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=15; 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; f="Значение на которое будет увеличиваться лот=0,01"; LotsIncrementValue=0.01; g="Разрешение на автоопределение лота"; AutoLot=true; h="Процент риска на одну сделку"; Risk=10; ga="Профит при котором закроется пачка ордеров=0"; MInProfit=0; 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=5; l="РАЗРЕШЕНИЯ И ФЛАГИ"; m="Разрешение на ограничение торговли по времени"; TradeOfTime=false; n="Час начала торговли"; StartTradeHour=0; o="Час конца торговли"; EndTradeHour=9; p="Разрешение на вывод информации в основное окно"; ShowComment=true; r="Разрешение на работу с недостаточной маржой"; MargineVarning=true; SecurityCode=0; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10812.28 | Gross profit | 2735.73 | Gross loss | -13548.00 |
Profit factor | 0.20 | Expected payoff | -196.59 | ||
Absolute drawdown | 10812.28 | Maximal drawdown | 12943.62 (106.70%) | Relative drawdown | 106.70% (12943.62) |
Total trades | 55 | Short positions (won %) | 33 (54.55%) | Long positions (won %) | 22 (63.64%) |
Profit trades (% of total) | 32 (58.18%) | Loss trades (% of total) | 23 (41.82%) | ||
Largest | profit trade | 320.14 | loss trade | -5786.68 | |
Average | profit trade | 85.49 | loss trade | -589.04 | |
Maximum | consecutive wins (profit in money) | 5 (596.97) | consecutive losses (loss in money) | 4 (-322.36) | |
Maximal | consecutive profit (count of wins) | 596.97 (5) | consecutive loss (count of losses) | -11170.64 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 2.00 | 1.05617 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 01:00 | buy | 2 | 2.00 | 1.05411 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 02:00 | close | 2 | 2.00 | 1.05580 | 0.00000 | 0.00000 | 320.14 | 10320.14 |
4 | 2009.12.01 02:00 | close | 1 | 2.00 | 1.05580 | 0.00000 | 0.00000 | -70.09 | 10250.05 |
5 | 2009.12.01 02:00 | sell | 3 | 3.09 | 1.05580 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 03:00 | sell | 4 | 2.06 | 1.05607 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 03:40 | close | 3 | 3.09 | 1.05577 | 0.00000 | 0.00000 | 8.78 | 10258.83 |
8 | 2009.12.01 03:47 | close | 4 | 2.06 | 1.05540 | 0.00000 | 0.00000 | 130.78 | 10389.61 |
9 | 2009.12.01 04:00 | buy | 5 | 3.12 | 1.05487 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 04:05 | close | 5 | 3.12 | 1.05484 | 0.00000 | 0.00000 | -8.87 | 10380.74 |
11 | 2009.12.01 05:00 | buy | 6 | 4.16 | 1.05555 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 05:05 | close | 6 | 4.16 | 1.05581 | 0.00000 | 0.00000 | 102.44 | 10483.18 |
