Strategy Tester Report
Lock&&PipsingXR_V2_77_Engl_Serv22
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="KEY PARAMETERS OF THE ADVISER"; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=1; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=15; m="Permission to restrict trade in time"; TradeTime=true; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=false; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10048.12 | Gross profit | 1769.68 | Gross loss | -11817.81 |
Profit factor | 0.15 | Expected payoff | -128.82 | ||
Absolute drawdown | 10048.12 | Maximal drawdown | 11295.55 (100.43%) | Relative drawdown | 100.43% (11295.55) |
Total trades | 78 | Short positions (won %) | 67 (49.25%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 43 (55.13%) | Loss trades (% of total) | 35 (44.87%) | ||
Largest | profit trade | 158.89 | loss trade | -901.93 | |
Average | profit trade | 41.16 | loss trade | -337.65 | |
Maximum | consecutive wins (profit in money) | 10 (338.86) | consecutive losses (loss in money) | 20 (-11057.41) | |
Maximal | consecutive profit (count of wins) | 535.08 (6) | consecutive loss (count of losses) | -11057.41 (20) | |
Average | consecutive wins | 5 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 20:00 | sell | 1 | 0.30 | 1.18810 | 0.00000 | 0.00000 | ||
2 | 2009.01.05 21:00 | sell | 2 | 0.30 | 1.18930 | 0.00000 | 0.00000 | ||
3 | 2009.01.05 22:00 | sell | 3 | 0.30 | 1.18985 | 0.00000 | 0.00000 | ||
4 | 2009.01.05 22:27 | close | 1 | 0.30 | 1.18876 | 0.00000 | 0.00000 | -16.66 | 9983.34 |
5 | 2009.01.05 22:27 | close | 2 | 0.30 | 1.18876 | 0.00000 | 0.00000 | 13.63 | 9996.97 |
6 | 2009.01.05 22:27 | close | 3 | 0.30 | 1.18876 | 0.00000 | 0.00000 | 27.51 | 10024.48 |
7 | 2009.01.05 23:00 | buy | 4 | 0.30 | 1.18974 | 0.00000 | 0.00000 | ||
8 | 2009.01.05 23:45 | close | 4 | 0.30 | 1.19126 | 0.00000 | 0.00000 | 38.28 | 10062.76 |
9 | 2009.01.06 00:00 | sell | 5 | 0.30 | 1.19093 | 0.00000 | 0.00000 | ||
10 | 2009.01.06 00:27 | close | 5 | 0.30 | 1.19046 | 0.00000 | 0.00000 | 11.84 | 10074.60 |
11 | 2009.01.06 01:00 | sell | 6 | 0.30 | 1.18775 | 0.00000 | 0.00000 | ||
12 | 2009.01.06 02:00 | sell | 7 | 0.30 | 1.19005 | 0.00000 | 0.00000 | ||
13 | 2009.01.06 03:00 | sell | 8 | 0.30 | 1.19125 | 0.00000 | 0.00000 | ||
14 | 2009.01.06 04:00 | sell | 9 | 0.30 | 1.19208 | 0.00000 | 0.00000 | ||
15 | 2009.01.06 05:00 | sell | 10 | 0.30 | 1.18965 | 0.00000 | 0.00000 | ||
16 | 2009.01.06 06:00 | sell | 11 | 0.30 | 1.19410 | 0.00000 | 0.00000 | ||
17 | 2009.01.06 07:00 | sell | 12 | 0.30 | 1.19570 | 0.00000 | 0.00000 | ||
18 | 2009.01.06 08:00 | sell | 13 | 0.30 | 1.19325 | 0.00000 | 0.00000 | ||
19 | 2009.01.06 09:00 | sell | 14 | 0.30 | 1.19773 | 0.00000 | 0.00000 | ||
20 | 2009.01.06 10:00 | sell | 15 | 0.30 | 1.19705 | 0.00000 | 0.00000 | ||
21 | 2009.01.06 10:57 | close | 6 | 0.30 | 1.19142 | 0.00000 | 0.00000 | -92.41 | 9982.19 |
22 | 2009.01.06 10:57 | close | 7 | 0.30 | 1.19142 | 0.00000 | 0.00000 | -34.50 | 9947.69 |
