Strategy Tester Report
SMC Trader Camel CCI MACD
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=1; InitialStop=10; TrailingStop=10; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3645.40 | Gross profit | 9313.00 | Gross loss | -12958.40 |
Profit factor | 0.72 | Expected payoff | -52.08 | ||
Absolute drawdown | 4745.50 | Maximal drawdown | 6356.90 (54.75%) | Relative drawdown | 54.75% (6356.90) |
Total trades | 70 | Short positions (won %) | 41 (43.90%) | Long positions (won %) | 29 (34.48%) |
Profit trades (% of total) | 28 (40.00%) | Loss trades (% of total) | 42 (60.00%) | ||
Largest | profit trade | 1418.10 | loss trade | -1546.00 | |
Average | profit trade | 332.61 | loss trade | -308.53 | |
Maximum | consecutive wins (profit in money) | 4 (1457.00) | consecutive losses (loss in money) | 11 (-2667.90) | |
Maximal | consecutive profit (count of wins) | 1473.70 (2) | consecutive loss (count of losses) | -2667.90 (11) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62063 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 17:00 | close | 1 | 1.00 | 1.61191 | 0.00000 | 0.00000 | -872.00 | 9128.00 |
3 | 2010.01.05 10:00 | sell | 2 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
4 | 2010.01.06 03:00 | close | 2 | 1.00 | 1.59946 | 0.00000 | 0.00000 | 487.70 | 9615.70 |
5 | 2010.01.06 07:00 | sell | 3 | 1.00 | 1.59629 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 07:02 | close | 3 | 1.00 | 1.59665 | 0.00000 | 0.00000 | -36.00 | 9579.70 |
7 | 2010.01.06 14:00 | sell | 4 | 1.00 | 1.59651 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 14:02 | close | 4 | 1.00 | 1.59637 | 0.00000 | 0.00000 | 14.00 | 9593.70 |
9 | 2010.01.06 16:00 | sell | 5 | 1.00 | 1.59468 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 17:00 | close | 5 | 1.00 | 1.60007 | 0.00000 | 0.00000 | -539.00 | 9054.70 |
11 | 2010.01.07 02:00 | buy | 6 | 1.00 | 1.60346 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 07:00 | close | 6 | 1.00 | 1.59735 | 0.00000 | 0.00000 | -611.00 | 8443.70 |
13 | 2010.01.07 08:00 | sell | 7 | 1.00 | 1.59673 | 0.00000 | 0.00000 | ||
14 | 2010.01.07 19:00 | close | 7 | 1.00 | 1.59446 | 0.00000 | 0.00000 | 227.00 | 8670.70 |
15 | 2010.01.08 10:00 | buy | 8 | 1.00 | 1.60179 | 0.00000 | 0.00000 | ||
16 | 2010.01.11 00:00 | close | 8 | 1.00 | 1.60579 | 0.00000 | 0.00000 | 400.00 | 9070.70 |
17 | 2010.01.11 01:00 | buy | 9 | 1.00 | 1.60895 | 0.00000 | 0.00000 | ||
18 | 2010.01.11 18:00 | close | 9 | 1.00 | 1.61429 | 0.00000 | 0.00000 | 534.00 | 9604.70 |
