Report Result : takeprofit20_v1 - Desynced Forex Repository

Strategy Tester Report

Download takeprofit20_v1

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	-776.20	Gross profit	1779.10	Gross loss	-2555.30
Profit factor	0.70	Expected payoff	-9.35
Absolute drawdown	1030.80	Maximal drawdown	1384.50 (13.37%)	Relative drawdown	13.37% (1384.50)

Total trades	83	Short positions (won %)	50 (20.00%)	Long positions (won %)	33 (18.18%)
		Profit trades (% of total)	16 (19.28%)	Loss trades (% of total)	67 (80.72%)
Largest		profit trade	295.80	loss trade	-162.20
Average		profit trade	111.19	loss trade	-38.14
Maximum		consecutive wins (profit in money)	3 (127.90)	consecutive losses (loss in money)	19 (-650.10)
Maximal		consecutive profit (count of wins)	295.80 (1)	consecutive loss (count of losses)	-650.10 (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	1.50353	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.20	1.50093	0.00000	0.00000	-52.00	9948.00
3	2009.12.01 03:00	buy	2	0.20	1.50165	0.00000	0.00000
4	2009.12.01 06:00	close	2	0.20	1.50102	0.00000	0.00000	-12.60	9935.40
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	1.50206	0.00000	0.00000	-41.00	9894.40
7	2009.12.01 09:00	buy	4	0.20	1.50275	0.00000	0.00000
8	2009.12.02 15:00	close	4	0.20	1.50750	0.00000	0.00000	94.90	9989.30
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	1.50673	0.00000	0.00000	12.20	10001.50
11	2009.12.03 02:00	buy	6	0.20	1.50786	0.00000	0.00000
12	2009.12.03 15:00	close	6	0.20	1.50890	0.00000	0.00000	20.80	10022.30
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	1.50919	0.00000	0.00000	-29.80	9992.50
15	2009.12.03 21:00	buy	8	0.20	1.50911	0.00000	0.00000
16	2009.12.03 22:00	close	8	0.20	1.50729	0.00000	0.00000	-36.40	9956.10
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	1.50852	0.00000	0.00000	-68.60	9887.50
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	1.50706	0.00000	0.00000	-7.60	9879.90
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	1.48554	0.00000	0.00000	174.00	10053.90
23	2009.12.08 03:00	buy	12	0.20	1.48528	0.00000	0.00000
24	2009.12.08 04:00	close	12	0.20	1.48400	0.00000	0.00000	-25.60	10028.30
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	1.48453	0.00000	0.00000	-6.20	10022.10
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	1.47546	0.00000	0.00000	159.60	10181.70
29	2009.12.09 12:00	buy	15	0.20	1.47667	0.00000	0.00000
30	2009.12.09 14:00	close	15	0.20	1.47259	0.00000	0.00000	-81.60	10100.10
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	1.47456	0.00000	0.00000	-29.80	10070.30
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	1.47388	0.00000	0.00000	-30.80	10039.50
35	2009.12.10 01:00	buy	18	0.20	1.47360	0.00000	0.00000
36	2009.12.10 05:00	close	18	0.20	1.47291	0.00000	0.00000	-13.80	10025.70
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	1.47416	0.00000	0.00000	-60.80	9964.90
39	2009.12.10 13:00	buy	20	0.20	1.47377	0.00000	0.00000
40	2009.12.10 17:00	close	20	0.20	1.47195	0.00000	0.00000	-36.40	9928.50
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	1.47308	0.00000	0.00000	-33.20	9895.30
43	2009.12.10 23:00	buy	22	0.20	1.47318	0.00000	0.00000
44	2009.12.11 03:00	close	22	0.20	1.47224	0.00000	0.00000	-18.90	9876.40
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	1.47275	0.00000	0.00000	-13.60	9862.80
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	1.47380	0.00000	0.00000	-25.00	9837.80
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	1.47405	0.00000	0.00000	-36.00	9801.80
51	2009.12.11 11:00	buy	26	0.20	1.47535	0.00000	0.00000
52	2009.12.11 15:00	close	26	0.20	1.47070	0.00000	0.00000	-93.00	9708.80
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	1.46765	0.00000	0.00000	-46.60	9662.20
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	1.46744	0.00000	0.00000	-21.20	9641.00
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	1.46675	0.00000	0.00000	-10.40	9630.60
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	1.46576	0.00000	0.00000	-63.60	9567.00
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	1.46574	0.00000	0.00000	-15.40	9551.60
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	1.46578	0.00000	0.00000	-14.00	9537.60
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	1.46542	0.00000	0.00000	-6.00	9531.60
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	1.45556	0.00000	0.00000	163.40	9695.00
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	1.45695	0.00000	0.00000	-35.20	9659.80
71	2009.12.16 14:00	buy	36	0.20	1.45635	0.00000	0.00000
72	2009.12.16 15:00	close	36	0.20	1.45487	0.00000	0.00000	-29.60	9630.20
73	2009.12.16 16:00	buy	37	0.20	1.45775	0.00000	0.00000
74	2009.12.16 19:00	close	37	0.20	1.45366	0.00000	0.00000	-81.80	9548.40
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	1.43913	0.00000	0.00000	295.80	9844.20
77	2009.12.18 06:00	buy	39	0.20	1.43948	0.00000	0.00000
