Strategy Tester Report
SMC Trader Kurt v2
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=30; TrailingStop=20; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -552.76 | Gross profit | 456.34 | Gross loss | -1009.10 |
Profit factor | 0.45 | Expected payoff | -14.55 | ||
Absolute drawdown | 618.36 | Maximal drawdown | 671.42 (6.68%) | Relative drawdown | 6.68% (671.42) |
Total trades | 38 | Short positions (won %) | 18 (22.22%) | Long positions (won %) | 20 (25.00%) |
Profit trades (% of total) | 9 (23.68%) | Loss trades (% of total) | 29 (76.32%) | ||
Largest | profit trade | 256.84 | loss trade | -194.20 | |
Average | profit trade | 50.70 | loss trade | -34.80 | |
Maximum | consecutive wins (profit in money) | 2 (302.44) | consecutive losses (loss in money) | 10 (-424.68) | |
Maximal | consecutive profit (count of wins) | 302.44 (2) | consecutive loss (count of losses) | -424.68 (10) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 17:00 | sell | 1 | 0.10 | 1.61191 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 07:00 | close | 1 | 0.10 | 1.61327 | 0.00000 | 0.00000 | -13.84 | 9986.16 |
3 | 2010.01.05 07:00 | buy | 2 | 0.10 | 1.61327 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 09:00 | close | 2 | 0.10 | 1.60993 | 0.00000 | 0.00000 | -33.40 | 9952.76 |
5 | 2010.01.05 10:00 | sell | 3 | 0.10 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 09:00 | close | 3 | 0.10 | 1.60167 | 0.00000 | 0.00000 | 26.66 | 9979.42 |
7 | 2010.01.06 09:00 | buy | 4 | 0.10 | 1.60167 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 13:00 | close | 4 | 0.10 | 1.59816 | 0.00000 | 0.00000 | -35.10 | 9944.32 |
9 | 2010.01.06 17:00 | buy | 5 | 0.10 | 1.59985 | 0.00000 | 0.00000 | ||
10 | 2010.01.07 04:00 | close | 5 | 0.10 | 1.60006 | 0.00000 | 0.00000 | 2.10 | 9946.42 |
11 | 2010.01.08 02:00 | buy | 6 | 0.10 | 1.59460 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 03:00 | close | 6 | 0.10 | 1.59306 | 0.00000 | 0.00000 | -15.40 | 9931.02 |
13 | 2010.01.12 09:00 | sell | 7 | 0.10 | 1.60954 | 0.00000 | 0.00000 | ||
14 | 2010.01.12 10:00 | close | 7 | 0.10 | 1.61006 | 0.00000 | 0.00000 | -5.20 | 9925.82 |
15 | 2010.01.15 03:00 | sell | 8 | 0.10 | 1.63020 | 0.00000 | 0.00000 | ||
16 | 2010.01.15 05:00 | close | 8 | 0.10 | 1.63237 | 0.00000 | 0.00000 | -21.70 | 9904.12 |
17 | 2010.01.15 11:00 | sell | 9 | 0.10 | 1.63054 | 0.00000 | 0.00000 | ||
18 | 2010.01.18 01:00 | close | 9 | 0.10 | 1.62884 | 0.00000 | 0.00000 | 16.76 | 9920.88 |
