Strategy Tester Report
Lock&&PipsingXR_2009_V2
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | a="Part One = Skalper"; IndSet1=2; IndSet2=5; F_T_treshold=35; Stoploss=0; Takeprofit=0; Risk=1; TimeFrame=0; ProfitLevel=2; OnBar=true; WlMinute=0; b="Part Two = Locker"; FullAuto=true; LockMode=1; TotalOrders=50; CloseLock=false; Martingale=true; c="Part Three Time and Date "; TradeOfTime=false; d="Hour start of trading"; StartTrade=19; e="Hour end of trading"; EndTrade=5; f="Date end of trading"; EndTradeData="Enterting Date of End trading in eeee.mm.dd"; h="Language: if true=engleesh,if false=russia"; EnglLang=false; SetInfotoDispl=true; TextSize=12; m="Text position to displ"; TextPos=2; n="text color to displ"; TextColor=White; UseSound=false; TestInfo=true; MagicFirstOrder=4642; Magik=6559; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 944.35 | Gross profit | 2049.51 | Gross loss | -1105.17 |
Profit factor | 1.85 | Expected payoff | 18.52 | ||
Absolute drawdown | 5882.38 | Maximal drawdown | 6538.60 (59.91%) | Relative drawdown | 59.91% (6538.60) |
Total trades | 51 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 38 (42.11%) |
Profit trades (% of total) | 23 (45.10%) | Loss trades (% of total) | 28 (54.90%) | ||
Largest | profit trade | 556.73 | loss trade | -162.06 | |
Average | profit trade | 89.11 | loss trade | -39.47 | |
Maximum | consecutive wins (profit in money) | 10 (1553.11) | consecutive losses (loss in money) | 9 (-469.24) | |
Maximal | consecutive profit (count of wins) | 1553.11 (10) | consecutive loss (count of losses) | -469.24 (9) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell | 1 | 0.10 | 1.04689 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 10:10 | close | 1 | 0.10 | 1.04617 | 0.00000 | 0.00000 | 6.88 | 10006.88 |
3 | 2009.12.01 11:00 | sell | 2 | 0.10 | 1.04587 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 11:20 | close | 2 | 0.10 | 1.04527 | 0.00000 | 0.00000 | 5.74 | 10012.62 |
5 | 2009.12.01 12:00 | sell | 3 | 0.10 | 1.04554 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 12:15 | sell | 4 | 0.10 | 1.04649 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 13:20 | close | 4 | 0.10 | 1.04574 | 0.00000 | 0.00000 | 7.17 | 10019.79 |
8 | 2009.12.01 13:20 | close | 3 | 0.10 | 1.04574 | 0.00000 | 0.00000 | -1.91 | 10017.88 |
9 | 2009.12.01 14:00 | sell | 5 | 0.10 | 1.04597 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 14:10 | close | 5 | 0.10 | 1.04552 | 0.00000 | 0.00000 | 4.30 | 10022.18 |
