Strategy Tester Report
SMC HiLo v1
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=50; Lots=0.1; InitialStop=10; TrailingStop=10; SetHour=13; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -373.20 | Gross profit | 235.00 | Gross loss | -608.20 |
Profit factor | 0.39 | Expected payoff | -5.74 | ||
Absolute drawdown | 373.20 | Maximal drawdown | 373.20 (3.73%) | Relative drawdown | 3.73% (373.20) |
Total trades | 65 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 65 (35.38%) |
Profit trades (% of total) | 23 (35.38%) | Loss trades (% of total) | 42 (64.62%) | ||
Largest | profit trade | 35.70 | loss trade | -52.30 | |
Average | profit trade | 10.22 | loss trade | -14.48 | |
Maximum | consecutive wins (profit in money) | 3 (6.60) | consecutive losses (loss in money) | 8 (-103.20) | |
Maximal | consecutive profit (count of wins) | 44.20 (2) | consecutive loss (count of losses) | -103.20 (8) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:00 | buy | 1 | 0.10 | 1.62253 | 1.61730 | 1.62283 | ||
2 | 2010.01.04 13:20 | s/l | 1 | 0.10 | 1.61730 | 1.61730 | 1.62283 | -52.30 | 9947.70 |
3 | 2010.01.04 13:27 | buy | 2 | 0.10 | 1.61819 | 1.61730 | 1.62283 | ||
4 | 2010.01.04 13:27 | s/l | 2 | 0.10 | 1.61730 | 1.61730 | 1.62283 | -8.90 | 9938.80 |
5 | 2010.01.05 13:00 | buy | 3 | 0.10 | 1.60172 | 1.59863 | 1.60267 | ||
6 | 2010.01.05 13:40 | t/p | 3 | 0.10 | 1.60267 | 1.59863 | 1.60267 | 9.50 | 9948.30 |
7 | 2010.01.06 13:00 | buy | 4 | 0.10 | 1.59872 | 1.59771 | 1.60140 | ||
8 | 2010.01.06 13:20 | s/l | 4 | 0.10 | 1.59771 | 1.59771 | 1.60140 | -10.10 | 9938.20 |
9 | 2010.01.06 13:32 | buy | 5 | 0.10 | 1.59857 | 1.59771 | 1.60140 | ||
10 | 2010.01.06 13:40 | s/l | 5 | 0.10 | 1.59771 | 1.59771 | 1.60140 | -8.60 | 9929.60 |
11 | 2010.01.07 13:00 | buy | 6 | 0.10 | 1.59124 | 1.58946 | 1.59319 | ||
12 | 2010.01.07 15:10 | t/p | 6 | 0.10 | 1.59319 | 1.58946 | 1.59319 | 19.50 | 9949.10 |
13 | 2010.01.08 13:00 | buy | 7 | 0.10 | 1.60131 | 1.59995 | 1.60231 | ||
14 | 2010.01.08 13:15 | s/l | 7 | 0.10 | 1.59995 | 1.59995 | 1.60231 | -13.60 | 9935.50 |
15 | 2010.01.08 13:32 | buy | 8 | 0.10 | 1.60083 | 1.59995 | 1.60231 | ||
16 | 2010.01.08 13:40 | s/l | 8 | 0.10 | 1.59995 | 1.59995 | 1.60231 | -8.80 | 9926.70 |
17 | 2010.01.11 13:00 | buy | 9 | 0.10 | 1.61806 | 1.61632 | 1.61942 | ||
