Strategy Tester Report
Lock&&PipsingXR_38325_2
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
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=true; 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 | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 213.51 | Gross profit | 335.42 | Gross loss | -121.91 |
Profit factor | 2.75 | Expected payoff | 4.19 | ||
Absolute drawdown | 604.48 | Maximal drawdown | 785.92 (7.72%) | Relative drawdown | 7.72% (785.92) |
Total trades | 51 | Short positions (won %) | 33 (75.76%) | Long positions (won %) | 18 (83.33%) |
Profit trades (% of total) | 40 (78.43%) | Loss trades (% of total) | 11 (21.57%) | ||
Largest | profit trade | 61.53 | loss trade | -38.78 | |
Average | profit trade | 8.39 | loss trade | -11.08 | |
Maximum | consecutive wins (profit in money) | 22 (195.12) | consecutive losses (loss in money) | 3 (-27.62) | |
Maximal | consecutive profit (count of wins) | 195.12 (22) | consecutive loss (count of losses) | -58.58 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.18 01:00 | sell | 1 | 0.10 | 1.07012 | 0.00000 | 0.00000 | ||
2 | 2009.12.18 01:52 | close | 1 | 0.10 | 1.06943 | 0.00000 | 0.00000 | 6.45 | 10006.45 |
3 | 2009.12.18 02:00 | buy | 2 | 0.10 | 1.06918 | 0.00000 | 0.00000 | ||
4 | 2009.12.18 02:12 | close | 2 | 0.10 | 1.06945 | 0.00000 | 0.00000 | 2.52 | 10008.97 |
5 | 2009.12.18 03:00 | sell | 3 | 0.10 | 1.06902 | 0.00000 | 0.00000 | ||
6 | 2009.12.18 03:26 | close | 3 | 0.10 | 1.06606 | 0.00000 | 0.00000 | 27.77 | 10036.74 |
7 | 2009.12.18 04:00 | buy | 4 | 0.10 | 1.06688 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 04:17 | close | 4 | 0.10 | 1.06743 | 0.00000 | 0.00000 | 5.15 | 10041.89 |
9 | 2009.12.18 05:00 | sell | 5 | 0.10 | 1.06619 | 0.00000 | 0.00000 | ||
10 | 2009.12.18 06:10 | sell | 6 | 0.10 | 1.06649 | 0.00000 | 0.00000 | ||
11 | 2009.12.18 09:00 | sell | 7 | 0.10 | 1.06824 | 0.00000 | 0.00000 | ||
12 | 2009.12.18 09:27 | close | 7 | 0.10 | 1.06672 | 0.00000 | 0.00000 | 14.25 | 10056.14 |
13 | 2009.12.18 09:27 | close | 6 | 0.10 | 1.06672 | 0.00000 | 0.00000 | -2.16 | 10053.98 |
14 | 2009.12.18 09:27 | close | 5 | 0.10 | 1.06672 | 0.00000 | 0.00000 | -4.97 | 10049.01 |
15 | 2009.12.21 02:00 | buy | 8 | 0.10 | 1.06752 | 0.00000 | 0.00000 | ||
16 | 2009.12.21 02:05 | close | 8 | 0.10 | 1.06753 | 0.00000 | 0.00000 | 0.09 | 10049.10 |
17 | 2009.12.21 04:00 | buy | 9 | 0.10 | 1.06685 | 0.00000 | 0.00000 | ||
