Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9042.30 | Gross profit | 3023.00 | Gross loss | -12065.29 |
Profit factor | 0.25 | Expected payoff | -184.54 | ||
Absolute drawdown | 9042.30 | Maximal drawdown | 9689.58 (91.01%) | Relative drawdown | 91.01% (9689.58) |
Total trades | 49 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 38 (60.53%) |
Profit trades (% of total) | 34 (69.39%) | Loss trades (% of total) | 15 (30.61%) | ||
Largest | profit trade | 669.70 | loss trade | -3929.84 | |
Average | profit trade | 88.91 | loss trade | -804.35 | |
Maximum | consecutive wins (profit in money) | 15 (718.24) | consecutive losses (loss in money) | 6 (-1382.66) | |
Maximal | consecutive profit (count of wins) | 1514.59 (3) | consecutive loss (count of losses) | -9683.74 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:00 | buy | 1 | 2.00 | 90.386 | 0.000 | 0.000 | ||
2 | 2009.11.03 04:00 | buy | 2 | 2.00 | 90.345 | 0.000 | 0.000 | ||
3 | 2009.11.03 05:00 | buy | 3 | 2.00 | 90.301 | 0.000 | 0.000 | ||
4 | 2009.11.03 06:00 | buy | 4 | 3.00 | 90.206 | 0.000 | 0.000 | ||
5 | 2009.11.03 07:00 | buy | 5 | 2.00 | 90.288 | 0.000 | 0.000 | ||
6 | 2009.11.03 08:00 | buy | 6 | 2.00 | 90.223 | 0.000 | 0.000 | ||
7 | 2009.11.03 09:00 | buy | 7 | 3.00 | 90.077 | 0.000 | 0.000 | ||
8 | 2009.11.03 10:00 | buy | 8 | 4.00 | 90.038 | 0.000 | 0.000 | ||
9 | 2009.11.03 11:00 | buy | 9 | 2.00 | 89.976 | 0.000 | 0.000 | ||
10 | 2009.11.03 11:50 | close | 9 | 2.00 | 90.189 | 0.000 | 0.000 | 472.34 | 10472.34 |
11 | 2009.11.03 11:50 | close | 8 | 4.00 | 90.189 | 0.000 | 0.000 | 669.70 | 11142.04 |
12 | 2009.11.03 11:50 | close | 7 | 3.00 | 90.189 | 0.000 | 0.000 | 372.55 | 11514.59 |
13 | 2009.11.03 11:50 | close | 6 | 2.00 | 90.189 | 0.000 | 0.000 | -75.40 | 11439.19 |
14 | 2009.11.03 11:50 | close | 5 | 2.00 | 90.189 | 0.000 | 0.000 | -219.54 | 11219.65 |
15 | 2009.11.03 11:50 | close | 4 | 3.00 | 90.189 | 0.000 | 0.000 | -56.55 | 11163.10 |
16 | 2009.11.03 11:50 | close | 3 | 2.00 | 90.189 | 0.000 | 0.000 | -248.37 | 10914.73 |
17 | 2009.11.03 11:50 | close | 2 | 2.00 | 90.189 | 0.000 | 0.000 | -345.94 | 10568.79 |
18 | 2009.11.03 11:50 | close | 1 | 2.00 | 90.189 | 0.000 | 0.000 | -436.86 | 10131.93 |
19 | 2009.11.03 12:00 | buy | 10 | 2.02 | 90.182 | 0.000 | 0.000 | ||
20 | 2009.11.03 13:00 | buy | 11 | 3.03 | 90.078 | 0.000 | 0.000 | ||
21 | 2009.11.03 13:07 | close | 11 | 3.03 | 90.126 | 0.000 | 0.000 | 161.37 | 10293.30 |
22 | 2009.11.03 13:07 | close | 10 | 2.02 | 90.126 | 0.000 | 0.000 | -125.51 | 10167.79 |
23 | 2009.11.03 14:00 | sell | 12 | 2.04 | 90.170 | 0.000 | 0.000 | ||
24 | 2009.11.03 14:47 | close | 12 | 2.04 | 90.166 | 0.000 | 0.000 | 9.05 | 10176.84 |
25 | 2009.11.03 15:00 | buy | 13 | 2.04 | 90.197 | 0.000 | 0.000 | ||
26 | 2009.11.03 15:00 | close | 13 | 2.04 | 90.198 | 0.000 | 0.000 | 2.26 | 10179.10 |
