Strategy Tester Report
SMC USD JPY cci test
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=10; Lots=1; InitialStop=10; TrailingStop=65; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1693.44 | Gross profit | 3590.87 | Gross loss | -5284.31 |
| Profit factor | 0.68 | Expected payoff | -41.30 | ||
| Absolute drawdown | 2521.33 | Maximal drawdown | 2798.40 (27.23%) | Relative drawdown | 27.23% (2798.40) |
| Total trades | 41 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 41 (60.98%) |
| Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
| Largest | profit trade | 642.35 | loss trade | -758.40 | |
| Average | profit trade | 143.63 | loss trade | -330.27 | |
| Maximum | consecutive wins (profit in money) | 6 (765.87) | consecutive losses (loss in money) | 3 (-1054.53) | |
| Maximal | consecutive profit (count of wins) | 1031.07 (3) | consecutive loss (count of losses) | -1054.53 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 15:00 | buy | 1 | 1.00 | 1.04802 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 19:00 | modify | 1 | 1.00 | 1.04802 | 1.04867 | 0.00000 | ||
| 3 | 2009.12.02 19:50 | s/l | 1 | 1.00 | 1.04867 | 1.04867 | 0.00000 | 62.00 | 10062.00 |
| 4 | 2009.12.02 20:00 | buy | 2 | 1.00 | 1.04923 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.02 21:00 | modify | 2 | 1.00 | 1.04923 | 1.05048 | 0.00000 | ||
| 6 | 2009.12.02 21:20 | s/l | 2 | 1.00 | 1.05048 | 1.05048 | 0.00000 | 119.01 | 10181.01 |
| 7 | 2009.12.02 22:00 | buy | 3 | 1.00 | 1.05042 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 05:00 | close | 3 | 1.00 | 1.04833 | 0.00000 | 0.00000 | -201.33 | 9979.68 |
| 9 | 2009.12.03 07:00 | buy | 4 | 1.00 | 1.05123 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 08:00 | close | 4 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -290.02 | 9689.66 |
| 11 | 2009.12.03 15:00 | buy | 5 | 1.00 | 1.05468 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.03 16:00 | modify | 5 | 1.00 | 1.05468 | 1.05481 | 0.00000 | ||
| 13 | 2009.12.03 16:50 | s/l | 5 | 1.00 | 1.05481 | 1.05481 | 0.00000 | 12.33 | 9701.99 |
| 14 | 2009.12.03 17:00 | buy | 6 | 1.00 | 1.05465 | 0.00000 | 0.00000 | ||
| 15 | 2009.12.03 23:00 | modify | 6 | 1.00 | 1.05465 | 1.05649 | 0.00000 | ||
| 16 | 2009.12.04 00:15 | s/l | 6 | 1.00 | 1.05649 | 1.05649 | 0.00000 | 173.50 | 9875.49 |
| 17 | 2009.12.04 01:00 | buy | 7 | 1.00 | 1.05614 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.04 02:00 | modify | 7 | 1.00 | 1.05614 | 1.05632 | 0.00000 | ||
| 19 | 2009.12.04 02:20 | s/l | 7 | 1.00 | 1.05632 | 1.05632 | 0.00000 | 17.04 | 9892.53 |
| 20 | 2009.12.04 03:00 | buy | 8 | 1.00 | 1.05649 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.04 07:00 | modify | 8 | 1.00 | 1.05649 | 1.05653 | 0.00000 | ||
| 22 | 2009.12.04 07:20 | s/l | 8 | 1.00 | 1.05653 | 1.05653 | 0.00000 | 3.79 | 9896.32 |
