Strategy Tester Report
SMC USD JPY cci test
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
ModelControl points (a very crude method, the results must not be considered)
ParametersTakeProfit=10; Lots=1; InitialStop=10; TrailingStop=65;
Bars in test1953Ticks modelled24825Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-3671.00Gross profit9904.00Gross loss-13575.00
Profit factor0.73Expected payoff-41.72
Absolute drawdown3743.00Maximal drawdown4665.00 (42.71%)Relative drawdown42.71% (4665.00)
Total trades88Short positions (won %)0 (0.00%)Long positions (won %)88 (67.05%)
Profit trades (% of total)59 (67.05%)Loss trades (% of total)29 (32.95%)
Largestprofit trade720.00loss trade-1222.00
Averageprofit trade167.86loss trade-468.10
Maximumconsecutive wins (profit in money)8 (1454.00)consecutive losses (loss in money)3 (-2275.00)
Maximalconsecutive profit (count of wins)2307.00 (6)consecutive loss (count of losses)-2275.00 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 11:00buy11.001.620400.000000.00000
22010.01.04 13:00modify11.001.620401.621320.00000
32010.01.04 13:05s/l11.001.621321.621320.0000092.0010092.00
42010.01.04 14:00buy21.001.614710.000000.00000
52010.01.04 15:00modify21.001.614711.615550.00000
62010.01.04 15:50s/l21.001.615551.615550.0000084.0010176.00
72010.01.04 16:00buy31.001.616420.000000.00000
82010.01.04 17:00close31.001.611910.000000.00000-451.009725.00
92010.01.05 08:00buy41.001.615010.000000.00000
102010.01.05 10:00close41.001.604360.000000.00000-1065.008660.00
112010.01.06 10:00buy51.001.604100.000000.00000
122010.01.06 14:00close51.001.596510.000000.00000-759.007901.00
132010.01.06 22:00buy61.001.602030.000000.00000
142010.01.07 02:00modify61.001.602031.602530.00000
152010.01.07 02:03s/l61.001.602531.602530.0000050.007951.00
162010.01.07 03:00buy71.001.602520.000000.00000
172010.01.07 06:00close71.001.600160.000000.00000-236.007715.00
182010.01.08 09:00buy81.001.597050.000000.00000
192010.01.08 10:00modify81.001.597051.600860.00000
202010.01.08 11:00modify81.001.597051.602390.00000
212010.01.08 11:15s/l81.001.602391.602390.00000534.008249.00
222010.01.08 12:00buy91.001.601560.000000.00000
232010.01.08 15:00modify91.001.601561.608390.00000
242010.01.08 15:10s/l91.001.608391.608390.00000683.008932.00
252010.01.08 16:00buy101.001.603040.000000.00000
262010.01.11 00:00modify101.001.603041.605140.00000
272010.01.11 01:00modify101.001.603041.608020.00000
282010.01.11 01:20s/l101.001.608021.608020.00000498.009430.00
292010.01.11 02:00buy111.001.607730.000000.00000
302010.01.11 04:00modify111.001.607731.608600.00000
312010.01.11 04:50s/l111.001.608601.608600.0000087.009517.00
322010.01.11 05:00buy121.001.609120.000000.00000
332010.01.11 10:00modify121.001.609121.611960.00000
342010.01.11 10:20s/l121.001.611961.611960.00000284.009801.00
352010.01.11 11:00buy131.001.614640.000000.00000
362010.01.11 12:00modify131.001.614641.615880.00000
372010.01.11 13:00modify131.001.614641.616850.00000
382010.01.11 13:50s/l131.001.616851.616850.00000221.0010022.00
392010.01.11 14:00buy141.001.616510.000000.00000
402010.01.11 20:00close141.001.611460.000000.00000-505.009517.00
412010.01.12 11:00buy151.001.613550.000000.00000
422010.01.12 12:00modify151.001.613551.613910.00000
432010.01.12 12:10s/l151.001.613911.613910.0000036.009553.00
442010.01.12 13:00buy161.001.613950.000000.00000
452010.01.12 14:00modify161.001.613951.615020.00000
462010.01.12 14:15s/l161.001.615021.615020.00000107.009660.00
472010.01.12 15:00buy171.001.612920.000000.00000
482010.01.12 16:00modify171.001.612921.614840.00000
492010.01.12 16:07s/l171.001.614841.614840.00000192.009852.00
502010.01.12 17:00buy181.001.619050.000000.00000
512010.01.13 01:00close181.001.615030.000000.00000-402.009450.00