19 | 2010.01.12 11:00 | buy | 10 | 1.00 | 1.61378 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 00:00 | close | 10 | 1.00 | 1.61674 | 0.00000 | 0.00000 | 296.00 | 9900.70 |
21 | 2010.01.13 06:00 | buy | 11 | 1.00 | 1.61895 | 0.00000 | 0.00000 | ||
22 | 2010.01.13 06:02 | close | 11 | 1.00 | 1.61769 | 0.00000 | 0.00000 | -126.00 | 9774.70 |
23 | 2010.01.13 08:00 | buy | 12 | 1.00 | 1.62163 | 0.00000 | 0.00000 | ||
24 | 2010.01.13 22:00 | close | 12 | 1.00 | 1.62862 | 0.00000 | 0.00000 | 699.00 | 10473.70 |
25 | 2010.01.14 02:00 | buy | 13 | 1.00 | 1.63040 | 0.00000 | 0.00000 | ||
26 | 2010.01.14 02:02 | close | 13 | 1.00 | 1.62998 | 0.00000 | 0.00000 | -42.00 | 10431.70 |
27 | 2010.01.14 04:00 | buy | 14 | 1.00 | 1.63056 | 0.00000 | 0.00000 | ||
28 | 2010.01.14 04:02 | close | 14 | 1.00 | 1.63019 | 0.00000 | 0.00000 | -37.00 | 10394.70 |
29 | 2010.01.14 15:00 | buy | 15 | 1.00 | 1.63137 | 0.00000 | 0.00000 | ||
30 | 2010.01.14 15:02 | close | 15 | 1.00 | 1.63200 | 0.00000 | 0.00000 | 63.00 | 10457.70 |
31 | 2010.01.14 17:00 | buy | 16 | 1.00 | 1.63139 | 0.00000 | 0.00000 | ||
32 | 2010.01.14 17:02 | close | 16 | 1.00 | 1.62898 | 0.00000 | 0.00000 | -241.00 | 10216.70 |
33 | 2010.01.14 18:02 | buy | 17 | 1.00 | 1.63226 | 0.00000 | 0.00000 | ||
34 | 2010.01.15 02:00 | close | 17 | 1.00 | 1.63199 | 0.00000 | 0.00000 | -27.00 | 10189.70 |
35 | 2010.01.15 08:00 | buy | 18 | 1.00 | 1.63467 | 0.00000 | 0.00000 | ||
36 | 2010.01.15 08:02 | close | 18 | 1.00 | 1.63418 | 0.00000 | 0.00000 | -49.00 | 10140.70 |
37 | 2010.01.15 20:00 | sell | 19 | 1.00 | 1.62575 | 0.00000 | 0.00000 | ||
38 | 2010.01.18 03:00 | close | 19 | 1.00 | 1.62733 | 0.00000 | 0.00000 | -160.30 | 9980.40 |
39 | 2010.01.18 09:00 | buy | 20 | 1.00 | 1.63255 | 0.00000 | 0.00000 | ||
40 | 2010.01.18 18:00 | close | 20 | 1.00 | 1.63274 | 0.00000 | 0.00000 | 19.00 | 9999.40 |
41 | 2010.01.19 01:00 | buy | 21 | 1.00 | 1.63538 | 0.00000 | 0.00000 | ||
42 | 2010.01.19 11:00 | close | 21 | 1.00 | 1.64148 | 0.00000 | 0.00000 | 610.00 | 10609.40 |
43 | 2010.01.20 06:00 | sell | 22 | 1.00 | 1.63136 | 0.00000 | 0.00000 | ||
44 | 2010.01.20 18:00 | close | 22 | 1.00 | 1.62878 | 0.00000 | 0.00000 | 258.00 | 10867.40 |
45 | 2010.01.21 04:00 | sell | 23 | 1.00 | 1.62530 | 0.00000 | 0.00000 | ||
46 | 2010.01.21 04:02 | close | 23 | 1.00 | 1.62516 | 0.00000 | 0.00000 | 14.00 | 10881.40 |
47 | 2010.01.21 05:02 | sell | 24 | 1.00 | 1.62619 | 0.00000 | 0.00000 | ||
48 | 2010.01.21 08:00 | close | 24 | 1.00 | 1.62911 | 0.00000 | 0.00000 | -292.00 | 10589.40 |
49 | 2010.01.21 09:00 | sell | 25 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