13 | 2009.12.01 06:00 | sell | 7 | 2.10 | 1.05545 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 07:00 | sell | 8 | 3.15 | 1.05548 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 07:47 | close | 8 | 3.15 | 1.05558 | 0.00000 | 0.00000 | -29.84 | 10453.34 |
16 | 2009.12.01 07:47 | close | 7 | 2.10 | 1.05558 | 0.00000 | 0.00000 | -25.86 | 10427.48 |
17 | 2009.12.01 08:00 | sell | 9 | 4.16 | 1.05501 | 0.00000 | 0.00000 | ||
18 | 2009.12.01 08:06 | close | 9 | 4.16 | 1.05423 | 0.00000 | 0.00000 | 307.79 | 10735.27 |
19 | 2009.12.01 10:00 | sell | 10 | 5.35 | 1.04689 | 0.00000 | 0.00000 | ||
20 | 2009.12.01 10:06 | close | 10 | 5.35 | 1.04650 | 0.00000 | 0.00000 | 199.38 | 10934.65 |
21 | 2009.12.01 11:00 | buy | 11 | 2.18 | 1.04607 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 11:05 | close | 11 | 2.18 | 1.04608 | 0.00000 | 0.00000 | 2.08 | 10936.73 |
23 | 2009.12.01 12:00 | buy | 12 | 3.27 | 1.04574 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 12:12 | close | 12 | 3.27 | 1.04596 | 0.00000 | 0.00000 | 68.78 | 11005.51 |
25 | 2009.12.01 13:00 | sell | 13 | 2.20 | 1.04561 | 0.00000 | 0.00000 | ||
26 | 2009.12.01 13:22 | close | 13 | 2.20 | 1.04552 | 0.00000 | 0.00000 | 18.94 | 11024.45 |
27 | 2009.12.01 14:00 | sell | 14 | 3.30 | 1.04597 | 0.00000 | 0.00000 | ||
28 | 2009.12.01 14:07 | close | 14 | 3.30 | 1.04651 | 0.00000 | 0.00000 | -170.28 | 10854.17 |
29 | 2009.12.01 15:00 | buy | 15 | 2.18 | 1.04425 | 0.00000 | 0.00000 | ||
30 | 2009.12.01 15:05 | close | 15 | 2.18 | 1.04464 | 0.00000 | 0.00000 | 81.39 | 10935.56 |
31 | 2009.12.01 16:00 | buy | 16 | 3.27 | 1.04297 | 0.00000 | 0.00000 | ||
32 | 2009.12.01 16:12 | close | 16 | 3.27 | 1.04325 | 0.00000 | 0.00000 | 87.76 | 11023.32 |
33 | 2009.12.01 17:00 | sell | 17 | 2.20 | 1.04315 | 0.00000 | 0.00000 | ||
34 | 2009.12.01 17:07 | close | 17 | 2.20 | 1.04336 | 0.00000 | 0.00000 | -44.28 | 10979.04 |
35 | 2009.12.01 18:00 | buy | 18 | 2.20 | 1.04318 | 0.00000 | 0.00000 | ||
36 | 2009.12.01 18:17 | close | 18 | 2.20 | 1.04347 | 0.00000 | 0.00000 | 61.14 | 11040.18 |
37 | 2009.12.01 19:00 | buy | 19 | 3.30 | 1.04423 | 0.00000 | 0.00000 | ||
38 | 2009.12.01 20:00 | buy | 20 | 2.20 | 1.04263 | 0.00000 | 0.00000 | ||
39 | 2009.12.01 20:57 | close | 20 | 2.20 | 1.04345 | 0.00000 | 0.00000 | 172.89 | 11213.07 |
40 | 2009.12.01 20:57 | close | 19 | 3.30 | 1.04345 | 0.00000 | 0.00000 | -246.68 | 10966.39 |
41 | 2009.12.01 21:00 | sell | 21 | 3.30 | 1.04367 | 0.00000 | 0.00000 | ||
42 | 2009.12.01 21:10 | close | 21 | 3.30 | 1.04441 | 0.00000 | 0.00000 | -233.82 | 10732.57 |
43 | 2009.12.01 22:00 | sell | 22 | 4.28 | 1.04664 | 0.00000 | 0.00000 | ||
44 | 2009.12.01 22:17 | close | 22 | 4.28 | 1.04662 | 0.00000 | 0.00000 | 8.18 | 10740.75 |
45 | 2009.12.01 23:00 | buy | 23 | 2.14 | 1.04617 | 0.00000 | 0.00000 | ||
