Strategy Tester Report
Lock&&PipsingXR_Work2
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="KEY PARAMETERS OF THE ADVISER"; TimeFrame=30; b="Maximum quantity of warrants=20"; MaxOrd_1=50; c="Stoploss, for a scalping mode =0"; StopLoss=0; d="TakeProfit, for a scalping mode=0"; TakeProfit=0; e="StartLots of EA =0,01"; StartLots=0.01; f="Lot increment value=0,01"; LotsIncrementValue=0.01; g="The permission to lot auto detection"; AutoLot=true; h="the percentage of risk as% of deposit amount"; Risk=10; j="Profit at which the pack of warrants will be closed=0"; MInProfit=5; k="Pause between opening of warrants in minutes=10"; MinTradePause=10; per=9; l="Traling step for single order=5"; TralStep=5; m="Equity traling step=5"; EqvTralStep=5; TradeOfTime=true; StartTradeHour=20; EndTradeHour=8; ShowComment=true; MargineVarning=true; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -12425.13 | Gross profit | 17093.03 | Gross loss | -29518.16 |
Profit factor | 0.58 | Expected payoff | -180.07 | ||
Absolute drawdown | 12425.13 | Maximal drawdown | 27241.62 (109.77%) | Relative drawdown | 109.77% (27241.62) |
Total trades | 69 | Short positions (won %) | 62 (80.65%) | Long positions (won %) | 7 (42.86%) |
Profit trades (% of total) | 53 (76.81%) | Loss trades (% of total) | 16 (23.19%) | ||
Largest | profit trade | 1193.68 | loss trade | -3760.50 | |
Average | profit trade | 322.51 | loss trade | -1844.88 | |
Maximum | consecutive wins (profit in money) | 13 (3031.32) | consecutive losses (loss in money) | 8 (-25392.76) | |
Maximal | consecutive profit (count of wins) | 3692.86 (6) | consecutive loss (count of losses) | -25392.76 (8) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | buy | 1 | 1.00 | 1.61388 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 01:30 | sell | 2 | 0.96 | 1.61297 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 02:00 | sell | 3 | 0.96 | 1.61198 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 02:30 | sell | 4 | 0.97 | 1.61115 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 03:00 | sell | 5 | 0.97 | 1.60881 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 03:30 | sell | 6 | 0.97 | 1.60978 | 0.00000 | 0.00000 | ||
7 | 2010.01.04 04:00 | sell | 7 | 0.97 | 1.61096 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 04:32 | sell | 8 | 0.97 | 1.60915 | 0.00000 | 0.00000 | ||
9 | 2010.01.04 04:45 | close | 8 | 0.97 | 1.60805 | 0.00000 | 0.00000 | 106.70 | 10106.70 |
10 | 2010.01.04 04:45 | close | 7 | 0.97 | 1.60805 | 0.00000 | 0.00000 | 282.27 | 10388.97 |
11 | 2010.01.04 04:45 | close | 6 | 0.97 | 1.60805 | 0.00000 | 0.00000 | 167.81 | 10556.78 |
12 | 2010.01.04 04:45 | close | 5 | 0.97 | 1.60805 | 0.00000 | 0.00000 | 73.72 | 10630.50 |
