Report Result : trailing20 - Desynced Forex Repository

Strategy Tester Report

trailing20

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

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-293.50	Gross profit	1000.28	Gross loss	-1293.78
Profit factor	0.77	Expected payoff	-6.99
Absolute drawdown	703.74	Maximal drawdown	955.08 (9.32%)	Relative drawdown	9.32% (955.08)

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	255.05	loss trade	-201.47
Average		profit trade	76.94	loss trade	-44.61
Maximum		consecutive wins (profit in money)	2 (164.75)	consecutive losses (loss in money)	7 (-270.28)
Maximal		consecutive profit (count of wins)	255.05 (1)	consecutive loss (count of losses)	-306.53 (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	1.04803	0.00000	0.00000	112.13	10112.13
3	2009.12.02 16:00	buy	2	0.20	1.04666	0.00000	0.00000
4	2009.12.02 17:00	close	2	0.20	1.04518	0.00000	0.00000	-28.32	10083.81
5	2009.12.02 18:00	buy	3	0.20	1.04680	0.00000	0.00000
6	2009.12.03 08:00	close	3	0.20	1.04819	0.00000	0.00000	26.13	10109.94
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	1.04920	0.00000	0.00000	-54.71	10055.23
9	2009.12.03 12:00	buy	5	0.20	1.04985	0.00000	0.00000
10	2009.12.04 13:00	close	5	0.20	1.05225	0.00000	0.00000	45.49	10100.72
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	1.05723	0.00000	0.00000	-201.47	9899.25
13	2009.12.04 21:00	buy	7	0.20	1.05957	0.00000	0.00000
14	2009.12.07 08:00	close	7	0.20	1.05404	0.00000	0.00000	-105.06	9794.19
15	2009.12.07 09:00	buy	8	0.20	1.05513	0.00000	0.00000
16	2009.12.07 15:00	close	8	0.20	1.05543	0.00000	0.00000	5.68	9799.87
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	1.05541	0.00000	0.00000	-10.69	9789.18
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	1.05474	0.00000	0.00000	-46.08	9743.10
21	2009.12.08 14:00	buy	11	0.20	1.05423	0.00000	0.00000
22	2009.12.09 12:00	close	11	0.20	1.05987	0.00000	0.00000	106.30	9849.40
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	1.06103	0.00000	0.00000	-26.01	9823.39
25	2009.12.09 15:00	buy	13	0.20	1.06103	0.00000	0.00000
26	2009.12.09 17:00	close	13	0.20	1.05478	0.00000	0.00000	-118.51	9704.88
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	1.05755	0.00000	0.00000	-48.45	9656.43
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	1.05255	0.00000	0.00000	52.55	9708.99
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	1.05277	0.00000	0.00000	-19.95	9689.04
33	2009.12.11 17:00	buy	17	0.20	1.05511	0.00000	0.00000
34	2009.12.14 18:00	close	17	0.20	1.05892	0.00000	0.00000	71.83	9760.87
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	1.05944	0.00000	0.00000	-34.25	9726.62
37	2009.12.15 10:00	buy	19	0.20	1.06221	0.00000	0.00000
38	2009.12.15 17:00	close	19	0.20	1.05977	0.00000	0.00000	-46.05	9680.57
39	2009.12.15 18:00	buy	20	0.20	1.06236	0.00000	0.00000
40	2009.12.16 01:00	close	20	0.20	1.06054	0.00000	0.00000	-34.45	9646.12
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	1.06121	0.00000	0.00000	-13.00	9633.12
43	2009.12.16 04:00	buy	22	0.20	1.06092	0.00000	0.00000
44	2009.12.16 10:00	close	22	0.20	1.05972	0.00000	0.00000	-22.65	9610.47
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	1.06215	0.00000	0.00000	-60.44	9550.03
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	1.06320	0.00000	0.00000	-59.44	9490.59
49	2009.12.16 22:00	buy	25	0.20	1.06083	0.00000	0.00000
50	2009.12.18 04:00	close	25	0.20	1.06684	0.00000	0.00000	112.14	9602.73
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	1.06853	0.00000	0.00000	-43.80	9558.93
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	1.06761	0.00000	0.00000	5.81	9564.74
55	2009.12.18 18:00	buy	28	0.20	1.06803	0.00000	0.00000
56	2009.12.18 19:00	close	28	0.20	1.06572	0.00000	0.00000	-43.35	9521.39
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	1.06726	0.00000	0.00000	-19.19	9502.21
59	2009.12.21 02:00	buy	30	0.20	1.06777	0.00000	0.00000
60	2009.12.21 04:00	close	30	0.20	1.06681	0.00000	0.00000	-18.00	9484.21
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	1.06721	0.00000	0.00000	-19.68	9464.53
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	1.06829	0.00000	0.00000	-37.82	9426.71
65	2009.12.21 10:00	buy	33	0.20	1.06967	0.00000	0.00000
66	2009.12.21 11:00	close	33	0.20	1.06524	0.00000	0.00000	-83.17	9343.54
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	1.06325	0.00000	0.00000	-8.36	9335.18
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	1.04813	0.00000	0.00000	255.05	9590.23
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	1.04982	0.00000	0.00000	-31.43	9558.80
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	1.04947	0.00000	0.00000	-34.68	9524.12
75	2009.12.28 10:00	buy	38	0.20	1.04838	0.00000	0.00000
76	2009.12.28 13:00	close	38	0.20	1.04765	0.00000	0.00000	-13.94	9510.18
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	1.04346	0.00000	0.00000	57.61	9567.80
79	2009.12.29 22:00	buy	40	0.20	1.04399	0.00000	0.00000
80	2009.12.31 08:00	close	40	0.20	1.04964	0.00000	0.00000	107.13	9674.93
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	1.05092	0.00000	0.00000	-10.85	9664.08
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	1.04674	0.00000	0.00000	42.42	9706.50