Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 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=17; 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; g="Разрешение на автоопределение лота"; AutoLot=true; ha="Процент риска на одну сделку"; Risk=1; ga="Профит при котором закроется пачка ордеров=0"; MInProfit=3; н="Пауза между открытием ордеров в минутах=10"; MinTradePause=15; 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=22; o="Час конца торговли"; EndTradeHour=8; p="Разрешение на вывод информации в основное окно"; ShowComment=true; r="Разрешение на работу с недостаточной маржой"; MargineVarning=true; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3233.43 | Gross profit | 428.51 | Gross loss | -3661.95 |
Profit factor | 0.12 | Expected payoff | -43.70 | ||
Absolute drawdown | 5696.17 | Maximal drawdown | 6026.46 (58.34%) | Relative drawdown | 58.34% (6026.46) |
Total trades | 74 | Short positions (won %) | 43 (58.14%) | Long positions (won %) | 31 (90.32%) |
Profit trades (% of total) | 53 (71.62%) | Loss trades (% of total) | 21 (28.38%) | ||
Largest | profit trade | 155.96 | loss trade | -352.01 | |
Average | profit trade | 8.09 | loss trade | -174.38 | |
Maximum | consecutive wins (profit in money) | 16 (214.09) | consecutive losses (loss in money) | 17 (-3645.97) | |
Maximal | consecutive profit (count of wins) | 214.09 (16) | consecutive loss (count of losses) | -3645.97 (17) | |
Average | consecutive wins | 11 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | sell | 1 | 0.10 | 1.00437 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 04:00 | sell | 2 | 0.10 | 1.00455 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 04:50 | close | 1 | 0.10 | 1.00390 | 0.00000 | 0.00000 | 4.68 | 10004.68 |
4 | 2009.12.01 04:57 | close | 2 | 0.10 | 1.00447 | 0.00000 | 0.00000 | 0.80 | 10005.48 |
5 | 2009.12.01 06:00 | buy | 3 | 0.10 | 1.00468 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 06:12 | close | 3 | 0.10 | 1.00549 | 0.00000 | 0.00000 | 8.06 | 10013.54 |
7 | 2009.12.01 09:00 | sell | 4 | 0.10 | 1.00342 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 09:06 | close | 4 | 0.10 | 1.00304 | 0.00000 | 0.00000 | 3.79 | 10017.33 |
9 | 2009.12.01 10:00 | buy | 5 | 0.10 | 1.00036 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 10:05 | close | 5 | 0.10 | 1.00056 | 0.00000 | 0.00000 | 2.00 | 10019.33 |
11 | 2009.12.01 11:00 | sell | 6 | 0.10 | 1.00054 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 11:17 | close | 6 | 0.10 | 1.00018 | 0.00000 | 0.00000 | 3.60 | 10022.93 |
13 | 2009.12.01 12:00 | sell | 7 | 0.10 | 1.00028 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 14:00 | sell | 8 | 0.10 | 1.00113 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 15:00 | sell | 9 | 0.10 | 1.00086 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 15:17 | close | 9 | 0.10 | 1.00025 | 0.00000 | 0.00000 | 6.10 | 10029.03 |
