Strategy Tester Report
Heiken320_EApk
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 92.37 | Gross profit | 561.92 | Gross loss | -469.55 |
Profit factor | 1.20 | Expected payoff | 1.27 | ||
Absolute drawdown | 278.85 | Maximal drawdown | 343.25 (3.41%) | Relative drawdown | 3.41% (343.25) |
Total trades | 73 | Short positions (won %) | 38 (5.26%) | Long positions (won %) | 35 (11.43%) |
Profit trades (% of total) | 6 (8.22%) | Loss trades (% of total) | 67 (91.78%) | ||
Largest | profit trade | 199.90 | loss trade | -7.21 | |
Average | profit trade | 93.65 | loss trade | -7.01 | |
Maximum | consecutive wins (profit in money) | 1 (199.90) | consecutive losses (loss in money) | 25 (-175.07) | |
Maximal | consecutive profit (count of wins) | 199.90 (1) | consecutive loss (count of losses) | -175.07 (25) | |
Average | consecutive wins | 1 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:15 | buy | 1 | 0.10 | 1.36312 | 1.36242 | 1.38312 | ||
2 | 2010.03.01 00:32 | s/l | 1 | 0.10 | 1.36242 | 1.36242 | 1.38312 | -7.00 | 9993.00 |
3 | 2010.03.01 08:00 | sell | 2 | 0.10 | 1.35970 | 1.36040 | 1.33970 | ||
4 | 2010.03.01 08:35 | s/l | 2 | 0.10 | 1.36040 | 1.36040 | 1.33970 | -7.00 | 9986.00 |
5 | 2010.03.01 13:00 | sell | 3 | 0.10 | 1.35418 | 1.35488 | 1.33418 | ||
6 | 2010.03.01 13:02 | s/l | 3 | 0.10 | 1.35488 | 1.35488 | 1.33418 | -7.00 | 9979.00 |
7 | 2010.03.01 16:02 | sell | 4 | 0.10 | 1.35289 | 1.35359 | 1.33289 | ||
8 | 2010.03.01 16:07 | s/l | 4 | 0.10 | 1.35359 | 1.35359 | 1.33289 | -7.00 | 9972.00 |
9 | 2010.03.01 19:07 | sell | 5 | 0.10 | 1.35271 | 1.35341 | 1.33271 | ||
10 | 2010.03.01 19:10 | s/l | 5 | 0.10 | 1.35341 | 1.35341 | 1.33271 | -7.00 | 9965.00 |
11 | 2010.03.02 00:32 | buy | 6 | 0.10 | 1.35745 | 1.35675 | 1.37745 | ||
12 | 2010.03.02 00:45 | s/l | 6 | 0.10 | 1.35675 | 1.35675 | 1.37745 | -7.00 | 9958.00 |
13 | 2010.03.02 03:45 | sell | 7 | 0.10 | 1.35413 | 1.35483 | 1.33413 | ||
14 | 2010.03.02 12:50 | s/l | 7 | 0.10 | 1.35483 | 1.35483 | 1.33413 | -7.00 | 9951.00 |
15 | 2010.03.02 16:45 | buy | 8 | 0.10 | 1.35607 | 1.35537 | 1.37607 | ||
16 | 2010.03.02 17:02 | s/l | 8 | 0.10 | 1.35537 | 1.35537 | 1.37607 | -7.00 | 9944.00 |
17 | 2010.03.02 20:03 | buy | 9 | 0.10 | 1.36158 | 1.36088 | 1.38158 | ||
18 | 2010.03.02 20:13 | s/l | 9 | 0.10 | 1.36088 | 1.36088 | 1.38158 | -7.00 | 9937.00 |
19 | 2010.03.02 23:13 | buy | 10 | 0.10 | 1.36115 | 1.36045 | 1.38115 | ||
20 | 2010.03.03 09:15 | s/l | 10 | 0.10 | 1.36045 | 1.36045 | 1.38115 | -7.07 | 9929.93 |
21 | 2010.03.03 12:15 | buy | 11 | 0.10 | 1.36443 | 1.36373 | 1.38443 | ||
