Strategy Tester: PipBoxer_V500

Strategy Tester Report

PipBoxer_V500_USDCAD

AlpariUK-Demo (Build 224)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2007.01.02 00:00 - 2009.06.04 14:00 (2006.12.31 - 2009.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Note_0_1="If Value_At_Risk<=0 then"; Note_1_1="UserLots is in effect."; Value_At_Risk=0; UserLots=0.1; TradesAllowed=true; Note_0_2="You usually do not need to"; Note_1_2="change the following variables."; _max_SL=1000; no_risk_balance=0; enter_high_risk=true; above_max_lots_ok=true; trades_slippage=2; OneTimeTPCompromise=true; OneTimeSLModification=true; draw_shapes=true; AvoidConsolidatedMarkets=true; send_email=true; Note_0_3="End of Input Variables";

Bars in test	15820	Ticks modelled	5676357	Modelling quality	90.00%
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	1349.82	Gross profit	3657.77	Gross loss	-2307.95
Profit factor	1.58	Expected payoff	13.77
Absolute drawdown	370.38	Maximal drawdown	465.42 (4.61%)	Relative drawdown	4.61% (465.42)

Total trades	98	Short positions (won %)	36 (44.44%)	Long positions (won %)	62 (53.23%)
		Profit trades (% of total)	49 (50.00%)	Loss trades (% of total)	49 (50.00%)
Largest		profit trade	438.69	loss trade	-134.55
Average		profit trade	74.65	loss trade	-47.10
Maximum		consecutive wins (profit in money)	6 (1367.61)	consecutive losses (loss in money)	5 (-179.79)
Maximal		consecutive profit (count of wins)	1367.61 (6)	consecutive loss (count of losses)	-267.08 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2007.01.11 12:04	buy	1	0.10	1.17210	1.16870	1.17870
2	2007.01.11 14:31	t/p	1	0.10	1.17870	1.16870	1.17870	55.99	10055.99
3	2007.01.12 12:02	buy	2	0.10	1.17540	1.17303	1.17963
4	2007.01.12 12:55	s/l	2	0.10	1.17303	1.17303	1.17963	-20.20	10035.79
5	2007.01.23 14:00	sell	3	0.10	1.18180	1.18490	1.17933
6	2007.01.23 20:25	t/p	3	0.10	1.17933	1.18490	1.17933	20.95	10056.74
7	2007.01.24 14:47	buy	4	0.10	1.18040	1.17620	1.18395
8	2007.01.25 08:03	s/l	4	0.10	1.17620	1.17620	1.18395	-35.61	10021.13
9	2007.01.25 09:37	buy	5	0.10	1.17734	1.17290	1.18488
10	2007.02.02 15:24	t/p	5	0.10	1.18488	1.17290	1.18488	63.91	10085.04
11	2007.02.02 16:16	sell	6	0.10	1.18209	1.18709	1.17399
12	2007.02.08 13:31	modify	6	0.10	1.18209	1.18709	1.18089
13	2007.02.08 14:08	s/l	6	0.10	1.18709	1.18709	1.18089	-42.57	10042.46
14	2007.02.14 17:04	buy	7	0.10	1.16780	1.16420	1.16972
15	2007.02.15 03:12	s/l	7	0.10	1.16420	1.16420	1.16972	-30.82	10011.65
16	2007.02.26 14:40	buy	8	0.10	1.15990	1.15743	1.16090
17	2007.02.26 23:42	t/p	8	0.10	1.16090	1.15743	1.16090	8.61	10020.26
