Strategy Tester Report
SMC Trader Camel CCI MACD1
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 | -2947.00 | Gross profit | 9071.80 | Gross loss | -12018.80 |
| Profit factor | 0.75 | Expected payoff | -49.95 | ||
| Absolute drawdown | 4178.80 | Maximal drawdown | 4533.80 (43.78%) | Relative drawdown | 43.78% (4533.80) |
| Total trades | 59 | Short positions (won %) | 26 (42.31%) | Long positions (won %) | 33 (30.30%) |
| Profit trades (% of total) | 21 (35.59%) | Loss trades (% of total) | 38 (64.41%) | ||
| Largest | profit trade | 1428.80 | loss trade | -1309.00 | |
| Average | profit trade | 431.99 | loss trade | -316.28 | |
| Maximum | consecutive wins (profit in money) | 3 (1443.80) | consecutive losses (loss in money) | 6 (-2133.00) | |
| Maximal | consecutive profit (count of wins) | 1687.40 (2) | consecutive loss (count of losses) | -2133.00 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62052 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 12:00 | close | 1 | 1.00 | 1.61740 | 0.00000 | 0.00000 | -312.00 | 9688.00 |
| 3 | 2010.01.04 13:00 | buy | 2 | 1.00 | 1.62214 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 14:00 | close | 2 | 1.00 | 1.61466 | 0.00000 | 0.00000 | -748.00 | 8940.00 |
| 5 | 2010.01.05 10:00 | sell | 3 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.06 03:00 | close | 3 | 1.00 | 1.59935 | 0.00000 | 0.00000 | 498.60 | 9438.60 |
| 7 | 2010.01.06 16:00 | sell | 4 | 1.00 | 1.59468 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.06 17:00 | close | 4 | 1.00 | 1.59996 | 0.00000 | 0.00000 | -528.00 | 8910.60 |
| 9 | 2010.01.07 02:00 | buy | 5 | 1.00 | 1.60335 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.07 03:00 | close | 5 | 1.00 | 1.60247 | 0.00000 | 0.00000 | -88.00 | 8822.60 |
| 11 | 2010.01.07 08:00 | sell | 6 | 1.00 | 1.59673 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.07 19:00 | close | 6 | 1.00 | 1.59435 | 0.00000 | 0.00000 | 238.00 | 9060.60 |
| 13 | 2010.01.08 10:00 | buy | 7 | 1.00 | 1.60168 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.08 14:00 | close | 7 | 1.00 | 1.59787 | 0.00000 | 0.00000 | -381.00 | 8679.60 |
| 15 | 2010.01.08 15:00 | buy | 8 | 1.00 | 1.60921 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.08 17:00 | close | 8 | 1.00 | 1.59612 | 0.00000 | 0.00000 | -1309.00 | 7370.60 |
| 17 | 2010.01.11 01:00 | buy | 9 | 1.00 | 1.60884 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.11 06:00 | close | 9 | 1.00 | 1.60839 | 0.00000 | 0.00000 | -45.00 | 7325.60 |
| 19 | 2010.01.11 10:00 | buy | 10 | 1.00 | 1.61278 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.11 16:00 | close | 10 | 1.00 | 1.61261 | 0.00000 | 0.00000 | -17.00 | 7308.60 |
| 21 | 2010.01.11 17:00 | buy | 11 | 1.00 | 1.61730 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.11 18:00 | close | 11 | 1.00 | 1.61429 | 0.00000 | 0.00000 | -301.00 | 7007.60 |
