Report Result : Heiken320_EApk - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
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		TakeProfit=2000; TrailingStop=0; Stoploss=70; Lots=0.1; UseMoneyManagement=false; MaximumRisk=0.5; risk=2; sm0="--Trading Hours Filter--"; sm1=" Times are Broker Chart times"; sm2="UseTradingHours - Enter 0 for false, 1 for true"; UseTradingHours=0; sm3="Trade Session 1 - Enter 0 for false, 1 for true"; TradeSession1=1; Session1Start=2200; Session1Stop=100; sm4="Trade Session 2 - Enter 0 for false, 1 for true"; TradeSession2=1; Session2Start=400; Session2Stop=600; sm5="Trade Session 3 - Enter 0 for false, 1 for true"; TradeSession3=0; Session3Start=700; Session3Stop=900; sm6="Trade Session 4 - Enter 0 for false, 1 for true"; TradeSession4=0; Session4Start=1330; Session4Stop=1500; sm7="Trade Session 5 - Enter 0 for false, 1 for true"; TradeSession5=0; Session5Start=1700; Session5Stop=1900; hd0="""; hd1="""; hd2="""; useDelay=1; useDelayAfterWin=1; MinutesToDelay=180;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-448.73	Gross profit	167.77	Gross loss	-616.50
Profit factor	0.27	Expected payoff	-4.58
Absolute drawdown	544.55	Maximal drawdown	618.45 (6.14%)	Relative drawdown	6.14% (618.45)

Total trades	98	Short positions (won %)	60 (5.00%)	Long positions (won %)	38 (5.26%)
		Profit trades (% of total)	5 (5.10%)	Loss trades (% of total)	93 (94.90%)
Largest		profit trade	74.35	loss trade	-6.89
Average		profit trade	33.55	loss trade	-6.63
Maximum		consecutive wins (profit in money)	1 (74.35)	consecutive losses (loss in money)	74 (-489.98)
Maximal		consecutive profit (count of wins)	74.35 (1)	consecutive loss (count of losses)	-489.98 (74)
Average		consecutive wins	1	consecutive losses	19

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.05597	1.05667	1.03597
2	2009.12.01 02:46	s/l	1	0.10	1.05667	1.05667	1.03597	-6.63	9993.37
3	2009.12.01 05:59	sell	2	0.10	1.05544	1.05614	1.03544
4	2009.12.01 06:10	s/l	2	0.10	1.05614	1.05614	1.03544	-6.62	9986.75
5	2009.12.01 09:10	sell	3	0.10	1.04979	1.05049	1.02979
6	2009.12.02 00:00	close	3	0.10	1.04717	1.05049	1.02979	24.97	10011.72
7	2009.12.02 05:00	sell	4	0.10	1.04454	1.04524	1.02454
8	2009.12.02 05:15	s/l	4	0.10	1.04524	1.04524	1.02454	-6.70	10005.02
9	2009.12.02 09:15	sell	5	0.10	1.04503	1.04573	1.02503
10	2009.12.02 10:20	s/l	5	0.10	1.04573	1.04573	1.02503	-6.69	9998.33
11	2009.12.02 13:50	sell	6	0.10	1.04477	1.04547	1.02477
12	2009.12.02 13:57	s/l	6	0.10	1.04547	1.04547	1.02477	-6.69	9991.64
13	2009.12.02 18:10	buy	7	0.10	1.04782	1.04712	1.06782
14	2009.12.03 08:26	s/l	7	0.10	1.04712	1.04712	1.06782	-6.89	9984.76
15	2009.12.03 13:00	buy	8	0.10	1.05073	1.05003	1.07073
16	2009.12.03 13:15	s/l	8	0.10	1.05003	1.05003	1.07073	-6.67	9978.09
17	2009.12.03 16:15	buy	9	0.10	1.05768	1.05698	1.07768
