Strategy Tester Report
SMARTASS2
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=1; TakeProfit=1500; TrailingStop=2000; StopLoss=200; Slippage=5; MaximumRisk=0.3; StartTrading=0; EndTrading=24; UseMM=false; MagicNumber=655321; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -17.78 | Gross profit | 5984.27 | Gross loss | -6002.04 |
| Profit factor | 1.00 | Expected payoff | -0.36 | ||
| Absolute drawdown | 1762.51 | Maximal drawdown | 2881.95 (25.73%) | Relative drawdown | 25.73% (2881.95) |
| Total trades | 50 | Short positions (won %) | 22 (40.91%) | Long positions (won %) | 28 (17.86%) |
| Profit trades (% of total) | 14 (28.00%) | Loss trades (% of total) | 36 (72.00%) | ||
| Largest | profit trade | 1407.63 | loss trade | -192.44 | |
| Average | profit trade | 427.45 | loss trade | -166.72 | |
| Maximum | consecutive wins (profit in money) | 4 (1562.82) | consecutive losses (loss in money) | 10 (-1591.91) | |
| Maximal | consecutive profit (count of wins) | 2414.03 (3) | consecutive loss (count of losses) | -1591.91 (10) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | sell | 1 | 1.00 | 1.04689 | 1.04889 | 1.03189 | ||
| 2 | 2009.12.01 22:00 | close | 1 | 1.00 | 1.04686 | 1.04889 | 1.03189 | 2.87 | 10002.87 |
| 3 | 2009.12.01 23:00 | buy | 2 | 1.00 | 1.04619 | 1.04419 | 1.06119 | ||
| 4 | 2009.12.02 04:37 | s/l | 2 | 1.00 | 1.04419 | 1.04419 | 1.06119 | -192.20 | 9810.67 |
| 5 | 2009.12.03 09:00 | sell | 3 | 1.00 | 1.04633 | 1.04833 | 1.03133 | ||
| 6 | 2009.12.03 09:20 | s/l | 3 | 1.00 | 1.04833 | 1.04833 | 1.03133 | -190.77 | 9619.90 |
| 7 | 2009.12.03 09:20 | sell | 4 | 1.00 | 1.04816 | 1.05016 | 1.03316 | ||
| 8 | 2009.12.03 11:33 | s/l | 4 | 1.00 | 1.05016 | 1.05016 | 1.03316 | -190.43 | 9429.47 |
| 9 | 2009.12.04 00:00 | buy | 5 | 1.00 | 1.05712 | 1.05512 | 1.07212 | ||
| 10 | 2009.12.04 05:00 | close | 5 | 1.00 | 1.05586 | 1.05512 | 1.07212 | -119.33 | 9310.14 |
| 11 | 2009.12.04 08:00 | sell | 6 | 1.00 | 1.05529 | 1.05729 | 1.04029 | ||
| 12 | 2009.12.04 11:00 | close | 6 | 1.00 | 1.05490 | 1.05729 | 1.04029 | 36.97 | 9347.11 |
| 13 | 2009.12.04 13:00 | sell | 7 | 1.00 | 1.05225 | 1.05425 | 1.03725 | ||
| 14 | 2009.12.04 17:37 | s/l | 7 | 1.00 | 1.05425 | 1.05425 | 1.03725 | -189.68 | 9157.43 |
| 15 | 2009.12.04 22:00 | buy | 8 | 1.00 | 1.05808 | 1.05608 | 1.07308 | ||
| 16 | 2009.12.07 00:00 | s/l | 8 | 1.00 | 1.05608 | 1.05608 | 1.07308 | -190.13 | 8967.30 |
