Strategy Tester Report
SMC Trader Manual
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -380.00 | Gross profit | 155.94 | Gross loss | -535.94 |
Profit factor | 0.29 | Expected payoff | -31.67 | ||
Absolute drawdown | 547.04 | Maximal drawdown | 576.74 (5.75%) | Relative drawdown | 5.75% (576.74) |
Total trades | 12 | Short positions (won %) | 7 (14.29%) | Long positions (won %) | 5 (0.00%) |
Profit trades (% of total) | 1 (8.33%) | Loss trades (% of total) | 11 (91.67%) | ||
Largest | profit trade | 155.94 | loss trade | -82.40 | |
Average | profit trade | 155.94 | loss trade | -48.72 | |
Maximum | consecutive wins (profit in money) | 1 (155.94) | consecutive losses (loss in money) | 11 (-535.94) | |
Maximal | consecutive profit (count of wins) | 155.94 (1) | consecutive loss (count of losses) | -535.94 (11) | |
Average | consecutive wins | 1 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 0.10 | 1.36242 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 13:00 | close | 1 | 0.10 | 1.35418 | 0.00000 | 0.00000 | -82.40 | 9917.60 |
3 | 2010.03.01 13:00 | sell | 2 | 0.10 | 1.35418 | 0.00000 | 0.00000 | ||
4 | 2010.03.02 15:00 | close | 2 | 0.10 | 1.35890 | 0.00000 | 0.00000 | -47.28 | 9870.32 |
5 | 2010.03.02 16:00 | sell | 3 | 0.10 | 1.35459 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 19:00 | close | 3 | 0.10 | 1.35952 | 0.00000 | 0.00000 | -49.30 | 9821.02 |
7 | 2010.03.02 20:00 | buy | 4 | 0.10 | 1.36163 | 0.00000 | 0.00000 | ||
8 | 2010.03.04 18:00 | close | 4 | 0.10 | 1.35703 | 0.00000 | 0.00000 | -46.28 | 9774.74 |
9 | 2010.03.04 18:00 | sell | 5 | 0.10 | 1.35703 | 0.00000 | 0.00000 | ||
10 | 2010.03.04 22:00 | close | 5 | 0.10 | 1.35930 | 0.00000 | 0.00000 | -22.70 | 9752.04 |
11 | 2010.03.05 15:00 | sell | 6 | 0.10 | 1.35582 | 0.00000 | 0.00000 | ||
12 | 2010.03.05 17:00 | close | 6 | 0.10 | 1.36102 | 0.00000 | 0.00000 | -52.00 | 9700.04 |
13 | 2010.03.05 17:00 | buy | 7 | 0.10 | 1.36102 | 0.00000 | 0.00000 | ||
14 | 2010.03.09 12:00 | close | 7 | 0.10 | 1.35697 | 0.00000 | 0.00000 | -40.64 | 9659.40 |
15 | 2010.03.09 12:00 | sell | 8 | 0.10 | 1.35697 | 0.00000 | 0.00000 | ||
16 | 2010.03.09 19:00 | close | 8 | 0.10 | 1.36060 | 0.00000 | 0.00000 | -36.30 | 9623.10 |
17 | 2010.03.09 19:00 | buy | 9 | 0.10 | 1.36060 | 0.00000 | 0.00000 | ||
18 | 2010.03.10 09:00 | close | 9 | 0.10 | 1.35572 | 0.00000 | 0.00000 | -48.87 | 9574.23 |
19 | 2010.03.10 09:00 | sell | 10 | 0.10 | 1.35572 | 0.00000 | 0.00000 | ||
20 | 2010.03.10 13:00 | close | 10 | 0.10 | 1.36169 | 0.00000 | 0.00000 | -59.70 | 9514.53 |
21 | 2010.03.10 13:00 | buy | 11 | 0.10 | 1.36169 | 0.00000 | 0.00000 | ||
22 | 2010.03.19 11:00 | close | 11 | 0.10 | 1.35672 | 0.00000 | 0.00000 | -50.47 | 9464.06 |
23 | 2010.03.19 11:00 | sell | 12 | 0.10 | 1.35672 | 0.00000 | 0.00000 | ||
24 | 2010.03.26 21:59 | close at stop | 12 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 155.94 | 9620.00 |