Strategy Tester Report
SMARTASS-Original
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 | Lots=1; TakeProfit=1500; TrailingStop=2000; StopLoss=200; Slippage=5; MaximumRisk=0.3; StartTrading=0; EndTrading=24; UseMM=false; MagicNumber=655321; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5998.70 | Gross profit | 6043.50 | Gross loss | -12042.20 |
Profit factor | 0.50 | Expected payoff | -75.93 | ||
Absolute drawdown | 7075.80 | Maximal drawdown | 7075.80 (70.76%) | Relative drawdown | 70.76% (7075.80) |
Total trades | 79 | Short positions (won %) | 43 (23.26%) | Long positions (won %) | 36 (11.11%) |
Profit trades (% of total) | 14 (17.72%) | Loss trades (% of total) | 65 (82.28%) | ||
Largest | profit trade | 1057.00 | loss trade | -202.30 | |
Average | profit trade | 431.68 | loss trade | -185.26 | |
Maximum | consecutive wins (profit in money) | 2 (1220.10) | consecutive losses (loss in money) | 9 (-1800.00) | |
Maximal | consecutive profit (count of wins) | 1220.10 (2) | consecutive loss (count of losses) | -1800.00 (9) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:00 | buy | 1 | 1.00 | 1.62253 | 1.62053 | 1.63753 | ||
2 | 2010.01.04 13:10 | s/l | 1 | 1.00 | 1.62053 | 1.62053 | 1.63753 | -200.00 | 9800.00 |
3 | 2010.01.04 13:10 | buy | 2 | 1.00 | 1.62021 | 1.61821 | 1.63521 | ||
4 | 2010.01.04 13:15 | s/l | 2 | 1.00 | 1.61821 | 1.61821 | 1.63521 | -200.00 | 9600.00 |
5 | 2010.01.04 13:15 | buy | 3 | 1.00 | 1.61819 | 1.61619 | 1.63319 | ||
6 | 2010.01.04 13:20 | s/l | 3 | 1.00 | 1.61619 | 1.61619 | 1.63319 | -200.00 | 9400.00 |
7 | 2010.01.04 13:20 | buy | 4 | 1.00 | 1.61550 | 1.61350 | 1.63050 | ||
8 | 2010.01.04 16:20 | s/l | 4 | 1.00 | 1.61350 | 1.61350 | 1.63050 | -200.00 | 9200.00 |
9 | 2010.01.05 03:00 | sell | 5 | 1.00 | 1.60777 | 1.60977 | 1.59277 | ||
10 | 2010.01.05 03:20 | s/l | 5 | 1.00 | 1.60977 | 1.60977 | 1.59277 | -200.00 | 9000.00 |
11 | 2010.01.05 03:20 | sell | 6 | 1.00 | 1.60921 | 1.61121 | 1.59421 | ||
12 | 2010.01.05 05:32 | s/l | 6 | 1.00 | 1.61121 | 1.61121 | 1.59421 | -200.00 | 8800.00 |
13 | 2010.01.05 12:00 | sell | 7 | 1.00 | 1.59996 | 1.60196 | 1.58496 | ||
14 | 2010.01.05 12:45 | s/l | 7 | 1.00 | 1.60196 | 1.60196 | 1.58496 | -200.00 | 8600.00 |
15 | 2010.01.05 12:45 | sell | 8 | 1.00 | 1.60195 | 1.60395 | 1.58695 | ||
16 | 2010.01.05 13:40 | s/l | 8 | 1.00 | 1.60395 | 1.60395 | 1.58695 | -200.00 | 8400.00 |