19 | 2010.01.18 04:00 | buy | 10 | 0.10 | 1.62834 | 0.00000 | 0.00000 | ||
20 | 2010.01.18 15:00 | close | 10 | 0.10 | 1.63056 | 0.00000 | 0.00000 | 22.20 | 9943.08 |
21 | 2010.01.19 13:00 | sell | 11 | 0.10 | 1.63380 | 0.00000 | 0.00000 | ||
22 | 2010.01.19 19:00 | close | 11 | 0.10 | 1.63771 | 0.00000 | 0.00000 | -39.10 | 9903.98 |
23 | 2010.01.19 21:00 | sell | 12 | 0.10 | 1.63613 | 0.00000 | 0.00000 | ||
24 | 2010.01.19 22:00 | close | 12 | 0.10 | 1.63816 | 0.00000 | 0.00000 | -20.30 | 9883.68 |
25 | 2010.01.19 23:00 | sell | 13 | 0.10 | 1.63587 | 0.00000 | 0.00000 | ||
26 | 2010.01.20 02:00 | close | 13 | 0.10 | 1.63671 | 0.00000 | 0.00000 | -8.64 | 9875.04 |
27 | 2010.01.21 08:00 | buy | 14 | 0.10 | 1.62889 | 0.00000 | 0.00000 | ||
28 | 2010.01.21 22:00 | close | 14 | 0.10 | 1.61964 | 0.00000 | 0.00000 | -92.50 | 9782.54 |
29 | 2010.01.22 03:00 | buy | 15 | 0.10 | 1.62154 | 0.00000 | 0.00000 | ||
30 | 2010.01.22 13:00 | close | 15 | 0.10 | 1.61762 | 0.00000 | 0.00000 | -39.20 | 9743.34 |
31 | 2010.01.26 06:00 | sell | 16 | 0.10 | 1.62078 | 0.00000 | 0.00000 | ||
32 | 2010.01.26 10:00 | close | 16 | 0.10 | 1.62383 | 0.00000 | 0.00000 | -30.50 | 9712.84 |
33 | 2010.01.27 11:00 | buy | 17 | 0.10 | 1.61864 | 0.00000 | 0.00000 | ||
34 | 2010.01.27 19:00 | close | 17 | 0.10 | 1.61809 | 0.00000 | 0.00000 | -5.50 | 9707.34 |
35 | 2010.01.28 17:00 | sell | 18 | 0.10 | 1.61352 | 0.00000 | 0.00000 | ||
36 | 2010.01.29 08:00 | close | 18 | 0.10 | 1.61494 | 0.00000 | 0.00000 | -14.44 | 9692.90 |
37 | 2010.01.29 10:00 | buy | 19 | 0.10 | 1.61715 | 0.00000 | 0.00000 | ||
38 | 2010.01.29 13:00 | close | 19 | 0.10 | 1.61362 | 0.00000 | 0.00000 | -35.30 | 9657.60 |
39 | 2010.02.02 08:00 | buy | 20 | 0.10 | 1.59555 | 0.00000 | 0.00000 | ||
40 | 2010.02.02 10:00 | close | 20 | 0.10 | 1.59180 | 0.00000 | 0.00000 | -37.50 | 9620.10 |
41 | 2010.02.02 16:00 | buy | 21 | 0.10 | 1.59513 | 0.00000 | 0.00000 | ||
42 | 2010.02.03 12:00 | close | 21 | 0.10 | 1.59969 | 0.00000 | 0.00000 | 45.60 | 9665.70 |
43 | 2010.02.03 13:00 | sell | 22 | 0.10 | 1.59784 | 0.00000 | 0.00000 | ||
44 | 2010.02.05 15:00 | close | 22 | 0.10 | 1.57206 | 0.00000 | 0.00000 | 256.84 | 9922.54 |
45 | 2010.02.09 06:00 | buy | 23 | 0.10 | 1.56170 | 0.00000 | 0.00000 | ||
46 | 2010.02.09 10:00 | close | 23 | 0.10 | 1.55869 | 0.00000 | 0.00000 | -30.10 | 9892.44 |
47 | 2010.02.09 14:00 | buy | 24 | 0.10 | 1.56345 | 0.00000 | 0.00000 | ||