22 | 2010.03.03 13:15 | s/l | 11 | 0.10 | 1.36373 | 1.36373 | 1.38443 | -7.00 | 9922.93 |
23 | 2010.03.03 16:35 | buy | 12 | 0.10 | 1.36534 | 1.36464 | 1.38534 | ||
24 | 2010.03.03 16:37 | s/l | 12 | 0.10 | 1.36464 | 1.36464 | 1.38534 | -7.00 | 9915.93 |
25 | 2010.03.03 19:37 | buy | 13 | 0.10 | 1.37151 | 1.37081 | 1.39151 | ||
26 | 2010.03.03 20:20 | s/l | 13 | 0.10 | 1.37081 | 1.37081 | 1.39151 | -7.00 | 9908.93 |
27 | 2010.03.03 23:20 | buy | 14 | 0.10 | 1.37024 | 1.36954 | 1.39024 | ||
28 | 2010.03.03 23:45 | s/l | 14 | 0.10 | 1.36954 | 1.36954 | 1.39024 | -7.00 | 9901.93 |
29 | 2010.03.04 02:45 | buy | 15 | 0.10 | 1.37042 | 1.36972 | 1.39042 | ||
30 | 2010.03.04 03:50 | s/l | 15 | 0.10 | 1.36972 | 1.36972 | 1.39042 | -7.00 | 9894.93 |
31 | 2010.03.04 08:00 | sell | 16 | 0.10 | 1.36539 | 1.36609 | 1.34539 | ||
32 | 2010.03.04 08:10 | s/l | 16 | 0.10 | 1.36609 | 1.36609 | 1.34539 | -7.00 | 9887.93 |
33 | 2010.03.04 11:10 | sell | 17 | 0.10 | 1.36614 | 1.36684 | 1.34614 | ||
34 | 2010.03.04 11:15 | s/l | 17 | 0.10 | 1.36684 | 1.36684 | 1.34614 | -7.00 | 9880.93 |
35 | 2010.03.04 14:50 | buy | 18 | 0.10 | 1.36870 | 1.36800 | 1.38870 | ||
36 | 2010.03.04 14:52 | s/l | 18 | 0.10 | 1.36800 | 1.36800 | 1.38870 | -7.00 | 9873.93 |
37 | 2010.03.04 17:52 | sell | 19 | 0.10 | 1.35614 | 1.35684 | 1.33614 | ||
38 | 2010.03.04 17:57 | s/l | 19 | 0.10 | 1.35684 | 1.35684 | 1.33614 | -7.00 | 9866.93 |
39 | 2010.03.04 20:57 | sell | 20 | 0.10 | 1.35754 | 1.35824 | 1.33754 | ||
40 | 2010.03.04 21:10 | s/l | 20 | 0.10 | 1.35824 | 1.35824 | 1.33754 | -7.00 | 9859.93 |
41 | 2010.03.05 00:10 | sell | 21 | 0.10 | 1.35777 | 1.35847 | 1.33777 | ||
42 | 2010.03.05 00:46 | s/l | 21 | 0.10 | 1.35847 | 1.35847 | 1.33777 | -7.00 | 9852.93 |
43 | 2010.03.05 03:59 | sell | 22 | 0.10 | 1.35920 | 1.35990 | 1.33920 | ||
44 | 2010.03.05 04:15 | s/l | 22 | 0.10 | 1.35990 | 1.35990 | 1.33920 | -7.00 | 9845.93 |
45 | 2010.03.05 07:15 | sell | 23 | 0.10 | 1.35773 | 1.35843 | 1.33773 | ||
46 | 2010.03.05 07:50 | s/l | 23 | 0.10 | 1.35843 | 1.35843 | 1.33773 | -7.00 | 9838.93 |
47 | 2010.03.05 13:00 | sell | 24 | 0.10 | 1.35849 | 1.35919 | 1.33849 | ||
48 | 2010.03.05 16:15 | s/l | 24 | 0.10 | 1.35919 | 1.35919 | 1.33849 | -7.00 | 9831.93 |
49 | 2010.03.05 19:15 | buy | 25 | 0.10 | 1.36149 | 1.36079 | 1.38149 | ||
50 | 2010.03.05 19:32 | s/l | 25 | 0.10 | 1.36079 | 1.36079 | 1.38149 | -7.00 | 9824.93 |
51 | 2010.03.05 22:32 | buy | 26 | 0.10 | 1.36257 | 1.36187 | 1.38257 | ||
52 | 2010.03.08 13:00 | close | 26 | 0.10 | 1.36461 | 1.36187 | 1.38257 | 20.33 | 9845.26 |
53 | 2010.03.08 16:00 | buy | 27 | 0.10 | 1.36752 | 1.36682 | 1.38752 | ||