17 | 2010.01.07 08:00 | sell | 9 | 1.00 | 1.59673 | 1.59873 | 1.58173 | ||
18 | 2010.01.07 08:20 | s/l | 9 | 1.00 | 1.59873 | 1.59873 | 1.58173 | -200.00 | 8200.00 |
19 | 2010.01.07 08:20 | sell | 10 | 1.00 | 1.59831 | 1.60031 | 1.58331 | ||
20 | 2010.01.07 19:00 | close | 10 | 1.00 | 1.59474 | 1.60031 | 1.58331 | 357.00 | 8557.00 |
21 | 2010.01.08 10:00 | buy | 11 | 1.00 | 1.60207 | 1.60007 | 1.61707 | ||
22 | 2010.01.08 12:50 | s/l | 11 | 1.00 | 1.60007 | 1.60007 | 1.61707 | -200.00 | 8357.00 |
23 | 2010.01.11 01:00 | buy | 12 | 1.00 | 1.60923 | 1.60723 | 1.62423 | ||
24 | 2010.01.11 02:02 | s/l | 12 | 1.00 | 1.60723 | 1.60723 | 1.62423 | -200.00 | 8157.00 |
25 | 2010.01.12 12:00 | buy | 13 | 1.00 | 1.61512 | 1.61312 | 1.63012 | ||
26 | 2010.01.12 12:15 | s/l | 13 | 1.00 | 1.61312 | 1.61312 | 1.63012 | -200.00 | 7957.00 |
27 | 2010.01.12 12:15 | buy | 14 | 1.00 | 1.61290 | 1.61090 | 1.62790 | ||
28 | 2010.01.13 01:00 | close | 14 | 1.00 | 1.61503 | 1.61090 | 1.62790 | 213.00 | 8170.00 |
29 | 2010.01.13 08:00 | buy | 15 | 1.00 | 1.62191 | 1.61991 | 1.63691 | ||
30 | 2010.01.13 09:02 | s/l | 15 | 1.00 | 1.61991 | 1.61991 | 1.63691 | -200.00 | 7970.00 |
31 | 2010.01.14 20:00 | buy | 16 | 1.00 | 1.63431 | 1.63231 | 1.64931 | ||
32 | 2010.01.14 20:26 | s/l | 16 | 1.00 | 1.63231 | 1.63231 | 1.64931 | -200.00 | 7770.00 |
33 | 2010.01.14 20:26 | buy | 17 | 1.00 | 1.63277 | 1.63077 | 1.64777 | ||
34 | 2010.01.15 02:45 | s/l | 17 | 1.00 | 1.63077 | 1.63077 | 1.64777 | -200.00 | 7570.00 |
35 | 2010.01.15 12:00 | sell | 18 | 1.00 | 1.62857 | 1.63057 | 1.61357 | ||
36 | 2010.01.15 13:15 | s/l | 18 | 1.00 | 1.63057 | 1.63057 | 1.61357 | -200.00 | 7370.00 |
37 | 2010.01.18 10:00 | buy | 19 | 1.00 | 1.63549 | 1.63349 | 1.65049 | ||
38 | 2010.01.18 10:20 | s/l | 19 | 1.00 | 1.63349 | 1.63349 | 1.65049 | -200.00 | 7170.00 |
39 | 2010.01.18 10:20 | buy | 20 | 1.00 | 1.63405 | 1.63205 | 1.64905 | ||
40 | 2010.01.18 14:20 | s/l | 20 | 1.00 | 1.63205 | 1.63205 | 1.64905 | -200.00 | 6970.00 |
41 | 2010.01.19 02:00 | buy | 21 | 1.00 | 1.64140 | 1.63940 | 1.65640 | ||
42 | 2010.01.19 09:59 | s/l | 21 | 1.00 | 1.63940 | 1.63940 | 1.65640 | -200.00 | 6770.00 |
43 | 2010.01.20 06:00 | sell | 22 | 1.00 | 1.63136 | 1.63336 | 1.61636 | ||
44 | 2010.01.20 16:00 | close | 22 | 1.00 | 1.63008 | 1.63336 | 1.61636 | 128.00 | 6898.00 |
45 | 2010.01.21 09:00 | sell | 23 | 1.00 | 1.62300 | 1.62500 | 1.60800 | ||