18 | 2010.01.11 13:50 | s/l | 9 | 0.10 | 1.61632 | 1.61632 | 1.61942 | -17.40 | 9909.30 |
19 | 2010.01.11 13:52 | buy | 10 | 0.10 | 1.61720 | 1.61632 | 1.61942 | ||
20 | 2010.01.11 14:10 | s/l | 10 | 0.10 | 1.61632 | 1.61632 | 1.61942 | -8.80 | 9900.50 |
21 | 2010.01.12 13:00 | buy | 11 | 0.10 | 1.61446 | 1.61096 | 1.61473 | ||
22 | 2010.01.12 13:15 | t/p | 11 | 0.10 | 1.61473 | 1.61096 | 1.61473 | 2.70 | 9903.20 |
23 | 2010.01.13 13:00 | buy | 12 | 0.10 | 1.62823 | 1.62326 | 1.62826 | ||
24 | 2010.01.13 13:15 | t/p | 12 | 0.10 | 1.62826 | 1.62326 | 1.62826 | 0.30 | 9903.50 |
25 | 2010.01.13 13:50 | buy | 13 | 0.10 | 1.62790 | 1.62326 | 1.62826 | ||
26 | 2010.01.13 14:15 | t/p | 13 | 0.10 | 1.62826 | 1.62326 | 1.62826 | 3.60 | 9907.10 |
27 | 2010.01.14 13:00 | buy | 14 | 0.10 | 1.62751 | 1.62606 | 1.62871 | ||
28 | 2010.01.14 13:15 | s/l | 14 | 0.10 | 1.62606 | 1.62606 | 1.62871 | -14.50 | 9892.60 |
29 | 2010.01.14 13:32 | buy | 15 | 0.10 | 1.62747 | 1.62606 | 1.62871 | ||
30 | 2010.01.14 13:45 | s/l | 15 | 0.10 | 1.62606 | 1.62606 | 1.62871 | -14.10 | 9878.50 |
31 | 2010.01.15 13:00 | buy | 16 | 0.10 | 1.62937 | 1.62679 | 1.62976 | ||
32 | 2010.01.15 13:10 | t/p | 16 | 0.10 | 1.62976 | 1.62679 | 1.62976 | 3.90 | 9882.40 |
33 | 2010.01.18 13:00 | buy | 17 | 0.10 | 1.63415 | 1.63238 | 1.63580 | ||
34 | 2010.01.18 14:20 | s/l | 17 | 0.10 | 1.63238 | 1.63238 | 1.63580 | -17.70 | 9864.70 |
35 | 2010.01.19 13:00 | buy | 18 | 0.10 | 1.63436 | 1.63333 | 1.63896 | ||
36 | 2010.01.19 13:10 | s/l | 18 | 0.10 | 1.63333 | 1.63333 | 1.63896 | -10.30 | 9854.40 |
37 | 2010.01.20 13:00 | buy | 19 | 0.10 | 1.62806 | 1.62508 | 1.62969 | ||
38 | 2010.01.20 13:20 | s/l | 19 | 0.10 | 1.62508 | 1.62508 | 1.62969 | -29.80 | 9824.60 |
39 | 2010.01.20 13:27 | buy | 20 | 0.10 | 1.62612 | 1.62508 | 1.62969 | ||
40 | 2010.01.20 15:50 | t/p | 20 | 0.10 | 1.62969 | 1.62508 | 1.62969 | 35.70 | 9860.30 |
41 | 2010.01.21 13:02 | buy | 21 | 0.10 | 1.61571 | 1.61240 | 1.61546 | ||
42 | 2010.01.21 13:10 | t/p | 21 | 0.10 | 1.61546 | 1.61240 | 1.61546 | -2.50 | 9857.80 |
43 | 2010.01.22 13:00 | buy | 22 | 0.10 | 1.61818 | 1.61638 | 1.62491 | ||
44 | 2010.01.22 13:15 | s/l | 22 | 0.10 | 1.61638 | 1.61638 | 1.62491 | -18.00 | 9839.80 |
45 | 2010.01.25 13:20 | buy | 23 | 0.10 | 1.61587 | 1.61454 | 1.61757 | ||