| 17 | 2009.12.07 10:00 | buy | 9 | 1.00 | 1.06409 | 1.06209 | 1.07909 | ||
| 18 | 2009.12.07 10:15 | s/l | 9 | 1.00 | 1.06209 | 1.06209 | 1.07909 | -188.31 | 8778.99 |
| 19 | 2009.12.07 10:15 | buy | 10 | 1.00 | 1.06231 | 1.06031 | 1.07731 | ||
| 20 | 2009.12.07 10:45 | s/l | 10 | 1.00 | 1.06031 | 1.06031 | 1.07731 | -188.72 | 8590.27 |
| 21 | 2009.12.07 10:45 | buy | 11 | 1.00 | 1.05996 | 1.05796 | 1.07496 | ||
| 22 | 2009.12.07 14:30 | s/l | 11 | 1.00 | 1.05796 | 1.05796 | 1.07496 | -189.04 | 8401.23 |
| 23 | 2009.12.07 16:00 | sell | 12 | 1.00 | 1.05485 | 1.05685 | 1.03985 | ||
| 24 | 2009.12.08 07:00 | close | 12 | 1.00 | 1.05067 | 1.05685 | 1.03985 | 397.46 | 8798.70 |
| 25 | 2009.12.08 11:00 | buy | 13 | 1.00 | 1.05040 | 1.04840 | 1.06540 | ||
| 26 | 2009.12.08 20:20 | t/p | 13 | 1.00 | 1.06540 | 1.04840 | 1.06540 | 1407.63 | 10206.33 |
| 27 | 2009.12.09 10:00 | sell | 14 | 1.00 | 1.06207 | 1.06407 | 1.04707 | ||
| 28 | 2009.12.10 05:00 | close | 14 | 1.00 | 1.05563 | 1.06407 | 1.04707 | 608.93 | 10815.26 |
| 29 | 2009.12.10 07:00 | buy | 15 | 1.00 | 1.05748 | 1.05548 | 1.07248 | ||
| 30 | 2009.12.10 07:59 | s/l | 15 | 1.00 | 1.05548 | 1.05548 | 1.07248 | -189.50 | 10625.76 |
| 31 | 2009.12.10 07:59 | buy | 16 | 1.00 | 1.05560 | 1.05360 | 1.07060 | ||
| 32 | 2009.12.10 08:00 | close | 16 | 1.00 | 1.05532 | 1.05360 | 1.07060 | -26.53 | 10599.23 |
| 33 | 2009.12.10 09:00 | buy | 17 | 1.00 | 1.05694 | 1.05494 | 1.07194 | ||
| 34 | 2009.12.10 09:20 | s/l | 17 | 1.00 | 1.05494 | 1.05494 | 1.07194 | -189.66 | 10409.57 |
| 35 | 2009.12.10 09:20 | buy | 18 | 1.00 | 1.05473 | 1.05273 | 1.06973 | ||
| 36 | 2009.12.10 11:20 | s/l | 18 | 1.00 | 1.05273 | 1.05273 | 1.06973 | -190.12 | 10219.45 |
| 37 | 2009.12.10 14:00 | sell | 19 | 1.00 | 1.05017 | 1.05217 | 1.03517 | ||
| 38 | 2009.12.10 16:15 | s/l | 19 | 1.00 | 1.05217 | 1.05217 | 1.03517 | -189.90 | 10029.55 |
| 39 | 2009.12.10 19:00 | buy | 20 | 1.00 | 1.05365 | 1.05165 | 1.06865 | ||
| 40 | 2009.12.10 19:50 | s/l | 20 | 1.00 | 1.05165 | 1.05165 | 1.06865 | -190.26 | 9839.29 |
| 41 | 2009.12.10 19:50 | buy | 21 | 1.00 | 1.05145 | 1.04945 | 1.06645 | ||
| 42 | 2009.12.10 23:00 | close | 21 | 1.00 | 1.05147 | 1.04945 | 1.06645 | 1.90 | 9841.19 |
| 43 | 2009.12.11 04:00 | buy | 22 | 1.00 | 1.05118 | 1.04918 | 1.06618 | ||
| 44 | 2009.12.11 12:00 | close | 22 | 1.00 | 1.04989 | 1.04918 | 1.06618 | -122.87 | 9718.32 |
