Strategy Tester Report
Lock&&PipsingXR_38325_4
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="ОСНОВНЫЕ ПАРАМЕТРЫ СОВЕТНИКА"; b="Максимальное количество ордеров=20"; MaxOrd_1=50; 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; x="Разрешение на применение динамического изменения лота"; Martin=true; gb="кофициент динамического изменения лота лот увел.>1 1>лот умень."; MartinKoff=0.125; g="Разрешение на автоопределение лота"; AutoLot=true; ha="Процент риска на одну сделку"; Risk=2; gc="Профит при котором закроется пачка ордеров=0"; MInProfit=3; н="Пауза между открытием ордеров в минутах=10"; MinTradePause=15; j="Шаг трала одиночного ордера в пунктах=5"; TralStep=5; k="Шаг трала по Эквити счета в валюте депозита=5"; EqvTralStep=1; l="РАЗРЕШЕНИЯ И ФЛАГИ"; m="Разрешение на ограничение торговли по времени"; TradeOfTime=false; 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=false; s="Разрешение на рисование графики"; DriveArrow=true; t="Разрешение на на закрытие в безубыток"; Bu=true; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10140.96 | Gross profit | 1675.31 | Gross loss | -11816.26 |
Profit factor | 0.14 | Expected payoff | -266.87 | ||
Absolute drawdown | 10140.96 | Maximal drawdown | 12314.44 (101.16%) | Relative drawdown | 101.16% (12314.44) |
Total trades | 38 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
Largest | profit trade | 435.20 | loss trade | -4321.84 | |
Average | profit trade | 67.01 | loss trade | -908.94 | |
Maximum | consecutive wins (profit in money) | 8 (611.12) | consecutive losses (loss in money) | 6 (-11595.70) | |
Maximal | consecutive profit (count of wins) | 611.12 (8) | consecutive loss (count of losses) | -11595.70 (6) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.20 | 1.61238 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 01:15 | buy | 2 | 0.20 | 1.61217 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 02:00 | buy | 3 | 0.20 | 1.61215 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 09:00 | buy | 4 | 1.60 | 1.60985 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 09:37 | close | 4 | 1.60 | 1.61257 | 0.00000 | 0.00000 | 435.20 | 10435.20 |
6 | 2010.01.04 09:37 | close | 3 | 0.20 | 1.61257 | 0.00000 | 0.00000 | 8.40 | 10443.60 |
7 | 2010.01.04 09:37 | close | 2 | 0.20 | 1.61257 | 0.00000 | 0.00000 | 8.00 | 10451.60 |
8 | 2010.01.04 09:37 | close | 1 | 0.20 | 1.61257 | 0.00000 | 0.00000 | 3.80 | 10455.40 |
9 | 2010.01.04 10:00 | sell | 5 | 0.21 | 1.61526 | 0.00000 | 0.00000 | ||
10 | 2010.01.04 14:10 | sell | 6 | 0.21 | 1.61512 | 0.00000 | 0.00000 | ||
11 | 2010.01.04 17:40 | close | 6 | 0.21 | 1.61155 | 0.00000 | 0.00000 | 74.97 | 10530.37 |
12 | 2010.01.04 17:40 | close | 5 | 0.21 | 1.61155 | 0.00000 | 0.00000 | 77.91 | 10608.28 |
