Report Result : nk3BarHiLo_V1 - 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		Lots=0.1; StopLoss=100; TakeProfit=500; UseTrailingStop=false; TrailingStopType=2; TrailingStop=100; GMTshift=0; HiTFPeriod=6; LoTFPeriod=3; MagicNumber=234;

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

Initial deposit	10000.00
Total net profit	-132.64	Gross profit	461.35	Gross loss	-593.99
Profit factor	0.78	Expected payoff	-2.04
Absolute drawdown	191.63	Maximal drawdown	301.59 (2.98%)	Relative drawdown	2.98% (301.59)

Total trades	65	Short positions (won %)	33 (15.15%)	Long positions (won %)	32 (15.63%)
		Profit trades (% of total)	10 (15.38%)	Loss trades (% of total)	55 (84.62%)
Largest		profit trade	47.62	loss trade	-12.29
Average		profit trade	46.13	loss trade	-10.80
Maximum		consecutive wins (profit in money)	2 (90.31)	consecutive losses (loss in money)	18 (-189.14)
Maximal		consecutive profit (count of wins)	90.31 (2)	consecutive loss (count of losses)	-189.14 (18)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:10	sell	1	0.10	1.05273	1.05401	1.04801
2	2009.12.01 09:45	t/p	1	0.10	1.04801	1.05401	1.04801	45.04	10045.04
3	2009.12.01 09:47	sell	2	0.10	1.04795	1.04923	1.04323
4	2009.12.01 14:20	t/p	2	0.10	1.04323	1.04923	1.04323	45.27	10090.31
5	2009.12.01 14:22	sell	3	0.10	1.04304	1.04432	1.03832
6	2009.12.01 14:50	s/l	3	0.10	1.04432	1.04432	1.03832	-12.25	10078.06
7	2009.12.01 14:52	sell	4	0.10	1.04414	1.04542	1.03942
8	2009.12.01 21:33	s/l	4	0.10	1.04542	1.04542	1.03942	-12.23	10065.83
9	2009.12.02 14:45	buy	5	0.10	1.04762	1.04662	1.05262
10	2009.12.02 15:26	s/l	5	0.10	1.04662	1.04662	1.05262	-9.57	10056.26
11	2009.12.02 17:20	buy	6	0.10	1.04866	1.04766	1.05366
12	2009.12.02 17:27	s/l	6	0.10	1.04766	1.04766	1.05366	-9.55	10046.71
13	2009.12.02 18:15	buy	7	0.10	1.04888	1.04788	1.05388
14	2009.12.03 07:50	s/l	7	0.10	1.04788	1.04788	1.05388	-9.74	10036.97
15	2009.12.03 14:40	buy	8	0.10	1.05226	1.05126	1.05726
16	2009.12.03 16:15	t/p	8	0.10	1.05726	1.05126	1.05726	47.28	10084.25
17	2009.12.03 16:17	buy	9	0.10	1.05752	1.05652	1.06252
18	2009.12.03 16:40	s/l	9	0.10	1.05652	1.05652	1.06252	-9.47	10074.78
19	2009.12.03 16:42	buy	10	0.10	1.05694	1.05594	1.06194
20	2009.12.03 16:45	s/l	10	0.10	1.05594	1.05594	1.06194	-9.47	10065.31
21	2009.12.04 13:16	sell	11	0.10	1.04664	1.04792	1.04192
22	2009.12.04 13:20	s/l	11	0.10	1.04792	1.04792	1.04192	-12.22	10053.09
23	2009.12.04 13:23	sell	12	0.10	1.04715	1.04843	1.04243
24	2009.12.04 13:26	s/l	12	0.10	1.04843	1.04843	1.04243	-12.21	10040.88
25	2009.12.04 13:26	sell	13	0.10	1.04744	1.04872	1.04272
26	2009.12.04 14:50	s/l	13	0.10	1.04872	1.04872	1.04272	-12.19	10028.69
27	2009.12.04 20:20	buy	14	0.10	1.05826	1.05726	1.06326
28	2009.12.04 20:32	s/l	14	0.10	1.05726	1.05726	1.06326	-9.47	10019.22
29	2009.12.04 20:45	buy	15	0.10	1.05880	1.05780	1.06380
30	2009.12.04 21:15	s/l	15	0.10	1.05780	1.05780	1.06380	-9.46	10009.76
31	2009.12.07 09:33	buy	16	0.10	1.06145	1.06045	1.06645
32	2009.12.07 10:40	s/l	16	0.10	1.06045	1.06045	1.06645	-9.43	10000.33
33	2009.12.08 16:15	buy	17	0.10	1.06128	1.06028	1.06628