18	2009.12.03 16:35	s/l	9	0.10	1.05698	1.05698	1.07768	-6.62	9971.47
19	2009.12.03 20:50	buy	10	0.10	1.05385	1.05315	1.07385
20	2009.12.03 21:02	s/l	10	0.10	1.05315	1.05315	1.07385	-6.65	9964.82
21	2009.12.04 00:02	buy	11	0.10	1.05735	1.05665	1.07735
22	2009.12.04 00:15	s/l	11	0.10	1.05665	1.05665	1.07735	-6.63	9958.19
23	2009.12.04 03:15	buy	12	0.10	1.05678	1.05608	1.07678
24	2009.12.04 03:50	s/l	12	0.10	1.05608	1.05608	1.07678	-6.63	9951.56
25	2009.12.04 06:50	buy	13	0.10	1.05738	1.05668	1.07738
26	2009.12.04 07:15	s/l	13	0.10	1.05668	1.05668	1.07738	-6.63	9944.93
27	2009.12.04 13:00	sell	14	0.10	1.05225	1.05295	1.03225
28	2009.12.04 17:32	s/l	14	0.10	1.05295	1.05295	1.03225	-6.64	9938.29
29	2009.12.04 20:32	buy	15	0.10	1.05664	1.05594	1.07664
30	2009.12.07 00:00	s/l	15	0.10	1.05594	1.05594	1.07664	-6.70	9931.59
31	2009.12.07 10:00	buy	16	0.10	1.06405	1.06335	1.08405
32	2009.12.07 10:10	s/l	16	0.10	1.06335	1.06335	1.08405	-6.58	9925.01
33	2009.12.07 13:10	buy	17	0.10	1.06237	1.06167	1.08237
34	2009.12.07 13:15	s/l	17	0.10	1.06167	1.06167	1.08237	-6.59	9918.42
35	2009.12.07 16:16	sell	18	0.10	1.05548	1.05618	1.03548
36	2009.12.08 09:00	close	18	0.10	1.05530	1.05618	1.03548	1.66	9920.08
37	2009.12.08 12:00	sell	19	0.10	1.05148	1.05218	1.03148
38	2009.12.08 12:10	s/l	19	0.10	1.05218	1.05218	1.03148	-6.65	9913.43
39	2009.12.08 15:10	buy	20	0.10	1.05801	1.05731	1.07801
40	2009.12.09 07:00	close	20	0.10	1.06178	1.05731	1.07801	35.44	9948.88
41	2009.12.09 10:20	buy	21	0.10	1.06377	1.06307	1.08377
42	2009.12.09 10:27	s/l	21	0.10	1.06307	1.06307	1.08377	-6.58	9942.30
43	2009.12.09 13:30	sell	22	0.10	1.06092	1.06162	1.04092
44	2009.12.09 15:10	s/l	22	0.10	1.06162	1.06162	1.04092	-6.59	9935.71
45	2009.12.09 18:10	sell	23	0.10	1.05644	1.05714	1.03644
46	2009.12.09 18:16	s/l	23	0.10	1.05714	1.05714	1.03644	-6.62	9929.09
47	2009.12.09 21:16	sell	24	0.10	1.05138	1.05208	1.03138
48	2009.12.09 21:26	s/l	24	0.10	1.05208	1.05208	1.03138	-6.65	9922.44
49	2009.12.10 00:27	sell	25	0.10	1.05417	1.05487	1.03417
50	2009.12.10 00:32	s/l	25	0.10	1.05487	1.05487	1.03417	-6.64	9915.80
51	2009.12.10 03:32	sell	26	0.10	1.05398	1.05468	1.03398
52	2009.12.10 03:45	s/l	26	0.10	1.05468	1.05468	1.03398	-6.64	9909.16
53	2009.12.10 07:00	buy	27	0.10	1.05744	1.05674	1.07744
54	2009.12.10 07:15	s/l	27	0.10	1.05674	1.05674	1.07744	-6.62	9902.54
55	2009.12.10 12:00	sell	28	0.10	1.05119	1.05189	1.03119
56	2009.12.10 12:07	s/l	28	0.10	1.05189	1.05189	1.03119	-6.65	9895.89
57	2009.12.10 15:07	sell	29	0.10	1.04810	1.04880	1.02810
58	2009.12.10 15:10	s/l	29	0.10	1.04880	1.04880	1.02810	-6.68	9889.21
59	2009.12.10 19:50	sell	30	0.10	1.05123	1.05193	1.03123
60	2009.12.10 19:57	s/l	30	0.10	1.05193	1.05193	1.03123	-6.65	9882.56
61	2009.12.10 22:57	sell	31	0.10	1.05135	1.05205	1.03135
62	2009.12.11 03:10	s/l	31	0.10	1.05205	1.05205	1.03135	-6.70	9875.86