11 | 2009.12.03 12:00 | sell | 6 | 0.10 | 1.04956 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 12:20 | close | 6 | 0.10 | 1.04927 | 0.00000 | 0.00000 | 2.76 | 10024.94 |
13 | 2009.12.03 23:00 | buy | 7 | 0.10 | 1.05780 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 23:10 | buy | 8 | 0.10 | 1.05808 | 0.00000 | 0.00000 | ||
15 | 2009.12.03 23:12 | buy | 9 | 0.18 | 1.05816 | 0.00000 | 0.00000 | ||
16 | 2009.12.03 23:15 | buy | 10 | 0.32 | 1.05783 | 0.00000 | 0.00000 | ||
17 | 2009.12.03 23:17 | buy | 11 | 0.32 | 1.05791 | 0.00000 | 0.00000 | ||
18 | 2009.12.03 23:20 | buy | 12 | 0.46 | 1.05751 | 0.00000 | 0.00000 | ||
19 | 2009.12.03 23:25 | buy | 13 | 0.43 | 1.05759 | 0.00000 | 0.00000 | ||
20 | 2009.12.03 23:45 | buy | 14 | 0.43 | 1.05755 | 0.00000 | 0.00000 | ||
21 | 2009.12.03 23:50 | buy | 15 | 0.57 | 1.05716 | 0.00000 | 0.00000 | ||
22 | 2009.12.04 00:20 | buy | 16 | 0.75 | 1.05670 | 0.00000 | 0.00000 | ||
23 | 2009.12.04 01:46 | close | 16 | 0.75 | 1.05758 | 0.00000 | 0.00000 | 62.41 | 10087.35 |
24 | 2009.12.04 01:46 | close | 15 | 0.57 | 1.05758 | 0.00000 | 0.00000 | 22.26 | 10109.61 |
25 | 2009.12.04 01:46 | close | 14 | 0.43 | 1.05758 | 0.00000 | 0.00000 | 0.94 | 10110.55 |
26 | 2009.12.04 01:46 | close | 13 | 0.43 | 1.05758 | 0.00000 | 0.00000 | -0.69 | 10109.86 |
27 | 2009.12.04 01:46 | close | 12 | 0.46 | 1.05758 | 0.00000 | 0.00000 | 2.74 | 10112.60 |
28 | 2009.12.04 01:46 | close | 11 | 0.32 | 1.05758 | 0.00000 | 0.00000 | -10.20 | 10102.40 |
29 | 2009.12.04 01:46 | close | 10 | 0.32 | 1.05758 | 0.00000 | 0.00000 | -7.77 | 10094.63 |
30 | 2009.12.04 01:46 | close | 9 | 0.18 | 1.05758 | 0.00000 | 0.00000 | -9.99 | 10084.64 |
31 | 2009.12.04 01:46 | close | 8 | 0.10 | 1.05758 | 0.00000 | 0.00000 | -4.80 | 10079.84 |
32 | 2009.12.04 01:46 | close | 7 | 0.10 | 1.05758 | 0.00000 | 0.00000 | -2.15 | 10077.70 |
33 | 2009.12.04 03:00 | buy | 17 | 0.10 | 1.05687 | 0.00000 | 0.00000 | ||
34 | 2009.12.04 03:02 | buy | 18 | 0.10 | 1.05688 | 0.00000 | 0.00000 | ||
35 | 2009.12.04 03:05 | buy | 19 | 5.00 | 1.05694 | 0.00000 | 0.00000 | ||
36 | 2009.12.04 03:07 | buy | 20 | 7.00 | 1.05683 | 0.00000 | 0.00000 | ||
37 | 2009.12.04 03:10 | buy | 21 | 5.00 | 1.05710 | 0.00000 | 0.00000 | ||
38 | 2009.12.04 03:12 | buy | 22 | 7.00 | 1.05704 | 0.00000 | 0.00000 | ||
39 | 2009.12.04 03:45 | buy | 23 | 8.00 | 1.05695 | 0.00000 | 0.00000 | ||
40 | 2009.12.04 03:47 | buy | 24 | 7.00 | 1.05702 | 0.00000 | 0.00000 | ||
41 | 2009.12.04 06:50 | close | 24 | 7.00 | 1.05720 | 0.00000 | 0.00000 | 119.18 | 10196.88 |
42 | 2009.12.04 06:50 | close | 23 | 8.00 | 1.05720 | 0.00000 | 0.00000 | 189.18 | 10386.06 |