17 | 2009.12.01 16:00 | close | 8 | 0.10 | 1.00006 | 0.00000 | 0.00000 | 10.70 | 10039.73 |
18 | 2009.12.01 16:00 | close | 7 | 0.10 | 1.00006 | 0.00000 | 0.00000 | 2.20 | 10041.93 |
19 | 2009.12.01 16:00 | sell | 10 | 0.10 | 0.99982 | 0.00000 | 0.00000 | ||
20 | 2009.12.01 16:22 | close | 10 | 0.10 | 0.99959 | 0.00000 | 0.00000 | 2.30 | 10044.23 |
21 | 2009.12.01 17:00 | sell | 11 | 0.10 | 0.99893 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 17:12 | close | 11 | 0.10 | 0.99864 | 0.00000 | 0.00000 | 2.90 | 10047.13 |
23 | 2009.12.01 18:00 | buy | 12 | 0.10 | 0.99863 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 18:50 | close | 12 | 0.10 | 0.99877 | 0.00000 | 0.00000 | 1.40 | 10048.53 |
25 | 2009.12.01 19:00 | buy | 13 | 0.10 | 0.99898 | 0.00000 | 0.00000 | ||
26 | 2009.12.01 21:00 | buy | 14 | 0.10 | 0.99897 | 0.00000 | 0.00000 | ||
27 | 2009.12.01 22:00 | close | 14 | 0.10 | 0.99926 | 0.00000 | 0.00000 | 2.90 | 10051.43 |
28 | 2009.12.01 22:00 | close | 13 | 0.10 | 0.99926 | 0.00000 | 0.00000 | 2.80 | 10054.23 |
29 | 2009.12.01 22:00 | buy | 15 | 0.10 | 0.99950 | 0.00000 | 0.00000 | ||
30 | 2009.12.01 23:00 | buy | 16 | 0.10 | 0.99956 | 0.00000 | 0.00000 | ||
31 | 2009.12.02 00:00 | sell | 17 | 0.10 | 0.99965 | 0.00000 | 0.00000 | ||
32 | 2009.12.02 01:00 | close | 15 | 0.10 | 0.99882 | 0.00000 | 0.00000 | -6.76 | 10047.47 |
33 | 2009.12.02 02:00 | buy | 18 | 0.10 | 0.99891 | 0.00000 | 0.00000 | ||
34 | 2009.12.02 03:00 | close by | 18 | 0.10 | 0.99965 | 0.00000 | 0.00000 | 7.40 | 10054.87 |
35 | 2009.12.02 03:00 | close by | 17 | 0.00 | 0.99965 | 0.00000 | 0.00000 | 0.00 | 10054.87 |
36 | 2009.12.02 03:00 | buy | 19 | 0.10 | 0.99960 | 0.00000 | 0.00000 | ||
37 | 2009.12.02 05:00 | buy | 20 | 0.10 | 0.99887 | 0.00000 | 0.00000 | ||
38 | 2009.12.02 07:00 | buy | 21 | 0.10 | 0.99897 | 0.00000 | 0.00000 | ||
39 | 2009.12.02 09:00 | buy | 22 | 0.10 | 0.99947 | 0.00000 | 0.00000 | ||
40 | 2009.12.02 11:00 | buy | 23 | 0.10 | 0.99866 | 0.00000 | 0.00000 | ||
41 | 2009.12.02 12:00 | buy | 24 | 0.10 | 0.99841 | 0.00000 | 0.00000 | ||
42 | 2009.12.02 14:00 | buy | 25 | 0.10 | 0.99907 | 0.00000 | 0.00000 | ||
43 | 2009.12.02 15:00 | close | 25 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 4.90 | 10059.77 |
44 | 2009.12.02 15:00 | close | 24 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 11.51 | 10071.28 |
45 | 2009.12.02 15:00 | close | 23 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 9.00 | 10080.28 |
46 | 2009.12.02 15:00 | close | 22 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 0.90 | 10081.18 |
47 | 2009.12.02 15:00 | close | 21 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 5.90 | 10087.08 |
48 | 2009.12.02 15:00 | close | 20 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 6.90 | 10093.98 |
49 | 2009.12.02 15:00 | close | 19 | 0.10 | 0.99956 | 0.00000 | 0.00000 | -0.40 | 10093.58 |