| 23 | 2010.01.12 11:00 | buy | 12 | 1.00 | 1.61367 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.12 15:00 | close | 12 | 1.00 | 1.61287 | 0.00000 | 0.00000 | -80.00 | 6927.60 |
| 25 | 2010.01.12 16:00 | buy | 13 | 1.00 | 1.61566 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.12 20:00 | close | 13 | 1.00 | 1.61696 | 0.00000 | 0.00000 | 130.00 | 7057.60 |
| 27 | 2010.01.13 08:00 | buy | 14 | 1.00 | 1.62152 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.13 17:00 | close | 14 | 1.00 | 1.62642 | 0.00000 | 0.00000 | 490.00 | 7547.60 |
| 29 | 2010.01.13 18:00 | buy | 15 | 1.00 | 1.62876 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.13 19:00 | close | 15 | 1.00 | 1.62763 | 0.00000 | 0.00000 | -113.00 | 7434.60 |
| 31 | 2010.01.14 18:00 | buy | 16 | 1.00 | 1.63198 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.14 22:00 | close | 16 | 1.00 | 1.63238 | 0.00000 | 0.00000 | 40.00 | 7474.60 |
| 33 | 2010.01.14 23:00 | buy | 17 | 1.00 | 1.63345 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.15 01:00 | close | 17 | 1.00 | 1.63328 | 0.00000 | 0.00000 | -17.00 | 7457.60 |
| 35 | 2010.01.15 17:00 | sell | 18 | 1.00 | 1.62545 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.18 03:00 | close | 18 | 1.00 | 1.62722 | 0.00000 | 0.00000 | -179.40 | 7278.20 |
| 37 | 2010.01.18 09:00 | buy | 19 | 1.00 | 1.63244 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.18 13:00 | close | 19 | 1.00 | 1.63359 | 0.00000 | 0.00000 | 115.00 | 7393.20 |
| 39 | 2010.01.19 01:00 | buy | 20 | 1.00 | 1.63527 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.19 07:00 | close | 20 | 1.00 | 1.64006 | 0.00000 | 0.00000 | 479.00 | 7872.20 |
| 41 | 2010.01.19 08:00 | buy | 21 | 1.00 | 1.64219 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.19 09:00 | close | 21 | 1.00 | 1.64204 | 0.00000 | 0.00000 | -15.00 | 7857.20 |
| 43 | 2010.01.20 03:00 | sell | 22 | 1.00 | 1.63240 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.20 18:00 | close | 22 | 1.00 | 1.62867 | 0.00000 | 0.00000 | 373.00 | 8230.20 |
| 45 | 2010.01.21 05:00 | sell | 23 | 1.00 | 1.62627 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.21 08:00 | close | 23 | 1.00 | 1.62900 | 0.00000 | 0.00000 | -273.00 | 7957.20 |
| 47 | 2010.01.21 09:00 | sell | 24 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.21 18:00 | close | 24 | 1.00 | 1.62128 | 0.00000 | 0.00000 | 172.00 | 8129.20 |
| 49 | 2010.01.22 10:00 | buy | 25 | 1.00 | 1.62655 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.22 11:00 | close | 25 | 1.00 | 1.62214 | 0.00000 | 0.00000 | -441.00 | 7688.20 |
| 51 | 2010.01.22 14:00 | sell | 26 | 1.00 | 1.61120 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.25 04:00 | close | 26 | 1.00 | 1.61227 | 0.00000 | 0.00000 | -109.40 | 7578.80 |
| 53 | 2010.01.25 17:00 | buy | 27 | 1.00 | 1.62085 | 0.00000 | 0.00000 | ||