18 | 2009.12.21 06:00 | buy | 10 | 0.10 | 1.06622 | 0.00000 | 0.00000 | ||
19 | 2009.12.21 07:10 | close | 10 | 0.10 | 1.06705 | 0.00000 | 0.00000 | 7.78 | 10056.88 |
20 | 2009.12.21 07:10 | close | 9 | 0.10 | 1.06705 | 0.00000 | 0.00000 | 1.87 | 10058.75 |
21 | 2009.12.21 07:10 | buy | 11 | 0.10 | 1.06709 | 0.00000 | 0.00000 | ||
22 | 2009.12.21 07:12 | close | 11 | 0.10 | 1.06714 | 0.00000 | 0.00000 | 0.47 | 10059.22 |
23 | 2009.12.22 01:00 | buy | 12 | 0.10 | 1.06156 | 0.00000 | 0.00000 | ||
24 | 2009.12.22 01:12 | close | 12 | 0.10 | 1.06190 | 0.00000 | 0.00000 | 3.20 | 10062.42 |
25 | 2009.12.22 02:00 | sell | 13 | 0.10 | 1.06179 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 03:00 | sell | 14 | 0.10 | 1.06194 | 0.00000 | 0.00000 | ||
27 | 2009.12.22 04:00 | sell | 15 | 0.10 | 1.06225 | 0.00000 | 0.00000 | ||
28 | 2009.12.22 04:22 | close | 15 | 0.10 | 1.06176 | 0.00000 | 0.00000 | 4.61 | 10067.03 |
29 | 2009.12.22 04:22 | close | 14 | 0.10 | 1.06176 | 0.00000 | 0.00000 | 1.70 | 10068.73 |
30 | 2009.12.22 04:22 | close | 13 | 0.10 | 1.06176 | 0.00000 | 0.00000 | 0.28 | 10069.01 |
31 | 2009.12.22 05:00 | buy | 16 | 0.10 | 1.06208 | 0.00000 | 0.00000 | ||
32 | 2009.12.22 06:00 | buy | 17 | 0.10 | 1.06179 | 0.00000 | 0.00000 | ||
33 | 2009.12.22 07:00 | buy | 18 | 0.10 | 1.06143 | 0.00000 | 0.00000 | ||
34 | 2009.12.22 13:00 | buy | 19 | 0.10 | 1.05799 | 0.00000 | 0.00000 | ||
35 | 2009.12.22 16:00 | buy | 20 | 0.10 | 1.05863 | 0.00000 | 0.00000 | ||
36 | 2009.12.22 16:57 | close | 20 | 0.10 | 1.06079 | 0.00000 | 0.00000 | 20.36 | 10089.37 |
37 | 2009.12.22 16:57 | close | 19 | 0.10 | 1.06079 | 0.00000 | 0.00000 | 26.40 | 10115.77 |
38 | 2009.12.22 16:57 | close | 18 | 0.10 | 1.06079 | 0.00000 | 0.00000 | -6.03 | 10109.74 |
39 | 2009.12.22 16:57 | close | 17 | 0.10 | 1.06079 | 0.00000 | 0.00000 | -9.43 | 10100.31 |
40 | 2009.12.22 16:57 | close | 16 | 0.10 | 1.06079 | 0.00000 | 0.00000 | -12.16 | 10088.15 |
41 | 2009.12.23 02:00 | buy | 21 | 0.10 | 1.05570 | 0.00000 | 0.00000 | ||
42 | 2009.12.23 02:12 | close | 21 | 0.10 | 1.05581 | 0.00000 | 0.00000 | 1.04 | 10089.19 |
43 | 2009.12.23 03:00 | sell | 22 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
44 | 2009.12.23 06:00 | sell | 23 | 0.10 | 1.05724 | 0.00000 | 0.00000 | ||
45 | 2009.12.23 06:52 | close | 23 | 0.10 | 1.05606 | 0.00000 | 0.00000 | 11.17 | 10100.36 |
