Strategy Tester Report
Lock&&PipsingXR_Multi
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=30; 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=3; ga="Профит при котором закроется пачка ордеров=0"; MInProfit=4; н="Пауза между открытием ордеров в минутах=10"; MinTradePause=10; j="Шаг трала одиночного ордера в пунктах=5"; TralStep=5; k="Шаг трала по Эквити счета в валюте депозита=5"; EqvTralStep=2; 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 | 1748.26 | Gross profit | 2685.89 | Gross loss | -937.63 |
Profit factor | 2.86 | Expected payoff | 26.49 | ||
Absolute drawdown | 2267.90 | Maximal drawdown | 3994.06 (34.06%) | Relative drawdown | 34.06% (3994.06) |
Total trades | 66 | Short positions (won %) | 49 (75.51%) | Long positions (won %) | 17 (52.94%) |
Profit trades (% of total) | 46 (69.70%) | Loss trades (% of total) | 20 (30.30%) | ||
Largest | profit trade | 210.76 | loss trade | -160.42 | |
Average | profit trade | 58.39 | loss trade | -46.88 | |
Maximum | consecutive wins (profit in money) | 20 (730.81) | consecutive losses (loss in money) | 6 (-170.19) | |
Maximal | consecutive profit (count of wins) | 1013.85 (6) | consecutive loss (count of losses) | -479.27 (4) | |
Average | consecutive wins | 7 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.18 01:00 | sell | 1 | 0.30 | 1.07012 | 0.00000 | 0.00000 | ||
2 | 2009.12.18 02:15 | sell | 2 | 0.30 | 1.06994 | 0.00000 | 0.00000 | ||
3 | 2009.12.18 03:26 | close | 2 | 0.30 | 1.06656 | 0.00000 | 0.00000 | 95.07 | 10095.07 |
4 | 2009.12.18 03:26 | close | 1 | 0.30 | 1.06656 | 0.00000 | 0.00000 | 100.14 | 10195.21 |
5 | 2009.12.18 03:26 | buy | 3 | 0.31 | 1.06639 | 0.00000 | 0.00000 | ||
6 | 2009.12.18 03:42 | close | 3 | 0.31 | 1.06647 | 0.00000 | 0.00000 | 2.33 | 10197.54 |
7 | 2009.12.18 04:00 | buy | 4 | 0.31 | 1.06738 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 04:17 | close | 4 | 0.31 | 1.06743 | 0.00000 | 0.00000 | 1.45 | 10198.99 |
9 | 2009.12.18 05:00 | sell | 5 | 0.31 | 1.06619 | 0.00000 | 0.00000 | ||
10 | 2009.12.18 06:00 | sell | 6 | 0.31 | 1.06568 | 0.00000 | 0.00000 | ||
11 | 2009.12.18 09:00 | sell | 7 | 0.31 | 1.06824 | 0.00000 | 0.00000 | ||
12 | 2009.12.18 10:00 | sell | 8 | 0.31 | 1.06792 | 0.00000 | 0.00000 | ||
13 | 2009.12.18 11:00 | close | 8 | 0.31 | 1.06685 | 0.00000 | 0.00000 | 31.09 | 10230.08 |
14 | 2009.12.18 11:00 | close | 7 | 0.31 | 1.06685 | 0.00000 | 0.00000 | 40.39 | 10270.47 |
15 | 2009.12.18 11:00 | close | 6 | 0.31 | 1.06685 | 0.00000 | 0.00000 | -34.00 | 10236.47 |