46 | 2010.01.21 16:00 | close | 23 | 1.00 | 1.62203 | 1.62500 | 1.60800 | 97.00 | 6995.00 |
47 | 2010.01.22 09:00 | buy | 24 | 1.00 | 1.62542 | 1.62342 | 1.64042 | ||
48 | 2010.01.22 10:20 | s/l | 24 | 1.00 | 1.62342 | 1.62342 | 1.64042 | -200.00 | 6795.00 |
49 | 2010.01.22 14:00 | sell | 25 | 1.00 | 1.61120 | 1.61320 | 1.59620 | ||
50 | 2010.01.22 14:20 | s/l | 25 | 1.00 | 1.61320 | 1.61320 | 1.59620 | -200.00 | 6595.00 |
51 | 2010.01.22 14:20 | sell | 26 | 1.00 | 1.61298 | 1.61498 | 1.59798 | ||
52 | 2010.01.22 17:37 | s/l | 26 | 1.00 | 1.61498 | 1.61498 | 1.59798 | -200.00 | 6395.00 |
53 | 2010.01.25 18:00 | buy | 27 | 1.00 | 1.62407 | 1.62207 | 1.63907 | ||
54 | 2010.01.25 18:32 | s/l | 27 | 1.00 | 1.62207 | 1.62207 | 1.63907 | -200.00 | 6195.00 |
55 | 2010.01.25 18:32 | buy | 28 | 1.00 | 1.62250 | 1.62050 | 1.63750 | ||
56 | 2010.01.26 05:00 | close | 28 | 1.00 | 1.62202 | 1.62050 | 1.63750 | -48.00 | 6147.00 |
57 | 2010.01.26 12:00 | sell | 29 | 1.00 | 1.61196 | 1.61396 | 1.59696 | ||
58 | 2010.01.26 13:45 | s/l | 29 | 1.00 | 1.61396 | 1.61396 | 1.59696 | -200.00 | 5947.00 |
59 | 2010.01.27 14:00 | buy | 30 | 1.00 | 1.62317 | 1.62117 | 1.63817 | ||
60 | 2010.01.27 15:10 | s/l | 30 | 1.00 | 1.62117 | 1.62117 | 1.63817 | -200.00 | 5747.00 |
61 | 2010.01.28 06:00 | buy | 31 | 1.00 | 1.61926 | 1.61726 | 1.63426 | ||
62 | 2010.01.28 06:50 | s/l | 31 | 1.00 | 1.61726 | 1.61726 | 1.63426 | -200.00 | 5547.00 |
63 | 2010.01.28 06:50 | buy | 32 | 1.00 | 1.61757 | 1.61557 | 1.63257 | ||
64 | 2010.01.28 16:00 | close | 32 | 1.00 | 1.62080 | 1.61557 | 1.63257 | 323.00 | 5870.00 |
65 | 2010.01.28 21:00 | sell | 33 | 1.00 | 1.61250 | 1.61450 | 1.59750 | ||
66 | 2010.01.28 21:37 | s/l | 33 | 1.00 | 1.61450 | 1.61450 | 1.59750 | -200.00 | 5670.00 |
67 | 2010.01.28 21:37 | sell | 34 | 1.00 | 1.61405 | 1.61605 | 1.59905 | ||
68 | 2010.01.29 04:20 | s/l | 34 | 1.00 | 1.61605 | 1.61605 | 1.59905 | -202.30 | 5467.70 |
69 | 2010.01.29 15:00 | sell | 35 | 1.00 | 1.60560 | 1.60760 | 1.59060 | ||
70 | 2010.02.01 08:00 | close | 35 | 1.00 | 1.59594 | 1.60760 | 1.59060 | 963.70 | 6431.40 |
71 | 2010.02.02 05:00 | buy | 36 | 1.00 | 1.59375 | 1.59175 | 1.60875 | ||
72 | 2010.02.02 06:00 | close | 36 | 1.00 | 1.59298 | 1.59175 | 1.60875 | -77.00 | 6354.40 |
73 | 2010.02.02 17:00 | buy | 37 | 1.00 | 1.59725 | 1.59525 | 1.61225 | ||
