Strategy Tester Report
Lock&&PipsingXR_38325
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="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; g="Разрешение на автоопределение лота"; AutoLot=true; ha="Процент риска на одну сделку"; Risk=2; ga="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; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3346.03 | Gross profit | 3679.10 | Gross loss | -7025.13 |
Profit factor | 0.52 | Expected payoff | -66.92 | ||
Absolute drawdown | 6039.95 | Maximal drawdown | 6085.23 (60.58%) | Relative drawdown | 60.58% (6085.23) |
Total trades | 50 | Short positions (won %) | 18 (94.44%) | Long positions (won %) | 32 (3.13%) |
Profit trades (% of total) | 18 (36.00%) | Loss trades (% of total) | 32 (64.00%) | ||
Largest | profit trade | 393.06 | loss trade | -466.71 | |
Average | profit trade | 204.39 | loss trade | -219.54 | |
Maximum | consecutive wins (profit in money) | 3 (1126.87) | consecutive losses (loss in money) | 7 (-1415.38) | |
Maximal | consecutive profit (count of wins) | 1126.87 (3) | consecutive loss (count of losses) | -1673.62 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.18 01:00 | buy | 1 | 0.20 | 1.07078 | 0.00000 | 0.00000 | ||
2 | 2009.12.18 07:00 | sell | 2 | 0.20 | 1.06759 | 0.00000 | 0.00000 | ||
3 | 2009.12.18 08:00 | buy | 3 | 0.20 | 1.06874 | 0.00000 | 0.00000 | ||
4 | 2009.12.18 09:00 | buy | 4 | 0.20 | 1.06890 | 0.00000 | 0.00000 | ||
5 | 2009.12.18 15:00 | buy | 5 | 0.20 | 1.06739 | 0.00000 | 0.00000 | ||
6 | 2009.12.18 17:00 | buy | 6 | 0.20 | 1.06798 | 0.00000 | 0.00000 | ||
7 | 2009.12.18 18:00 | sell | 7 | 0.20 | 1.06774 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 21:00 | buy | 8 | 0.20 | 1.06645 | 0.00000 | 0.00000 | ||
9 | 2009.12.21 00:00 | buy | 9 | 0.20 | 1.06825 | 0.00000 | 0.00000 | ||
10 | 2009.12.21 02:00 | sell | 10 | 0.20 | 1.06748 | 0.00000 | 0.00000 | ||
11 | 2009.12.21 04:00 | sell | 11 | 0.20 | 1.06681 | 0.00000 | 0.00000 | ||
12 | 2009.12.21 06:00 | sell | 12 | 0.20 | 1.06618 | 0.00000 | 0.00000 | ||
13 | 2009.12.21 08:00 | buy | 13 | 0.20 | 1.06693 | 0.00000 | 0.00000 | ||
14 | 2009.12.21 11:00 | buy | 14 | 0.20 | 1.06590 | 0.00000 | 0.00000 | ||
15 | 2009.12.21 19:00 | sell | 15 | 0.20 | 1.06109 | 0.00000 | 0.00000 | ||
16 | 2009.12.21 21:00 | buy | 16 | 0.20 | 1.06202 | 0.00000 | 0.00000 | ||
17 | 2009.12.21 23:00 | sell | 17 | 0.20 | 1.06204 | 0.00000 | 0.00000 | ||
18 | 2009.12.22 01:00 | sell | 18 | 0.20 | 1.06152 | 0.00000 | 0.00000 | ||
19 | 2009.12.22 02:00 | buy | 19 | 0.20 | 1.06245 | 0.00000 | 0.00000 | ||
20 | 2009.12.22 03:00 | buy | 20 | 0.20 | 1.06260 | 0.00000 | 0.00000 | ||
21 | 2009.12.22 04:00 | sell | 21 | 0.20 | 1.06225 | 0.00000 | 0.00000 | ||
22 | 2009.12.22 05:00 | sell | 22 | 0.20 | 1.06204 | 0.00000 | 0.00000 | ||
23 | 2009.12.22 06:00 | buy | 23 | 0.20 | 1.06241 | 0.00000 | 0.00000 | ||
24 | 2009.12.22 13:00 | buy | 24 | 0.20 | 1.05861 | 0.00000 | 0.00000 | ||
25 | 2009.12.22 16:00 | sell | 25 | 0.20 | 1.05859 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 21:00 | buy | 26 | 0.20 | 1.05620 | 0.00000 | 0.00000 | ||
27 | 2009.12.22 23:00 | buy | 27 | 0.20 | 1.05801 | 0.00000 | 0.00000 | ||
28 | 2009.12.23 03:00 | buy | 28 | 0.20 | 1.05652 | 0.00000 | 0.00000 | ||
29 | 2009.12.23 04:00 | buy | 29 | 0.20 | 1.05740 | 0.00000 | 0.00000 | ||
30 | 2009.12.23 06:00 | buy | 30 | 0.20 | 1.05790 | 0.00000 | 0.00000 | ||
31 | 2009.12.23 10:00 | buy | 31 | 0.20 | 1.05627 | 0.00000 | 0.00000 | ||
32 | 2009.12.23 11:00 | buy | 32 | 0.20 | 1.05641 | 0.00000 | 0.00000 | ||
