Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | a="ОСНОВНЫЕ ПАРАМЕТРЫ СОВЕТНИКА"; b="Максимальное количество ордеров=20"; MaxOrd_1=50; c="Стоплосс: для режима пипсовки =0"; StopLoss=0; d="Тейкпрофит: для режима пипсовки=0"; TakeProfit=0; e="Стартовый Лот советника=0,01"; StartLots=0.01; x="Разрешение на применение динамического изменения лота"; Martin=true; gb="кофициент динамического изменения лота лот увел.>1 1>лот умень."; MartinKoff=0.125; g="Разрешение на автоопределение лота"; AutoLot=true; ha="Процент риска на одну сделку"; Risk=2; gc="Профит при котором закроется пачка ордеров=0"; MInProfit=3; н="Пауза между открытием ордеров в минутах=10"; MinTradePause=15; j="Шаг трала одиночного ордера в пунктах=5"; TralStep=5; k="Шаг трала по Эквити счета в валюте депозита=5"; EqvTralStep=1; l="РАЗРЕШЕНИЯ И ФЛАГИ"; m="Разрешение на ограничение торговли по времени"; TradeOfTime=false; n="Час начала торговли"; StartTradeHour=22; o="Час конца торговли"; EndTradeHour=8; p="Разрешение на вывод информации в основное окно"; ShowComment=true; r="Разрешение на работу с недостаточной маржой"; MargineVarning=false; s="Разрешение на рисование графики"; DriveArrow=true; t="Разрешение на на закрытие в безубыток"; Bu=true; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10569.11 | Gross profit | 4172.30 | Gross loss | -14741.41 |
Profit factor | 0.28 | Expected payoff | -229.76 | ||
Absolute drawdown | 10569.11 | Maximal drawdown | 14310.05 (104.14%) | Relative drawdown | 104.14% (14310.05) |
Total trades | 46 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 28 (39.29%) |
Profit trades (% of total) | 24 (52.17%) | Loss trades (% of total) | 22 (47.83%) | ||
Largest | profit trade | 920.92 | loss trade | -7779.38 | |
Average | profit trade | 173.85 | loss trade | -670.06 | |
Maximum | consecutive wins (profit in money) | 8 (1307.72) | consecutive losses (loss in money) | 9 (-12712.48) | |
Maximal | consecutive profit (count of wins) | 1307.72 (8) | consecutive loss (count of losses) | -12712.48 (9) | |
Average | consecutive wins | 4 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | sell | 1 | 0.20 | 1.50157 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 04:00 | sell | 2 | 0.20 | 1.50156 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 05:00 | sell | 3 | 0.20 | 1.50138 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 06:40 | close | 3 | 0.20 | 1.49949 | 0.00000 | 0.00000 | 37.80 | 10037.80 |
