Strategy Tester Report
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"; Martin=true; MartinKoff=0.125; 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 | -9562.97 | Gross profit | 1259.41 | Gross loss | -10822.37 |
Profit factor | 0.12 | Expected payoff | -212.51 | ||
Absolute drawdown | 9562.97 | Maximal drawdown | 10869.04 (96.13%) | Relative drawdown | 96.13% (10869.04) |
Total trades | 45 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 23 (47.83%) |
Profit trades (% of total) | 24 (53.33%) | Loss trades (% of total) | 21 (46.67%) | ||
Largest | profit trade | 229.73 | loss trade | -5125.39 | |
Average | profit trade | 52.48 | loss trade | -515.35 | |
Maximum | consecutive wins (profit in money) | 13 (355.62) | consecutive losses (loss in money) | 7 (-10507.60) | |
Maximal | consecutive profit (count of wins) | 431.41 (7) | consecutive loss (count of losses) | -10507.60 (7) | |
Average | consecutive wins | 5 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.18 01:00 | sell | 1 | 0.20 | 1.07012 | 0.00000 | 0.00000 | ||
2 | 2009.12.18 02:15 | sell | 2 | 0.20 | 1.06994 | 0.00000 | 0.00000 | ||
3 | 2009.12.18 03:45 | close | 2 | 0.20 | 1.06747 | 0.00000 | 0.00000 | 46.28 | 10046.28 |
4 | 2009.12.18 03:45 | close | 1 | 0.20 | 1.06747 | 0.00000 | 0.00000 | 49.65 | 10095.93 |
5 | 2009.12.18 03:45 | buy | 3 | 0.20 | 1.06747 | 0.00000 | 0.00000 | ||
6 | 2009.12.18 07:00 | sell | 4 | 0.20 | 1.06759 | 0.00000 | 0.00000 | ||
7 | 2009.12.18 08:00 | sell | 5 | 0.20 | 1.06808 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 09:00 | close by | 5 | 0.20 | 1.06747 | 0.00000 | 0.00000 | 11.42 | 10107.35 |
9 | 2009.12.18 09:00 | close by | 3 | 0.00 | 1.06747 | 0.00000 | 0.00000 | 0.00 | 10107.35 |
10 | 2009.12.18 09:00 | sell | 6 | 0.20 | 1.06824 | 0.00000 | 0.00000 | ||
11 | 2009.12.18 10:00 | sell | 7 | 0.20 | 1.06792 | 0.00000 | 0.00000 | ||
12 | 2009.12.18 10:57 | close | 7 | 0.20 | 1.06751 | 0.00000 | 0.00000 | 7.68 | 10115.03 |
13 | 2009.12.18 10:57 | close | 6 | 0.20 | 1.06751 | 0.00000 | 0.00000 | 13.68 | 10128.71 |
14 | 2009.12.18 10:57 | close | 4 | 0.20 | 1.06751 | 0.00000 | 0.00000 | 1.50 | 10130.21 |
15 | 2009.12.18 11:00 | sell | 8 | 0.20 | 1.06631 | 0.00000 | 0.00000 | ||
16 | 2009.12.18 12:02 | sell | 9 | 0.20 | 1.06645 | 0.00000 | 0.00000 | ||
17 | 2009.12.18 12:45 | close | 9 | 0.20 | 1.06507 | 0.00000 | 0.00000 | 25.91 | 10156.12 |
18 | 2009.12.18 12:45 | close | 8 | 0.20 | 1.06507 | 0.00000 | 0.00000 | 23.28 | 10179.40 |
19 | 2009.12.18 13:00 | buy | 10 | 0.20 | 1.06553 | 0.00000 | 0.00000 | ||
20 | 2009.12.18 14:00 | buy | 11 | 0.20 | 1.06548 | 0.00000 | 0.00000 | ||
21 | 2009.12.18 15:20 | buy | 12 | 0.20 | 1.06480 | 0.00000 | 0.00000 | ||
22 | 2009.12.18 17:02 | close | 12 | 0.20 | 1.06706 | 0.00000 | 0.00000 | 42.36 | 10221.76 |
23 | 2009.12.18 17:02 | close | 11 | 0.20 | 1.06706 | 0.00000 | 0.00000 | 29.61 | 10251.37 |