13 | 2010.01.04 04:45 | close | 4 | 0.97 | 1.60805 | 0.00000 | 0.00000 | 300.70 | 10931.20 |
14 | 2010.01.04 04:45 | close | 3 | 0.96 | 1.60805 | 0.00000 | 0.00000 | 377.28 | 11308.48 |
15 | 2010.01.04 04:45 | close | 2 | 0.96 | 1.60805 | 0.00000 | 0.00000 | 472.32 | 11780.80 |
16 | 2010.01.04 04:45 | close | 1 | 1.00 | 1.60786 | 0.00000 | 0.00000 | -602.00 | 11178.80 |
17 | 2010.01.04 05:02 | sell | 9 | 1.12 | 1.60840 | 0.00000 | 0.00000 | ||
18 | 2010.01.04 05:32 | sell | 10 | 1.06 | 1.60990 | 0.00000 | 0.00000 | ||
19 | 2010.01.04 06:02 | sell | 11 | 1.06 | 1.60844 | 0.00000 | 0.00000 | ||
20 | 2010.01.04 06:32 | sell | 12 | 1.08 | 1.60977 | 0.00000 | 0.00000 | ||
21 | 2010.01.04 07:02 | sell | 13 | 1.08 | 1.61041 | 0.00000 | 0.00000 | ||
22 | 2010.01.04 08:10 | close | 13 | 1.08 | 1.60709 | 0.00000 | 0.00000 | 358.56 | 11537.36 |
23 | 2010.01.04 08:10 | close | 12 | 1.08 | 1.60709 | 0.00000 | 0.00000 | 289.44 | 11826.80 |
24 | 2010.01.04 08:10 | close | 11 | 1.06 | 1.60709 | 0.00000 | 0.00000 | 143.10 | 11969.90 |
25 | 2010.01.04 08:10 | close | 10 | 1.06 | 1.60709 | 0.00000 | 0.00000 | 297.86 | 12267.76 |
26 | 2010.01.04 08:10 | close | 9 | 1.12 | 1.60709 | 0.00000 | 0.00000 | 146.72 | 12414.48 |
27 | 2010.01.05 01:00 | buy | 14 | 1.24 | 1.61136 | 0.00000 | 0.00000 | ||
28 | 2010.01.05 01:05 | close | 14 | 1.24 | 1.61147 | 0.00000 | 0.00000 | 13.64 | 12428.12 |
29 | 2010.01.05 01:30 | buy | 15 | 1.24 | 1.61221 | 0.00000 | 0.00000 | ||
30 | 2010.01.05 02:00 | sell | 16 | 1.18 | 1.61037 | 0.00000 | 0.00000 | ||
31 | 2010.01.05 02:30 | sell | 17 | 1.18 | 1.60696 | 0.00000 | 0.00000 | ||
32 | 2010.01.05 03:00 | sell | 18 | 1.20 | 1.60777 | 0.00000 | 0.00000 | ||
33 | 2010.01.05 03:30 | sell | 19 | 1.20 | 1.60871 | 0.00000 | 0.00000 | ||
34 | 2010.01.05 04:00 | sell | 20 | 1.20 | 1.60935 | 0.00000 | 0.00000 | ||
35 | 2010.01.05 05:00 | sell | 21 | 1.20 | 1.60861 | 0.00000 | 0.00000 | ||
36 | 2010.01.05 05:30 | sell | 22 | 1.20 | 1.61018 | 0.00000 | 0.00000 | ||
37 | 2010.01.05 06:00 | sell | 23 | 1.20 | 1.60860 | 0.00000 | 0.00000 | ||
38 | 2010.01.05 07:00 | sell | 24 | 1.20 | 1.61321 | 0.00000 | 0.00000 | ||
39 | 2010.01.05 07:30 | sell | 25 | 1.20 | 1.61289 | 0.00000 | 0.00000 | ||
40 | 2010.01.05 09:10 | close | 25 | 1.20 | 1.60810 | 0.00000 | 0.00000 | 574.80 | 13002.92 |
41 | 2010.01.05 09:10 | close | 24 | 1.20 | 1.60810 | 0.00000 | 0.00000 | 613.20 | 13616.12 |
42 | 2010.01.05 09:10 | close | 23 | 1.20 | 1.60810 | 0.00000 | 0.00000 | 60.00 | 13676.12 |
43 | 2010.01.05 09:10 | close | 22 | 1.20 | 1.60810 | 0.00000 | 0.00000 | 249.60 | 13925.72 |
44 | 2010.01.05 09:10 | close | 21 | 1.20 | 1.60810 | 0.00000 | 0.00000 | 61.20 | 13986.92 |
45 | 2010.01.05 09:10 | close | 20 | 1.20 | 1.60810 | 0.00000 | 0.00000 | 150.00 | 14136.92 |
