Report Result : trailing20 - Desynced Forex Repository

Strategy Tester Report

trailing20

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; MaxTrades=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=20;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	3

Initial deposit	10000.00
Total net profit	-825.46	Gross profit	1769.84	Gross loss	-2595.30
Profit factor	0.68	Expected payoff	-9.95
Absolute drawdown	1079.48	Maximal drawdown	1424.92 (13.77%)	Relative drawdown	13.77% (1424.92)

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	295.28	loss trade	-162.80
Average		profit trade	110.61	loss trade	-38.74
Maximum		consecutive wins (profit in money)	3 (126.16)	consecutive losses (loss in money)	19 (-661.42)
Maximal		consecutive profit (count of wins)	295.28 (1)	consecutive loss (count of losses)	-661.42 (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	1.50356	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.20	1.50093	0.00000	0.00000	-52.60	9947.40
3	2009.12.01 03:00	buy	2	0.20	1.50168	0.00000	0.00000
4	2009.12.01 06:00	close	2	0.20	1.50102	0.00000	0.00000	-13.20	9934.20
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	1.50209	0.00000	0.00000	-41.60	9892.60
7	2009.12.01 09:00	buy	4	0.20	1.50278	0.00000	0.00000
8	2009.12.02 15:00	close	4	0.20	1.50750	0.00000	0.00000	94.30	9986.90
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	1.50676	0.00000	0.00000	11.66	9998.56
11	2009.12.03 02:00	buy	6	0.20	1.50789	0.00000	0.00000
12	2009.12.03 15:00	close	6	0.20	1.50890	0.00000	0.00000	20.20	10018.76
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	1.50922	0.00000	0.00000	-30.40	9988.36
15	2009.12.03 21:00	buy	8	0.20	1.50914	0.00000	0.00000
16	2009.12.03 22:00	close	8	0.20	1.50729	0.00000	0.00000	-37.00	9951.36
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	1.50855	0.00000	0.00000	-69.18	9882.18
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	1.50709	0.00000	0.00000	-8.20	9873.98
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	1.48557	0.00000	0.00000	173.44	10047.42
23	2009.12.08 03:00	buy	12	0.20	1.48531	0.00000	0.00000
24	2009.12.08 04:00	close	12	0.20	1.48400	0.00000	0.00000	-26.20	10021.22
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	1.48456	0.00000	0.00000	-6.80	10014.42
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	1.47549	0.00000	0.00000	159.02	10173.44
29	2009.12.09 12:00	buy	15	0.20	1.47670	0.00000	0.00000
30	2009.12.09 14:00	close	15	0.20	1.47259	0.00000	0.00000	-82.20	10091.24
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	1.47459	0.00000	0.00000	-30.40	10060.84
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	1.47391	0.00000	0.00000	-31.34	10029.50
35	2009.12.10 01:00	buy	18	0.20	1.47363	0.00000	0.00000
36	2009.12.10 05:00	close	18	0.20	1.47291	0.00000	0.00000	-14.40	10015.10
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	1.47419	0.00000	0.00000	-61.40	9953.70
39	2009.12.10 13:00	buy	20	0.20	1.47380	0.00000	0.00000
40	2009.12.10 17:00	close	20	0.20	1.47195	0.00000	0.00000	-37.00	9916.70
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	1.47311	0.00000	0.00000	-33.80	9882.90
43	2009.12.10 23:00	buy	22	0.20	1.47321	0.00000	0.00000
44	2009.12.11 03:00	close	22	0.20	1.47224	0.00000	0.00000	-19.50	9863.40
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	1.47278	0.00000	0.00000	-14.20	9849.20
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	1.47383	0.00000	0.00000	-25.60	9823.60
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	1.47408	0.00000	0.00000	-36.60	9787.00
51	2009.12.11 11:00	buy	26	0.20	1.47538	0.00000	0.00000
52	2009.12.11 15:00	close	26	0.20	1.47070	0.00000	0.00000	-93.60	9693.40
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	1.46768	0.00000	0.00000	-47.18	9646.22
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	1.46747	0.00000	0.00000	-21.80	9624.42
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	1.46678	0.00000	0.00000	-11.00	9613.42
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	1.46579	0.00000	0.00000	-64.20	9549.22
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	1.46577	0.00000	0.00000	-16.00	9533.22
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	1.46581	0.00000	0.00000	-14.60	9518.62
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	1.46545	0.00000	0.00000	-6.60	9512.02
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	1.45559	0.00000	0.00000	162.82	9674.84
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	1.45698	0.00000	0.00000	-35.80	9639.04
71	2009.12.16 14:00	buy	36	0.20	1.45638	0.00000	0.00000
72	2009.12.16 15:00	close	36	0.20	1.45487	0.00000	0.00000	-30.20	9608.84
73	2009.12.16 16:00	buy	37	0.20	1.45778	0.00000	0.00000
74	2009.12.16 19:00	close	37	0.20	1.45366	0.00000	0.00000	-82.40	9526.44
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	1.43916	0.00000	0.00000	295.28	9821.72
77	2009.12.18 06:00	buy	39	0.20	1.43951	0.00000	0.00000