| 23 | 2009.12.04 21:00 | buy | 9 | 1.00 | 1.05956 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.07 08:00 | close | 9 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -524.36 | 9371.96 |
| 25 | 2009.12.07 11:00 | buy | 10 | 1.00 | 1.05939 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.07 12:00 | modify | 10 | 1.00 | 1.05939 | 1.06055 | 0.00000 | ||
| 27 | 2009.12.07 12:15 | s/l | 10 | 1.00 | 1.06055 | 1.06055 | 0.00000 | 109.38 | 9481.34 |
| 28 | 2009.12.07 13:00 | buy | 11 | 1.00 | 1.06285 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.07 16:00 | close | 11 | 1.00 | 1.05485 | 0.00000 | 0.00000 | -758.40 | 8722.94 |
| 30 | 2009.12.08 13:00 | buy | 12 | 1.00 | 1.05473 | 0.00000 | 0.00000 | ||
| 31 | 2009.12.08 15:00 | modify | 12 | 1.00 | 1.05473 | 1.05644 | 0.00000 | ||
| 32 | 2009.12.08 15:07 | s/l | 12 | 1.00 | 1.05644 | 1.05644 | 0.00000 | 161.87 | 8884.81 |
| 33 | 2009.12.08 16:00 | buy | 13 | 1.00 | 1.05974 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.08 19:00 | modify | 13 | 1.00 | 1.05974 | 1.06094 | 0.00000 | ||
| 35 | 2009.12.08 20:00 | modify | 13 | 1.00 | 1.05974 | 1.06350 | 0.00000 | ||
| 36 | 2009.12.08 20:07 | s/l | 13 | 1.00 | 1.06350 | 1.06350 | 0.00000 | 353.58 | 9238.39 |
| 37 | 2009.12.08 21:00 | buy | 14 | 1.00 | 1.06711 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.09 05:00 | close | 14 | 1.00 | 1.06143 | 0.00000 | 0.00000 | -535.79 | 8702.60 |
| 39 | 2009.12.10 07:00 | buy | 15 | 1.00 | 1.05754 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.10 11:00 | close | 15 | 1.00 | 1.05451 | 0.00000 | 0.00000 | -287.34 | 8415.26 |
| 41 | 2009.12.11 08:00 | buy | 16 | 1.00 | 1.05254 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.11 11:00 | close | 16 | 1.00 | 1.05011 | 0.00000 | 0.00000 | -231.40 | 8183.86 |
| 43 | 2009.12.11 17:00 | buy | 17 | 1.00 | 1.05510 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.11 18:00 | modify | 17 | 1.00 | 1.05510 | 1.05767 | 0.00000 | ||
| 45 | 2009.12.11 18:02 | s/l | 17 | 1.00 | 1.05767 | 1.05767 | 0.00000 | 243.16 | 8427.02 |
| 46 | 2009.12.11 19:00 | buy | 18 | 1.00 | 1.05894 | 0.00000 | 0.00000 | ||
| 47 | 2009.12.11 20:00 | modify | 18 | 1.00 | 1.05894 | 1.05984 | 0.00000 | ||
| 48 | 2009.12.11 21:00 | modify | 18 | 1.00 | 1.05894 | 1.06000 | 0.00000 | ||
| 49 | 2009.12.11 21:45 | s/l | 18 | 1.00 | 1.06000 | 1.06000 | 0.00000 | 100.03 | 8527.05 |
| 50 | 2009.12.11 22:00 | buy | 19 | 1.00 | 1.05995 | 0.00000 | 0.00000 | ||
| 51 | 2009.12.14 08:00 | close | 19 | 1.00 | 1.05811 | 0.00000 | 0.00000 | -174.55 | 8352.50 |
| 52 | 2009.12.14 11:00 | buy | 20 | 1.00 | 1.06246 | 0.00000 | 0.00000 | ||
| 53 | 2009.12.14 12:00 | modify | 20 | 1.00 | 1.06246 | 1.06384 | 0.00000 | ||
| 54 | 2009.12.14 13:00 | modify | 20 | 1.00 | 1.06246 | 1.06417 | 0.00000 | ||
| 55 | 2009.12.14 13:15 | s/l | 20 | 1.00 | 1.06417 | 1.06417 | 0.00000 | 160.69 | 8513.19 |
