Report Result : trailing20 - Desynced Forex Repository

Strategy Tester Report

trailing20

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01)
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	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	3

Initial deposit	10000.00
Total net profit	-966.38	Gross profit	2321.04	Gross loss	-3287.42
Profit factor	0.71	Expected payoff	-10.28
Absolute drawdown	1003.18	Maximal drawdown	1721.78 (16.06%)	Relative drawdown	16.06% (1721.78)

Total trades	94	Short positions (won %)	52 (15.38%)	Long positions (won %)	42 (33.33%)
		Profit trades (% of total)	22 (23.40%)	Loss trades (% of total)	72 (76.60%)
Largest		profit trade	465.06	loss trade	-119.40
Average		profit trade	105.50	loss trade	-45.66
Maximum		consecutive wins (profit in money)	3 (141.14)	consecutive losses (loss in money)	11 (-669.14)
Maximal		consecutive profit (count of wins)	465.06 (1)	consecutive loss (count of losses)	-669.14 (11)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 02:00	buy	1	0.20	1.42871	0.00000	0.00000
2	2009.08.05 08:00	close	1	0.20	1.43833	0.00000	0.00000	192.20	10192.20
3	2009.08.05 09:00	sell	2	0.20	1.43816	0.00000	0.00000
4	2009.08.05 10:00	close	2	0.20	1.44012	0.00000	0.00000	-39.20	10153.00
5	2009.08.05 11:00	sell	3	0.20	1.43905	0.00000	0.00000
6	2009.08.05 14:00	close	3	0.20	1.44171	0.00000	0.00000	-53.20	10099.80
7	2009.08.05 15:00	sell	4	0.20	1.43967	0.00000	0.00000
8	2009.08.05 19:00	close	4	0.20	1.44171	0.00000	0.00000	-40.80	10059.00
9	2009.08.05 20:00	buy	5	0.20	1.44245	0.00000	0.00000
10	2009.08.06 05:00	close	5	0.20	1.43945	0.00000	0.00000	-60.30	9998.70
11	2009.08.06 06:00	sell	6	0.20	1.43986	0.00000	0.00000
12	2009.08.06 07:00	close	6	0.20	1.44055	0.00000	0.00000	-13.80	9984.90
13	2009.08.06 08:00	buy	7	0.20	1.44057	0.00000	0.00000
14	2009.08.06 09:00	close	7	0.20	1.43932	0.00000	0.00000	-25.00	9959.90
15	2009.08.06 10:00	buy	8	0.20	1.44058	0.00000	0.00000
16	2009.08.06 11:00	close	8	0.20	1.44017	0.00000	0.00000	-8.20	9951.70
17	2009.08.06 12:00	sell	9	0.20	1.43988	0.00000	0.00000
18	2009.08.11 09:00	close	9	0.20	1.41660	0.00000	0.00000	465.06	10416.76
19	2009.08.11 10:00	buy	10	0.20	1.41674	0.00000	0.00000
20	2009.08.11 12:00	close	10	0.20	1.41537	0.00000	0.00000	-27.40	10389.36
21	2009.08.11 13:00	buy	11	0.20	1.41697	0.00000	0.00000
22	2009.08.11 15:00	close	11	0.20	1.41288	0.00000	0.00000	-81.80	10307.56
23	2009.08.11 16:00	sell	12	0.20	1.41270	0.00000	0.00000
24	2009.08.11 19:00	close	12	0.20	1.41596	0.00000	0.00000	-65.20	10242.36
25	2009.08.11 20:00	sell	13	0.20	1.41502	0.00000	0.00000
26	2009.08.12 01:00	close	13	0.20	1.41546	0.00000	0.00000	-8.98	10233.38