18	2007.02.27 18:02	sell	9	0.10	1.16340	1.16686	1.15518
19	2007.02.27 20:54	modify	9	0.10	1.16340	1.16686	1.16257
20	2007.02.27 21:01	s/l	9	0.10	1.16686	1.16686	1.16257	-29.65	9990.61
21	2007.02.28 17:46	sell	10	0.10	1.16988	1.17360	1.16225
22	2007.03.01 14:37	modify	10	0.10	1.16988	1.17360	1.16899
23	2007.03.01 14:43	s/l	10	0.10	1.17360	1.17360	1.16899	-31.92	9958.68
24	2007.04.05 12:02	buy	11	0.10	1.15970	1.15730	1.16070
25	2007.04.05 13:00	s/l	11	0.10	1.15730	1.15730	1.16070	-20.74	9937.94
26	2007.04.06 16:02	sell	12	0.10	1.15050	1.15314	1.14950
27	2007.04.09 20:29	s/l	12	0.10	1.15314	1.15314	1.14950	-22.97	9914.98
28	2007.04.18 15:00	sell	13	0.10	1.13003	1.13390	1.12669
29	2007.04.19 11:45	t/p	13	0.10	1.12669	1.13390	1.12669	29.42	9944.40
30	2007.04.19 14:34	buy	14	0.10	1.12660	1.12340	1.13286
31	2007.04.20 16:11	modify	14	0.10	1.12660	1.12340	1.12737
32	2007.04.20 16:12	s/l	14	0.10	1.12340	1.12340	1.12737	-28.45	9915.95
33	2007.05.01 16:26	buy	15	0.10	1.10844	1.10470	1.11227
34	2007.05.02 03:30	t/p	15	0.10	1.11227	1.10470	1.11227	34.46	9950.41
35	2007.05.23 15:25	buy	16	0.10	1.08469	1.08150	1.09110
36	2007.05.23 16:45	modify	16	0.10	1.08469	1.08150	1.08546
37	2007.05.23 16:47	s/l	16	0.10	1.08150	1.08150	1.08546	-29.50	9920.91
38	2007.06.07 15:28	sell	17	0.10	1.05862	1.06210	1.05452
39	2007.06.07 18:54	s/l	17	0.10	1.06210	1.06210	1.05452	-32.76	9888.15
40	2007.06.08 14:16	sell	18	0.10	1.06667	1.07128	1.05607
41	2007.06.13 10:21	modify	18	0.10	1.06667	1.07128	1.06556
42	2007.06.13 10:26	s/l	18	0.10	1.07128	1.07128	1.06556	-43.26	9844.89
43	2007.06.29 13:03	buy	19	0.10	1.05482	1.04680	1.06543
44	2007.06.29 16:36	t/p	19	0.10	1.06543	1.04680	1.06543	99.58	9944.47
45	2007.07.06 13:00	buy	20	0.10	1.05680	1.05410	1.05783
46	2007.07.06 13:00	s/l	20	0.10	1.05410	1.05410	1.05783	-25.62	9918.85
47	2007.07.18 10:09	buy	21	0.10	1.04330	1.03990	1.04558
48	2007.07.18 13:00	t/p	21	0.10	1.04558	1.03990	1.04558	21.80	9940.65
49	2007.07.20 17:59	buy	22	0.10	1.04440	1.04120	1.04552
50	2007.07.20 18:32	t/p	22	0.10	1.04552	1.04120	1.04552	10.71	9951.36
51	2007.08.08 11:30	buy	23	0.10	1.05470	1.05160	1.05740
52	2007.08.08 12:23	s/l	23	0.10	1.05160	1.05160	1.05740	-29.48	9921.88
53	2007.08.09 16:15	sell	24	0.10	1.05540	1.06432	1.03816
54	2007.08.14 16:17	modify	24	0.10	1.05540	1.06432	1.05326
55	2007.08.14 16:27	s/l	24	0.10	1.06432	1.06432	1.05326	-84.03	9837.85
56	2007.08.16 14:18	sell	25	0.10	1.07793	1.08660	1.07540
57	2007.08.16 14:34	t/p	25	0.10	1.07540	1.08660	1.07540	23.54	9861.39
58	2007.08.17 16:01	buy	26	0.10	1.06613	1.05510	1.09087
59	2007.08.20 14:57	modify	26	0.10	1.06613	1.05510	1.06878
