Strategy Tester Report
Lock&&PipsingXR_2009_isx
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | a="Part One = Skalper"; IndSet1=3; IndSet2=1; F_T_treshold=8; Stoploss=0; Takeprofit=0; Risk=1; TimeFrame=0; OnBar=true; WlMinute=0; b="Part Two = Locker"; FullAuto=true; LockMode=1; TotalOrders=50; CloseLock=false; Martingale=true; c="Part Three Time and Date "; TradeOfTime=false; d="Hour start of trading"; StartTrade=19; e="Hour end of trading"; EndTrade=5; f="Date end of trading"; EndTradeData="Enterting Date of End trading in eeee.mm.dd"; h="Language: if true=engleesh,if false=russia"; EnglLang=false; SetInfotoDispl=true; TextSize=12; m="Text position to displ"; TextPos=2; n="text color to displ"; TextColor=White; UseSound=false; TestInfo=true; MagicFirstOrder=4642; Magik=6559; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9536.67 | Gross profit | 1926.41 | Gross loss | -11463.08 |
Profit factor | 0.17 | Expected payoff | -128.87 | ||
Absolute drawdown | 9536.67 | Maximal drawdown | 10006.69 (95.57%) | Relative drawdown | 95.57% (10006.69) |
Total trades | 74 | Short positions (won %) | 21 (33.33%) | Long positions (won %) | 53 (62.26%) |
Profit trades (% of total) | 40 (54.05%) | Loss trades (% of total) | 34 (45.95%) | ||
Largest | profit trade | 745.56 | loss trade | -1839.96 | |
Average | profit trade | 48.16 | loss trade | -337.15 | |
Maximum | consecutive wins (profit in money) | 19 (245.68) | consecutive losses (loss in money) | 18 (-10033.24) | |
Maximal | consecutive profit (count of wins) | 890.71 (3) | consecutive loss (count of losses) | -10033.24 (18) | |
Average | consecutive wins | 6 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 12:00 | buy | 1 | 0.10 | 1.62021 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 12:10 | close | 1 | 0.10 | 1.62124 | 0.00000 | 0.00000 | 10.30 | 10010.30 |
3 | 2010.01.04 13:00 | buy | 2 | 0.10 | 1.62478 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 13:02 | buy | 3 | 0.10 | 1.62448 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 13:05 | buy | 4 | 0.10 | 1.62380 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 13:10 | buy | 5 | 0.10 | 1.62246 | 0.00000 | 0.00000 | ||
7 | 2010.01.04 13:15 | buy | 6 | 0.10 | 1.62044 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 13:20 | buy | 7 | 0.10 | 1.61775 | 0.00000 | 0.00000 | ||
9 | 2010.01.04 16:50 | buy | 8 | 0.20 | 1.61424 | 0.00000 | 0.00000 | ||
10 | 2010.01.05 09:20 | buy | 9 | 0.30 | 1.60648 | 0.00000 | 0.00000 | ||
11 | 2010.01.07 13:07 | buy | 10 | 0.40 | 1.59234 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 14:50 | close | 10 | 0.40 | 1.61098 | 0.00000 | 0.00000 | 745.56 | 10755.86 |
13 | 2010.01.08 14:50 | close | 9 | 0.30 | 1.61098 | 0.00000 | 0.00000 | 134.85 | 10890.71 |
14 | 2010.01.08 14:50 | close | 8 | 0.20 | 1.61098 | 0.00000 | 0.00000 | -65.32 | 10825.39 |
15 | 2010.01.08 14:50 | close | 7 | 0.10 | 1.61098 | 0.00000 | 0.00000 | -67.76 | 10757.63 |