50 | 2009.12.02 15:00 | close | 16 | 0.10 | 0.99956 | 0.00000 | 0.00000 | 0.05 | 10093.63 |
51 | 2009.12.02 15:00 | buy | 26 | 0.10 | 0.99980 | 0.00000 | 0.00000 | ||
52 | 2009.12.02 15:05 | close | 26 | 0.10 | 1.00027 | 0.00000 | 0.00000 | 4.70 | 10098.33 |
53 | 2009.12.02 16:00 | sell | 27 | 0.10 | 0.99998 | 0.00000 | 0.00000 | ||
54 | 2009.12.02 16:12 | close | 27 | 0.10 | 0.99982 | 0.00000 | 0.00000 | 1.60 | 10099.93 |
55 | 2009.12.02 17:00 | sell | 28 | 0.10 | 0.99938 | 0.00000 | 0.00000 | ||
56 | 2009.12.02 20:00 | sell | 29 | 0.10 | 1.00150 | 0.00000 | 0.00000 | ||
57 | 2009.12.02 22:00 | sell | 30 | 0.10 | 1.00157 | 0.00000 | 0.00000 | ||
58 | 2009.12.02 23:00 | sell | 31 | 0.10 | 1.00186 | 0.00000 | 0.00000 | ||
59 | 2009.12.02 23:22 | close | 31 | 0.10 | 1.00175 | 0.00000 | 0.00000 | 1.10 | 10101.03 |
60 | 2009.12.03 00:00 | sell | 32 | 0.10 | 1.00181 | 0.00000 | 0.00000 | ||
61 | 2009.12.03 00:12 | close | 32 | 0.10 | 1.00167 | 0.00000 | 0.00000 | 1.40 | 10102.43 |
62 | 2009.12.03 01:00 | buy | 33 | 0.10 | 1.00073 | 0.00000 | 0.00000 | ||
63 | 2009.12.03 02:00 | close by | 33 | 0.10 | 1.00157 | 0.00000 | 0.00000 | 8.19 | 10110.62 |
64 | 2009.12.03 02:00 | close by | 30 | 0.00 | 1.00157 | 0.00000 | 0.00000 | 0.00 | 10110.62 |
65 | 2009.12.03 02:00 | close | 29 | 0.10 | 0.99977 | 0.00000 | 0.00000 | 17.09 | 10127.71 |
66 | 2009.12.03 02:00 | sell | 34 | 0.10 | 0.99953 | 0.00000 | 0.00000 | ||
67 | 2009.12.03 02:25 | close | 34 | 0.10 | 0.99950 | 0.00000 | 0.00000 | 0.30 | 10128.01 |
68 | 2009.12.03 03:52 | close | 28 | 0.10 | 0.99937 | 0.00000 | 0.00000 | -0.11 | 10127.91 |
69 | 2009.12.03 04:00 | buy | 35 | 0.10 | 0.99956 | 0.00000 | 0.00000 | ||
70 | 2009.12.03 06:00 | buy | 36 | 0.10 | 0.99956 | 0.00000 | 0.00000 | ||
71 | 2009.12.03 07:00 | close | 36 | 0.10 | 0.99986 | 0.00000 | 0.00000 | 3.00 | 10130.91 |
72 | 2009.12.03 07:00 | close | 35 | 0.10 | 0.99986 | 0.00000 | 0.00000 | 3.00 | 10133.91 |
73 | 2009.12.03 07:00 | buy | 37 | 0.10 | 1.00010 | 0.00000 | 0.00000 | ||
74 | 2009.12.03 11:00 | buy | 38 | 0.10 | 0.99758 | 0.00000 | 0.00000 | ||
75 | 2009.12.03 12:00 | buy | 39 | 0.10 | 0.99729 | 0.00000 | 0.00000 | ||
76 | 2009.12.03 13:00 | buy | 40 | 0.10 | 0.99728 | 0.00000 | 0.00000 | ||
77 | 2009.12.03 14:00 | buy | 41 | 0.10 | 0.99745 | 0.00000 | 0.00000 | ||
78 | 2009.12.03 14:52 | close | 41 | 0.10 | 0.99923 | 0.00000 | 0.00000 | 17.81 | 10151.72 |
79 | 2009.12.03 14:52 | close | 40 | 0.10 | 0.99923 | 0.00000 | 0.00000 | 19.52 | 10171.24 |
80 | 2009.12.03 14:52 | close | 39 | 0.10 | 0.99923 | 0.00000 | 0.00000 | 19.41 | 10190.65 |
81 | 2009.12.03 14:52 | close | 38 | 0.10 | 0.99923 | 0.00000 | 0.00000 | 16.51 | 10207.16 |
82 | 2009.12.03 14:52 | close | 37 | 0.10 | 0.99923 | 0.00000 | 0.00000 | -8.71 | 10198.45 |
83 | 2009.12.03 15:00 | buy | 42 | 0.10 | 0.99945 | 0.00000 | 0.00000 | ||
84 | 2009.12.03 15:17 | close | 42 | 0.10 | 0.99988 | 0.00000 | 0.00000 | 4.30 | 10202.75 |