27	2009.08.12 02:00	sell	14	0.20	1.41505	0.00000	0.00000
28	2009.08.12 03:00	close	14	0.20	1.41586	0.00000	0.00000	-16.20	10217.18
29	2009.08.12 04:00	sell	15	0.20	1.41490	0.00000	0.00000
30	2009.08.12 13:00	close	15	0.20	1.41636	0.00000	0.00000	-29.20	10187.98
31	2009.08.12 14:00	sell	16	0.20	1.41432	0.00000	0.00000
32	2009.08.12 15:00	close	16	0.20	1.41546	0.00000	0.00000	-22.80	10165.18
33	2009.08.12 16:00	buy	17	0.20	1.41924	0.00000	0.00000
34	2009.08.14 15:00	close	17	0.20	1.42676	0.00000	0.00000	150.00	10315.18
35	2009.08.14 16:00	sell	18	0.20	1.42474	0.00000	0.00000
36	2009.08.18 04:00	close	18	0.20	1.41179	0.00000	0.00000	258.64	10573.82
37	2009.08.18 05:00	sell	19	0.20	1.41107	0.00000	0.00000
38	2009.08.18 08:00	close	19	0.20	1.41141	0.00000	0.00000	-6.80	10567.02
39	2009.08.18 09:00	buy	20	0.20	1.41293	0.00000	0.00000
40	2009.08.18 13:00	close	20	0.20	1.41146	0.00000	0.00000	-29.40	10537.62
41	2009.08.18 14:00	sell	21	0.20	1.41053	0.00000	0.00000
42	2009.08.18 18:00	close	21	0.20	1.41274	0.00000	0.00000	-44.20	10493.42
43	2009.08.18 19:00	buy	22	0.20	1.41227	0.00000	0.00000
44	2009.08.19 08:00	close	22	0.20	1.41170	0.00000	0.00000	-11.50	10481.92
45	2009.08.19 09:00	sell	23	0.20	1.41021	0.00000	0.00000
46	2009.08.19 14:00	close	23	0.20	1.41266	0.00000	0.00000	-49.00	10432.92
47	2009.08.19 15:00	sell	24	0.20	1.41118	0.00000	0.00000
48	2009.08.19 16:00	close	24	0.20	1.41493	0.00000	0.00000	-75.00	10357.92
49	2009.08.19 17:00	buy	25	0.20	1.42166	0.00000	0.00000
50	2009.08.21 06:00	close	25	0.20	1.42239	0.00000	0.00000	14.20	10372.12
51	2009.08.21 07:00	sell	26	0.20	1.42134	0.00000	0.00000
52	2009.08.21 09:00	close	26	0.20	1.42435	0.00000	0.00000	-60.20	10311.92
53	2009.08.21 10:00	buy	27	0.20	1.42958	0.00000	0.00000
54	2009.08.24 09:00	close	27	0.20	1.42949	0.00000	0.00000	-1.90	10310.02
55	2009.08.24 10:00	sell	28	0.20	1.42977	0.00000	0.00000
56	2009.08.24 14:00	close	28	0.20	1.43279	0.00000	0.00000	-60.40	10249.62
57	2009.08.24 15:00	buy	29	0.20	1.43300	0.00000	0.00000
58	2009.08.24 20:00	close	29	0.20	1.42996	0.00000	0.00000	-60.80	10188.82
59	2009.08.24 21:00	sell	30	0.20	1.42879	0.00000	0.00000
60	2009.08.25 07:00	close	30	0.20	1.43028	0.00000	0.00000	-29.98	10158.84
61	2009.08.25 08:00	sell	31	0.20	1.42881	0.00000	0.00000
62	2009.08.25 14:00	close	31	0.20	1.43339	0.00000	0.00000	-91.60	10067.24
63	2009.08.25 15:00	buy	32	0.20	1.43410	0.00000	0.00000
64	2009.08.25 20:00	close	32	0.20	1.43066	0.00000	0.00000	-68.80	9998.44
65	2009.08.25 21:00	buy	33	0.20	1.43093	0.00000	0.00000
66	2009.08.25 23:00	close	33	0.20	1.42960	0.00000	0.00000	-26.60	9971.84
67	2009.08.26 00:00	sell	34	0.20	1.42978	0.00000	0.00000
