Strategy Tester Report
SMC Trader 2 MAs 5 20 EMA1
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersTakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-3429.81Gross profit3851.54Gross loss-7281.35
Profit factor0.53Expected payoff-9.86
Absolute drawdown3511.66Maximal drawdown3735.15 (36.53%)Relative drawdown36.53% (3735.15)
Total trades348Short positions (won %)174 (32.76%)Long positions (won %)174 (31.03%)
Profit trades (% of total)111 (31.90%)Loss trades (% of total)237 (68.10%)
Largestprofit trade211.77loss trade-425.88
Averageprofit trade34.70loss trade-30.72
Maximumconsecutive wins (profit in money)4 (145.21)consecutive losses (loss in money)13 (-505.83)
Maximalconsecutive profit (count of wins)233.11 (3)consecutive loss (count of losses)-505.83 (13)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.07 17:00buy10.101.189020.000000.00000
22009.01.07 18:00close10.101.184550.000000.00000-37.749962.26
32009.01.08 16:00sell20.101.185900.000000.00000
42009.01.09 01:00close20.101.181540.000000.0000036.849999.10
52009.01.09 10:00buy30.101.188960.000000.00000
62009.01.09 19:00close30.101.189950.000000.000008.3210007.42
72009.01.14 03:00sell40.101.218400.000000.00000
82009.01.14 10:00close40.101.221340.000000.00000-24.079983.35
92009.01.14 13:00buy50.101.222240.000000.00000
102009.01.15 01:00close50.101.245700.000000.00000188.1810171.53
112009.01.16 03:00sell60.101.245800.000000.00000
122009.01.16 10:00close60.101.247200.000000.00000-11.2310160.30
132009.01.16 18:00buy70.101.254830.000000.00000
142009.01.16 21:00close70.101.248400.000000.00000-51.5110108.79
152009.01.19 01:00sell80.101.238500.000000.00000
162009.01.19 07:00close80.101.242640.000000.00000-33.3210075.47
172009.01.19 10:00buy90.101.245410.000000.00000
182009.01.19 11:00close90.101.241560.000000.00000-31.0110044.46
192009.01.19 11:00sell100.101.241560.000000.00000
202009.01.19 13:00close100.101.244790.000000.00000-25.9510018.51
212009.01.19 14:00buy110.101.249340.000000.00000
222009.01.19 19:00close110.101.249680.000000.000002.7210021.23
232009.01.21 05:00sell120.101.259620.000000.00000
242009.01.21 08:00close120.101.266440.000000.00000-53.859967.38
252009.01.21 08:00buy130.101.266440.000000.00000
262009.01.21 10:00close130.101.264550.000000.00000-14.959952.43
272009.01.21 13:00sell140.101.260400.000000.00000
282009.01.21 14:00close140.101.265440.000000.00000-39.839912.60
292009.01.21 14:00buy150.101.265440.000000.00000
302009.01.21 16:00close150.101.260810.000000.00000-36.729875.88
312009.01.21 16:00sell160.101.260810.000000.00000
322009.01.21 17:00close160.101.273020.000000.00000-95.919779.97
332009.01.21 17:00buy170.101.273020.000000.00000
342009.01.21 19:00close170.101.266430.000000.00000-52.049727.93
352009.01.21 21:00sell180.101.261150.000000.00000
362009.01.22 01:00close180.101.260610.000000.000004.109732.03
372009.01.22 14:00buy190.101.262190.000000.00000
382009.01.22 17:00close190.101.262950.000000.000006.029738.05
392009.01.22 20:00sell200.101.257850.000000.00000
402009.01.23 03:00close200.101.254960.000000.0000022.979761.02
412009.01.23 10:00buy210.101.260170.000000.00000
422009.01.23 14:00close210.101.257810.000000.00000-18.769742.26
432009.01.23 17:00sell220.101.249590.000000.00000
442009.01.26 01:00close220.101.237940.000000.0000094.059836.32
452009.01.27 14:00buy230.101.228390.000000.00000
462009.01.27 19:00close230.101.223930.000000.00000-36.449799.88
472009.01.28 09:00sell240.101.222600.000000.00000
482009.01.28 12:00close240.101.223440.000000.00000-6.879793.01
