Strategy Tester Report
SMC eur usd(28AUG05)
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TakeProfit=20; Lots=1; InitialStop=80; TrailingStop=40; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -7113.00 | Gross profit | 3565.00 | Gross loss | -10678.00 |
| Profit factor | 0.33 | Expected payoff | -229.45 | ||
| Absolute drawdown | 7185.00 | Maximal drawdown | 7536.00 (72.80%) | Relative drawdown | 72.80% (7536.00) |
| Total trades | 31 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 31 (22.58%) |
| Profit trades (% of total) | 7 (22.58%) | Loss trades (% of total) | 24 (77.42%) | ||
| Largest | profit trade | 1262.00 | loss trade | -1032.00 | |
| Average | profit trade | 509.29 | loss trade | -444.92 | |
| Maximum | consecutive wins (profit in money) | 3 (2028.00) | consecutive losses (loss in money) | 7 (-2521.00) | |
| Maximal | consecutive profit (count of wins) | 2028.00 (3) | consecutive loss (count of losses) | -3258.00 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
.gif)
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62056 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 18:00 | close | 1 | 1.00 | 1.61059 | 0.00000 | 0.00000 | -997.00 | 9003.00 |
| 3 | 2010.01.05 08:00 | buy | 2 | 1.00 | 1.61517 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.05 11:00 | close | 2 | 1.00 | 1.60486 | 0.00000 | 0.00000 | -1031.00 | 7972.00 |
| 5 | 2010.01.06 10:00 | buy | 3 | 1.00 | 1.60426 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.06 15:00 | close | 3 | 1.00 | 1.59680 | 0.00000 | 0.00000 | -746.00 | 7226.00 |
| 7 | 2010.01.06 22:00 | buy | 4 | 1.00 | 1.60219 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.07 07:00 | close | 4 | 1.00 | 1.59735 | 0.00000 | 0.00000 | -484.00 | 6742.00 |
| 9 | 2010.01.08 09:00 | buy | 5 | 1.00 | 1.59721 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.11 21:00 | close | 5 | 1.00 | 1.60983 | 0.00000 | 0.00000 | 1262.00 | 8004.00 |
| 11 | 2010.01.12 11:00 | buy | 6 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.13 02:00 | close | 6 | 1.00 | 1.61501 | 0.00000 | 0.00000 | 130.00 | 8134.00 |
| 13 | 2010.01.13 08:00 | buy | 7 | 1.00 | 1.62156 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.14 12:00 | close | 7 | 1.00 | 1.62792 | 0.00000 | 0.00000 | 636.00 | 8770.00 |
| 15 | 2010.01.14 18:00 | buy | 8 | 1.00 | 1.63202 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.15 04:00 | close | 8 | 1.00 | 1.63126 | 0.00000 | 0.00000 | -76.00 | 8694.00 |
| 17 | 2010.01.18 05:00 | buy | 9 | 1.00 | 1.63097 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.19 14:00 | close | 9 | 1.00 | 1.63330 | 0.00000 | 0.00000 | 233.00 | 8927.00 |
| 19 | 2010.01.21 01:00 | buy | 10 | 1.00 | 1.63030 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.21 04:00 | close | 10 | 1.00 | 1.62530 | 0.00000 | 0.00000 | -500.00 | 8427.00 |
| 21 | 2010.01.22 05:00 | buy | 11 | 1.00 | 1.62152 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.22 14:00 | close | 11 | 1.00 | 1.61120 | 0.00000 | 0.00000 | -1032.00 | 7395.00 |
| 23 | 2010.01.25 09:00 | buy | 12 | 1.00 | 1.61411 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.26 07:00 | close | 12 | 1.00 | 1.62055 | 0.00000 | 0.00000 | 644.00 | 8039.00 |