43 | 2009.12.04 06:50 | close | 22 | 7.00 | 1.05720 | 0.00000 | 0.00000 | 105.94 | 10492.00 |
44 | 2009.12.04 06:50 | close | 21 | 5.00 | 1.05720 | 0.00000 | 0.00000 | 47.29 | 10539.29 |
45 | 2009.12.04 06:50 | close | 20 | 7.00 | 1.05720 | 0.00000 | 0.00000 | 244.99 | 10784.28 |
46 | 2009.12.04 06:50 | close | 19 | 5.00 | 1.05720 | 0.00000 | 0.00000 | 122.97 | 10907.25 |
47 | 2009.12.04 06:50 | close | 18 | 0.10 | 1.05720 | 0.00000 | 0.00000 | 3.03 | 10910.28 |
48 | 2009.12.04 06:50 | close | 17 | 0.10 | 1.05720 | 0.00000 | 0.00000 | 3.12 | 10913.40 |
49 | 2009.12.04 07:00 | buy | 25 | 0.10 | 1.05784 | 0.00000 | 0.00000 | ||
50 | 2009.12.04 07:02 | buy | 26 | 0.10 | 1.05778 | 0.00000 | 0.00000 | ||
51 | 2009.12.04 07:05 | buy | 27 | 1.17 | 1.05771 | 0.00000 | 0.00000 | ||
52 | 2009.12.04 07:07 | buy | 28 | 1.00 | 1.05786 | 0.00000 | 0.00000 | ||
53 | 2009.12.04 07:10 | buy | 29 | 1.50 | 1.05756 | 0.00000 | 0.00000 | ||
54 | 2009.12.04 07:12 | buy | 30 | 1.33 | 1.05763 | 0.00000 | 0.00000 | ||
55 | 2009.12.04 07:15 | buy | 31 | 1.83 | 1.05733 | 0.00000 | 0.00000 | ||
56 | 2009.12.04 07:20 | buy | 32 | 2.33 | 1.05703 | 0.00000 | 0.00000 | ||
57 | 2009.12.04 07:33 | buy | 33 | 2.50 | 1.05697 | 0.00000 | 0.00000 | ||
58 | 2009.12.04 07:40 | buy | 34 | 3.33 | 1.05642 | 0.00000 | 0.00000 | ||
59 | 2009.12.04 07:46 | buy | 35 | 4.67 | 1.05567 | 0.00000 | 0.00000 | ||
60 | 2009.12.04 09:20 | close | 35 | 4.67 | 1.05693 | 0.00000 | 0.00000 | 556.73 | 11470.13 |
61 | 2009.12.04 09:20 | close | 34 | 3.33 | 1.05693 | 0.00000 | 0.00000 | 160.68 | 11630.81 |
62 | 2009.12.04 09:20 | close | 33 | 2.50 | 1.05693 | 0.00000 | 0.00000 | -9.46 | 11621.35 |
63 | 2009.12.04 09:20 | close | 32 | 2.33 | 1.05693 | 0.00000 | 0.00000 | -22.04 | 11599.31 |
64 | 2009.12.04 09:20 | close | 31 | 1.83 | 1.05693 | 0.00000 | 0.00000 | -69.26 | 11530.05 |
65 | 2009.12.04 09:20 | close | 30 | 1.33 | 1.05693 | 0.00000 | 0.00000 | -88.09 | 11441.96 |
66 | 2009.12.04 09:20 | close | 29 | 1.50 | 1.05693 | 0.00000 | 0.00000 | -89.41 | 11352.55 |
67 | 2009.12.04 09:20 | close | 28 | 1.00 | 1.05693 | 0.00000 | 0.00000 | -87.99 | 11264.56 |
68 | 2009.12.04 09:20 | close | 27 | 1.17 | 1.05693 | 0.00000 | 0.00000 | -86.34 | 11178.22 |
69 | 2009.12.04 09:20 | close | 26 | 0.10 | 1.05693 | 0.00000 | 0.00000 | -8.04 | 11170.18 |
70 | 2009.12.04 09:20 | close | 25 | 0.10 | 1.05693 | 0.00000 | 0.00000 | -8.61 | 11161.57 |
71 | 2009.12.04 15:00 | sell | 36 | 0.10 | 1.04867 | 0.00000 | 0.00000 | ||
72 | 2009.12.04 15:02 | sell | 37 | 0.10 | 1.05099 | 0.00000 | 0.00000 | ||