492009.01.29 04:00buy250.101.219240.000000.00000
502009.01.29 07:00close250.101.217340.000000.00000-15.619777.40
512009.01.29 13:00sell260.101.214080.000000.00000
522009.01.29 16:00close260.101.218840.000000.00000-39.059738.35
532009.01.29 19:00buy270.101.222190.000000.00000
542009.01.30 07:00close270.101.226500.000000.0000035.099773.44
552009.01.30 22:00sell280.101.226200.000000.00000
562009.02.02 03:00close280.101.232240.000000.00000-49.089724.36
572009.02.02 04:00buy290.101.232920.000000.00000
582009.02.02 17:00close290.101.236900.000000.0000032.189756.54
592009.02.03 17:00sell300.101.239580.000000.00000
602009.02.04 01:00close300.101.233260.000000.0000051.199807.73
612009.02.04 10:00buy310.101.240110.000000.00000
622009.02.04 15:00close310.101.231550.000000.00000-69.519738.22
632009.02.04 15:00sell320.101.231550.000000.00000
642009.02.04 20:00close320.101.231590.000000.00000-0.329737.90
652009.02.05 04:00buy330.101.234090.000000.00000
662009.02.05 06:00close330.101.232470.000000.00000-13.149724.76
672009.02.05 07:00sell340.101.232250.000000.00000
682009.02.05 09:00close340.101.236940.000000.00000-37.929686.84
692009.02.05 09:00buy350.101.236940.000000.00000
702009.02.05 11:00close350.101.228250.000000.00000-70.759616.09
712009.02.05 11:00sell360.101.228250.000000.00000
722009.02.05 14:00close360.101.232400.000000.00000-33.679582.42
732009.02.06 00:00buy370.101.232840.000000.00000
742009.02.06 01:00close370.101.230810.000000.00000-16.499565.93
752009.02.06 20:00sell380.101.224500.000000.00000
762009.02.09 04:00close380.101.223640.000000.000006.979572.90
772009.02.10 03:00buy390.101.225120.000000.00000
782009.02.10 07:00close390.101.220860.000000.00000-34.899538.01
792009.02.10 07:00sell400.101.220860.000000.00000
802009.02.10 09:00close400.101.223060.000000.00000-17.999520.02
812009.02.10 09:00buy410.101.223060.000000.00000
822009.02.10 14:00close410.101.223360.000000.000002.459522.47
832009.02.11 23:00sell420.101.238180.000000.00000
842009.02.12 04:00close420.101.242020.000000.00000-31.109491.37
852009.02.12 10:00buy430.101.245190.000000.00000
862009.02.12 14:00close430.101.243810.000000.00000-11.099480.28
872009.02.13 00:00sell440.101.242100.000000.00000
882009.02.13 13:00close440.101.236540.000000.0000044.969525.24
892009.02.13 18:00buy450.101.243890.000000.00000
902009.02.13 20:00close450.101.238550.000000.00000-43.119482.13
912009.02.13 21:00sell460.101.235550.000000.00000
922009.02.16 01:00close460.101.242540.000000.00000-56.329425.81
932009.02.16 02:00buy470.101.241740.000000.00000
942009.02.16 07:00close470.101.241600.000000.00000-1.139424.68
952009.02.17 00:00sell480.101.241900.000000.00000
962009.02.17 02:00close480.101.244040.000000.00000-17.209407.48
972009.02.17 03:00buy490.101.247640.000000.00000
982009.02.17 17:00close490.101.261400.000000.00000109.099516.57
992009.02.18 15:00sell500.101.257260.000000.00000
1002009.02.18 17:00close500.101.262610.000000.00000-42.379474.20
1012009.02.19 18:00buy510.101.259490.000000.00000
1022009.02.19 21:00close510.101.255150.000000.00000-34.589439.62
1032009.02.20 18:00sell520.101.254150.000000.00000
1042009.02.23 01:00close520.101.252940.000000.000009.609449.23
1052009.02.23 17:00buy530.101.252170.000000.00000
1062009.02.23 23:00close530.101.250270.000000.00000-15.209434.03
1072009.02.24 06:00sell540.101.248950.000000.00000
1082009.02.24 08:00close540.101.250840.000000.00000-15.119418.92
1092009.02.24 11:00buy550.101.251190.000000.00000