34	2009.12.08 16:30	s/l	17	0.10	1.06028	1.06028	1.06628	-9.43	9990.90
35	2009.12.08 16:32	buy	18	0.10	1.06158	1.06058	1.06658
36	2009.12.08 16:45	s/l	18	0.10	1.06058	1.06058	1.06658	-9.43	9981.47
37	2009.12.08 18:16	buy	19	0.10	1.06211	1.06111	1.06711
38	2009.12.08 18:50	s/l	19	0.10	1.06111	1.06111	1.06711	-9.43	9972.04
39	2009.12.08 19:10	buy	20	0.10	1.06293	1.06193	1.06793
40	2009.12.08 23:16	s/l	20	0.10	1.06193	1.06193	1.06793	-9.41	9962.63
41	2009.12.09 16:40	sell	21	0.10	1.05785	1.05913	1.05313
42	2009.12.09 20:07	s/l	21	0.10	1.05913	1.05913	1.05313	-12.09	9950.54
43	2009.12.09 20:50	sell	22	0.10	1.05342	1.05470	1.04870
44	2009.12.09 20:57	s/l	22	0.10	1.05470	1.05470	1.04870	-12.14	9938.40
45	2009.12.09 20:59	sell	23	0.10	1.05383	1.05511	1.04911
46	2009.12.09 22:20	s/l	23	0.10	1.05511	1.05511	1.04911	-12.14	9926.26
47	2009.12.10 11:50	sell	24	0.10	1.05092	1.05220	1.04620
48	2009.12.10 16:10	s/l	24	0.10	1.05220	1.05220	1.04620	-12.16	9914.10
49	2009.12.11 16:15	buy	25	0.10	1.05543	1.05443	1.06043
50	2009.12.11 16:27	s/l	25	0.10	1.05443	1.05443	1.06043	-9.50	9904.60
51	2009.12.11 16:45	buy	26	0.10	1.05545	1.05445	1.06045
52	2009.12.11 17:07	s/l	26	0.10	1.05445	1.05445	1.06045	-9.49	9895.11
53	2009.12.11 17:10	buy	27	0.10	1.05727	1.05627	1.06227
54	2009.12.14 09:20	t/p	27	0.10	1.06227	1.05627	1.06227	47.00	9942.12
55	2009.12.14 09:32	buy	28	0.10	1.06349	1.06249	1.06849
56	2009.12.14 09:45	s/l	28	0.10	1.06249	1.06249	1.06849	-9.42	9932.70
57	2009.12.14 11:45	buy	29	0.10	1.06406	1.06306	1.06906
58	2009.12.14 14:07	s/l	29	0.10	1.06306	1.06306	1.06906	-9.41	9923.29
59	2009.12.14 14:50	buy	30	0.10	1.06641	1.06541	1.07141
60	2009.12.14 15:03	s/l	30	0.10	1.06541	1.06541	1.07141	-9.39	9913.90
61	2009.12.15 05:10	sell	31	0.10	1.05631	1.05759	1.05159
62	2009.12.15 08:40	s/l	31	0.10	1.05759	1.05759	1.05159	-12.10	9901.80
63	2009.12.16 15:50	sell	32	0.10	1.05699	1.05827	1.05227
64	2009.12.16 15:57	s/l	32	0.10	1.05827	1.05827	1.05227	-12.09	9889.71
65	2009.12.16 20:45	buy	33	0.10	1.06354	1.06254	1.06854
66	2009.12.16 21:15	s/l	33	0.10	1.06254	1.06254	1.06854	-9.42	9880.29
67	2009.12.17 02:50	buy	34	0.10	1.06480	1.06380	1.06980
68	2009.12.17 03:20	s/l	34	0.10	1.06380	1.06380	1.06980	-9.41	9870.88
69	2009.12.17 03:40	buy	35	0.10	1.06513	1.06413	1.07013
70	2009.12.17 07:20	t/p	35	0.10	1.07013	1.06413	1.07013	46.71	9917.59
71	2009.12.17 07:22	buy	36	0.10	1.07042	1.06942	1.07542
72	2009.12.17 07:33	s/l	36	0.10	1.06942	1.06942	1.07542	-9.35	9908.24
73	2009.12.17 07:36	buy	37	0.10	1.06966	1.06866	1.07466
74	2009.12.17 07:40	s/l	37	0.10	1.06866	1.06866	1.07466	-9.35	9898.89
75	2009.12.17 10:50	buy	38	0.10	1.07137	1.07037	1.07637
76	2009.12.17 10:57	s/l	38	0.10	1.07037	1.07037	1.07637	-9.34	9889.55
77	2009.12.17 10:59	buy	39	0.10	1.07076	1.06976	1.07576
78	2009.12.17 13:07	s/l	39	0.10	1.06976	1.06976	1.07576	-9.35	9880.20
79	2009.12.17 14:15	buy	40	0.10	1.07397	1.07297	1.07897
80	2009.12.17 14:27	s/l	40	0.10	1.07297	1.07297	1.07897	-9.32	9870.88
81	2009.12.18 12:32	sell	41	0.10	1.06346	1.06474	1.05874
82	2009.12.18 12:45	s/l	41	0.10	1.06474	1.06474	1.05874	-12.02	9858.86