23 | 2009.01.06 10:57 | close | 8 | 0.30 | 1.19142 | 0.00000 | 0.00000 | -4.28 | 9943.41 |
24 | 2009.01.06 10:57 | close | 9 | 0.30 | 1.19142 | 0.00000 | 0.00000 | 16.62 | 9960.03 |
25 | 2009.01.06 10:57 | close | 10 | 0.30 | 1.19142 | 0.00000 | 0.00000 | -44.57 | 9915.46 |
26 | 2009.01.06 10:57 | close | 11 | 0.30 | 1.19142 | 0.00000 | 0.00000 | 67.48 | 9982.94 |
27 | 2009.01.06 10:57 | close | 12 | 0.30 | 1.19142 | 0.00000 | 0.00000 | 107.77 | 10090.71 |
28 | 2009.01.06 10:57 | close | 13 | 0.30 | 1.19142 | 0.00000 | 0.00000 | 46.08 | 10136.79 |
29 | 2009.01.06 10:57 | close | 14 | 0.30 | 1.19142 | 0.00000 | 0.00000 | 158.89 | 10295.68 |
30 | 2009.01.06 10:57 | close | 15 | 0.30 | 1.19142 | 0.00000 | 0.00000 | 141.76 | 10437.44 |
31 | 2009.01.06 20:00 | sell | 16 | 0.31 | 1.18365 | 0.00000 | 0.00000 | ||
32 | 2009.01.06 20:43 | close | 16 | 0.31 | 1.18315 | 0.00000 | 0.00000 | 13.10 | 10450.54 |
33 | 2009.01.06 21:00 | sell | 17 | 0.31 | 1.17950 | 0.00000 | 0.00000 | ||
34 | 2009.01.06 22:00 | sell | 18 | 0.31 | 1.18250 | 0.00000 | 0.00000 | ||
35 | 2009.01.06 23:00 | sell | 19 | 0.31 | 1.18350 | 0.00000 | 0.00000 | ||
36 | 2009.01.07 00:00 | sell | 20 | 0.31 | 1.18410 | 0.00000 | 0.00000 | ||
37 | 2009.01.07 02:00 | sell | 21 | 0.31 | 1.18510 | 0.00000 | 0.00000 | ||
38 | 2009.01.07 04:00 | sell | 22 | 0.31 | 1.18550 | 0.00000 | 0.00000 | ||
39 | 2009.01.07 05:00 | sell | 23 | 0.31 | 1.18330 | 0.00000 | 0.00000 | ||
40 | 2009.01.07 06:00 | sell | 24 | 0.31 | 1.18390 | 0.00000 | 0.00000 | ||
41 | 2009.01.07 07:00 | sell | 25 | 0.31 | 1.18450 | 0.00000 | 0.00000 | ||
42 | 2009.01.07 08:57 | close | 17 | 0.31 | 1.18301 | 0.00000 | 0.00000 | -92.10 | 10358.44 |
43 | 2009.01.07 08:57 | close | 18 | 0.31 | 1.18301 | 0.00000 | 0.00000 | -13.48 | 10344.97 |
44 | 2009.01.07 08:57 | close | 19 | 0.31 | 1.18301 | 0.00000 | 0.00000 | 12.72 | 10357.69 |
45 | 2009.01.07 08:57 | close | 20 | 0.31 | 1.18301 | 0.00000 | 0.00000 | 28.56 | 10386.25 |
46 | 2009.01.07 08:57 | close | 21 | 0.31 | 1.18301 | 0.00000 | 0.00000 | 54.77 | 10441.02 |
47 | 2009.01.07 08:57 | close | 22 | 0.31 | 1.18301 | 0.00000 | 0.00000 | 65.25 | 10506.27 |
48 | 2009.01.07 08:57 | close | 23 | 0.31 | 1.18301 | 0.00000 | 0.00000 | 7.60 | 10513.87 |
49 | 2009.01.07 08:57 | close | 24 | 0.31 | 1.18301 | 0.00000 | 0.00000 | 23.32 | 10537.19 |
50 | 2009.01.07 08:57 | close | 25 | 0.31 | 1.18301 | 0.00000 | 0.00000 | 39.04 | 10576.23 |
51 | 2009.01.07 20:00 | buy | 26 | 0.32 | 1.19179 | 0.00000 | 0.00000 | ||
52 | 2009.01.07 20:26 | close | 26 | 0.32 | 1.19395 | 0.00000 | 0.00000 | 57.89 | 10634.12 |
53 | 2009.01.07 21:00 | buy | 27 | 0.32 | 1.19729 | 0.00000 | 0.00000 | ||
54 | 2009.01.07 21:27 | close | 27 | 0.32 | 1.19844 | 0.00000 | 0.00000 | 30.71 | 10664.83 |
55 | 2009.01.07 22:00 | sell | 28 | 0.32 | 1.19650 | 0.00000 | 0.00000 | ||
56 | 2009.01.07 22:27 | close | 28 | 0.32 | 1.19579 | 0.00000 | 0.00000 | 19.00 | 10683.83 |