27 | 2009.11.03 16:00 | sell | 14 | 2.04 | 90.433 | 0.000 | 0.000 | ||
28 | 2009.11.03 16:11 | close | 14 | 2.04 | 90.429 | 0.000 | 0.000 | 9.02 | 10188.12 |
29 | 2009.11.03 17:00 | buy | 15 | 2.04 | 90.345 | 0.000 | 0.000 | ||
30 | 2009.11.03 17:00 | close | 15 | 2.04 | 90.346 | 0.000 | 0.000 | 2.26 | 10190.38 |
31 | 2009.11.03 18:00 | buy | 16 | 3.06 | 90.317 | 0.000 | 0.000 | ||
32 | 2009.11.03 18:08 | close | 16 | 3.06 | 90.318 | 0.000 | 0.000 | 3.39 | 10193.77 |
33 | 2009.11.03 19:00 | buy | 17 | 4.08 | 90.317 | 0.000 | 0.000 | ||
34 | 2009.11.03 19:08 | close | 17 | 4.08 | 90.318 | 0.000 | 0.000 | 4.52 | 10198.29 |
35 | 2009.11.03 20:00 | sell | 18 | 2.04 | 90.330 | 0.000 | 0.000 | ||
36 | 2009.11.03 20:02 | close | 18 | 2.04 | 90.324 | 0.000 | 0.000 | 13.55 | 10211.84 |
37 | 2009.11.03 21:00 | buy | 19 | 2.04 | 90.340 | 0.000 | 0.000 | ||
38 | 2009.11.03 21:30 | close | 19 | 2.04 | 90.341 | 0.000 | 0.000 | 2.26 | 10214.10 |
39 | 2009.11.03 22:00 | buy | 20 | 3.06 | 90.360 | 0.000 | 0.000 | ||
40 | 2009.11.03 23:00 | buy | 21 | 4.08 | 90.342 | 0.000 | 0.000 | ||
41 | 2009.11.04 00:00 | buy | 22 | 2.04 | 90.348 | 0.000 | 0.000 | ||
42 | 2009.11.04 00:28 | close | 22 | 2.04 | 90.353 | 0.000 | 0.000 | 11.29 | 10225.39 |
43 | 2009.11.04 00:28 | close | 21 | 4.08 | 90.353 | 0.000 | 0.000 | 51.47 | 10276.86 |
44 | 2009.11.04 00:28 | close | 20 | 3.06 | 90.353 | 0.000 | 0.000 | -22.36 | 10254.49 |
45 | 2009.11.04 01:00 | buy | 23 | 2.06 | 90.445 | 0.000 | 0.000 | ||
46 | 2009.11.04 02:00 | buy | 24 | 2.06 | 90.139 | 0.000 | 0.000 | ||
47 | 2009.11.04 03:00 | buy | 25 | 3.09 | 90.217 | 0.000 | 0.000 | ||
48 | 2009.11.04 03:58 | close | 25 | 3.09 | 90.264 | 0.000 | 0.000 | 160.89 | 10415.38 |
49 | 2009.11.04 03:58 | close | 24 | 2.06 | 90.264 | 0.000 | 0.000 | 285.27 | 10700.65 |
50 | 2009.11.04 03:58 | close | 23 | 2.06 | 90.264 | 0.000 | 0.000 | -413.08 | 10287.57 |
51 | 2009.11.04 04:00 | buy | 26 | 2.06 | 90.250 | 0.000 | 0.000 | ||
52 | 2009.11.04 04:23 | close | 26 | 2.06 | 90.254 | 0.000 | 0.000 | 9.13 | 10296.70 |
53 | 2009.11.04 05:00 | buy | 27 | 3.09 | 90.268 | 0.000 | 0.000 | ||
54 | 2009.11.04 06:00 | buy | 28 | 2.06 | 90.246 | 0.000 | 0.000 | ||
55 | 2009.11.04 06:18 | close | 28 | 2.06 | 90.264 | 0.000 | 0.000 | 41.08 | 10337.78 |
56 | 2009.11.04 06:18 | close | 27 | 3.09 | 90.264 | 0.000 | 0.000 | -13.69 | 10324.09 |
57 | 2009.11.04 07:00 | sell | 29 | 3.09 | 90.360 | 0.000 | 0.000 | ||
58 | 2009.11.04 07:03 | close | 29 | 3.09 | 90.359 | 0.000 | 0.000 | 3.42 | 10327.51 |
59 | 2009.11.04 08:00 | sell | 30 | 4.12 | 90.436 | 0.000 | 0.000 | ||
60 | 2009.11.04 08:03 | close | 30 | 4.12 | 90.429 | 0.000 | 0.000 | 31.89 | 10359.40 |
61 | 2009.11.04 09:00 | sell | 31 | 5.20 | 90.560 | 0.000 | 0.000 | ||
62 | 2009.11.04 09:03 | close | 31 | 5.20 | 90.560 | 0.000 | 0.000 | 0.00 | 10359.40 |
