Strategy Tester Report
Lock&&PipsingXR_V2_77_Engl_CG
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | a="KEY PARAMETERS OF THE ADVISER"; mno=2; Cg1=20; Cg2=96; Cg3=288; 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=0.75; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=1; m="Permission to restrict trade in time"; TradeTime=false; 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=true; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2532.40 | Gross profit | 1019.70 | Gross loss | -3552.10 |
Profit factor | 0.29 | Expected payoff | -84.41 | ||
Absolute drawdown | 5894.38 | Maximal drawdown | 6273.75 (60.44%) | Relative drawdown | 60.44% (6273.75) |
Total trades | 30 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 14 (50.00%) |
Profit trades (% of total) | 21 (70.00%) | Loss trades (% of total) | 9 (30.00%) | ||
Largest | profit trade | 292.95 | loss trade | -976.69 | |
Average | profit trade | 48.56 | loss trade | -394.68 | |
Maximum | consecutive wins (profit in money) | 10 (218.72) | consecutive losses (loss in money) | 6 (-3403.27) | |
Maximal | consecutive profit (count of wins) | 552.51 (3) | consecutive loss (count of losses) | -3403.27 (6) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 02:00 | sell | 1 | 0.30 | 1.36348 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 02:27 | close | 1 | 0.30 | 1.36251 | 0.00000 | 0.00000 | 29.10 | 10029.10 |
3 | 2010.03.01 03:00 | sell | 2 | 0.30 | 1.36161 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 03:27 | close | 2 | 0.30 | 1.36064 | 0.00000 | 0.00000 | 29.10 | 10058.20 |
5 | 2010.03.01 15:00 | buy | 3 | 0.30 | 1.35335 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 15:27 | close | 3 | 0.30 | 1.35340 | 0.00000 | 0.00000 | 1.50 | 10059.70 |
7 | 2010.03.02 04:00 | buy | 4 | 0.30 | 1.35411 | 0.00000 | 0.00000 | ||
8 | 2010.03.02 12:57 | close | 4 | 0.30 | 1.35425 | 0.00000 | 0.00000 | 4.20 | 10063.90 |
9 | 2010.03.02 23:00 | sell | 5 | 0.30 | 1.36141 | 0.00000 | 0.00000 | ||
10 | 2010.03.03 09:27 | close | 5 | 0.30 | 1.36061 | 0.00000 | 0.00000 | 23.76 | 10087.66 |
11 | 2010.03.03 23:00 | sell | 6 | 0.30 | 1.36953 | 0.00000 | 0.00000 | ||
12 | 2010.03.04 04:50 | close | 6 | 0.30 | 1.36929 | 0.00000 | 0.00000 | 6.48 | 10094.14 |
13 | 2010.03.04 13:00 | sell | 7 | 0.30 | 1.36788 | 0.00000 | 0.00000 | ||
14 | 2010.03.04 14:40 | close | 7 | 0.30 | 1.36662 | 0.00000 | 0.00000 | 37.80 | 10131.94 |
15 | 2010.03.04 23:00 | buy | 8 | 0.30 | 1.35804 | 0.00000 | 0.00000 | ||
16 | 2010.03.05 01:40 | close | 8 | 0.30 | 1.35853 | 0.00000 | 0.00000 | 14.49 | 10146.43 |
17 | 2010.03.08 02:00 | sell | 9 | 0.30 | 1.36570 | 0.00000 | 0.00000 | ||
18 | 2010.03.08 11:45 | close | 9 | 0.30 | 1.36477 | 0.00000 | 0.00000 | 27.90 | 10174.33 |
19 | 2010.03.08 21:00 | sell | 10 | 0.31 | 1.36319 | 0.00000 | 0.00000 | ||
20 | 2010.03.09 01:13 | close | 10 | 0.31 | 1.36175 | 0.00000 | 0.00000 | 44.39 | 10218.72 |
21 | 2010.03.09 06:00 | buy | 11 | 0.31 | 1.36211 | 0.00000 | 0.00000 | ||
22 | 2010.03.09 23:00 | buy | 12 | 0.31 | 1.36013 | 0.00000 | 0.00000 | ||
23 | 2010.03.10 00:50 | close | 11 | 0.31 | 1.36130 | 0.00000 | 0.00000 | -25.33 | 10193.40 |
