Strategy Tester Report
Lock&&PipsingXR_2009_isx2
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | a="Part One = Skalper"; IndSet1=3; IndSet2=1; F_T_treshold=8; Stoploss=0; Takeprofit=0; Risk=1; TimeFrame=0; Targetprofit=0; OnBar=true; WlMinute=0; b="Part Two = Locker"; FullAuto=true; LockMode=1; TotalOrders=50; CloseLock=false; Martingale=true; c="Part Three Time and Date "; TradeOfTime=false; d="Hour start of trading"; StartTrade=19; e="Hour end of trading"; EndTrade=5; f="Date end of trading"; EndTradeData="Enterting Date of End trading in eeee.mm.dd"; h="Language: if true=engleesh,if false=russia"; EnglLang=false; SetInfotoDispl=true; TextSize=12; m="Text position to displ"; TextPos=2; n="text color to displ"; TextColor=White; UseSound=false; TestInfo=true; MagicFirstOrder=4642; Magik=6559; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9816.47 | Gross profit | 4986.44 | Gross loss | -14802.91 |
Profit factor | 0.34 | Expected payoff | -151.02 | ||
Absolute drawdown | 9816.47 | Maximal drawdown | 10232.71 (98.24%) | Relative drawdown | 98.24% (10232.71) |
Total trades | 65 | Short positions (won %) | 37 (48.65%) | Long positions (won %) | 28 (78.57%) |
Profit trades (% of total) | 40 (61.54%) | Loss trades (% of total) | 25 (38.46%) | ||
Largest | profit trade | 430.86 | loss trade | -1719.85 | |
Average | profit trade | 124.66 | loss trade | -592.12 | |
Maximum | consecutive wins (profit in money) | 6 (1995.05) | consecutive losses (loss in money) | 6 (-9491.45) | |
Maximal | consecutive profit (count of wins) | 1995.05 (6) | consecutive loss (count of losses) | -9491.45 (6) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 12:00 | buy | 1 | 0.10 | 1.61796 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 12:03 | close | 1 | 0.10 | 1.61980 | 0.00000 | 0.00000 | 18.40 | 10018.40 |
3 | 2010.01.04 13:00 | buy | 2 | 0.10 | 1.62253 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 13:02 | sell | 3 | 0.10 | 1.62167 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 13:05 | sell | 4 | 0.17 | 1.62099 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 13:10 | sell | 5 | 0.33 | 1.61965 | 0.00000 | 0.00000 | ||
7 | 2010.01.04 13:12 | sell | 6 | 0.33 | 1.62032 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 13:15 | close | 6 | 0.33 | 1.61819 | 0.00000 | 0.00000 | 70.29 | 10088.69 |
9 | 2010.01.04 13:15 | close | 5 | 0.33 | 1.61819 | 0.00000 | 0.00000 | 48.18 | 10136.87 |
10 | 2010.01.04 13:15 | close | 4 | 0.17 | 1.61819 | 0.00000 | 0.00000 | 47.60 | 10184.47 |
