Strategy Tester Report
SMC Trader Kurt v21
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 | -224.98 | Gross profit | 660.34 | Gross loss | -885.32 |
Profit factor | 0.75 | Expected payoff | -6.25 | ||
Absolute drawdown | 315.28 | Maximal drawdown | 445.05 (4.36%) | Relative drawdown | 4.36% (445.05) |
Total trades | 36 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 18 (16.67%) |
Profit trades (% of total) | 9 (25.00%) | Loss trades (% of total) | 27 (75.00%) | ||
Largest | profit trade | 378.65 | loss trade | -89.10 | |
Average | profit trade | 73.37 | loss trade | -32.79 | |
Maximum | consecutive wins (profit in money) | 2 (405.75) | consecutive losses (loss in money) | 12 (-370.06) | |
Maximal | consecutive profit (count of wins) | 405.75 (2) | consecutive loss (count of losses) | -370.06 (12) | |
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 | -13.83 | 9986.17 |
3 | 2010.01.05 07:00 | buy | 2 | 0.10 | 1.61327 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 10:00 | close | 2 | 0.10 | 1.60436 | 0.00000 | 0.00000 | -89.10 | 9897.07 |
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 | 26.67 | 9923.74 |
7 | 2010.01.06 09:00 | buy | 4 | 0.10 | 1.60167 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 14:00 | close | 4 | 0.10 | 1.59651 | 0.00000 | 0.00000 | -51.60 | 9872.14 |
9 | 2010.01.06 18:00 | buy | 5 | 0.10 | 1.60137 | 0.00000 | 0.00000 | ||
10 | 2010.01.07 06:00 | close | 5 | 0.10 | 1.60016 | 0.00000 | 0.00000 | -12.10 | 9860.04 |
11 | 2010.01.08 02:00 | buy | 6 | 0.10 | 1.59460 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 04:00 | close | 6 | 0.10 | 1.59200 | 0.00000 | 0.00000 | -26.00 | 9834.04 |
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 | 9828.84 |
15 | 2010.01.15 03:00 | sell | 8 | 0.10 | 1.63020 | 0.00000 | 0.00000 | ||
16 | 2010.01.15 06:00 | close | 8 | 0.10 | 1.63348 | 0.00000 | 0.00000 | -32.80 | 9796.04 |
17 | 2010.01.15 11:00 | sell | 9 | 0.10 | 1.63054 | 0.00000 | 0.00000 | ||
18 | 2010.01.18 04:00 | close | 9 | 0.10 | 1.62834 | 0.00000 | 0.00000 | 21.77 | 9817.81 |
19 | 2010.01.18 04:00 | buy | 10 | 0.10 | 1.62834 | 0.00000 | 0.00000 | ||
20 | 2010.01.19 13:00 | close | 10 | 0.10 | 1.63380 | 0.00000 | 0.00000 | 54.60 | 9872.41 |
21 | 2010.01.19 13:00 | sell | 11 | 0.10 | 1.63380 | 0.00000 | 0.00000 | ||
22 | 2010.01.19 20:00 | close | 11 | 0.10 | 1.63811 | 0.00000 | 0.00000 | -43.10 | 9829.31 |
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 | 9809.01 |
25 | 2010.01.19 23:00 | sell | 13 | 0.10 | 1.63587 | 0.00000 | 0.00000 | ||
26 | 2010.01.20 22:00 | close | 13 | 0.10 | 1.62856 | 0.00000 | 0.00000 | 72.87 | 9881.88 |
27 | 2010.01.22 03:00 | buy | 14 | 0.10 | 1.62154 | 0.00000 | 0.00000 | ||
28 | 2010.01.22 13:00 | close | 14 | 0.10 | 1.61762 | 0.00000 | 0.00000 | -39.20 | 9842.68 |
29 | 2010.01.26 06:00 | sell | 15 | 0.10 | 1.62078 | 0.00000 | 0.00000 | ||
30 | 2010.01.27 11:00 | close | 15 | 0.10 | 1.61864 | 0.00000 | 0.00000 | 21.17 | 9863.85 |
31 | 2010.01.27 11:00 | buy | 16 | 0.10 | 1.61864 | 0.00000 | 0.00000 | ||
32 | 2010.01.27 20:00 | close | 16 | 0.10 | 1.61717 | 0.00000 | 0.00000 | -14.70 | 9849.15 |
33 | 2010.01.28 17:00 | sell | 17 | 0.10 | 1.61352 | 0.00000 | 0.00000 | ||
