Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
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 | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10213.91 | Gross profit | 375.09 | Gross loss | -10589.00 |
Profit factor | 0.04 | Expected payoff | -785.69 | ||
Absolute drawdown | 10213.91 | Maximal drawdown | 10251.00 (102.13%) | Relative drawdown | 102.13% (10251.00) |
Total trades | 13 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
Largest | profit trade | 245.76 | loss trade | -2834.00 | |
Average | profit trade | 62.51 | loss trade | -1512.71 | |
Maximum | consecutive wins (profit in money) | 6 (375.09) | consecutive losses (loss in money) | 6 (-10225.00) | |
Maximal | consecutive profit (count of wins) | 375.09 (6) | consecutive loss (count of losses) | -10225.00 (6) | |
Average | consecutive wins | 6 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | sell | 1 | 2.00 | 1.42505 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 01:10 | close | 1 | 2.00 | 1.42687 | 0.00000 | 0.00000 | -364.00 | 9636.00 |
3 | 2009.08.03 02:00 | buy | 2 | 1.92 | 1.42871 | 0.00000 | 0.00000 | ||
4 | 2009.08.03 02:05 | close | 2 | 1.92 | 1.42877 | 0.00000 | 0.00000 | 11.52 | 9647.52 |
5 | 2009.08.03 03:00 | sell | 3 | 1.92 | 1.42518 | 0.00000 | 0.00000 | ||
6 | 2009.08.03 03:05 | close | 3 | 1.92 | 1.42390 | 0.00000 | 0.00000 | 245.76 | 9893.28 |
7 | 2009.08.03 04:00 | sell | 4 | 2.97 | 1.42410 | 0.00000 | 0.00000 | ||
8 | 2009.08.03 04:12 | close | 4 | 2.97 | 1.42403 | 0.00000 | 0.00000 | 20.79 | 9914.07 |
9 | 2009.08.03 05:00 | sell | 5 | 3.96 | 1.42488 | 0.00000 | 0.00000 | ||
10 | 2009.08.03 05:17 | close | 5 | 3.96 | 1.42481 | 0.00000 | 0.00000 | 27.72 | 9941.79 |
11 | 2009.08.03 06:00 | buy | 6 | 1.98 | 1.42347 | 0.00000 | 0.00000 | ||
12 | 2009.08.03 06:06 | close | 6 | 1.98 | 1.42382 | 0.00000 | 0.00000 | 69.30 | 10011.09 |
13 | 2009.08.03 07:00 | sell | 7 | 2.00 | 1.42458 | 0.00000 | 0.00000 | ||
14 | 2009.08.03 07:12 | close | 7 | 2.00 | 1.42458 | 0.00000 | 0.00000 | 0.00 | 10011.09 |
15 | 2009.08.03 08:00 | buy | 8 | 2.00 | 1.42356 | 0.00000 | 0.00000 | ||
16 | 2009.08.03 08:12 | close | 8 | 2.00 | 1.42347 | 0.00000 | 0.00000 | -18.00 | 9993.09 |
17 | 2009.08.03 09:00 | sell | 9 | 2.00 | 1.42086 | 0.00000 | 0.00000 | ||
18 | 2009.08.03 10:00 | sell | 10 | 2.00 | 1.42273 | 0.00000 | 0.00000 | ||
19 | 2009.08.03 11:00 | sell | 11 | 3.00 | 1.42740 | 0.00000 | 0.00000 | ||
20 | 2009.08.03 12:00 | sell | 12 | 2.00 | 1.42778 | 0.00000 | 0.00000 | ||
21 | 2009.08.03 13:00 | sell | 13 | 2.00 | 1.42916 | 0.00000 | 0.00000 | ||
22 | 2009.08.03 15:32 | close at stop | 13 | 2.00 | 1.43503 | 0.00000 | 0.00000 | -1174.00 | 8819.09 |
23 | 2009.08.03 15:32 | close at stop | 12 | 2.00 | 1.43503 | 0.00000 | 0.00000 | -1450.00 | 7369.09 |
24 | 2009.08.03 15:32 | close at stop | 11 | 3.00 | 1.43503 | 0.00000 | 0.00000 | -2289.00 | 5080.09 |
25 | 2009.08.03 15:32 | close at stop | 10 | 2.00 | 1.43503 | 0.00000 | 0.00000 | -2460.00 | 2620.09 |
26 | 2009.08.03 15:32 | close at stop | 9 | 2.00 | 1.43503 | 0.00000 | 0.00000 | -2834.00 | -213.91 |