Strategy Tester Report
Lock&&PipsingXR_38325_2
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=17; 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=1; 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=5; l="РАЗРЕШЕНИЯ И ФЛАГИ"; m="Разрешение на ограничение торговли по времени"; TradeOfTime=true; 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=true; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 190.31 | Gross profit | 299.50 | Gross loss | -109.19 |
Profit factor | 2.74 | Expected payoff | 3.96 | ||
Absolute drawdown | 657.22 | Maximal drawdown | 831.29 (8.17%) | Relative drawdown | 8.17% (831.29) |
Total trades | 48 | Short positions (won %) | 35 (65.71%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 35 (72.92%) | Loss trades (% of total) | 13 (27.08%) | ||
Largest | profit trade | 59.80 | loss trade | -40.45 | |
Average | profit trade | 8.56 | loss trade | -8.40 | |
Maximum | consecutive wins (profit in money) | 11 (47.06) | consecutive losses (loss in money) | 3 (-31.73) | |
Maximal | consecutive profit (count of wins) | 117.88 (6) | consecutive loss (count of losses) | -61.93 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.18 01:00 | sell | 1 | 0.10 | 1.07012 | 0.00000 | 0.00000 | ||
2 | 2009.12.18 02:10 | sell | 2 | 0.10 | 1.06957 | 0.00000 | 0.00000 | ||
3 | 2009.12.18 03:26 | close | 2 | 0.10 | 1.06668 | 0.00000 | 0.00000 | 27.09 | 10027.09 |
4 | 2009.12.18 03:26 | close | 1 | 0.10 | 1.06668 | 0.00000 | 0.00000 | 32.25 | 10059.34 |
5 | 2009.12.18 03:26 | buy | 3 | 0.10 | 1.06668 | 0.00000 | 0.00000 | ||
6 | 2009.12.18 03:45 | close | 3 | 0.10 | 1.06723 | 0.00000 | 0.00000 | 5.15 | 10064.49 |
7 | 2009.12.18 04:00 | buy | 4 | 0.10 | 1.06750 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 04:22 | close | 4 | 0.10 | 1.06781 | 0.00000 | 0.00000 | 2.90 | 10067.39 |
9 | 2009.12.18 05:00 | sell | 5 | 0.10 | 1.06619 | 0.00000 | 0.00000 | ||
10 | 2009.12.18 06:00 | sell | 6 | 0.10 | 1.06568 | 0.00000 | 0.00000 | ||
11 | 2009.12.18 10:00 | sell | 7 | 0.10 | 1.06792 | 0.00000 | 0.00000 | ||
12 | 2009.12.18 11:52 | close | 7 | 0.10 | 1.06636 | 0.00000 | 0.00000 | 14.63 | 10082.02 |
13 | 2009.12.18 11:52 | close | 6 | 0.10 | 1.06636 | 0.00000 | 0.00000 | -6.38 | 10075.64 |
14 | 2009.12.18 11:52 | close | 5 | 0.10 | 1.06636 | 0.00000 | 0.00000 | -1.59 | 10074.05 |
15 | 2009.12.21 02:00 | buy | 8 | 0.10 | 1.06814 | 0.00000 | 0.00000 | ||
16 | 2009.12.21 04:00 | buy | 9 | 0.10 | 1.06747 | 0.00000 | 0.00000 | ||
17 | 2009.12.21 06:00 | buy | 10 | 0.10 | 1.06684 | 0.00000 | 0.00000 | ||
18 | 2009.12.21 07:00 | buy | 11 | 0.10 | 1.06758 | 0.00000 | 0.00000 | ||
19 | 2009.12.21 08:57 | close | 11 | 0.10 | 1.06785 | 0.00000 | 0.00000 | 2.53 | 10076.58 |
20 | 2009.12.21 08:57 | close | 10 | 0.10 | 1.06785 | 0.00000 | 0.00000 | 9.46 | 10086.04 |
21 | 2009.12.21 08:57 | close | 9 | 0.10 | 1.06785 | 0.00000 | 0.00000 | 3.56 | 10089.60 |
22 | 2009.12.21 08:57 | close | 8 | 0.10 | 1.06785 | 0.00000 | 0.00000 | -2.72 | 10086.88 |
23 | 2009.12.22 01:00 | buy | 12 | 0.10 | 1.06218 | 0.00000 | 0.00000 | ||