60	2007.08.20 14:58	s/l	26	0.10	1.05510	1.05510	1.06878	-104.52	9756.87
61	2007.09.04 11:36	sell	27	0.10	1.05480	1.05703	1.04963
62	2007.09.04 18:00	t/p	27	0.10	1.04963	1.05703	1.04963	49.25	9806.12
63	2007.09.07 15:32	buy	28	0.10	1.05235	1.04710	1.05560
64	2007.09.07 17:22	t/p	28	0.10	1.05560	1.04710	1.05560	30.79	9836.91
65	2007.09.10 17:14	buy	29	0.10	1.05620	1.05240	1.06062
66	2007.09.10 20:28	s/l	29	0.10	1.05240	1.05240	1.06062	-36.11	9800.80
67	2007.09.11 09:01	buy	30	0.10	1.05160	1.04830	1.05618
68	2007.09.11 09:53	s/l	30	0.10	1.04830	1.04830	1.05618	-31.48	9769.32
69	2007.09.14 15:59	buy	31	0.10	1.03302	1.02782	1.03893
70	2007.09.14 19:00	modify	31	0.10	1.03302	1.02782	1.03427
71	2007.09.14 19:00	s/l	31	0.10	1.02782	1.02782	1.03427	-50.59	9718.73
72	2007.09.17 10:19	buy	32	0.10	1.02694	1.02340	1.03483
73	2007.09.18 14:33	s/l	32	0.10	1.02340	1.02340	1.03483	-34.56	9684.18
74	2007.09.28 11:01	buy	33	0.10	1.00090	0.99820	1.00403
75	2007.09.28 12:24	s/l	33	0.10	0.99820	0.99820	1.00403	-27.05	9657.13
76	2007.10.17 11:50	sell	34	0.10	0.97880	0.98217	0.97678
77	2007.10.17 14:04	t/p	34	0.10	0.97678	0.98217	0.97678	20.68	9677.81
78	2007.10.24 10:01	sell	35	0.10	0.96758	0.97100	0.96356
79	2007.10.24 13:09	s/l	35	0.10	0.97100	0.97100	0.96356	-35.21	9642.60
80	2007.12.10 13:28	buy	36	0.10	1.00420	1.00040	1.01004
81	2007.12.10 17:35	t/p	36	0.10	1.01004	1.00040	1.01004	57.82	9700.42
82	2007.12.13 12:40	buy	37	0.10	1.01410	1.00940	1.01540
83	2007.12.13 14:13	t/p	37	0.10	1.01540	1.00940	1.01540	12.80	9713.22
84	2007.12.18 14:11	sell	38	0.10	1.00645	1.01430	0.99749
85	2007.12.20 12:38	t/p	38	0.10	0.99749	1.01430	0.99749	89.55	9802.77
86	2007.12.20 14:00	buy	39	0.10	0.99920	0.99530	1.00786
87	2007.12.21 13:37	s/l	39	0.10	0.99530	0.99530	1.00786	-39.15	9763.62
88	2008.01.10 13:52	buy	40	0.10	1.00910	1.00514	1.01334
89	2008.01.10 14:34	t/p	40	0.10	1.01334	1.00514	1.01334	41.84	9805.46
90	2008.01.15 14:24	buy	41	0.10	1.01515	1.01207	1.02086
91	2008.01.16 08:04	t/p	41	0.10	1.02086	1.01207	1.02086	55.96	9861.43
92	2008.02.01 15:16	buy	42	0.10	1.00230	0.99320	1.00752
93	2008.02.01 17:25	s/l	42	0.10	0.99320	0.99320	1.00752	-91.63	9769.80
94	2008.02.06 10:06	sell	43	0.10	1.00590	1.01080	1.00342
95	2008.02.06 14:31	t/p	43	0.10	1.00342	1.01080	1.00342	24.72	9794.52
96	2008.02.12 13:41	buy	44	0.10	0.99980	0.99606	1.00731
97	2008.02.12 15:03	modify	44	0.10	0.99980	0.99606	1.00070
98	2008.02.12 15:03	s/l	44	0.10	0.99606	0.99606	1.00070	-37.56	9756.96
99	2008.02.14 16:01	sell	45	0.10	0.99810	1.00150	0.99306
100	2008.02.15 10:51	t/p	45	0.10	0.99306	1.00150	0.99306	50.67	9807.63
