Strategy Tester Report
SMC Trader Manual
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -883.46 | Gross profit | 594.38 | Gross loss | -1477.84 |
Profit factor | 0.40 | Expected payoff | -32.72 | ||
Absolute drawdown | 1516.24 | Maximal drawdown | 1551.24 (15.46%) | Relative drawdown | 15.46% (1551.24) |
Total trades | 27 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 16 (0.00%) |
Profit trades (% of total) | 1 (3.70%) | Loss trades (% of total) | 26 (96.30%) | ||
Largest | profit trade | 594.38 | loss trade | -96.10 | |
Average | profit trade | 594.38 | loss trade | -56.84 | |
Maximum | consecutive wins (profit in money) | 1 (594.38) | consecutive losses (loss in money) | 26 (-1477.84) | |
Maximal | consecutive profit (count of wins) | 594.38 (1) | consecutive loss (count of losses) | -1477.84 (26) | |
Average | consecutive wins | 1 | consecutive losses | 26 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:00 | sell | 1 | 0.10 | 1.61198 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 0.10 | 1.61807 | 0.00000 | 0.00000 | -60.90 | 9939.10 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61807 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 17:00 | close | 2 | 0.10 | 1.61191 | 0.00000 | 0.00000 | -61.60 | 9877.50 |
5 | 2010.01.04 17:00 | sell | 3 | 0.10 | 1.61191 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 07:00 | close | 3 | 0.10 | 1.61602 | 0.00000 | 0.00000 | -41.32 | 9836.18 |
7 | 2010.01.05 08:00 | buy | 4 | 0.10 | 1.61777 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 09:00 | close | 4 | 0.10 | 1.60993 | 0.00000 | 0.00000 | -78.40 | 9757.78 |
9 | 2010.01.05 09:00 | sell | 5 | 0.10 | 1.60993 | 0.00000 | 0.00000 | ||
10 | 2010.01.11 11:00 | close | 5 | 0.10 | 1.61740 | 0.00000 | 0.00000 | -76.02 | 9681.76 |
11 | 2010.01.11 11:00 | buy | 6 | 0.10 | 1.61740 | 0.00000 | 0.00000 | ||
12 | 2010.01.11 16:00 | close | 6 | 0.10 | 1.61261 | 0.00000 | 0.00000 | -47.90 | 9633.86 |
13 | 2010.01.11 17:00 | buy | 7 | 0.10 | 1.61994 | 0.00000 | 0.00000 | ||
14 | 2010.01.11 19:00 | close | 7 | 0.10 | 1.61159 | 0.00000 | 0.00000 | -83.50 | 9550.36 |
15 | 2010.01.11 19:00 | sell | 8 | 0.10 | 1.61159 | 0.00000 | 0.00000 | ||
16 | 2010.01.12 11:00 | close | 8 | 0.10 | 1.61631 | 0.00000 | 0.00000 | -47.42 | 9502.94 |
17 | 2010.01.12 12:00 | buy | 9 | 0.10 | 1.61737 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 13:00 | close | 9 | 0.10 | 1.61390 | 0.00000 | 0.00000 | -34.70 | 9468.24 |
19 | 2010.01.12 14:00 | buy | 10 | 0.10 | 1.61848 | 0.00000 | 0.00000 | ||
20 | 2010.01.12 15:00 | close | 10 | 0.10 | 1.61287 | 0.00000 | 0.00000 | -56.10 | 9412.14 |
21 | 2010.01.12 16:00 | buy | 11 | 0.10 | 1.61830 | 0.00000 | 0.00000 | ||
