Strategy Tester Report
Lock&&PipsingXR_Rab
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=17; 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; g="Разрешение на автоопределение лота"; AutoLot=true; ha="Процент риска на одну сделку"; Risk=1; ga="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=5; 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=true; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -379.00 | Gross profit | 302.88 | Gross loss | -681.88 |
Profit factor | 0.44 | Expected payoff | -5.41 | ||
Absolute drawdown | 437.52 | Maximal drawdown | 609.54 (5.99%) | Relative drawdown | 5.99% (609.54) |
Total trades | 70 | Short positions (won %) | 39 (64.10%) | Long positions (won %) | 31 (61.29%) |
Profit trades (% of total) | 44 (62.86%) | Loss trades (% of total) | 26 (37.14%) | ||
Largest | profit trade | 36.10 | loss trade | -540.40 | |
Average | profit trade | 6.88 | loss trade | -26.23 | |
Maximum | consecutive wins (profit in money) | 5 (87.42) | consecutive losses (loss in money) | 2 (-543.68) | |
Maximal | consecutive profit (count of wins) | 87.42 (5) | consecutive loss (count of losses) | -543.68 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 0.10 | 1.61221 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 00:10 | buy | 2 | 0.10 | 1.61384 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 00:15 | close | 1 | 0.01 | 1.61465 | 0.00000 | 0.00000 | -2.44 | 9997.56 |
4 | 2010.01.04 00:15 | sell | 3 | 0.09 | 1.61221 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 00:20 | close | 2 | 0.10 | 1.61489 | 0.00000 | 0.00000 | 10.50 | 10008.06 |
6 | 2010.01.04 00:20 | close | 3 | 0.03 | 1.61545 | 0.00000 | 0.00000 | -9.72 | 9998.34 |
7 | 2010.01.04 00:20 | sell | 4 | 0.06 | 1.61221 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 01:22 | close | 4 | 0.06 | 1.61182 | 0.00000 | 0.00000 | 2.34 | 10000.68 |
9 | 2010.01.04 02:00 | sell | 5 | 0.10 | 1.61198 | 0.00000 | 0.00000 | ||
10 | 2010.01.04 02:26 | close | 5 | 0.10 | 1.61176 | 0.00000 | 0.00000 | 2.20 | 10002.88 |
11 | 2010.01.04 03:00 | sell | 6 | 0.10 | 1.60881 | 0.00000 | 0.00000 | ||
12 | 2010.01.04 03:10 | buy | 7 | 0.10 | 1.61037 | 0.00000 | 0.00000 | ||
13 | 2010.01.04 03:20 | close | 7 | 0.10 | 1.61136 | 0.00000 | 0.00000 | 9.90 | 10012.78 |
14 | 2010.01.04 03:20 | close | 6 | 0.03 | 1.61192 | 0.00000 | 0.00000 | -9.33 | 10003.45 |
15 | 2010.01.04 03:20 | sell | 8 | 0.07 | 1.60881 | 0.00000 | 0.00000 | ||
16 | 2010.01.04 04:57 | close | 8 | 0.07 | 1.60842 | 0.00000 | 0.00000 | 2.73 | 10006.18 |
17 | 2010.01.04 05:00 | sell | 9 | 0.10 | 1.60863 | 0.00000 | 0.00000 | ||
