Report Result : takeprofit20 - Desynced Forex Repository

Strategy Tester Report

takeprofit20

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
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	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-1218.88	Gross profit	2605.20	Gross loss	-3824.08
Profit factor	0.68	Expected payoff	-14.51
Absolute drawdown	1687.68	Maximal drawdown	1702.68 (17.00%)	Relative drawdown	17.00% (1702.68)

Total trades	84	Short positions (won %)	43 (20.93%)	Long positions (won %)	41 (14.63%)
		Profit trades (% of total)	15 (17.86%)	Loss trades (% of total)	69 (82.14%)
Largest		profit trade	643.40	loss trade	-194.20
Average		profit trade	173.68	loss trade	-55.42
Maximum		consecutive wins (profit in money)	2 (663.40)	consecutive losses (loss in money)	20 (-937.80)
Maximal		consecutive profit (count of wins)	663.40 (2)	consecutive loss (count of losses)	-937.80 (20)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 01:00	buy	1	0.20	1.61384	0.00000	0.00000
2	2010.01.04 03:00	close	1	0.20	1.60881	0.00000	0.00000	-100.60	9899.40
3	2010.01.04 04:00	buy	2	0.20	1.61111	0.00000	0.00000
4	2010.01.04 05:00	close	2	0.20	1.60863	0.00000	0.00000	-49.60	9849.80
5	2010.01.04 06:00	sell	3	0.20	1.60890	0.00000	0.00000
6	2010.01.04 10:00	close	3	0.20	1.61541	0.00000	0.00000	-130.20	9719.60
7	2010.01.04 11:00	buy	4	0.20	1.62050	0.00000	0.00000
8	2010.01.04 17:00	close	4	0.20	1.61191	0.00000	0.00000	-171.80	9547.80
9	2010.01.04 18:00	sell	5	0.20	1.61059	0.00000	0.00000
10	2010.01.05 07:00	close	5	0.20	1.61336	0.00000	0.00000	-55.88	9491.92
11	2010.01.05 08:00	buy	6	0.20	1.61511	0.00000	0.00000
12	2010.01.05 09:00	close	6	0.20	1.60993	0.00000	0.00000	-103.60	9388.32
13	2010.01.05 10:00	sell	7	0.20	1.60436	0.00000	0.00000
14	2010.01.06 09:00	close	7	0.20	1.60176	0.00000	0.00000	51.52	9439.84
15	2010.01.06 10:00	buy	8	0.20	1.60420	0.00000	0.00000
16	2010.01.06 12:00	close	8	0.20	1.60105	0.00000	0.00000	-63.00	9376.84
17	2010.01.06 13:00	sell	9	0.20	1.59816	0.00000	0.00000
18	2010.01.06 18:00	close	9	0.20	1.60146	0.00000	0.00000	-66.00	9310.84
19	2010.01.06 19:00	sell	10	0.20	1.59946	0.00000	0.00000
20	2010.01.06 22:00	close	10	0.20	1.60213	0.00000	0.00000	-53.40	9257.44
21	2010.01.06 23:00	buy	11	0.20	1.60181	0.00000	0.00000
22	2010.01.07 04:00	close	11	0.20	1.60006	0.00000	0.00000	-35.00	9222.44
23	2010.01.07 05:00	buy	12	0.20	1.60132	0.00000	0.00000
24	2010.01.07 06:00	close	12	0.20	1.60016	0.00000	0.00000	-23.20	9199.24
25	2010.01.07 07:00	sell	13	0.20	1.59735	0.00000	0.00000
26	2010.01.08 09:00	close	13	0.20	1.59715	0.00000	0.00000	3.52	9202.76
27	2010.01.08 10:00	buy	14	0.20	1.60166	0.00000	0.00000
28	2010.01.08 17:00	close	14	0.20	1.59612	0.00000	0.00000	-110.80	9091.96
29	2010.01.08 18:00	buy	15	0.20	1.59923	0.00000	0.00000
30	2010.01.12 02:00	close	15	0.20	1.60848	0.00000	0.00000	185.00	9276.96