11 | 2010.01.04 13:15 | close | 3 | 0.10 | 1.61819 | 0.00000 | 0.00000 | 34.80 | 10219.27 |
12 | 2010.01.04 13:15 | close | 2 | 0.10 | 1.61763 | 0.00000 | 0.00000 | -49.00 | 10170.27 |
13 | 2010.01.06 00:00 | sell | 7 | 0.10 | 1.59862 | 0.00000 | 0.00000 | ||
14 | 2010.01.06 00:02 | buy | 8 | 0.10 | 1.59906 | 0.00000 | 0.00000 | ||
15 | 2010.01.06 00:05 | sell | 9 | 0.16 | 1.59833 | 0.00000 | 0.00000 | ||
16 | 2010.01.06 00:10 | sell | 10 | 0.23 | 1.59801 | 0.00000 | 0.00000 | ||
17 | 2010.01.06 00:12 | sell | 11 | 0.24 | 1.59817 | 0.00000 | 0.00000 | ||
18 | 2010.01.06 00:15 | sell | 12 | 0.34 | 1.59751 | 0.00000 | 0.00000 | ||
19 | 2010.01.06 00:20 | close | 12 | 0.34 | 1.59742 | 0.00000 | 0.00000 | 3.06 | 10173.33 |
20 | 2010.01.06 00:20 | close | 11 | 0.24 | 1.59742 | 0.00000 | 0.00000 | 18.00 | 10191.33 |
21 | 2010.01.06 00:20 | close | 10 | 0.23 | 1.59742 | 0.00000 | 0.00000 | 13.57 | 10204.90 |
22 | 2010.01.06 00:20 | close | 9 | 0.16 | 1.59742 | 0.00000 | 0.00000 | 14.56 | 10219.46 |
23 | 2010.01.06 00:20 | close | 8 | 0.10 | 1.59686 | 0.00000 | 0.00000 | -22.00 | 10197.46 |
24 | 2010.01.06 00:20 | close | 7 | 0.10 | 1.59742 | 0.00000 | 0.00000 | 12.00 | 10209.46 |
25 | 2010.01.06 01:00 | sell | 13 | 0.10 | 1.59897 | 0.00000 | 0.00000 | ||
26 | 2010.01.06 01:05 | buy | 14 | 0.10 | 1.59926 | 0.00000 | 0.00000 | ||
27 | 2010.01.06 01:10 | sell | 15 | 0.34 | 1.59822 | 0.00000 | 0.00000 | ||
28 | 2010.01.06 01:15 | sell | 16 | 0.59 | 1.59751 | 0.00000 | 0.00000 | ||
29 | 2010.01.06 01:20 | close | 16 | 0.59 | 1.59712 | 0.00000 | 0.00000 | 23.01 | 10232.47 |
30 | 2010.01.06 01:20 | close | 15 | 0.34 | 1.59712 | 0.00000 | 0.00000 | 37.40 | 10269.87 |
31 | 2010.01.06 01:20 | close | 14 | 0.10 | 1.59656 | 0.00000 | 0.00000 | -27.00 | 10242.87 |
32 | 2010.01.06 01:20 | close | 13 | 0.10 | 1.59712 | 0.00000 | 0.00000 | 18.50 | 10261.37 |
33 | 2010.01.06 02:00 | sell | 17 | 0.10 | 1.59642 | 0.00000 | 0.00000 | ||
34 | 2010.01.06 02:02 | buy | 18 | 0.10 | 1.59667 | 0.00000 | 0.00000 | ||
35 | 2010.01.06 02:07 | sell | 19 | 0.36 | 1.59568 | 0.00000 | 0.00000 | ||
36 | 2010.01.06 02:10 | buy | 20 | 0.84 | 1.59839 | 0.00000 | 0.00000 | ||
37 | 2010.01.06 02:15 | buy | 21 | 1.36 | 1.59969 | 0.00000 | 0.00000 | ||
38 | 2010.01.06 02:20 | close | 21 | 1.36 | 1.60042 | 0.00000 | 0.00000 | 99.28 | 10360.65 |
39 | 2010.01.06 02:20 | close | 20 | 0.84 | 1.60042 | 0.00000 | 0.00000 | 170.52 | 10531.17 |
40 | 2010.01.06 02:20 | close | 19 | 0.36 | 1.60098 | 0.00000 | 0.00000 | -190.80 | 10340.37 |
41 | 2010.01.06 02:20 | close | 18 | 0.10 | 1.60042 | 0.00000 | 0.00000 | 37.50 | 10377.87 |