| 54 | 2010.01.26 00:00 | close | 27 | 1.00 | 1.62451 | 0.00000 | 0.00000 | 366.00 | 7944.80 |
| 55 | 2010.01.26 12:00 | sell | 28 | 1.00 | 1.61196 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.26 22:00 | close | 28 | 1.00 | 1.61429 | 0.00000 | 0.00000 | -233.00 | 7711.80 |
| 57 | 2010.01.27 13:00 | buy | 29 | 1.00 | 1.62272 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.27 16:00 | close | 29 | 1.00 | 1.61901 | 0.00000 | 0.00000 | -371.00 | 7340.80 |
| 59 | 2010.01.28 09:00 | buy | 30 | 1.00 | 1.62524 | 0.00000 | 0.00000 | ||
| 60 | 2010.01.28 12:00 | close | 30 | 1.00 | 1.62335 | 0.00000 | 0.00000 | -189.00 | 7151.80 |
| 61 | 2010.01.28 13:00 | buy | 31 | 1.00 | 1.62449 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.28 15:00 | close | 31 | 1.00 | 1.62490 | 0.00000 | 0.00000 | 41.00 | 7192.80 |
| 63 | 2010.01.28 19:00 | sell | 32 | 1.00 | 1.61350 | 0.00000 | 0.00000 | ||
| 64 | 2010.01.29 05:00 | close | 32 | 1.00 | 1.61462 | 0.00000 | 0.00000 | -114.40 | 7078.40 |
| 65 | 2010.01.29 15:00 | sell | 33 | 1.00 | 1.60560 | 0.00000 | 0.00000 | ||
| 66 | 2010.02.01 08:00 | close | 33 | 1.00 | 1.59555 | 0.00000 | 0.00000 | 1002.60 | 8081.00 |
| 67 | 2010.02.01 12:00 | sell | 34 | 1.00 | 1.58602 | 0.00000 | 0.00000 | ||
| 68 | 2010.02.01 15:00 | close | 34 | 1.00 | 1.59256 | 0.00000 | 0.00000 | -654.00 | 7427.00 |
| 69 | 2010.02.02 19:00 | buy | 35 | 1.00 | 1.59746 | 0.00000 | 0.00000 | ||
| 70 | 2010.02.02 23:00 | close | 35 | 1.00 | 1.59697 | 0.00000 | 0.00000 | -49.00 | 7378.00 |
| 71 | 2010.02.03 01:00 | buy | 36 | 1.00 | 1.59897 | 0.00000 | 0.00000 | ||
| 72 | 2010.02.03 04:00 | close | 36 | 1.00 | 1.59808 | 0.00000 | 0.00000 | -89.00 | 7289.00 |
| 73 | 2010.02.03 07:00 | buy | 37 | 1.00 | 1.60057 | 0.00000 | 0.00000 | ||
| 74 | 2010.02.03 12:00 | close | 37 | 1.00 | 1.59969 | 0.00000 | 0.00000 | -88.00 | 7201.00 |
| 75 | 2010.02.03 17:00 | sell | 38 | 1.00 | 1.59348 | 0.00000 | 0.00000 | ||
| 76 | 2010.02.04 05:00 | close | 38 | 1.00 | 1.59029 | 0.00000 | 0.00000 | 311.80 | 7512.80 |
| 77 | 2010.02.04 09:00 | sell | 39 | 1.00 | 1.58808 | 0.00000 | 0.00000 | ||
| 78 | 2010.02.05 02:00 | close | 39 | 1.00 | 1.57430 | 0.00000 | 0.00000 | 1375.60 | 8888.40 |
| 79 | 2010.02.05 09:00 | sell | 40 | 1.00 | 1.56702 | 0.00000 | 0.00000 | ||
| 80 | 2010.02.05 13:00 | close | 40 | 1.00 | 1.57216 | 0.00000 | 0.00000 | -514.00 | 8374.40 |
| 81 | 2010.02.05 17:00 | sell | 41 | 1.00 | 1.56434 | 0.00000 | 0.00000 | ||
| 82 | 2010.02.08 02:00 | close | 41 | 1.00 | 1.56196 | 0.00000 | 0.00000 | 235.60 | 8610.00 |
| 83 | 2010.02.09 12:00 | sell | 42 | 1.00 | 1.55748 | 0.00000 | 0.00000 | ||
| 84 | 2010.02.09 14:00 | close | 42 | 1.00 | 1.56356 | 0.00000 | 0.00000 | -608.00 | 8002.00 |
| 85 | 2010.02.09 18:00 | buy | 43 | 1.00 | 1.56782 | 0.00000 | 0.00000 | ||