63	2009.12.11 06:50	sell	32	0.10	1.05120	1.05190	1.03120
64	2009.12.11 07:50	s/l	32	0.10	1.05190	1.05190	1.03120	-6.65	9869.21
65	2009.12.11 11:00	sell	33	0.10	1.05011	1.05081	1.03011
66	2009.12.11 11:15	s/l	33	0.10	1.05081	1.05081	1.03011	-6.66	9862.55
67	2009.12.11 14:15	sell	34	0.10	1.04875	1.04945	1.02875
68	2009.12.11 14:40	s/l	34	0.10	1.04945	1.04945	1.02875	-6.67	9855.88
69	2009.12.11 17:40	buy	35	0.10	1.05900	1.05830	1.07900
70	2009.12.11 17:45	s/l	35	0.10	1.05830	1.05830	1.07900	-6.62	9849.26
71	2009.12.11 20:45	buy	36	0.10	1.06110	1.06040	1.08110
72	2009.12.11 20:50	s/l	36	0.10	1.06040	1.06040	1.08110	-6.60	9842.66
73	2009.12.14 00:00	buy	37	0.10	1.06036	1.05966	1.08036
74	2009.12.14 00:10	s/l	37	0.10	1.05966	1.05966	1.08036	-6.61	9836.05
75	2009.12.14 03:10	buy	38	0.10	1.05949	1.05879	1.07949
76	2009.12.14 05:20	s/l	38	0.10	1.05879	1.05879	1.07949	-6.62	9829.43
77	2009.12.14 09:00	buy	39	0.10	1.06020	1.05950	1.08020
78	2009.12.14 09:02	s/l	39	0.10	1.05950	1.05950	1.08020	-6.61	9822.82
79	2009.12.14 12:02	buy	40	0.10	1.06447	1.06377	1.08447
80	2009.12.14 13:20	s/l	40	0.10	1.06377	1.06377	1.08447	-6.58	9816.24
81	2009.12.14 16:20	buy	41	0.10	1.06390	1.06320	1.08390
82	2009.12.14 16:27	s/l	41	0.10	1.06320	1.06320	1.08390	-6.59	9809.65
83	2009.12.14 19:30	sell	42	0.10	1.05807	1.05877	1.03807
84	2009.12.14 19:50	s/l	42	0.10	1.05877	1.05877	1.03807	-6.61	9803.04
85	2009.12.14 22:50	sell	43	0.10	1.05912	1.05982	1.03912
86	2009.12.14 23:50	s/l	43	0.10	1.05982	1.05982	1.03912	-6.60	9796.44
87	2009.12.15 02:50	sell	44	0.10	1.05875	1.05945	1.03875
88	2009.12.15 08:50	s/l	44	0.10	1.05945	1.05945	1.03875	-6.61	9789.83
89	2009.12.15 11:50	buy	45	0.10	1.06291	1.06221	1.08291
90	2009.12.15 11:57	s/l	45	0.10	1.06221	1.06221	1.08291	-6.59	9783.24
91	2009.12.15 18:45	buy	46	0.10	1.06248	1.06178	1.08248
92	2009.12.15 19:02	s/l	46	0.10	1.06178	1.06178	1.08248	-6.60	9776.64
93	2009.12.16 00:00	sell	47	0.10	1.06069	1.06139	1.04069
94	2009.12.16 00:20	s/l	47	0.10	1.06139	1.06139	1.04069	-6.60	9770.04
95	2009.12.16 04:00	sell	48	0.10	1.06063	1.06133	1.04063
96	2009.12.16 04:07	s/l	48	0.10	1.06133	1.06133	1.04063	-6.59	9763.45
97	2009.12.16 07:10	buy	49	0.10	1.06178	1.06108	1.08178
98	2009.12.16 07:20	s/l	49	0.10	1.06108	1.06108	1.08178	-6.60	9756.85
99	2009.12.16 11:00	sell	50	0.10	1.05894	1.05964	1.03894
100	2009.12.16 11:10	s/l	50	0.10	1.05964	1.05964	1.03894	-6.60	9750.25
101	2009.12.16 14:10	sell	51	0.10	1.05982	1.06052	1.03982
102	2009.12.16 14:15	s/l	51	0.10	1.06052	1.06052	1.03982	-6.60	9743.65
103	2009.12.16 17:15	sell	52	0.10	1.05850	1.05920	1.03850
104	2009.12.16 18:20	s/l	52	0.10	1.05920	1.05920	1.03850	-6.61	9737.04
105	2009.12.16 21:20	buy	53	0.10	1.06149	1.06079	1.08149
106	2009.12.16 21:50	s/l	53	0.10	1.06079	1.06079	1.08149	-6.60	9730.44
107	2009.12.17 00:50	buy	54	0.10	1.06227	1.06157	1.08227