16 | 2009.12.18 11:00 | close | 5 | 0.31 | 1.06685 | 0.00000 | 0.00000 | -19.18 | 10217.29 |
17 | 2009.12.21 00:00 | sell | 9 | 0.31 | 1.06759 | 0.00000 | 0.00000 | ||
18 | 2009.12.21 02:00 | sell | 10 | 0.31 | 1.06748 | 0.00000 | 0.00000 | ||
19 | 2009.12.21 07:02 | sell | 11 | 0.31 | 1.06731 | 0.00000 | 0.00000 | ||
20 | 2009.12.21 08:26 | sell | 12 | 0.31 | 1.06740 | 0.00000 | 0.00000 | ||
21 | 2009.12.21 11:27 | close | 12 | 0.31 | 1.06434 | 0.00000 | 0.00000 | 89.13 | 10306.42 |
22 | 2009.12.21 11:27 | close | 11 | 0.31 | 1.06434 | 0.00000 | 0.00000 | 86.50 | 10392.92 |
23 | 2009.12.21 11:27 | close | 10 | 0.31 | 1.06434 | 0.00000 | 0.00000 | 91.46 | 10484.38 |
24 | 2009.12.21 11:27 | close | 9 | 0.31 | 1.06434 | 0.00000 | 0.00000 | 94.66 | 10579.04 |
25 | 2009.12.22 01:00 | buy | 13 | 0.32 | 1.06206 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 01:17 | close | 13 | 0.32 | 1.06239 | 0.00000 | 0.00000 | 9.94 | 10588.98 |
27 | 2009.12.22 02:00 | sell | 14 | 0.32 | 1.06179 | 0.00000 | 0.00000 | ||
28 | 2009.12.22 03:00 | sell | 15 | 0.32 | 1.06194 | 0.00000 | 0.00000 | ||
29 | 2009.12.22 04:00 | sell | 16 | 0.32 | 1.06225 | 0.00000 | 0.00000 | ||
30 | 2009.12.22 05:00 | sell | 17 | 0.32 | 1.06204 | 0.00000 | 0.00000 | ||
31 | 2009.12.22 06:00 | sell | 18 | 0.32 | 1.06175 | 0.00000 | 0.00000 | ||
32 | 2009.12.22 07:00 | buy | 19 | 0.32 | 1.06193 | 0.00000 | 0.00000 | ||
33 | 2009.12.22 08:22 | close | 19 | 0.32 | 1.05970 | 0.00000 | 0.00000 | -67.34 | 10521.64 |
34 | 2009.12.22 08:22 | close | 18 | 0.32 | 1.06024 | 0.00000 | 0.00000 | 45.57 | 10567.21 |
35 | 2009.12.22 08:22 | close | 17 | 0.32 | 1.06024 | 0.00000 | 0.00000 | 54.33 | 10621.54 |
36 | 2009.12.22 08:22 | close | 16 | 0.32 | 1.06024 | 0.00000 | 0.00000 | 60.67 | 10682.21 |
37 | 2009.12.22 08:22 | close | 15 | 0.32 | 1.06024 | 0.00000 | 0.00000 | 51.31 | 10733.52 |
38 | 2009.12.22 08:22 | close | 14 | 0.32 | 1.06024 | 0.00000 | 0.00000 | 46.78 | 10780.30 |
39 | 2009.12.23 00:00 | buy | 20 | 0.32 | 1.05712 | 0.00000 | 0.00000 | ||
40 | 2009.12.23 02:00 | buy | 21 | 0.32 | 1.05620 | 0.00000 | 0.00000 | ||
41 | 2009.12.23 03:00 | buy | 22 | 0.32 | 1.05640 | 0.00000 | 0.00000 | ||
42 | 2009.12.23 04:00 | close | 22 | 0.32 | 1.05674 | 0.00000 | 0.00000 | 10.30 | 10790.60 |
43 | 2009.12.23 04:00 | close | 21 | 0.32 | 1.05674 | 0.00000 | 0.00000 | 16.35 | 10806.95 |
44 | 2009.12.23 04:00 | close | 20 | 0.32 | 1.05674 | 0.00000 | 0.00000 | -11.51 | 10795.44 |