33 | 2009.12.23 23:00 | sell | 33 | 0.20 | 1.04843 | 0.00000 | 0.00000 | ||
34 | 2009.12.24 02:00 | buy | 34 | 0.20 | 1.04972 | 0.00000 | 0.00000 | ||
35 | 2009.12.24 05:00 | buy | 35 | 0.20 | 1.04888 | 0.00000 | 0.00000 | ||
36 | 2009.12.24 06:00 | buy | 36 | 0.20 | 1.04960 | 0.00000 | 0.00000 | ||
37 | 2009.12.24 10:00 | sell | 37 | 0.20 | 1.04790 | 0.00000 | 0.00000 | ||
38 | 2009.12.24 12:00 | buy | 38 | 0.20 | 1.04769 | 0.00000 | 0.00000 | ||
39 | 2009.12.24 15:00 | buy | 39 | 0.20 | 1.04904 | 0.00000 | 0.00000 | ||
40 | 2009.12.24 17:00 | sell | 40 | 0.20 | 1.04835 | 0.00000 | 0.00000 | ||
41 | 2009.12.24 18:00 | buy | 41 | 0.20 | 1.04917 | 0.00000 | 0.00000 | ||
42 | 2009.12.28 00:00 | sell | 42 | 0.20 | 1.04784 | 0.00000 | 0.00000 | ||
43 | 2009.12.28 01:00 | buy | 43 | 0.20 | 1.04883 | 0.00000 | 0.00000 | ||
44 | 2009.12.28 03:00 | sell | 44 | 0.20 | 1.04765 | 0.00000 | 0.00000 | ||
45 | 2009.12.28 05:00 | sell | 45 | 0.20 | 1.04637 | 0.00000 | 0.00000 | ||
46 | 2009.12.28 06:00 | buy | 46 | 0.20 | 1.04725 | 0.00000 | 0.00000 | ||
47 | 2009.12.28 08:00 | buy | 47 | 0.20 | 1.04731 | 0.00000 | 0.00000 | ||
48 | 2009.12.28 10:00 | sell | 48 | 0.20 | 1.04809 | 0.00000 | 0.00000 | ||
49 | 2009.12.28 11:00 | buy | 49 | 0.20 | 1.04906 | 0.00000 | 0.00000 | ||
50 | 2009.12.28 20:00 | buy | 50 | 0.20 | 1.04385 | 0.00000 | 0.00000 | ||
51 | 2009.12.31 18:57 | close at stop | 50 | 0.20 | 1.04645 | 0.00000 | 0.00000 | 49.03 | 10049.03 |
52 | 2009.12.31 18:57 | close at stop | 49 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -50.54 | 9998.49 |
53 | 2009.12.31 18:57 | close at stop | 48 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 18.34 | 10016.84 |
54 | 2009.12.31 18:57 | close at stop | 47 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -17.10 | 9999.74 |
55 | 2009.12.31 18:57 | close at stop | 46 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -15.95 | 9983.79 |
56 | 2009.12.31 18:57 | close at stop | 45 | 0.20 | 1.04711 | 0.00000 | 0.00000 | -14.51 | 9969.29 |
57 | 2009.12.31 18:57 | close at stop | 44 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 9.93 | 9979.22 |
58 | 2009.12.31 18:57 | close at stop | 43 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -46.15 | 9933.07 |
59 | 2009.12.31 18:57 | close at stop | 42 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 13.56 | 9946.64 |
60 | 2009.12.31 18:57 | close at stop | 41 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -52.91 | 9893.72 |
61 | 2009.12.31 18:57 | close at stop | 40 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 23.15 | 9916.88 |
62 | 2009.12.31 18:57 | close at stop | 39 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -50.42 | 9866.46 |
63 | 2009.12.31 18:57 | close at stop | 38 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -24.62 | 9841.84 |
64 | 2009.12.31 18:57 | close at stop | 37 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 14.56 | 9856.40 |
65 | 2009.12.31 18:57 | close at stop | 36 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -61.12 | 9795.28 |
66 | 2009.12.31 18:57 | close at stop | 35 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -47.36 | 9747.92 |
67 | 2009.12.31 18:57 | close at stop | 34 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -63.42 | 9684.50 |
68 | 2009.12.31 18:57 | close at stop | 33 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 24.46 | 9708.95 |
69 | 2009.12.31 18:57 | close at stop | 32 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -191.68 | 9517.28 |