108	2009.12.17 01:15	s/l	54	0.10	1.06157	1.06157	1.08227	-6.59	9723.85
109	2009.12.17 04:15	buy	55	0.10	1.06715	1.06645	1.08715
110	2009.12.17 04:32	s/l	55	0.10	1.06645	1.06645	1.08715	-6.56	9717.29
111	2009.12.17 07:33	buy	56	0.10	1.06937	1.06867	1.08937
112	2009.12.17 07:40	s/l	56	0.10	1.06867	1.06867	1.08937	-6.55	9710.74
113	2009.12.17 10:40	buy	57	0.10	1.06973	1.06903	1.08973
114	2009.12.17 15:32	s/l	57	0.10	1.06903	1.06903	1.08973	-6.55	9704.19
115	2009.12.17 18:32	buy	58	0.10	1.07213	1.07143	1.09213
116	2009.12.17 18:50	s/l	58	0.10	1.07143	1.07143	1.09213	-6.53	9697.66
117	2009.12.17 22:20	buy	59	0.10	1.07174	1.07104	1.09174
118	2009.12.17 22:27	s/l	59	0.10	1.07104	1.07104	1.09174	-6.53	9691.13
119	2009.12.18 01:37	buy	60	0.10	1.07177	1.07107	1.09177
120	2009.12.18 01:40	s/l	60	0.10	1.07107	1.07107	1.09177	-6.53	9684.60
121	2009.12.18 04:40	sell	61	0.10	1.06671	1.06741	1.04671
122	2009.12.18 06:20	s/l	61	0.10	1.06741	1.06741	1.04671	-6.55	9678.05
123	2009.12.18 10:00	sell	62	0.10	1.06792	1.06862	1.04792
124	2009.12.18 10:10	s/l	62	0.10	1.06862	1.06862	1.04792	-6.55	9671.50
125	2009.12.18 13:10	sell	63	0.10	1.06609	1.06679	1.04609
126	2009.12.18 13:15	s/l	63	0.10	1.06679	1.06679	1.04609	-6.56	9664.94
127	2009.12.18 16:15	sell	64	0.10	1.06558	1.06628	1.04558
128	2009.12.18 16:20	s/l	64	0.10	1.06628	1.06628	1.04558	-6.56	9658.38
129	2009.12.18 20:00	sell	65	0.10	1.06624	1.06694	1.04624
130	2009.12.18 22:15	s/l	65	0.10	1.06694	1.06694	1.04624	-6.56	9651.82
131	2009.12.21 01:07	buy	66	0.10	1.06730	1.06660	1.08730
132	2009.12.21 01:15	s/l	66	0.10	1.06660	1.06660	1.08730	-6.57	9645.25
133	2009.12.21 06:00	sell	67	0.10	1.06618	1.06688	1.04618
134	2009.12.21 06:20	s/l	67	0.10	1.06688	1.06688	1.04618	-6.56	9638.69
135	2009.12.21 09:20	buy	68	0.10	1.06919	1.06849	1.08919
136	2009.12.21 10:20	s/l	68	0.10	1.06849	1.06849	1.08919	-6.56	9632.13
137	2009.12.21 13:20	sell	69	0.10	1.05634	1.05704	1.03634
138	2009.12.21 13:22	s/l	69	0.10	1.05704	1.05704	1.03634	-6.62	9625.51
139	2009.12.21 16:22	sell	70	0.10	1.05725	1.05795	1.03725
140	2009.12.21 16:40	s/l	70	0.10	1.05795	1.05795	1.03725	-6.62	9618.89
141	2009.12.22 00:00	buy	71	0.10	1.06314	1.06244	1.08314
142	2009.12.22 00:45	s/l	71	0.10	1.06244	1.06244	1.08314	-6.59	9612.30
143	2009.12.22 08:00	sell	72	0.10	1.06074	1.06144	1.04074
144	2009.12.22 16:50	s/l	72	0.10	1.06144	1.06144	1.04074	-6.59	9605.71
145	2009.12.22 19:50	sell	73	0.10	1.05403	1.05473	1.03403
146	2009.12.22 19:57	s/l	73	0.10	1.05473	1.05473	1.03403	-6.64	9599.07
147	2009.12.22 23:02	sell	74	0.10	1.05663	1.05733	1.03663
148	2009.12.22 23:15	s/l	74	0.10	1.05733	1.05733	1.03663	-6.62	9592.45
149	2009.12.23 02:15	sell	75	0.10	1.05603	1.05673	1.03603
150	2009.12.23 03:50	s/l	75	0.10	1.05673	1.05673	1.03603	-6.62	9585.83
151	2009.12.23 06:50	sell	76	0.10	1.05587	1.05657	1.03587
152	2009.12.23 07:02	s/l	76	0.10	1.05657	1.05657	1.03587	-6.63	9579.20