68	2009.08.26 05:00	close	34	0.20	1.43044	0.00000	0.00000	-13.20	9958.64
69	2009.08.26 06:00	sell	35	0.20	1.43007	0.00000	0.00000
70	2009.08.26 08:00	close	35	0.20	1.43164	0.00000	0.00000	-31.40	9927.24
71	2009.08.26 09:00	buy	36	0.20	1.43103	0.00000	0.00000
72	2009.08.26 13:00	close	36	0.20	1.42968	0.00000	0.00000	-27.00	9900.24
73	2009.08.26 14:00	sell	37	0.20	1.42778	0.00000	0.00000
74	2009.08.27 12:00	close	37	0.20	1.42661	0.00000	0.00000	22.86	9923.10
75	2009.08.27 13:00	sell	38	0.20	1.42548	0.00000	0.00000
76	2009.08.27 14:00	close	38	0.20	1.42784	0.00000	0.00000	-47.20	9875.90
77	2009.08.27 15:00	sell	39	0.20	1.42559	0.00000	0.00000
78	2009.08.27 18:00	close	39	0.20	1.42722	0.00000	0.00000	-32.60	9843.30
79	2009.08.27 19:00	buy	40	0.20	1.42674	0.00000	0.00000
80	2009.08.28 19:00	close	40	0.20	1.43266	0.00000	0.00000	118.30	9961.60
81	2009.08.28 20:00	buy	41	0.20	1.43437	0.00000	0.00000
82	2009.08.28 21:00	close	41	0.20	1.42862	0.00000	0.00000	-115.00	9846.60
83	2009.08.28 22:00	sell	42	0.20	1.43001	0.00000	0.00000
84	2009.08.31 17:00	close	42	0.20	1.43494	0.00000	0.00000	-98.78	9747.82
85	2009.08.31 18:00	buy	43	0.20	1.43534	0.00000	0.00000
86	2009.09.01 12:00	close	43	0.20	1.43346	0.00000	0.00000	-37.70	9710.12
87	2009.09.01 13:00	sell	44	0.20	1.42873	0.00000	0.00000
88	2009.09.02 17:00	close	44	0.20	1.42385	0.00000	0.00000	97.42	9807.54
89	2009.09.02 18:00	buy	45	0.20	1.42450	0.00000	0.00000
90	2009.09.03 17:00	close	45	0.20	1.42577	0.00000	0.00000	25.10	9832.64
91	2009.09.03 18:00	sell	46	0.20	1.42760	0.00000	0.00000
92	2009.09.04 08:00	close	46	0.20	1.42666	0.00000	0.00000	18.62	9851.26
93	2009.09.04 09:00	buy	47	0.20	1.42880	0.00000	0.00000
94	2009.09.04 12:00	close	47	0.20	1.42632	0.00000	0.00000	-49.60	9801.66
95	2009.09.04 13:00	sell	48	0.20	1.42618	0.00000	0.00000
96	2009.09.04 18:00	close	48	0.20	1.42775	0.00000	0.00000	-31.40	9770.26
97	2009.09.04 19:00	buy	49	0.20	1.43068	0.00000	0.00000
98	2009.09.10 12:00	close	49	0.20	1.45378	0.00000	0.00000	461.40	10231.66
99	2009.09.10 13:00	sell	50	0.20	1.45390	0.00000	0.00000
100	2009.09.10 14:00	close	50	0.20	1.45616	0.00000	0.00000	-45.20	10186.46
101	2009.09.10 15:00	buy	51	0.20	1.45732	0.00000	0.00000
102	2009.09.10 16:00	close	51	0.20	1.45330	0.00000	0.00000	-80.40	10106.06
103	2009.09.10 17:00	buy	52	0.20	1.45615	0.00000	0.00000
104	2009.09.11 15:00	close	52	0.20	1.45852	0.00000	0.00000	47.30	10153.36
105	2009.09.11 16:00	buy	53	0.20	1.46085	0.00000	0.00000
106	2009.09.11 18:00	close	53	0.20	1.45848	0.00000	0.00000	-47.40	10105.96
107	2009.09.11 19:00	sell	54	0.20	1.45742	0.00000	0.00000