70 | 2009.12.31 18:57 | close at stop | 31 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -189.00 | 9328.28 |
71 | 2009.12.31 18:57 | close at stop | 30 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -220.16 | 9108.13 |
72 | 2009.12.31 18:57 | close at stop | 29 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -210.60 | 8897.53 |
73 | 2009.12.31 18:57 | close at stop | 28 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -193.78 | 8703.75 |
74 | 2009.12.31 18:57 | close at stop | 27 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -222.39 | 8481.37 |
75 | 2009.12.31 18:57 | close at stop | 26 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -187.79 | 8293.58 |
76 | 2009.12.31 18:57 | close at stop | 25 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 218.44 | 8512.02 |
77 | 2009.12.31 18:57 | close at stop | 24 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -233.85 | 8278.17 |
78 | 2009.12.31 18:57 | close at stop | 23 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -306.48 | 7971.70 |
79 | 2009.12.31 18:57 | close at stop | 22 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 284.34 | 8256.04 |
80 | 2009.12.31 18:57 | close at stop | 21 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 288.35 | 8544.39 |
81 | 2009.12.31 18:57 | close at stop | 20 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -310.11 | 8234.28 |
82 | 2009.12.31 18:57 | close at stop | 19 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -307.25 | 7927.04 |
83 | 2009.12.31 18:57 | close at stop | 18 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 274.40 | 8201.44 |
84 | 2009.12.31 18:57 | close at stop | 17 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 284.27 | 8485.71 |
85 | 2009.12.31 18:57 | close at stop | 16 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -299.16 | 8186.55 |
86 | 2009.12.31 18:57 | close at stop | 15 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 266.12 | 8452.67 |
87 | 2009.12.31 18:57 | close at stop | 14 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -373.31 | 8079.36 |
88 | 2009.12.31 18:57 | close at stop | 13 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -393.00 | 7686.36 |
89 | 2009.12.31 18:57 | close at stop | 12 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 363.34 | 8049.69 |
90 | 2009.12.31 18:57 | close at stop | 11 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 375.37 | 8425.06 |
91 | 2009.12.31 18:57 | close at stop | 10 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 388.17 | 8813.23 |
92 | 2009.12.31 18:57 | close at stop | 9 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -418.23 | 8395.00 |
93 | 2009.12.31 18:57 | close at stop | 8 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -383.95 | 8011.05 |
94 | 2009.12.31 18:57 | close at stop | 7 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 393.06 | 8404.11 |
95 | 2009.12.31 18:57 | close at stop | 6 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -413.20 | 7990.91 |
96 | 2009.12.31 18:57 | close at stop | 5 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -401.92 | 7588.99 |
97 | 2009.12.31 18:57 | close at stop | 4 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -430.78 | 7158.21 |
98 | 2009.12.31 18:57 | close at stop | 3 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -427.72 | 6730.49 |
99 | 2009.12.31 18:57 | close at stop | 2 | 0.20 | 1.04711 | 0.00000 | 0.00000 | 390.19 | 7120.68 |
100 | 2009.12.31 18:57 | close at stop | 1 | 0.20 | 1.04645 | 0.00000 | 0.00000 | -466.71 | 6653.97 |