101	2008.02.19 10:04	buy	46	0.10	1.00760	1.00373	1.01010
102	2008.02.19 12:44	s/l	46	0.10	1.00373	1.00373	1.01010	-38.56	9769.07
103	2008.02.22 14:30	buy	47	0.10	1.01233	1.00710	1.01425
104	2008.02.22 14:35	t/p	47	0.10	1.01425	1.00710	1.01425	18.93	9788.00
105	2008.02.29 14:24	sell	48	0.10	0.97797	0.98513	0.97065
106	2008.02.29 21:21	modify	48	0.10	0.97797	0.98513	0.97625
107	2008.02.29 21:47	s/l	48	0.10	0.98513	0.98513	0.97625	-72.68	9715.32
108	2008.03.07 14:55	buy	49	0.10	0.98123	0.97420	0.99043
109	2008.03.07 17:58	t/p	49	0.10	0.99043	0.97420	0.99043	92.88	9808.20
110	2008.03.12 12:38	buy	50	0.10	0.98798	0.98352	0.99757
111	2008.03.13 14:32	modify	50	0.10	0.98798	0.98352	0.98905
112	2008.03.13 14:32	s/l	50	0.10	0.98352	0.98352	0.98905	-45.25	9762.95
113	2008.03.14 14:39	sell	51	0.10	0.99209	0.99745	0.97334
114	2008.03.17 13:43	modify	51	0.10	0.99209	0.99745	0.99080
115	2008.03.17 13:43	s/l	51	0.10	0.99745	0.99745	0.99080	-53.81	9709.15
116	2008.03.26 13:59	buy	52	0.10	1.01460	1.00934	1.02341
117	2008.03.31 02:53	t/p	52	0.10	1.02341	1.00934	1.02341	86.25	9795.40
118	2008.04.04 14:40	sell	53	0.10	1.00445	1.00860	1.00244
119	2008.04.04 14:59	t/p	53	0.10	1.00244	1.00860	1.00244	20.05	9815.45
120	2008.04.08 11:00	sell	54	0.10	1.01350	1.01730	1.00941
121	2008.04.09 12:07	s/l	54	0.10	1.01730	1.01730	1.00941	-37.43	9778.02
122	2008.04.16 10:54	buy	55	0.10	1.01280	1.00830	1.02537
123	2008.04.16 11:47	modify	55	0.10	1.01280	1.00830	1.01388
124	2008.04.16 11:47	s/l	55	0.10	1.00830	1.00830	1.01388	-44.64	9733.38
125	2008.04.21 13:39	sell	56	0.10	1.00535	1.00913	1.00092
126	2008.04.21 14:35	t/p	56	0.10	1.00092	1.00913	1.00092	44.26	9777.64
127	2008.04.22 17:00	sell	57	0.10	1.00804	1.01530	1.00149
128	2008.04.23 14:30	s/l	57	0.10	1.01530	1.01530	1.00149	-71.40	9706.24
129	2008.04.30 16:22	buy	58	0.10	1.00833	1.00296	1.01926
130	2008.05.01 16:32	t/p	58	0.10	1.01926	1.00296	1.01926	107.32	9813.57
131	2008.05.02 17:01	sell	59	0.10	1.01919	1.02458	1.01258
132	2008.05.05 17:17	t/p	59	0.10	1.01258	1.02458	1.01258	65.20	9878.77
133	2008.05.07 13:09	sell	60	0.10	1.00360	1.00800	0.99893
134	2008.05.07 21:42	s/l	60	0.10	1.00800	1.00800	0.99893	-43.64	9835.13
135	2008.05.14 15:06	buy	61	0.10	1.00100	0.99620	1.00997
136	2008.05.16 14:23	modify	61	0.10	1.00100	0.99620	1.00215
137	2008.05.16 14:23	s/l	61	0.10	0.99620	0.99620	1.00215	-48.05	9787.08
138	2008.05.16 15:00	buy	62	0.10	0.99970	0.99510	1.00431
139	2008.05.16 15:56	s/l	62	0.10	0.99510	0.99510	1.00431	-46.23	9740.85
140	2008.05.20 10:00	buy	63	0.10	0.99293	0.98730	0.99506
141	2008.05.20 17:30	t/p	63	0.10	0.99506	0.98730	0.99506	21.41	9762.26