45 | 2009.12.23 04:00 | sell | 23 | 0.32 | 1.05674 | 0.00000 | 0.00000 | ||
46 | 2009.12.23 06:00 | sell | 24 | 0.32 | 1.05724 | 0.00000 | 0.00000 | ||
47 | 2009.12.23 07:00 | close | 24 | 0.32 | 1.05683 | 0.00000 | 0.00000 | 12.41 | 10807.85 |
48 | 2009.12.23 07:00 | close | 23 | 0.32 | 1.05683 | 0.00000 | 0.00000 | -2.73 | 10805.12 |
49 | 2009.12.23 07:00 | sell | 25 | 0.32 | 1.05629 | 0.00000 | 0.00000 | ||
50 | 2009.12.23 08:00 | sell | 26 | 0.32 | 1.05614 | 0.00000 | 0.00000 | ||
51 | 2009.12.23 10:07 | sell | 27 | 0.32 | 1.05584 | 0.00000 | 0.00000 | ||
52 | 2009.12.23 11:02 | sell | 28 | 0.32 | 1.05655 | 0.00000 | 0.00000 | ||
53 | 2009.12.23 12:17 | close | 28 | 0.32 | 1.05477 | 0.00000 | 0.00000 | 54.00 | 10859.12 |
54 | 2009.12.23 12:17 | close | 27 | 0.32 | 1.05477 | 0.00000 | 0.00000 | 32.46 | 10891.58 |
55 | 2009.12.23 12:17 | close | 26 | 0.32 | 1.05477 | 0.00000 | 0.00000 | 41.56 | 10933.14 |
56 | 2009.12.23 12:17 | close | 25 | 0.32 | 1.05477 | 0.00000 | 0.00000 | 46.11 | 10979.25 |
57 | 2009.12.24 02:00 | sell | 29 | 0.33 | 1.04906 | 0.00000 | 0.00000 | ||
58 | 2009.12.24 05:15 | sell | 30 | 0.33 | 1.04870 | 0.00000 | 0.00000 | ||
59 | 2009.12.24 06:00 | sell | 31 | 0.33 | 1.04894 | 0.00000 | 0.00000 | ||
60 | 2009.12.24 07:00 | sell | 32 | 0.33 | 1.04868 | 0.00000 | 0.00000 | ||
61 | 2009.12.24 09:15 | sell | 33 | 0.33 | 1.04856 | 0.00000 | 0.00000 | ||
62 | 2009.12.24 10:52 | close | 33 | 0.33 | 1.04749 | 0.00000 | 0.00000 | 33.71 | 11012.96 |
63 | 2009.12.24 10:52 | close | 32 | 0.33 | 1.04749 | 0.00000 | 0.00000 | 37.49 | 11050.45 |
64 | 2009.12.24 10:52 | close | 31 | 0.33 | 1.04749 | 0.00000 | 0.00000 | 45.68 | 11096.13 |
65 | 2009.12.24 10:52 | close | 30 | 0.33 | 1.04749 | 0.00000 | 0.00000 | 38.12 | 11134.25 |
66 | 2009.12.24 10:52 | close | 29 | 0.33 | 1.04749 | 0.00000 | 0.00000 | 49.46 | 11183.71 |
67 | 2009.12.28 00:00 | buy | 34 | 0.34 | 1.04838 | 0.00000 | 0.00000 | ||
68 | 2009.12.28 00:20 | close | 34 | 0.34 | 1.04840 | 0.00000 | 0.00000 | 0.65 | 11184.36 |
69 | 2009.12.28 01:00 | sell | 35 | 0.34 | 1.04817 | 0.00000 | 0.00000 | ||
70 | 2009.12.28 03:00 | sell | 36 | 0.34 | 1.04765 | 0.00000 | 0.00000 | ||
71 | 2009.12.28 08:20 | sell | 37 | 0.34 | 1.04772 | 0.00000 | 0.00000 | ||
72 | 2009.12.28 10:00 | sell | 38 | 0.34 | 1.04809 | 0.00000 | 0.00000 | ||
73 | 2009.12.28 11:00 | sell | 39 | 0.34 | 1.04840 | 0.00000 | 0.00000 | ||
74 | 2009.12.28 12:00 | sell | 40 | 0.34 | 1.04835 | 0.00000 | 0.00000 | ||
75 | 2009.12.28 13:00 | sell | 41 | 0.34 | 1.04765 | 0.00000 | 0.00000 | ||
