Report Result : takeprofit20 - 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		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	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-219.88	Gross profit	1024.01	Gross loss	-1243.89
Profit factor	0.82	Expected payoff	-5.24
Absolute drawdown	642.94	Maximal drawdown	896.03 (8.74%)	Relative drawdown	8.74% (896.03)

Total trades	42	Short positions (won %)	25 (24.00%)	Long positions (won %)	17 (41.18%)
		Profit trades (% of total)	13 (30.95%)	Loss trades (% of total)	29 (69.05%)
Largest		profit trade	257.24	loss trade	-199.78
Average		profit trade	78.77	loss trade	-42.89
Maximum		consecutive wins (profit in money)	2 (168.49)	consecutive losses (loss in money)	7 (-258.29)
Maximal		consecutive profit (count of wins)	257.24 (1)	consecutive loss (count of losses)	-303.08 (2)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.20	1.05391	0.00000	0.00000
2	2009.12.02 15:00	close	1	0.20	1.04794	0.00000	0.00000	113.94	10113.94
3	2009.12.02 16:00	buy	2	0.20	1.04657	0.00000	0.00000
4	2009.12.02 17:00	close	2	0.20	1.04518	0.00000	0.00000	-26.60	10087.34
5	2009.12.02 18:00	buy	3	0.20	1.04671	0.00000	0.00000
6	2009.12.03 08:00	close	3	0.20	1.04819	0.00000	0.00000	28.01	10115.35
7	2009.12.03 09:00	sell	4	0.20	1.04633	0.00000	0.00000
8	2009.12.03 11:00	close	4	0.20	1.04911	0.00000	0.00000	-53.00	10062.35
9	2009.12.03 12:00	buy	5	0.20	1.04976	0.00000	0.00000
10	2009.12.04 13:00	close	5	0.20	1.05225	0.00000	0.00000	47.25	10109.61
11	2009.12.04 14:00	sell	6	0.20	1.04658	0.00000	0.00000
12	2009.12.04 20:00	close	6	0.20	1.05714	0.00000	0.00000	-199.78	9909.83
13	2009.12.04 21:00	buy	7	0.20	1.05948	0.00000	0.00000
14	2009.12.07 08:00	close	7	0.20	1.05404	0.00000	0.00000	-103.30	9806.53
15	2009.12.07 09:00	buy	8	0.20	1.05504	0.00000	0.00000
16	2009.12.07 15:00	close	8	0.20	1.05543	0.00000	0.00000	7.39	9813.92
17	2009.12.07 16:00	sell	9	0.20	1.05485	0.00000	0.00000
18	2009.12.08 09:00	close	9	0.20	1.05532	0.00000	0.00000	-8.91	9805.01
19	2009.12.08 10:00	sell	10	0.20	1.05231	0.00000	0.00000
20	2009.12.08 13:00	close	10	0.20	1.05465	0.00000	0.00000	-44.37	9760.64
21	2009.12.08 14:00	buy	11	0.20	1.05414	0.00000	0.00000
22	2009.12.09 12:00	close	11	0.20	1.05987	0.00000	0.00000	108.05	9868.70
23	2009.12.09 13:00	sell	12	0.20	1.05965	0.00000	0.00000
24	2009.12.09 14:00	close	12	0.20	1.06094	0.00000	0.00000	-24.32	9844.38
25	2009.12.09 15:00	buy	13	0.20	1.06094	0.00000	0.00000
26	2009.12.09 17:00	close	13	0.20	1.05478	0.00000	0.00000	-116.80	9727.58
27	2009.12.09 18:00	sell	14	0.20	1.05500	0.00000	0.00000
28	2009.12.10 07:00	close	14	0.20	1.05746	0.00000	0.00000	-46.53	9681.05
29	2009.12.10 08:00	sell	15	0.20	1.05532	0.00000	0.00000
30	2009.12.11 08:00	close	15	0.20	1.05246	0.00000	0.00000	54.35	9735.40
31	2009.12.11 09:00	sell	16	0.20	1.05172	0.00000	0.00000
32	2009.12.11 16:00	close	16	0.20	1.05268	0.00000	0.00000	-18.24	9717.16
33	2009.12.11 17:00	buy	17	0.20	1.05502	0.00000	0.00000
34	2009.12.14 18:00	close	17	0.20	1.05892	0.00000	0.00000	73.58	9790.74
35	2009.12.14 19:00	sell	18	0.20	1.05763	0.00000	0.00000
36	2009.12.15 09:00	close	18	0.20	1.05935	0.00000	0.00000	-32.47	9758.27
