| 110 | 2009.12.21 01:20 | s/l | 55 | 1.00 | 1.06627 | 1.06627 | 1.06820 | -87.23 | 8896.26 |
| 111 | 2009.12.21 01:20 | buy | 56 | 1.00 | 1.06639 | 1.06546 | 1.06739 | ||
| 112 | 2009.12.21 01:50 | t/p | 56 | 1.00 | 1.06739 | 1.06546 | 1.06739 | 93.67 | 8989.93 |
| 113 | 2009.12.21 01:50 | buy | 57 | 1.00 | 1.06781 | 1.06688 | 1.06881 | ||
| 114 | 2009.12.21 02:32 | s/l | 57 | 1.00 | 1.06688 | 1.06688 | 1.06881 | -87.18 | 8902.75 |
| 115 | 2009.12.21 07:00 | buy | 58 | 1.00 | 1.06715 | 1.06622 | 1.06815 | ||
| 116 | 2009.12.21 07:50 | s/l | 58 | 1.00 | 1.06622 | 1.06622 | 1.06815 | -87.26 | 8815.49 |
| 117 | 2009.12.21 07:50 | buy | 59 | 1.00 | 1.06607 | 1.06514 | 1.06707 | ||
| 118 | 2009.12.21 08:26 | t/p | 59 | 1.00 | 1.06707 | 1.06514 | 1.06707 | 93.68 | 8909.17 |
| 119 | 2009.12.21 09:00 | buy | 60 | 1.00 | 1.06823 | 1.06730 | 1.06923 | ||
| 120 | 2009.12.21 09:26 | t/p | 60 | 1.00 | 1.06923 | 1.06730 | 1.06923 | 93.50 | 9002.67 |
| 121 | 2009.12.21 09:26 | buy | 61 | 1.00 | 1.06974 | 1.06881 | 1.07074 | ||
| 122 | 2009.12.21 09:50 | s/l | 61 | 1.00 | 1.06881 | 1.06881 | 1.07074 | -87.02 | 8915.65 |
| 123 | 2009.12.21 09:50 | buy | 62 | 1.00 | 1.06898 | 1.06805 | 1.06998 | ||
| 124 | 2009.12.21 10:33 | s/l | 62 | 1.00 | 1.06805 | 1.06805 | 1.06998 | -87.08 | 8828.57 |
| 125 | 2009.12.21 12:00 | sell | 63 | 1.00 | 1.06281 | 1.06374 | 1.06204 | ||
| 126 | 2009.12.21 12:20 | t/p | 63 | 1.00 | 1.06204 | 1.06374 | 1.06204 | 72.52 | 8901.09 |
| 127 | 2009.12.21 12:20 | sell | 64 | 1.00 | 1.06142 | 1.06235 | 1.06065 | ||
| 128 | 2009.12.21 12:27 | s/l | 64 | 1.00 | 1.06235 | 1.06235 | 1.06065 | -87.53 | 8813.56 |
| 129 | 2009.12.21 12:27 | sell | 65 | 1.00 | 1.06216 | 1.06309 | 1.06139 | ||
| 130 | 2009.12.21 12:45 | t/p | 65 | 1.00 | 1.06139 | 1.06309 | 1.06139 | 72.55 | 8886.11 |
| 131 | 2009.12.21 12:45 | sell | 66 | 1.00 | 1.06103 | 1.06196 | 1.06026 | ||
| 132 | 2009.12.21 13:10 | t/p | 66 | 1.00 | 1.06026 | 1.06196 | 1.06026 | 72.67 | 8958.78 |
| 133 | 2009.12.28 09:00 | buy | 67 | 1.00 | 1.04941 | 1.04848 | 1.05041 | ||
| 134 | 2009.12.28 09:20 | s/l | 67 | 1.00 | 1.04848 | 1.04848 | 1.05041 | -88.73 | 8870.05 |
| 135 | 2009.12.28 09:20 | buy | 68 | 1.00 | 1.04838 | 1.04745 | 1.04938 | ||
| 136 | 2009.12.28 10:20 | t/p | 68 | 1.00 | 1.04938 | 1.04745 | 1.04938 | 95.28 | 8965.33 |