16 | 2010.01.08 14:50 | close | 6 | 0.10 | 1.61098 | 0.00000 | 0.00000 | -94.66 | 10662.97 |
17 | 2010.01.08 14:50 | close | 5 | 0.10 | 1.61098 | 0.00000 | 0.00000 | -114.86 | 10548.11 |
18 | 2010.01.08 14:50 | close | 4 | 0.10 | 1.61098 | 0.00000 | 0.00000 | -128.26 | 10419.85 |
19 | 2010.01.08 14:50 | close | 3 | 0.10 | 1.61098 | 0.00000 | 0.00000 | -135.06 | 10284.79 |
20 | 2010.01.08 14:50 | close | 2 | 0.10 | 1.61098 | 0.00000 | 0.00000 | -138.06 | 10146.73 |
21 | 2010.01.11 06:00 | buy | 11 | 0.10 | 1.61120 | 0.00000 | 0.00000 | ||
22 | 2010.01.11 06:02 | buy | 12 | 0.10 | 1.61117 | 0.00000 | 0.00000 | ||
23 | 2010.01.11 06:05 | buy | 13 | 0.10 | 1.61131 | 0.00000 | 0.00000 | ||
24 | 2010.01.11 06:07 | buy | 14 | 0.10 | 1.61102 | 0.00000 | 0.00000 | ||
25 | 2010.01.11 06:10 | buy | 15 | 0.10 | 1.61175 | 0.00000 | 0.00000 | ||
26 | 2010.01.11 06:12 | buy | 16 | 0.10 | 1.61160 | 0.00000 | 0.00000 | ||
27 | 2010.01.11 06:40 | buy | 17 | 0.10 | 1.61164 | 0.00000 | 0.00000 | ||
28 | 2010.01.11 06:43 | buy | 18 | 0.10 | 1.61178 | 0.00000 | 0.00000 | ||
29 | 2010.01.11 06:46 | buy | 19 | 0.10 | 1.61110 | 0.00000 | 0.00000 | ||
30 | 2010.01.11 06:50 | buy | 20 | 0.10 | 1.61137 | 0.00000 | 0.00000 | ||
31 | 2010.01.11 06:53 | buy | 21 | 0.10 | 1.61124 | 0.00000 | 0.00000 | ||
32 | 2010.01.11 06:56 | buy | 22 | 0.10 | 1.61164 | 0.00000 | 0.00000 | ||
33 | 2010.01.11 06:59 | buy | 23 | 0.10 | 1.61177 | 0.00000 | 0.00000 | ||
34 | 2010.01.11 07:20 | buy | 24 | 0.10 | 1.60994 | 0.00000 | 0.00000 | ||
35 | 2010.01.11 08:15 | close | 24 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 18.40 | 10165.13 |
36 | 2010.01.11 08:15 | close | 23 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 0.10 | 10165.23 |
37 | 2010.01.11 08:15 | close | 22 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 1.40 | 10166.63 |
38 | 2010.01.11 08:15 | close | 21 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 5.40 | 10172.03 |
39 | 2010.01.11 08:15 | close | 20 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 4.10 | 10176.13 |
40 | 2010.01.11 08:15 | close | 19 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 6.80 | 10182.93 |
41 | 2010.01.11 08:15 | close | 18 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 0.00 | 10182.93 |
42 | 2010.01.11 08:15 | close | 17 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 1.40 | 10184.33 |
43 | 2010.01.11 08:15 | close | 16 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 1.80 | 10186.13 |
44 | 2010.01.11 08:15 | close | 15 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 0.30 | 10186.43 |
45 | 2010.01.11 08:15 | close | 14 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 7.60 | 10194.03 |
46 | 2010.01.11 08:15 | close | 13 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 4.70 | 10198.73 |
47 | 2010.01.11 08:15 | close | 12 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 6.10 | 10204.83 |