1102009.02.24 12:00close550.101.247110.000000.00000-32.729386.20
1112009.02.24 12:00sell560.101.247110.000000.00000
1122009.02.24 13:00close560.101.251550.000000.00000-35.489350.72
1132009.02.24 13:00buy570.101.251550.000000.00000
1142009.02.24 16:00close570.101.246900.000000.00000-37.299313.43
1152009.02.24 16:00sell580.101.246900.000000.00000
1162009.02.25 02:00close580.101.242940.000000.0000031.809345.23
1172009.02.25 08:00buy590.101.247600.000000.00000
1182009.02.25 09:00close590.101.243050.000000.00000-36.609308.63
1192009.02.25 09:00sell600.101.243050.000000.00000
1202009.02.25 13:00close600.101.246940.000000.00000-31.209277.43
1212009.02.25 16:00buy610.101.249940.000000.00000
1222009.02.25 20:00close610.101.251650.000000.0000013.669291.09
1232009.02.26 13:00sell620.101.252220.000000.00000
1242009.02.26 18:00close620.101.246090.000000.0000049.199340.28
1252009.02.26 22:00buy630.101.253630.000000.00000
1262009.02.27 07:00close630.101.253910.000000.000002.189342.46
1272009.03.03 09:00sell640.101.280650.000000.00000
1282009.03.03 10:00close640.101.286490.000000.00000-45.399297.07
1292009.03.03 11:00buy650.101.288470.000000.00000
1302009.03.03 15:00close650.101.283500.000000.00000-38.729258.35
1312009.03.04 13:00sell660.101.290030.000000.00000
1322009.03.05 01:00close660.101.276790.000000.00000103.529361.87
1332009.03.05 12:00buy670.101.281990.000000.00000
1342009.03.05 16:00close670.101.283300.000000.0000010.219372.08
1352009.03.06 07:00sell680.101.283470.000000.00000
1362009.03.06 10:00close680.101.284770.000000.00000-10.129361.96
1372009.03.06 18:00buy690.101.286960.000000.00000
1382009.03.06 22:00close690.101.286550.000000.00000-3.199358.77
1392009.03.09 01:00sell700.101.282130.000000.00000
1402009.03.09 03:00close700.101.284990.000000.00000-22.269336.51
1412009.03.09 05:00buy710.101.287340.000000.00000
1422009.03.09 07:00close710.101.284650.000000.00000-20.949315.57
1432009.03.10 05:00sell720.101.292300.000000.00000
1442009.03.10 12:00close720.101.291390.000000.000007.059322.62
1452009.03.11 08:00buy730.101.287090.000000.00000
1462009.03.11 11:00close730.101.284310.000000.00000-21.659300.97
1472009.03.11 12:00sell740.101.281350.000000.00000
1482009.03.11 17:00close740.101.281340.000000.000000.089301.05
1492009.03.11 18:00buy750.101.287100.000000.00000
1502009.03.11 22:00close750.101.284970.000000.00000-16.589284.47
1512009.03.12 18:00sell760.101.285020.000000.00000
1522009.03.13 00:00close760.101.280280.000000.0000036.969321.43
1532009.03.17 00:00buy770.101.272020.000000.00000
1542009.03.17 02:00close770.101.270900.000000.00000-8.819312.62
1552009.03.17 03:00sell780.101.268950.000000.00000
1562009.03.17 07:00close780.101.270690.000000.00000-13.699298.93
1572009.03.17 08:00buy790.101.272390.000000.00000
1582009.03.17 12:00close790.101.269720.000000.00000-21.039277.90
1592009.03.17 20:00sell800.101.270300.000000.00000
1602009.03.18 02:00close800.101.270290.000000.000000.029277.92
1612009.03.18 10:00buy810.101.272140.000000.00000
1622009.03.18 14:00close810.101.263100.000000.00000-71.579206.35
1632009.03.18 14:00sell820.101.263100.000000.00000
1642009.03.18 16:00close820.101.267640.000000.00000-35.819170.54
1652009.03.18 18:00buy830.101.272690.000000.00000
1662009.03.18 20:00close830.101.249600.000000.00000-184.788985.76
1672009.03.18 20:00sell840.101.249600.000000.00000
1682009.03.19 03:00close840.101.249980.000000.00000-3.228982.55
1692009.03.20 03:00buy850.101.243310.000000.00000
1702009.03.20 05:00close850.101.240500.000000.00000-22.658959.90
