Strategy Tester Report
Lock&&PipsingXR_Multi
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=30; 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=3; ga="Профит при котором закроется пачка ордеров=0"; MInProfit=4; н="Пауза между открытием ордеров в минутах=10"; MinTradePause=10; j="Шаг трала одиночного ордера в пунктах=5"; TralStep=5; k="Шаг трала по Эквити счета в валюте депозита=5"; EqvTralStep=2; 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 | -10082.27 | Gross profit | 703.64 | Gross loss | -10785.91 |
Profit factor | 0.07 | Expected payoff | -180.04 | ||
Absolute drawdown | 10082.27 | Maximal drawdown | 10792.74 (100.77%) | Relative drawdown | 100.77% (10792.74) |
Total trades | 56 | Short positions (won %) | 19 (89.47%) | Long positions (won %) | 37 (16.22%) |
Profit trades (% of total) | 23 (41.07%) | Loss trades (% of total) | 33 (58.93%) | ||
Largest | profit trade | 96.75 | loss trade | -606.82 | |
Average | profit trade | 30.59 | loss trade | -326.85 | |
Maximum | consecutive wins (profit in money) | 14 (409.13) | consecutive losses (loss in money) | 30 (-10710.63) | |
Maximal | consecutive profit (count of wins) | 409.13 (14) | consecutive loss (count of losses) | -10710.63 (30) | |
Average | consecutive wins | 8 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.18 01:00 | sell | 1 | 0.30 | 1.07012 | 0.00000 | 0.00000 | ||
2 | 2009.12.18 02:10 | sell | 2 | 0.30 | 1.06957 | 0.00000 | 0.00000 | ||
3 | 2009.12.18 03:26 | close | 2 | 0.30 | 1.06668 | 0.00000 | 0.00000 | 81.28 | 10081.28 |
4 | 2009.12.18 03:26 | close | 1 | 0.30 | 1.06668 | 0.00000 | 0.00000 | 96.75 | 10178.03 |
5 | 2009.12.18 03:26 | buy | 3 | 0.31 | 1.06651 | 0.00000 | 0.00000 | ||
6 | 2009.12.18 03:47 | close | 3 | 0.31 | 1.06704 | 0.00000 | 0.00000 | 15.40 | 10193.43 |
7 | 2009.12.18 04:00 | buy | 4 | 0.31 | 1.06750 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 04:22 | close | 4 | 0.31 | 1.06781 | 0.00000 | 0.00000 | 9.00 | 10202.43 |
9 | 2009.12.18 05:00 | sell | 5 | 0.31 | 1.06619 | 0.00000 | 0.00000 | ||
10 | 2009.12.18 06:00 | sell | 6 | 0.31 | 1.06568 | 0.00000 | 0.00000 | ||
11 | 2009.12.18 09:00 | sell | 7 | 0.31 | 1.06824 | 0.00000 | 0.00000 | ||
12 | 2009.12.18 10:00 | sell | 8 | 0.31 | 1.06792 | 0.00000 | 0.00000 | ||
13 | 2009.12.18 11:00 | close | 8 | 0.31 | 1.06697 | 0.00000 | 0.00000 | 27.60 | 10230.03 |
14 | 2009.12.18 11:00 | close | 7 | 0.31 | 1.06697 | 0.00000 | 0.00000 | 36.90 | 10266.93 |
15 | 2009.12.18 11:00 | close | 6 | 0.31 | 1.06697 | 0.00000 | 0.00000 | -37.48 | 10229.45 |
16 | 2009.12.18 11:00 | close | 5 | 0.31 | 1.06697 | 0.00000 | 0.00000 | -22.66 | 10206.79 |
17 | 2009.12.21 00:00 | sell | 9 | 0.31 | 1.06759 | 0.00000 | 0.00000 | ||
18 | 2009.12.21 02:00 | sell | 10 | 0.31 | 1.06748 | 0.00000 | 0.00000 | ||
19 | 2009.12.21 04:07 | sell | 11 | 0.31 | 1.06699 | 0.00000 | 0.00000 | ||
