Strategy Tester Report
Lock&&PipsingXR_V2_77_Engl_74777
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 ПЕРАМЕИРЫ СОВЕТНИКА"; FullAuto=true; ha="Риск на одну сделку в процентах от депо"; Risk=3; x="Флаг состояния системы дин изменения лота"; Martin=false; gb="Коэфф изм лота если < 0 то лот увеличивается если > 0 то уменьшается"; MartinKoff=1; k="Начальный шаг трейлинга по эквити"; EqwTralStep=0.03; н="Минимальная пауза между уст ордеров в пачке"; MinTradePause=20; m="Разрешение на работу только в опр время"; TradeTime=true; n="Час начала торговли"; StartTrade=15; o="Час конца торговли"; EndTrade=7; p="Разрешение на вывод информации"; ShowComment=true; r="Флаг системы безопасности"; MargineVarning=false; ss="Флаг системы аварийного сброса"; EmergencyReturn=false; rr="Процент от депо при котором происходит Ав. сброс"; EmergencyPersent=100; s="Разрешение на рисование графики"; SetArrow=true; t="Флаг системы Безубытка"; WithoutLoss=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 616.93 | Gross profit | 1672.85 | Gross loss | -1055.92 |
Profit factor | 1.58 | Expected payoff | 12.85 | ||
Absolute drawdown | 1678.51 | Maximal drawdown | 2188.29 (20.82%) | Relative drawdown | 20.82% (2188.29) |
Total trades | 48 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 27 (70.37%) |
Profit trades (% of total) | 35 (72.92%) | Loss trades (% of total) | 13 (27.08%) | ||
Largest | profit trade | 149.11 | loss trade | -262.88 | |
Average | profit trade | 47.80 | loss trade | -81.22 | |
Maximum | consecutive wins (profit in money) | 10 (872.23) | consecutive losses (loss in money) | 4 (-713.93) | |
Maximal | consecutive profit (count of wins) | 872.23 (10) | consecutive loss (count of losses) | -713.93 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.17 21:00 | buy | 1 | 0.30 | 1.56891 | 0.00000 | 0.00000 | ||
2 | 2010.02.17 22:00 | buy | 2 | 0.30 | 1.56813 | 0.00000 | 0.00000 | ||
3 | 2010.02.18 01:00 | buy | 3 | 0.30 | 1.56798 | 0.00000 | 0.00000 | ||
4 | 2010.02.18 01:02 | close | 1 | 0.30 | 1.56853 | 0.00000 | 0.00000 | -11.40 | 9988.60 |
5 | 2010.02.18 01:02 | close | 2 | 0.30 | 1.56853 | 0.00000 | 0.00000 | 12.00 | 10000.60 |
6 | 2010.02.18 01:02 | close | 3 | 0.30 | 1.56853 | 0.00000 | 0.00000 | 16.50 | 10017.10 |
7 | 2010.02.18 03:00 | sell | 4 | 0.30 | 1.56418 | 0.00000 | 0.00000 | ||
8 | 2010.02.18 04:00 | sell | 5 | 0.30 | 1.56499 | 0.00000 | 0.00000 | ||
9 | 2010.02.18 05:00 | sell | 6 | 0.30 | 1.56639 | 0.00000 | 0.00000 | ||
10 | 2010.02.18 06:00 | sell | 7 | 0.30 | 1.56551 | 0.00000 | 0.00000 | ||
11 | 2010.02.18 06:02 | close | 4 | 0.30 | 1.56523 | 0.00000 | 0.00000 | -31.50 | 9985.60 |
12 | 2010.02.18 06:02 | close | 5 | 0.30 | 1.56523 | 0.00000 | 0.00000 | -7.20 | 9978.40 |
13 | 2010.02.18 06:02 | close | 6 | 0.30 | 1.56523 | 0.00000 | 0.00000 | 34.80 | 10013.20 |
14 | 2010.02.18 06:02 | close | 7 | 0.30 | 1.56523 | 0.00000 | 0.00000 | 8.40 | 10021.60 |
15 | 2010.02.18 17:00 | buy | 8 | 0.30 | 1.56411 | 0.00000 | 0.00000 | ||
16 | 2010.02.18 18:00 | buy | 9 | 0.30 | 1.55825 | 0.00000 | 0.00000 | ||
17 | 2010.02.18 19:00 | buy | 10 | 0.30 | 1.56033 | 0.00000 | 0.00000 | ||
18 | 2010.02.18 19:45 | close | 8 | 0.30 | 1.56174 | 0.00000 | 0.00000 | -71.10 | 9950.50 |
19 | 2010.02.18 19:45 | close | 9 | 0.30 | 1.56174 | 0.00000 | 0.00000 | 104.70 | 10055.20 |