1712009.03.20 09:00sell860.101.233450.000000.00000
1722009.03.20 12:00close860.101.240740.000000.00000-58.768901.14
1732009.03.20 19:00buy870.101.242140.000000.00000
1742009.03.23 01:00close870.101.237900.000000.00000-34.308866.84
1752009.03.23 02:00sell880.101.237890.000000.00000
1762009.03.23 10:00close880.101.235530.000000.0000019.108885.94
1772009.03.24 17:00buy890.101.226680.000000.00000
1782009.03.24 18:00close890.101.224600.000000.00000-16.998868.95
1792009.03.24 18:00sell900.101.224600.000000.00000
1802009.03.24 19:00close900.101.227100.000000.00000-20.378848.58
1812009.03.24 19:00buy910.101.227100.000000.00000
1822009.03.24 20:00close910.101.225100.000000.00000-16.338832.25
1832009.03.25 15:00sell920.101.223160.000000.00000
1842009.03.25 18:00close920.101.227710.000000.00000-37.068795.19
1852009.03.25 20:00buy930.101.234290.000000.00000
1862009.03.25 21:00close930.101.228300.000000.00000-48.778746.42
1872009.03.26 09:00sell940.101.227060.000000.00000
1882009.03.26 11:00close940.101.231920.000000.00000-39.458706.97
1892009.03.26 11:00buy950.101.231920.000000.00000
1902009.03.26 12:00close950.101.228320.000000.00000-29.318677.66
1912009.03.26 12:00sell960.101.228320.000000.00000
1922009.03.26 15:00close960.101.229500.000000.00000-9.608668.06
1932009.03.26 17:00buy970.101.232970.000000.00000
1942009.03.26 20:00close970.101.230250.000000.00000-22.118645.95
1952009.03.26 23:00sell980.101.228850.000000.00000
1962009.03.27 01:00close980.101.230390.000000.00000-12.588633.37
1972009.03.27 10:00buy990.101.231620.000000.00000
1982009.03.27 20:00close990.101.236880.000000.0000042.538675.90
1992009.03.31 10:00sell1000.101.253620.000000.00000
2002009.03.31 14:00close1000.101.254760.000000.00000-9.098666.81
2012009.03.31 17:00buy1010.101.258190.000000.00000
2022009.03.31 23:00close1010.101.259900.000000.0000013.578680.38
2032009.04.01 21:00sell1020.101.258990.000000.00000
2042009.04.02 12:00close1020.101.256750.000000.0000017.648698.02
2052009.04.06 15:00buy1030.101.235590.000000.00000
2062009.04.06 22:00close1030.101.238350.000000.0000022.298720.31
2072009.04.07 17:00sell1040.101.237400.000000.00000
2082009.04.08 03:00close1040.101.240890.000000.00000-28.188692.13
2092009.04.08 05:00buy1050.101.243090.000000.00000
2102009.04.08 10:00close1050.101.241200.000000.00000-15.238676.90
2112009.04.08 12:00sell1060.101.238600.000000.00000
2122009.04.08 17:00close1060.101.238690.000000.00000-0.738676.17
2132009.04.09 03:00buy1070.101.238980.000000.00000
2142009.04.09 06:00close1070.101.236300.000000.00000-21.688654.49
2152009.04.09 06:00sell1080.101.236300.000000.00000
2162009.04.09 13:00close1080.101.236890.000000.00000-4.778649.72
2172009.04.10 12:00buy1090.101.228960.000000.00000
2182009.04.10 16:00close1090.101.226800.000000.00000-17.618632.11
2192009.04.10 17:00sell1100.101.226160.000000.00000
2202009.04.10 18:00close1100.101.227890.000000.00000-14.098618.02
2212009.04.10 18:00buy1110.101.227890.000000.00000
2222009.04.10 21:00close1110.101.227810.000000.00000-0.658617.37
2232009.04.13 00:00sell1120.101.225190.000000.00000
2242009.04.13 02:00close1120.101.227440.000000.00000-18.338599.04
2252009.04.14 11:00buy1130.101.222990.000000.00000
2262009.04.15 07:00close1130.101.215510.000000.00000-61.598537.45
2272009.04.15 11:00sell1140.101.215090.000000.00000
2282009.04.15 21:00close1140.101.207300.000000.0000064.528601.97
2292009.04.16 12:00buy1150.101.208710.000000.00000
2302009.04.16 14:00close1150.101.204830.000000.00000-32.208569.77