73 | 2009.12.04 15:15 | close | 37 | 0.10 | 1.04885 | 0.00000 | 0.00000 | 20.40 | 11181.97 |
74 | 2009.12.04 15:15 | close | 36 | 0.10 | 1.04885 | 0.00000 | 0.00000 | -1.72 | 11180.25 |
75 | 2009.12.04 18:00 | sell | 38 | 0.10 | 1.05145 | 0.00000 | 0.00000 | ||
76 | 2009.12.04 18:10 | sell | 39 | 0.10 | 1.05204 | 0.00000 | 0.00000 | ||
77 | 2009.12.04 18:15 | sell | 40 | 0.19 | 1.05261 | 0.00000 | 0.00000 | ||
78 | 2009.12.04 19:15 | sell | 41 | 0.46 | 1.05422 | 0.00000 | 0.00000 | ||
79 | 2009.12.04 19:50 | sell | 42 | 0.98 | 1.05728 | 0.00000 | 0.00000 | ||
80 | 2009.12.07 01:45 | close | 42 | 0.98 | 1.05494 | 0.00000 | 0.00000 | 217.01 | 11397.26 |
81 | 2009.12.07 01:45 | close | 41 | 0.46 | 1.05494 | 0.00000 | 0.00000 | -31.57 | 11365.68 |
82 | 2009.12.07 01:45 | close | 40 | 0.19 | 1.05494 | 0.00000 | 0.00000 | -42.03 | 11323.65 |
83 | 2009.12.07 01:45 | close | 39 | 0.10 | 1.05494 | 0.00000 | 0.00000 | -27.53 | 11296.12 |
84 | 2009.12.07 01:45 | close | 38 | 0.10 | 1.05494 | 0.00000 | 0.00000 | -33.12 | 11263.01 |
85 | 2009.12.07 03:00 | buy | 43 | 0.10 | 1.05634 | 0.00000 | 0.00000 | ||
86 | 2009.12.07 03:02 | buy | 44 | 0.10 | 1.05620 | 0.00000 | 0.00000 | ||
87 | 2009.12.07 03:05 | buy | 45 | 0.64 | 1.05603 | 0.00000 | 0.00000 | ||
88 | 2009.12.07 03:10 | buy | 46 | 0.93 | 1.05567 | 0.00000 | 0.00000 | ||
89 | 2009.12.07 03:15 | buy | 47 | 1.29 | 1.05514 | 0.00000 | 0.00000 | ||
90 | 2009.12.07 03:20 | buy | 48 | 1.79 | 1.05443 | 0.00000 | 0.00000 | ||
91 | 2009.12.07 04:45 | buy | 49 | 1.36 | 1.05545 | 0.00000 | 0.00000 | ||
92 | 2009.12.07 05:02 | close | 49 | 1.36 | 1.05522 | 0.00000 | 0.00000 | -29.64 | 11233.37 |
93 | 2009.12.07 05:02 | close | 48 | 1.79 | 1.05522 | 0.00000 | 0.00000 | 134.01 | 11367.38 |
94 | 2009.12.07 05:02 | close | 47 | 1.29 | 1.05522 | 0.00000 | 0.00000 | 9.78 | 11377.16 |
95 | 2009.12.07 05:02 | close | 46 | 0.93 | 1.05522 | 0.00000 | 0.00000 | -39.66 | 11337.50 |
96 | 2009.12.07 05:02 | close | 45 | 0.64 | 1.05522 | 0.00000 | 0.00000 | -49.13 | 11288.37 |
97 | 2009.12.07 05:02 | close | 44 | 0.10 | 1.05522 | 0.00000 | 0.00000 | -9.29 | 11279.08 |
98 | 2009.12.07 05:02 | close | 43 | 0.10 | 1.05522 | 0.00000 | 0.00000 | -10.61 | 11268.47 |
99 | 2009.12.07 13:00 | buy | 50 | 0.10 | 1.06323 | 0.00000 | 0.00000 | ||
100 | 2009.12.07 13:05 | buy | 51 | 0.10 | 1.06323 | 0.00000 | 0.00000 | ||
101 | 2009.12.31 18:57 | close at stop | 51 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -162.06 | 11106.41 |
102 | 2009.12.31 18:57 | close at stop | 50 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -162.06 | 10944.35 |