74 | 2010.02.02 17:20 | s/l | 37 | 1.00 | 1.59525 | 1.59525 | 1.61225 | -200.00 | 6154.40 |
75 | 2010.02.02 17:20 | buy | 38 | 1.00 | 1.59576 | 1.59376 | 1.61076 | ||
76 | 2010.02.03 06:00 | close | 38 | 1.00 | 1.59908 | 1.59376 | 1.61076 | 332.00 | 6486.40 |
77 | 2010.02.03 08:00 | buy | 39 | 1.00 | 1.60305 | 1.60105 | 1.61805 | ||
78 | 2010.02.03 10:50 | s/l | 39 | 1.00 | 1.60105 | 1.60105 | 1.61805 | -200.00 | 6286.40 |
79 | 2010.02.03 20:00 | sell | 40 | 1.00 | 1.59081 | 1.59281 | 1.57581 | ||
80 | 2010.02.04 03:00 | close | 40 | 1.00 | 1.59133 | 1.59281 | 1.57581 | -58.90 | 6227.50 |
81 | 2010.02.04 11:00 | sell | 41 | 1.00 | 1.58382 | 1.58582 | 1.56882 | ||
82 | 2010.02.04 11:26 | s/l | 41 | 1.00 | 1.58582 | 1.58582 | 1.56882 | -200.00 | 6027.50 |
83 | 2010.02.04 11:26 | sell | 42 | 1.00 | 1.58531 | 1.58731 | 1.57031 | ||
84 | 2010.02.04 13:20 | s/l | 42 | 1.00 | 1.58731 | 1.58731 | 1.57031 | -200.00 | 5827.50 |
85 | 2010.02.04 16:00 | sell | 43 | 1.00 | 1.57876 | 1.58076 | 1.56376 | ||
86 | 2010.02.05 04:00 | close | 43 | 1.00 | 1.57538 | 1.58076 | 1.56376 | 335.70 | 6163.20 |
87 | 2010.02.05 10:00 | sell | 44 | 1.00 | 1.56890 | 1.57090 | 1.55390 | ||
88 | 2010.02.05 10:40 | s/l | 44 | 1.00 | 1.57090 | 1.57090 | 1.55390 | -200.00 | 5963.20 |
89 | 2010.02.05 10:40 | sell | 45 | 1.00 | 1.57048 | 1.57248 | 1.55548 | ||
90 | 2010.02.05 11:00 | close | 45 | 1.00 | 1.57145 | 1.57248 | 1.55548 | -97.00 | 5866.20 |
91 | 2010.02.05 18:00 | sell | 46 | 1.00 | 1.56165 | 1.56365 | 1.54665 | ||
92 | 2010.02.05 18:10 | s/l | 46 | 1.00 | 1.56365 | 1.56365 | 1.54665 | -200.00 | 5666.20 |
93 | 2010.02.05 18:10 | sell | 47 | 1.00 | 1.56314 | 1.56514 | 1.54814 | ||
94 | 2010.02.05 22:50 | s/l | 47 | 1.00 | 1.56514 | 1.56514 | 1.54814 | -200.00 | 5466.20 |
95 | 2010.02.08 17:00 | buy | 48 | 1.00 | 1.56444 | 1.56244 | 1.57944 | ||
96 | 2010.02.08 19:20 | s/l | 48 | 1.00 | 1.56244 | 1.56244 | 1.57944 | -200.00 | 5266.20 |
97 | 2010.02.09 08:00 | buy | 49 | 1.00 | 1.56447 | 1.56247 | 1.57947 | ||
98 | 2010.02.09 08:02 | s/l | 49 | 1.00 | 1.56247 | 1.56247 | 1.57947 | -200.00 | 5066.20 |
99 | 2010.02.09 08:02 | buy | 50 | 1.00 | 1.56238 | 1.56038 | 1.57738 | ||
100 | 2010.02.09 09:45 | s/l | 50 | 1.00 | 1.56038 | 1.56038 | 1.57738 | -200.00 | 4866.20 |
101 | 2010.02.09 16:00 | buy | 51 | 1.00 | 1.56312 | 1.56112 | 1.57812 | ||
102 | 2010.02.09 16:45 | s/l | 51 | 1.00 | 1.56112 | 1.56112 | 1.57812 | -200.00 | 4666.20 |