48 | 2010.01.11 08:15 | close | 11 | 0.10 | 1.61178 | 0.00000 | 0.00000 | 5.80 | 10210.63 |
49 | 2010.01.11 09:00 | buy | 25 | 0.10 | 1.61232 | 0.00000 | 0.00000 | ||
50 | 2010.01.11 09:32 | close | 25 | 0.10 | 1.61445 | 0.00000 | 0.00000 | 21.30 | 10231.93 |
51 | 2010.01.11 10:00 | buy | 26 | 0.10 | 1.61542 | 0.00000 | 0.00000 | ||
52 | 2010.01.11 11:20 | close | 26 | 0.10 | 1.61648 | 0.00000 | 0.00000 | 10.60 | 10242.53 |
53 | 2010.01.11 12:00 | buy | 27 | 0.10 | 1.61934 | 0.00000 | 0.00000 | ||
54 | 2010.01.11 13:50 | buy | 28 | 0.10 | 1.61897 | 0.00000 | 0.00000 | ||
55 | 2010.01.11 14:20 | buy | 29 | 0.10 | 1.61837 | 0.00000 | 0.00000 | ||
56 | 2010.01.11 14:32 | buy | 30 | 0.10 | 1.61721 | 0.00000 | 0.00000 | ||
57 | 2010.01.11 16:02 | buy | 31 | 0.10 | 1.61466 | 0.00000 | 0.00000 | ||
58 | 2010.01.11 19:20 | buy | 32 | 0.10 | 1.61379 | 0.00000 | 0.00000 | ||
59 | 2010.01.12 03:00 | buy | 33 | 0.20 | 1.61092 | 0.00000 | 0.00000 | ||
60 | 2010.01.12 11:20 | close | 33 | 0.20 | 1.61632 | 0.00000 | 0.00000 | 108.00 | 10350.53 |
61 | 2010.01.12 11:20 | close | 32 | 0.10 | 1.61632 | 0.00000 | 0.00000 | 25.29 | 10375.82 |
62 | 2010.01.12 11:20 | close | 31 | 0.10 | 1.61632 | 0.00000 | 0.00000 | 16.59 | 10392.41 |
63 | 2010.01.12 11:20 | close | 30 | 0.10 | 1.61632 | 0.00000 | 0.00000 | -8.91 | 10383.50 |
64 | 2010.01.12 11:20 | close | 29 | 0.10 | 1.61632 | 0.00000 | 0.00000 | -20.51 | 10362.99 |
65 | 2010.01.12 11:20 | close | 28 | 0.10 | 1.61632 | 0.00000 | 0.00000 | -26.51 | 10336.48 |
66 | 2010.01.12 11:20 | close | 27 | 0.10 | 1.61632 | 0.00000 | 0.00000 | -30.21 | 10306.27 |
67 | 2010.01.12 13:00 | buy | 34 | 0.10 | 1.61671 | 0.00000 | 0.00000 | ||
68 | 2010.01.12 13:02 | sell | 35 | 0.10 | 1.61335 | 0.00000 | 0.00000 | ||
69 | 2010.01.12 18:00 | buy | 36 | 0.20 | 1.62069 | 0.00000 | 0.00000 | ||
70 | 2010.01.13 05:59 | buy | 37 | 0.60 | 1.62150 | 0.00000 | 0.00000 | ||
71 | 2010.01.13 07:50 | buy | 38 | 0.60 | 1.62489 | 0.00000 | 0.00000 | ||
72 | 2010.01.13 09:17 | buy | 39 | 0.50 | 1.62391 | 0.00000 | 0.00000 | ||
73 | 2010.01.13 09:27 | buy | 40 | 0.50 | 1.62391 | 0.00000 | 0.00000 | ||
74 | 2010.01.13 10:15 | close | 40 | 0.50 | 1.62411 | 0.00000 | 0.00000 | 10.00 | 10316.27 |
75 | 2010.01.13 10:15 | close | 39 | 0.50 | 1.62411 | 0.00000 | 0.00000 | 10.00 | 10326.27 |
76 | 2010.01.13 10:15 | close | 38 | 0.60 | 1.62411 | 0.00000 | 0.00000 | -46.80 | 10279.47 |
77 | 2010.01.13 10:15 | close | 37 | 0.60 | 1.62411 | 0.00000 | 0.00000 | 156.60 | 10436.07 |
78 | 2010.01.13 10:15 | close | 36 | 0.20 | 1.62411 | 0.00000 | 0.00000 | 68.38 | 10504.45 |
79 | 2010.01.13 10:15 | close | 35 | 0.10 | 1.62692 | 0.00000 | 0.00000 | -135.92 | 10368.53 |
80 | 2010.01.13 10:15 | close | 34 | 0.10 | 1.62411 | 0.00000 | 0.00000 | 73.99 | 10442.52 |
81 | 2010.01.13 11:00 | buy | 41 | 0.10 | 1.62680 | 0.00000 | 0.00000 | ||