63 | 2009.11.04 10:00 | buy | 32 | 2.08 | 90.689 | 0.000 | 0.000 | ||
64 | 2009.11.04 10:07 | close | 32 | 2.08 | 90.691 | 0.000 | 0.000 | 4.59 | 10363.99 |
65 | 2009.11.04 11:00 | buy | 33 | 3.12 | 90.954 | 0.000 | 0.000 | ||
66 | 2009.11.04 11:29 | close | 33 | 3.12 | 90.958 | 0.000 | 0.000 | 13.72 | 10377.71 |
67 | 2009.11.04 12:00 | buy | 34 | 4.16 | 90.965 | 0.000 | 0.000 | ||
68 | 2009.11.04 12:03 | close | 34 | 4.16 | 90.966 | 0.000 | 0.000 | 4.57 | 10382.28 |
69 | 2009.11.04 13:00 | sell | 35 | 2.08 | 90.835 | 0.000 | 0.000 | ||
70 | 2009.11.04 13:05 | close | 35 | 2.08 | 90.831 | 0.000 | 0.000 | 9.16 | 10391.44 |
71 | 2009.11.04 14:00 | sell | 36 | 3.12 | 90.933 | 0.000 | 0.000 | ||
72 | 2009.11.04 14:17 | close | 36 | 3.12 | 90.932 | 0.000 | 0.000 | 3.43 | 10394.87 |
73 | 2009.11.04 15:00 | sell | 37 | 4.16 | 90.799 | 0.000 | 0.000 | ||
74 | 2009.11.04 15:02 | close | 37 | 4.16 | 90.796 | 0.000 | 0.000 | 13.75 | 10408.62 |
75 | 2009.11.04 16:00 | buy | 38 | 2.08 | 90.853 | 0.000 | 0.000 | ||
76 | 2009.11.04 17:00 | buy | 39 | 2.08 | 90.824 | 0.000 | 0.000 | ||
77 | 2009.11.04 17:06 | close | 39 | 2.08 | 90.862 | 0.000 | 0.000 | 86.99 | 10495.61 |
78 | 2009.11.04 17:06 | close | 38 | 2.08 | 90.862 | 0.000 | 0.000 | 20.60 | 10516.21 |
79 | 2009.11.04 18:00 | sell | 40 | 3.15 | 90.958 | 0.000 | 0.000 | ||
80 | 2009.11.04 18:02 | close | 40 | 3.15 | 90.957 | 0.000 | 0.000 | 3.46 | 10519.67 |
81 | 2009.11.04 19:00 | sell | 41 | 4.20 | 90.905 | 0.000 | 0.000 | ||
82 | 2009.11.04 19:57 | close | 41 | 4.20 | 90.888 | 0.000 | 0.000 | 78.56 | 10598.23 |
83 | 2009.11.04 20:00 | buy | 42 | 2.12 | 90.890 | 0.000 | 0.000 | ||
84 | 2009.11.04 20:02 | close | 42 | 2.12 | 90.894 | 0.000 | 0.000 | 9.33 | 10607.56 |
85 | 2009.11.04 21:00 | buy | 43 | 3.18 | 90.818 | 0.000 | 0.000 | ||
86 | 2009.11.04 22:00 | buy | 44 | 4.24 | 90.604 | 0.000 | 0.000 | ||
87 | 2009.11.04 22:42 | close | 44 | 4.24 | 90.697 | 0.000 | 0.000 | 434.77 | 11042.33 |
88 | 2009.11.04 22:42 | close | 43 | 3.18 | 90.697 | 0.000 | 0.000 | -424.25 | 10618.08 |
89 | 2009.11.04 23:00 | buy | 45 | 5.30 | 90.734 | 0.000 | 0.000 | ||
90 | 2009.11.04 23:03 | close | 45 | 5.30 | 90.738 | 0.000 | 0.000 | 23.36 | 10641.44 |
91 | 2009.11.05 00:00 | buy | 46 | 6.36 | 90.864 | 0.000 | 0.000 | ||
92 | 2009.11.05 01:00 | buy | 47 | 7.42 | 90.708 | 0.000 | 0.000 | ||
93 | 2009.11.05 03:00 | buy | 48 | 8.48 | 90.526 | 0.000 | 0.000 | ||
94 | 2009.11.05 07:00 | buy | 49 | 2.12 | 90.470 | 0.000 | 0.000 | ||
95 | 2009.11.05 07:57 | close at stop | 49 | 2.12 | 90.306 | 0.000 | 0.000 | -385.00 | 10256.44 |
96 | 2009.11.05 07:57 | close at stop | 48 | 8.48 | 90.306 | 0.000 | 0.000 | -2065.86 | 8190.58 |
97 | 2009.11.05 07:57 | close at stop | 47 | 7.42 | 90.306 | 0.000 | 0.000 | -3303.04 | 4887.54 |
98 | 2009.11.05 07:57 | close at stop | 46 | 6.36 | 90.306 | 0.000 | 0.000 | -3929.84 | 957.70 |