46 | 2010.01.05 09:10 | close | 19 | 1.20 | 1.60810 | 0.00000 | 0.00000 | 73.20 | 14210.12 |
47 | 2010.01.05 09:10 | close | 18 | 1.20 | 1.60810 | 0.00000 | 0.00000 | -39.60 | 14170.52 |
48 | 2010.01.05 09:10 | close | 17 | 1.18 | 1.60810 | 0.00000 | 0.00000 | -134.52 | 14036.00 |
49 | 2010.01.05 09:10 | close | 16 | 1.18 | 1.60810 | 0.00000 | 0.00000 | 267.86 | 14303.86 |
50 | 2010.01.05 09:10 | close | 15 | 1.24 | 1.60791 | 0.00000 | 0.00000 | -533.20 | 13770.66 |
51 | 2010.01.06 01:00 | buy | 26 | 1.38 | 1.59916 | 0.00000 | 0.00000 | ||
52 | 2010.01.06 01:30 | sell | 27 | 1.30 | 1.59698 | 0.00000 | 0.00000 | ||
53 | 2010.01.06 02:00 | sell | 28 | 1.30 | 1.59642 | 0.00000 | 0.00000 | ||
54 | 2010.01.06 02:30 | sell | 29 | 1.33 | 1.60019 | 0.00000 | 0.00000 | ||
55 | 2010.01.06 03:00 | sell | 30 | 1.33 | 1.59918 | 0.00000 | 0.00000 | ||
56 | 2010.01.06 03:30 | sell | 31 | 1.33 | 1.59820 | 0.00000 | 0.00000 | ||
57 | 2010.01.06 04:00 | sell | 32 | 1.33 | 1.59842 | 0.00000 | 0.00000 | ||
58 | 2010.01.06 04:30 | sell | 33 | 1.33 | 1.59804 | 0.00000 | 0.00000 | ||
59 | 2010.01.06 05:00 | sell | 34 | 1.33 | 1.59789 | 0.00000 | 0.00000 | ||
60 | 2010.01.06 05:30 | sell | 35 | 1.33 | 1.59777 | 0.00000 | 0.00000 | ||
61 | 2010.01.06 06:00 | sell | 36 | 1.33 | 1.59790 | 0.00000 | 0.00000 | ||
62 | 2010.01.06 06:20 | close | 36 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 243.39 | 14014.05 |
63 | 2010.01.06 06:20 | close | 35 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 226.10 | 14240.15 |
64 | 2010.01.06 06:20 | close | 34 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 242.06 | 14482.21 |
65 | 2010.01.06 06:20 | close | 33 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 262.01 | 14744.22 |
66 | 2010.01.06 06:20 | close | 32 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 312.55 | 15056.77 |
67 | 2010.01.06 06:20 | close | 31 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 283.29 | 15340.06 |
68 | 2010.01.06 06:20 | close | 30 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 413.63 | 15753.69 |
69 | 2010.01.06 06:20 | close | 29 | 1.33 | 1.59607 | 0.00000 | 0.00000 | 547.96 | 16301.65 |
70 | 2010.01.06 06:20 | close | 28 | 1.30 | 1.59607 | 0.00000 | 0.00000 | 45.50 | 16347.15 |
71 | 2010.01.06 06:20 | close | 27 | 1.30 | 1.59607 | 0.00000 | 0.00000 | 118.30 | 16465.45 |
72 | 2010.01.06 06:20 | close | 26 | 1.38 | 1.59588 | 0.00000 | 0.00000 | -452.64 | 16012.81 |
73 | 2010.01.06 06:30 | sell | 37 | 1.60 | 1.59643 | 0.00000 | 0.00000 | ||
74 | 2010.01.06 06:52 | close | 37 | 1.60 | 1.59583 | 0.00000 | 0.00000 | 96.00 | 16108.81 |
75 | 2010.01.06 07:00 | sell | 38 | 1.61 | 1.59629 | 0.00000 | 0.00000 | ||