20 | 2010.02.18 19:45 | close | 10 | 0.30 | 1.56174 | 0.00000 | 0.00000 | 42.30 | 10097.50 |
21 | 2010.02.18 21:00 | sell | 11 | 0.30 | 1.56210 | 0.00000 | 0.00000 | ||
22 | 2010.02.18 21:40 | close | 11 | 0.30 | 1.56171 | 0.00000 | 0.00000 | 11.70 | 10109.20 |
23 | 2010.02.19 00:00 | sell | 12 | 0.30 | 1.54788 | 0.00000 | 0.00000 | ||
24 | 2010.02.19 00:10 | close | 12 | 0.30 | 1.54719 | 0.00000 | 0.00000 | 20.70 | 10129.90 |
25 | 2010.02.19 05:00 | sell | 13 | 0.30 | 1.54288 | 0.00000 | 0.00000 | ||
26 | 2010.02.19 06:37 | close | 13 | 0.30 | 1.54243 | 0.00000 | 0.00000 | 13.50 | 10143.40 |
27 | 2010.02.22 04:00 | buy | 14 | 0.30 | 1.54910 | 0.00000 | 0.00000 | ||
28 | 2010.02.22 06:00 | buy | 15 | 0.30 | 1.54824 | 0.00000 | 0.00000 | ||
29 | 2010.02.22 07:00 | buy | 16 | 0.30 | 1.54796 | 0.00000 | 0.00000 | ||
30 | 2010.02.22 07:02 | close | 14 | 0.30 | 1.54845 | 0.00000 | 0.00000 | -19.50 | 10123.90 |
31 | 2010.02.22 07:02 | close | 15 | 0.30 | 1.54845 | 0.00000 | 0.00000 | 6.30 | 10130.20 |
32 | 2010.02.22 07:02 | close | 16 | 0.30 | 1.54845 | 0.00000 | 0.00000 | 14.70 | 10144.90 |
33 | 2010.02.22 17:00 | sell | 17 | 0.30 | 1.54908 | 0.00000 | 0.00000 | ||
34 | 2010.02.22 17:27 | close | 17 | 0.30 | 1.54867 | 0.00000 | 0.00000 | 12.30 | 10157.20 |
35 | 2010.02.22 19:00 | sell | 18 | 0.30 | 1.54723 | 0.00000 | 0.00000 | ||
36 | 2010.02.22 22:00 | sell | 19 | 0.30 | 1.54789 | 0.00000 | 0.00000 | ||
37 | 2010.02.23 01:00 | sell | 20 | 0.30 | 1.54998 | 0.00000 | 0.00000 | ||
38 | 2010.02.23 02:00 | sell | 21 | 0.30 | 1.54865 | 0.00000 | 0.00000 | ||
39 | 2010.02.23 04:00 | sell | 22 | 0.30 | 1.55118 | 0.00000 | 0.00000 | ||
40 | 2010.02.23 05:00 | sell | 23 | 0.30 | 1.55183 | 0.00000 | 0.00000 | ||
41 | 2010.02.23 06:00 | sell | 24 | 0.30 | 1.55263 | 0.00000 | 0.00000 | ||
42 | 2010.02.23 10:15 | close | 18 | 0.30 | 1.54959 | 0.00000 | 0.00000 | -71.49 | 10085.71 |
43 | 2010.02.23 10:15 | close | 19 | 0.30 | 1.54959 | 0.00000 | 0.00000 | -51.69 | 10034.02 |
44 | 2010.02.23 10:15 | close | 20 | 0.30 | 1.54959 | 0.00000 | 0.00000 | 11.70 | 10045.72 |
45 | 2010.02.23 10:15 | close | 21 | 0.30 | 1.54959 | 0.00000 | 0.00000 | -28.20 | 10017.52 |
46 | 2010.02.23 10:15 | close | 22 | 0.30 | 1.54959 | 0.00000 | 0.00000 | 47.70 | 10065.22 |
47 | 2010.02.23 10:15 | close | 23 | 0.30 | 1.54959 | 0.00000 | 0.00000 | 67.20 | 10132.42 |
48 | 2010.02.23 10:15 | close | 24 | 0.30 | 1.54959 | 0.00000 | 0.00000 | 91.20 | 10223.62 |
49 | 2010.02.23 17:00 | buy | 25 | 0.31 | 1.54509 | 0.00000 | 0.00000 | ||
50 | 2010.02.23 17:27 | close | 25 | 0.31 | 1.54535 | 0.00000 | 0.00000 | 8.06 | 10231.68 |
51 | 2010.02.23 19:00 | buy | 26 | 0.31 | 1.54277 | 0.00000 | 0.00000 | ||
52 | 2010.02.23 20:57 | close | 26 | 0.31 | 1.54470 | 0.00000 | 0.00000 | 59.83 | 10291.51 |
53 | 2010.02.23 20:57 | buy | 27 | 0.31 | 1.54488 | 0.00000 | 0.00000 | ||
54 | 2010.02.23 22:00 | buy | 28 | 0.31 | 1.54078 | 0.00000 | 0.00000 | ||
55 | 2010.02.23 23:27 | close | 27 | 0.31 | 1.54327 | 0.00000 | 0.00000 | -49.91 | 10241.60 |
56 | 2010.02.23 23:27 | close | 28 | 0.31 | 1.54327 | 0.00000 | 0.00000 | 77.19 | 10318.79 |
57 | 2010.02.24 00:00 | buy | 29 | 0.31 | 1.54368 | 0.00000 | 0.00000 | ||
58 | 2010.02.24 04:50 | close | 29 | 0.31 | 1.54492 | 0.00000 | 0.00000 | 38.44 | 10357.23 |