18 | 2010.01.04 05:15 | buy | 10 | 0.10 | 1.60970 | 0.00000 | 0.00000 | ||
19 | 2010.01.04 05:32 | close | 10 | 0.10 | 1.60990 | 0.00000 | 0.00000 | 2.00 | 10008.18 |
20 | 2010.01.04 05:32 | close | 9 | 0.01 | 1.61046 | 0.00000 | 0.00000 | -1.83 | 10006.35 |
21 | 2010.01.04 05:32 | sell | 11 | 0.09 | 1.60863 | 0.00000 | 0.00000 | ||
22 | 2010.01.04 07:57 | close | 11 | 0.09 | 1.60859 | 0.00000 | 0.00000 | 0.36 | 10006.71 |
23 | 2010.01.04 08:00 | sell | 12 | 0.10 | 1.60869 | 0.00000 | 0.00000 | ||
24 | 2010.01.04 08:30 | close | 12 | 0.10 | 1.60794 | 0.00000 | 0.00000 | 7.50 | 10014.21 |
25 | 2010.01.04 09:00 | sell | 13 | 0.10 | 1.60968 | 0.00000 | 0.00000 | ||
26 | 2010.01.04 09:10 | buy | 14 | 0.10 | 1.61222 | 0.00000 | 0.00000 | ||
27 | 2010.01.04 09:15 | close | 14 | 0.10 | 1.61323 | 0.00000 | 0.00000 | 10.10 | 10024.31 |
28 | 2010.01.04 09:15 | close | 13 | 0.02 | 1.61379 | 0.00000 | 0.00000 | -8.22 | 10016.09 |
29 | 2010.01.04 09:15 | sell | 15 | 0.08 | 1.60968 | 0.00000 | 0.00000 | ||
30 | 2010.01.04 22:22 | close | 15 | 0.08 | 1.60957 | 0.00000 | 0.00000 | 0.88 | 10016.97 |
31 | 2010.01.04 23:00 | sell | 16 | 0.10 | 1.60815 | 0.00000 | 0.00000 | ||
32 | 2010.01.04 23:10 | buy | 17 | 0.10 | 1.60937 | 0.00000 | 0.00000 | ||
33 | 2010.01.04 23:20 | close | 17 | 0.10 | 1.60961 | 0.00000 | 0.00000 | 2.40 | 10019.37 |
34 | 2010.01.04 23:20 | close | 16 | 0.01 | 1.61017 | 0.00000 | 0.00000 | -2.02 | 10017.35 |
35 | 2010.01.04 23:20 | sell | 18 | 0.09 | 1.60815 | 0.00000 | 0.00000 | ||
36 | 2010.01.05 02:35 | close | 18 | 0.09 | 1.60780 | 0.00000 | 0.00000 | 2.94 | 10020.29 |
37 | 2010.01.05 03:00 | sell | 19 | 0.10 | 1.60777 | 0.00000 | 0.00000 | ||
38 | 2010.01.05 03:15 | buy | 20 | 0.10 | 1.60913 | 0.00000 | 0.00000 | ||
39 | 2010.01.05 03:50 | close | 20 | 0.10 | 1.60956 | 0.00000 | 0.00000 | 4.30 | 10024.59 |
40 | 2010.01.05 03:50 | close | 19 | 0.01 | 1.61012 | 0.00000 | 0.00000 | -2.35 | 10022.24 |
41 | 2010.01.05 03:50 | sell | 21 | 0.09 | 1.60777 | 0.00000 | 0.00000 | ||
42 | 2010.01.05 10:10 | close | 21 | 0.09 | 1.60626 | 0.00000 | 0.00000 | 13.59 | 10035.83 |
43 | 2010.01.05 11:00 | sell | 22 | 0.10 | 1.60486 | 0.00000 | 0.00000 | ||
44 | 2010.01.05 11:07 | buy | 23 | 0.10 | 1.60594 | 0.00000 | 0.00000 | ||
45 | 2010.01.05 11:15 | close | 22 | 0.10 | 1.60384 | 0.00000 | 0.00000 | 10.20 | 10046.03 |
46 | 2010.01.05 11:15 | close | 23 | 0.03 | 1.60328 | 0.00000 | 0.00000 | -7.98 | 10038.05 |
47 | 2010.01.05 11:15 | buy | 24 | 0.07 | 1.60594 | 0.00000 | 0.00000 | ||
48 | 2010.01.05 11:15 | sell | 25 | 0.07 | 1.60328 | 0.00000 | 0.00000 | ||