78	2009.12.18 07:00	close	39	0.20	1.43810	0.00000	0.00000	-28.20	9793.52
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	1.43956	0.00000	0.00000	-42.40	9751.12
81	2009.12.18 11:00	buy	41	0.20	1.43999	0.00000	0.00000
82	2009.12.18 13:00	close	41	0.20	1.43659	0.00000	0.00000	-68.00	9683.12
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	1.43536	0.00000	0.00000	-36.18	9646.94
85	2009.12.21 06:00	buy	43	0.20	1.43507	0.00000	0.00000
86	2009.12.21 07:00	close	43	0.20	1.43361	0.00000	0.00000	-29.20	9617.74
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	1.43388	0.00000	0.00000	-9.60	9608.14
89	2009.12.21 13:00	buy	45	0.20	1.43432	0.00000	0.00000
90	2009.12.21 16:00	close	45	0.20	1.43332	0.00000	0.00000	-20.00	9588.14
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	1.43218	0.00000	0.00000	-19.78	9568.36
93	2009.12.22 11:00	buy	47	0.20	1.43162	0.00000	0.00000
94	2009.12.22 13:00	close	47	0.20	1.42810	0.00000	0.00000	-70.40	9497.96
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	1.43101	0.00000	0.00000	-74.40	9423.56
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	1.42817	0.00000	0.00000	0.42	9423.98
99	2009.12.23 15:00	buy	50	0.20	1.42816	0.00000	0.00000
100	2009.12.28 22:00	close	50	0.20	1.43772	0.00000	0.00000	190.70	9614.68
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	1.43818	0.00000	0.00000	-6.38	9608.30
103	2009.12.29 09:00	buy	52	0.20	1.44178	0.00000	0.00000
104	2009.12.29 18:00	close	52	0.20	1.43539	0.00000	0.00000	-127.80	9480.50
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	1.43558	0.00000	0.00000	-21.18	9459.32
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	1.43580	0.00000	0.00000	-25.80	9433.52
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	1.43392	0.00000	0.00000	-27.20	9406.32
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	1.43415	0.00000	0.00000	-9.60	9396.72
113	2009.12.31 02:00	buy	57	0.20	1.43543	0.00000	0.00000
114	2009.12.31 16:00	close	57	0.20	1.43688	0.00000	0.00000	29.00	9425.72
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	1.43382	0.00000	0.00000	16.24	9441.96
117	2010.01.04 11:00	buy	59	0.20	1.43949	0.00000	0.00000
118	2010.01.05 16:00	close	59	0.20	1.44036	0.00000	0.00000	17.30	9459.26
119	2010.01.05 17:00	buy	60	0.20	1.44176	0.00000	0.00000
120	2010.01.05 18:00	close	60	0.20	1.44007	0.00000	0.00000	-33.80	9425.46
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	1.43782	0.00000	0.00000	25.62	9451.08
123	2010.01.06 12:00	buy	62	0.20	1.43763	0.00000	0.00000
124	2010.01.06 13:00	close	62	0.20	1.43476	0.00000	0.00000	-57.40	9393.68
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	1.43883	0.00000	0.00000	-64.80	9328.88
127	2010.01.06 18:00	buy	64	0.20	1.44031	0.00000	0.00000
128	2010.01.07 07:00	close	64	0.20	1.43902	0.00000	0.00000	-26.10	9302.78
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	1.43299	0.00000	0.00000	75.62	9378.40
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	1.44037	0.00000	0.00000	-162.80	9215.60
133	2010.01.08 16:00	buy	67	0.20	1.43568	0.00000	0.00000
134	2010.01.08 17:00	close	67	0.20	1.43248	0.00000	0.00000	-64.00	9151.60
135	2010.01.08 18:00	buy	68	0.20	1.43562	0.00000	0.00000
136	2010.01.12 02:00	close	68	0.20	1.44885	0.00000	0.00000	264.40	9416.00
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	1.44955	0.00000	0.00000	-11.60	9404.40
139	2010.01.12 08:00	buy	70	0.20	1.45012	0.00000	0.00000
140	2010.01.12 10:00	close	70	0.20	1.44827	0.00000	0.00000	-37.00	9367.40
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	1.45056	0.00000	0.00000	-31.20	9336.20
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	1.44998	0.00000	0.00000	-40.60	9295.60
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	1.45088	0.00000	0.00000	-77.00	9218.60
147	2010.01.12 17:00	buy	74	0.20	1.45391	0.00000	0.00000
148	2010.01.12 20:00	close	74	0.20	1.44970	0.00000	0.00000	-84.20	9134.40
149	2010.01.12 21:00	buy	75	0.20	1.44984	0.00000	0.00000
150	2010.01.12 22:00	close	75	0.20	1.44888	0.00000	0.00000	-19.20	9115.20
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	1.45035	0.00000	0.00000	-37.58	9077.62
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	1.45014	0.00000	0.00000	-35.20	9042.42
155	2010.01.13 12:00	buy	78	0.20	1.45166	0.00000	0.00000
156	2010.01.13 17:00	close	78	0.20	1.45078	0.00000	0.00000	-17.60	9024.82
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	1.45128	0.00000	0.00000	-44.00	8980.82
159	2010.01.13 22:00	buy	80	0.20	1.45096	0.00000	0.00000
160	2010.01.14 00:00	close	80	0.20	1.44990	0.00000	0.00000	-21.50	8959.32
161	2010.01.14 01:00	buy	81	0.20	1.45234	0.00000	0.00000
162	2010.01.14 10:00	close	81	0.20	1.45210	0.00000	0.00000	-4.80	8954.52
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	1.45117	0.00000	0.00000	-13.80	8940.72
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	1.43854	0.00000	0.00000	233.82	9174.54