54 | 2010.03.08 16:15 | s/l | 27 | 0.10 | 1.36682 | 1.36682 | 1.38752 | -7.00 | 9838.26 |
55 | 2010.03.08 19:15 | sell | 28 | 0.10 | 1.36329 | 1.36399 | 1.34329 | ||
56 | 2010.03.08 21:20 | s/l | 28 | 0.10 | 1.36399 | 1.36399 | 1.34329 | -7.00 | 9831.26 |
57 | 2010.03.09 00:20 | sell | 29 | 0.10 | 1.36193 | 1.36263 | 1.34193 | ||
58 | 2010.03.09 01:32 | s/l | 29 | 0.10 | 1.36263 | 1.36263 | 1.34193 | -7.00 | 9824.26 |
59 | 2010.03.09 04:32 | sell | 30 | 0.10 | 1.36259 | 1.36329 | 1.34259 | ||
60 | 2010.03.09 04:45 | s/l | 30 | 0.10 | 1.36329 | 1.36329 | 1.34259 | -7.00 | 9817.26 |
61 | 2010.03.09 07:45 | sell | 31 | 0.10 | 1.36060 | 1.36130 | 1.34060 | ||
62 | 2010.03.09 08:20 | s/l | 31 | 0.10 | 1.36130 | 1.36130 | 1.34060 | -7.00 | 9810.26 |
63 | 2010.03.09 11:20 | sell | 32 | 0.10 | 1.35849 | 1.35919 | 1.33849 | ||
64 | 2010.03.09 11:37 | s/l | 32 | 0.10 | 1.35919 | 1.35919 | 1.33849 | -7.00 | 9803.26 |
65 | 2010.03.09 14:37 | sell | 33 | 0.10 | 1.35371 | 1.35441 | 1.33371 | ||
66 | 2010.03.09 14:40 | s/l | 33 | 0.10 | 1.35441 | 1.35441 | 1.33371 | -7.00 | 9796.26 |
67 | 2010.03.09 17:40 | sell | 34 | 0.10 | 1.35745 | 1.35815 | 1.33745 | ||
68 | 2010.03.09 17:50 | s/l | 34 | 0.10 | 1.35815 | 1.35815 | 1.33745 | -7.00 | 9789.26 |
69 | 2010.03.09 23:02 | buy | 35 | 0.10 | 1.36056 | 1.35986 | 1.38056 | ||
70 | 2010.03.09 23:15 | s/l | 35 | 0.10 | 1.35986 | 1.35986 | 1.38056 | -7.00 | 9782.26 |
71 | 2010.03.10 06:50 | buy | 36 | 0.10 | 1.36060 | 1.35990 | 1.38060 | ||
72 | 2010.03.10 06:59 | s/l | 36 | 0.10 | 1.35990 | 1.35990 | 1.38060 | -7.00 | 9775.26 |
73 | 2010.03.10 09:59 | sell | 37 | 0.10 | 1.35687 | 1.35757 | 1.33687 | ||
74 | 2010.03.10 10:10 | s/l | 37 | 0.10 | 1.35757 | 1.35757 | 1.33687 | -7.00 | 9768.26 |
75 | 2010.03.10 14:00 | buy | 38 | 0.10 | 1.36095 | 1.36025 | 1.38095 | ||
76 | 2010.03.10 14:20 | s/l | 38 | 0.10 | 1.36025 | 1.36025 | 1.38095 | -7.00 | 9761.26 |
77 | 2010.03.10 17:20 | buy | 39 | 0.10 | 1.36802 | 1.36732 | 1.38802 | ||
78 | 2010.03.10 17:27 | s/l | 39 | 0.10 | 1.36732 | 1.36732 | 1.38802 | -7.00 | 9754.26 |
79 | 2010.03.10 20:27 | buy | 40 | 0.10 | 1.36568 | 1.36498 | 1.38568 | ||
80 | 2010.03.10 20:50 | s/l | 40 | 0.10 | 1.36498 | 1.36498 | 1.38568 | -7.00 | 9747.26 |
81 | 2010.03.10 23:50 | buy | 41 | 0.10 | 1.36605 | 1.36535 | 1.38605 | ||
82 | 2010.03.11 00:15 | s/l | 41 | 0.10 | 1.36535 | 1.36535 | 1.38605 | -7.21 | 9740.05 |
83 | 2010.03.11 11:00 | buy | 42 | 0.10 | 1.36559 | 1.36489 | 1.38559 | ||
84 | 2010.03.11 12:02 | s/l | 42 | 0.10 | 1.36489 | 1.36489 | 1.38559 | -7.00 | 9733.05 |