103 | 2010.02.09 16:45 | buy | 52 | 1.00 | 1.56159 | 1.55959 | 1.57659 | ||
104 | 2010.02.09 16:50 | s/l | 52 | 1.00 | 1.55959 | 1.55959 | 1.57659 | -200.00 | 4466.20 |
105 | 2010.02.09 16:50 | buy | 53 | 1.00 | 1.56007 | 1.55807 | 1.57507 | ||
106 | 2010.02.10 04:00 | close | 53 | 1.00 | 1.56803 | 1.55807 | 1.57507 | 796.00 | 5262.20 |
107 | 2010.02.10 17:00 | sell | 54 | 1.00 | 1.55877 | 1.56077 | 1.54377 | ||
108 | 2010.02.10 17:50 | s/l | 54 | 1.00 | 1.56077 | 1.56077 | 1.54377 | -200.00 | 5062.20 |
109 | 2010.02.10 17:50 | sell | 55 | 1.00 | 1.56070 | 1.56270 | 1.54570 | ||
110 | 2010.02.10 18:20 | s/l | 55 | 1.00 | 1.56270 | 1.56270 | 1.54570 | -200.00 | 4862.20 |
111 | 2010.02.11 12:00 | sell | 56 | 1.00 | 1.56018 | 1.56218 | 1.54518 | ||
112 | 2010.02.11 12:40 | s/l | 56 | 1.00 | 1.56218 | 1.56218 | 1.54518 | -200.00 | 4662.20 |
113 | 2010.02.11 12:40 | sell | 57 | 1.00 | 1.56170 | 1.56370 | 1.54670 | ||
114 | 2010.02.11 12:45 | s/l | 57 | 1.00 | 1.56370 | 1.56370 | 1.54670 | -200.00 | 4462.20 |
115 | 2010.02.11 12:45 | sell | 58 | 1.00 | 1.56362 | 1.56562 | 1.54862 | ||
116 | 2010.02.11 12:50 | s/l | 58 | 1.00 | 1.56562 | 1.56562 | 1.54862 | -200.00 | 4262.20 |
117 | 2010.02.11 12:50 | sell | 59 | 1.00 | 1.56554 | 1.56754 | 1.55054 | ||
118 | 2010.02.11 13:00 | close | 59 | 1.00 | 1.56355 | 1.56754 | 1.55054 | 199.00 | 4461.20 |
119 | 2010.02.15 00:00 | buy | 60 | 1.00 | 1.56723 | 1.56523 | 1.58223 | ||
120 | 2010.02.15 00:16 | s/l | 60 | 1.00 | 1.56523 | 1.56523 | 1.58223 | -200.00 | 4261.20 |
121 | 2010.02.15 00:16 | buy | 61 | 1.00 | 1.56511 | 1.56311 | 1.58011 | ||
122 | 2010.02.15 06:00 | close | 61 | 1.00 | 1.56445 | 1.56311 | 1.58011 | -66.00 | 4195.20 |
123 | 2010.02.15 12:00 | buy | 62 | 1.00 | 1.56844 | 1.56644 | 1.58344 | ||
124 | 2010.02.15 14:50 | s/l | 62 | 1.00 | 1.56644 | 1.56644 | 1.58344 | -200.00 | 3995.20 |
125 | 2010.02.16 04:00 | buy | 63 | 1.00 | 1.56880 | 1.56680 | 1.58380 | ||
126 | 2010.02.16 12:00 | close | 63 | 1.00 | 1.56854 | 1.56680 | 1.58380 | -26.00 | 3969.20 |
127 | 2010.02.16 19:00 | buy | 64 | 1.00 | 1.57779 | 1.57579 | 1.59279 | ||
128 | 2010.02.17 07:00 | close | 64 | 1.00 | 1.57712 | 1.57579 | 1.59279 | -67.00 | 3902.20 |
129 | 2010.02.18 02:00 | sell | 65 | 1.00 | 1.56615 | 1.56815 | 1.55115 | ||
130 | 2010.02.18 07:50 | s/l | 65 | 1.00 | 1.56815 | 1.56815 | 1.55115 | -200.00 | 3702.20 |