5 | 2009.12.01 06:40 | close | 2 | 0.20 | 1.49949 | 0.00000 | 0.00000 | 41.40 | 10079.20 |
6 | 2009.12.01 06:40 | close | 1 | 0.20 | 1.49949 | 0.00000 | 0.00000 | 41.60 | 10120.80 |
7 | 2009.12.01 06:40 | buy | 4 | 0.20 | 1.49949 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 07:15 | close | 4 | 0.20 | 1.49951 | 0.00000 | 0.00000 | 0.40 | 10121.20 |
9 | 2009.12.01 08:00 | sell | 5 | 0.20 | 1.50198 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 22:00 | sell | 6 | 0.20 | 1.50841 | 0.00000 | 0.00000 | ||
11 | 2009.12.02 01:00 | sell | 7 | 0.20 | 1.50891 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 02:00 | sell | 8 | 1.60 | 1.50893 | 0.00000 | 0.00000 | ||
13 | 2009.12.02 02:22 | close | 8 | 1.60 | 1.50806 | 0.00000 | 0.00000 | 139.20 | 10260.40 |
14 | 2009.12.02 02:22 | close | 7 | 0.20 | 1.50806 | 0.00000 | 0.00000 | 17.00 | 10277.40 |
15 | 2009.12.02 02:22 | close | 6 | 0.20 | 1.50806 | 0.00000 | 0.00000 | 6.80 | 10284.20 |
16 | 2009.12.02 02:22 | close | 5 | 0.20 | 1.50806 | 0.00000 | 0.00000 | -121.80 | 10162.40 |
17 | 2009.12.02 03:00 | buy | 9 | 0.20 | 1.50813 | 0.00000 | 0.00000 | ||
18 | 2009.12.02 08:15 | buy | 10 | 0.20 | 1.50779 | 0.00000 | 0.00000 | ||
19 | 2009.12.02 09:50 | close | 10 | 0.20 | 1.50908 | 0.00000 | 0.00000 | 25.80 | 10188.20 |
20 | 2009.12.02 09:50 | close | 9 | 0.20 | 1.50908 | 0.00000 | 0.00000 | 19.00 | 10207.20 |
21 | 2009.12.02 09:50 | buy | 11 | 0.20 | 1.50936 | 0.00000 | 0.00000 | ||
22 | 2009.12.02 09:52 | close | 11 | 0.20 | 1.50941 | 0.00000 | 0.00000 | 1.00 | 10208.20 |
23 | 2009.12.02 10:00 | buy | 12 | 0.20 | 1.50970 | 0.00000 | 0.00000 | ||
24 | 2009.12.02 11:32 | buy | 13 | 0.20 | 1.50940 | 0.00000 | 0.00000 | ||
25 | 2009.12.02 12:15 | buy | 14 | 0.20 | 1.50948 | 0.00000 | 0.00000 | ||
26 | 2009.12.02 14:00 | buy | 15 | 1.60 | 1.50927 | 0.00000 | 0.00000 | ||
27 | 2009.12.03 00:00 | buy | 16 | 4.40 | 1.50507 | 0.00000 | 0.00000 | ||
28 | 2009.12.03 00:25 | close | 16 | 4.40 | 1.50652 | 0.00000 | 0.00000 | 638.00 | 10846.20 |
29 | 2009.12.03 00:25 | close | 15 | 1.60 | 1.50652 | 0.00000 | 0.00000 | -442.40 | 10403.80 |
30 | 2009.12.03 00:25 | close | 14 | 0.20 | 1.50652 | 0.00000 | 0.00000 | -59.50 | 10344.30 |
31 | 2009.12.03 00:25 | close | 13 | 0.20 | 1.50652 | 0.00000 | 0.00000 | -57.90 | 10286.40 |
32 | 2009.12.03 00:25 | close | 12 | 0.20 | 1.50652 | 0.00000 | 0.00000 | -63.90 | 10222.50 |
33 | 2009.12.03 01:00 | buy | 17 | 0.20 | 1.50693 | 0.00000 | 0.00000 | ||
34 | 2009.12.03 14:50 | sell | 18 | 0.20 | 1.50807 | 0.00000 | 0.00000 | ||
