Report Result : - Desynced Forex Repository

Strategy Tester Report

Download takeprofit20

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.2; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=20; TrailingStopMode=false; TrailingStop=0;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-969.60	Gross profit	1745.46	Gross loss	-2715.06
Profit factor	0.64	Expected payoff	-11.68
Absolute drawdown	1223.60	Maximal drawdown	1544.70 (14.97%)	Relative drawdown	14.97% (1544.70)

Total trades	83	Short positions (won %)	50 (18.00%)	Long positions (won %)	33 (18.18%)
		Profit trades (% of total)	15 (18.07%)	Loss trades (% of total)	68 (81.93%)
Largest		profit trade	293.88	loss trade	-164.60
Average		profit trade	116.36	loss trade	-39.93
Maximum		consecutive wins (profit in money)	3 (121.22)	consecutive losses (loss in money)	19 (-695.06)
Maximal		consecutive profit (count of wins)	293.88 (1)	consecutive loss (count of losses)	-695.06 (19)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	buy	1	0.20	1.50365	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.20	1.50093	0.00000	0.00000	-54.40	9945.60
3	2009.12.01 03:00	buy	2	0.20	1.50177	0.00000	0.00000
4	2009.12.01 06:00	close	2	0.20	1.50102	0.00000	0.00000	-15.00	9930.60
5	2009.12.01 07:00	sell	3	0.20	1.50001	0.00000	0.00000
6	2009.12.01 08:00	close	3	0.20	1.50218	0.00000	0.00000	-43.40	9887.20
7	2009.12.01 09:00	buy	4	0.20	1.50287	0.00000	0.00000
8	2009.12.02 15:00	close	4	0.20	1.50750	0.00000	0.00000	92.66	9979.86
9	2009.12.02 16:00	sell	5	0.20	1.50737	0.00000	0.00000
10	2009.12.03 01:00	close	5	0.20	1.50685	0.00000	0.00000	10.16	9990.02
11	2009.12.03 02:00	buy	6	0.20	1.50798	0.00000	0.00000
12	2009.12.03 15:00	close	6	0.20	1.50890	0.00000	0.00000	18.40	10008.42
13	2009.12.03 16:00	sell	7	0.20	1.50770	0.00000	0.00000
14	2009.12.03 20:00	close	7	0.20	1.50931	0.00000	0.00000	-32.20	9976.22
15	2009.12.03 21:00	buy	8	0.20	1.50923	0.00000	0.00000
16	2009.12.03 22:00	close	8	0.20	1.50729	0.00000	0.00000	-38.80	9937.42
17	2009.12.03 23:00	sell	9	0.20	1.50510	0.00000	0.00000
18	2009.12.04 09:00	close	9	0.20	1.50864	0.00000	0.00000	-70.88	9866.54
19	2009.12.04 10:00	sell	10	0.20	1.50668	0.00000	0.00000
20	2009.12.04 14:00	close	10	0.20	1.50718	0.00000	0.00000	-10.00	9856.54
21	2009.12.04 15:00	sell	11	0.20	1.49426	0.00000	0.00000
22	2009.12.08 02:00	close	11	0.20	1.48566	0.00000	0.00000	171.84	10028.38
23	2009.12.08 03:00	buy	12	0.20	1.48540	0.00000	0.00000
24	2009.12.08 04:00	close	12	0.20	1.48400	0.00000	0.00000	-28.00	10000.38
25	2009.12.08 05:00	sell	13	0.20	1.48422	0.00000	0.00000
26	2009.12.08 11:00	close	13	0.20	1.48465	0.00000	0.00000	-8.60	9991.78
27	2009.12.08 12:00	sell	14	0.20	1.48345	0.00000	0.00000
28	2009.12.09 11:00	close	14	0.20	1.47558	0.00000	0.00000	157.32	10149.10
29	2009.12.09 12:00	buy	15	0.20	1.47679	0.00000	0.00000
30	2009.12.09 14:00	close	15	0.20	1.47259	0.00000	0.00000	-84.00	10065.10
31	2009.12.09 15:00	sell	16	0.20	1.47307	0.00000	0.00000