2312009.04.16 14:00sell1160.101.204830.000000.00000
2322009.04.16 17:00close1160.101.206830.000000.00000-16.578553.20
2332009.04.16 19:00buy1170.101.208290.000000.00000
2342009.04.16 23:00close1170.101.207020.000000.00000-10.528542.68
2352009.04.21 20:00sell1180.101.233930.000000.00000
2362009.04.21 21:00close1180.101.238040.000000.00000-33.208509.48
2372009.04.22 03:00buy1190.101.239130.000000.00000
2382009.04.22 05:00close1190.101.236860.000000.00000-18.358491.13
2392009.04.22 17:00sell1200.101.235800.000000.00000
2402009.04.22 19:00close1200.101.240320.000000.00000-36.448454.69
2412009.04.22 23:00buy1210.101.240270.000000.00000
2422009.04.23 00:00close1210.101.238680.000000.00000-12.998441.70
2432009.04.23 08:00sell1220.101.236600.000000.00000
2442009.04.23 10:00close1220.101.240690.000000.00000-32.978408.73
2452009.04.23 10:00buy1230.101.240690.000000.00000
2462009.04.27 08:00close1230.101.215600.000000.00000-206.508202.23
2472009.04.27 14:00sell1240.101.214150.000000.00000
2482009.04.27 19:00close1240.101.214570.000000.00000-3.468198.77
2492009.04.27 20:00buy1250.101.221240.000000.00000
2502009.04.28 01:00close1250.101.218630.000000.00000-21.478177.30
2512009.04.28 21:00sell1260.101.218780.000000.00000
2522009.04.29 01:00close1260.101.221030.000000.00000-18.498158.81
2532009.05.04 13:00buy1270.101.189770.000000.00000
2542009.05.04 15:00close1270.101.182360.000000.00000-62.678096.14
2552009.05.04 15:00sell1280.101.182360.000000.00000
2562009.05.05 03:00close1280.101.174730.000000.0000064.898161.03
2572009.05.05 19:00buy1290.101.177090.000000.00000
2582009.05.05 20:00close1290.101.174720.000000.00000-20.188140.85
2592009.05.06 16:00sell1300.101.172650.000000.00000
2602009.05.07 03:00close1300.101.168620.000000.0000034.318175.16
2612009.05.07 17:00buy1310.101.170180.000000.00000
2622009.05.07 23:00close1310.101.169780.000000.00000-3.428171.74
2632009.05.08 08:00sell1320.101.169000.000000.00000
2642009.05.08 17:00close1320.101.161640.000000.0000063.368235.10
2652009.05.11 15:00buy1330.101.157290.000000.00000
2662009.05.12 01:00close1330.101.164430.000000.0000061.278296.37
2672009.05.12 12:00sell1340.101.158890.000000.00000
2682009.05.12 13:00close1340.101.163460.000000.00000-39.288257.09
2692009.05.12 13:00buy1350.101.163460.000000.00000
2702009.05.12 21:00close1350.101.161620.000000.00000-15.848241.25
2712009.05.13 00:00sell1360.101.161950.000000.00000
2722009.05.13 07:00close1360.101.159030.000000.0000025.198266.44
2732009.05.13 14:00buy1370.101.164390.000000.00000
2742009.05.14 03:00close1370.101.172370.000000.0000067.928334.36
2752009.05.14 21:00sell1380.101.169660.000000.00000
2762009.05.15 02:00close1380.101.171310.000000.00000-14.158320.21
2772009.05.15 09:00buy1390.101.173850.000000.00000
2782009.05.15 15:00close1390.101.173800.000000.00000-0.438319.78
2792009.05.15 16:00sell1400.101.167910.000000.00000
2802009.05.15 18:00close1400.101.176210.000000.00000-70.578249.21
2812009.05.15 18:00buy1410.101.176210.000000.00000
2822009.05.18 00:00close1410.101.178460.000000.0000019.048268.25
2832009.05.18 10:00sell1420.101.173580.000000.00000
2842009.05.18 20:00close1420.101.166580.000000.0000060.008328.25
2852009.05.21 14:00buy1430.101.146200.000000.00000
2862009.05.21 18:00close1430.101.141170.000000.00000-44.088284.17
2872009.05.21 19:00sell1440.101.137250.000000.00000
2882009.05.22 08:00close1440.101.135320.000000.0000016.948301.11
2892009.05.25 10:00buy1450.101.127250.000000.00000
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