82 | 2010.01.13 12:00 | buy | 42 | 0.10 | 1.62666 | 0.00000 | 0.00000 | ||
83 | 2010.01.13 12:02 | buy | 43 | 0.10 | 1.62649 | 0.00000 | 0.00000 | ||
84 | 2010.01.13 12:07 | buy | 44 | 0.10 | 1.62617 | 0.00000 | 0.00000 | ||
85 | 2010.01.13 12:20 | close | 44 | 0.10 | 1.62693 | 0.00000 | 0.00000 | 7.60 | 10450.12 |
86 | 2010.01.13 12:20 | close | 43 | 0.10 | 1.62693 | 0.00000 | 0.00000 | 4.40 | 10454.52 |
87 | 2010.01.13 12:20 | close | 42 | 0.10 | 1.62693 | 0.00000 | 0.00000 | 2.70 | 10457.22 |
88 | 2010.01.13 12:20 | close | 41 | 0.10 | 1.62693 | 0.00000 | 0.00000 | 1.30 | 10458.52 |
89 | 2010.01.13 13:00 | buy | 45 | 0.10 | 1.63048 | 0.00000 | 0.00000 | ||
90 | 2010.01.13 13:02 | buy | 46 | 0.10 | 1.62968 | 0.00000 | 0.00000 | ||
91 | 2010.01.13 16:20 | buy | 47 | 0.10 | 1.62734 | 0.00000 | 0.00000 | ||
92 | 2010.01.13 18:15 | close | 47 | 0.10 | 1.62955 | 0.00000 | 0.00000 | 22.10 | 10480.62 |
93 | 2010.01.13 18:15 | close | 46 | 0.10 | 1.62955 | 0.00000 | 0.00000 | -1.30 | 10479.32 |
94 | 2010.01.13 18:15 | close | 45 | 0.10 | 1.62955 | 0.00000 | 0.00000 | -9.30 | 10470.02 |
95 | 2010.01.13 19:00 | buy | 48 | 0.10 | 1.63044 | 0.00000 | 0.00000 | ||
96 | 2010.01.13 19:02 | sell | 49 | 0.10 | 1.62839 | 0.00000 | 0.00000 | ||
97 | 2010.01.13 19:15 | sell | 50 | 0.10 | 1.62678 | 0.00000 | 0.00000 | ||
98 | 2010.01.13 19:20 | sell | 51 | 0.30 | 1.62571 | 0.00000 | 0.00000 | ||
99 | 2010.01.13 19:22 | sell | 52 | 0.30 | 1.62625 | 0.00000 | 0.00000 | ||
100 | 2010.01.13 19:25 | sell | 53 | 0.30 | 1.62598 | 0.00000 | 0.00000 | ||
101 | 2010.01.13 21:07 | sell | 54 | 0.40 | 1.62759 | 0.00000 | 0.00000 | ||
102 | 2010.01.14 00:10 | sell | 55 | 0.40 | 1.62719 | 0.00000 | 0.00000 | ||
103 | 2010.01.14 01:50 | buy | 56 | 0.40 | 1.63361 | 0.00000 | 0.00000 | ||
104 | 2010.01.14 11:47 | sell | 57 | 0.50 | 1.62800 | 0.00000 | 0.00000 | ||
105 | 2010.01.14 12:50 | sell | 58 | 0.50 | 1.62819 | 0.00000 | 0.00000 | ||
106 | 2010.01.14 13:20 | sell | 59 | 0.60 | 1.62496 | 0.00000 | 0.00000 | ||
107 | 2010.01.14 13:27 | sell | 60 | 0.60 | 1.62612 | 0.00000 | 0.00000 | ||
108 | 2010.01.14 17:20 | buy | 61 | 0.40 | 1.63483 | 0.00000 | 0.00000 | ||
109 | 2010.01.14 18:47 | buy | 62 | 0.60 | 1.63483 | 0.00000 | 0.00000 | ||
110 | 2010.01.14 19:45 | buy | 63 | 0.70 | 1.63704 | 0.00000 | 0.00000 | ||
111 | 2010.01.14 22:37 | buy | 64 | 1.50 | 1.63702 | 0.00000 | 0.00000 | ||
112 | 2010.01.15 07:55 | buy | 65 | 0.80 | 1.63702 | 0.00000 | 0.00000 | ||
113 | 2010.01.15 12:15 | sell | 66 | 0.70 | 1.62780 | 0.00000 | 0.00000 | ||
114 | 2010.01.15 16:15 | sell | 67 | 0.60 | 1.62739 | 0.00000 | 0.00000 | ||
115 | 2010.01.15 16:25 | sell | 68 | 0.60 | 1.62652 | 0.00000 | 0.00000 | ||
116 | 2010.01.15 17:26 | sell | 69 | 0.70 | 1.62318 | 0.00000 | 0.00000 | ||
117 | 2010.01.15 17:32 | sell | 70 | 0.80 | 1.62133 | 0.00000 | 0.00000 | ||
118 | 2010.01.15 17:37 | sell | 71 | 0.90 | 1.62102 | 0.00000 | 0.00000 | ||