57 | 2009.01.07 23:00 | sell | 29 | 0.32 | 1.19410 | 0.00000 | 0.00000 | ||
58 | 2009.01.08 00:00 | sell | 30 | 0.32 | 1.19350 | 0.00000 | 0.00000 | ||
59 | 2009.01.08 01:00 | sell | 31 | 0.32 | 1.19610 | 0.00000 | 0.00000 | ||
60 | 2009.01.08 02:00 | sell | 32 | 0.32 | 1.19802 | 0.00000 | 0.00000 | ||
61 | 2009.01.08 03:00 | sell | 33 | 0.32 | 1.19710 | 0.00000 | 0.00000 | ||
62 | 2009.01.08 04:00 | sell | 34 | 0.32 | 1.19843 | 0.00000 | 0.00000 | ||
63 | 2009.01.08 05:00 | sell | 35 | 0.32 | 1.19712 | 0.00000 | 0.00000 | ||
64 | 2009.01.08 06:00 | sell | 36 | 0.32 | 1.19550 | 0.00000 | 0.00000 | ||
65 | 2009.01.08 06:10 | close | 29 | 0.32 | 1.19602 | 0.00000 | 0.00000 | -51.73 | 10632.11 |
66 | 2009.01.08 06:10 | close | 30 | 0.32 | 1.19602 | 0.00000 | 0.00000 | -67.42 | 10564.69 |
67 | 2009.01.08 06:10 | close | 31 | 0.32 | 1.19602 | 0.00000 | 0.00000 | 2.14 | 10566.83 |
68 | 2009.01.08 06:10 | close | 32 | 0.32 | 1.19602 | 0.00000 | 0.00000 | 53.51 | 10620.34 |
69 | 2009.01.08 06:10 | close | 33 | 0.32 | 1.19602 | 0.00000 | 0.00000 | 28.90 | 10649.24 |
70 | 2009.01.08 06:10 | close | 34 | 0.32 | 1.19602 | 0.00000 | 0.00000 | 64.48 | 10713.72 |
71 | 2009.01.08 06:10 | close | 35 | 0.32 | 1.19602 | 0.00000 | 0.00000 | 29.43 | 10743.15 |
72 | 2009.01.08 06:10 | close | 36 | 0.32 | 1.19602 | 0.00000 | 0.00000 | -13.91 | 10729.24 |
73 | 2009.01.08 07:00 | sell | 37 | 0.32 | 1.19572 | 0.00000 | 0.00000 | ||
74 | 2009.01.08 08:10 | sell | 38 | 0.32 | 1.19499 | 0.00000 | 0.00000 | ||
75 | 2009.01.08 09:00 | sell | 39 | 0.32 | 1.20273 | 0.00000 | 0.00000 | ||
76 | 2009.01.08 10:00 | sell | 40 | 0.32 | 1.20538 | 0.00000 | 0.00000 | ||
77 | 2009.01.08 11:00 | sell | 41 | 0.32 | 1.20180 | 0.00000 | 0.00000 | ||
78 | 2009.01.08 12:00 | sell | 42 | 0.32 | 1.20430 | 0.00000 | 0.00000 | ||
79 | 2009.01.08 13:00 | sell | 43 | 0.32 | 1.20243 | 0.00000 | 0.00000 | ||
80 | 2009.01.08 13:22 | close | 37 | 0.32 | 1.20087 | 0.00000 | 0.00000 | -137.23 | 10592.01 |
81 | 2009.01.08 13:22 | close | 38 | 0.32 | 1.20087 | 0.00000 | 0.00000 | -156.69 | 10435.32 |
82 | 2009.01.08 13:22 | close | 39 | 0.32 | 1.20087 | 0.00000 | 0.00000 | 49.56 | 10484.88 |
83 | 2009.01.08 13:22 | close | 40 | 0.32 | 1.20087 | 0.00000 | 0.00000 | 120.18 | 10605.06 |
84 | 2009.01.08 13:22 | close | 41 | 0.32 | 1.20087 | 0.00000 | 0.00000 | 24.78 | 10629.84 |
85 | 2009.01.08 13:22 | close | 42 | 0.32 | 1.20087 | 0.00000 | 0.00000 | 91.40 | 10721.24 |
86 | 2009.01.08 13:22 | close | 43 | 0.32 | 1.20087 | 0.00000 | 0.00000 | 41.57 | 10762.81 |
87 | 2009.01.08 20:00 | sell | 44 | 0.32 | 1.18377 | 0.00000 | 0.00000 | ||
88 | 2009.01.08 20:40 | close | 44 | 0.32 | 1.18246 | 0.00000 | 0.00000 | 35.45 | 10798.26 |
89 | 2009.01.08 21:00 | buy | 45 | 0.32 | 1.18229 | 0.00000 | 0.00000 | ||
90 | 2009.01.08 22:00 | buy | 46 | 0.32 | 1.17935 | 0.00000 | 0.00000 | ||
91 | 2009.01.08 23:00 | buy | 47 | 0.32 | 1.18051 | 0.00000 | 0.00000 | ||
92 | 2009.01.09 00:00 | buy | 48 | 0.32 | 1.18039 | 0.00000 | 0.00000 | ||