85 | 2009.12.03 16:00 | buy | 43 | 0.10 | 0.99985 | 0.00000 | 0.00000 | ||
86 | 2009.12.03 16:05 | close | 43 | 0.10 | 1.00036 | 0.00000 | 0.00000 | 5.10 | 10207.85 |
87 | 2009.12.03 17:00 | buy | 44 | 0.10 | 0.99878 | 0.00000 | 0.00000 | ||
88 | 2009.12.03 17:47 | close | 44 | 0.10 | 0.99900 | 0.00000 | 0.00000 | 2.20 | 10210.05 |
89 | 2009.12.03 18:00 | sell | 45 | 0.10 | 0.99952 | 0.00000 | 0.00000 | ||
90 | 2009.12.03 18:22 | close | 45 | 0.10 | 0.99936 | 0.00000 | 0.00000 | 1.60 | 10211.65 |
91 | 2009.12.03 19:00 | buy | 46 | 0.10 | 0.99903 | 0.00000 | 0.00000 | ||
92 | 2009.12.03 19:06 | close | 46 | 0.10 | 0.99914 | 0.00000 | 0.00000 | 1.10 | 10212.75 |
93 | 2009.12.03 20:00 | buy | 47 | 0.10 | 0.99880 | 0.00000 | 0.00000 | ||
94 | 2009.12.03 20:05 | close | 47 | 0.10 | 0.99883 | 0.00000 | 0.00000 | 0.30 | 10213.05 |
95 | 2009.12.03 21:00 | buy | 48 | 0.10 | 0.99880 | 0.00000 | 0.00000 | ||
96 | 2009.12.03 21:42 | close | 48 | 0.10 | 0.99900 | 0.00000 | 0.00000 | 2.00 | 10215.05 |
97 | 2009.12.03 23:00 | sell | 49 | 0.10 | 1.00101 | 0.00000 | 0.00000 | ||
98 | 2009.12.03 23:27 | close | 49 | 0.10 | 1.00095 | 0.00000 | 0.00000 | 0.60 | 10215.65 |
99 | 2009.12.04 00:00 | sell | 50 | 0.10 | 1.00088 | 0.00000 | 0.00000 | ||
100 | 2009.12.04 00:17 | close | 50 | 0.10 | 1.00060 | 0.00000 | 0.00000 | 2.80 | 10218.45 |
101 | 2009.12.04 01:00 | sell | 51 | 0.10 | 0.99985 | 0.00000 | 0.00000 | ||
102 | 2009.12.04 03:00 | sell | 52 | 0.10 | 1.00028 | 0.00000 | 0.00000 | ||
103 | 2009.12.04 03:59 | close | 52 | 0.10 | 1.00026 | 0.00000 | 0.00000 | 0.20 | 10218.65 |
104 | 2009.12.04 04:00 | sell | 53 | 0.10 | 1.00003 | 0.00000 | 0.00000 | ||
105 | 2009.12.04 05:00 | sell | 54 | 0.10 | 1.00031 | 0.00000 | 0.00000 | ||
106 | 2009.12.04 07:00 | sell | 55 | 0.10 | 1.00076 | 0.00000 | 0.00000 | ||
107 | 2009.12.04 09:00 | close | 55 | 0.10 | 0.99929 | 0.00000 | 0.00000 | 14.71 | 10233.36 |
108 | 2009.12.04 09:00 | close | 54 | 0.10 | 0.99929 | 0.00000 | 0.00000 | 10.21 | 10243.57 |
109 | 2009.12.04 09:00 | close | 53 | 0.10 | 0.99929 | 0.00000 | 0.00000 | 7.41 | 10250.98 |
110 | 2009.12.04 09:00 | close | 51 | 0.10 | 0.99929 | 0.00000 | 0.00000 | 5.60 | 10256.58 |
111 | 2009.12.04 09:00 | sell | 56 | 0.10 | 0.99905 | 0.00000 | 0.00000 | ||
112 | 2009.12.04 11:00 | sell | 57 | 0.10 | 0.99952 | 0.00000 | 0.00000 | ||
113 | 2009.12.04 12:00 | sell | 58 | 0.10 | 1.00001 | 0.00000 | 0.00000 | ||
114 | 2009.12.04 13:00 | sell | 59 | 0.10 | 0.99967 | 0.00000 | 0.00000 | ||
115 | 2009.12.04 14:00 | buy | 60 | 0.10 | 0.99951 | 0.00000 | 0.00000 | ||
116 | 2009.12.07 00:00 | sell | 61 | 0.10 | 1.01535 | 0.00000 | 0.00000 | ||
117 | 2009.12.07 01:00 | close by | 61 | 0.10 | 0.99951 | 0.00000 | 0.00000 | 155.96 | 10412.53 |
118 | 2009.12.07 01:00 | close by | 60 | 0.00 | 0.99951 | 0.00000 | 0.00000 | 0.00 | 10412.53 |
119 | 2009.12.07 01:00 | sell | 62 | 0.10 | 1.01570 | 0.00000 | 0.00000 | ||