153	2009.12.23 10:02	sell	77	0.10	1.05565	1.05635	1.03565
154	2009.12.23 10:50	s/l	77	0.10	1.05635	1.05635	1.03565	-6.62	9572.58
155	2009.12.23 13:50	sell	78	0.10	1.04903	1.04973	1.02903
156	2009.12.23 13:57	s/l	78	0.10	1.04973	1.04973	1.02903	-6.67	9565.91
157	2009.12.23 16:59	sell	79	0.10	1.04936	1.05006	1.02936
158	2009.12.23 17:15	s/l	79	0.10	1.05006	1.05006	1.02936	-6.67	9559.24
159	2009.12.23 20:15	sell	80	0.10	1.04802	1.04872	1.02802
160	2009.12.23 21:20	s/l	80	0.10	1.04872	1.04872	1.02802	-6.67	9552.57
161	2009.12.24 00:20	sell	81	0.10	1.04814	1.04884	1.02814
162	2009.12.24 01:45	s/l	81	0.10	1.04884	1.04884	1.02814	-6.68	9545.89
163	2009.12.24 04:45	sell	82	0.10	1.04832	1.04902	1.02832
164	2009.12.24 05:20	s/l	82	0.10	1.04902	1.04902	1.02832	-6.67	9539.22
165	2009.12.24 08:20	sell	83	0.10	1.04770	1.04840	1.02770
166	2009.12.24 09:15	s/l	83	0.10	1.04840	1.04840	1.02770	-6.68	9532.54
167	2009.12.24 12:15	sell	84	0.10	1.04642	1.04712	1.02642
168	2009.12.24 14:45	s/l	84	0.10	1.04712	1.04712	1.02642	-6.68	9525.86
169	2009.12.28 00:32	buy	85	0.10	1.04905	1.04835	1.06905
170	2009.12.28 00:50	s/l	85	0.10	1.04835	1.04835	1.06905	-6.68	9519.18
171	2009.12.28 05:00	sell	86	0.10	1.04637	1.04707	1.02637
172	2009.12.28 05:10	s/l	86	0.10	1.04707	1.04707	1.02637	-6.69	9512.49
173	2009.12.28 08:10	sell	87	0.10	1.04658	1.04728	1.02658
174	2009.12.28 08:13	s/l	87	0.10	1.04728	1.04728	1.02658	-6.69	9505.80
175	2009.12.28 11:20	buy	88	0.10	1.04878	1.04808	1.06878
176	2009.12.28 12:10	s/l	88	0.10	1.04808	1.04808	1.06878	-6.68	9499.12
177	2009.12.28 15:10	sell	89	0.10	1.04496	1.04566	1.02496
178	2009.12.28 15:45	s/l	89	0.10	1.04566	1.04566	1.02496	-6.69	9492.43
179	2009.12.28 18:45	sell	90	0.10	1.04288	1.04358	1.02288
180	2009.12.28 20:07	s/l	90	0.10	1.04358	1.04358	1.02288	-6.71	9485.72
181	2009.12.28 23:07	sell	91	0.10	1.04244	1.04314	1.02244
182	2009.12.28 23:45	s/l	91	0.10	1.04314	1.04314	1.02244	-6.71	9479.01
183	2009.12.29 02:47	sell	92	0.10	1.04346	1.04416	1.02346
184	2009.12.29 03:20	s/l	92	0.10	1.04416	1.04416	1.02346	-6.70	9472.31
185	2009.12.29 07:15	sell	93	0.10	1.04334	1.04404	1.02334
186	2009.12.29 17:20	s/l	93	0.10	1.04404	1.04404	1.02334	-6.70	9465.61
187	2009.12.29 21:00	buy	94	0.10	1.04335	1.04265	1.06335
188	2009.12.29 21:15	s/l	94	0.10	1.04265	1.04265	1.06335	-6.71	9458.90
189	2009.12.30 00:15	buy	95	0.10	1.04377	1.04307	1.06377
190	2009.12.31 04:00	close	95	0.10	1.05161	1.04307	1.06377	74.35	9533.25
191	2009.12.31 08:00	sell	96	0.10	1.04964	1.05034	1.02964
192	2009.12.31 08:10	s/l	96	0.10	1.05034	1.05034	1.02964	-6.66	9526.59
193	2009.12.31 11:10	sell	97	0.10	1.04968	1.05038	1.02968
194	2009.12.31 13:15	s/l	97	0.10	1.05038	1.05038	1.02968	-6.66	9519.93
195	2009.12.31 16:45	sell	98	0.10	1.04991	1.05061	1.02991
196	2009.12.31 18:57	close at stop	98	0.10	1.04663	1.05061	1.02991	31.34	9551.27