76 | 2010.01.06 07:30 | sell | 39 | 1.53 | 1.59786 | 0.00000 | 0.00000 | ||
77 | 2010.01.07 01:00 | sell | 40 | 1.35 | 1.60199 | 0.00000 | 0.00000 | ||
78 | 2010.01.07 01:30 | sell | 41 | 1.50 | 1.60467 | 0.00000 | 0.00000 | ||
79 | 2010.01.07 02:00 | sell | 42 | 1.50 | 1.60318 | 0.00000 | 0.00000 | ||
80 | 2010.01.07 02:30 | sell | 43 | 1.50 | 1.60215 | 0.00000 | 0.00000 | ||
81 | 2010.01.07 03:00 | sell | 44 | 1.50 | 1.60247 | 0.00000 | 0.00000 | ||
82 | 2010.01.07 03:30 | sell | 45 | 1.50 | 1.60017 | 0.00000 | 0.00000 | ||
83 | 2010.01.07 04:00 | sell | 46 | 1.50 | 1.60006 | 0.00000 | 0.00000 | ||
84 | 2010.01.07 04:02 | close | 46 | 1.50 | 1.59956 | 0.00000 | 0.00000 | 75.00 | 16183.81 |
85 | 2010.01.07 04:02 | close | 45 | 1.50 | 1.59956 | 0.00000 | 0.00000 | 91.50 | 16275.31 |
86 | 2010.01.07 04:02 | close | 44 | 1.50 | 1.59956 | 0.00000 | 0.00000 | 436.50 | 16711.81 |
87 | 2010.01.07 04:02 | close | 43 | 1.50 | 1.59956 | 0.00000 | 0.00000 | 388.50 | 17100.31 |
88 | 2010.01.07 04:02 | close | 42 | 1.50 | 1.59956 | 0.00000 | 0.00000 | 543.00 | 17643.31 |
89 | 2010.01.07 04:02 | close | 41 | 1.50 | 1.59956 | 0.00000 | 0.00000 | 766.50 | 18409.81 |
90 | 2010.01.07 04:02 | close | 40 | 1.35 | 1.59956 | 0.00000 | 0.00000 | 328.05 | 18737.86 |
91 | 2010.01.07 04:02 | close | 39 | 1.53 | 1.59956 | 0.00000 | 0.00000 | -270.66 | 18467.20 |
92 | 2010.01.07 04:02 | close | 38 | 1.61 | 1.59956 | 0.00000 | 0.00000 | -537.58 | 17929.62 |
93 | 2010.01.07 04:30 | buy | 47 | 1.79 | 1.60097 | 0.00000 | 0.00000 | ||
94 | 2010.01.07 04:52 | close | 47 | 1.79 | 1.60121 | 0.00000 | 0.00000 | 42.96 | 17972.58 |
95 | 2010.01.07 05:00 | buy | 48 | 1.80 | 1.60136 | 0.00000 | 0.00000 | ||
96 | 2010.01.07 05:22 | close | 48 | 1.80 | 1.60168 | 0.00000 | 0.00000 | 57.60 | 18030.18 |
97 | 2010.01.07 05:30 | buy | 49 | 1.80 | 1.60167 | 0.00000 | 0.00000 | ||
98 | 2010.01.07 06:00 | sell | 50 | 1.72 | 1.60016 | 0.00000 | 0.00000 | ||
99 | 2010.01.07 06:30 | sell | 51 | 1.71 | 1.59930 | 0.00000 | 0.00000 | ||
100 | 2010.01.07 07:00 | sell | 52 | 1.74 | 1.59735 | 0.00000 | 0.00000 | ||
101 | 2010.01.07 07:30 | sell | 53 | 1.74 | 1.59690 | 0.00000 | 0.00000 | ||
102 | 2010.01.07 08:50 | close | 53 | 1.74 | 1.59322 | 0.00000 | 0.00000 | 640.32 | 18670.50 |
103 | 2010.01.07 08:50 | close | 52 | 1.74 | 1.59322 | 0.00000 | 0.00000 | 718.62 | 19389.12 |
104 | 2010.01.07 08:50 | close | 51 | 1.71 | 1.59322 | 0.00000 | 0.00000 | 1039.68 | 20428.80 |
105 | 2010.01.07 08:50 | close | 50 | 1.72 | 1.59322 | 0.00000 | 0.00000 | 1193.68 | 21622.48 |
106 | 2010.01.07 08:50 | close | 49 | 1.80 | 1.59303 | 0.00000 | 0.00000 | -1555.20 | 20067.28 |
107 | 2010.01.08 00:00 | sell | 54 | 2.01 | 1.59249 | 0.00000 | 0.00000 | ||