83	2009.12.18 16:02	sell	42	0.10	1.06307	1.06435	1.05835
84	2009.12.18 16:10	s/l	42	0.10	1.06435	1.06435	1.05835	-12.02	9846.84
85	2009.12.21 11:45	sell	43	0.10	1.06208	1.06336	1.05736
86	2009.12.21 12:02	s/l	43	0.10	1.06336	1.06336	1.05736	-12.03	9834.81
87	2009.12.21 12:45	sell	44	0.10	1.06103	1.06231	1.05631
88	2009.12.21 13:45	t/p	44	0.10	1.05631	1.06231	1.05631	44.69	9879.50
89	2009.12.21 13:47	sell	45	0.10	1.05610	1.05738	1.05138
90	2009.12.21 16:20	s/l	45	0.10	1.05738	1.05738	1.05138	-12.10	9867.40
91	2009.12.22 18:02	sell	46	0.10	1.05479	1.05607	1.05007
92	2009.12.22 18:15	s/l	46	0.10	1.05607	1.05607	1.05007	-12.12	9855.28
93	2009.12.22 19:50	sell	47	0.10	1.05403	1.05531	1.04931
94	2009.12.22 20:20	s/l	47	0.10	1.05531	1.05531	1.04931	-12.13	9843.15
95	2009.12.23 09:32	sell	48	0.10	1.05388	1.05516	1.04916
96	2009.12.23 09:45	s/l	48	0.10	1.05516	1.05516	1.04916	-12.12	9831.03
97	2009.12.23 10:20	sell	49	0.10	1.05370	1.05498	1.04898
98	2009.12.23 10:35	s/l	49	0.10	1.05498	1.05498	1.04898	-12.13	9818.90
99	2009.12.23 12:20	sell	50	0.10	1.05320	1.05448	1.04848
100	2009.12.23 17:50	t/p	50	0.10	1.04848	1.05448	1.04848	45.07	9863.97
101	2009.12.23 17:52	sell	51	0.10	1.04769	1.04897	1.04297
102	2009.12.23 18:37	s/l	51	0.10	1.04897	1.04897	1.04297	-12.20	9851.77
103	2009.12.23 18:50	sell	52	0.10	1.04691	1.04819	1.04219
104	2009.12.23 19:20	s/l	52	0.10	1.04819	1.04819	1.04219	-12.21	9839.56
105	2009.12.24 10:50	sell	53	0.10	1.04679	1.04807	1.04207
106	2009.12.24 14:50	s/l	53	0.10	1.04807	1.04807	1.04207	-12.20	9827.36
107	2009.12.28 14:50	sell	54	0.10	1.04438	1.04566	1.03966
108	2009.12.28 15:20	s/l	54	0.10	1.04566	1.04566	1.03966	-12.24	9815.12
109	2009.12.28 16:45	sell	55	0.10	1.04399	1.04527	1.03927
110	2009.12.29 12:45	t/p	55	0.10	1.03927	1.04527	1.03927	45.39	9860.51
111	2009.12.29 12:47	sell	56	0.10	1.03898	1.04026	1.03426
112	2009.12.29 16:33	s/l	56	0.10	1.04026	1.04026	1.03426	-12.29	9848.22
113	2009.12.30 01:15	buy	57	0.10	1.04479	1.04379	1.04979
114	2009.12.30 05:50	t/p	57	0.10	1.04979	1.04379	1.04979	47.62	9895.84
115	2009.12.30 05:53	buy	58	0.10	1.05005	1.04905	1.05505
116	2009.12.30 07:45	s/l	58	0.10	1.04905	1.04905	1.05505	-9.54	9886.30
117	2009.12.30 15:15	buy	59	0.10	1.05246	1.05146	1.05746
118	2009.12.30 15:50	t/p	59	0.10	1.05746	1.05146	1.05746	47.27	9933.57
119	2009.12.30 15:52	buy	60	0.10	1.05700	1.05600	1.06200
120	2009.12.30 15:57	s/l	60	0.10	1.05600	1.05600	1.06200	-9.47	9924.10
121	2009.12.30 15:59	buy	61	0.10	1.05349	1.05249	1.05849
122	2009.12.30 16:20	s/l	61	0.10	1.05249	1.05249	1.05849	-9.50	9914.60
123	2009.12.31 12:37	sell	62	0.10	1.04688	1.04816	1.04216
124	2009.12.31 12:45	s/l	62	0.10	1.04816	1.04816	1.04216	-12.21	9902.39
125	2009.12.31 17:15	sell	63	0.10	1.04672	1.04800	1.04200
126	2009.12.31 17:33	s/l	63	0.10	1.04800	1.04800	1.04200	-12.21	9890.18
127	2009.12.31 17:50	sell	64	0.10	1.04678	1.04806	1.04206
128	2009.12.31 18:37	s/l	64	0.10	1.04806	1.04806	1.04206	-12.22	9877.96
129	2009.12.31 18:50	sell	65	0.10	1.04562	1.04690	1.04090
130	2009.12.31 18:57	close at stop	65	0.10	1.04673	1.04690	1.04090	-10.60	9867.36