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=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 | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9781.28 | Gross profit | 268.57 | Gross loss | -10049.85 |
Profit factor | 0.03 | Expected payoff | -815.11 | ||
Absolute drawdown | 9781.28 | Maximal drawdown | 10479.38 (97.96%) | Relative drawdown | 97.96% (10479.38) |
Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (8.33%) |
Profit trades (% of total) | 1 (8.33%) | Loss trades (% of total) | 11 (91.67%) | ||
Largest | profit trade | 268.57 | loss trade | -2207.69 | |
Average | profit trade | 268.57 | loss trade | -913.62 | |
Maximum | consecutive wins (profit in money) | 1 (268.57) | consecutive losses (loss in money) | 9 (-9809.13) | |
Maximal | consecutive profit (count of wins) | 268.57 (1) | consecutive loss (count of losses) | -9809.13 (9) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 2.00 | 1.00615 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 01:00 | buy | 2 | 3.00 | 1.00443 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 02:00 | buy | 3 | 4.00 | 1.00582 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 03:00 | buy | 4 | 2.00 | 1.00556 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 03:22 | close | 4 | 2.00 | 1.00533 | 0.00000 | 0.00000 | -45.76 | 9954.24 |
6 | 2009.12.01 03:22 | close | 3 | 4.00 | 1.00533 | 0.00000 | 0.00000 | -194.96 | 9759.28 |
7 | 2009.12.01 03:22 | close | 2 | 3.00 | 1.00533 | 0.00000 | 0.00000 | 268.57 | 10027.85 |
8 | 2009.12.01 03:22 | close | 1 | 2.00 | 1.00533 | 0.00000 | 0.00000 | -163.13 | 9864.72 |
9 | 2009.12.01 04:00 | buy | 5 | 1.98 | 1.00574 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 06:00 | buy | 6 | 2.97 | 1.00563 | 0.00000 | 0.00000 | ||
11 | 2009.12.01 09:00 | buy | 7 | 1.98 | 1.00461 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 10:00 | buy | 8 | 1.98 | 1.00131 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 11:00 | buy | 9 | 1.98 | 1.00173 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 12:00 | buy | 10 | 2.97 | 1.00147 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 14:00 | buy | 11 | 3.96 | 1.00232 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 15:00 | buy | 12 | 1.98 | 1.00205 | 0.00000 | 0.00000 | ||
17 | 2009.12.01 17:10 | close at stop | 12 | 1.98 | 0.99821 | 0.00000 | 0.00000 | -761.68 | 9103.04 |
18 | 2009.12.01 17:10 | close at stop | 11 | 3.96 | 0.99821 | 0.00000 | 0.00000 | -1630.48 | 7472.56 |
19 | 2009.12.01 17:10 | close at stop | 10 | 2.97 | 0.99821 | 0.00000 | 0.00000 | -969.96 | 6502.60 |
20 | 2009.12.01 17:10 | close at stop | 9 | 1.98 | 0.99821 | 0.00000 | 0.00000 | -698.21 | 5804.39 |
21 | 2009.12.01 17:10 | close at stop | 8 | 1.98 | 0.99821 | 0.00000 | 0.00000 | -614.90 | 5189.49 |
22 | 2009.12.01 17:10 | close at stop | 7 | 1.98 | 0.99821 | 0.00000 | 0.00000 | -1269.47 | 3920.02 |
23 | 2009.12.01 17:10 | close at stop | 6 | 2.97 | 0.99821 | 0.00000 | 0.00000 | -2207.69 | 1712.33 |
24 | 2009.12.01 17:10 | close at stop | 5 | 1.98 | 0.99821 | 0.00000 | 0.00000 | -1493.61 | 218.72 |