78	2009.12.18 07:00	close	39	0.20	1.43810	0.00000	0.00000	-27.60	9816.60
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	1.43953	0.00000	0.00000	-41.80	9774.80
81	2009.12.18 11:00	buy	41	0.20	1.43996	0.00000	0.00000
82	2009.12.18 13:00	close	41	0.20	1.43659	0.00000	0.00000	-67.40	9707.40
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	1.43533	0.00000	0.00000	-35.60	9671.80
85	2009.12.21 06:00	buy	43	0.20	1.43504	0.00000	0.00000
86	2009.12.21 07:00	close	43	0.20	1.43361	0.00000	0.00000	-28.60	9643.20
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	1.43385	0.00000	0.00000	-9.00	9634.20
89	2009.12.21 13:00	buy	45	0.20	1.43429	0.00000	0.00000
90	2009.12.21 16:00	close	45	0.20	1.43332	0.00000	0.00000	-19.40	9614.80
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	1.43215	0.00000	0.00000	-19.20	9595.60
93	2009.12.22 11:00	buy	47	0.20	1.43159	0.00000	0.00000
94	2009.12.22 13:00	close	47	0.20	1.42810	0.00000	0.00000	-69.80	9525.80
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	1.43098	0.00000	0.00000	-73.80	9452.00
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	1.42814	0.00000	0.00000	1.00	9453.00
99	2009.12.23 15:00	buy	50	0.20	1.42813	0.00000	0.00000
100	2009.12.28 22:00	close	50	0.20	1.43772	0.00000	0.00000	191.30	9644.30
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	1.43815	0.00000	0.00000	-5.80	9638.50
103	2009.12.29 09:00	buy	52	0.20	1.44175	0.00000	0.00000
104	2009.12.29 18:00	close	52	0.20	1.43539	0.00000	0.00000	-127.20	9511.30
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	1.43555	0.00000	0.00000	-20.60	9490.70
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	1.43577	0.00000	0.00000	-25.20	9465.50
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	1.43389	0.00000	0.00000	-26.60	9438.90
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	1.43412	0.00000	0.00000	-9.00	9429.90
113	2009.12.31 02:00	buy	57	0.20	1.43540	0.00000	0.00000
114	2009.12.31 16:00	close	57	0.20	1.43688	0.00000	0.00000	29.60	9459.50
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	1.43379	0.00000	0.00000	16.80	9476.30
117	2010.01.04 11:00	buy	59	0.20	1.43946	0.00000	0.00000
118	2010.01.05 16:00	close	59	0.20	1.44036	0.00000	0.00000	17.90	9494.20
119	2010.01.05 17:00	buy	60	0.20	1.44173	0.00000	0.00000
120	2010.01.05 18:00	close	60	0.20	1.44007	0.00000	0.00000	-33.20	9461.00
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	1.43779	0.00000	0.00000	26.20	9487.20
123	2010.01.06 12:00	buy	62	0.20	1.43760	0.00000	0.00000
124	2010.01.06 13:00	close	62	0.20	1.43476	0.00000	0.00000	-56.80	9430.40
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	1.43880	0.00000	0.00000	-64.20	9366.20
127	2010.01.06 18:00	buy	64	0.20	1.44028	0.00000	0.00000
128	2010.01.07 07:00	close	64	0.20	1.43902	0.00000	0.00000	-25.50	9340.70
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	1.43296	0.00000	0.00000	76.20	9416.90
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	1.44034	0.00000	0.00000	-162.20	9254.70
133	2010.01.08 16:00	buy	67	0.20	1.43565	0.00000	0.00000
134	2010.01.08 17:00	close	67	0.20	1.43248	0.00000	0.00000	-63.40	9191.30
135	2010.01.08 18:00	buy	68	0.20	1.43559	0.00000	0.00000
136	2010.01.12 02:00	close	68	0.20	1.44885	0.00000	0.00000	265.00	9456.30
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	1.44952	0.00000	0.00000	-11.00	9445.30
139	2010.01.12 08:00	buy	70	0.20	1.45009	0.00000	0.00000
140	2010.01.12 10:00	close	70	0.20	1.44827	0.00000	0.00000	-36.40	9408.90
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	1.45053	0.00000	0.00000	-30.60	9378.30
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	1.44995	0.00000	0.00000	-40.00	9338.30
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	1.45085	0.00000	0.00000	-76.40	9261.90
147	2010.01.12 17:00	buy	74	0.20	1.45388	0.00000	0.00000
148	2010.01.12 20:00	close	74	0.20	1.44970	0.00000	0.00000	-83.60	9178.30
149	2010.01.12 21:00	buy	75	0.20	1.44981	0.00000	0.00000
150	2010.01.12 22:00	close	75	0.20	1.44888	0.00000	0.00000	-18.60	9159.70
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	1.45032	0.00000	0.00000	-37.00	9122.70
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	1.45011	0.00000	0.00000	-34.60	9088.10
155	2010.01.13 12:00	buy	78	0.20	1.45163	0.00000	0.00000
156	2010.01.13 17:00	close	78	0.20	1.45078	0.00000	0.00000	-17.00	9071.10
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	1.45125	0.00000	0.00000	-43.40	9027.70
159	2010.01.13 22:00	buy	80	0.20	1.45093	0.00000	0.00000
160	2010.01.14 00:00	close	80	0.20	1.44990	0.00000	0.00000	-20.90	9006.80
161	2010.01.14 01:00	buy	81	0.20	1.45231	0.00000	0.00000
162	2010.01.14 10:00	close	81	0.20	1.45210	0.00000	0.00000	-4.20	9002.60
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	1.45114	0.00000	0.00000	-13.20	8989.40
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	1.43851	0.00000	0.00000	234.40	9223.80