93 | 2009.01.09 00:57 | close | 45 | 0.32 | 1.18161 | 0.00000 | 0.00000 | -18.72 | 10779.54 |
94 | 2009.01.09 00:57 | close | 46 | 0.32 | 1.18161 | 0.00000 | 0.00000 | 60.90 | 10840.45 |
95 | 2009.01.09 00:57 | close | 47 | 0.32 | 1.18161 | 0.00000 | 0.00000 | 29.49 | 10869.94 |
96 | 2009.01.09 00:57 | close | 48 | 0.32 | 1.18161 | 0.00000 | 0.00000 | 33.04 | 10902.98 |
97 | 2009.01.09 01:00 | buy | 49 | 0.33 | 1.18189 | 0.00000 | 0.00000 | ||
98 | 2009.01.09 02:00 | close | 49 | 0.33 | 1.18300 | 0.00000 | 0.00000 | 30.96 | 10933.94 |
99 | 2009.01.09 02:00 | buy | 50 | 0.33 | 1.18389 | 0.00000 | 0.00000 | ||
100 | 2009.01.09 02:20 | close | 50 | 0.33 | 1.18400 | 0.00000 | 0.00000 | 3.07 | 10937.01 |
101 | 2009.01.09 03:00 | buy | 51 | 0.33 | 1.18504 | 0.00000 | 0.00000 | ||
102 | 2009.01.09 04:00 | buy | 52 | 0.33 | 1.18437 | 0.00000 | 0.00000 | ||
103 | 2009.01.09 04:45 | close | 51 | 0.33 | 1.18518 | 0.00000 | 0.00000 | 3.90 | 10940.91 |
104 | 2009.01.09 04:45 | close | 52 | 0.33 | 1.18518 | 0.00000 | 0.00000 | 22.55 | 10963.46 |
105 | 2009.01.09 05:00 | sell | 53 | 0.33 | 1.18480 | 0.00000 | 0.00000 | ||
106 | 2009.01.09 06:00 | sell | 54 | 0.33 | 1.18460 | 0.00000 | 0.00000 | ||
107 | 2009.01.09 07:00 | sell | 55 | 0.33 | 1.18579 | 0.00000 | 0.00000 | ||
108 | 2009.01.09 08:00 | sell | 56 | 0.33 | 1.18540 | 0.00000 | 0.00000 | ||
109 | 2009.01.09 08:22 | close | 53 | 0.33 | 1.18500 | 0.00000 | 0.00000 | -5.57 | 10957.89 |
110 | 2009.01.09 08:22 | close | 54 | 0.33 | 1.18500 | 0.00000 | 0.00000 | -11.14 | 10946.75 |
111 | 2009.01.09 08:22 | close | 55 | 0.33 | 1.18500 | 0.00000 | 0.00000 | 22.00 | 10968.75 |
112 | 2009.01.09 08:22 | close | 56 | 0.33 | 1.18500 | 0.00000 | 0.00000 | 11.14 | 10979.89 |
113 | 2009.01.12 02:00 | sell | 57 | 0.33 | 1.19069 | 0.00000 | 0.00000 | ||
114 | 2009.01.12 03:02 | sell | 58 | 0.33 | 1.18993 | 0.00000 | 0.00000 | ||
115 | 2009.01.12 03:27 | close | 57 | 0.33 | 1.18978 | 0.00000 | 0.00000 | 25.24 | 11005.13 |
116 | 2009.01.12 03:27 | close | 58 | 0.33 | 1.18978 | 0.00000 | 0.00000 | 4.16 | 11009.29 |
117 | 2009.01.12 04:00 | sell | 59 | 0.33 | 1.18845 | 0.00000 | 0.00000 | ||
118 | 2009.01.12 05:00 | sell | 60 | 0.33 | 1.19087 | 0.00000 | 0.00000 | ||
119 | 2009.01.12 06:00 | sell | 61 | 0.33 | 1.19314 | 0.00000 | 0.00000 | ||
120 | 2009.01.12 07:00 | sell | 62 | 0.33 | 1.19100 | 0.00000 | 0.00000 | ||
121 | 2009.01.12 08:00 | sell | 63 | 0.33 | 1.19242 | 0.00000 | 0.00000 | ||
122 | 2009.01.12 09:00 | sell | 64 | 0.33 | 1.19342 | 0.00000 | 0.00000 | ||
123 | 2009.01.12 10:00 | sell | 65 | 0.33 | 1.19738 | 0.00000 | 0.00000 | ||
124 | 2009.01.12 11:00 | sell | 66 | 0.33 | 1.19544 | 0.00000 | 0.00000 | ||
125 | 2009.01.12 12:00 | sell | 67 | 0.33 | 1.19392 | 0.00000 | 0.00000 | ||
126 | 2009.01.12 13:00 | sell | 68 | 0.33 | 1.19788 | 0.00000 | 0.00000 | ||
127 | 2009.01.12 15:00 | sell | 69 | 0.33 | 1.19403 | 0.00000 | 0.00000 | ||
128 | 2009.01.12 16:00 | sell | 70 | 0.33 | 1.20035 | 0.00000 | 0.00000 | ||