| 86 | 2010.02.10 01:00 | close | 43 | 1.00 | 1.56926 | 0.00000 | 0.00000 | 144.00 | 8146.00 |
| 87 | 2010.02.10 16:00 | sell | 44 | 1.00 | 1.56113 | 0.00000 | 0.00000 | ||
| 88 | 2010.02.11 02:00 | close | 44 | 1.00 | 1.56202 | 0.00000 | 0.00000 | -96.20 | 8049.80 |
| 89 | 2010.02.11 10:00 | sell | 45 | 1.00 | 1.55789 | 0.00000 | 0.00000 | ||
| 90 | 2010.02.11 15:00 | close | 45 | 1.00 | 1.56101 | 0.00000 | 0.00000 | -312.00 | 7737.80 |
| 91 | 2010.02.11 19:00 | buy | 46 | 1.00 | 1.56801 | 0.00000 | 0.00000 | ||
| 92 | 2010.02.12 01:00 | close | 46 | 1.00 | 1.56988 | 0.00000 | 0.00000 | 187.00 | 7924.80 |
| 93 | 2010.02.12 09:00 | buy | 47 | 1.00 | 1.57171 | 0.00000 | 0.00000 | ||
| 94 | 2010.02.12 11:00 | close | 47 | 1.00 | 1.56542 | 0.00000 | 0.00000 | -629.00 | 7295.80 |
| 95 | 2010.02.12 14:00 | sell | 48 | 1.00 | 1.56001 | 0.00000 | 0.00000 | ||
| 96 | 2010.02.12 20:00 | close | 48 | 1.00 | 1.56740 | 0.00000 | 0.00000 | -739.00 | 6556.80 |
| 97 | 2010.02.15 12:00 | buy | 49 | 1.00 | 1.56805 | 0.00000 | 0.00000 | ||
| 98 | 2010.02.15 15:00 | close | 49 | 1.00 | 1.56639 | 0.00000 | 0.00000 | -166.00 | 6390.80 |
| 99 | 2010.02.16 06:00 | buy | 50 | 1.00 | 1.57015 | 0.00000 | 0.00000 | ||
| 100 | 2010.02.16 11:00 | close | 50 | 1.00 | 1.56838 | 0.00000 | 0.00000 | -177.00 | 6213.80 |
| 101 | 2010.02.16 19:00 | buy | 51 | 1.00 | 1.57740 | 0.00000 | 0.00000 | ||
| 102 | 2010.02.17 01:00 | close | 51 | 1.00 | 1.57823 | 0.00000 | 0.00000 | 83.00 | 6296.80 |
| 103 | 2010.02.17 19:00 | sell | 52 | 1.00 | 1.56965 | 0.00000 | 0.00000 | ||
| 104 | 2010.02.18 17:00 | close | 52 | 1.00 | 1.56410 | 0.00000 | 0.00000 | 547.80 | 6844.60 |
| 105 | 2010.02.19 00:00 | sell | 53 | 1.00 | 1.54788 | 0.00000 | 0.00000 | ||
| 106 | 2010.02.19 14:00 | close | 53 | 1.00 | 1.53975 | 0.00000 | 0.00000 | 813.00 | 7657.60 |
| 107 | 2010.02.23 01:00 | buy | 54 | 1.00 | 1.55015 | 0.00000 | 0.00000 | ||
| 108 | 2010.02.23 02:00 | close | 54 | 1.00 | 1.54865 | 0.00000 | 0.00000 | -150.00 | 7507.60 |
| 109 | 2010.02.23 04:00 | buy | 55 | 1.00 | 1.55135 | 0.00000 | 0.00000 | ||
| 110 | 2010.02.23 11:00 | close | 55 | 1.00 | 1.54315 | 0.00000 | 0.00000 | -820.00 | 6687.60 |
| 111 | 2010.02.23 13:00 | sell | 56 | 1.00 | 1.54069 | 0.00000 | 0.00000 | ||
| 112 | 2010.02.24 02:00 | close | 56 | 1.00 | 1.54322 | 0.00000 | 0.00000 | -255.40 | 6432.20 |
| 113 | 2010.02.24 15:00 | sell | 57 | 1.00 | 1.54131 | 0.00000 | 0.00000 | ||
| 114 | 2010.02.24 17:00 | close | 57 | 1.00 | 1.54500 | 0.00000 | 0.00000 | -369.00 | 6063.20 |
| 115 | 2010.02.24 19:00 | sell | 58 | 1.00 | 1.54148 | 0.00000 | 0.00000 | ||
| 116 | 2010.02.25 22:00 | close | 58 | 1.00 | 1.52712 | 0.00000 | 0.00000 | 1428.80 | 7492.00 |
| 117 | 2010.02.26 14:00 | sell | 59 | 1.00 | 1.51934 | 0.00000 | 0.00000 | ||
| 118 | 2010.02.26 19:00 | close | 59 | 1.00 | 1.52373 | 0.00000 | 0.00000 | -439.00 | 7053.00 |