50 | 2010.01.21 18:00 | close | 25 | 1.00 | 1.62139 | 0.00000 | 0.00000 | 161.00 | 10750.40 |
51 | 2010.01.22 10:00 | buy | 26 | 1.00 | 1.62666 | 0.00000 | 0.00000 | ||
52 | 2010.01.22 14:00 | close | 26 | 1.00 | 1.61120 | 0.00000 | 0.00000 | -1546.00 | 9204.40 |
53 | 2010.01.22 15:00 | sell | 27 | 1.00 | 1.61018 | 0.00000 | 0.00000 | ||
54 | 2010.01.25 04:00 | close | 27 | 1.00 | 1.61238 | 0.00000 | 0.00000 | -222.30 | 8982.10 |
55 | 2010.01.25 17:00 | buy | 28 | 1.00 | 1.62096 | 0.00000 | 0.00000 | ||
56 | 2010.01.26 05:00 | close | 28 | 1.00 | 1.62202 | 0.00000 | 0.00000 | 106.00 | 9088.10 |
57 | 2010.01.27 10:00 | sell | 29 | 1.00 | 1.61178 | 0.00000 | 0.00000 | ||
58 | 2010.01.27 10:03 | close | 29 | 1.00 | 1.61396 | 0.00000 | 0.00000 | -218.00 | 8870.10 |
59 | 2010.01.27 13:00 | buy | 30 | 1.00 | 1.62283 | 0.00000 | 0.00000 | ||
60 | 2010.01.27 21:00 | close | 30 | 1.00 | 1.61725 | 0.00000 | 0.00000 | -558.00 | 8312.10 |
61 | 2010.01.28 09:00 | buy | 31 | 1.00 | 1.62535 | 0.00000 | 0.00000 | ||
62 | 2010.01.28 17:00 | close | 31 | 1.00 | 1.61352 | 0.00000 | 0.00000 | -1183.00 | 7129.10 |
63 | 2010.01.29 14:00 | sell | 32 | 1.00 | 1.61102 | 0.00000 | 0.00000 | ||
64 | 2010.01.29 14:02 | close | 32 | 1.00 | 1.61076 | 0.00000 | 0.00000 | 26.00 | 7155.10 |
65 | 2010.01.29 15:02 | sell | 33 | 1.00 | 1.60582 | 0.00000 | 0.00000 | ||
66 | 2010.02.01 08:00 | close | 33 | 1.00 | 1.59566 | 0.00000 | 0.00000 | 1013.70 | 8168.80 |
67 | 2010.02.01 09:00 | sell | 34 | 1.00 | 1.59309 | 0.00000 | 0.00000 | ||
68 | 2010.02.01 09:02 | close | 34 | 1.00 | 1.59286 | 0.00000 | 0.00000 | 23.00 | 8191.80 |
69 | 2010.02.01 10:02 | sell | 35 | 1.00 | 1.59090 | 0.00000 | 0.00000 | ||
70 | 2010.02.01 10:05 | close | 35 | 1.00 | 1.59154 | 0.00000 | 0.00000 | -64.00 | 8127.80 |
71 | 2010.02.01 11:05 | sell | 36 | 1.00 | 1.59163 | 0.00000 | 0.00000 | ||
72 | 2010.02.01 11:07 | close | 36 | 1.00 | 1.59320 | 0.00000 | 0.00000 | -157.00 | 7970.80 |
73 | 2010.02.01 12:07 | sell | 37 | 1.00 | 1.58560 | 0.00000 | 0.00000 | ||
74 | 2010.02.01 15:00 | close | 37 | 1.00 | 1.59267 | 0.00000 | 0.00000 | -707.00 | 7263.80 |
75 | 2010.02.02 10:00 | sell | 38 | 1.00 | 1.59180 | 0.00000 | 0.00000 | ||
76 | 2010.02.02 10:02 | close | 38 | 1.00 | 1.59163 | 0.00000 | 0.00000 | 17.00 | 7280.80 |
77 | 2010.02.02 19:00 | buy | 39 | 1.00 | 1.59757 | 0.00000 | 0.00000 | ||
78 | 2010.02.03 13:00 | close | 39 | 1.00 | 1.59784 | 0.00000 | 0.00000 | 27.00 | 7307.80 |
79 | 2010.02.03 21:00 | sell | 40 | 1.00 | 1.58952 | 0.00000 | 0.00000 | ||
