Strategy Tester Report
SMC Trader Manual
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -230.74 | Gross profit | 227.92 | Gross loss | -458.66 |
| Profit factor | 0.50 | Expected payoff | -19.23 | ||
| Absolute drawdown | 475.26 | Maximal drawdown | 509.56 (5.08%) | Relative drawdown | 5.08% (509.56) |
| 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 | 227.92 | loss trade | -145.88 | |
| Average | profit trade | 227.92 | loss trade | -41.70 | |
| Maximum | consecutive wins (profit in money) | 1 (227.92) | consecutive losses (loss in money) | 11 (-458.66) | |
| Maximal | consecutive profit (count of wins) | 227.92 (1) | consecutive loss (count of losses) | -458.66 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 11 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 02:00 | buy | 1 | 0.10 | 1.35269 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 09:00 | close | 1 | 0.10 | 1.34797 | 0.00000 | 0.00000 | -47.20 | 9952.80 |
| 3 | 2010.04.01 14:00 | sell | 2 | 0.10 | 1.34768 | 0.00000 | 0.00000 | ||
| 4 | 2010.04.01 15:00 | close | 2 | 0.10 | 1.34973 | 0.00000 | 0.00000 | -20.50 | 9932.30 |
| 5 | 2010.04.01 17:00 | buy | 3 | 0.10 | 1.35365 | 0.00000 | 0.00000 | ||
| 6 | 2010.04.02 16:00 | close | 3 | 0.10 | 1.34879 | 0.00000 | 0.00000 | -48.68 | 9883.62 |
| 7 | 2010.04.05 03:00 | buy | 4 | 0.10 | 1.35259 | 0.00000 | 0.00000 | ||
| 8 | 2010.04.05 09:00 | close | 4 | 0.10 | 1.34641 | 0.00000 | 0.00000 | -61.80 | 9821.82 |
| 9 | 2010.04.05 09:00 | sell | 5 | 0.10 | 1.34641 | 0.00000 | 0.00000 | ||
| 10 | 2010.04.05 10:00 | close | 5 | 0.10 | 1.34831 | 0.00000 | 0.00000 | -19.00 | 9802.82 |
| 11 | 2010.04.05 12:00 | sell | 6 | 0.10 | 1.34720 | 0.00000 | 0.00000 | ||
| 12 | 2010.04.05 15:00 | close | 6 | 0.10 | 1.34882 | 0.00000 | 0.00000 | -16.20 | 9786.62 |
| 13 | 2010.04.05 16:00 | buy | 7 | 0.10 | 1.35245 | 0.00000 | 0.00000 | ||
| 14 | 2010.04.05 18:00 | close | 7 | 0.10 | 1.34851 | 0.00000 | 0.00000 | -39.40 | 9747.22 |
| 15 | 2010.04.06 02:00 | sell | 8 | 0.10 | 1.34670 | 0.00000 | 0.00000 | ||
| 16 | 2010.04.09 22:00 | close | 8 | 0.10 | 1.34935 | 0.00000 | 0.00000 | -26.90 | 9720.32 |
| 17 | 2010.04.12 01:00 | buy | 9 | 0.10 | 1.36316 | 0.00000 | 0.00000 | ||
| 18 | 2010.04.16 18:00 | close | 9 | 0.10 | 1.34862 | 0.00000 | 0.00000 | -145.88 | 9574.44 |
| 19 | 2010.04.19 02:00 | sell | 10 | 0.10 | 1.34756 | 0.00000 | 0.00000 | ||
| 20 | 2010.04.19 22:00 | close | 10 | 0.10 | 1.34868 | 0.00000 | 0.00000 | -11.20 | 9563.24 |
| 21 | 2010.04.20 04:00 | sell | 11 | 0.10 | 1.34736 | 0.00000 | 0.00000 | ||
| 22 | 2010.04.20 11:00 | close | 11 | 0.10 | 1.34955 | 0.00000 | 0.00000 | -21.90 | 9541.34 |
| 23 | 2010.04.20 15:00 | sell | 12 | 0.10 | 1.34720 | 0.00000 | 0.00000 | ||
| 24 | 2010.04.29 23:59 | close at stop | 12 | 0.10 | 1.32432 | 0.00000 | 0.00000 | 227.92 | 9769.26 |