85 | 2010.03.11 17:00 | buy | 43 | 0.10 | 1.36740 | 1.36670 | 1.38740 | ||
86 | 2010.03.11 17:02 | s/l | 43 | 0.10 | 1.36670 | 1.36670 | 1.38740 | -7.00 | 9726.05 |
87 | 2010.03.11 20:15 | buy | 44 | 0.10 | 1.36723 | 1.36653 | 1.38723 | ||
88 | 2010.03.15 04:00 | close | 44 | 0.10 | 1.37388 | 1.36653 | 1.38723 | 66.36 | 9792.41 |
89 | 2010.03.15 09:00 | sell | 45 | 0.10 | 1.37368 | 1.37438 | 1.35368 | ||
90 | 2010.03.15 09:15 | s/l | 45 | 0.10 | 1.37438 | 1.37438 | 1.35368 | -7.00 | 9785.41 |
91 | 2010.03.15 12:15 | sell | 46 | 0.10 | 1.37216 | 1.37286 | 1.35216 | ||
92 | 2010.03.15 12:20 | s/l | 46 | 0.10 | 1.37286 | 1.37286 | 1.35216 | -7.00 | 9778.41 |
93 | 2010.03.15 15:20 | sell | 47 | 0.10 | 1.36910 | 1.36980 | 1.34910 | ||
94 | 2010.03.15 15:27 | s/l | 47 | 0.10 | 1.36980 | 1.36980 | 1.34910 | -7.00 | 9771.41 |
95 | 2010.03.15 18:27 | sell | 48 | 0.10 | 1.36631 | 1.36701 | 1.34631 | ||
96 | 2010.03.15 18:45 | s/l | 48 | 0.10 | 1.36701 | 1.36701 | 1.34631 | -7.00 | 9764.41 |
97 | 2010.03.15 21:45 | sell | 49 | 0.10 | 1.36791 | 1.36861 | 1.34791 | ||
98 | 2010.03.16 03:15 | s/l | 49 | 0.10 | 1.36861 | 1.36861 | 1.34791 | -7.10 | 9757.31 |
99 | 2010.03.16 06:15 | buy | 50 | 0.10 | 1.36926 | 1.36856 | 1.38926 | ||
100 | 2010.03.16 07:50 | s/l | 50 | 0.10 | 1.36856 | 1.36856 | 1.38926 | -7.00 | 9750.31 |
101 | 2010.03.16 13:00 | buy | 51 | 0.10 | 1.37149 | 1.37079 | 1.39149 | ||
102 | 2010.03.17 14:00 | close | 51 | 0.10 | 1.37571 | 1.37079 | 1.39149 | 42.13 | 9792.44 |
103 | 2010.03.17 17:00 | sell | 52 | 0.10 | 1.37388 | 1.37458 | 1.35388 | ||
104 | 2010.03.17 17:10 | s/l | 52 | 0.10 | 1.37458 | 1.37458 | 1.35388 | -7.00 | 9785.44 |
105 | 2010.03.17 20:10 | sell | 53 | 0.10 | 1.37479 | 1.37549 | 1.35479 | ||
106 | 2010.03.19 13:20 | t/p | 53 | 0.10 | 1.35479 | 1.37549 | 1.35479 | 199.60 | 9985.04 |
107 | 2010.03.19 16:20 | sell | 54 | 0.10 | 1.35030 | 1.35100 | 1.33030 | ||
108 | 2010.03.19 16:30 | s/l | 54 | 0.10 | 1.35100 | 1.35100 | 1.33030 | -7.00 | 9978.04 |
109 | 2010.03.19 19:32 | sell | 55 | 0.10 | 1.35383 | 1.35453 | 1.33383 | ||
110 | 2010.03.22 10:03 | s/l | 55 | 0.10 | 1.35453 | 1.35453 | 1.33383 | -7.10 | 9970.94 |
111 | 2010.03.22 13:05 | sell | 56 | 0.10 | 1.35040 | 1.35110 | 1.33040 | ||
112 | 2010.03.22 13:15 | s/l | 56 | 0.10 | 1.35110 | 1.35110 | 1.33040 | -7.00 | 9963.94 |
113 | 2010.03.22 18:00 | buy | 57 | 0.10 | 1.35629 | 1.35559 | 1.37629 | ||
114 | 2010.03.22 18:15 | s/l | 57 | 0.10 | 1.35559 | 1.35559 | 1.37629 | -7.00 | 9956.94 |
115 | 2010.03.22 21:15 | buy | 58 | 0.10 | 1.35524 | 1.35454 | 1.37524 | ||