80 | 2010.02.04 05:00 | close | 40 | 1.00 | 1.59040 | 0.00000 | 0.00000 | -94.90 | 7212.90 |
81 | 2010.02.04 08:00 | sell | 41 | 1.00 | 1.58803 | 0.00000 | 0.00000 | ||
82 | 2010.02.04 08:02 | close | 41 | 1.00 | 1.58746 | 0.00000 | 0.00000 | 57.00 | 7269.90 |
83 | 2010.02.04 09:02 | sell | 42 | 1.00 | 1.58860 | 0.00000 | 0.00000 | ||
84 | 2010.02.05 02:00 | close | 42 | 1.00 | 1.57441 | 0.00000 | 0.00000 | 1416.70 | 8686.60 |
85 | 2010.02.05 07:00 | sell | 43 | 1.00 | 1.57263 | 0.00000 | 0.00000 | ||
86 | 2010.02.05 07:02 | close | 43 | 1.00 | 1.57289 | 0.00000 | 0.00000 | -26.00 | 8660.60 |
87 | 2010.02.05 08:02 | sell | 44 | 1.00 | 1.57211 | 0.00000 | 0.00000 | ||
88 | 2010.02.05 08:05 | close | 44 | 1.00 | 1.57263 | 0.00000 | 0.00000 | -52.00 | 8608.60 |
89 | 2010.02.05 09:05 | sell | 45 | 1.00 | 1.56802 | 0.00000 | 0.00000 | ||
90 | 2010.02.05 13:00 | close | 45 | 1.00 | 1.57227 | 0.00000 | 0.00000 | -425.00 | 8183.60 |
91 | 2010.02.05 14:00 | sell | 46 | 1.00 | 1.56932 | 0.00000 | 0.00000 | ||
92 | 2010.02.05 14:02 | close | 46 | 1.00 | 1.56798 | 0.00000 | 0.00000 | 134.00 | 8317.60 |
93 | 2010.02.05 16:00 | sell | 47 | 1.00 | 1.56376 | 0.00000 | 0.00000 | ||
94 | 2010.02.05 16:02 | close | 47 | 1.00 | 1.56445 | 0.00000 | 0.00000 | -69.00 | 8248.60 |
95 | 2010.02.05 17:02 | sell | 48 | 1.00 | 1.56310 | 0.00000 | 0.00000 | ||
96 | 2010.02.08 02:00 | close | 48 | 1.00 | 1.56207 | 0.00000 | 0.00000 | 100.70 | 8349.30 |
97 | 2010.02.08 08:00 | sell | 49 | 1.00 | 1.55453 | 0.00000 | 0.00000 | ||
98 | 2010.02.08 08:02 | close | 49 | 1.00 | 1.55500 | 0.00000 | 0.00000 | -47.00 | 8302.30 |
99 | 2010.02.08 09:02 | sell | 50 | 1.00 | 1.55662 | 0.00000 | 0.00000 | ||
100 | 2010.02.08 09:05 | close | 50 | 1.00 | 1.55740 | 0.00000 | 0.00000 | -78.00 | 8224.30 |
101 | 2010.02.09 12:00 | sell | 51 | 1.00 | 1.55748 | 0.00000 | 0.00000 | ||
102 | 2010.02.09 14:00 | close | 51 | 1.00 | 1.56367 | 0.00000 | 0.00000 | -619.00 | 7605.30 |
103 | 2010.02.09 18:00 | buy | 52 | 1.00 | 1.56793 | 0.00000 | 0.00000 | ||
104 | 2010.02.10 05:00 | close | 52 | 1.00 | 1.56738 | 0.00000 | 0.00000 | -55.00 | 7550.30 |
105 | 2010.02.10 11:00 | buy | 53 | 1.00 | 1.57297 | 0.00000 | 0.00000 | ||
106 | 2010.02.10 11:02 | close | 53 | 1.00 | 1.57274 | 0.00000 | 0.00000 | -23.00 | 7527.30 |
107 | 2010.02.10 20:00 | sell | 54 | 1.00 | 1.55988 | 0.00000 | 0.00000 | ||
108 | 2010.02.11 02:00 | close | 54 | 1.00 | 1.56213 | 0.00000 | 0.00000 | -231.90 | 7295.40 |
109 | 2010.02.11 10:00 | sell | 55 | 1.00 | 1.55789 | 0.00000 | 0.00000 | ||
110 | 2010.02.11 15:00 | close | 55 | 1.00 | 1.56112 | 0.00000 | 0.00000 | -323.00 | 6972.40 |