35 | 2009.12.03 14:52 | close | 18 | 0.20 | 1.50944 | 0.00000 | 0.00000 | -27.40 | 10195.10 |
36 | 2009.12.03 14:52 | close | 17 | 0.20 | 1.50916 | 0.00000 | 0.00000 | 44.60 | 10239.70 |
37 | 2009.12.03 15:00 | sell | 19 | 0.20 | 1.50890 | 0.00000 | 0.00000 | ||
38 | 2009.12.03 16:50 | sell | 20 | 0.20 | 1.50890 | 0.00000 | 0.00000 | ||
39 | 2009.12.03 19:26 | sell | 21 | 0.20 | 1.50903 | 0.00000 | 0.00000 | ||
40 | 2009.12.03 20:00 | sell | 22 | 1.60 | 1.50911 | 0.00000 | 0.00000 | ||
41 | 2009.12.03 21:00 | sell | 23 | 4.40 | 1.50903 | 0.00000 | 0.00000 | ||
42 | 2009.12.03 22:37 | close | 23 | 4.40 | 1.50715 | 0.00000 | 0.00000 | 827.20 | 11066.90 |
43 | 2009.12.03 22:37 | close | 22 | 1.60 | 1.50715 | 0.00000 | 0.00000 | 313.60 | 11380.50 |
44 | 2009.12.03 22:37 | close | 21 | 0.20 | 1.50715 | 0.00000 | 0.00000 | 37.60 | 11418.10 |
45 | 2009.12.03 22:37 | close | 20 | 0.20 | 1.50715 | 0.00000 | 0.00000 | 35.00 | 11453.10 |
46 | 2009.12.03 22:37 | close | 19 | 0.20 | 1.50715 | 0.00000 | 0.00000 | 35.00 | 11488.10 |
47 | 2009.12.03 22:37 | buy | 24 | 0.23 | 1.50715 | 0.00000 | 0.00000 | ||
48 | 2009.12.04 01:00 | buy | 25 | 0.23 | 1.50649 | 0.00000 | 0.00000 | ||
49 | 2009.12.04 03:00 | buy | 26 | 0.23 | 1.50601 | 0.00000 | 0.00000 | ||
50 | 2009.12.04 04:07 | close | 26 | 0.23 | 1.50657 | 0.00000 | 0.00000 | 12.88 | 11500.98 |
51 | 2009.12.04 04:07 | close | 25 | 0.23 | 1.50657 | 0.00000 | 0.00000 | 1.84 | 11502.82 |
52 | 2009.12.04 04:07 | close | 24 | 0.23 | 1.50657 | 0.00000 | 0.00000 | -13.46 | 11489.37 |
53 | 2009.12.04 05:00 | sell | 27 | 0.23 | 1.50588 | 0.00000 | 0.00000 | ||
54 | 2009.12.04 06:00 | sell | 28 | 0.23 | 1.50571 | 0.00000 | 0.00000 | ||
55 | 2009.12.04 07:20 | sell | 29 | 0.23 | 1.50557 | 0.00000 | 0.00000 | ||
56 | 2009.12.04 10:00 | sell | 30 | 1.84 | 1.50668 | 0.00000 | 0.00000 | ||
57 | 2009.12.04 11:00 | sell | 31 | 5.06 | 1.50663 | 0.00000 | 0.00000 | ||
58 | 2009.12.04 11:40 | close | 31 | 5.06 | 1.50636 | 0.00000 | 0.00000 | 136.62 | 11625.99 |
59 | 2009.12.04 11:40 | close | 30 | 1.84 | 1.50636 | 0.00000 | 0.00000 | 58.88 | 11684.87 |
60 | 2009.12.04 11:40 | close | 29 | 0.23 | 1.50636 | 0.00000 | 0.00000 | -18.17 | 11666.70 |
61 | 2009.12.04 11:40 | close | 28 | 0.23 | 1.50636 | 0.00000 | 0.00000 | -14.95 | 11651.74 |
62 | 2009.12.04 11:40 | close | 27 | 0.23 | 1.50636 | 0.00000 | 0.00000 | -11.04 | 11640.70 |
63 | 2009.12.04 12:00 | buy | 32 | 0.23 | 1.50633 | 0.00000 | 0.00000 | ||