24 | 2009.12.22 01:17 | close | 12 | 0.10 | 1.06239 | 0.00000 | 0.00000 | 1.98 | 10088.86 |
25 | 2009.12.22 02:00 | sell | 13 | 0.10 | 1.06179 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 03:00 | sell | 14 | 0.10 | 1.06194 | 0.00000 | 0.00000 | ||
27 | 2009.12.22 04:00 | sell | 15 | 0.10 | 1.06225 | 0.00000 | 0.00000 | ||
28 | 2009.12.22 05:00 | sell | 16 | 0.10 | 1.06204 | 0.00000 | 0.00000 | ||
29 | 2009.12.22 06:00 | sell | 17 | 0.10 | 1.06175 | 0.00000 | 0.00000 | ||
30 | 2009.12.22 07:00 | sell | 18 | 0.10 | 1.06139 | 0.00000 | 0.00000 | ||
31 | 2009.12.22 07:57 | close | 18 | 0.10 | 1.06153 | 0.00000 | 0.00000 | -1.32 | 10087.54 |
32 | 2009.12.22 07:57 | close | 17 | 0.10 | 1.06153 | 0.00000 | 0.00000 | 2.07 | 10089.61 |
33 | 2009.12.22 07:57 | close | 16 | 0.10 | 1.06153 | 0.00000 | 0.00000 | 4.80 | 10094.41 |
34 | 2009.12.22 07:57 | close | 15 | 0.10 | 1.06153 | 0.00000 | 0.00000 | 6.78 | 10101.19 |
35 | 2009.12.22 07:57 | close | 14 | 0.10 | 1.06153 | 0.00000 | 0.00000 | 3.86 | 10105.05 |
36 | 2009.12.22 07:57 | close | 13 | 0.10 | 1.06153 | 0.00000 | 0.00000 | 2.45 | 10107.50 |
37 | 2009.12.23 02:00 | buy | 19 | 0.10 | 1.05632 | 0.00000 | 0.00000 | ||
38 | 2009.12.23 03:00 | buy | 20 | 0.10 | 1.05652 | 0.00000 | 0.00000 | ||
39 | 2009.12.23 04:10 | close | 20 | 0.10 | 1.05710 | 0.00000 | 0.00000 | 5.49 | 10112.99 |
40 | 2009.12.23 04:10 | close | 19 | 0.10 | 1.05710 | 0.00000 | 0.00000 | 7.38 | 10120.37 |
41 | 2009.12.23 04:10 | sell | 21 | 0.10 | 1.05710 | 0.00000 | 0.00000 | ||
42 | 2009.12.23 04:20 | close | 21 | 0.10 | 1.05695 | 0.00000 | 0.00000 | 1.42 | 10121.79 |
43 | 2009.12.23 06:00 | sell | 22 | 0.10 | 1.05724 | 0.00000 | 0.00000 | ||
44 | 2009.12.23 08:27 | close | 22 | 0.10 | 1.05639 | 0.00000 | 0.00000 | 8.05 | 10129.84 |
45 | 2009.12.24 02:00 | sell | 23 | 0.10 | 1.04906 | 0.00000 | 0.00000 | ||
46 | 2009.12.24 03:02 | sell | 24 | 0.10 | 1.04847 | 0.00000 | 0.00000 | ||
47 | 2009.12.24 04:50 | sell | 25 | 0.10 | 1.04846 | 0.00000 | 0.00000 | ||
48 | 2009.12.24 05:10 | sell | 26 | 0.10 | 1.04852 | 0.00000 | 0.00000 | ||
49 | 2009.12.24 06:00 | sell | 27 | 0.10 | 1.04894 | 0.00000 | 0.00000 | ||
50 | 2009.12.24 07:00 | sell | 28 | 0.10 | 1.04868 | 0.00000 | 0.00000 | ||
51 | 2009.12.24 08:27 | close | 28 | 0.10 | 1.04856 | 0.00000 | 0.00000 | 1.14 | 10130.98 |
52 | 2009.12.24 08:27 | close | 27 | 0.10 | 1.04856 | 0.00000 | 0.00000 | 3.62 | 10134.60 |
53 | 2009.12.24 08:27 | close | 26 | 0.10 | 1.04856 | 0.00000 | 0.00000 | -0.38 | 10134.22 |
54 | 2009.12.24 08:27 | close | 25 | 0.10 | 1.04856 | 0.00000 | 0.00000 | -0.95 | 10133.27 |
55 | 2009.12.24 08:27 | close | 24 | 0.10 | 1.04856 | 0.00000 | 0.00000 | -0.86 | 10132.41 |
56 | 2009.12.24 08:27 | close | 23 | 0.10 | 1.04856 | 0.00000 | 0.00000 | 4.77 | 10137.18 |
57 | 2009.12.28 01:00 | sell | 29 | 0.10 | 1.04817 | 0.00000 | 0.00000 | ||
58 | 2009.12.28 03:00 | sell | 30 | 0.10 | 1.04765 | 0.00000 | 0.00000 | ||
59 | 2009.12.28 03:52 | close | 30 | 0.10 | 1.04693 | 0.00000 | 0.00000 | 6.88 | 10144.06 |