49 | 2010.01.05 11:20 | close | 25 | 0.07 | 1.60264 | 0.00000 | 0.00000 | 4.48 | 10042.53 |
50 | 2010.01.05 11:20 | close | 24 | 0.01 | 1.60208 | 0.00000 | 0.00000 | -3.86 | 10038.67 |
51 | 2010.01.05 11:20 | buy | 26 | 0.06 | 1.60594 | 0.00000 | 0.00000 | ||
52 | 2010.01.06 09:32 | close | 26 | 0.06 | 1.60606 | 0.00000 | 0.00000 | 0.72 | 10039.39 |
53 | 2010.01.06 10:00 | buy | 27 | 0.10 | 1.60461 | 0.00000 | 0.00000 | ||
54 | 2010.01.06 10:15 | sell | 28 | 0.10 | 1.60335 | 0.00000 | 0.00000 | ||
55 | 2010.01.06 10:20 | close | 28 | 0.10 | 1.60235 | 0.00000 | 0.00000 | 10.00 | 10049.39 |
56 | 2010.01.06 10:20 | close | 27 | 0.03 | 1.60179 | 0.00000 | 0.00000 | -8.46 | 10040.93 |
57 | 2010.01.06 10:20 | buy | 29 | 0.07 | 1.60461 | 0.00000 | 0.00000 | ||
58 | 2010.01.07 01:25 | close | 29 | 0.07 | 1.60482 | 0.00000 | 0.00000 | 1.47 | 10042.40 |
59 | 2010.01.07 04:00 | buy | 30 | 0.10 | 1.60062 | 0.00000 | 0.00000 | ||
60 | 2010.01.07 04:02 | sell | 31 | 0.10 | 1.59937 | 0.00000 | 0.00000 | ||
61 | 2010.01.07 04:20 | close | 30 | 0.10 | 1.60095 | 0.00000 | 0.00000 | 3.30 | 10045.70 |
62 | 2010.01.07 04:20 | close | 31 | 0.01 | 1.60151 | 0.00000 | 0.00000 | -2.14 | 10043.56 |
63 | 2010.01.07 04:20 | sell | 32 | 0.09 | 1.59937 | 0.00000 | 0.00000 | ||
64 | 2010.01.07 04:20 | buy | 33 | 0.09 | 1.60151 | 0.00000 | 0.00000 | ||
65 | 2010.01.07 05:20 | close | 33 | 0.09 | 1.60187 | 0.00000 | 0.00000 | 3.24 | 10046.80 |
66 | 2010.01.07 05:20 | close | 32 | 0.01 | 1.60243 | 0.00000 | 0.00000 | -3.06 | 10043.74 |
67 | 2010.01.07 05:20 | sell | 34 | 0.08 | 1.59937 | 0.00000 | 0.00000 | ||
68 | 2010.01.07 07:27 | close | 34 | 0.08 | 1.59744 | 0.00000 | 0.00000 | 15.44 | 10059.18 |
69 | 2010.01.07 08:00 | buy | 35 | 0.10 | 1.59729 | 0.00000 | 0.00000 | ||
70 | 2010.01.07 08:02 | sell | 36 | 0.10 | 1.59455 | 0.00000 | 0.00000 | ||
71 | 2010.01.07 08:20 | close | 35 | 0.10 | 1.59831 | 0.00000 | 0.00000 | 10.20 | 10069.38 |
72 | 2010.01.07 08:20 | close | 36 | 0.02 | 1.59887 | 0.00000 | 0.00000 | -8.64 | 10060.74 |
73 | 2010.01.07 08:20 | sell | 37 | 0.08 | 1.59455 | 0.00000 | 0.00000 | ||
74 | 2010.01.07 08:20 | buy | 38 | 0.08 | 1.59887 | 0.00000 | 0.00000 | ||
75 | 2010.01.07 08:50 | close | 37 | 0.08 | 1.59359 | 0.00000 | 0.00000 | 7.68 | 10068.42 |
76 | 2010.01.07 08:50 | close | 38 | 0.01 | 1.59303 | 0.00000 | 0.00000 | -5.84 | 10062.58 |
77 | 2010.01.07 08:50 | buy | 39 | 0.07 | 1.59887 | 0.00000 | 0.00000 | ||
78 | 2010.01.07 08:50 | sell | 40 | 0.07 | 1.59303 | 0.00000 | 0.00000 | ||
79 | 2010.01.07 09:50 | close | 40 | 0.07 | 1.59160 | 0.00000 | 0.00000 | 10.01 | 10072.59 |