13 | 2010.01.04 17:40 | buy | 7 | 0.21 | 1.61155 | 0.00000 | 0.00000 | ||
14 | 2010.01.04 19:15 | sell | 8 | 0.21 | 1.61167 | 0.00000 | 0.00000 | ||
15 | 2010.01.05 01:00 | buy | 9 | 0.21 | 1.61134 | 0.00000 | 0.00000 | ||
16 | 2010.01.05 01:05 | close | 9 | 0.21 | 1.61147 | 0.00000 | 0.00000 | 2.73 | 10611.01 |
17 | 2010.01.05 01:05 | close | 8 | 0.21 | 1.61164 | 0.00000 | 0.00000 | 0.10 | 10611.11 |
18 | 2010.01.05 01:05 | close | 7 | 0.21 | 1.61147 | 0.00000 | 0.00000 | -1.66 | 10609.46 |
19 | 2010.01.05 02:00 | sell | 10 | 0.21 | 1.61037 | 0.00000 | 0.00000 | ||
20 | 2010.01.05 09:07 | sell | 11 | 0.21 | 1.61033 | 0.00000 | 0.00000 | ||
21 | 2010.01.05 09:50 | close | 11 | 0.21 | 1.60547 | 0.00000 | 0.00000 | 102.06 | 10711.52 |
22 | 2010.01.05 09:50 | close | 10 | 0.21 | 1.60547 | 0.00000 | 0.00000 | 102.90 | 10814.42 |
23 | 2010.01.05 10:00 | buy | 12 | 0.22 | 1.60453 | 0.00000 | 0.00000 | ||
24 | 2010.01.05 11:10 | buy | 13 | 0.22 | 1.60435 | 0.00000 | 0.00000 | ||
25 | 2010.01.05 14:00 | buy | 14 | 0.22 | 1.60375 | 0.00000 | 0.00000 | ||
26 | 2010.01.05 16:02 | buy | 15 | 1.76 | 1.60365 | 0.00000 | 0.00000 | ||
27 | 2010.01.05 16:40 | close | 15 | 1.76 | 1.60467 | 0.00000 | 0.00000 | 179.52 | 10993.94 |
28 | 2010.01.05 16:40 | close | 14 | 0.22 | 1.60467 | 0.00000 | 0.00000 | 20.24 | 11014.18 |
29 | 2010.01.05 16:40 | close | 13 | 0.22 | 1.60467 | 0.00000 | 0.00000 | 7.04 | 11021.22 |
30 | 2010.01.05 16:40 | close | 12 | 0.22 | 1.60467 | 0.00000 | 0.00000 | 3.08 | 11024.30 |
31 | 2010.01.05 17:00 | sell | 16 | 0.22 | 1.60310 | 0.00000 | 0.00000 | ||
32 | 2010.01.06 02:15 | buy | 17 | 0.22 | 1.59930 | 0.00000 | 0.00000 | ||
33 | 2010.01.06 02:17 | close | 17 | 0.22 | 1.59870 | 0.00000 | 0.00000 | -13.20 | 11011.10 |
34 | 2010.01.06 02:17 | close | 16 | 0.22 | 1.59887 | 0.00000 | 0.00000 | 92.51 | 11103.61 |
35 | 2010.01.06 03:00 | sell | 18 | 0.22 | 1.59918 | 0.00000 | 0.00000 | ||
36 | 2010.01.06 08:15 | sell | 19 | 0.22 | 1.59923 | 0.00000 | 0.00000 | ||
37 | 2010.01.06 14:15 | close | 19 | 0.22 | 1.59836 | 0.00000 | 0.00000 | 19.14 | 11122.75 |
38 | 2010.01.06 14:15 | close | 18 | 0.22 | 1.59836 | 0.00000 | 0.00000 | 18.04 | 11140.79 |
39 | 2010.01.06 15:00 | sell | 20 | 0.22 | 1.59680 | 0.00000 | 0.00000 | ||
40 | 2010.01.06 20:00 | sell | 21 | 0.22 | 1.59901 | 0.00000 | 0.00000 | ||
41 | 2010.01.07 00:00 | sell | 22 | 0.22 | 1.60055 | 0.00000 | 0.00000 | ||
42 | 2010.01.07 04:00 | sell | 23 | 1.76 | 1.60006 | 0.00000 | 0.00000 | ||
43 | 2010.01.07 06:00 | sell | 24 | 4.84 | 1.60016 | 0.00000 | 0.00000 | ||
44 | 2010.01.07 06:17 | close | 24 | 4.84 | 1.59994 | 0.00000 | 0.00000 | 106.48 | 11247.27 |
45 | 2010.01.07 06:17 | close | 23 | 1.76 | 1.59994 | 0.00000 | 0.00000 | 21.12 | 11268.39 |