76 | 2009.12.28 13:57 | close | 41 | 0.34 | 1.04744 | 0.00000 | 0.00000 | 6.82 | 11191.18 |
77 | 2009.12.28 13:57 | close | 40 | 0.34 | 1.04744 | 0.00000 | 0.00000 | 29.54 | 11220.72 |
78 | 2009.12.28 13:57 | close | 39 | 0.34 | 1.04744 | 0.00000 | 0.00000 | 31.16 | 11251.88 |
79 | 2009.12.28 13:57 | close | 38 | 0.34 | 1.04744 | 0.00000 | 0.00000 | 21.10 | 11272.98 |
80 | 2009.12.28 13:57 | close | 37 | 0.34 | 1.04744 | 0.00000 | 0.00000 | 9.09 | 11282.07 |
81 | 2009.12.28 13:57 | close | 36 | 0.34 | 1.04744 | 0.00000 | 0.00000 | 6.82 | 11288.89 |
82 | 2009.12.28 13:57 | close | 35 | 0.34 | 1.04744 | 0.00000 | 0.00000 | 23.70 | 11312.59 |
83 | 2009.12.29 00:00 | buy | 42 | 0.34 | 1.04355 | 0.00000 | 0.00000 | ||
84 | 2009.12.29 01:00 | buy | 43 | 0.34 | 1.04330 | 0.00000 | 0.00000 | ||
85 | 2009.12.29 03:02 | buy | 44 | 0.34 | 1.04360 | 0.00000 | 0.00000 | ||
86 | 2009.12.29 04:46 | buy | 45 | 0.34 | 1.04399 | 0.00000 | 0.00000 | ||
87 | 2009.12.29 06:00 | buy | 46 | 0.34 | 1.04394 | 0.00000 | 0.00000 | ||
88 | 2009.12.29 07:15 | buy | 47 | 0.34 | 1.04388 | 0.00000 | 0.00000 | ||
89 | 2009.12.29 11:00 | buy | 48 | 0.34 | 1.04104 | 0.00000 | 0.00000 | ||
90 | 2009.12.29 12:00 | buy | 49 | 0.34 | 1.04104 | 0.00000 | 0.00000 | ||
91 | 2009.12.29 16:00 | buy | 50 | 0.34 | 1.03959 | 0.00000 | 0.00000 | ||
92 | 2009.12.29 17:27 | close | 50 | 0.34 | 1.04284 | 0.00000 | 0.00000 | 105.96 | 11418.55 |
93 | 2009.12.29 17:27 | close | 49 | 0.34 | 1.04284 | 0.00000 | 0.00000 | 58.69 | 11477.24 |
94 | 2009.12.29 17:27 | close | 48 | 0.34 | 1.04284 | 0.00000 | 0.00000 | 58.69 | 11535.93 |
95 | 2009.12.29 17:27 | close | 47 | 0.34 | 1.04284 | 0.00000 | 0.00000 | -33.91 | 11502.02 |
96 | 2009.12.29 17:27 | close | 46 | 0.34 | 1.04284 | 0.00000 | 0.00000 | -35.86 | 11466.16 |
97 | 2009.12.29 17:27 | close | 45 | 0.34 | 1.04284 | 0.00000 | 0.00000 | -37.49 | 11428.67 |
98 | 2009.12.29 17:27 | close | 44 | 0.34 | 1.04284 | 0.00000 | 0.00000 | -24.78 | 11403.89 |
99 | 2009.12.29 17:27 | close | 43 | 0.34 | 1.04284 | 0.00000 | 0.00000 | -15.00 | 11388.89 |
100 | 2009.12.29 17:27 | close | 42 | 0.34 | 1.04284 | 0.00000 | 0.00000 | -23.15 | 11365.74 |
101 | 2009.12.30 00:00 | sell | 51 | 0.34 | 1.04388 | 0.00000 | 0.00000 | ||
102 | 2009.12.30 01:00 | sell | 52 | 0.34 | 1.04426 | 0.00000 | 0.00000 | ||
103 | 2009.12.30 03:00 | sell | 53 | 0.34 | 1.04614 | 0.00000 | 0.00000 | ||
104 | 2009.12.30 04:00 | sell | 54 | 0.34 | 1.04625 | 0.00000 | 0.00000 | ||