129 | 2009.01.12 17:00 | sell | 71 | 0.33 | 1.20395 | 0.00000 | 0.00000 | ||
130 | 2009.01.12 18:00 | sell | 72 | 0.33 | 1.20761 | 0.00000 | 0.00000 | ||
131 | 2009.01.12 19:00 | sell | 73 | 0.33 | 1.21119 | 0.00000 | 0.00000 | ||
132 | 2009.01.12 20:00 | sell | 74 | 0.33 | 1.21189 | 0.00000 | 0.00000 | ||
133 | 2009.01.12 21:00 | sell | 75 | 0.33 | 1.21460 | 0.00000 | 0.00000 | ||
134 | 2009.01.12 22:00 | sell | 76 | 0.33 | 1.21510 | 0.00000 | 0.00000 | ||
135 | 2009.01.12 23:00 | sell | 77 | 0.33 | 1.21817 | 0.00000 | 0.00000 | ||
136 | 2009.01.13 01:00 | sell | 78 | 0.33 | 1.21667 | 0.00000 | 0.00000 | ||
137 | 2009.01.13 06:59 | close at stop | 78 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -139.63 | 10869.66 |
138 | 2009.01.13 06:59 | close at stop | 77 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -99.24 | 10770.42 |
139 | 2009.01.13 06:59 | close at stop | 76 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -182.16 | 10588.25 |
140 | 2009.01.13 06:59 | close at stop | 75 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -195.66 | 10392.59 |
141 | 2009.01.13 06:59 | close at stop | 74 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -268.85 | 10123.74 |
142 | 2009.01.13 06:59 | close at stop | 73 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -287.76 | 9835.98 |
143 | 2009.01.13 06:59 | close at stop | 72 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -384.45 | 9451.52 |
144 | 2009.01.13 06:59 | close at stop | 71 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -483.30 | 8968.22 |
145 | 2009.01.13 06:59 | close at stop | 70 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -580.53 | 8387.69 |
146 | 2009.01.13 06:59 | close at stop | 69 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -751.22 | 7636.46 |
147 | 2009.01.13 06:59 | close at stop | 68 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -647.24 | 6989.22 |
148 | 2009.01.13 06:59 | close at stop | 67 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -754.20 | 6235.02 |
149 | 2009.01.13 06:59 | close at stop | 66 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -713.14 | 5521.88 |
150 | 2009.01.13 06:59 | close at stop | 65 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -660.75 | 4861.12 |
151 | 2009.01.13 06:59 | close at stop | 64 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -767.70 | 4093.42 |
152 | 2009.01.13 06:59 | close at stop | 63 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -794.71 | 3298.71 |
153 | 2009.01.13 06:59 | close at stop | 62 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -833.06 | 2465.64 |
154 | 2009.01.13 06:59 | close at stop | 61 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -775.26 | 1690.38 |
155 | 2009.01.13 06:59 | close at stop | 60 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -836.57 | 853.81 |
156 | 2009.01.13 06:59 | close at stop | 59 | 0.33 | 1.22184 | 0.00000 | 0.00000 | -901.93 | -48.12 |