Report Result : takeprofit20_v1 - Desynced Forex Repository

Strategy Tester Report

Download takeprofit20_v1

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	-254.05	Gross profit	1012.47	Gross loss	-1266.52
Profit factor	0.80	Expected payoff	-6.05
Absolute drawdown	670.87	Maximal drawdown	923.18 (9.00%)	Relative drawdown	9.00% (923.18)

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	255.91	loss trade	-200.53
Average		profit trade	77.88	loss trade	-43.67
Maximum		consecutive wins (profit in money)	2 (166.64)	consecutive losses (loss in money)	7 (-263.71)
Maximal		consecutive profit (count of wins)	255.91 (1)	consecutive loss (count of losses)	-304.64 (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	1.04798	0.00000	0.00000	113.08	10113.08
3	2009.12.02 16:00	buy	2	0.20	1.04661	0.00000	0.00000
4	2009.12.02 17:00	close	2	0.20	1.04518	0.00000	0.00000	-27.36	10085.72
5	2009.12.02 18:00	buy	3	0.20	1.04675	0.00000	0.00000
6	2009.12.03 08:00	close	3	0.20	1.04819	0.00000	0.00000	27.09	10112.80
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	1.04915	0.00000	0.00000	-53.76	10059.04
9	2009.12.03 12:00	buy	5	0.20	1.04980	0.00000	0.00000
10	2009.12.04 13:00	close	5	0.20	1.05225	0.00000	0.00000	46.44	10105.48
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	1.05718	0.00000	0.00000	-200.53	9904.95
13	2009.12.04 21:00	buy	7	0.20	1.05952	0.00000	0.00000
14	2009.12.07 08:00	close	7	0.20	1.05404	0.00000	0.00000	-104.11	9800.84
15	2009.12.07 09:00	buy	8	0.20	1.05508	0.00000	0.00000
16	2009.12.07 15:00	close	8	0.20	1.05543	0.00000	0.00000	6.63	9807.47
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	1.05536	0.00000	0.00000	-9.75	9797.71
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	1.05469	0.00000	0.00000	-45.13	9752.58
21	2009.12.08 14:00	buy	11	0.20	1.05418	0.00000	0.00000
22	2009.12.09 12:00	close	11	0.20	1.05987	0.00000	0.00000	107.24	9859.82
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	1.06098	0.00000	0.00000	-25.07	9834.75
25	2009.12.09 15:00	buy	13	0.20	1.06098	0.00000	0.00000
26	2009.12.09 17:00	close	13	0.20	1.05478	0.00000	0.00000	-117.56	9717.19
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	1.05750	0.00000	0.00000	-47.56	9669.63
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	1.05250	0.00000	0.00000	53.50	9723.13
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	1.05272	0.00000	0.00000	-19.00	9704.13
33	2009.12.11 17:00	buy	17	0.20	1.05506	0.00000	0.00000
34	2009.12.14 18:00	close	17	0.20	1.05892	0.00000	0.00000	72.77	9776.89
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	1.05939	0.00000	0.00000	-33.32	9743.57
37	2009.12.15 10:00	buy	19	0.20	1.06216	0.00000	0.00000
38	2009.12.15 17:00	close	19	0.20	1.05977	0.00000	0.00000	-45.10	9698.47
39	2009.12.15 18:00	buy	20	0.20	1.06231	0.00000	0.00000
40	2009.12.16 01:00	close	20	0.20	1.06054	0.00000	0.00000	-33.51	9664.96
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	1.06116	0.00000	0.00000	-12.06	9652.90
43	2009.12.16 04:00	buy	22	0.20	1.06087	0.00000	0.00000
44	2009.12.16 10:00	close	22	0.20	1.05972	0.00000	0.00000	-21.70	9631.20
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	1.06210	0.00000	0.00000	-59.50	9571.70
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	1.06315	0.00000	0.00000	-58.51	9513.19
49	2009.12.16 22:00	buy	25	0.20	1.06078	0.00000	0.00000
50	2009.12.18 04:00	close	25	0.20	1.06684	0.00000	0.00000	113.08	9626.27
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	1.06848	0.00000	0.00000	-42.86	9583.41
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	1.06756	0.00000	0.00000	6.74	9590.15
55	2009.12.18 18:00	buy	28	0.20	1.06798	0.00000	0.00000
56	2009.12.18 19:00	close	28	0.20	1.06572	0.00000	0.00000	-42.41	9547.74
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	1.06721	0.00000	0.00000	-18.27	9529.47
59	2009.12.21 02:00	buy	30	0.20	1.06772	0.00000	0.00000
60	2009.12.21 04:00	close	30	0.20	1.06681	0.00000	0.00000	-17.06	9512.41
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	1.06716	0.00000	0.00000	-18.74	9493.67
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	1.06824	0.00000	0.00000	-36.88	9456.79
65	2009.12.21 10:00	buy	33	0.20	1.06962	0.00000	0.00000
66	2009.12.21 11:00	close	33	0.20	1.06524	0.00000	0.00000	-82.23	9374.56
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	1.06320	0.00000	0.00000	-7.43	9367.12
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	1.04808	0.00000	0.00000	255.91	9623.03
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	1.04977	0.00000	0.00000	-30.48	9592.55
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	1.04942	0.00000	0.00000	-33.73	9558.82
75	2009.12.28 10:00	buy	38	0.20	1.04833	0.00000	0.00000
76	2009.12.28 13:00	close	38	0.20	1.04765	0.00000	0.00000	-12.98	9545.84
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	1.04341	0.00000	0.00000	58.56	9604.40
79	2009.12.29 22:00	buy	40	0.20	1.04394	0.00000	0.00000
80	2009.12.31 08:00	close	40	0.20	1.04964	0.00000	0.00000	108.08	9712.48
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	1.05087	0.00000	0.00000	-9.90	9702.58
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	1.04669	0.00000	0.00000	43.37	9745.95