108	2009.09.11 21:00	close	54	0.20	1.45945	0.00000	0.00000	-40.60	10065.36
109	2009.09.11 22:00	sell	55	0.20	1.45815	0.00000	0.00000
110	2009.09.14 14:00	close	55	0.20	1.45645	0.00000	0.00000	33.82	10099.18
111	2009.09.14 15:00	buy	56	0.20	1.45625	0.00000	0.00000
112	2009.09.15 10:00	close	56	0.20	1.45997	0.00000	0.00000	74.30	10173.48
113	2009.09.15 11:00	sell	57	0.20	1.46049	0.00000	0.00000
114	2009.09.15 13:00	close	57	0.20	1.46086	0.00000	0.00000	-7.40	10166.08
115	2009.09.15 14:00	buy	58	0.20	1.46050	0.00000	0.00000
116	2009.09.15 15:00	close	58	0.20	1.45788	0.00000	0.00000	-52.40	10113.68
117	2009.09.15 16:00	sell	59	0.20	1.45940	0.00000	0.00000
118	2009.09.15 18:00	close	59	0.20	1.46170	0.00000	0.00000	-46.00	10067.68
119	2009.09.15 19:00	buy	60	0.20	1.46371	0.00000	0.00000
120	2009.09.16 16:00	close	60	0.20	1.46613	0.00000	0.00000	48.30	10115.98
121	2009.09.16 17:00	buy	61	0.20	1.46869	0.00000	0.00000
122	2009.09.17 14:00	close	61	0.20	1.47103	0.00000	0.00000	46.50	10162.48
123	2009.09.17 15:00	sell	62	0.20	1.47053	0.00000	0.00000
124	2009.09.17 16:00	close	62	0.20	1.47401	0.00000	0.00000	-69.60	10092.88
125	2009.09.17 17:00	buy	63	0.20	1.47436	0.00000	0.00000
126	2009.09.17 19:00	close	63	0.20	1.47147	0.00000	0.00000	-57.80	10035.08
127	2009.09.17 20:00	buy	64	0.20	1.47243	0.00000	0.00000
128	2009.09.18 03:00	close	64	0.20	1.47255	0.00000	0.00000	2.30	10037.38
129	2009.09.18 04:00	sell	65	0.20	1.46982	0.00000	0.00000
130	2009.09.18 07:00	close	65	0.20	1.47233	0.00000	0.00000	-50.20	9987.18
131	2009.09.18 08:00	buy	66	0.20	1.47265	0.00000	0.00000
132	2009.09.18 09:00	close	66	0.20	1.46978	0.00000	0.00000	-57.40	9929.78
133	2009.09.18 10:00	sell	67	0.20	1.46659	0.00000	0.00000
134	2009.09.18 17:00	close	67	0.20	1.47189	0.00000	0.00000	-106.00	9823.78
135	2009.09.18 18:00	sell	68	0.20	1.47021	0.00000	0.00000
136	2009.09.18 19:00	close	68	0.20	1.47243	0.00000	0.00000	-44.40	9779.38
137	2009.09.18 20:00	buy	69	0.20	1.47141	0.00000	0.00000
138	2009.09.18 22:00	close	69	0.20	1.47010	0.00000	0.00000	-26.20	9753.18
139	2009.09.21 00:00	sell	70	0.20	1.46926	0.00000	0.00000
140	2009.09.21 18:00	close	70	0.20	1.46904	0.00000	0.00000	4.40	9757.58
141	2009.09.21 19:00	sell	71	0.20	1.46765	0.00000	0.00000
142	2009.09.21 20:00	close	71	0.20	1.46824	0.00000	0.00000	-11.80	9745.78
143	2009.09.21 21:00	sell	72	0.20	1.46756	0.00000	0.00000
144	2009.09.21 23:00	close	72	0.20	1.46795	0.00000	0.00000	-7.80	9737.98
145	2009.09.22 00:00	sell	73	0.20	1.46760	0.00000	0.00000
146	2009.09.22 01:00	close	73	0.20	1.46848	0.00000	0.00000	-17.60	9720.38
147	2009.09.22 02:00	buy	74	0.20	1.46828	0.00000	0.00000
148	2009.09.23 12:00	close	74	0.20	1.47787	0.00000	0.00000	191.70	9912.08