31	2010.01.12 03:00	sell	16	0.20	1.60811	0.00000	0.00000
32	2010.01.12 08:00	close	16	0.20	1.61177	0.00000	0.00000	-73.20	9203.76
33	2010.01.12 09:00	sell	17	0.20	1.60954	0.00000	0.00000
34	2010.01.12 10:00	close	17	0.20	1.61015	0.00000	0.00000	-12.20	9191.56
35	2010.01.12 11:00	buy	18	0.20	1.61365	0.00000	0.00000
36	2010.01.14 14:00	close	18	0.20	1.62573	0.00000	0.00000	241.60	9433.16
37	2010.01.14 15:00	buy	19	0.20	1.63124	0.00000	0.00000
38	2010.01.15 11:00	close	19	0.20	1.63054	0.00000	0.00000	-14.00	9419.16
39	2010.01.15 12:00	sell	20	0.20	1.62857	0.00000	0.00000
40	2010.01.18 01:00	close	20	0.20	1.62893	0.00000	0.00000	-7.68	9411.48
41	2010.01.18 02:00	sell	21	0.20	1.62597	0.00000	0.00000
42	2010.01.18 04:00	close	21	0.20	1.62843	0.00000	0.00000	-49.20	9362.28
43	2010.01.18 05:00	buy	22	0.20	1.63091	0.00000	0.00000
44	2010.01.18 15:00	close	22	0.20	1.63056	0.00000	0.00000	-7.00	9355.28
45	2010.01.18 16:00	buy	23	0.20	1.63187	0.00000	0.00000
46	2010.01.19 13:00	close	23	0.20	1.63380	0.00000	0.00000	38.60	9393.88
47	2010.01.19 14:00	sell	24	0.20	1.63330	0.00000	0.00000
48	2010.01.19 16:00	close	24	0.20	1.63689	0.00000	0.00000	-71.80	9322.08
49	2010.01.19 17:00	buy	25	0.20	1.63724	0.00000	0.00000
50	2010.01.19 21:00	close	25	0.20	1.63613	0.00000	0.00000	-22.20	9299.88
51	2010.01.19 22:00	buy	26	0.20	1.63825	0.00000	0.00000
52	2010.01.19 23:00	close	26	0.20	1.63587	0.00000	0.00000	-47.60	9252.28
53	2010.01.20 00:00	sell	27	0.20	1.63620	0.00000	0.00000
54	2010.01.20 02:00	close	27	0.20	1.63680	0.00000	0.00000	-12.00	9240.28
55	2010.01.20 03:00	sell	28	0.20	1.63240	0.00000	0.00000
56	2010.01.21 08:00	close	28	0.20	1.62898	0.00000	0.00000	66.96	9307.24
57	2010.01.21 09:00	sell	29	0.20	1.62300	0.00000	0.00000
58	2010.01.22 08:00	close	29	0.20	1.62235	0.00000	0.00000	12.52	9319.76
59	2010.01.22 09:00	buy	30	0.20	1.62501	0.00000	0.00000
60	2010.01.22 13:00	close	30	0.20	1.61762	0.00000	0.00000	-147.80	9171.96
61	2010.01.22 14:00	sell	31	0.20	1.61120	0.00000	0.00000
62	2010.01.25 10:00	close	31	0.20	1.61632	0.00000	0.00000	-102.88	9069.08
63	2010.01.25 11:00	buy	32	0.20	1.61605	0.00000	0.00000
64	2010.01.25 14:00	close	32	0.20	1.61336	0.00000	0.00000	-53.80	9015.28
65	2010.01.25 15:00	buy	33	0.20	1.61555	0.00000	0.00000
66	2010.01.26 07:00	close	33	0.20	1.62055	0.00000	0.00000	100.00	9115.28
67	2010.01.26 08:00	buy	34	0.20	1.62342	0.00000	0.00000
68	2010.01.26 11:00	close	34	0.20	1.61371	0.00000	0.00000	-194.20	8921.08
69	2010.01.26 12:00	sell	35	0.20	1.61196	0.00000	0.00000
70	2010.01.27 11:00	close	35	0.20	1.61873	0.00000	0.00000	-135.88	8785.20
71	2010.01.27 12:00	buy	36	0.20	1.62092	0.00000	0.00000
72	2010.01.27 20:00	close	36	0.20	1.61717	0.00000	0.00000	-75.00	8710.20
73	2010.01.27 21:00	sell	37	0.20	1.61725	0.00000	0.00000
74	2010.01.28 00:00	close	37	0.20	1.61791	0.00000	0.00000	-14.64	8695.56
75	2010.01.28 01:00	buy	38	0.20	1.61772	0.00000	0.00000