120 | 2009.12.07 02:00 | sell | 63 | 0.10 | 1.01571 | 0.00000 | 0.00000 | ||
121 | 2009.12.07 03:00 | sell | 64 | 0.10 | 1.01588 | 0.00000 | 0.00000 | ||
122 | 2009.12.07 06:00 | sell | 65 | 0.10 | 1.01466 | 0.00000 | 0.00000 | ||
123 | 2009.12.07 07:00 | sell | 66 | 0.10 | 1.01514 | 0.00000 | 0.00000 | ||
124 | 2009.12.07 08:00 | sell | 67 | 0.10 | 1.01463 | 0.00000 | 0.00000 | ||
125 | 2009.12.07 16:00 | sell | 68 | 0.10 | 1.02063 | 0.00000 | 0.00000 | ||
126 | 2009.12.07 18:00 | sell | 69 | 0.10 | 1.01986 | 0.00000 | 0.00000 | ||
127 | 2009.12.07 21:00 | sell | 70 | 0.10 | 1.01933 | 0.00000 | 0.00000 | ||
128 | 2009.12.07 22:00 | sell | 71 | 0.10 | 1.01983 | 0.00000 | 0.00000 | ||
129 | 2009.12.07 23:00 | sell | 72 | 0.10 | 1.01952 | 0.00000 | 0.00000 | ||
130 | 2009.12.08 00:00 | sell | 73 | 0.10 | 1.01942 | 0.00000 | 0.00000 | ||
131 | 2009.12.08 03:00 | sell | 74 | 0.10 | 1.01726 | 0.00000 | 0.00000 | ||
132 | 2009.12.31 18:57 | close at stop | 74 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -175.98 | 10236.55 |
133 | 2009.12.31 18:57 | close at stop | 73 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -155.12 | 10081.43 |
134 | 2009.12.31 18:57 | close at stop | 72 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -154.22 | 9927.21 |
135 | 2009.12.31 18:57 | close at stop | 71 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -151.23 | 9775.98 |
136 | 2009.12.31 18:57 | close at stop | 70 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -156.05 | 9619.92 |
137 | 2009.12.31 18:57 | close at stop | 69 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -150.94 | 9468.98 |
138 | 2009.12.31 18:57 | close at stop | 68 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -143.50 | 9325.48 |
139 | 2009.12.31 18:57 | close at stop | 67 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -201.45 | 9124.03 |
140 | 2009.12.31 18:57 | close at stop | 66 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -196.53 | 8927.50 |
141 | 2009.12.31 18:57 | close at stop | 65 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -201.16 | 8726.34 |
142 | 2009.12.31 18:57 | close at stop | 64 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -189.38 | 8536.95 |
143 | 2009.12.31 18:57 | close at stop | 63 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -191.02 | 8345.93 |
144 | 2009.12.31 18:57 | close at stop | 62 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -191.12 | 8154.81 |
145 | 2009.12.31 18:57 | close at stop | 59 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -346.02 | 7808.79 |
146 | 2009.12.31 18:57 | close at stop | 58 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -342.74 | 7466.05 |
147 | 2009.12.31 18:57 | close at stop | 57 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -347.47 | 7118.58 |
148 | 2009.12.31 18:57 | close at stop | 56 | 0.10 | 1.03530 | 0.00000 | 0.00000 | -352.01 | 6766.57 |