80 | 2010.01.07 09:50 | close | 39 | 0.01 | 1.59104 | 0.00000 | 0.00000 | -7.83 | 10064.76 |
81 | 2010.01.07 09:50 | buy | 41 | 0.06 | 1.59887 | 0.00000 | 0.00000 | ||
82 | 2010.01.08 10:37 | close | 41 | 0.06 | 1.60177 | 0.00000 | 0.00000 | 17.40 | 10082.16 |
83 | 2010.01.08 11:00 | sell | 42 | 0.10 | 1.60304 | 0.00000 | 0.00000 | ||
84 | 2010.01.08 11:17 | close | 42 | 0.10 | 1.60294 | 0.00000 | 0.00000 | 1.00 | 10083.16 |
85 | 2010.01.08 12:00 | sell | 43 | 0.10 | 1.60151 | 0.00000 | 0.00000 | ||
86 | 2010.01.08 12:02 | buy | 44 | 0.10 | 1.60258 | 0.00000 | 0.00000 | ||
87 | 2010.01.08 12:20 | close | 43 | 0.10 | 1.60118 | 0.00000 | 0.00000 | 3.30 | 10086.46 |
88 | 2010.01.08 12:20 | close | 44 | 0.01 | 1.60062 | 0.00000 | 0.00000 | -1.96 | 10084.50 |
89 | 2010.01.08 12:20 | buy | 45 | 0.09 | 1.60258 | 0.00000 | 0.00000 | ||
90 | 2010.01.08 12:20 | sell | 46 | 0.09 | 1.60062 | 0.00000 | 0.00000 | ||
91 | 2010.01.08 13:15 | close | 46 | 0.09 | 1.60003 | 0.00000 | 0.00000 | 5.31 | 10089.81 |
92 | 2010.01.08 13:15 | close | 45 | 0.01 | 1.59947 | 0.00000 | 0.00000 | -3.11 | 10086.70 |
93 | 2010.01.08 13:15 | buy | 47 | 0.08 | 1.60258 | 0.00000 | 0.00000 | ||
94 | 2010.01.08 15:40 | close | 47 | 0.08 | 1.60462 | 0.00000 | 0.00000 | 16.32 | 10103.02 |
95 | 2010.01.08 16:00 | sell | 48 | 0.10 | 1.60299 | 0.00000 | 0.00000 | ||
96 | 2010.01.08 17:45 | close | 48 | 0.10 | 1.59938 | 0.00000 | 0.00000 | 36.10 | 10139.12 |
97 | 2010.01.08 18:00 | buy | 49 | 0.10 | 1.59964 | 0.00000 | 0.00000 | ||
98 | 2010.01.08 18:27 | close | 49 | 0.10 | 1.60007 | 0.00000 | 0.00000 | 4.30 | 10143.42 |
99 | 2010.01.08 20:00 | sell | 50 | 0.10 | 1.60254 | 0.00000 | 0.00000 | ||
100 | 2010.01.08 20:26 | close | 50 | 0.10 | 1.60208 | 0.00000 | 0.00000 | 4.60 | 10148.02 |
101 | 2010.01.08 22:00 | buy | 51 | 0.10 | 1.60318 | 0.00000 | 0.00000 | ||
102 | 2010.01.08 22:45 | sell | 52 | 0.10 | 1.60209 | 0.00000 | 0.00000 | ||
103 | 2010.01.11 00:00 | close | 51 | 0.10 | 1.60579 | 0.00000 | 0.00000 | 26.10 | 10174.12 |
104 | 2010.01.11 00:00 | close | 52 | 0.06 | 1.60635 | 0.00000 | 0.00000 | -25.70 | 10148.42 |
105 | 2010.01.11 00:00 | sell | 53 | 0.04 | 1.60209 | 0.00000 | 0.00000 | ||
106 | 2010.01.11 00:00 | buy | 54 | 0.04 | 1.60635 | 0.00000 | 0.00000 | ||
107 | 2010.01.11 00:40 | close | 54 | 0.04 | 1.60811 | 0.00000 | 0.00000 | 7.04 | 10155.47 |
108 | 2010.01.11 00:40 | close | 53 | 0.01 | 1.60867 | 0.00000 | 0.00000 | -6.60 | 10148.86 |
109 | 2010.01.11 00:40 | sell | 55 | 0.03 | 1.60209 | 0.00000 | 0.00000 | ||
110 | 2010.01.29 17:59 | close | 55 | 0.03 | 1.60126 | 0.00000 | 0.00000 | 1.04 | 10149.90 |