522010.01.13 08:00buy191.001.621400.000000.00000
532010.01.13 11:00modify191.001.621401.623340.00000
542010.01.13 11:02s/l191.001.623341.623340.00000194.009644.00
552010.01.13 12:00buy201.001.623900.000000.00000
562010.01.13 13:00modify201.001.623901.627020.00000
572010.01.13 13:02s/l201.001.627021.627020.00000312.009956.00
582010.01.13 14:00buy211.001.627400.000000.00000
592010.01.13 15:00modify211.001.627401.627530.00000
602010.01.13 15:15s/l211.001.627531.627530.0000013.009969.00
612010.01.13 16:00buy221.001.627730.000000.00000
622010.01.13 18:00modify221.001.627731.627940.00000
632010.01.13 18:50s/l221.001.627941.627940.0000021.009990.00
642010.01.13 19:00buy231.001.627680.000000.00000
652010.01.13 22:00modify231.001.627681.627970.00000
662010.01.13 22:50s/l231.001.627971.627970.0000029.0010019.00
672010.01.14 18:00buy241.001.631860.000000.00000
682010.01.14 20:00modify241.001.631861.633100.00000
692010.01.14 20:20s/l241.001.633101.633100.00000124.0010143.00
702010.01.14 21:00buy251.001.633230.000000.00000
712010.01.15 03:00close251.001.630200.000000.00000-303.009840.00
722010.01.18 05:00buy261.001.630810.000000.00000
732010.01.18 09:00modify261.001.630811.631620.00000
742010.01.18 10:00modify261.001.630811.634280.00000
752010.01.18 10:15s/l261.001.634281.634280.00000347.0010187.00
762010.01.18 11:00buy271.001.634140.000000.00000
772010.01.18 12:00modify271.001.634141.635000.00000
782010.01.18 12:03s/l271.001.635001.635000.0000086.0010273.00
792010.01.18 13:00buy281.001.633640.000000.00000
802010.01.19 00:00modify281.001.633641.634000.00000
812010.01.19 01:00modify281.001.633641.634450.00000
822010.01.19 01:02s/l281.001.634451.634450.0000081.0010354.00
832010.01.19 02:00buy291.001.640890.000000.00000
842010.01.19 03:00modify291.001.640891.641230.00000
852010.01.19 03:20s/l291.001.641231.641230.0000034.0010388.00
862010.01.19 04:00buy301.001.640800.000000.00000
872010.01.19 05:00modify301.001.640801.640800.00000
882010.01.19 05:15s/l301.001.640801.640800.000000.0010388.00
892010.01.19 06:00buy311.001.640550.000000.00000
902010.01.19 08:00modify311.001.640551.641370.00000
912010.01.19 08:32s/l311.001.641371.641370.0000082.0010470.00
922010.01.19 09:00buy321.001.642090.000000.00000
932010.01.19 13:00close321.001.633800.000000.00000-829.009641.00
942010.01.21 01:00buy331.001.630140.000000.00000
952010.01.21 03:00close331.001.627250.000000.00000-289.009352.00
962010.01.22 05:00buy341.001.621360.000000.00000
972010.01.22 08:00modify341.001.621361.621550.00000
982010.01.22 09:00modify341.001.621361.624210.00000
992010.01.22 10:00modify341.001.621361.625730.00000
1002010.01.22 10:10s/l341.001.625731.625730.00000437.009789.00
1012010.01.22 11:00buy351.001.622190.000000.00000
1022010.01.22 12:00modify351.001.622191.623680.00000
1032010.01.22 12:10s/l351.001.623681.623680.00000149.009938.00
1042010.01.25 09:00buy361.001.613950.000000.00000
1052010.01.25 10:00modify361.001.613951.615520.00000
1062010.01.25 10:15s/l361.001.615521.615520.00000157.0010095.00
1072010.01.25 11:00buy371.001.615950.000000.00000
1082010.01.25 12:00modify371.001.615951.616310.00000
1092010.01.25 12:15s/l371.001.616311.616310.0000036.0010131.00
1102010.01.25 13:00buy381.001.614820.000000.00000
1112010.01.25 16:00modify381.001.614821.617640.00000
1122010.01.25 16:15s/l381.001.617641.617640.00000282.0010413.00
1132010.01.25 17:00buy391.001.620730.000000.00000
1142010.01.25 18:00modify391.001.620731.622860.00000
1152010.01.25 18:20s/l391.001.622861.622860.00000213.0010626.00
1162010.01.25 19:00buy401.001.623130.000000.00000
1172010.01.25 20:00modify401.001.623131.623680.00000
1182010.01.25 20:50s/l401.001.623681.623680.0000055.0010681.00
1192010.01.25 21:00buy411.001.624370.000000.00000
1202010.01.26 02:00modify411.001.624371.624990.00000