| 25 | 2010.01.27 12:00 | buy | 13 | 1.00 | 1.62098 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.27 21:00 | close | 13 | 1.00 | 1.61725 | 0.00000 | 0.00000 | -373.00 | 7666.00 |
| 27 | 2010.01.28 05:00 | buy | 14 | 1.00 | 1.62124 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.28 18:00 | close | 14 | 1.00 | 1.61451 | 0.00000 | 0.00000 | -673.00 | 6993.00 |
| 29 | 2010.02.01 21:00 | buy | 15 | 1.00 | 1.59551 | 0.00000 | 0.00000 | ||
| 30 | 2010.02.02 06:00 | close | 15 | 1.00 | 1.59298 | 0.00000 | 0.00000 | -253.00 | 6740.00 |
| 31 | 2010.02.02 09:00 | buy | 16 | 1.00 | 1.59515 | 0.00000 | 0.00000 | ||
| 32 | 2010.02.02 11:00 | close | 16 | 1.00 | 1.59242 | 0.00000 | 0.00000 | -273.00 | 6467.00 |
| 33 | 2010.02.02 17:00 | buy | 17 | 1.00 | 1.59690 | 0.00000 | 0.00000 | ||
| 34 | 2010.02.03 14:00 | close | 17 | 1.00 | 1.59632 | 0.00000 | 0.00000 | -58.00 | 6409.00 |
| 35 | 2010.02.08 17:00 | buy | 18 | 1.00 | 1.56409 | 0.00000 | 0.00000 | ||
| 36 | 2010.02.09 00:00 | close | 18 | 1.00 | 1.55889 | 0.00000 | 0.00000 | -520.00 | 5889.00 |
| 37 | 2010.02.09 07:00 | buy | 19 | 1.00 | 1.56119 | 0.00000 | 0.00000 | ||
| 38 | 2010.02.09 12:00 | close | 19 | 1.00 | 1.55748 | 0.00000 | 0.00000 | -371.00 | 5518.00 |
| 39 | 2010.02.09 15:00 | buy | 20 | 1.00 | 1.56243 | 0.00000 | 0.00000 | ||
| 40 | 2010.02.10 06:00 | close | 20 | 1.00 | 1.56744 | 0.00000 | 0.00000 | 501.00 | 6019.00 |
| 41 | 2010.02.11 04:00 | buy | 21 | 1.00 | 1.56426 | 0.00000 | 0.00000 | ||
| 42 | 2010.02.11 10:00 | close | 21 | 1.00 | 1.55789 | 0.00000 | 0.00000 | -637.00 | 5382.00 |
| 43 | 2010.02.11 19:00 | buy | 22 | 1.00 | 1.56805 | 0.00000 | 0.00000 | ||
| 44 | 2010.02.12 12:00 | close | 22 | 1.00 | 1.56142 | 0.00000 | 0.00000 | -663.00 | 4719.00 |
| 45 | 2010.02.12 20:00 | buy | 23 | 1.00 | 1.56744 | 0.00000 | 0.00000 | ||
| 46 | 2010.02.15 07:00 | close | 23 | 1.00 | 1.56467 | 0.00000 | 0.00000 | -277.00 | 4442.00 |
| 47 | 2010.02.15 11:00 | buy | 24 | 1.00 | 1.56745 | 0.00000 | 0.00000 | ||
| 48 | 2010.02.15 18:00 | close | 24 | 1.00 | 1.56623 | 0.00000 | 0.00000 | -122.00 | 4320.00 |
| 49 | 2010.02.16 03:00 | buy | 25 | 1.00 | 1.56839 | 0.00000 | 0.00000 | ||
| 50 | 2010.02.16 15:00 | close | 25 | 1.00 | 1.56747 | 0.00000 | 0.00000 | -92.00 | 4228.00 |
| 51 | 2010.02.16 19:00 | buy | 26 | 1.00 | 1.57744 | 0.00000 | 0.00000 | ||
| 52 | 2010.02.17 13:00 | close | 26 | 1.00 | 1.57648 | 0.00000 | 0.00000 | -96.00 | 4132.00 |
| 53 | 2010.02.19 19:00 | buy | 27 | 1.00 | 1.54565 | 0.00000 | 0.00000 | ||
| 54 | 2010.02.22 11:00 | close | 27 | 1.00 | 1.54724 | 0.00000 | 0.00000 | 159.00 | 4291.00 |
| 55 | 2010.02.22 15:00 | buy | 28 | 1.00 | 1.54775 | 0.00000 | 0.00000 | ||
| 56 | 2010.02.23 12:00 | close | 28 | 1.00 | 1.54125 | 0.00000 | 0.00000 | -650.00 | 3641.00 |
| 57 | 2010.02.24 04:00 | buy | 29 | 1.00 | 1.54554 | 0.00000 | 0.00000 | ||
| 58 | 2010.02.24 10:00 | close | 29 | 1.00 | 1.54312 | 0.00000 | 0.00000 | -242.00 | 3399.00 |
| 59 | 2010.02.24 13:00 | buy | 30 | 1.00 | 1.54499 | 0.00000 | 0.00000 | ||
| 60 | 2010.02.24 15:00 | close | 30 | 1.00 | 1.54131 | 0.00000 | 0.00000 | -368.00 | 3031.00 |
| 61 | 2010.02.26 21:00 | buy | 31 | 1.00 | 1.52498 | 0.00000 | 0.00000 | ||
| 62 | 2010.02.26 22:56 | close at stop | 31 | 1.00 | 1.52354 | 0.00000 | 0.00000 | -144.00 | 2887.00 |