37	2009.12.15 10:00	buy	19	0.20	1.06212	0.00000	0.00000
38	2009.12.15 17:00	close	19	0.20	1.05977	0.00000	0.00000	-44.35	9713.92
39	2009.12.15 18:00	buy	20	0.20	1.06227	0.00000	0.00000
40	2009.12.16 01:00	close	20	0.20	1.06054	0.00000	0.00000	-32.70	9681.23
41	2009.12.16 02:00	sell	21	0.20	1.06052	0.00000	0.00000
42	2009.12.16 03:00	close	21	0.20	1.06112	0.00000	0.00000	-11.31	9669.92
43	2009.12.16 04:00	buy	22	0.20	1.06083	0.00000	0.00000
44	2009.12.16 10:00	close	22	0.20	1.05972	0.00000	0.00000	-20.95	9648.97
45	2009.12.16 11:00	sell	23	0.20	1.05894	0.00000	0.00000
46	2009.12.16 12:00	close	23	0.20	1.06206	0.00000	0.00000	-58.75	9590.22
47	2009.12.16 13:00	sell	24	0.20	1.06004	0.00000	0.00000
48	2009.12.16 21:00	close	24	0.20	1.06311	0.00000	0.00000	-57.76	9532.46
49	2009.12.16 22:00	buy	25	0.20	1.06074	0.00000	0.00000
50	2009.12.18 04:00	close	25	0.20	1.06684	0.00000	0.00000	114.06	9646.52
51	2009.12.18 05:00	sell	26	0.20	1.06619	0.00000	0.00000
52	2009.12.18 09:00	close	26	0.20	1.06844	0.00000	0.00000	-42.12	9604.40
53	2009.12.18 10:00	sell	27	0.20	1.06792	0.00000	0.00000
54	2009.12.18 17:00	close	27	0.20	1.06752	0.00000	0.00000	7.49	9611.89
55	2009.12.18 18:00	buy	28	0.20	1.06794	0.00000	0.00000
56	2009.12.18 19:00	close	28	0.20	1.06572	0.00000	0.00000	-41.66	9570.23
57	2009.12.18 20:00	sell	29	0.20	1.06624	0.00000	0.00000
58	2009.12.21 01:00	close	29	0.20	1.06717	0.00000	0.00000	-17.43	9552.80
59	2009.12.21 02:00	buy	30	0.20	1.06768	0.00000	0.00000
60	2009.12.21 04:00	close	30	0.20	1.06681	0.00000	0.00000	-16.31	9536.49
61	2009.12.21 05:00	sell	31	0.20	1.06616	0.00000	0.00000
62	2009.12.21 07:00	close	31	0.20	1.06712	0.00000	0.00000	-17.99	9518.50
63	2009.12.21 08:00	sell	32	0.20	1.06627	0.00000	0.00000
64	2009.12.21 09:00	close	32	0.20	1.06820	0.00000	0.00000	-36.14	9482.36
65	2009.12.21 10:00	buy	33	0.20	1.06958	0.00000	0.00000
66	2009.12.21 11:00	close	33	0.20	1.06524	0.00000	0.00000	-81.48	9400.88
67	2009.12.21 12:00	sell	34	0.20	1.06281	0.00000	0.00000
68	2009.12.22 00:00	close	34	0.20	1.06316	0.00000	0.00000	-6.58	9394.30
69	2009.12.22 01:00	sell	35	0.20	1.06152	0.00000	0.00000
70	2009.12.28 00:00	close	35	0.20	1.04804	0.00000	0.00000	257.24	9651.54
71	2009.12.28 01:00	sell	36	0.20	1.04817	0.00000	0.00000
72	2009.12.28 02:00	close	36	0.20	1.04973	0.00000	0.00000	-29.72	9621.82
73	2009.12.28 03:00	sell	37	0.20	1.04765	0.00000	0.00000
74	2009.12.28 09:00	close	37	0.20	1.04938	0.00000	0.00000	-32.97	9588.85
75	2009.12.28 10:00	buy	38	0.20	1.04829	0.00000	0.00000
76	2009.12.28 13:00	close	38	0.20	1.04765	0.00000	0.00000	-12.22	9576.63
77	2009.12.28 14:00	sell	39	0.20	1.04647	0.00000	0.00000
78	2009.12.29 21:00	close	39	0.20	1.04337	0.00000	0.00000	59.42	9636.05
79	2009.12.29 22:00	buy	40	0.20	1.04390	0.00000	0.00000
80	2009.12.31 08:00	close	40	0.20	1.04964	0.00000	0.00000	109.07	9745.12
81	2009.12.31 09:00	sell	41	0.20	1.05035	0.00000	0.00000
82	2009.12.31 14:00	close	41	0.20	1.05083	0.00000	0.00000	-9.14	9735.98
83	2009.12.31 15:00	sell	42	0.20	1.04896	0.00000	0.00000
84	2009.12.31 18:57	close at stop	42	0.20	1.04665	0.00000	0.00000	44.14	9780.12