24 | 2010.03.10 00:50 | close | 12 | 0.31 | 1.36130 | 0.00000 | 0.00000 | 36.05 | 10229.45 |
25 | 2010.03.10 07:00 | buy | 13 | 0.31 | 1.36008 | 0.00000 | 0.00000 | ||
26 | 2010.03.10 13:07 | close | 13 | 0.31 | 1.36109 | 0.00000 | 0.00000 | 31.31 | 10260.76 |
27 | 2010.03.10 17:00 | sell | 14 | 0.31 | 1.36639 | 0.00000 | 0.00000 | ||
28 | 2010.03.10 17:59 | close | 14 | 0.31 | 1.36586 | 0.00000 | 0.00000 | 16.43 | 10277.19 |
29 | 2010.03.11 00:00 | sell | 15 | 0.31 | 1.36558 | 0.00000 | 0.00000 | ||
30 | 2010.03.11 01:15 | close | 15 | 0.31 | 1.36520 | 0.00000 | 0.00000 | 11.78 | 10288.97 |
31 | 2010.03.11 14:00 | sell | 16 | 0.31 | 1.36619 | 0.00000 | 0.00000 | ||
32 | 2010.03.11 14:57 | close | 16 | 0.31 | 1.36539 | 0.00000 | 0.00000 | 24.80 | 10313.77 |
33 | 2010.03.11 22:00 | sell | 17 | 0.31 | 1.36807 | 0.00000 | 0.00000 | ||
34 | 2010.03.15 02:00 | sell | 18 | 0.31 | 1.37500 | 0.00000 | 0.00000 | ||
35 | 2010.03.15 10:16 | close | 17 | 0.31 | 1.37141 | 0.00000 | 0.00000 | -104.04 | 10209.73 |
36 | 2010.03.15 10:16 | close | 18 | 0.31 | 1.37141 | 0.00000 | 0.00000 | 111.29 | 10321.02 |
37 | 2010.03.15 12:00 | sell | 19 | 0.31 | 1.37042 | 0.00000 | 0.00000 | ||
38 | 2010.03.15 15:27 | close | 19 | 0.31 | 1.37001 | 0.00000 | 0.00000 | 12.71 | 10333.73 |
39 | 2010.03.15 23:00 | sell | 20 | 0.31 | 1.36755 | 0.00000 | 0.00000 | ||
40 | 2010.03.16 01:59 | close | 20 | 0.31 | 1.36741 | 0.00000 | 0.00000 | 4.09 | 10337.82 |
41 | 2010.03.16 19:00 | sell | 21 | 0.31 | 1.37270 | 0.00000 | 0.00000 | ||
42 | 2010.03.17 21:00 | sell | 22 | 0.31 | 1.37396 | 0.00000 | 0.00000 | ||
43 | 2010.03.17 23:37 | close | 21 | 0.31 | 1.37332 | 0.00000 | 0.00000 | -19.47 | 10318.36 |
44 | 2010.03.17 23:37 | close | 22 | 0.31 | 1.37332 | 0.00000 | 0.00000 | 19.84 | 10338.20 |
45 | 2010.03.18 03:00 | buy | 23 | 0.31 | 1.37231 | 0.00000 | 0.00000 | ||
46 | 2010.03.19 05:00 | buy | 24 | 0.31 | 1.36280 | 0.00000 | 0.00000 | ||
47 | 2010.03.22 02:00 | buy | 25 | 0.31 | 1.35150 | 0.00000 | 0.00000 | ||
48 | 2010.03.22 21:00 | buy | 26 | 0.31 | 1.35540 | 0.00000 | 0.00000 | ||
49 | 2010.03.22 22:00 | buy | 27 | 0.31 | 1.35585 | 0.00000 | 0.00000 | ||
50 | 2010.03.22 23:00 | buy | 28 | 0.31 | 1.35681 | 0.00000 | 0.00000 | ||
51 | 2010.03.25 04:00 | buy | 29 | 0.31 | 1.33312 | 0.00000 | 0.00000 | ||
52 | 2010.03.26 03:00 | buy | 30 | 0.31 | 1.33141 | 0.00000 | 0.00000 | ||
53 | 2010.03.26 21:59 | close at stop | 30 | 0.31 | 1.34086 | 0.00000 | 0.00000 | 292.95 | 10631.15 |
54 | 2010.03.26 21:59 | close at stop | 29 | 0.31 | 1.34086 | 0.00000 | 0.00000 | 239.72 | 10870.87 |
55 | 2010.03.26 21:59 | close at stop | 28 | 0.31 | 1.34086 | 0.00000 | 0.00000 | -495.75 | 10375.12 |
56 | 2010.03.26 21:59 | close at stop | 27 | 0.31 | 1.34086 | 0.00000 | 0.00000 | -465.99 | 9909.13 |
57 | 2010.03.26 21:59 | close at stop | 26 | 0.31 | 1.34086 | 0.00000 | 0.00000 | -452.04 | 9457.08 |
58 | 2010.03.26 21:59 | close at stop | 25 | 0.31 | 1.34086 | 0.00000 | 0.00000 | -331.14 | 9125.94 |
59 | 2010.03.26 21:59 | close at stop | 24 | 0.31 | 1.34086 | 0.00000 | 0.00000 | -681.66 | 8444.28 |
60 | 2010.03.26 21:59 | close at stop | 23 | 0.31 | 1.34086 | 0.00000 | 0.00000 | -976.69 | 7467.60 |