32	2009.12.09 17:00	close	16	0.20	1.47468	0.00000	0.00000	-32.20	10032.90
33	2009.12.09 18:00	sell	17	0.20	1.47237	0.00000	0.00000
34	2009.12.10 00:00	close	17	0.20	1.47400	0.00000	0.00000	-32.84	10000.06
35	2009.12.10 01:00	buy	18	0.20	1.47372	0.00000	0.00000
36	2009.12.10 05:00	close	18	0.20	1.47291	0.00000	0.00000	-16.20	9983.86
37	2009.12.10 06:00	sell	19	0.20	1.47112	0.00000	0.00000
38	2009.12.10 12:00	close	19	0.20	1.47428	0.00000	0.00000	-63.20	9920.66
39	2009.12.10 13:00	buy	20	0.20	1.47389	0.00000	0.00000
40	2009.12.10 17:00	close	20	0.20	1.47195	0.00000	0.00000	-38.80	9881.86
41	2009.12.10 18:00	sell	21	0.20	1.47142	0.00000	0.00000
42	2009.12.10 22:00	close	21	0.20	1.47320	0.00000	0.00000	-35.60	9846.26
43	2009.12.10 23:00	buy	22	0.20	1.47330	0.00000	0.00000
44	2009.12.11 03:00	close	22	0.20	1.47224	0.00000	0.00000	-21.14	9825.12
45	2009.12.11 04:00	sell	23	0.20	1.47207	0.00000	0.00000
46	2009.12.11 05:00	close	23	0.20	1.47287	0.00000	0.00000	-16.00	9809.12
47	2009.12.11 06:00	sell	24	0.20	1.47255	0.00000	0.00000
48	2009.12.11 07:00	close	24	0.20	1.47392	0.00000	0.00000	-27.40	9781.72
49	2009.12.11 08:00	sell	25	0.20	1.47225	0.00000	0.00000
50	2009.12.11 10:00	close	25	0.20	1.47417	0.00000	0.00000	-38.40	9743.32
51	2009.12.11 11:00	buy	26	0.20	1.47547	0.00000	0.00000
52	2009.12.11 15:00	close	26	0.20	1.47070	0.00000	0.00000	-95.40	9647.92
53	2009.12.11 16:00	sell	27	0.20	1.46533	0.00000	0.00000
54	2009.12.14 07:00	close	27	0.20	1.46777	0.00000	0.00000	-48.88	9599.04
55	2009.12.14 08:00	sell	28	0.20	1.46638	0.00000	0.00000
56	2009.12.14 09:00	close	28	0.20	1.46756	0.00000	0.00000	-23.60	9575.44
57	2009.12.14 10:00	sell	29	0.20	1.46623	0.00000	0.00000
58	2009.12.14 11:00	close	29	0.20	1.46687	0.00000	0.00000	-12.80	9562.64
59	2009.12.14 12:00	sell	30	0.20	1.46258	0.00000	0.00000
60	2009.12.14 19:00	close	30	0.20	1.46588	0.00000	0.00000	-66.00	9496.64
61	2009.12.14 20:00	sell	31	0.20	1.46497	0.00000	0.00000
62	2009.12.14 23:00	close	31	0.20	1.46586	0.00000	0.00000	-17.80	9478.84
63	2009.12.15 00:00	sell	32	0.20	1.46508	0.00000	0.00000
64	2009.12.15 01:00	close	32	0.20	1.46590	0.00000	0.00000	-16.40	9462.44
65	2009.12.15 02:00	sell	33	0.20	1.46512	0.00000	0.00000
66	2009.12.15 06:00	close	33	0.20	1.46554	0.00000	0.00000	-8.40	9454.04
67	2009.12.15 07:00	sell	34	0.20	1.46374	0.00000	0.00000
68	2009.12.16 11:00	close	34	0.20	1.45568	0.00000	0.00000	161.12	9615.16
69	2009.12.16 12:00	sell	35	0.20	1.45519	0.00000	0.00000
70	2009.12.16 13:00	close	35	0.20	1.45707	0.00000	0.00000	-37.60	9577.56
71	2009.12.16 14:00	buy	36	0.20	1.45647	0.00000	0.00000
72	2009.12.16 15:00	close	36	0.20	1.45487	0.00000	0.00000	-32.00	9545.56
73	2009.12.16 16:00	buy	37	0.20	1.45787	0.00000	0.00000
74	2009.12.16 19:00	close	37	0.20	1.45366	0.00000	0.00000	-84.20	9461.36
75	2009.12.16 20:00	sell	38	0.20	1.45396	0.00000	0.00000
76	2009.12.18 05:00	close	38	0.20	1.43925	0.00000	0.00000	293.88	9755.24