142	2008.05.21 14:59	buy	64	0.10	0.98642	0.98180	0.99671
143	2008.05.30 14:33	t/p	64	0.10	0.99671	0.98180	0.99671	103.61	9865.87
144	2008.06.06 14:31	sell	65	0.10	1.01820	1.02150	1.01399
145	2008.06.09 11:01	s/l	65	0.10	1.02150	1.02150	1.01399	-32.38	9833.49
146	2008.06.20 15:04	buy	66	0.10	1.01510	1.01000	1.01815
147	2008.06.20 15:19	t/p	66	0.10	1.01815	1.01000	1.01815	29.95	9863.44
148	2008.06.25 17:00	buy	67	0.10	1.01245	1.00890	1.01468
149	2008.06.25 21:18	s/l	67	0.10	1.00890	1.00890	1.01468	-35.19	9828.25
150	2008.07.04 12:45	buy	68	0.10	1.01674	1.01388	1.02067
151	2008.07.07 07:14	t/p	68	0.10	1.02067	1.01388	1.02067	38.54	9866.79
152	2008.07.11 15:28	sell	69	0.10	1.01209	1.01780	1.00363
153	2008.07.15 08:38	t/p	69	0.10	1.00363	1.01780	1.00363	84.14	9950.93
154	2008.07.16 13:00	buy	70	0.10	1.00202	0.99950	1.00363
155	2008.07.16 16:40	t/p	70	0.10	1.00363	0.99950	1.00363	16.04	9966.97
156	2008.07.17 14:09	sell	71	0.10	1.00017	1.00267	0.99917
157	2008.07.17 14:44	s/l	71	0.10	1.00267	1.00267	0.99917	-24.93	9942.04
158	2008.07.28 16:41	sell	72	0.10	1.02050	1.02290	1.01612
159	2008.07.28 17:49	s/l	72	0.10	1.02290	1.02290	1.01612	-23.46	9918.58
160	2008.07.29 14:00	sell	73	0.10	1.02347	1.02530	1.01874
161	2008.07.29 14:17	modify	73	0.10	1.02347	1.02530	1.02303
162	2008.07.29 14:32	t/p	73	0.10	1.02303	1.02530	1.02303	4.30	9922.88
163	2008.07.30 16:40	sell	74	0.10	1.02409	1.02690	1.02061
164	2008.08.01 09:56	s/l	74	0.10	1.02690	1.02690	1.02061	-27.67	9895.21
165	2008.08.06 10:07	buy	75	0.10	1.04230	1.03990	1.04474
166	2008.08.06 15:02	t/p	75	0.10	1.04474	1.03990	1.04474	23.36	9918.57
167	2008.08.12 16:16	buy	76	0.10	1.06609	1.06129	1.07695
168	2008.08.12 19:13	modify	76	0.10	1.06609	1.06129	1.06724
169	2008.08.13 11:42	t/p	76	0.10	1.06724	1.06129	1.06724	10.81	9929.38
170	2008.08.26 17:57	buy	77	0.10	1.04771	1.04100	1.06073
171	2008.08.29 17:20	t/p	77	0.10	1.06073	1.04100	1.06073	122.92	10052.30
172	2008.09.02 11:13	sell	78	0.10	1.07090	1.07471	1.06319
173	2008.09.03 10:16	modify	78	0.10	1.07090	1.07471	1.06999
174	2008.09.03 10:20	s/l	78	0.10	1.07471	1.07471	1.06999	-35.52	10016.79
175	2008.09.04 11:48	buy	79	0.10	1.05950	1.05400	1.06721
176	2008.09.04 21:09	t/p	79	0.10	1.06721	1.05400	1.06721	72.24	10089.03
177	2008.09.11 15:34	buy	80	0.10	1.07474	1.06963	1.07921
178	2008.09.11 17:11	t/p	80	0.10	1.07921	1.06963	1.07921	41.42	10130.45
179	2008.09.25 16:24	buy	81	0.10	1.03558	1.02965	1.04087
180	2008.09.29 09:12	t/p	81	0.10	1.04087	1.02965	1.04087	50.89	10181.34
181	2008.09.29 10:25	sell	82	0.10	1.04013	1.04597	1.02611