105 | 2009.12.30 08:00 | sell | 55 | 0.34 | 1.04887 | 0.00000 | 0.00000 | ||
106 | 2009.12.30 10:00 | sell | 56 | 0.34 | 1.04768 | 0.00000 | 0.00000 | ||
107 | 2009.12.30 11:00 | sell | 57 | 0.34 | 1.04725 | 0.00000 | 0.00000 | ||
108 | 2009.12.30 12:00 | sell | 58 | 0.34 | 1.04725 | 0.00000 | 0.00000 | ||
109 | 2009.12.30 14:00 | sell | 59 | 0.34 | 1.04861 | 0.00000 | 0.00000 | ||
110 | 2009.12.30 15:00 | sell | 60 | 0.34 | 1.04862 | 0.00000 | 0.00000 | ||
111 | 2009.12.30 17:00 | sell | 61 | 0.34 | 1.05062 | 0.00000 | 0.00000 | ||
112 | 2009.12.30 22:00 | sell | 62 | 0.34 | 1.05533 | 0.00000 | 0.00000 | ||
113 | 2009.12.30 23:00 | sell | 63 | 0.34 | 1.05507 | 0.00000 | 0.00000 | ||
114 | 2009.12.31 00:00 | sell | 64 | 0.34 | 1.05498 | 0.00000 | 0.00000 | ||
115 | 2009.12.31 01:00 | sell | 65 | 0.34 | 1.05476 | 0.00000 | 0.00000 | ||
116 | 2009.12.31 07:00 | sell | 66 | 0.34 | 1.05343 | 0.00000 | 0.00000 | ||
117 | 2009.12.31 09:57 | close | 66 | 0.34 | 1.04881 | 0.00000 | 0.00000 | 149.77 | 11515.51 |
118 | 2009.12.31 09:57 | close | 65 | 0.34 | 1.04881 | 0.00000 | 0.00000 | 192.89 | 11708.40 |
119 | 2009.12.31 09:57 | close | 64 | 0.34 | 1.04881 | 0.00000 | 0.00000 | 200.02 | 11908.42 |
120 | 2009.12.31 09:57 | close | 63 | 0.34 | 1.04881 | 0.00000 | 0.00000 | 202.33 | 12110.75 |
121 | 2009.12.31 09:57 | close | 62 | 0.34 | 1.04881 | 0.00000 | 0.00000 | 210.76 | 12321.51 |
122 | 2009.12.31 09:57 | close | 61 | 0.34 | 1.04881 | 0.00000 | 0.00000 | 58.08 | 12379.59 |
123 | 2009.12.31 09:57 | close | 60 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -6.76 | 12372.83 |
124 | 2009.12.31 09:57 | close | 59 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -7.08 | 12365.75 |
125 | 2009.12.31 09:57 | close | 58 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -51.17 | 12314.58 |
126 | 2009.12.31 09:57 | close | 57 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -51.17 | 12263.41 |
127 | 2009.12.31 09:57 | close | 56 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -37.23 | 12226.18 |
128 | 2009.12.31 09:57 | close | 55 | 0.34 | 1.04881 | 0.00000 | 0.00000 | 1.35 | 12227.53 |
129 | 2009.12.31 09:57 | close | 54 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -83.59 | 12143.94 |
130 | 2009.12.31 09:57 | close | 53 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -87.16 | 12056.78 |
131 | 2009.12.31 09:57 | close | 52 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -148.10 | 11908.68 |
132 | 2009.12.31 09:57 | close | 51 | 0.34 | 1.04881 | 0.00000 | 0.00000 | -160.42 | 11748.26 |