116 | 2010.03.23 01:50 | s/l | 58 | 0.10 | 1.35454 | 1.35454 | 1.37524 | -7.07 | 9949.87 |
117 | 2010.03.23 04:50 | buy | 59 | 0.10 | 1.35630 | 1.35560 | 1.37630 | ||
118 | 2010.03.23 05:20 | s/l | 59 | 0.10 | 1.35560 | 1.35560 | 1.37630 | -7.00 | 9942.87 |
119 | 2010.03.23 08:20 | sell | 60 | 0.10 | 1.35049 | 1.35119 | 1.33049 | ||
120 | 2010.03.23 08:27 | s/l | 60 | 0.10 | 1.35119 | 1.35119 | 1.33049 | -7.00 | 9935.87 |
121 | 2010.03.23 11:27 | sell | 61 | 0.10 | 1.35177 | 1.35247 | 1.33177 | ||
122 | 2010.03.23 14:15 | s/l | 61 | 0.10 | 1.35247 | 1.35247 | 1.33177 | -7.00 | 9928.87 |
123 | 2010.03.23 17:15 | buy | 62 | 0.10 | 1.35394 | 1.35324 | 1.37394 | ||
124 | 2010.03.23 17:20 | s/l | 62 | 0.10 | 1.35324 | 1.35324 | 1.37394 | -7.00 | 9921.87 |
125 | 2010.03.23 20:20 | sell | 63 | 0.10 | 1.35099 | 1.35169 | 1.33099 | ||
126 | 2010.03.24 22:15 | t/p | 63 | 0.10 | 1.33099 | 1.35169 | 1.33099 | 199.90 | 10121.77 |
127 | 2010.03.25 01:15 | sell | 64 | 0.10 | 1.33360 | 1.33430 | 1.31360 | ||
128 | 2010.03.25 02:20 | s/l | 64 | 0.10 | 1.33430 | 1.33430 | 1.31360 | -7.00 | 10114.77 |
129 | 2010.03.25 05:20 | sell | 65 | 0.10 | 1.33306 | 1.33376 | 1.31306 | ||
130 | 2010.03.25 08:20 | s/l | 65 | 0.10 | 1.33376 | 1.33376 | 1.31306 | -7.00 | 10107.77 |
131 | 2010.03.25 12:00 | buy | 66 | 0.10 | 1.33622 | 1.33552 | 1.35622 | ||
132 | 2010.03.25 12:50 | s/l | 66 | 0.10 | 1.33552 | 1.33552 | 1.35622 | -7.00 | 10100.77 |
133 | 2010.03.25 16:00 | buy | 67 | 0.10 | 1.33569 | 1.33499 | 1.35569 | ||
134 | 2010.03.25 16:20 | s/l | 67 | 0.10 | 1.33499 | 1.33499 | 1.35569 | -7.00 | 10093.77 |
135 | 2010.03.25 19:20 | sell | 68 | 0.10 | 1.32879 | 1.32949 | 1.30879 | ||
136 | 2010.03.25 19:27 | s/l | 68 | 0.10 | 1.32949 | 1.32949 | 1.30879 | -7.00 | 10086.77 |
137 | 2010.03.25 22:27 | sell | 69 | 0.10 | 1.32771 | 1.32841 | 1.30771 | ||
138 | 2010.03.25 22:50 | s/l | 69 | 0.10 | 1.32841 | 1.32841 | 1.30771 | -7.00 | 10079.77 |
139 | 2010.03.26 04:00 | buy | 70 | 0.10 | 1.33305 | 1.33235 | 1.35305 | ||
140 | 2010.03.26 04:20 | s/l | 70 | 0.10 | 1.33235 | 1.33235 | 1.35305 | -7.00 | 10072.77 |
141 | 2010.03.26 07:20 | buy | 71 | 0.10 | 1.33370 | 1.33300 | 1.35370 | ||
142 | 2010.03.26 08:32 | s/l | 71 | 0.10 | 1.33300 | 1.33300 | 1.35370 | -7.00 | 10065.77 |
143 | 2010.03.26 11:32 | buy | 72 | 0.10 | 1.33914 | 1.33844 | 1.35914 | ||
144 | 2010.03.26 11:45 | s/l | 72 | 0.10 | 1.33844 | 1.33844 | 1.35914 | -7.00 | 10058.77 |
145 | 2010.03.26 14:45 | buy | 73 | 0.10 | 1.33741 | 1.33671 | 1.35741 | ||
146 | 2010.03.26 21:57 | close at stop | 73 | 0.10 | 1.34077 | 1.33671 | 1.35741 | 33.60 | 10092.37 |