131 | 2010.02.18 11:00 | sell | 66 | 1.00 | 1.55763 | 1.55963 | 1.54263 | ||
132 | 2010.02.18 11:03 | s/l | 66 | 1.00 | 1.55963 | 1.55963 | 1.54263 | -200.00 | 3502.20 |
133 | 2010.02.18 11:03 | sell | 67 | 1.00 | 1.55943 | 1.56143 | 1.54443 | ||
134 | 2010.02.18 11:16 | s/l | 67 | 1.00 | 1.56143 | 1.56143 | 1.54443 | -200.00 | 3302.20 |
135 | 2010.02.18 11:16 | sell | 68 | 1.00 | 1.56158 | 1.56358 | 1.54658 | ||
136 | 2010.02.18 12:00 | close | 68 | 1.00 | 1.56136 | 1.56358 | 1.54658 | 22.00 | 3324.20 |
137 | 2010.02.18 13:00 | sell | 69 | 1.00 | 1.55929 | 1.56129 | 1.54429 | ||
138 | 2010.02.18 15:32 | s/l | 69 | 1.00 | 1.56129 | 1.56129 | 1.54429 | -200.00 | 3124.20 |
139 | 2010.02.19 00:00 | sell | 70 | 1.00 | 1.54788 | 1.54988 | 1.53288 | ||
140 | 2010.02.19 00:37 | s/l | 70 | 1.00 | 1.54988 | 1.54988 | 1.53288 | -200.00 | 2924.20 |
141 | 2010.02.19 00:37 | sell | 71 | 1.00 | 1.54940 | 1.55140 | 1.53440 | ||
142 | 2010.02.19 13:00 | close | 71 | 1.00 | 1.53883 | 1.55140 | 1.53440 | 1057.00 | 3981.20 |
143 | 2010.02.23 01:00 | buy | 72 | 1.00 | 1.55054 | 1.54854 | 1.56554 | ||
144 | 2010.02.23 02:02 | s/l | 72 | 1.00 | 1.54854 | 1.54854 | 1.56554 | -200.00 | 3781.20 |
145 | 2010.02.23 22:00 | sell | 73 | 1.00 | 1.54060 | 1.54260 | 1.52560 | ||
146 | 2010.02.23 22:16 | s/l | 73 | 1.00 | 1.54260 | 1.54260 | 1.52560 | -200.00 | 3581.20 |
147 | 2010.02.23 22:16 | sell | 74 | 1.00 | 1.54239 | 1.54439 | 1.52739 | ||
148 | 2010.02.23 23:20 | s/l | 74 | 1.00 | 1.54439 | 1.54439 | 1.52739 | -200.00 | 3381.20 |
149 | 2010.02.24 16:00 | sell | 75 | 1.00 | 1.54328 | 1.54528 | 1.52828 | ||
150 | 2010.02.24 16:02 | s/l | 75 | 1.00 | 1.54528 | 1.54528 | 1.52828 | -200.00 | 3181.20 |
151 | 2010.02.24 16:02 | sell | 76 | 1.00 | 1.54483 | 1.54683 | 1.52983 | ||
152 | 2010.02.24 16:50 | s/l | 76 | 1.00 | 1.54683 | 1.54683 | 1.52983 | -200.00 | 2981.20 |
153 | 2010.02.24 16:50 | sell | 77 | 1.00 | 1.54725 | 1.54925 | 1.53225 | ||
154 | 2010.02.24 17:00 | close | 77 | 1.00 | 1.54539 | 1.54925 | 1.53225 | 186.00 | 3167.20 |
155 | 2010.02.24 19:00 | sell | 78 | 1.00 | 1.54148 | 1.54348 | 1.52648 | ||
156 | 2010.02.25 13:00 | close | 78 | 1.00 | 1.53107 | 1.54348 | 1.52648 | 1034.10 | 4201.30 |
157 | 2010.02.26 15:00 | sell | 79 | 1.00 | 1.51936 | 1.52136 | 1.50436 | ||
158 | 2010.02.26 16:40 | s/l | 79 | 1.00 | 1.52136 | 1.52136 | 1.50436 | -200.00 | 4001.30 |