| 45 | 2009.12.11 14:00 | sell | 23 | 1.00 | 1.04922 | 1.05122 | 1.03422 | ||
| 46 | 2009.12.11 15:10 | s/l | 23 | 1.00 | 1.05122 | 1.05122 | 1.03422 | -190.18 | 9528.14 |
| 47 | 2009.12.11 16:00 | buy | 24 | 1.00 | 1.05270 | 1.05070 | 1.06770 | ||
| 48 | 2009.12.14 06:00 | close | 24 | 1.00 | 1.05931 | 1.05070 | 1.06770 | 623.33 | 10151.47 |
| 49 | 2009.12.14 12:00 | buy | 25 | 1.00 | 1.06471 | 1.06271 | 1.07971 | ||
| 50 | 2009.12.14 15:45 | s/l | 25 | 1.00 | 1.06271 | 1.06271 | 1.07971 | -188.21 | 9963.26 |
| 51 | 2009.12.14 17:00 | sell | 26 | 1.00 | 1.06083 | 1.06283 | 1.04583 | ||
| 52 | 2009.12.15 09:50 | s/l | 26 | 1.00 | 1.06283 | 1.06283 | 1.04583 | -188.55 | 9774.72 |
| 53 | 2009.12.15 12:00 | buy | 27 | 1.00 | 1.06290 | 1.06090 | 1.07790 | ||
| 54 | 2009.12.15 14:50 | s/l | 27 | 1.00 | 1.06090 | 1.06090 | 1.07790 | -188.74 | 9585.98 |
| 55 | 2009.12.16 05:00 | sell | 28 | 1.00 | 1.06102 | 1.06302 | 1.04602 | ||
| 56 | 2009.12.16 09:00 | close | 28 | 1.00 | 1.06217 | 1.06302 | 1.04602 | -108.27 | 9477.71 |
| 57 | 2009.12.16 10:00 | sell | 29 | 1.00 | 1.05972 | 1.06172 | 1.04472 | ||
| 58 | 2009.12.16 11:20 | s/l | 29 | 1.00 | 1.06172 | 1.06172 | 1.04472 | -188.35 | 9289.36 |
| 59 | 2009.12.16 22:00 | buy | 30 | 1.00 | 1.06076 | 1.05876 | 1.07576 | ||
| 60 | 2009.12.17 17:00 | close | 30 | 1.00 | 1.06908 | 1.05876 | 1.07576 | 776.27 | 10065.62 |
| 61 | 2009.12.17 19:00 | sell | 31 | 1.00 | 1.07114 | 1.07314 | 1.05614 | ||
| 62 | 2009.12.18 18:00 | close | 31 | 1.00 | 1.06796 | 1.07314 | 1.05614 | 297.38 | 10363.01 |
| 63 | 2009.12.18 22:00 | buy | 32 | 1.00 | 1.06600 | 1.06400 | 1.08100 | ||
| 64 | 2009.12.21 11:15 | s/l | 32 | 1.00 | 1.06400 | 1.06400 | 1.08100 | -188.67 | 10174.34 |
| 65 | 2009.12.21 13:00 | sell | 33 | 1.00 | 1.06085 | 1.06285 | 1.04585 | ||
| 66 | 2009.12.21 19:15 | s/l | 33 | 1.00 | 1.06285 | 1.06285 | 1.04585 | -188.17 | 9986.17 |
| 67 | 2009.12.21 23:00 | buy | 34 | 1.00 | 1.06226 | 1.06026 | 1.07726 | ||
| 68 | 2009.12.22 02:00 | close | 34 | 1.00 | 1.06179 | 1.06026 | 1.07726 | -44.92 | 9941.25 |
| 69 | 2009.12.22 03:00 | buy | 35 | 1.00 | 1.06216 | 1.06016 | 1.07716 | ||
| 70 | 2009.12.22 08:15 | s/l | 35 | 1.00 | 1.06016 | 1.06016 | 1.07716 | -188.68 | 9752.57 |
| 71 | 2009.12.22 15:00 | sell | 36 | 1.00 | 1.05656 | 1.05856 | 1.04156 | ||
| 72 | 2009.12.22 15:20 | s/l | 36 | 1.00 | 1.05856 | 1.05856 | 1.04156 | -188.84 | 9563.73 |