24 | 2009.12.18 17:02 | close | 10 | 0.20 | 1.06706 | 0.00000 | 0.00000 | 28.68 | 10280.05 |
25 | 2009.12.18 17:02 | sell | 13 | 0.21 | 1.06706 | 0.00000 | 0.00000 | ||
26 | 2009.12.18 19:20 | sell | 14 | 0.21 | 1.06694 | 0.00000 | 0.00000 | ||
27 | 2009.12.18 22:15 | sell | 15 | 0.21 | 1.06676 | 0.00000 | 0.00000 | ||
28 | 2009.12.21 00:00 | sell | 16 | 1.68 | 1.06759 | 0.00000 | 0.00000 | ||
29 | 2009.12.21 01:27 | close | 16 | 1.68 | 1.06711 | 0.00000 | 0.00000 | 75.57 | 10355.62 |
30 | 2009.12.21 01:27 | close | 15 | 0.21 | 1.06711 | 0.00000 | 0.00000 | -6.97 | 10348.65 |
31 | 2009.12.21 01:27 | close | 14 | 0.21 | 1.06711 | 0.00000 | 0.00000 | -3.43 | 10345.22 |
32 | 2009.12.21 01:27 | close | 13 | 0.21 | 1.06711 | 0.00000 | 0.00000 | -1.06 | 10344.16 |
33 | 2009.12.21 01:27 | buy | 17 | 0.21 | 1.06711 | 0.00000 | 0.00000 | ||
34 | 2009.12.21 02:00 | sell | 18 | 0.21 | 1.06748 | 0.00000 | 0.00000 | ||
35 | 2009.12.21 02:02 | close | 18 | 0.21 | 1.06783 | 0.00000 | 0.00000 | -6.88 | 10337.28 |
36 | 2009.12.21 02:02 | close | 17 | 0.21 | 1.06759 | 0.00000 | 0.00000 | 9.44 | 10346.72 |
37 | 2009.12.21 04:00 | buy | 19 | 0.21 | 1.06705 | 0.00000 | 0.00000 | ||
38 | 2009.12.21 06:00 | buy | 20 | 0.21 | 1.06642 | 0.00000 | 0.00000 | ||
39 | 2009.12.21 07:20 | buy | 21 | 0.21 | 1.06669 | 0.00000 | 0.00000 | ||
40 | 2009.12.21 10:20 | close | 21 | 0.21 | 1.06807 | 0.00000 | 0.00000 | 27.13 | 10373.85 |
41 | 2009.12.21 10:20 | close | 20 | 0.21 | 1.06807 | 0.00000 | 0.00000 | 32.44 | 10406.29 |
42 | 2009.12.21 10:20 | close | 19 | 0.21 | 1.06807 | 0.00000 | 0.00000 | 20.05 | 10426.34 |
43 | 2009.12.21 10:20 | sell | 22 | 0.21 | 1.06807 | 0.00000 | 0.00000 | ||
44 | 2009.12.21 20:00 | buy | 23 | 0.21 | 1.06213 | 0.00000 | 0.00000 | ||
45 | 2009.12.21 20:02 | close | 23 | 0.21 | 1.06267 | 0.00000 | 0.00000 | 10.67 | 10437.01 |
46 | 2009.12.21 20:02 | close | 22 | 0.21 | 1.06291 | 0.00000 | 0.00000 | 101.95 | 10538.96 |
47 | 2009.12.21 21:00 | sell | 24 | 0.21 | 1.06136 | 0.00000 | 0.00000 | ||
48 | 2009.12.21 22:00 | sell | 25 | 0.21 | 1.06124 | 0.00000 | 0.00000 | ||
49 | 2009.12.22 01:00 | sell | 26 | 0.21 | 1.06152 | 0.00000 | 0.00000 | ||
50 | 2009.12.22 02:00 | sell | 27 | 1.68 | 1.06179 | 0.00000 | 0.00000 | ||
51 | 2009.12.22 03:00 | sell | 28 | 4.62 | 1.06194 | 0.00000 | 0.00000 | ||
52 | 2009.12.22 04:00 | sell | 29 | 11.09 | 1.06225 | 0.00000 | 0.00000 | ||
53 | 2009.12.22 04:35 | close | 29 | 11.09 | 1.06203 | 0.00000 | 0.00000 | 229.73 | 10768.69 |
54 | 2009.12.22 04:35 | close | 28 | 4.62 | 1.06203 | 0.00000 | 0.00000 | -39.15 | 10729.54 |
55 | 2009.12.22 04:35 | close | 27 | 1.68 | 1.06203 | 0.00000 | 0.00000 | -37.97 | 10691.57 |
56 | 2009.12.22 04:35 | close | 26 | 0.21 | 1.06203 | 0.00000 | 0.00000 | -10.08 | 10681.49 |
57 | 2009.12.22 04:35 | close | 25 | 0.21 | 1.06203 | 0.00000 | 0.00000 | -15.70 | 10665.79 |