48 | 2010.02.10 04:00 | close | 24 | 0.10 | 1.56803 | 0.00000 | 0.00000 | 45.80 | 9938.24 |
49 | 2010.02.10 13:00 | sell | 25 | 0.10 | 1.56572 | 0.00000 | 0.00000 | ||
50 | 2010.02.11 02:00 | close | 25 | 0.10 | 1.56191 | 0.00000 | 0.00000 | 37.38 | 9975.62 |
51 | 2010.02.11 03:00 | buy | 26 | 0.10 | 1.56383 | 0.00000 | 0.00000 | ||
52 | 2010.02.11 09:00 | close | 26 | 0.10 | 1.56061 | 0.00000 | 0.00000 | -32.20 | 9943.42 |
53 | 2010.02.11 16:00 | sell | 27 | 0.10 | 1.55978 | 0.00000 | 0.00000 | ||
54 | 2010.02.11 18:00 | close | 27 | 0.10 | 1.56723 | 0.00000 | 0.00000 | -74.50 | 9868.92 |
55 | 2010.02.11 18:00 | buy | 28 | 0.10 | 1.56723 | 0.00000 | 0.00000 | ||
56 | 2010.02.12 05:00 | close | 28 | 0.10 | 1.56753 | 0.00000 | 0.00000 | 3.00 | 9871.92 |
57 | 2010.02.12 11:00 | sell | 29 | 0.10 | 1.56542 | 0.00000 | 0.00000 | ||
58 | 2010.02.12 18:00 | close | 29 | 0.10 | 1.56681 | 0.00000 | 0.00000 | -13.90 | 9858.02 |
59 | 2010.02.15 06:00 | sell | 30 | 0.10 | 1.56445 | 0.00000 | 0.00000 | ||
60 | 2010.02.15 10:00 | close | 30 | 0.10 | 1.56744 | 0.00000 | 0.00000 | -29.90 | 9828.12 |
61 | 2010.02.15 17:00 | sell | 31 | 0.10 | 1.56523 | 0.00000 | 0.00000 | ||
62 | 2010.02.16 00:00 | close | 31 | 0.10 | 1.56667 | 0.00000 | 0.00000 | -14.64 | 9813.48 |
63 | 2010.02.16 14:00 | sell | 32 | 0.10 | 1.56727 | 0.00000 | 0.00000 | ||
64 | 2010.02.16 18:00 | close | 32 | 0.10 | 1.57321 | 0.00000 | 0.00000 | -59.40 | 9754.08 |
65 | 2010.02.22 11:00 | buy | 33 | 0.10 | 1.54730 | 0.00000 | 0.00000 | ||
66 | 2010.02.22 19:00 | close | 33 | 0.10 | 1.54723 | 0.00000 | 0.00000 | -0.70 | 9753.38 |
67 | 2010.02.22 21:00 | buy | 34 | 0.10 | 1.54885 | 0.00000 | 0.00000 | ||
68 | 2010.02.23 11:00 | close | 34 | 0.10 | 1.54315 | 0.00000 | 0.00000 | -57.00 | 9696.38 |
69 | 2010.02.23 11:00 | sell | 35 | 0.10 | 1.54315 | 0.00000 | 0.00000 | ||
70 | 2010.02.24 01:00 | close | 35 | 0.10 | 1.54437 | 0.00000 | 0.00000 | -12.44 | 9683.94 |
71 | 2010.02.24 03:00 | buy | 36 | 0.10 | 1.54536 | 0.00000 | 0.00000 | ||
72 | 2010.02.24 09:00 | close | 36 | 0.10 | 1.54275 | 0.00000 | 0.00000 | -26.10 | 9657.84 |
73 | 2010.02.24 12:00 | buy | 37 | 0.10 | 1.54548 | 0.00000 | 0.00000 | ||
74 | 2010.02.24 14:00 | close | 37 | 0.10 | 1.54384 | 0.00000 | 0.00000 | -16.40 | 9641.44 |
75 | 2010.02.24 17:00 | buy | 38 | 0.10 | 1.54489 | 0.00000 | 0.00000 | ||
76 | 2010.02.26 04:00 | close | 38 | 0.10 | 1.52547 | 0.00000 | 0.00000 | -194.20 | 9447.24 |