149	2009.09.23 13:00	sell	75	0.20	1.47714	0.00000	0.00000
150	2009.09.23 14:00	close	75	0.20	1.47857	0.00000	0.00000	-28.60	9883.48
151	2009.09.23 15:00	sell	76	0.20	1.47811	0.00000	0.00000
152	2009.09.23 20:00	close	76	0.20	1.47864	0.00000	0.00000	-10.60	9872.88
153	2009.09.23 21:00	buy	77	0.20	1.47976	0.00000	0.00000
154	2009.09.23 22:00	close	77	0.20	1.47418	0.00000	0.00000	-111.60	9761.28
155	2009.09.23 23:00	sell	78	0.20	1.47338	0.00000	0.00000
156	2009.09.24 09:00	close	78	0.20	1.47637	0.00000	0.00000	-60.34	9700.94
157	2009.09.24 10:00	buy	79	0.20	1.47633	0.00000	0.00000
158	2009.09.24 16:00	close	79	0.20	1.47575	0.00000	0.00000	-11.60	9689.34
159	2009.09.24 17:00	sell	80	0.20	1.47068	0.00000	0.00000
160	2009.09.25 08:00	close	80	0.20	1.46940	0.00000	0.00000	25.42	9714.76
161	2009.09.25 09:00	sell	81	0.20	1.46877	0.00000	0.00000
162	2009.09.25 12:00	close	81	0.20	1.46922	0.00000	0.00000	-9.00	9705.76
163	2009.09.25 13:00	buy	82	0.20	1.46939	0.00000	0.00000
164	2009.09.25 14:00	close	82	0.20	1.46765	0.00000	0.00000	-34.80	9670.96
165	2009.09.25 15:00	sell	83	0.20	1.46430	0.00000	0.00000
166	2009.09.25 17:00	close	83	0.20	1.46903	0.00000	0.00000	-94.60	9576.36
167	2009.09.25 18:00	sell	84	0.20	1.46809	0.00000	0.00000
168	2009.09.28 00:00	close	84	0.20	1.46941	0.00000	0.00000	-26.58	9549.78
169	2009.09.28 01:00	buy	85	0.20	1.47038	0.00000	0.00000
170	2009.09.28 03:00	close	85	0.20	1.46441	0.00000	0.00000	-119.40	9430.38
171	2009.09.28 04:00	sell	86	0.20	1.45852	0.00000	0.00000
172	2009.09.28 15:00	close	86	0.20	1.46449	0.00000	0.00000	-119.40	9310.98
173	2009.09.28 16:00	buy	87	0.20	1.46525	0.00000	0.00000
174	2009.09.28 17:00	close	87	0.20	1.46288	0.00000	0.00000	-47.40	9263.58
175	2009.09.28 18:00	buy	88	0.20	1.46490	0.00000	0.00000
176	2009.09.28 19:00	close	88	0.20	1.46150	0.00000	0.00000	-68.00	9195.58
177	2009.09.28 20:00	sell	89	0.20	1.46130	0.00000	0.00000
178	2009.09.29 06:00	close	89	0.20	1.46267	0.00000	0.00000	-27.58	9168.00
179	2009.09.29 07:00	buy	90	0.20	1.46344	0.00000	0.00000
180	2009.09.29 10:00	close	90	0.20	1.45775	0.00000	0.00000	-113.80	9054.20
181	2009.09.29 11:00	sell	91	0.20	1.45902	0.00000	0.00000
182	2009.09.30 02:00	close	91	0.20	1.45944	0.00000	0.00000	-8.58	9045.62
183	2009.09.30 03:00	buy	92	0.20	1.45991	0.00000	0.00000
184	2009.09.30 15:00	close	92	0.20	1.46034	0.00000	0.00000	8.60	9054.22
185	2009.09.30 16:00	sell	93	0.20	1.45999	0.00000	0.00000
186	2009.09.30 17:00	close	93	0.20	1.46175	0.00000	0.00000	-35.20	9019.02
187	2009.09.30 18:00	buy	94	0.20	1.46292	0.00000	0.00000
188	2009.09.30 23:59	close at stop	94	0.20	1.46365	0.00000	0.00000	14.60	9033.62