58 | 2009.12.22 04:35 | close | 24 | 0.21 | 1.06203 | 0.00000 | 0.00000 | -13.33 | 10652.47 |
59 | 2009.12.22 05:00 | buy | 30 | 0.21 | 1.06228 | 0.00000 | 0.00000 | ||
60 | 2009.12.22 06:00 | buy | 31 | 0.21 | 1.06199 | 0.00000 | 0.00000 | ||
61 | 2009.12.22 08:00 | buy | 32 | 0.21 | 1.06098 | 0.00000 | 0.00000 | ||
62 | 2009.12.22 13:00 | buy | 33 | 1.68 | 1.05819 | 0.00000 | 0.00000 | ||
63 | 2009.12.22 16:00 | buy | 34 | 4.62 | 1.05883 | 0.00000 | 0.00000 | ||
64 | 2009.12.22 16:27 | close | 34 | 4.62 | 1.05918 | 0.00000 | 0.00000 | 152.67 | 10805.14 |
65 | 2009.12.22 16:27 | close | 33 | 1.68 | 1.05918 | 0.00000 | 0.00000 | 157.03 | 10962.17 |
66 | 2009.12.22 16:27 | close | 32 | 0.21 | 1.05918 | 0.00000 | 0.00000 | -35.69 | 10926.48 |
67 | 2009.12.22 16:27 | close | 31 | 0.21 | 1.05918 | 0.00000 | 0.00000 | -55.71 | 10870.77 |
68 | 2009.12.22 16:27 | close | 30 | 0.21 | 1.05918 | 0.00000 | 0.00000 | -61.46 | 10809.31 |
69 | 2009.12.22 17:00 | sell | 35 | 0.22 | 1.06008 | 0.00000 | 0.00000 | ||
70 | 2009.12.22 21:40 | buy | 36 | 0.22 | 1.05765 | 0.00000 | 0.00000 | ||
71 | 2009.12.22 21:42 | close | 36 | 0.22 | 1.05721 | 0.00000 | 0.00000 | -9.16 | 10800.15 |
72 | 2009.12.22 21:42 | close | 35 | 0.22 | 1.05745 | 0.00000 | 0.00000 | 54.72 | 10854.87 |
73 | 2009.12.22 22:00 | sell | 37 | 0.22 | 1.05792 | 0.00000 | 0.00000 | ||
74 | 2009.12.23 15:50 | buy | 38 | 0.22 | 1.05338 | 0.00000 | 0.00000 | ||
75 | 2009.12.23 15:52 | close | 38 | 0.22 | 1.05251 | 0.00000 | 0.00000 | -18.19 | 10836.68 |
76 | 2009.12.23 15:52 | close | 37 | 0.22 | 1.05275 | 0.00000 | 0.00000 | 107.96 | 10944.63 |
77 | 2009.12.23 16:00 | buy | 39 | 0.22 | 1.05288 | 0.00000 | 0.00000 | ||
78 | 2009.12.23 23:00 | buy | 40 | 0.22 | 1.04867 | 0.00000 | 0.00000 | ||
79 | 2009.12.24 02:00 | buy | 41 | 0.22 | 1.04930 | 0.00000 | 0.00000 | ||
80 | 2009.12.24 05:00 | buy | 42 | 1.76 | 1.04846 | 0.00000 | 0.00000 | ||
81 | 2009.12.24 06:00 | buy | 43 | 4.84 | 1.04918 | 0.00000 | 0.00000 | ||
82 | 2009.12.24 07:00 | buy | 44 | 11.62 | 1.04892 | 0.00000 | 0.00000 | ||
83 | 2009.12.24 10:00 | buy | 45 | 25.17 | 1.04814 | 0.00000 | 0.00000 | ||
84 | 2009.12.24 11:10 | close at stop | 45 | 25.17 | 1.04601 | 0.00000 | 0.00000 | -5125.39 | 5819.24 |
85 | 2009.12.24 11:10 | close at stop | 44 | 11.62 | 1.04601 | 0.00000 | 0.00000 | -3232.68 | 2586.56 |
86 | 2009.12.24 11:10 | close at stop | 43 | 4.84 | 1.04601 | 0.00000 | 0.00000 | -1466.79 | 1119.77 |
87 | 2009.12.24 11:10 | close at stop | 42 | 1.76 | 1.04601 | 0.00000 | 0.00000 | -412.23 | 707.54 |
88 | 2009.12.24 11:10 | close at stop | 41 | 0.22 | 1.04601 | 0.00000 | 0.00000 | -69.20 | 638.34 |
89 | 2009.12.24 11:10 | close at stop | 40 | 0.22 | 1.04601 | 0.00000 | 0.00000 | -56.38 | 581.96 |
90 | 2009.12.24 11:10 | close at stop | 39 | 0.22 | 1.04601 | 0.00000 | 0.00000 | -144.92 | 437.03 |