46 | 2009.12.23 06:52 | close | 22 | 0.10 | 1.05606 | 0.00000 | 0.00000 | -1.89 | 10098.47 |
47 | 2009.12.23 07:00 | sell | 24 | 0.10 | 1.05629 | 0.00000 | 0.00000 | ||
48 | 2009.12.23 08:02 | sell | 25 | 0.10 | 1.05636 | 0.00000 | 0.00000 | ||
49 | 2009.12.23 08:17 | close | 25 | 0.10 | 1.05587 | 0.00000 | 0.00000 | 4.64 | 10103.11 |
50 | 2009.12.23 08:17 | close | 24 | 0.10 | 1.05587 | 0.00000 | 0.00000 | 3.98 | 10107.09 |
51 | 2009.12.24 02:00 | sell | 26 | 0.10 | 1.04906 | 0.00000 | 0.00000 | ||
52 | 2009.12.24 03:22 | close | 26 | 0.10 | 1.04809 | 0.00000 | 0.00000 | 9.25 | 10116.34 |
53 | 2009.12.24 03:22 | sell | 27 | 0.10 | 1.04805 | 0.00000 | 0.00000 | ||
54 | 2009.12.24 03:25 | close | 27 | 0.10 | 1.04804 | 0.00000 | 0.00000 | 0.10 | 10116.44 |
55 | 2009.12.24 05:00 | sell | 28 | 0.10 | 1.04822 | 0.00000 | 0.00000 | ||
56 | 2009.12.24 07:00 | sell | 29 | 0.10 | 1.04868 | 0.00000 | 0.00000 | ||
57 | 2009.12.24 07:52 | close | 29 | 0.10 | 1.04800 | 0.00000 | 0.00000 | 6.49 | 10122.93 |
58 | 2009.12.24 07:52 | close | 28 | 0.10 | 1.04800 | 0.00000 | 0.00000 | 2.10 | 10125.03 |
59 | 2009.12.28 01:00 | sell | 30 | 0.10 | 1.04817 | 0.00000 | 0.00000 | ||
60 | 2009.12.28 03:22 | close | 30 | 0.10 | 1.04717 | 0.00000 | 0.00000 | 9.55 | 10134.58 |
61 | 2009.12.28 03:22 | sell | 31 | 0.10 | 1.04713 | 0.00000 | 0.00000 | ||
62 | 2009.12.28 03:25 | close | 31 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 0.38 | 10134.96 |
63 | 2009.12.28 04:00 | buy | 32 | 0.10 | 1.04634 | 0.00000 | 0.00000 | ||
64 | 2009.12.28 04:42 | close | 32 | 0.10 | 1.04637 | 0.00000 | 0.00000 | 0.29 | 10135.25 |
65 | 2009.12.28 05:00 | buy | 33 | 0.10 | 1.04641 | 0.00000 | 0.00000 | ||
66 | 2009.12.28 05:06 | close | 33 | 0.10 | 1.04669 | 0.00000 | 0.00000 | 2.68 | 10137.93 |
67 | 2009.12.28 06:00 | sell | 34 | 0.10 | 1.04659 | 0.00000 | 0.00000 | ||
68 | 2009.12.28 06:20 | close | 34 | 0.10 | 1.04572 | 0.00000 | 0.00000 | 8.32 | 10146.25 |
69 | 2009.12.28 07:00 | buy | 35 | 0.10 | 1.04654 | 0.00000 | 0.00000 | ||
70 | 2009.12.28 07:17 | close | 35 | 0.10 | 1.04663 | 0.00000 | 0.00000 | 0.86 | 10147.11 |
71 | 2009.12.29 01:00 | buy | 36 | 0.10 | 1.04280 | 0.00000 | 0.00000 | ||
72 | 2009.12.29 01:17 | close | 36 | 0.10 | 1.04296 | 0.00000 | 0.00000 | 1.53 | 10148.64 |
73 | 2009.12.29 03:00 | sell | 37 | 0.10 | 1.04370 | 0.00000 | 0.00000 | ||
74 | 2009.12.29 04:00 | sell | 38 | 0.10 | 1.04430 | 0.00000 | 0.00000 | ||