46 | 2009.12.01 23:10 | close | 23 | 2.14 | 1.04628 | 0.00000 | 0.00000 | 22.50 | 10763.25 |
47 | 2009.12.02 00:00 | buy | 24 | 3.24 | 1.04719 | 0.00000 | 0.00000 | ||
48 | 2009.12.02 01:00 | buy | 25 | 4.32 | 1.04645 | 0.00000 | 0.00000 | ||
49 | 2009.12.02 02:22 | close | 25 | 4.32 | 1.04670 | 0.00000 | 0.00000 | 103.18 | 10866.43 |
50 | 2009.12.02 02:22 | close | 24 | 3.24 | 1.04670 | 0.00000 | 0.00000 | -151.68 | 10714.75 |
51 | 2009.12.02 04:00 | buy | 26 | 5.35 | 1.04516 | 0.00000 | 0.00000 | ||
52 | 2009.12.02 05:00 | buy | 27 | 2.14 | 1.04474 | 0.00000 | 0.00000 | ||
53 | 2009.12.02 05:17 | close | 27 | 2.14 | 1.04501 | 0.00000 | 0.00000 | 55.29 | 10770.04 |
54 | 2009.12.02 05:17 | close | 26 | 5.35 | 1.04501 | 0.00000 | 0.00000 | -76.79 | 10693.25 |
55 | 2009.12.02 06:00 | sell | 28 | 3.21 | 1.04502 | 0.00000 | 0.00000 | ||
56 | 2009.12.02 06:17 | close | 28 | 3.21 | 1.04506 | 0.00000 | 0.00000 | -12.29 | 10680.96 |
57 | 2009.12.02 07:00 | sell | 29 | 4.28 | 1.04447 | 0.00000 | 0.00000 | ||
58 | 2009.12.02 07:12 | close | 29 | 4.28 | 1.04447 | 0.00000 | 0.00000 | 0.00 | 10680.96 |
59 | 2009.12.02 09:00 | sell | 30 | 5.35 | 1.04587 | 0.00000 | 0.00000 | ||
60 | 2009.12.02 09:17 | close | 30 | 5.35 | 1.04550 | 0.00000 | 0.00000 | 189.34 | 10870.30 |
61 | 2009.12.02 10:00 | buy | 31 | 2.18 | 1.04506 | 0.00000 | 0.00000 | ||
62 | 2009.12.02 10:12 | close | 31 | 2.18 | 1.04498 | 0.00000 | 0.00000 | -16.69 | 10853.61 |
63 | 2009.12.02 11:00 | buy | 32 | 3.27 | 1.04385 | 0.00000 | 0.00000 | ||
64 | 2009.12.02 11:15 | close | 32 | 3.27 | 1.04387 | 0.00000 | 0.00000 | 6.27 | 10859.88 |
65 | 2009.12.02 12:00 | sell | 33 | 2.18 | 1.04442 | 0.00000 | 0.00000 | ||
66 | 2009.12.02 12:05 | close | 33 | 2.18 | 1.04457 | 0.00000 | 0.00000 | -31.30 | 10828.58 |
67 | 2009.12.02 13:00 | sell | 34 | 3.24 | 1.04585 | 0.00000 | 0.00000 | ||
68 | 2009.12.02 13:47 | close | 34 | 3.24 | 1.04577 | 0.00000 | 0.00000 | 24.79 | 10853.37 |
69 | 2009.12.02 14:00 | sell | 35 | 4.36 | 1.04487 | 0.00000 | 0.00000 | ||
70 | 2009.12.02 14:05 | close | 35 | 4.36 | 1.04430 | 0.00000 | 0.00000 | 237.98 | 11091.35 |
71 | 2009.12.02 15:00 | buy | 36 | 2.22 | 1.04794 | 0.00000 | 0.00000 | ||
72 | 2009.12.02 15:13 | close | 36 | 2.22 | 1.04724 | 0.00000 | 0.00000 | -148.39 | 10942.96 |
73 | 2009.12.02 16:00 | buy | 37 | 3.27 | 1.04657 | 0.00000 | 0.00000 | ||
74 | 2009.12.02 17:00 | buy | 38 | 2.18 | 1.04538 | 0.00000 | 0.00000 | ||
75 | 2009.12.02 17:50 | close | 38 | 2.18 | 1.04563 | 0.00000 | 0.00000 | 52.12 | 10995.08 |
76 | 2009.12.02 17:50 | close | 37 | 3.27 | 1.04563 | 0.00000 | 0.00000 | -293.97 | 10701.11 |
77 | 2009.12.02 18:00 | sell | 39 | 3.21 | 1.04651 | 0.00000 | 0.00000 | ||
78 | 2009.12.02 18:10 | close | 39 | 3.21 | 1.04784 | 0.00000 | 0.00000 | -407.44 | 10293.67 |