20 | 2009.12.21 06:59 | sell | 12 | 0.31 | 1.06696 | 0.00000 | 0.00000 | ||
21 | 2009.12.21 08:26 | sell | 13 | 0.31 | 1.06740 | 0.00000 | 0.00000 | ||
22 | 2009.12.21 11:00 | close | 13 | 0.31 | 1.06590 | 0.00000 | 0.00000 | 43.63 | 10250.42 |
23 | 2009.12.21 11:00 | close | 12 | 0.31 | 1.06590 | 0.00000 | 0.00000 | 30.83 | 10281.25 |
24 | 2009.12.21 11:00 | close | 11 | 0.31 | 1.06590 | 0.00000 | 0.00000 | 31.70 | 10312.95 |
25 | 2009.12.21 11:00 | close | 10 | 0.31 | 1.06590 | 0.00000 | 0.00000 | 45.95 | 10358.90 |
26 | 2009.12.21 11:00 | close | 9 | 0.31 | 1.06590 | 0.00000 | 0.00000 | 49.15 | 10408.05 |
27 | 2009.12.22 01:00 | buy | 14 | 0.31 | 1.06218 | 0.00000 | 0.00000 | ||
28 | 2009.12.22 01:17 | close | 14 | 0.31 | 1.06239 | 0.00000 | 0.00000 | 6.13 | 10414.18 |
29 | 2009.12.22 02:00 | sell | 15 | 0.31 | 1.06179 | 0.00000 | 0.00000 | ||
30 | 2009.12.22 03:00 | sell | 16 | 0.31 | 1.06194 | 0.00000 | 0.00000 | ||
31 | 2009.12.22 04:00 | sell | 17 | 0.31 | 1.06225 | 0.00000 | 0.00000 | ||
32 | 2009.12.22 05:00 | sell | 18 | 0.31 | 1.06204 | 0.00000 | 0.00000 | ||
33 | 2009.12.22 06:00 | sell | 19 | 0.31 | 1.06175 | 0.00000 | 0.00000 | ||
34 | 2009.12.22 07:00 | sell | 20 | 0.31 | 1.06139 | 0.00000 | 0.00000 | ||
35 | 2009.12.22 08:17 | close | 20 | 0.31 | 1.06082 | 0.00000 | 0.00000 | 16.66 | 10430.84 |
36 | 2009.12.22 08:17 | close | 19 | 0.31 | 1.06082 | 0.00000 | 0.00000 | 27.18 | 10458.02 |
37 | 2009.12.22 08:17 | close | 18 | 0.31 | 1.06082 | 0.00000 | 0.00000 | 35.65 | 10493.67 |
38 | 2009.12.22 08:17 | close | 17 | 0.31 | 1.06082 | 0.00000 | 0.00000 | 41.79 | 10535.46 |
39 | 2009.12.22 08:17 | close | 16 | 0.31 | 1.06082 | 0.00000 | 0.00000 | 32.73 | 10568.19 |
40 | 2009.12.22 08:17 | close | 15 | 0.31 | 1.06082 | 0.00000 | 0.00000 | 28.35 | 10596.54 |
41 | 2009.12.23 00:00 | buy | 21 | 0.32 | 1.05724 | 0.00000 | 0.00000 | ||
42 | 2009.12.23 02:00 | buy | 22 | 0.32 | 1.05632 | 0.00000 | 0.00000 | ||
43 | 2009.12.23 03:00 | buy | 23 | 0.32 | 1.05652 | 0.00000 | 0.00000 | ||
44 | 2009.12.23 04:00 | close | 23 | 0.32 | 1.05674 | 0.00000 | 0.00000 | 6.66 | 10603.20 |
45 | 2009.12.23 04:00 | close | 22 | 0.32 | 1.05674 | 0.00000 | 0.00000 | 12.72 | 10615.92 |
46 | 2009.12.23 04:00 | close | 21 | 0.32 | 1.05674 | 0.00000 | 0.00000 | -15.14 | 10600.78 |
47 | 2009.12.23 04:00 | sell | 24 | 0.32 | 1.05674 | 0.00000 | 0.00000 | ||
48 | 2009.12.23 06:00 | sell | 25 | 0.32 | 1.05724 | 0.00000 | 0.00000 | ||
49 | 2009.12.23 07:00 | buy | 26 | 0.32 | 1.05695 | 0.00000 | 0.00000 | ||
50 | 2009.12.23 08:00 | buy | 27 | 0.32 | 1.05680 | 0.00000 | 0.00000 | ||
51 | 2009.12.23 10:00 | close by | 27 | 0.32 | 1.05724 | 0.00000 | 0.00000 | 13.34 | 10614.12 |
52 | 2009.12.23 10:00 | close by | 25 | 0.00 | 1.05724 | 0.00000 | 0.00000 | 0.00 | 10614.12 |