| 56 | 2009.12.14 14:00 | buy | 21 | 1.00 | 1.06411 | 0.00000 | 0.00000 | ||
| 57 | 2009.12.14 15:00 | modify | 21 | 1.00 | 1.06411 | 1.06479 | 0.00000 | ||
| 58 | 2009.12.14 15:10 | s/l | 21 | 1.00 | 1.06479 | 1.06479 | 0.00000 | 63.88 | 8577.07 |
| 59 | 2009.12.14 16:00 | buy | 22 | 1.00 | 1.06269 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.14 18:00 | close | 22 | 1.00 | 1.05892 | 0.00000 | 0.00000 | -356.02 | 8221.05 |
| 61 | 2009.12.15 11:00 | buy | 23 | 1.00 | 1.06166 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.15 12:00 | modify | 23 | 1.00 | 1.06166 | 1.06203 | 0.00000 | ||
| 63 | 2009.12.15 13:00 | modify | 23 | 1.00 | 1.06166 | 1.06254 | 0.00000 | ||
| 64 | 2009.12.15 14:00 | modify | 23 | 1.00 | 1.06166 | 1.06285 | 0.00000 | ||
| 65 | 2009.12.15 14:15 | s/l | 23 | 1.00 | 1.06285 | 1.06285 | 0.00000 | 111.97 | 8333.02 |
| 66 | 2009.12.15 15:00 | buy | 24 | 1.00 | 1.06111 | 0.00000 | 0.00000 | ||
| 67 | 2009.12.15 18:00 | modify | 24 | 1.00 | 1.06111 | 1.06142 | 0.00000 | ||
| 68 | 2009.12.15 18:10 | s/l | 24 | 1.00 | 1.06142 | 1.06142 | 0.00000 | 29.21 | 8362.23 |
| 69 | 2009.12.15 19:00 | buy | 25 | 1.00 | 1.06222 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.15 23:00 | close | 25 | 1.00 | 1.06090 | 0.00000 | 0.00000 | -124.42 | 8237.81 |
| 71 | 2009.12.16 09:00 | buy | 26 | 1.00 | 1.06223 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.16 10:00 | close | 26 | 1.00 | 1.05972 | 0.00000 | 0.00000 | -236.86 | 8000.95 |
| 73 | 2009.12.16 22:00 | buy | 27 | 1.00 | 1.06082 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.17 01:00 | modify | 27 | 1.00 | 1.06082 | 1.06127 | 0.00000 | ||
| 75 | 2009.12.17 01:20 | s/l | 27 | 1.00 | 1.06127 | 1.06127 | 0.00000 | 40.44 | 8041.39 |
| 76 | 2009.12.17 02:00 | buy | 28 | 1.00 | 1.06262 | 0.00000 | 0.00000 | ||
| 77 | 2009.12.17 03:00 | modify | 28 | 1.00 | 1.06262 | 1.06379 | 0.00000 | ||
| 78 | 2009.12.17 03:20 | s/l | 28 | 1.00 | 1.06379 | 1.06379 | 0.00000 | 110.06 | 8151.45 |
| 79 | 2009.12.17 04:00 | buy | 29 | 1.00 | 1.06667 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.17 05:00 | modify | 29 | 1.00 | 1.06667 | 1.06674 | 0.00000 | ||
| 81 | 2009.12.17 06:00 | modify | 29 | 1.00 | 1.06667 | 1.06807 | 0.00000 | ||
| 82 | 2009.12.17 07:00 | modify | 29 | 1.00 | 1.06667 | 1.06849 | 0.00000 | ||
| 83 | 2009.12.17 07:46 | s/l | 29 | 1.00 | 1.06849 | 1.06849 | 0.00000 | 170.43 | 8321.88 |
| 84 | 2009.12.17 08:00 | buy | 30 | 1.00 | 1.06891 | 0.00000 | 0.00000 | ||
| 85 | 2009.12.17 11:00 | modify | 30 | 1.00 | 1.06891 | 1.06984 | 0.00000 | ||
| 86 | 2009.12.17 12:00 | modify | 30 | 1.00 | 1.06891 | 1.07249 | 0.00000 | ||
| 87 | 2009.12.17 12:33 | s/l | 30 | 1.00 | 1.07249 | 1.07249 | 0.00000 | 333.89 | 8655.77 |
| 88 | 2009.12.17 13:00 | buy | 31 | 1.00 | 1.07102 | 0.00000 | 0.00000 | ||