59 | 2010.02.24 05:00 | sell | 30 | 0.31 | 1.54514 | 0.00000 | 0.00000 | ||
60 | 2010.02.24 06:40 | sell | 31 | 0.31 | 1.54529 | 0.00000 | 0.00000 | ||
61 | 2010.02.24 07:56 | close | 30 | 0.31 | 1.54498 | 0.00000 | 0.00000 | 4.96 | 10362.19 |
62 | 2010.02.24 07:56 | close | 31 | 0.31 | 1.54498 | 0.00000 | 0.00000 | 9.61 | 10371.80 |
63 | 2010.02.24 23:00 | sell | 32 | 0.31 | 1.54057 | 0.00000 | 0.00000 | ||
64 | 2010.02.25 00:00 | sell | 33 | 0.31 | 1.54077 | 0.00000 | 0.00000 | ||
65 | 2010.02.25 01:57 | close | 32 | 0.31 | 1.53963 | 0.00000 | 0.00000 | 27.00 | 10398.80 |
66 | 2010.02.25 01:57 | close | 33 | 0.31 | 1.53963 | 0.00000 | 0.00000 | 35.34 | 10434.14 |
67 | 2010.02.25 02:00 | sell | 34 | 0.31 | 1.53825 | 0.00000 | 0.00000 | ||
68 | 2010.02.25 02:27 | close | 34 | 0.31 | 1.53746 | 0.00000 | 0.00000 | 24.49 | 10458.63 |
69 | 2010.02.25 03:00 | buy | 35 | 0.31 | 1.53724 | 0.00000 | 0.00000 | ||
70 | 2010.02.25 04:00 | buy | 36 | 0.31 | 1.53581 | 0.00000 | 0.00000 | ||
71 | 2010.02.25 06:00 | buy | 37 | 0.31 | 1.53433 | 0.00000 | 0.00000 | ||
72 | 2010.02.25 13:00 | buy | 38 | 0.31 | 1.53069 | 0.00000 | 0.00000 | ||
73 | 2010.02.25 17:00 | buy | 39 | 0.31 | 1.52542 | 0.00000 | 0.00000 | ||
74 | 2010.02.25 19:00 | buy | 40 | 0.31 | 1.52395 | 0.00000 | 0.00000 | ||
75 | 2010.02.25 20:00 | buy | 41 | 0.31 | 1.52615 | 0.00000 | 0.00000 | ||
76 | 2010.02.25 21:00 | buy | 42 | 0.31 | 1.52466 | 0.00000 | 0.00000 | ||
77 | 2010.02.25 22:00 | buy | 43 | 0.31 | 1.52713 | 0.00000 | 0.00000 | ||
78 | 2010.02.26 00:00 | buy | 44 | 0.31 | 1.52574 | 0.00000 | 0.00000 | ||
79 | 2010.02.26 02:00 | buy | 45 | 0.31 | 1.52471 | 0.00000 | 0.00000 | ||
80 | 2010.02.26 04:00 | buy | 46 | 0.31 | 1.52565 | 0.00000 | 0.00000 | ||
81 | 2010.02.26 05:00 | buy | 47 | 0.31 | 1.52750 | 0.00000 | 0.00000 | ||
82 | 2010.02.26 05:32 | close | 35 | 0.31 | 1.52876 | 0.00000 | 0.00000 | -262.88 | 10195.75 |
83 | 2010.02.26 05:32 | close | 36 | 0.31 | 1.52876 | 0.00000 | 0.00000 | -218.55 | 9977.20 |
84 | 2010.02.26 05:32 | close | 37 | 0.31 | 1.52876 | 0.00000 | 0.00000 | -172.67 | 9804.53 |
85 | 2010.02.26 05:32 | close | 38 | 0.31 | 1.52876 | 0.00000 | 0.00000 | -59.83 | 9744.70 |
86 | 2010.02.26 05:32 | close | 39 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 103.54 | 9848.24 |
87 | 2010.02.26 05:32 | close | 40 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 149.11 | 9997.35 |
88 | 2010.02.26 05:32 | close | 41 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 80.91 | 10078.26 |
89 | 2010.02.26 05:32 | close | 42 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 127.10 | 10205.36 |
90 | 2010.02.26 05:32 | close | 43 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 50.53 | 10255.89 |
91 | 2010.02.26 05:32 | close | 44 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 93.62 | 10349.51 |
92 | 2010.02.26 05:32 | close | 45 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 125.55 | 10475.06 |
93 | 2010.02.26 05:32 | close | 46 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 96.41 | 10571.47 |
94 | 2010.02.26 05:32 | close | 47 | 0.31 | 1.52876 | 0.00000 | 0.00000 | 39.06 | 10610.53 |
95 | 2010.02.26 06:00 | sell | 48 | 0.32 | 1.52739 | 0.00000 | 0.00000 | ||
96 | 2010.02.26 07:57 | close | 48 | 0.32 | 1.52719 | 0.00000 | 0.00000 | 6.40 | 10616.93 |