111 | 2010.01.29 18:00 | sell | 56 | 0.10 | 1.60062 | 0.00000 | 0.00000 | ||
112 | 2010.01.29 18:15 | buy | 57 | 0.10 | 1.60179 | 0.00000 | 0.00000 | ||
113 | 2010.01.29 18:32 | close | 56 | 0.10 | 1.60028 | 0.00000 | 0.00000 | 3.40 | 10153.30 |
114 | 2010.01.29 18:32 | close | 57 | 0.01 | 1.59972 | 0.00000 | 0.00000 | -2.07 | 10151.23 |
115 | 2010.01.29 18:32 | buy | 58 | 0.09 | 1.60179 | 0.00000 | 0.00000 | ||
116 | 2010.01.29 18:32 | sell | 59 | 0.09 | 1.59972 | 0.00000 | 0.00000 | ||
117 | 2010.01.29 20:50 | close | 59 | 0.09 | 1.59916 | 0.00000 | 0.00000 | 5.04 | 10156.27 |
118 | 2010.01.29 20:50 | close | 58 | 0.01 | 1.59860 | 0.00000 | 0.00000 | -3.19 | 10153.08 |
119 | 2010.01.29 20:50 | buy | 60 | 0.08 | 1.60179 | 0.00000 | 0.00000 | ||
120 | 2010.02.03 07:40 | close | 60 | 0.08 | 1.60248 | 0.00000 | 0.00000 | 5.52 | 10158.60 |
121 | 2010.02.03 09:00 | buy | 61 | 0.10 | 1.60388 | 0.00000 | 0.00000 | ||
122 | 2010.02.03 09:07 | sell | 62 | 0.10 | 1.60276 | 0.00000 | 0.00000 | ||
123 | 2010.02.03 09:15 | close | 61 | 0.10 | 1.60431 | 0.00000 | 0.00000 | 4.30 | 10162.90 |
124 | 2010.02.03 09:15 | close | 62 | 0.02 | 1.60487 | 0.00000 | 0.00000 | -4.22 | 10158.68 |
125 | 2010.02.03 09:15 | sell | 63 | 0.08 | 1.60276 | 0.00000 | 0.00000 | ||
126 | 2010.02.03 09:15 | buy | 64 | 0.08 | 1.60487 | 0.00000 | 0.00000 | ||
127 | 2010.02.03 09:45 | close | 64 | 0.08 | 1.60529 | 0.00000 | 0.00000 | 3.36 | 10162.04 |
128 | 2010.02.03 09:45 | close | 63 | 0.01 | 1.60585 | 0.00000 | 0.00000 | -3.09 | 10158.95 |
129 | 2010.02.03 09:45 | sell | 65 | 0.07 | 1.60276 | 0.00000 | 0.00000 | ||
130 | 2010.02.03 10:47 | close | 65 | 0.07 | 1.60275 | 0.00000 | 0.00000 | 0.07 | 10159.02 |
131 | 2010.02.03 12:00 | sell | 66 | 0.10 | 1.59969 | 0.00000 | 0.00000 | ||
132 | 2010.02.03 12:15 | buy | 67 | 0.10 | 1.60074 | 0.00000 | 0.00000 | ||
133 | 2010.02.03 12:45 | close | 66 | 0.10 | 1.59903 | 0.00000 | 0.00000 | 6.60 | 10165.62 |
134 | 2010.02.03 12:45 | close | 67 | 0.02 | 1.59847 | 0.00000 | 0.00000 | -4.54 | 10161.08 |
135 | 2010.02.03 12:45 | buy | 68 | 0.08 | 1.60074 | 0.00000 | 0.00000 | ||
136 | 2010.02.03 12:45 | sell | 69 | 0.08 | 1.59847 | 0.00000 | 0.00000 | ||
137 | 2010.02.03 13:10 | close | 69 | 0.08 | 1.59802 | 0.00000 | 0.00000 | 3.60 | 10164.68 |
138 | 2010.02.03 13:10 | close | 68 | 0.01 | 1.59746 | 0.00000 | 0.00000 | -3.28 | 10161.40 |
139 | 2010.02.03 13:10 | buy | 70 | 0.07 | 1.60074 | 0.00000 | 0.00000 | ||
140 | 2010.02.26 22:56 | close at stop | 70 | 0.07 | 1.52354 | 0.00000 | 0.00000 | -540.40 | 9621.00 |