111 | 2010.02.11 19:00 | buy | 56 | 1.00 | 1.56812 | 0.00000 | 0.00000 | ||
112 | 2010.02.12 05:00 | close | 56 | 1.00 | 1.56753 | 0.00000 | 0.00000 | -59.00 | 6913.40 |
113 | 2010.02.12 09:00 | buy | 57 | 1.00 | 1.57182 | 0.00000 | 0.00000 | ||
114 | 2010.02.12 11:00 | close | 57 | 1.00 | 1.56542 | 0.00000 | 0.00000 | -640.00 | 6273.40 |
115 | 2010.02.15 12:00 | buy | 58 | 1.00 | 1.56816 | 0.00000 | 0.00000 | ||
116 | 2010.02.15 17:00 | close | 58 | 1.00 | 1.56523 | 0.00000 | 0.00000 | -293.00 | 5980.40 |
117 | 2010.02.16 06:00 | buy | 59 | 1.00 | 1.57026 | 0.00000 | 0.00000 | ||
118 | 2010.02.16 14:00 | close | 59 | 1.00 | 1.56727 | 0.00000 | 0.00000 | -299.00 | 5681.40 |
119 | 2010.02.16 18:00 | buy | 60 | 1.00 | 1.57343 | 0.00000 | 0.00000 | ||
120 | 2010.02.16 18:03 | close | 60 | 1.00 | 1.57595 | 0.00000 | 0.00000 | 252.00 | 5933.40 |
121 | 2010.02.16 19:05 | buy | 61 | 1.00 | 1.57763 | 0.00000 | 0.00000 | ||
122 | 2010.02.17 05:00 | close | 61 | 1.00 | 1.57682 | 0.00000 | 0.00000 | -81.00 | 5852.40 |
123 | 2010.02.17 23:00 | sell | 62 | 1.00 | 1.56737 | 0.00000 | 0.00000 | ||
124 | 2010.02.18 17:00 | close | 62 | 1.00 | 1.56421 | 0.00000 | 0.00000 | 309.10 | 6161.50 |
125 | 2010.02.18 18:00 | sell | 63 | 1.00 | 1.55807 | 0.00000 | 0.00000 | ||
126 | 2010.02.18 18:02 | close | 63 | 1.00 | 1.55872 | 0.00000 | 0.00000 | -65.00 | 6096.50 |
127 | 2010.02.18 23:00 | sell | 64 | 1.00 | 1.55264 | 0.00000 | 0.00000 | ||
128 | 2010.02.18 23:02 | close | 64 | 1.00 | 1.55376 | 0.00000 | 0.00000 | -112.00 | 5984.50 |
129 | 2010.02.19 00:02 | sell | 65 | 1.00 | 1.54589 | 0.00000 | 0.00000 | ||
130 | 2010.02.19 14:00 | close | 65 | 1.00 | 1.53986 | 0.00000 | 0.00000 | 603.00 | 6587.50 |
131 | 2010.02.23 01:00 | buy | 66 | 1.00 | 1.55026 | 0.00000 | 0.00000 | ||
132 | 2010.02.23 11:00 | close | 66 | 1.00 | 1.54315 | 0.00000 | 0.00000 | -711.00 | 5876.50 |
133 | 2010.02.24 15:00 | sell | 67 | 1.00 | 1.54131 | 0.00000 | 0.00000 | ||
134 | 2010.02.24 17:00 | close | 67 | 1.00 | 1.54511 | 0.00000 | 0.00000 | -380.00 | 5496.50 |
135 | 2010.02.24 19:00 | sell | 68 | 1.00 | 1.54148 | 0.00000 | 0.00000 | ||
136 | 2010.02.25 22:00 | close | 68 | 1.00 | 1.52723 | 0.00000 | 0.00000 | 1418.10 | 6914.60 |
137 | 2010.02.26 13:00 | sell | 69 | 1.00 | 1.52219 | 0.00000 | 0.00000 | ||
138 | 2010.02.26 13:02 | close | 69 | 1.00 | 1.52192 | 0.00000 | 0.00000 | 27.00 | 6941.60 |
139 | 2010.02.26 14:02 | sell | 70 | 1.00 | 1.51797 | 0.00000 | 0.00000 | ||
140 | 2010.02.26 19:00 | close | 70 | 1.00 | 1.52384 | 0.00000 | 0.00000 | -587.00 | 6354.60 |