Strategy Tester Report
Lock&&PipsingXR_V2_77_Engl_Serv_2009_Mod
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="KEY PARAMETERS OF THE ADVISER"; TimeFrame=15; per=7; por=20; CG=83; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=1; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=15; m="Permission to restrict trade in time"; TradeTime=true; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=false; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -148.16 | Gross profit | 626.52 | Gross loss | -774.68 |
Profit factor | 0.81 | Expected payoff | -12.35 | ||
Absolute drawdown | 2070.30 | Maximal drawdown | 2222.09 (21.89%) | Relative drawdown | 21.89% (2222.09) |
Total trades | 12 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 10 (70.00%) |
Profit trades (% of total) | 9 (75.00%) | Loss trades (% of total) | 3 (25.00%) | ||
Largest | profit trade | 280.20 | loss trade | -310.99 | |
Average | profit trade | 69.61 | loss trade | -258.23 | |
Maximum | consecutive wins (profit in money) | 5 (500.63) | consecutive losses (loss in money) | 2 (-491.99) | |
Maximal | consecutive profit (count of wins) | 500.63 (5) | consecutive loss (count of losses) | -491.99 (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 | 0.30 | 1.07012 | 0.00000 | 0.00000 | ||
2 | 2009.12.18 03:40 | close | 1 | 0.30 | 1.06732 | 0.00000 | 0.00000 | 78.70 | 10078.70 |
3 | 2009.12.18 03:40 | buy | 2 | 0.30 | 1.06732 | 0.00000 | 0.00000 | ||
4 | 2009.12.18 03:52 | close | 2 | 0.30 | 1.06741 | 0.00000 | 0.00000 | 2.53 | 10081.23 |
5 | 2009.12.18 04:00 | buy | 3 | 0.30 | 1.06750 | 0.00000 | 0.00000 | ||
6 | 2009.12.18 08:30 | close | 3 | 0.30 | 1.06857 | 0.00000 | 0.00000 | 30.04 | 10111.27 |
7 | 2009.12.21 02:00 | sell | 4 | 0.30 | 1.06748 | 0.00000 | 0.00000 | ||
8 | 2009.12.21 08:13 | close | 4 | 0.30 | 1.06696 | 0.00000 | 0.00000 | 14.62 | 10125.89 |
9 | 2009.12.21 20:00 | buy | 5 | 0.30 | 1.06255 | 0.00000 | 0.00000 | ||
10 | 2009.12.22 23:30 | buy | 6 | 0.30 | 1.05800 | 0.00000 | 0.00000 | ||
11 | 2009.12.24 03:45 | buy | 7 | 0.30 | 1.04867 | 0.00000 | 0.00000 | ||
12 | 2009.12.28 06:00 | buy | 8 | 0.30 | 1.04725 | 0.00000 | 0.00000 | ||
13 | 2009.12.29 10:30 | buy | 9 | 0.30 | 1.04188 | 0.00000 | 0.00000 | ||
14 | 2009.12.30 15:17 | close | 5 | 0.30 | 1.05171 | 0.00000 | 0.00000 | -310.99 | 9814.90 |
15 | 2009.12.30 15:17 | close | 6 | 0.30 | 1.05171 | 0.00000 | 0.00000 | -181.00 | 9633.90 |
16 | 2009.12.30 15:17 | close | 7 | 0.30 | 1.05171 | 0.00000 | 0.00000 | 85.93 | 9719.83 |
17 | 2009.12.30 15:17 | close | 8 | 0.30 | 1.05171 | 0.00000 | 0.00000 | 126.83 | 9846.66 |
18 | 2009.12.30 15:17 | close | 9 | 0.30 | 1.05171 | 0.00000 | 0.00000 | 280.20 | 10126.86 |
19 | 2009.12.30 20:00 | buy | 10 | 0.30 | 1.05486 | 0.00000 | 0.00000 | ||
20 | 2009.12.30 22:59 | close | 10 | 0.30 | 1.05510 | 0.00000 | 0.00000 | 6.82 | 10133.68 |
21 | 2009.12.30 22:59 | buy | 11 | 0.30 | 1.05576 | 0.00000 | 0.00000 | ||
22 | 2009.12.30 23:33 | close | 11 | 0.30 | 1.05579 | 0.00000 | 0.00000 | 0.85 | 10134.53 |
23 | 2009.12.30 23:46 | buy | 12 | 0.30 | 1.05629 | 0.00000 | 0.00000 | ||
24 | 2009.12.31 18:57 | close at stop | 12 | 0.30 | 1.04645 | 0.00000 | 0.00000 | -282.69 | 9851.84 |