46 | 2010.01.25 13:27 | s/l | 23 | 0.10 | 1.61454 | 1.61454 | 1.61757 | -13.30 | 9826.50 |
47 | 2010.01.25 13:27 | buy | 24 | 0.10 | 1.61585 | 1.61454 | 1.61757 | ||
48 | 2010.01.25 13:40 | s/l | 24 | 0.10 | 1.61454 | 1.61454 | 1.61757 | -13.10 | 9813.40 |
49 | 2010.01.26 13:00 | buy | 25 | 0.10 | 1.61216 | 1.61009 | 1.61329 | ||
50 | 2010.01.26 13:45 | t/p | 25 | 0.10 | 1.61329 | 1.61009 | 1.61329 | 11.30 | 9824.70 |
51 | 2010.01.27 13:00 | buy | 26 | 0.10 | 1.62311 | 1.62000 | 1.62305 | ||
52 | 2010.01.27 13:10 | t/p | 26 | 0.10 | 1.62305 | 1.62000 | 1.62305 | -0.60 | 9824.10 |
53 | 2010.01.27 13:50 | buy | 27 | 0.10 | 1.62276 | 1.62000 | 1.62305 | ||
54 | 2010.01.27 14:07 | t/p | 27 | 0.10 | 1.62305 | 1.62000 | 1.62305 | 2.90 | 9827.00 |
55 | 2010.01.28 13:00 | buy | 28 | 0.10 | 1.62488 | 1.62268 | 1.62644 | ||
56 | 2010.01.28 15:45 | s/l | 28 | 0.10 | 1.62268 | 1.62268 | 1.62644 | -22.00 | 9805.00 |
57 | 2010.01.29 13:00 | buy | 29 | 0.10 | 1.61418 | 1.61306 | 1.61639 | ||
58 | 2010.01.29 13:10 | s/l | 29 | 0.10 | 1.61306 | 1.61306 | 1.61639 | -11.20 | 9793.80 |
59 | 2010.02.01 13:00 | buy | 30 | 0.10 | 1.58841 | 1.58550 | 1.58889 | ||
60 | 2010.02.01 13:45 | t/p | 30 | 0.10 | 1.58889 | 1.58550 | 1.58889 | 4.80 | 9798.60 |
61 | 2010.02.02 13:00 | buy | 31 | 0.10 | 1.59442 | 1.59125 | 1.59494 | ||
62 | 2010.02.02 14:20 | t/p | 31 | 0.10 | 1.59494 | 1.59125 | 1.59494 | 5.20 | 9803.80 |
63 | 2010.02.03 13:02 | buy | 32 | 0.10 | 1.59857 | 1.59764 | 1.60095 | ||
64 | 2010.02.03 13:10 | s/l | 32 | 0.10 | 1.59764 | 1.59764 | 1.60095 | -9.30 | 9794.50 |
65 | 2010.02.04 13:00 | buy | 33 | 0.10 | 1.58246 | 1.58041 | 1.58546 | ||
66 | 2010.02.04 13:15 | t/p | 33 | 0.10 | 1.58546 | 1.58041 | 1.58546 | 30.00 | 9824.50 |
67 | 2010.02.04 13:17 | buy | 34 | 0.10 | 1.58565 | 1.58041 | 1.58546 | ||
68 | 2010.02.04 13:20 | t/p | 34 | 0.10 | 1.58546 | 1.58041 | 1.58546 | -1.90 | 9822.60 |
69 | 2010.02.04 13:27 | buy | 35 | 0.10 | 1.58565 | 1.58041 | 1.58546 | ||
70 | 2010.02.04 13:27 | t/p | 35 | 0.10 | 1.58546 | 1.58041 | 1.58546 | -1.90 | 9820.70 |
71 | 2010.02.05 13:00 | buy | 36 | 0.10 | 1.57255 | 1.56919 | 1.57397 | ||
72 | 2010.02.05 13:20 | s/l | 36 | 0.10 | 1.56919 | 1.56919 | 1.57397 | -33.60 | 9787.10 |
73 | 2010.02.05 13:27 | buy | 37 | 0.10 | 1.57072 | 1.56919 | 1.57397 | ||
74 | 2010.02.05 13:27 | s/l | 37 | 0.10 | 1.56919 | 1.56919 | 1.57397 | -15.30 | 9771.80 |