34 | 2010.01.29 10:00 | close | 17 | 0.10 | 1.61715 | 0.00000 | 0.00000 | -36.53 | 9812.62 |
35 | 2010.01.29 10:00 | buy | 18 | 0.10 | 1.61715 | 0.00000 | 0.00000 | ||
36 | 2010.01.29 14:00 | close | 18 | 0.10 | 1.61102 | 0.00000 | 0.00000 | -61.30 | 9751.32 |
37 | 2010.02.02 08:00 | buy | 19 | 0.10 | 1.59555 | 0.00000 | 0.00000 | ||
38 | 2010.02.02 10:00 | close | 19 | 0.10 | 1.59180 | 0.00000 | 0.00000 | -37.50 | 9713.82 |
39 | 2010.02.02 16:00 | buy | 20 | 0.10 | 1.59513 | 0.00000 | 0.00000 | ||
40 | 2010.02.03 13:00 | close | 20 | 0.10 | 1.59784 | 0.00000 | 0.00000 | 27.10 | 9740.92 |
41 | 2010.02.03 13:00 | sell | 21 | 0.10 | 1.59784 | 0.00000 | 0.00000 | ||
42 | 2010.02.08 15:00 | close | 21 | 0.10 | 1.55986 | 0.00000 | 0.00000 | 378.65 | 10119.57 |
43 | 2010.02.09 06:00 | buy | 22 | 0.10 | 1.56170 | 0.00000 | 0.00000 | ||
44 | 2010.02.09 11:00 | close | 22 | 0.10 | 1.55850 | 0.00000 | 0.00000 | -32.00 | 10087.57 |
45 | 2010.02.09 14:00 | buy | 23 | 0.10 | 1.56345 | 0.00000 | 0.00000 | ||
46 | 2010.02.10 05:00 | close | 23 | 0.10 | 1.56738 | 0.00000 | 0.00000 | 39.30 | 10126.87 |
47 | 2010.02.10 13:00 | sell | 24 | 0.10 | 1.56572 | 0.00000 | 0.00000 | ||
48 | 2010.02.11 03:00 | close | 24 | 0.10 | 1.56383 | 0.00000 | 0.00000 | 18.21 | 10145.08 |
49 | 2010.02.11 03:00 | buy | 25 | 0.10 | 1.56383 | 0.00000 | 0.00000 | ||
50 | 2010.02.11 09:00 | close | 25 | 0.10 | 1.56061 | 0.00000 | 0.00000 | -32.20 | 10112.88 |
51 | 2010.02.11 16:00 | sell | 26 | 0.10 | 1.55978 | 0.00000 | 0.00000 | ||
52 | 2010.02.11 18:00 | close | 26 | 0.10 | 1.56723 | 0.00000 | 0.00000 | -74.50 | 10038.38 |
53 | 2010.02.11 18:00 | buy | 27 | 0.10 | 1.56723 | 0.00000 | 0.00000 | ||
54 | 2010.02.12 11:00 | close | 27 | 0.10 | 1.56542 | 0.00000 | 0.00000 | -18.10 | 10020.28 |
55 | 2010.02.12 11:00 | sell | 28 | 0.10 | 1.56542 | 0.00000 | 0.00000 | ||
56 | 2010.02.12 19:00 | close | 28 | 0.10 | 1.56708 | 0.00000 | 0.00000 | -16.60 | 10003.68 |
57 | 2010.02.15 06:00 | sell | 29 | 0.10 | 1.56445 | 0.00000 | 0.00000 | ||
58 | 2010.02.15 10:00 | close | 29 | 0.10 | 1.56744 | 0.00000 | 0.00000 | -29.90 | 9973.78 |
59 | 2010.02.15 17:00 | sell | 30 | 0.10 | 1.56523 | 0.00000 | 0.00000 | ||
60 | 2010.02.16 02:00 | close | 30 | 0.10 | 1.56659 | 0.00000 | 0.00000 | -13.83 | 9959.95 |
61 | 2010.02.16 14:00 | sell | 31 | 0.10 | 1.56727 | 0.00000 | 0.00000 | ||
62 | 2010.02.16 18:00 | close | 31 | 0.10 | 1.57321 | 0.00000 | 0.00000 | -59.40 | 9900.55 |
63 | 2010.02.22 14:00 | buy | 32 | 0.10 | 1.54736 | 0.00000 | 0.00000 | ||
64 | 2010.02.22 20:00 | close | 32 | 0.10 | 1.54699 | 0.00000 | 0.00000 | -3.70 | 9896.85 |
65 | 2010.02.22 21:00 | buy | 33 | 0.10 | 1.54885 | 0.00000 | 0.00000 | ||
66 | 2010.02.23 11:00 | close | 33 | 0.10 | 1.54315 | 0.00000 | 0.00000 | -57.00 | 9839.85 |
67 | 2010.02.23 11:00 | sell | 34 | 0.10 | 1.54315 | 0.00000 | 0.00000 | ||
68 | 2010.02.24 03:00 | close | 34 | 0.10 | 1.54536 | 0.00000 | 0.00000 | -22.33 | 9817.52 |
69 | 2010.02.24 03:00 | buy | 35 | 0.10 | 1.54536 | 0.00000 | 0.00000 | ||
70 | 2010.02.24 09:00 | close | 35 | 0.10 | 1.54275 | 0.00000 | 0.00000 | -26.10 | 9791.42 |
71 | 2010.02.24 12:00 | buy | 36 | 0.10 | 1.54548 | 0.00000 | 0.00000 | ||
72 | 2010.02.24 14:00 | close | 36 | 0.10 | 1.54384 | 0.00000 | 0.00000 | -16.40 | 9775.02 |