| 89 | 2009.12.17 14:00 | modify | 31 | 1.00 | 1.07102 | 1.07145 | 0.00000 | ||
| 90 | 2009.12.17 15:00 | modify | 31 | 1.00 | 1.07102 | 1.07202 | 0.00000 | ||
| 91 | 2009.12.17 15:10 | s/l | 31 | 1.00 | 1.07202 | 1.07202 | 0.00000 | 93.30 | 8749.07 |
| 92 | 2009.12.17 16:00 | buy | 32 | 1.00 | 1.07030 | 0.00000 | 0.00000 | ||
| 93 | 2009.12.17 18:00 | modify | 32 | 1.00 | 1.07030 | 1.07049 | 0.00000 | ||
| 94 | 2009.12.17 19:50 | s/l | 32 | 1.00 | 1.07049 | 1.07049 | 0.00000 | 17.75 | 8766.82 |
| 95 | 2009.12.21 02:00 | buy | 33 | 1.00 | 1.06776 | 0.00000 | 0.00000 | ||
| 96 | 2009.12.21 06:00 | close | 33 | 1.00 | 1.06618 | 0.00000 | 0.00000 | -148.19 | 8618.63 |
| 97 | 2009.12.21 10:00 | buy | 34 | 1.00 | 1.06966 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.21 12:00 | close | 34 | 1.00 | 1.06281 | 0.00000 | 0.00000 | -644.52 | 7974.11 |
| 99 | 2009.12.22 00:00 | buy | 35 | 1.00 | 1.06324 | 0.00000 | 0.00000 | ||
| 100 | 2009.12.22 08:00 | close | 35 | 1.00 | 1.06074 | 0.00000 | 0.00000 | -235.68 | 7738.43 |
| 101 | 2009.12.28 00:00 | buy | 36 | 1.00 | 1.04812 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.28 02:00 | modify | 36 | 1.00 | 1.04812 | 1.04888 | 0.00000 | ||
| 103 | 2009.12.28 02:20 | s/l | 36 | 1.00 | 1.04888 | 1.04888 | 0.00000 | 72.49 | 7810.92 |
| 104 | 2009.12.28 10:00 | buy | 37 | 1.00 | 1.04837 | 0.00000 | 0.00000 | ||
| 105 | 2009.12.28 14:00 | close | 37 | 1.00 | 1.04647 | 0.00000 | 0.00000 | -181.56 | 7629.36 |
| 106 | 2009.12.29 21:00 | buy | 38 | 1.00 | 1.04345 | 0.00000 | 0.00000 | ||
| 107 | 2009.12.30 01:00 | modify | 38 | 1.00 | 1.04345 | 1.04361 | 0.00000 | ||
| 108 | 2009.12.30 02:00 | modify | 38 | 1.00 | 1.04345 | 1.04489 | 0.00000 | ||
| 109 | 2009.12.30 03:00 | modify | 38 | 1.00 | 1.04345 | 1.04549 | 0.00000 | ||
| 110 | 2009.12.30 04:00 | modify | 38 | 1.00 | 1.04345 | 1.04560 | 0.00000 | ||
| 111 | 2009.12.30 05:00 | modify | 38 | 1.00 | 1.04345 | 1.04797 | 0.00000 | ||
| 112 | 2009.12.30 06:00 | modify | 38 | 1.00 | 1.04345 | 1.04986 | 0.00000 | ||
| 113 | 2009.12.30 07:00 | modify | 38 | 1.00 | 1.04345 | 1.05020 | 0.00000 | ||
| 114 | 2009.12.30 07:15 | s/l | 38 | 1.00 | 1.05020 | 1.05020 | 0.00000 | 642.35 | 8271.71 |
| 115 | 2009.12.30 08:00 | buy | 39 | 1.00 | 1.04915 | 0.00000 | 0.00000 | ||
| 116 | 2009.12.30 16:00 | modify | 39 | 1.00 | 1.04915 | 1.05262 | 0.00000 | ||
| 117 | 2009.12.30 16:20 | s/l | 39 | 1.00 | 1.05262 | 1.05262 | 0.00000 | 329.75 | 8601.46 |
| 118 | 2009.12.30 17:00 | buy | 40 | 1.00 | 1.05090 | 0.00000 | 0.00000 | ||
| 119 | 2009.12.30 18:00 | modify | 40 | 1.00 | 1.05090 | 1.05152 | 0.00000 | ||
| 120 | 2009.12.30 18:07 | s/l | 40 | 1.00 | 1.05152 | 1.05152 | 0.00000 | 58.97 | 8660.43 |
| 121 | 2009.12.30 19:00 | buy | 41 | 1.00 | 1.05513 | 0.00000 | 0.00000 | ||
| 122 | 2009.12.31 03:00 | close | 41 | 1.00 | 1.05143 | 0.00000 | 0.00000 | -353.87 | 8306.56 |