75 | 2010.02.05 13:50 | buy | 38 | 0.10 | 1.57006 | 1.56919 | 1.57397 | ||
76 | 2010.02.05 13:52 | s/l | 38 | 0.10 | 1.56919 | 1.56919 | 1.57397 | -8.70 | 9763.10 |
77 | 2010.02.08 13:00 | buy | 39 | 0.10 | 1.55756 | 1.55548 | 1.55819 | ||
78 | 2010.02.08 13:20 | s/l | 39 | 0.10 | 1.55548 | 1.55548 | 1.55819 | -20.80 | 9742.30 |
79 | 2010.02.08 13:27 | buy | 40 | 0.10 | 1.55647 | 1.55548 | 1.55819 | ||
80 | 2010.02.08 13:30 | s/l | 40 | 0.10 | 1.55548 | 1.55548 | 1.55819 | -9.90 | 9732.40 |
81 | 2010.02.08 13:36 | buy | 41 | 0.10 | 1.55659 | 1.55548 | 1.55819 | ||
82 | 2010.02.08 13:40 | s/l | 41 | 0.10 | 1.55548 | 1.55548 | 1.55819 | -11.10 | 9721.30 |
83 | 2010.02.08 13:43 | buy | 42 | 0.10 | 1.55800 | 1.55548 | 1.55819 | ||
84 | 2010.02.08 13:50 | t/p | 42 | 0.10 | 1.55819 | 1.55548 | 1.55819 | 1.90 | 9723.20 |
85 | 2010.02.09 13:00 | buy | 43 | 0.10 | 1.55832 | 1.55605 | 1.55925 | ||
86 | 2010.02.09 13:15 | t/p | 43 | 0.10 | 1.55925 | 1.55605 | 1.55925 | 9.30 | 9732.50 |
87 | 2010.02.10 13:00 | buy | 44 | 0.10 | 1.56628 | 1.56499 | 1.56863 | ||
88 | 2010.02.10 13:10 | s/l | 44 | 0.10 | 1.56499 | 1.56499 | 1.56863 | -12.90 | 9719.60 |
89 | 2010.02.11 13:00 | buy | 45 | 0.10 | 1.56355 | 1.55737 | 1.56569 | ||
90 | 2010.02.11 17:50 | t/p | 45 | 0.10 | 1.56569 | 1.55737 | 1.56569 | 21.40 | 9741.00 |
91 | 2010.02.12 13:00 | buy | 46 | 0.10 | 1.56197 | 1.55821 | 1.56197 | ||
92 | 2010.02.12 13:10 | t/p | 46 | 0.10 | 1.56197 | 1.55821 | 1.56197 | 0.00 | 9741.00 |
93 | 2010.02.12 13:45 | buy | 47 | 0.10 | 1.56143 | 1.55821 | 1.56197 | ||
94 | 2010.02.12 14:20 | t/p | 47 | 0.10 | 1.56197 | 1.55821 | 1.56197 | 5.40 | 9746.40 |
95 | 2010.02.15 13:00 | buy | 48 | 0.10 | 1.57104 | 1.56705 | 1.57078 | ||
96 | 2010.02.15 13:02 | t/p | 48 | 0.10 | 1.57078 | 1.56705 | 1.57078 | -2.60 | 9743.80 |
97 | 2010.02.15 13:20 | buy | 49 | 0.10 | 1.57020 | 1.56705 | 1.57078 | ||
98 | 2010.02.15 14:16 | s/l | 49 | 0.10 | 1.56705 | 1.56705 | 1.57078 | -31.50 | 9712.30 |
99 | 2010.02.16 13:15 | buy | 50 | 0.10 | 1.57012 | 1.56695 | 1.57000 | ||
100 | 2010.02.16 13:50 | s/l | 50 | 0.10 | 1.56695 | 1.56695 | 1.57000 | -31.70 | 9680.60 |
101 | 2010.02.16 13:57 | buy | 51 | 0.10 | 1.56781 | 1.56695 | 1.57000 | ||
102 | 2010.02.16 14:32 | s/l | 51 | 0.10 | 1.56695 | 1.56695 | 1.57000 | -8.60 | 9672.00 |