42 | 2010.01.06 02:20 | close | 17 | 0.10 | 1.60098 | 0.00000 | 0.00000 | -45.60 | 10332.27 |
43 | 2010.01.06 07:00 | sell | 22 | 0.10 | 1.59629 | 0.00000 | 0.00000 | ||
44 | 2010.01.06 07:02 | buy | 23 | 0.10 | 1.59693 | 0.00000 | 0.00000 | ||
45 | 2010.01.06 07:07 | sell | 24 | 0.11 | 1.59617 | 0.00000 | 0.00000 | ||
46 | 2010.01.06 07:10 | buy | 25 | 0.14 | 1.59772 | 0.00000 | 0.00000 | ||
47 | 2010.01.06 07:15 | buy | 26 | 0.23 | 1.59831 | 0.00000 | 0.00000 | ||
48 | 2010.01.06 07:20 | buy | 27 | 0.33 | 1.59890 | 0.00000 | 0.00000 | ||
49 | 2010.01.06 07:42 | buy | 28 | 0.43 | 1.59788 | 0.00000 | 0.00000 | ||
50 | 2010.01.06 07:45 | sell | 29 | 0.42 | 1.59614 | 0.00000 | 0.00000 | ||
51 | 2010.01.06 07:50 | sell | 30 | 0.61 | 1.59496 | 0.00000 | 0.00000 | ||
52 | 2010.01.06 07:52 | sell | 31 | 0.62 | 1.59555 | 0.00000 | 0.00000 | ||
53 | 2010.01.06 07:55 | sell | 32 | 0.62 | 1.59525 | 0.00000 | 0.00000 | ||
54 | 2010.01.06 08:02 | sell | 33 | 0.62 | 1.59622 | 0.00000 | 0.00000 | ||
55 | 2010.01.06 08:15 | buy | 34 | 0.66 | 1.59979 | 0.00000 | 0.00000 | ||
56 | 2010.01.06 08:20 | buy | 35 | 0.86 | 1.60108 | 0.00000 | 0.00000 | ||
57 | 2010.01.06 08:45 | buy | 36 | 1.05 | 1.60229 | 0.00000 | 0.00000 | ||
58 | 2010.01.06 08:50 | buy | 37 | 1.22 | 1.60333 | 0.00000 | 0.00000 | ||
59 | 2010.01.06 09:15 | buy | 38 | 1.33 | 1.60410 | 0.00000 | 0.00000 | ||
60 | 2010.01.06 09:20 | buy | 39 | 1.48 | 1.60509 | 0.00000 | 0.00000 | ||
61 | 2010.01.06 09:32 | buy | 40 | 1.73 | 1.60662 | 0.00000 | 0.00000 | ||
62 | 2010.01.06 09:50 | buy | 41 | 1.82 | 1.60427 | 0.00000 | 0.00000 | ||
63 | 2010.01.06 09:52 | buy | 42 | 1.82 | 1.60474 | 0.00000 | 0.00000 | ||
64 | 2010.01.06 10:07 | close | 42 | 1.82 | 1.60609 | 0.00000 | 0.00000 | 245.70 | 10577.97 |
65 | 2010.01.06 10:07 | close | 41 | 1.82 | 1.60609 | 0.00000 | 0.00000 | 331.24 | 10909.21 |
66 | 2010.01.06 10:07 | close | 40 | 1.73 | 1.60609 | 0.00000 | 0.00000 | -91.69 | 10817.52 |
67 | 2010.01.06 10:07 | close | 39 | 1.48 | 1.60609 | 0.00000 | 0.00000 | 148.00 | 10965.52 |
68 | 2010.01.06 10:07 | close | 38 | 1.33 | 1.60609 | 0.00000 | 0.00000 | 264.67 | 11230.19 |
69 | 2010.01.06 10:07 | close | 37 | 1.22 | 1.60609 | 0.00000 | 0.00000 | 336.72 | 11566.91 |
70 | 2010.01.06 10:07 | close | 36 | 1.05 | 1.60609 | 0.00000 | 0.00000 | 399.00 | 11965.91 |
71 | 2010.01.06 10:07 | close | 35 | 0.86 | 1.60609 | 0.00000 | 0.00000 | 430.86 | 12396.77 |
72 | 2010.01.06 10:07 | close | 34 | 0.66 | 1.60609 | 0.00000 | 0.00000 | 415.80 | 12812.57 |