182	2008.09.29 22:36	modify	82	0.10	1.04013	1.04597	1.03873
183	2008.09.29 22:58	s/l	82	0.10	1.04597	1.04597	1.03873	-55.83	10125.51
184	2008.11.07 17:27	buy	83	0.10	1.18260	1.16690	1.21831
185	2008.11.10 11:14	modify	83	0.10	1.18260	1.16690	1.18637
186	2008.11.10 12:40	s/l	83	0.10	1.16690	1.16690	1.18637	-134.55	9990.96
187	2008.11.13 18:15	buy	84	0.10	1.23544	1.22540	1.24208
188	2008.11.13 18:58	t/p	84	0.10	1.24208	1.22540	1.24208	53.46	10044.42
189	2008.11.17 20:32	buy	85	0.10	1.22240	1.20646	1.25216
190	2008.11.19 21:57	t/p	85	0.10	1.25216	1.20646	1.25216	237.71	10282.13
191	2008.11.20 18:28	sell	86	0.10	1.27718	1.30289	1.22348
192	2008.11.25 14:46	t/p	86	0.10	1.22348	1.30289	1.22348	438.69	10720.82
193	2008.11.25 16:00	buy	87	0.10	1.22410	1.21166	1.26269
194	2008.12.03 15:02	t/p	87	0.10	1.26269	1.21166	1.26269	305.84	11026.65
195	2008.12.09 16:35	sell	88	0.10	1.26361	1.27430	1.23946
196	2008.12.11 14:02	t/p	88	0.10	1.23946	1.27430	1.23946	194.92	11221.57
197	2008.12.22 15:10	buy	89	0.10	1.21025	1.19764	1.22703
198	2008.12.30 08:29	t/p	89	0.10	1.22703	1.19764	1.22703	137.00	11358.57
199	2009.01.07 17:13	sell	90	0.10	1.18290	1.19440	1.17439
200	2009.01.07 20:03	modify	90	0.10	1.18290	1.19440	1.18014
201	2009.01.07 20:11	s/l	90	0.10	1.19440	1.19440	1.18014	-96.27	11262.30
202	2009.02.18 16:09	buy	91	0.10	1.26090	1.25290	1.26925
203	2009.02.19 10:04	modify	91	0.10	1.26090	1.25290	1.26282
204	2009.02.19 10:04	s/l	91	0.10	1.25290	1.25290	1.26282	-63.76	11198.54
205	2009.02.20 19:00	buy	92	0.10	1.25530	1.24200	1.26972
206	2009.02.23 08:05	modify	92	0.10	1.25530	1.24200	1.25849
207	2009.02.23 08:13	s/l	92	0.10	1.24200	1.24200	1.25849	-107.06	11091.48
208	2009.03.13 11:08	buy	93	0.10	1.27894	1.27040	1.28317
209	2009.03.13 12:40	t/p	93	0.10	1.28317	1.27040	1.28317	32.96	11124.44
210	2009.03.18 15:04	buy	94	0.10	1.26705	1.26071	1.27619
211	2009.03.18 19:18	modify	94	0.10	1.26705	1.26071	1.26857
212	2009.03.18 19:18	s/l	94	0.10	1.26071	1.26071	1.26857	-50.29	11074.15
213	2009.03.19 14:58	buy	95	0.10	1.22947	1.21689	1.26808
214	2009.04.01 02:58	t/p	95	0.10	1.26808	1.21689	1.26808	304.84	11378.99
215	2009.04.21 17:09	sell	96	0.10	1.24118	1.25038	1.22949
216	2009.04.23 16:30	t/p	96	0.10	1.22949	1.25038	1.22949	94.78	11473.77
217	2009.05.08 14:01	buy	97	0.10	1.16212	1.15603	1.18009
218	2009.05.08 15:45	modify	97	0.10	1.16212	1.15603	1.16358
219	2009.05.08 15:45	s/l	97	0.10	1.15603	1.15603	1.16358	-52.68	11421.09
220	2009.05.22 15:35	buy	98	0.10	1.12763	1.11965	1.14411
221	2009.05.22 19:23	modify	98	0.10	1.12763	1.11965	1.12955
222	2009.05.22 19:46	s/l	98	0.10	1.11965	1.11965	1.12955	-71.27	11349.82