| 73 | 2009.12.22 15:20 | sell | 37 | 1.00 | 1.05887 | 1.06087 | 1.04387 | ||
| 74 | 2009.12.22 16:45 | s/l | 37 | 1.00 | 1.06087 | 1.06087 | 1.04387 | -188.45 | 9375.28 |
| 75 | 2009.12.22 18:00 | sell | 38 | 1.00 | 1.05524 | 1.05724 | 1.04024 | ||
| 76 | 2009.12.22 21:40 | s/l | 38 | 1.00 | 1.05724 | 1.05724 | 1.04024 | -189.11 | 9186.17 |
| 77 | 2009.12.23 07:00 | buy | 39 | 1.00 | 1.05651 | 1.05451 | 1.07151 | ||
| 78 | 2009.12.23 08:00 | close | 39 | 1.00 | 1.05614 | 1.05451 | 1.07151 | -35.03 | 9151.14 |
| 79 | 2009.12.23 11:00 | buy | 40 | 1.00 | 1.05597 | 1.05397 | 1.07097 | ||
| 80 | 2009.12.23 12:20 | s/l | 40 | 1.00 | 1.05397 | 1.05397 | 1.07097 | -189.90 | 8961.24 |
| 81 | 2009.12.23 14:00 | sell | 41 | 1.00 | 1.04923 | 1.05123 | 1.03423 | ||
| 82 | 2009.12.23 14:46 | s/l | 41 | 1.00 | 1.05123 | 1.05123 | 1.03423 | -190.14 | 8771.10 |
| 83 | 2009.12.23 14:46 | sell | 42 | 1.00 | 1.05165 | 1.05365 | 1.03665 | ||
| 84 | 2009.12.24 01:00 | close | 42 | 1.00 | 1.04882 | 1.05365 | 1.03665 | 268.70 | 9039.80 |
| 85 | 2009.12.24 06:00 | buy | 43 | 1.00 | 1.04916 | 1.04716 | 1.06416 | ||
| 86 | 2009.12.24 07:00 | close | 43 | 1.00 | 1.04868 | 1.04716 | 1.06416 | -45.77 | 8994.03 |
| 87 | 2009.12.24 10:00 | buy | 44 | 1.00 | 1.04812 | 1.04612 | 1.06312 | ||
| 88 | 2009.12.24 11:10 | s/l | 44 | 1.00 | 1.04612 | 1.04612 | 1.06312 | -191.20 | 8802.83 |
| 89 | 2009.12.24 15:00 | buy | 45 | 1.00 | 1.04860 | 1.04660 | 1.06360 | ||
| 90 | 2009.12.28 03:45 | s/l | 45 | 1.00 | 1.04660 | 1.04660 | 1.06360 | -192.44 | 8610.40 |
| 91 | 2009.12.28 09:00 | buy | 46 | 1.00 | 1.04940 | 1.04740 | 1.06440 | ||
| 92 | 2009.12.28 12:20 | s/l | 46 | 1.00 | 1.04740 | 1.04740 | 1.06440 | -190.99 | 8419.41 |
| 93 | 2009.12.28 15:00 | sell | 47 | 1.00 | 1.04523 | 1.04723 | 1.03023 | ||
| 94 | 2009.12.29 03:00 | close | 47 | 1.00 | 1.04392 | 1.04723 | 1.03023 | 125.11 | 8544.52 |
| 95 | 2009.12.29 10:00 | sell | 48 | 1.00 | 1.04049 | 1.04249 | 1.02549 | ||
| 96 | 2009.12.29 16:00 | close | 48 | 1.00 | 1.03927 | 1.04249 | 1.02549 | 117.39 | 8661.91 |
| 97 | 2009.12.29 18:00 | buy | 49 | 1.00 | 1.04033 | 1.03833 | 1.05533 | ||
| 98 | 2009.12.30 12:00 | close | 49 | 1.00 | 1.04725 | 1.03833 | 1.05533 | 660.12 | 9322.03 |
| 99 | 2009.12.31 02:00 | sell | 50 | 1.00 | 1.05358 | 1.05558 | 1.03858 | ||
| 100 | 2009.12.31 18:57 | close at stop | 50 | 1.00 | 1.04667 | 1.05558 | 1.03858 | 660.19 | 9982.22 |