Strategy Tester Report
Lock&&PipsingXR_V1
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=15; 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; f="Значение на которое будет увеличиваться лот=0,01"; LotsIncrementValue=0.01; g="Разрешение на автоопределение лота"; AutoLot=true; h="Процент риска на одну сделку"; Risk=10; ga="Профит при котором закроется пачка ордеров=0"; MInProfit=0; 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=5; l="РАЗРЕШЕНИЯ И ФЛАГИ"; m="Разрешение на ограничение торговли по времени"; TradeOfTime=false; n="Час начала торговли"; StartTradeHour=0; o="Час конца торговли"; EndTradeHour=9; p="Разрешение на вывод информации в основное окно"; ShowComment=true; r="Разрешение на работу с недостаточной маржой"; MargineVarning=true; SecurityCode=0; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10047.40 | Gross profit | 1601.20 | Gross loss | -11648.60 |
Profit factor | 0.14 | Expected payoff | -478.45 | ||
Absolute drawdown | 10047.40 | Maximal drawdown | 11224.35 (100.42%) | Relative drawdown | 100.42% (11224.35) |
Total trades | 21 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 17 (52.94%) |
Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
Largest | profit trade | 396.88 | loss trade | -4399.22 | |
Average | profit trade | 123.17 | loss trade | -1456.08 | |
Maximum | consecutive wins (profit in money) | 6 (253.51) | consecutive losses (loss in money) | 4 (-11023.06) | |
Maximal | consecutive profit (count of wins) | 860.90 (3) | consecutive loss (count of losses) | -11023.06 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 17:00 | buy | 1 | 2.00 | 1.18736 | 0.00000 | 0.00000 | ||
2 | 2009.01.05 17:07 | close | 1 | 2.00 | 1.18660 | 0.00000 | 0.00000 | -128.10 | 9871.90 |
3 | 2009.01.05 18:00 | sell | 2 | 1.98 | 1.19170 | 0.00000 | 0.00000 | ||
4 | 2009.01.05 18:10 | close | 2 | 1.98 | 1.19166 | 0.00000 | 0.00000 | 6.65 | 9878.55 |
5 | 2009.01.05 19:00 | buy | 3 | 1.98 | 1.19146 | 0.00000 | 0.00000 | ||
6 | 2009.01.05 20:00 | buy | 4 | 2.97 | 1.18826 | 0.00000 | 0.00000 | ||
7 | 2009.01.05 21:00 | buy | 5 | 1.98 | 1.18946 | 0.00000 | 0.00000 | ||
8 | 2009.01.05 22:00 | close | 5 | 1.98 | 1.18985 | 0.00000 | 0.00000 | 64.90 | 9943.45 |
9 | 2009.01.05 22:00 | close | 4 | 2.97 | 1.18985 | 0.00000 | 0.00000 | 396.88 | 10340.33 |
10 | 2009.01.05 22:00 | close | 3 | 1.98 | 1.18985 | 0.00000 | 0.00000 | -267.92 | 10072.41 |
11 | 2009.01.05 22:00 | buy | 6 | 2.02 | 1.19001 | 0.00000 | 0.00000 | ||
12 | 2009.01.05 23:00 | buy | 7 | 2.02 | 1.18901 | 0.00000 | 0.00000 | ||
13 | 2009.01.06 00:00 | close | 7 | 2.02 | 1.19093 | 0.00000 | 0.00000 | 324.64 | 10397.05 |
14 | 2009.01.06 00:00 | close | 6 | 2.02 | 1.19093 | 0.00000 | 0.00000 | 155.03 | 10552.08 |
15 | 2009.01.06 00:00 | buy | 8 | 2.12 | 1.19109 | 0.00000 | 0.00000 | ||
16 | 2009.01.06 01:00 | buy | 9 | 2.12 | 1.18791 | 0.00000 | 0.00000 | ||
17 | 2009.01.06 02:00 | close | 9 | 2.12 | 1.19005 | 0.00000 | 0.00000 | 381.23 | 10933.31 |
18 | 2009.01.06 02:00 | close | 8 | 2.12 | 1.19005 | 0.00000 | 0.00000 | -185.27 | 10748.04 |
19 | 2009.01.06 02:00 | buy | 10 | 2.14 | 1.19021 | 0.00000 | 0.00000 | ||
20 | 2009.01.06 02:06 | close | 10 | 2.14 | 1.19050 | 0.00000 | 0.00000 | 52.13 | 10800.17 |
21 | 2009.01.06 03:00 | buy | 11 | 3.24 | 1.19141 | 0.00000 | 0.00000 | ||
22 | 2009.01.06 03:05 | close | 11 | 3.24 | 1.19156 | 0.00000 | 0.00000 | 40.79 | 10840.96 |
23 | 2009.01.06 04:00 | sell | 12 | 2.16 | 1.19208 | 0.00000 | 0.00000 | ||
24 | 2009.01.06 04:22 | close | 12 | 2.16 | 1.19198 | 0.00000 | 0.00000 | 18.12 | 10859.08 |
25 | 2009.01.06 05:00 | buy | 13 | 2.18 | 1.18981 | 0.00000 | 0.00000 | ||
26 | 2009.01.06 05:12 | close | 13 | 2.18 | 1.19002 | 0.00000 | 0.00000 | 38.47 | 10897.55 |
27 | 2009.01.06 06:00 | sell | 14 | 2.18 | 1.19410 | 0.00000 | 0.00000 | ||
28 | 2009.01.06 07:00 | sell | 15 | 2.18 | 1.19570 | 0.00000 | 0.00000 | ||
29 | 2009.01.06 07:12 | close | 15 | 2.18 | 1.19531 | 0.00000 | 0.00000 | 71.13 | 10968.68 |
30 | 2009.01.06 07:22 | close | 14 | 2.18 | 1.19392 | 0.00000 | 0.00000 | 32.87 | 11001.55 |
31 | 2009.01.06 08:00 | buy | 16 | 3.30 | 1.19341 | 0.00000 | 0.00000 | ||
32 | 2009.01.06 08:17 | close | 16 | 3.30 | 1.19325 | 0.00000 | 0.00000 | -44.25 | 10957.30 |
33 | 2009.01.06 09:00 | buy | 17 | 4.40 | 1.19789 | 0.00000 | 0.00000 | ||
34 | 2009.01.06 09:17 | close | 17 | 4.40 | 1.19794 | 0.00000 | 0.00000 | 18.36 | 10975.66 |
35 | 2009.01.06 10:00 | buy | 18 | 5.50 | 1.19721 | 0.00000 | 0.00000 | ||
36 | 2009.01.06 11:00 | buy | 19 | 6.60 | 1.18956 | 0.00000 | 0.00000 | ||
37 | 2009.01.06 12:00 | buy | 20 | 7.70 | 1.19225 | 0.00000 | 0.00000 | ||
38 | 2009.01.06 13:00 | buy | 21 | 8.80 | 1.19129 | 0.00000 | 0.00000 | ||
39 | 2009.01.06 13:10 | close at stop | 21 | 8.80 | 1.18771 | 0.00000 | 0.00000 | -2652.50 | 8323.16 |
40 | 2009.01.06 13:10 | close at stop | 20 | 7.70 | 1.18771 | 0.00000 | 0.00000 | -2943.31 | 5379.85 |
41 | 2009.01.06 13:10 | close at stop | 19 | 6.60 | 1.18771 | 0.00000 | 0.00000 | -1028.03 | 4351.82 |
42 | 2009.01.06 13:10 | close at stop | 18 | 5.50 | 1.18771 | 0.00000 | 0.00000 | -4399.22 | -47.40 |