77	2009.12.18 06:00	buy	39	0.20	1.43960	0.00000	0.00000
78	2009.12.18 07:00	close	39	0.20	1.43810	0.00000	0.00000	-30.00	9725.24
79	2009.12.18 08:00	sell	40	0.20	1.43744	0.00000	0.00000
80	2009.12.18 10:00	close	40	0.20	1.43965	0.00000	0.00000	-44.20	9681.04
81	2009.12.18 11:00	buy	41	0.20	1.44008	0.00000	0.00000
82	2009.12.18 13:00	close	41	0.20	1.43659	0.00000	0.00000	-69.80	9611.24
83	2009.12.18 14:00	sell	42	0.20	1.43356	0.00000	0.00000
84	2009.12.21 05:00	close	42	0.20	1.43545	0.00000	0.00000	-37.88	9573.36
85	2009.12.21 06:00	buy	43	0.20	1.43516	0.00000	0.00000
86	2009.12.21 07:00	close	43	0.20	1.43361	0.00000	0.00000	-31.00	9542.36
87	2009.12.21 08:00	sell	44	0.20	1.43340	0.00000	0.00000
88	2009.12.21 12:00	close	44	0.20	1.43397	0.00000	0.00000	-11.40	9530.96
89	2009.12.21 13:00	buy	45	0.20	1.43441	0.00000	0.00000
90	2009.12.21 16:00	close	45	0.20	1.43332	0.00000	0.00000	-21.80	9509.16
91	2009.12.21 17:00	sell	46	0.20	1.43120	0.00000	0.00000
92	2009.12.22 10:00	close	46	0.20	1.43227	0.00000	0.00000	-21.48	9487.68
93	2009.12.22 11:00	buy	47	0.20	1.43171	0.00000	0.00000
94	2009.12.22 13:00	close	47	0.20	1.42810	0.00000	0.00000	-72.20	9415.48
95	2009.12.22 14:00	sell	48	0.20	1.42729	0.00000	0.00000
96	2009.12.22 15:00	close	48	0.20	1.43110	0.00000	0.00000	-76.20	9339.28
97	2009.12.22 16:00	sell	49	0.20	1.42820	0.00000	0.00000
98	2009.12.23 14:00	close	49	0.20	1.42826	0.00000	0.00000	-1.28	9338.00
99	2009.12.23 15:00	buy	50	0.20	1.42825	0.00000	0.00000
100	2009.12.28 22:00	close	50	0.20	1.43772	0.00000	0.00000	189.70	9527.70
101	2009.12.28 23:00	sell	51	0.20	1.43787	0.00000	0.00000
102	2009.12.29 08:00	close	51	0.20	1.43827	0.00000	0.00000	-8.08	9519.62
103	2009.12.29 09:00	buy	52	0.20	1.44187	0.00000	0.00000
104	2009.12.29 18:00	close	52	0.20	1.43539	0.00000	0.00000	-129.60	9390.02
105	2009.12.29 19:00	sell	53	0.20	1.43453	0.00000	0.00000
106	2009.12.30 09:00	close	53	0.20	1.43567	0.00000	0.00000	-22.88	9367.14
107	2009.12.30 10:00	sell	54	0.20	1.43451	0.00000	0.00000
108	2009.12.30 12:00	close	54	0.20	1.43589	0.00000	0.00000	-27.60	9339.54
109	2009.12.30 13:00	sell	55	0.20	1.43256	0.00000	0.00000
110	2009.12.30 23:00	close	55	0.20	1.43401	0.00000	0.00000	-29.00	9310.54
111	2009.12.31 00:00	sell	56	0.20	1.43367	0.00000	0.00000
112	2009.12.31 01:00	close	56	0.20	1.43424	0.00000	0.00000	-11.40	9299.14
113	2009.12.31 02:00	buy	57	0.20	1.43552	0.00000	0.00000
114	2009.12.31 16:00	close	57	0.20	1.43688	0.00000	0.00000	27.20	9326.34
115	2009.12.31 17:00	sell	58	0.20	1.43465	0.00000	0.00000
116	2010.01.04 10:00	close	58	0.20	1.43391	0.00000	0.00000	14.64	9340.98
117	2010.01.04 11:00	buy	59	0.20	1.43958	0.00000	0.00000
118	2010.01.05 16:00	close	59	0.20	1.44036	0.00000	0.00000	15.66	9356.64
119	2010.01.05 17:00	buy	60	0.20	1.44185	0.00000	0.00000
120	2010.01.05 18:00	close	60	0.20	1.44007	0.00000	0.00000	-35.60	9321.04
121	2010.01.05 19:00	sell	61	0.20	1.43911	0.00000	0.00000