73 | 2010.01.06 10:07 | close | 33 | 0.62 | 1.60665 | 0.00000 | 0.00000 | -646.66 | 12165.91 |
74 | 2010.01.06 10:07 | close | 32 | 0.62 | 1.60665 | 0.00000 | 0.00000 | -706.80 | 11459.11 |
75 | 2010.01.06 10:07 | close | 31 | 0.62 | 1.60665 | 0.00000 | 0.00000 | -688.20 | 10770.91 |
76 | 2010.01.06 10:07 | close | 30 | 0.61 | 1.60665 | 0.00000 | 0.00000 | -713.09 | 10057.82 |
77 | 2010.01.06 10:07 | close | 29 | 0.42 | 1.60665 | 0.00000 | 0.00000 | -441.42 | 9616.40 |
78 | 2010.01.06 10:07 | close | 28 | 0.43 | 1.60609 | 0.00000 | 0.00000 | 353.03 | 9969.43 |
79 | 2010.01.06 10:07 | close | 27 | 0.33 | 1.60609 | 0.00000 | 0.00000 | 237.27 | 10206.70 |
80 | 2010.01.06 10:07 | close | 26 | 0.23 | 1.60609 | 0.00000 | 0.00000 | 178.94 | 10385.64 |
81 | 2010.01.06 10:07 | close | 25 | 0.14 | 1.60609 | 0.00000 | 0.00000 | 117.18 | 10502.82 |
82 | 2010.01.06 10:07 | close | 24 | 0.11 | 1.60665 | 0.00000 | 0.00000 | -115.28 | 10387.54 |
83 | 2010.01.06 10:07 | close | 23 | 0.10 | 1.60609 | 0.00000 | 0.00000 | 91.60 | 10479.14 |
84 | 2010.01.06 10:07 | close | 22 | 0.10 | 1.60665 | 0.00000 | 0.00000 | -103.60 | 10375.54 |
85 | 2010.01.07 08:00 | sell | 43 | 0.10 | 1.59673 | 0.00000 | 0.00000 | ||
86 | 2010.01.07 08:02 | close | 43 | 0.10 | 1.59511 | 0.00000 | 0.00000 | 16.20 | 10391.74 |
87 | 2010.01.07 09:00 | sell | 44 | 0.10 | 1.59514 | 0.00000 | 0.00000 | ||
88 | 2010.01.07 09:02 | buy | 45 | 0.10 | 1.59714 | 0.00000 | 0.00000 | ||
89 | 2010.01.07 09:15 | sell | 46 | 0.12 | 1.59481 | 0.00000 | 0.00000 | ||
90 | 2010.01.07 09:20 | sell | 47 | 0.18 | 1.59362 | 0.00000 | 0.00000 | ||
91 | 2010.01.07 09:22 | sell | 48 | 0.18 | 1.59421 | 0.00000 | 0.00000 | ||
92 | 2010.01.07 09:25 | sell | 49 | 0.18 | 1.59392 | 0.00000 | 0.00000 | ||
93 | 2010.01.07 09:45 | close | 49 | 0.18 | 1.59332 | 0.00000 | 0.00000 | 10.80 | 10402.54 |
94 | 2010.01.07 09:45 | close | 48 | 0.18 | 1.59332 | 0.00000 | 0.00000 | 16.02 | 10418.56 |
95 | 2010.01.07 09:45 | close | 47 | 0.18 | 1.59332 | 0.00000 | 0.00000 | 5.40 | 10423.96 |
96 | 2010.01.07 09:45 | close | 46 | 0.12 | 1.59332 | 0.00000 | 0.00000 | 17.88 | 10441.84 |
97 | 2010.01.07 09:45 | close | 45 | 0.10 | 1.59276 | 0.00000 | 0.00000 | -43.80 | 10398.04 |
98 | 2010.01.07 09:45 | close | 44 | 0.10 | 1.59332 | 0.00000 | 0.00000 | 18.20 | 10416.24 |
99 | 2010.01.07 10:00 | sell | 50 | 0.10 | 1.59231 | 0.00000 | 0.00000 | ||
100 | 2010.01.07 10:02 | buy | 51 | 0.10 | 1.59254 | 0.00000 | 0.00000 | ||
101 | 2010.01.07 10:05 | sell | 52 | 0.09 | 1.59224 | 0.00000 | 0.00000 | ||
102 | 2010.01.07 10:07 | sell | 53 | 0.35 | 1.59173 | 0.00000 | 0.00000 | ||