53 | 2009.12.23 10:00 | close | 24 | 0.32 | 1.05627 | 0.00000 | 0.00000 | 14.24 | 10628.36 |
54 | 2009.12.23 10:00 | buy | 28 | 0.32 | 1.05627 | 0.00000 | 0.00000 | ||
55 | 2009.12.23 11:00 | buy | 29 | 0.32 | 1.05641 | 0.00000 | 0.00000 | ||
56 | 2009.12.23 16:00 | buy | 30 | 0.32 | 1.05330 | 0.00000 | 0.00000 | ||
57 | 2009.12.23 22:00 | buy | 31 | 0.32 | 1.04873 | 0.00000 | 0.00000 | ||
58 | 2009.12.23 23:00 | buy | 32 | 0.32 | 1.04909 | 0.00000 | 0.00000 | ||
59 | 2009.12.24 02:00 | buy | 33 | 0.32 | 1.04972 | 0.00000 | 0.00000 | ||
60 | 2009.12.24 05:00 | buy | 34 | 0.32 | 1.04888 | 0.00000 | 0.00000 | ||
61 | 2009.12.24 06:00 | buy | 35 | 0.32 | 1.04960 | 0.00000 | 0.00000 | ||
62 | 2009.12.24 07:00 | buy | 36 | 0.32 | 1.04934 | 0.00000 | 0.00000 | ||
63 | 2009.12.24 09:00 | buy | 37 | 0.32 | 1.04804 | 0.00000 | 0.00000 | ||
64 | 2009.12.24 10:00 | buy | 38 | 0.32 | 1.04856 | 0.00000 | 0.00000 | ||
65 | 2009.12.24 12:00 | buy | 39 | 0.32 | 1.04769 | 0.00000 | 0.00000 | ||
66 | 2009.12.24 14:00 | buy | 40 | 0.32 | 1.04635 | 0.00000 | 0.00000 | ||
67 | 2009.12.24 16:00 | buy | 41 | 0.32 | 1.04840 | 0.00000 | 0.00000 | ||
68 | 2009.12.24 17:00 | buy | 42 | 0.32 | 1.04901 | 0.00000 | 0.00000 | ||
69 | 2009.12.24 18:00 | buy | 43 | 0.32 | 1.04917 | 0.00000 | 0.00000 | ||
70 | 2009.12.28 00:00 | buy | 44 | 0.32 | 1.04850 | 0.00000 | 0.00000 | ||
71 | 2009.12.28 01:00 | buy | 45 | 0.32 | 1.04883 | 0.00000 | 0.00000 | ||
72 | 2009.12.28 02:00 | buy | 46 | 0.32 | 1.05019 | 0.00000 | 0.00000 | ||
73 | 2009.12.28 06:00 | buy | 47 | 0.32 | 1.04725 | 0.00000 | 0.00000 | ||
74 | 2009.12.28 07:00 | buy | 48 | 0.32 | 1.04716 | 0.00000 | 0.00000 | ||
75 | 2009.12.28 08:00 | buy | 49 | 0.32 | 1.04731 | 0.00000 | 0.00000 | ||
76 | 2009.12.28 10:00 | buy | 50 | 0.32 | 1.04875 | 0.00000 | 0.00000 | ||
77 | 2009.12.28 11:00 | buy | 51 | 0.32 | 1.04906 | 0.00000 | 0.00000 | ||
78 | 2009.12.28 12:00 | buy | 52 | 0.32 | 1.04901 | 0.00000 | 0.00000 | ||
79 | 2009.12.28 17:00 | buy | 53 | 0.32 | 1.04404 | 0.00000 | 0.00000 | ||
80 | 2009.12.28 19:00 | buy | 54 | 0.32 | 1.04365 | 0.00000 | 0.00000 | ||
81 | 2009.12.28 20:00 | buy | 55 | 0.32 | 1.04385 | 0.00000 | 0.00000 | ||
82 | 2009.12.28 22:00 | buy | 56 | 0.32 | 1.04313 | 0.00000 | 0.00000 | ||
83 | 2009.12.29 12:50 | close at stop | 56 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -179.44 | 10448.92 |
84 | 2009.12.29 12:50 | close at stop | 55 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -201.65 | 10247.27 |
85 | 2009.12.29 12:50 | close at stop | 54 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -195.48 | 10051.79 |
86 | 2009.12.29 12:50 | close at stop | 53 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -207.51 | 9844.28 |
87 | 2009.12.29 12:50 | close at stop | 52 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -360.83 | 9483.45 |