75 | 2009.12.29 05:15 | close | 38 | 0.10 | 1.04356 | 0.00000 | 0.00000 | 7.09 | 10155.73 |
76 | 2009.12.29 05:15 | close | 37 | 0.10 | 1.04356 | 0.00000 | 0.00000 | 1.34 | 10157.07 |
77 | 2009.12.29 05:15 | buy | 39 | 0.10 | 1.04356 | 0.00000 | 0.00000 | ||
78 | 2009.12.29 05:20 | close | 39 | 0.10 | 1.04368 | 0.00000 | 0.00000 | 1.15 | 10158.22 |
79 | 2009.12.29 06:00 | sell | 40 | 0.10 | 1.04340 | 0.00000 | 0.00000 | ||
80 | 2009.12.29 07:00 | sell | 41 | 0.10 | 1.04365 | 0.00000 | 0.00000 | ||
81 | 2009.12.29 08:17 | close | 41 | 0.10 | 1.04251 | 0.00000 | 0.00000 | 10.94 | 10169.16 |
82 | 2009.12.29 08:17 | close | 40 | 0.10 | 1.04251 | 0.00000 | 0.00000 | 8.54 | 10177.70 |
83 | 2009.12.30 01:00 | sell | 42 | 0.10 | 1.04426 | 0.00000 | 0.00000 | ||
84 | 2009.12.30 04:00 | sell | 43 | 0.10 | 1.04625 | 0.00000 | 0.00000 | ||
85 | 2009.12.30 08:00 | sell | 44 | 0.10 | 1.04887 | 0.00000 | 0.00000 | ||
86 | 2009.12.30 10:00 | sell | 45 | 0.10 | 1.04768 | 0.00000 | 0.00000 | ||
87 | 2009.12.30 11:00 | sell | 46 | 0.10 | 1.04725 | 0.00000 | 0.00000 | ||
88 | 2009.12.30 12:00 | sell | 47 | 0.10 | 1.04725 | 0.00000 | 0.00000 | ||
89 | 2009.12.30 14:00 | sell | 48 | 0.10 | 1.04861 | 0.00000 | 0.00000 | ||
90 | 2009.12.30 15:00 | sell | 49 | 0.10 | 1.04862 | 0.00000 | 0.00000 | ||
91 | 2009.12.31 01:00 | sell | 50 | 0.10 | 1.05476 | 0.00000 | 0.00000 | ||
92 | 2009.12.31 07:00 | sell | 51 | 0.10 | 1.05343 | 0.00000 | 0.00000 | ||
93 | 2009.12.31 09:57 | close | 51 | 0.10 | 1.04831 | 0.00000 | 0.00000 | 48.84 | 10226.54 |
94 | 2009.12.31 09:57 | close | 50 | 0.10 | 1.04831 | 0.00000 | 0.00000 | 61.53 | 10288.07 |
95 | 2009.12.31 09:57 | close | 49 | 0.10 | 1.04831 | 0.00000 | 0.00000 | 2.81 | 10290.88 |
96 | 2009.12.31 09:57 | close | 48 | 0.10 | 1.04831 | 0.00000 | 0.00000 | 2.71 | 10293.59 |
97 | 2009.12.31 09:57 | close | 47 | 0.10 | 1.04831 | 0.00000 | 0.00000 | -10.26 | 10283.33 |
98 | 2009.12.31 09:57 | close | 46 | 0.10 | 1.04831 | 0.00000 | 0.00000 | -10.26 | 10273.07 |
99 | 2009.12.31 09:57 | close | 45 | 0.10 | 1.04831 | 0.00000 | 0.00000 | -6.16 | 10266.90 |
100 | 2009.12.31 09:57 | close | 44 | 0.10 | 1.04831 | 0.00000 | 0.00000 | 5.19 | 10272.09 |
101 | 2009.12.31 09:57 | close | 43 | 0.10 | 1.04831 | 0.00000 | 0.00000 | -19.80 | 10252.29 |
102 | 2009.12.31 09:57 | close | 42 | 0.10 | 1.04831 | 0.00000 | 0.00000 | -38.78 | 10213.51 |