1212010.01.26 03:00modify411.001.624371.625620.00000
1222010.01.26 03:15s/l411.001.625621.625620.00000125.0010806.00
1232010.01.26 04:00buy421.001.623860.000000.00000
1242010.01.26 06:00close421.001.620780.000000.00000-308.0010498.00
1252010.01.27 12:00buy431.001.620820.000000.00000
1262010.01.27 13:00modify431.001.620821.621900.00000
1272010.01.27 14:00modify431.001.620821.621960.00000
1282010.01.27 14:15s/l431.001.621961.621960.00000114.0010612.00
1292010.01.27 15:00buy441.001.621890.000000.00000
1302010.01.27 20:00close441.001.617170.000000.00000-472.0010140.00
1312010.01.28 05:00buy451.001.621080.000000.00000
1322010.01.28 09:00modify451.001.621081.624420.00000
1332010.01.28 10:00modify451.001.621081.626700.00000
1342010.01.28 10:15s/l451.001.626701.626700.00000562.0010702.00
1352010.01.28 11:00buy461.001.625740.000000.00000
1362010.01.28 17:00close461.001.613520.000000.00000-1222.009480.00
1372010.02.01 21:00buy471.001.595350.000000.00000
1382010.02.01 22:00modify471.001.595351.595390.00000
1392010.02.01 22:20s/l471.001.595391.595390.000004.009484.00
1402010.02.01 23:00buy481.001.595610.000000.00000
1412010.02.02 05:00close481.001.593190.000000.00000-242.009242.00
1422010.02.02 09:00buy491.001.594990.000000.00000
1432010.02.02 10:00close491.001.591800.000000.00000-319.008923.00
1442010.02.02 17:00buy501.001.596740.000000.00000
1452010.02.02 20:00modify501.001.596741.596900.00000
1462010.02.02 21:00modify501.001.596741.597080.00000
1472010.02.02 22:00modify501.001.596741.597490.00000
1482010.02.02 22:15s/l501.001.597491.597490.0000075.008998.00
1492010.02.02 23:00buy511.001.597020.000000.00000
1502010.02.03 01:00modify511.001.597021.598150.00000
1512010.02.03 02:00modify511.001.597021.598630.00000
1522010.02.03 02:20s/l511.001.598631.598630.00000161.009159.00
1532010.02.03 03:00buy521.001.599120.000000.00000
1542010.02.03 07:00modify521.001.599121.599750.00000
1552010.02.03 08:00modify521.001.599121.601840.00000
1562010.02.03 09:00modify521.001.599121.602670.00000
1572010.02.03 10:00modify521.001.599121.604550.00000
1582010.02.03 10:15s/l521.001.604551.604550.00000543.009702.00
1592010.02.03 11:00buy531.001.602560.000000.00000
1602010.02.03 13:00close531.001.597840.000000.00000-472.009230.00
1612010.02.08 17:00buy541.001.563930.000000.00000
1622010.02.08 18:00modify541.001.563931.564050.00000
1632010.02.08 18:20s/l541.001.564051.564050.0000012.009242.00
1642010.02.08 19:00buy551.001.564580.000000.00000
1652010.02.08 23:00close551.001.558250.000000.00000-633.008609.00
1662010.02.09 07:00buy561.001.561030.000000.00000
1672010.02.09 08:00modify561.001.561031.563260.00000
1682010.02.09 08:02s/l561.001.563261.563260.00000223.008832.00
1692010.02.09 09:00buy571.001.564400.000000.00000
1702010.02.09 11:00close571.001.558500.000000.00000-590.008242.00
1712010.02.09 15:00buy581.001.562270.000000.00000
1722010.02.09 18:00modify581.001.562271.567000.00000
1732010.02.09 19:00modify581.001.562271.569470.00000
1742010.02.09 19:50s/l581.001.569471.569470.00000720.008962.00
1752010.02.09 20:00buy591.001.569660.000000.00000
1762010.02.09 23:00modify591.001.569661.571020.00000
1772010.02.09 23:50s/l591.001.571021.571020.00000136.009098.00
1782010.02.10 00:00buy601.001.570850.000000.00000
1792010.02.10 05:00close601.001.567380.000000.00000-347.008751.00
1802010.02.11 04:00buy611.001.564100.000000.00000
1812010.02.11 06:00modify611.001.564101.564520.00000
1822010.02.11 06:59s/l611.001.564521.564520.0000042.008793.00
1832010.02.11 07:00buy621.001.563960.000000.00000
1842010.02.11 09:00close621.001.560610.000000.00000-335.008458.00
1852010.02.11 19:00buy631.001.567890.000000.00000
1862010.02.11 21:00modify631.001.567891.568890.00000
1872010.02.11 21:32s/l631.001.568891.568890.00000100.008558.00