88 | 2009.12.29 12:50 | close at stop | 51 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -362.37 | 9121.08 |
89 | 2009.12.29 12:50 | close at stop | 50 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -352.81 | 8768.27 |
90 | 2009.12.29 12:50 | close at stop | 49 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -308.39 | 8459.88 |
91 | 2009.12.29 12:50 | close at stop | 48 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -303.76 | 8156.11 |
92 | 2009.12.29 12:50 | close at stop | 47 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -306.54 | 7849.57 |
93 | 2009.12.29 12:50 | close at stop | 46 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -397.23 | 7452.34 |
94 | 2009.12.29 12:50 | close at stop | 45 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -355.28 | 7097.06 |
95 | 2009.12.29 12:50 | close at stop | 44 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -345.10 | 6751.96 |
96 | 2009.12.29 12:50 | close at stop | 43 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -366.19 | 6385.77 |
97 | 2009.12.29 12:50 | close at stop | 42 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -361.25 | 6024.52 |
98 | 2009.12.29 12:50 | close at stop | 41 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -342.43 | 5682.09 |
99 | 2009.12.29 12:50 | close at stop | 40 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -279.19 | 5402.90 |
100 | 2009.12.29 12:50 | close at stop | 39 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -320.53 | 5082.36 |
101 | 2009.12.29 12:50 | close at stop | 38 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -347.37 | 4734.99 |
102 | 2009.12.29 12:50 | close at stop | 37 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -331.33 | 4403.66 |
103 | 2009.12.29 12:50 | close at stop | 36 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -371.43 | 4032.23 |
104 | 2009.12.29 12:50 | close at stop | 35 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -379.45 | 3652.78 |
105 | 2009.12.29 12:50 | close at stop | 34 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -357.24 | 3295.54 |
106 | 2009.12.29 12:50 | close at stop | 33 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -383.15 | 2912.38 |
107 | 2009.12.29 12:50 | close at stop | 32 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -364.35 | 2548.03 |
108 | 2009.12.29 12:50 | close at stop | 31 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -353.24 | 2194.79 |
109 | 2009.12.29 12:50 | close at stop | 30 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -494.22 | 1700.56 |
110 | 2009.12.29 12:50 | close at stop | 29 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -590.16 | 1110.40 |
111 | 2009.12.29 12:50 | close at stop | 28 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -585.84 | 524.56 |
112 | 2009.12.29 12:50 | close at stop | 26 | 0.32 | 1.03732 | 0.00000 | 0.00000 | -606.82 | -82.27 |