122	2010.01.06 11:00	close	61	0.20	1.43791	0.00000	0.00000	23.92	9344.96
123	2010.01.06 12:00	buy	62	0.20	1.43772	0.00000	0.00000
124	2010.01.06 13:00	close	62	0.20	1.43476	0.00000	0.00000	-59.20	9285.76
125	2010.01.06 14:00	sell	63	0.20	1.43559	0.00000	0.00000
126	2010.01.06 17:00	close	63	0.20	1.43892	0.00000	0.00000	-66.60	9219.16
127	2010.01.06 18:00	buy	64	0.20	1.44040	0.00000	0.00000
128	2010.01.07 07:00	close	64	0.20	1.43902	0.00000	0.00000	-27.42	9191.74
129	2010.01.07 08:00	sell	65	0.20	1.43678	0.00000	0.00000
130	2010.01.08 10:00	close	65	0.20	1.43308	0.00000	0.00000	73.92	9265.66
131	2010.01.08 11:00	sell	66	0.20	1.43223	0.00000	0.00000
132	2010.01.08 15:00	close	66	0.20	1.44046	0.00000	0.00000	-164.60	9101.06
133	2010.01.08 16:00	buy	67	0.20	1.43577	0.00000	0.00000
134	2010.01.08 17:00	close	67	0.20	1.43248	0.00000	0.00000	-65.80	9035.26
135	2010.01.08 18:00	buy	68	0.20	1.43571	0.00000	0.00000
136	2010.01.12 02:00	close	68	0.20	1.44885	0.00000	0.00000	262.92	9298.18
137	2010.01.12 03:00	sell	69	0.20	1.44897	0.00000	0.00000
138	2010.01.12 07:00	close	69	0.20	1.44964	0.00000	0.00000	-13.40	9284.78
139	2010.01.12 08:00	buy	70	0.20	1.45021	0.00000	0.00000
140	2010.01.12 10:00	close	70	0.20	1.44827	0.00000	0.00000	-38.80	9245.98
141	2010.01.12 11:00	sell	71	0.20	1.44900	0.00000	0.00000
142	2010.01.12 12:00	close	71	0.20	1.45065	0.00000	0.00000	-33.00	9212.98
143	2010.01.12 13:00	sell	72	0.20	1.44795	0.00000	0.00000
144	2010.01.12 14:00	close	72	0.20	1.45007	0.00000	0.00000	-42.40	9170.58
145	2010.01.12 15:00	sell	73	0.20	1.44703	0.00000	0.00000
146	2010.01.12 16:00	close	73	0.20	1.45097	0.00000	0.00000	-78.80	9091.78
147	2010.01.12 17:00	buy	74	0.20	1.45400	0.00000	0.00000
148	2010.01.12 20:00	close	74	0.20	1.44970	0.00000	0.00000	-86.00	9005.78
149	2010.01.12 21:00	buy	75	0.20	1.44993	0.00000	0.00000
150	2010.01.12 22:00	close	75	0.20	1.44888	0.00000	0.00000	-21.00	8984.78
151	2010.01.12 23:00	sell	76	0.20	1.44848	0.00000	0.00000
152	2010.01.13 08:00	close	76	0.20	1.45044	0.00000	0.00000	-39.28	8945.50
153	2010.01.13 09:00	sell	77	0.20	1.44838	0.00000	0.00000
154	2010.01.13 11:00	close	77	0.20	1.45023	0.00000	0.00000	-37.00	8908.50
155	2010.01.13 12:00	buy	78	0.20	1.45175	0.00000	0.00000
156	2010.01.13 17:00	close	78	0.20	1.45078	0.00000	0.00000	-19.40	8889.10
157	2010.01.13 18:00	sell	79	0.20	1.44908	0.00000	0.00000
158	2010.01.13 21:00	close	79	0.20	1.45137	0.00000	0.00000	-45.80	8843.30
159	2010.01.13 22:00	buy	80	0.20	1.45105	0.00000	0.00000
160	2010.01.14 00:00	close	80	0.20	1.44990	0.00000	0.00000	-22.82	8820.48
161	2010.01.14 01:00	buy	81	0.20	1.45243	0.00000	0.00000
162	2010.01.14 10:00	close	81	0.20	1.45210	0.00000	0.00000	-6.60	8813.88
163	2010.01.14 11:00	sell	82	0.20	1.45048	0.00000	0.00000
164	2010.01.14 20:00	close	82	0.20	1.45126	0.00000	0.00000	-15.60	8798.28
165	2010.01.14 21:00	sell	83	0.20	1.45024	0.00000	0.00000
166	2010.01.15 22:57	close at stop	83	0.20	1.43863	0.00000	0.00000	232.12	9030.40