46 | 2010.01.07 06:17 | close | 22 | 0.22 | 1.59994 | 0.00000 | 0.00000 | 13.42 | 11281.81 |
47 | 2010.01.07 06:17 | close | 21 | 0.22 | 1.59994 | 0.00000 | 0.00000 | -22.11 | 11259.70 |
48 | 2010.01.07 06:17 | close | 20 | 0.22 | 1.59994 | 0.00000 | 0.00000 | -70.73 | 11188.97 |
49 | 2010.01.07 07:00 | sell | 25 | 0.22 | 1.59735 | 0.00000 | 0.00000 | ||
50 | 2010.01.07 08:15 | close | 25 | 0.22 | 1.59735 | 0.00000 | 0.00000 | 0.00 | 11188.97 |
51 | 2010.01.07 08:15 | buy | 26 | 0.22 | 1.59735 | 0.00000 | 0.00000 | ||
52 | 2010.01.07 17:00 | buy | 27 | 0.22 | 1.59367 | 0.00000 | 0.00000 | ||
53 | 2010.01.07 19:00 | buy | 28 | 0.22 | 1.59435 | 0.00000 | 0.00000 | ||
54 | 2010.01.07 21:00 | buy | 29 | 1.76 | 1.59438 | 0.00000 | 0.00000 | ||
55 | 2010.01.08 01:00 | buy | 30 | 4.84 | 1.59340 | 0.00000 | 0.00000 | ||
56 | 2010.01.08 01:30 | close | 30 | 4.84 | 1.59416 | 0.00000 | 0.00000 | 367.84 | 11556.81 |
57 | 2010.01.08 01:30 | close | 29 | 1.76 | 1.59416 | 0.00000 | 0.00000 | -38.54 | 11518.26 |
58 | 2010.01.08 01:30 | close | 28 | 0.22 | 1.59416 | 0.00000 | 0.00000 | -4.16 | 11514.10 |
59 | 2010.01.08 01:30 | close | 27 | 0.22 | 1.59416 | 0.00000 | 0.00000 | 10.80 | 11524.91 |
60 | 2010.01.08 01:30 | close | 26 | 0.22 | 1.59416 | 0.00000 | 0.00000 | -70.16 | 11454.75 |
61 | 2010.01.08 02:00 | sell | 31 | 0.23 | 1.59454 | 0.00000 | 0.00000 | ||
62 | 2010.01.08 02:05 | close | 31 | 0.23 | 1.59454 | 0.00000 | 0.00000 | 0.00 | 11454.75 |
63 | 2010.01.08 03:00 | sell | 32 | 0.23 | 1.59306 | 0.00000 | 0.00000 | ||
64 | 2010.01.08 03:32 | close | 32 | 0.23 | 1.59306 | 0.00000 | 0.00000 | 0.00 | 11454.75 |
65 | 2010.01.08 05:00 | sell | 33 | 0.23 | 1.59384 | 0.00000 | 0.00000 | ||
66 | 2010.01.08 06:00 | sell | 34 | 0.23 | 1.59409 | 0.00000 | 0.00000 | ||
67 | 2010.01.08 08:10 | sell | 35 | 0.23 | 1.59410 | 0.00000 | 0.00000 | ||
68 | 2010.01.08 17:00 | sell | 36 | 1.84 | 1.59612 | 0.00000 | 0.00000 | ||
69 | 2010.01.11 00:00 | sell | 37 | 5.06 | 1.60579 | 0.00000 | 0.00000 | ||
70 | 2010.01.11 06:00 | sell | 38 | 12.14 | 1.60839 | 0.00000 | 0.00000 | ||
71 | 2010.01.11 08:15 | close at stop | 38 | 12.14 | 1.61195 | 0.00000 | 0.00000 | -4321.84 | 7132.91 |
72 | 2010.01.11 08:15 | close at stop | 37 | 5.06 | 1.61195 | 0.00000 | 0.00000 | -3116.96 | 4015.95 |
73 | 2010.01.11 08:15 | close at stop | 36 | 1.84 | 1.61195 | 0.00000 | 0.00000 | -2917.32 | 1098.63 |
74 | 2010.01.11 08:15 | close at stop | 35 | 0.23 | 1.61195 | 0.00000 | 0.00000 | -411.13 | 687.50 |
75 | 2010.01.11 08:15 | close at stop | 34 | 0.23 | 1.61195 | 0.00000 | 0.00000 | -411.35 | 276.15 |
76 | 2010.01.11 08:15 | close at stop | 33 | 0.23 | 1.61195 | 0.00000 | 0.00000 | -417.10 | -140.96 |