1882010.02.11 22:00buy641.001.569540.000000.00000
1892010.02.12 09:00modify641.001.569541.570890.00000
1902010.02.12 09:32s/l641.001.570891.570890.00000135.008693.00
1912010.02.12 10:00buy651.001.571630.000000.00000
1922010.02.12 11:00close651.001.565420.000000.00000-621.008072.00
1932010.02.12 20:00buy661.001.567280.000000.00000
1942010.02.15 06:00close661.001.564450.000000.00000-283.007789.00
1952010.02.15 11:00buy671.001.567290.000000.00000
1962010.02.15 13:00modify671.001.567291.569830.00000
1972010.02.15 13:20s/l671.001.569831.569830.00000254.008043.00
1982010.02.15 14:00buy681.001.568840.000000.00000
1992010.02.15 17:00close681.001.565230.000000.00000-361.007682.00
2002010.02.16 03:00buy691.001.568230.000000.00000
2012010.02.16 06:00modify691.001.568231.569330.00000
2022010.02.16 07:00modify691.001.568231.569460.00000
2032010.02.16 07:15s/l691.001.569461.569460.00000123.007805.00
2042010.02.16 08:00buy701.001.571050.000000.00000
2052010.02.16 14:00close701.001.567270.000000.00000-378.007427.00
2062010.02.16 19:00buy711.001.577280.000000.00000
2072010.02.16 20:00modify711.001.577281.578290.00000
2082010.02.16 20:46s/l711.001.578291.578290.00000101.007528.00
2092010.02.16 21:00buy721.001.578130.000000.00000
2102010.02.16 23:00modify721.001.578131.578470.00000
2112010.02.16 23:20s/l721.001.578471.578470.0000034.007562.00
2122010.02.17 00:00buy731.001.578280.000000.00000
2132010.02.17 09:00modify731.001.578281.579260.00000
2142010.02.17 09:50s/l731.001.579261.579260.0000098.007660.00
2152010.02.19 19:00buy741.001.545490.000000.00000
2162010.02.19 21:00modify741.001.545491.545690.00000
2172010.02.19 21:45s/l741.001.545691.545690.0000020.007680.00
2182010.02.19 22:00buy751.001.545390.000000.00000
2192010.02.22 01:00modify751.001.545391.546260.00000
2202010.02.22 01:20s/l751.001.546261.546260.0000087.007767.00
2212010.02.22 02:00buy761.001.547040.000000.00000
2222010.02.22 03:00modify761.001.547041.547780.00000
2232010.02.22 03:20s/l761.001.547781.547780.0000074.007841.00
2242010.02.22 04:00buy771.001.548970.000000.00000
2252010.02.22 10:00close771.001.546050.000000.00000-292.007549.00
2262010.02.22 15:00buy781.001.547590.000000.00000
2272010.02.22 16:00modify781.001.547591.547900.00000
2282010.02.22 16:02s/l781.001.547901.547900.0000031.007580.00
2292010.02.22 17:00buy791.001.549130.000000.00000
2302010.02.22 20:00close791.001.546990.000000.00000-214.007366.00
2312010.02.22 22:00buy801.001.547940.000000.00000
2322010.02.23 01:00modify801.001.547941.549330.00000
2332010.02.23 01:59s/l801.001.549331.549330.00000139.007505.00
2342010.02.23 02:00buy811.001.548700.000000.00000
2352010.02.23 03:00modify811.001.548701.548750.00000
2362010.02.23 03:02s/l811.001.548751.548750.000005.007510.00
2372010.02.23 04:00buy821.001.551230.000000.00000
2382010.02.23 06:00modify821.001.551231.551980.00000
2392010.02.23 07:00modify821.001.551231.552000.00000
2402010.02.23 07:15s/l821.001.552001.552000.0000077.007587.00
2412010.02.23 08:00buy831.001.551930.000000.00000
2422010.02.23 09:00modify831.001.551931.555720.00000
2432010.02.23 09:15s/l831.001.555721.555720.00000379.007966.00
2442010.02.23 10:00buy841.001.554650.000000.00000
2452010.02.23 11:00close841.001.543150.000000.00000-1150.006816.00
2462010.02.24 04:00buy851.001.545380.000000.00000
2472010.02.24 07:00modify851.001.545381.545480.00000
2482010.02.24 07:20s/l851.001.545481.545480.0000010.006826.00
2492010.02.24 08:00buy861.001.545450.000000.00000
2502010.02.24 09:00close861.001.542750.000000.00000-270.006556.00
2512010.02.24 13:00buy871.001.544830.000000.00000
2522010.02.24 14:00close871.001.543840.000000.00000-99.006457.00
2532010.02.26 21:00buy881.001.524820.000000.00000
2542010.02.26 22:56close at stop881.001.523540.000000.00000-128.006329.00