108 | 2010.01.08 00:30 | sell | 55 | 1.93 | 1.59305 | 0.00000 | 0.00000 | ||
109 | 2010.01.08 01:00 | sell | 56 | 1.86 | 1.59323 | 0.00000 | 0.00000 | ||
110 | 2010.01.08 01:30 | sell | 57 | 1.93 | 1.59416 | 0.00000 | 0.00000 | ||
111 | 2010.01.08 02:00 | sell | 58 | 1.93 | 1.59454 | 0.00000 | 0.00000 | ||
112 | 2010.01.08 02:30 | sell | 59 | 1.93 | 1.59446 | 0.00000 | 0.00000 | ||
113 | 2010.01.08 03:00 | sell | 60 | 1.93 | 1.59306 | 0.00000 | 0.00000 | ||
114 | 2010.01.08 03:30 | sell | 61 | 1.93 | 1.59294 | 0.00000 | 0.00000 | ||
115 | 2010.01.08 03:50 | close | 61 | 1.93 | 1.59161 | 0.00000 | 0.00000 | 256.69 | 20323.97 |
116 | 2010.01.08 03:50 | close | 60 | 1.93 | 1.59161 | 0.00000 | 0.00000 | 279.85 | 20603.82 |
117 | 2010.01.08 03:50 | close | 59 | 1.93 | 1.59161 | 0.00000 | 0.00000 | 550.05 | 21153.87 |
118 | 2010.01.08 03:50 | close | 58 | 1.93 | 1.59161 | 0.00000 | 0.00000 | 565.49 | 21719.36 |
119 | 2010.01.08 03:50 | close | 57 | 1.93 | 1.59161 | 0.00000 | 0.00000 | 492.15 | 22211.51 |
120 | 2010.01.08 03:50 | close | 56 | 1.86 | 1.59161 | 0.00000 | 0.00000 | 301.32 | 22512.83 |
121 | 2010.01.08 03:50 | close | 55 | 1.93 | 1.59161 | 0.00000 | 0.00000 | 277.92 | 22790.75 |
122 | 2010.01.08 03:50 | close | 54 | 2.01 | 1.59161 | 0.00000 | 0.00000 | 176.88 | 22967.63 |
123 | 2010.01.08 04:00 | sell | 62 | 2.30 | 1.59200 | 0.00000 | 0.00000 | ||
124 | 2010.01.08 04:30 | sell | 63 | 2.19 | 1.59326 | 0.00000 | 0.00000 | ||
125 | 2010.01.08 05:00 | sell | 64 | 2.09 | 1.59384 | 0.00000 | 0.00000 | ||
126 | 2010.01.08 05:30 | sell | 65 | 2.19 | 1.59431 | 0.00000 | 0.00000 | ||
127 | 2010.01.08 06:00 | sell | 66 | 2.19 | 1.59409 | 0.00000 | 0.00000 | ||
128 | 2010.01.08 06:30 | sell | 67 | 2.19 | 1.59478 | 0.00000 | 0.00000 | ||
129 | 2010.01.08 07:00 | sell | 68 | 2.19 | 1.59341 | 0.00000 | 0.00000 | ||
130 | 2010.01.08 07:30 | sell | 69 | 2.19 | 1.59532 | 0.00000 | 0.00000 | ||
131 | 2010.01.08 14:45 | close at stop | 69 | 2.19 | 1.60835 | 0.00000 | 0.00000 | -2853.57 | 20114.06 |
132 | 2010.01.08 14:45 | close at stop | 68 | 2.19 | 1.60835 | 0.00000 | 0.00000 | -3271.86 | 16842.20 |
133 | 2010.01.08 14:45 | close at stop | 67 | 2.19 | 1.60835 | 0.00000 | 0.00000 | -2971.83 | 13870.37 |
134 | 2010.01.08 14:45 | close at stop | 66 | 2.19 | 1.60835 | 0.00000 | 0.00000 | -3122.94 | 10747.43 |
135 | 2010.01.08 14:45 | close at stop | 65 | 2.19 | 1.60835 | 0.00000 | 0.00000 | -3074.76 | 7672.67 |
136 | 2010.01.08 14:45 | close at stop | 64 | 2.09 | 1.60835 | 0.00000 | 0.00000 | -3032.59 | 4640.08 |
137 | 2010.01.08 14:45 | close at stop | 63 | 2.19 | 1.60835 | 0.00000 | 0.00000 | -3304.71 | 1335.37 |
138 | 2010.01.08 14:45 | close at stop | 62 | 2.30 | 1.60835 | 0.00000 | 0.00000 | -3760.50 | -2425.13 |