22 | 2010.01.21 12:00 | close | 11 | 0.10 | 1.61354 | 0.00000 | 0.00000 | -47.71 | 9364.43 |
23 | 2010.01.21 13:00 | buy | 12 | 0.10 | 1.61807 | 0.00000 | 0.00000 | ||
24 | 2010.01.22 14:00 | close | 12 | 0.10 | 1.61120 | 0.00000 | 0.00000 | -68.71 | 9295.72 |
25 | 2010.01.22 14:00 | sell | 13 | 0.10 | 1.61120 | 0.00000 | 0.00000 | ||
26 | 2010.01.22 19:00 | close | 13 | 0.10 | 1.61599 | 0.00000 | 0.00000 | -47.90 | 9247.82 |
27 | 2010.01.22 21:00 | sell | 14 | 0.10 | 1.61150 | 0.00000 | 0.00000 | ||
28 | 2010.01.25 08:00 | close | 14 | 0.10 | 1.61580 | 0.00000 | 0.00000 | -43.22 | 9204.60 |
29 | 2010.01.25 10:00 | buy | 15 | 0.10 | 1.61898 | 0.00000 | 0.00000 | ||
30 | 2010.01.25 14:00 | close | 15 | 0.10 | 1.61336 | 0.00000 | 0.00000 | -56.20 | 9148.40 |
31 | 2010.01.25 15:00 | buy | 16 | 0.10 | 1.61821 | 0.00000 | 0.00000 | ||
32 | 2010.01.26 11:00 | close | 16 | 0.10 | 1.61371 | 0.00000 | 0.00000 | -45.01 | 9103.39 |
33 | 2010.01.26 12:00 | sell | 17 | 0.10 | 1.61196 | 0.00000 | 0.00000 | ||
34 | 2010.01.26 14:00 | close | 17 | 0.10 | 1.61703 | 0.00000 | 0.00000 | -50.70 | 9052.69 |
35 | 2010.01.26 15:00 | sell | 18 | 0.10 | 1.61060 | 0.00000 | 0.00000 | ||
36 | 2010.01.26 17:00 | close | 18 | 0.10 | 1.61740 | 0.00000 | 0.00000 | -68.00 | 8984.69 |
37 | 2010.01.26 17:00 | buy | 19 | 0.10 | 1.61740 | 0.00000 | 0.00000 | ||
38 | 2010.01.26 22:00 | close | 19 | 0.10 | 1.61412 | 0.00000 | 0.00000 | -32.80 | 8951.89 |
39 | 2010.01.27 00:00 | buy | 20 | 0.10 | 1.61778 | 0.00000 | 0.00000 | ||
40 | 2010.01.27 02:00 | close | 20 | 0.10 | 1.61300 | 0.00000 | 0.00000 | -47.80 | 8904.09 |
41 | 2010.01.27 03:00 | buy | 21 | 0.10 | 1.61750 | 0.00000 | 0.00000 | ||
42 | 2010.01.27 04:00 | close | 21 | 0.10 | 1.61317 | 0.00000 | 0.00000 | -43.30 | 8860.79 |
43 | 2010.01.27 10:00 | sell | 22 | 0.10 | 1.61178 | 0.00000 | 0.00000 | ||
44 | 2010.01.27 11:00 | close | 22 | 0.10 | 1.62139 | 0.00000 | 0.00000 | -96.10 | 8764.69 |
45 | 2010.01.27 11:00 | buy | 23 | 0.10 | 1.62139 | 0.00000 | 0.00000 | ||
46 | 2010.01.28 17:00 | close | 23 | 0.10 | 1.61352 | 0.00000 | 0.00000 | -78.73 | 8685.96 |
47 | 2010.01.29 07:00 | sell | 24 | 0.10 | 1.61141 | 0.00000 | 0.00000 | ||
48 | 2010.01.29 08:00 | close | 24 | 0.10 | 1.61769 | 0.00000 | 0.00000 | -62.80 | 8623.16 |
49 | 2010.01.29 08:00 | buy | 25 | 0.10 | 1.61769 | 0.00000 | 0.00000 | ||
50 | 2010.01.29 09:00 | close | 25 | 0.10 | 1.61387 | 0.00000 | 0.00000 | -38.20 | 8584.96 |
51 | 2010.01.29 10:00 | buy | 26 | 0.10 | 1.61990 | 0.00000 | 0.00000 | ||
52 | 2010.01.29 13:00 | close | 26 | 0.10 | 1.61362 | 0.00000 | 0.00000 | -62.80 | 8522.16 |
53 | 2010.01.29 14:00 | sell | 27 | 0.10 | 1.61102 | 0.00000 | 0.00000 | ||
54 | 2010.04.15 23:59 | close at stop | 27 | 0.10 | 1.54991 | 0.00000 | 0.00000 | 594.38 | 9116.54 |