103 | 2010.01.07 10:10 | buy | 54 | 0.52 | 1.59355 | 0.00000 | 0.00000 | ||
104 | 2010.01.07 10:15 | buy | 55 | 0.87 | 1.59431 | 0.00000 | 0.00000 | ||
105 | 2010.01.07 10:20 | buy | 56 | 1.17 | 1.59507 | 0.00000 | 0.00000 | ||
106 | 2010.01.07 10:37 | buy | 57 | 1.48 | 1.59573 | 0.00000 | 0.00000 | ||
107 | 2010.01.07 11:50 | sell | 58 | 2.17 | 1.59065 | 0.00000 | 0.00000 | ||
108 | 2010.01.07 12:07 | buy | 59 | 2.21 | 1.59360 | 0.00000 | 0.00000 | ||
109 | 2010.01.07 12:45 | sell | 60 | 2.26 | 1.59052 | 0.00000 | 0.00000 | ||
110 | 2010.01.07 12:50 | sell | 61 | 2.65 | 1.58956 | 0.00000 | 0.00000 | ||
111 | 2010.01.07 12:52 | sell | 62 | 2.68 | 1.59004 | 0.00000 | 0.00000 | ||
112 | 2010.01.07 12:55 | sell | 63 | 2.68 | 1.58980 | 0.00000 | 0.00000 | ||
113 | 2010.01.07 13:07 | sell | 64 | 2.65 | 1.58953 | 0.00000 | 0.00000 | ||
114 | 2010.01.07 13:50 | sell | 65 | 2.70 | 1.59029 | 0.00000 | 0.00000 | ||
115 | 2010.01.07 15:20 | close at stop | 65 | 2.70 | 1.59602 | 0.00000 | 0.00000 | -1547.10 | 8869.14 |
116 | 2010.01.07 15:20 | close at stop | 64 | 2.65 | 1.59602 | 0.00000 | 0.00000 | -1719.85 | 7149.29 |
117 | 2010.01.07 15:20 | close at stop | 63 | 2.68 | 1.59602 | 0.00000 | 0.00000 | -1666.96 | 5482.33 |
118 | 2010.01.07 15:20 | close at stop | 62 | 2.68 | 1.59602 | 0.00000 | 0.00000 | -1602.64 | 3879.69 |
119 | 2010.01.07 15:20 | close at stop | 61 | 2.65 | 1.59602 | 0.00000 | 0.00000 | -1711.90 | 2167.79 |
120 | 2010.01.07 15:20 | close at stop | 60 | 2.26 | 1.59602 | 0.00000 | 0.00000 | -1243.00 | 924.79 |
121 | 2010.01.07 15:20 | close at stop | 59 | 2.21 | 1.59546 | 0.00000 | 0.00000 | 411.06 | 1335.85 |
122 | 2010.01.07 15:20 | close at stop | 58 | 2.17 | 1.59602 | 0.00000 | 0.00000 | -1165.29 | 170.56 |
123 | 2010.01.07 15:20 | close at stop | 57 | 1.48 | 1.59546 | 0.00000 | 0.00000 | -39.96 | 130.60 |
124 | 2010.01.07 15:20 | close at stop | 56 | 1.17 | 1.59546 | 0.00000 | 0.00000 | 45.63 | 176.23 |
125 | 2010.01.07 15:20 | close at stop | 55 | 0.87 | 1.59546 | 0.00000 | 0.00000 | 100.05 | 276.28 |
126 | 2010.01.07 15:20 | close at stop | 54 | 0.52 | 1.59546 | 0.00000 | 0.00000 | 99.32 | 375.60 |
127 | 2010.01.07 15:20 | close at stop | 53 | 0.35 | 1.59602 | 0.00000 | 0.00000 | -150.15 | 225.45 |
128 | 2010.01.07 15:20 | close at stop | 52 | 0.09 | 1.59602 | 0.00000 | 0.00000 | -34.02 | 191.43 |
129 | 2010.01.07 15:20 | close at stop | 51 | 0.10 | 1.59546 | 0.00000 | 0.00000 | 29.20 | 220.63 |
130 | 2010.01.07 15:20 | close at stop | 50 | 0.10 | 1.59602 | 0.00000 | 0.00000 | -37.10 | 183.53 |