64 | 2009.12.04 13:00 | buy | 33 | 0.23 | 1.50650 | 0.00000 | 0.00000 | ||
65 | 2009.12.04 14:13 | buy | 34 | 0.23 | 1.50668 | 0.00000 | 0.00000 | ||
66 | 2009.12.07 00:00 | buy | 35 | 1.84 | 1.48719 | 0.00000 | 0.00000 | ||
67 | 2009.12.07 01:00 | buy | 36 | 5.06 | 1.48732 | 0.00000 | 0.00000 | ||
68 | 2009.12.07 02:22 | close | 36 | 5.06 | 1.48914 | 0.00000 | 0.00000 | 920.92 | 12561.62 |
69 | 2009.12.07 02:22 | close | 35 | 1.84 | 1.48914 | 0.00000 | 0.00000 | 358.80 | 12920.42 |
70 | 2009.12.07 02:22 | close | 34 | 0.23 | 1.48914 | 0.00000 | 0.00000 | -403.54 | 12516.89 |
71 | 2009.12.07 02:22 | close | 33 | 0.23 | 1.48914 | 0.00000 | 0.00000 | -399.39 | 12117.49 |
72 | 2009.12.07 02:22 | close | 32 | 0.23 | 1.48914 | 0.00000 | 0.00000 | -395.49 | 11722.01 |
73 | 2009.12.07 03:00 | buy | 37 | 0.23 | 1.48759 | 0.00000 | 0.00000 | ||
74 | 2009.12.07 08:15 | buy | 38 | 0.23 | 1.48769 | 0.00000 | 0.00000 | ||
75 | 2009.12.07 09:00 | buy | 39 | 0.23 | 1.48780 | 0.00000 | 0.00000 | ||
76 | 2009.12.07 19:00 | buy | 40 | 1.84 | 1.48501 | 0.00000 | 0.00000 | ||
77 | 2009.12.07 19:40 | close | 40 | 1.84 | 1.48730 | 0.00000 | 0.00000 | 421.36 | 12143.37 |
78 | 2009.12.07 19:40 | close | 39 | 0.23 | 1.48730 | 0.00000 | 0.00000 | -11.50 | 12131.87 |
79 | 2009.12.07 19:40 | close | 38 | 0.23 | 1.48730 | 0.00000 | 0.00000 | -8.97 | 12122.90 |
80 | 2009.12.07 19:40 | close | 37 | 0.23 | 1.48730 | 0.00000 | 0.00000 | -6.67 | 12116.23 |
81 | 2009.12.07 20:00 | buy | 41 | 0.24 | 1.48614 | 0.00000 | 0.00000 | ||
82 | 2009.12.08 01:00 | buy | 42 | 0.24 | 1.48405 | 0.00000 | 0.00000 | ||
83 | 2009.12.08 02:03 | buy | 43 | 0.24 | 1.48486 | 0.00000 | 0.00000 | ||
84 | 2009.12.08 03:03 | buy | 44 | 1.92 | 1.48486 | 0.00000 | 0.00000 | ||
85 | 2009.12.08 05:00 | buy | 45 | 5.28 | 1.48450 | 0.00000 | 0.00000 | ||
86 | 2009.12.08 06:00 | buy | 46 | 12.67 | 1.48458 | 0.00000 | 0.00000 | ||
87 | 2009.12.08 09:02 | close at stop | 46 | 12.67 | 1.47844 | 0.00000 | 0.00000 | -7779.38 | 4336.85 |
88 | 2009.12.08 09:02 | close at stop | 45 | 5.28 | 1.47844 | 0.00000 | 0.00000 | -3199.68 | 1137.17 |
89 | 2009.12.08 09:02 | close at stop | 44 | 1.92 | 1.47844 | 0.00000 | 0.00000 | -1232.64 | -95.47 |
90 | 2009.12.08 09:02 | close at stop | 43 | 0.24 | 1.47844 | 0.00000 | 0.00000 | -154.08 | -249.55 |
91 | 2009.12.08 09:02 | close at stop | 42 | 0.24 | 1.47844 | 0.00000 | 0.00000 | -134.64 | -384.19 |
92 | 2009.12.08 09:02 | close at stop | 41 | 0.24 | 1.47844 | 0.00000 | 0.00000 | -184.92 | -569.11 |