103 | 2010.02.17 13:00 | buy | 52 | 0.10 | 1.57704 | 1.57372 | 1.57725 | ||
104 | 2010.02.17 13:20 | t/p | 52 | 0.10 | 1.57725 | 1.57372 | 1.57725 | 2.10 | 9674.10 |
105 | 2010.02.17 13:37 | buy | 53 | 0.10 | 1.57739 | 1.57372 | 1.57725 | ||
106 | 2010.02.17 13:40 | t/p | 53 | 0.10 | 1.57725 | 1.57372 | 1.57725 | -1.40 | 9672.70 |
107 | 2010.02.18 13:00 | buy | 54 | 0.10 | 1.55985 | 1.55846 | 1.56095 | ||
108 | 2010.02.18 14:20 | s/l | 54 | 0.10 | 1.55846 | 1.55846 | 1.56095 | -13.90 | 9658.80 |
109 | 2010.02.19 13:00 | buy | 55 | 0.10 | 1.53883 | 1.53694 | 1.53956 | ||
110 | 2010.02.19 13:15 | t/p | 55 | 0.10 | 1.53956 | 1.53694 | 1.53956 | 7.30 | 9666.10 |
111 | 2010.02.19 13:32 | buy | 56 | 0.10 | 1.53950 | 1.53694 | 1.53956 | ||
112 | 2010.02.19 13:40 | t/p | 56 | 0.10 | 1.53956 | 1.53694 | 1.53956 | 0.60 | 9666.70 |
113 | 2010.02.22 13:00 | buy | 57 | 0.10 | 1.54764 | 1.54512 | 1.54873 | ||
114 | 2010.02.22 13:37 | s/l | 57 | 0.10 | 1.54512 | 1.54512 | 1.54873 | -25.20 | 9641.50 |
115 | 2010.02.22 13:40 | buy | 58 | 0.10 | 1.54672 | 1.54512 | 1.54873 | ||
116 | 2010.02.22 14:15 | t/p | 58 | 0.10 | 1.54873 | 1.54512 | 1.54873 | 20.10 | 9661.60 |
117 | 2010.02.23 13:00 | buy | 59 | 0.10 | 1.54125 | 1.53924 | 1.54366 | ||
118 | 2010.02.23 14:20 | t/p | 59 | 0.10 | 1.54366 | 1.53924 | 1.54366 | 24.10 | 9685.70 |
119 | 2010.02.24 13:00 | buy | 60 | 0.10 | 1.54534 | 1.54298 | 1.54613 | ||
120 | 2010.02.24 14:15 | s/l | 60 | 0.10 | 1.54298 | 1.54298 | 1.54613 | -23.60 | 9662.10 |
121 | 2010.02.25 13:10 | buy | 61 | 0.10 | 1.53032 | 1.52824 | 1.53066 | ||
122 | 2010.02.25 13:20 | s/l | 61 | 0.10 | 1.52824 | 1.52824 | 1.53066 | -20.80 | 9641.30 |
123 | 2010.02.25 13:27 | buy | 62 | 0.10 | 1.52932 | 1.52824 | 1.53066 | ||
124 | 2010.02.25 13:50 | t/p | 62 | 0.10 | 1.53066 | 1.52824 | 1.53066 | 13.40 | 9654.70 |
125 | 2010.02.25 13:57 | buy | 63 | 0.10 | 1.53072 | 1.52824 | 1.53066 | ||
126 | 2010.02.25 14:02 | t/p | 63 | 0.10 | 1.53066 | 1.52824 | 1.53066 | -0.60 | 9654.10 |
127 | 2010.02.26 13:00 | buy | 64 | 0.10 | 1.52275 | 1.52170 | 1.52583 | ||
128 | 2010.02.26 13:02 | s/l | 64 | 0.10 | 1.52170 | 1.52170 | 1.52583 | -10.50 | 9643.60 |
129 | 2010.02.26 13:10 | buy | 65 | 0.10 | 1.52338 | 1.52170 | 1.52583 | ||
130 | 2010.02.26 13:45 | s/l | 65 | 0.10 | 1.52170 | 1.52170 | 1.52583 | -16.80 | 9626.80 |