119 | 2010.01.15 17:42 | sell | 72 | 0.90 | 1.62225 | 0.00000 | 0.00000 | ||
120 | 2010.01.15 18:12 | close | 70 | 0.80 | 1.62641 | 0.00000 | 0.00000 | -406.40 | 10063.62 |
121 | 2010.01.15 18:12 | close | 66 | 0.70 | 1.62641 | 0.00000 | 0.00000 | 97.30 | 10160.92 |
122 | 2010.01.15 18:12 | close | 58 | 0.50 | 1.62641 | 0.00000 | 0.00000 | 87.90 | 10248.82 |
123 | 2010.01.15 18:12 | close | 57 | 0.50 | 1.62641 | 0.00000 | 0.00000 | 78.40 | 10327.22 |
124 | 2010.01.15 18:12 | close | 67 | 0.60 | 1.62641 | 0.00000 | 0.00000 | 58.80 | 10386.02 |
125 | 2010.01.15 18:12 | close | 54 | 0.40 | 1.62641 | 0.00000 | 0.00000 | 43.68 | 10429.70 |
126 | 2010.01.15 18:12 | close | 55 | 0.40 | 1.62641 | 0.00000 | 0.00000 | 30.32 | 10460.02 |
127 | 2010.01.15 18:12 | close | 68 | 0.60 | 1.62641 | 0.00000 | 0.00000 | 6.60 | 10466.62 |
128 | 2010.01.15 21:17 | sell | 73 | 1.80 | 1.62605 | 0.00000 | 0.00000 | ||
129 | 2010.01.18 02:35 | sell | 74 | 1.00 | 1.62605 | 0.00000 | 0.00000 | ||
130 | 2010.01.18 09:15 | close at stop | 74 | 1.00 | 1.63625 | 0.00000 | 0.00000 | -1020.00 | 9446.62 |
131 | 2010.01.18 09:15 | close at stop | 73 | 1.80 | 1.63625 | 0.00000 | 0.00000 | -1839.96 | 7606.66 |
132 | 2010.01.18 09:15 | close at stop | 72 | 0.90 | 1.63625 | 0.00000 | 0.00000 | -1261.98 | 6344.68 |
133 | 2010.01.18 09:15 | close at stop | 71 | 0.90 | 1.63625 | 0.00000 | 0.00000 | -1372.68 | 4972.00 |
134 | 2010.01.18 09:15 | close at stop | 69 | 0.70 | 1.63625 | 0.00000 | 0.00000 | -916.44 | 4055.56 |
135 | 2010.01.18 09:15 | close at stop | 65 | 0.80 | 1.63344 | 0.00000 | 0.00000 | -286.48 | 3769.08 |
136 | 2010.01.18 09:15 | close at stop | 64 | 1.50 | 1.63344 | 0.00000 | 0.00000 | -537.30 | 3231.78 |
137 | 2010.01.18 09:15 | close at stop | 63 | 0.70 | 1.63344 | 0.00000 | 0.00000 | -252.14 | 2979.64 |
138 | 2010.01.18 09:15 | close at stop | 62 | 0.60 | 1.63344 | 0.00000 | 0.00000 | -83.52 | 2896.12 |
139 | 2010.01.18 09:15 | close at stop | 61 | 0.40 | 1.63344 | 0.00000 | 0.00000 | -55.68 | 2840.44 |
140 | 2010.01.18 09:15 | close at stop | 60 | 0.60 | 1.63625 | 0.00000 | 0.00000 | -610.44 | 2230.00 |
141 | 2010.01.18 09:15 | close at stop | 59 | 0.60 | 1.63625 | 0.00000 | 0.00000 | -680.04 | 1549.96 |
142 | 2010.01.18 09:15 | close at stop | 56 | 0.40 | 1.63344 | 0.00000 | 0.00000 | -6.88 | 1543.08 |
143 | 2010.01.18 09:15 | close at stop | 53 | 0.30 | 1.63625 | 0.00000 | 0.00000 | -311.40 | 1231.68 |
144 | 2010.01.18 09:15 | close at stop | 52 | 0.30 | 1.63625 | 0.00000 | 0.00000 | -303.30 | 928.38 |
145 | 2010.01.18 09:15 | close at stop | 51 | 0.30 | 1.63625 | 0.00000 | 0.00000 | -319.50 | 608.88 |
146 | 2010.01.18 09:15 | close at stop | 50 | 0.10 | 1.63625 | 0.00000 | 0.00000 | -95.80 | 513.08 |
147 | 2010.01.18 09:15 | close at stop | 49 | 0.10 | 1.63625 | 0.00000 | 0.00000 | -79.70 | 433.38 |
148 | 2010.01.18 09:15 | close at stop | 48 | 0.10 | 1.63344 | 0.00000 | 0.00000 | 29.95 | 463.33 |