60 | 2009.12.28 03:52 | close | 29 | 0.10 | 1.04693 | 0.00000 | 0.00000 | 11.84 | 10155.90 |
61 | 2009.12.28 04:00 | buy | 31 | 0.10 | 1.04696 | 0.00000 | 0.00000 | ||
62 | 2009.12.28 05:00 | buy | 32 | 0.10 | 1.04703 | 0.00000 | 0.00000 | ||
63 | 2009.12.28 06:00 | buy | 33 | 0.10 | 1.04725 | 0.00000 | 0.00000 | ||
64 | 2009.12.28 07:35 | close | 33 | 0.10 | 1.04731 | 0.00000 | 0.00000 | 0.57 | 10156.47 |
65 | 2009.12.28 07:35 | close | 32 | 0.10 | 1.04731 | 0.00000 | 0.00000 | 2.67 | 10159.14 |
66 | 2009.12.28 07:35 | close | 31 | 0.10 | 1.04731 | 0.00000 | 0.00000 | 3.34 | 10162.48 |
67 | 2009.12.29 01:00 | buy | 34 | 0.10 | 1.04342 | 0.00000 | 0.00000 | ||
68 | 2009.12.29 02:47 | close | 34 | 0.10 | 1.04346 | 0.00000 | 0.00000 | 0.38 | 10162.86 |
69 | 2009.12.29 03:00 | sell | 35 | 0.10 | 1.04370 | 0.00000 | 0.00000 | ||
70 | 2009.12.29 04:00 | sell | 36 | 0.10 | 1.04430 | 0.00000 | 0.00000 | ||
71 | 2009.12.29 06:00 | sell | 37 | 0.10 | 1.04340 | 0.00000 | 0.00000 | ||
72 | 2009.12.29 07:00 | sell | 38 | 0.10 | 1.04365 | 0.00000 | 0.00000 | ||
73 | 2009.12.29 07:47 | close | 38 | 0.10 | 1.04354 | 0.00000 | 0.00000 | 1.05 | 10163.91 |
74 | 2009.12.29 07:47 | close | 37 | 0.10 | 1.04354 | 0.00000 | 0.00000 | -1.34 | 10162.57 |
75 | 2009.12.29 07:47 | close | 36 | 0.10 | 1.04354 | 0.00000 | 0.00000 | 7.28 | 10169.85 |
76 | 2009.12.29 07:47 | close | 35 | 0.10 | 1.04354 | 0.00000 | 0.00000 | 1.53 | 10171.38 |
77 | 2009.12.30 01:00 | sell | 39 | 0.10 | 1.04426 | 0.00000 | 0.00000 | ||
78 | 2009.12.30 04:00 | sell | 40 | 0.10 | 1.04625 | 0.00000 | 0.00000 | ||
79 | 2009.12.30 08:00 | sell | 41 | 0.10 | 1.04887 | 0.00000 | 0.00000 | ||
80 | 2009.12.30 10:00 | sell | 42 | 0.10 | 1.04768 | 0.00000 | 0.00000 | ||
81 | 2009.12.30 11:00 | sell | 43 | 0.10 | 1.04725 | 0.00000 | 0.00000 | ||
82 | 2009.12.30 12:00 | sell | 44 | 0.10 | 1.04725 | 0.00000 | 0.00000 | ||
83 | 2009.12.30 14:00 | sell | 45 | 0.10 | 1.04861 | 0.00000 | 0.00000 | ||
84 | 2009.12.30 15:00 | sell | 46 | 0.10 | 1.04862 | 0.00000 | 0.00000 | ||
85 | 2009.12.31 01:00 | sell | 47 | 0.10 | 1.05476 | 0.00000 | 0.00000 | ||
86 | 2009.12.31 07:00 | sell | 48 | 0.10 | 1.05343 | 0.00000 | 0.00000 | ||
87 | 2009.12.31 10:00 | close | 48 | 0.10 | 1.04849 | 0.00000 | 0.00000 | 47.12 | 10218.50 |
88 | 2009.12.31 10:00 | close | 47 | 0.10 | 1.04849 | 0.00000 | 0.00000 | 59.80 | 10278.30 |
89 | 2009.12.31 10:00 | close | 46 | 0.10 | 1.04849 | 0.00000 | 0.00000 | 1.13 | 10279.43 |
90 | 2009.12.31 10:00 | close | 45 | 0.10 | 1.04849 | 0.00000 | 0.00000 | 1.03 | 10280.45 |
91 | 2009.12.31 10:00 | close | 44 | 0.10 | 1.04849 | 0.00000 | 0.00000 | -11.94 | 10268.51 |
92 | 2009.12.31 10:00 | close | 43 | 0.10 | 1.04849 | 0.00000 | 0.00000 | -11.94 | 10256.57 |
93 | 2009.12.31 10:00 | close | 42 | 0.10 | 1.04849 | 0.00000 | 0.00000 | -7.84 | 10248.73 |
94 | 2009.12.31 10:00 | close | 41 | 0.10 | 1.04849 | 0.00000 | 0.00000 | 3.51 | 10252.23 |
95 | 2009.12.31 10:00 | close | 40 | 0.10 | 1.04849 | 0.00000 | 0.00000 | -21.47 | 10230.76 |
96 | 2009.12.31 10:00 | close | 39 | 0.10 | 1.04849 | 0.00000 | 0.00000 | -40.45 | 10190.31 |