79 | 2009.12.02 19:00 | buy | 40 | 2.06 | 1.04952 | 0.00000 | 0.00000 | ||
80 | 2009.12.02 19:15 | close | 40 | 2.06 | 1.04964 | 0.00000 | 0.00000 | 23.55 | 10317.22 |
81 | 2009.12.02 20:00 | sell | 41 | 2.06 | 1.04895 | 0.00000 | 0.00000 | ||
82 | 2009.12.02 21:00 | sell | 42 | 2.06 | 1.05113 | 0.00000 | 0.00000 | ||
83 | 2009.12.02 21:17 | close | 42 | 2.06 | 1.05090 | 0.00000 | 0.00000 | 45.09 | 10362.31 |
84 | 2009.12.02 22:00 | sell | 43 | 2.06 | 1.05014 | 0.00000 | 0.00000 | ||
85 | 2009.12.02 23:00 | sell | 44 | 2.06 | 1.05084 | 0.00000 | 0.00000 | ||
86 | 2009.12.02 23:25 | close | 44 | 2.06 | 1.05083 | 0.00000 | 0.00000 | 1.96 | 10364.27 |
87 | 2009.12.03 00:00 | sell | 45 | 3.09 | 1.05092 | 0.00000 | 0.00000 | ||
88 | 2009.12.03 00:06 | close | 45 | 3.09 | 1.05060 | 0.00000 | 0.00000 | 94.12 | 10458.39 |
89 | 2009.12.03 01:00 | close | 43 | 2.06 | 1.04938 | 0.00000 | 0.00000 | 146.87 | 10605.26 |
90 | 2009.12.03 01:00 | close | 41 | 2.06 | 1.04938 | 0.00000 | 0.00000 | -86.73 | 10518.52 |
91 | 2009.12.03 01:00 | sell | 46 | 2.10 | 1.04918 | 0.00000 | 0.00000 | ||
92 | 2009.12.03 01:17 | close | 46 | 2.10 | 1.04895 | 0.00000 | 0.00000 | 46.05 | 10564.57 |
93 | 2009.12.03 02:00 | sell | 47 | 3.18 | 1.04906 | 0.00000 | 0.00000 | ||
94 | 2009.12.03 03:00 | sell | 48 | 4.24 | 1.04950 | 0.00000 | 0.00000 | ||
95 | 2009.12.03 03:22 | close | 48 | 4.24 | 1.04930 | 0.00000 | 0.00000 | 80.82 | 10645.39 |
96 | 2009.12.03 03:22 | close | 47 | 3.18 | 1.04930 | 0.00000 | 0.00000 | -72.73 | 10572.66 |
97 | 2009.12.03 06:00 | sell | 49 | 5.30 | 1.05012 | 0.00000 | 0.00000 | ||
98 | 2009.12.03 06:05 | close | 49 | 5.30 | 1.05016 | 0.00000 | 0.00000 | -20.19 | 10552.47 |
99 | 2009.12.03 07:00 | sell | 50 | 6.36 | 1.05095 | 0.00000 | 0.00000 | ||
100 | 2009.12.03 07:07 | close | 50 | 6.36 | 1.05118 | 0.00000 | 0.00000 | -139.16 | 10413.31 |
101 | 2009.12.03 08:00 | sell | 51 | 7.28 | 1.04819 | 0.00000 | 0.00000 | ||
102 | 2009.12.03 08:16 | close | 51 | 7.28 | 1.04832 | 0.00000 | 0.00000 | -90.28 | 10323.03 |
103 | 2009.12.03 09:00 | sell | 52 | 8.24 | 1.04633 | 0.00000 | 0.00000 | ||
104 | 2009.12.03 10:00 | sell | 53 | 9.27 | 1.04761 | 0.00000 | 0.00000 | ||
105 | 2009.12.03 11:00 | sell | 54 | 2.06 | 1.04891 | 0.00000 | 0.00000 | ||
106 | 2009.12.03 11:02 | close | 54 | 2.06 | 1.04885 | 0.00000 | 0.00000 | 11.78 | 10334.81 |
107 | 2009.12.03 12:00 | sell | 55 | 3.09 | 1.04956 | 0.00000 | 0.00000 | ||
108 | 2009.12.03 12:17 | close | 55 | 3.09 | 1.04948 | 0.00000 | 0.00000 | 23.55 | 10358.36 |
109 | 2009.12.03 14:45 | close at stop | 53 | 9.27 | 1.05373 | 0.00000 | 0.00000 | -5383.96 | 4974.40 |
110 | 2009.12.03 14:45 | close at stop | 52 | 8.24 | 1.05373 | 0.00000 | 0.00000 | -5786.68 | -812.28 |