76	2010.01.28 02:00	close	38	0.20	1.61685	0.00000	0.00000	-17.40	8678.16
77	2010.01.28 03:00	sell	39	0.20	1.61705	0.00000	0.00000
78	2010.01.28 04:00	close	39	0.20	1.62076	0.00000	0.00000	-74.20	8603.96
79	2010.01.28 05:00	buy	40	0.20	1.62118	0.00000	0.00000
80	2010.01.28 16:00	close	40	0.20	1.62080	0.00000	0.00000	-7.60	8596.36
81	2010.01.28 17:00	sell	41	0.20	1.61352	0.00000	0.00000
82	2010.01.29 10:00	close	41	0.20	1.61724	0.00000	0.00000	-74.88	8521.48
83	2010.01.29 11:00	sell	42	0.20	1.61477	0.00000	0.00000
84	2010.02.01 22:00	close	42	0.20	1.59619	0.00000	0.00000	371.12	8892.60
85	2010.02.01 23:00	sell	43	0.20	1.59556	0.00000	0.00000
86	2010.02.02 00:00	close	43	0.20	1.59639	0.00000	0.00000	-17.08	8875.52
87	2010.02.02 01:00	sell	44	0.20	1.59439	0.00000	0.00000
88	2010.02.02 02:00	close	44	0.20	1.59633	0.00000	0.00000	-38.80	8836.72
89	2010.02.02 03:00	sell	45	0.20	1.59564	0.00000	0.00000
90	2010.02.02 08:00	close	45	0.20	1.59564	0.00000	0.00000	0.00	8836.72
91	2010.02.02 09:00	sell	46	0.20	1.59494	0.00000	0.00000
92	2010.02.02 16:00	close	46	0.20	1.59522	0.00000	0.00000	-5.60	8831.12
93	2010.02.02 17:00	buy	47	0.20	1.59684	0.00000	0.00000
94	2010.02.03 13:00	close	47	0.20	1.59784	0.00000	0.00000	20.00	8851.12
95	2010.02.03 14:00	sell	48	0.20	1.59632	0.00000	0.00000
96	2010.02.08 17:00	close	48	0.20	1.56403	0.00000	0.00000	643.40	9494.52
97	2010.02.08 18:00	buy	49	0.20	1.56485	0.00000	0.00000
98	2010.02.08 20:00	close	49	0.20	1.56204	0.00000	0.00000	-56.20	9438.32
99	2010.02.08 21:00	sell	50	0.20	1.56113	0.00000	0.00000
100	2010.02.09 06:00	close	50	0.20	1.56179	0.00000	0.00000	-13.68	9424.64
101	2010.02.09 07:00	buy	51	0.20	1.56113	0.00000	0.00000
102	2010.02.09 10:00	close	51	0.20	1.55869	0.00000	0.00000	-48.80	9375.84
103	2010.02.09 11:00	sell	52	0.20	1.55850	0.00000	0.00000
104	2010.02.09 14:00	close	52	0.20	1.56354	0.00000	0.00000	-100.80	9275.04
105	2010.02.09 15:00	buy	53	0.20	1.56237	0.00000	0.00000
106	2010.02.09 17:00	close	53	0.20	1.56080	0.00000	0.00000	-31.40	9243.64
107	2010.02.09 18:00	buy	54	0.20	1.56780	0.00000	0.00000
108	2010.02.10 13:00	close	54	0.20	1.56572	0.00000	0.00000	-41.60	9202.04
109	2010.02.10 14:00	sell	55	0.20	1.56204	0.00000	0.00000
110	2010.02.11 03:00	close	55	0.20	1.56392	0.00000	0.00000	-39.04	9163.00
111	2010.02.11 04:00	buy	56	0.20	1.56420	0.00000	0.00000
112	2010.02.11 08:00	close	56	0.20	1.56224	0.00000	0.00000	-39.20	9123.80
113	2010.02.11 09:00	sell	57	0.20	1.56061	0.00000	0.00000
114	2010.02.11 13:00	close	57	0.20	1.56314	0.00000	0.00000	-50.60	9073.20
115	2010.02.11 14:00	buy	58	0.20	1.56247	0.00000	0.00000
116	2010.02.11 15:00	close	58	0.20	1.56084	0.00000	0.00000	-32.60	9040.60
117	2010.02.11 16:00	sell	59	0.20	1.55978	0.00000	0.00000
118	2010.02.11 18:00	close	59	0.20	1.56732	0.00000	0.00000	-150.80	8889.80
119	2010.02.11 19:00	buy	60	0.20	1.56799	0.00000	0.00000
120	2010.02.12 11:00	close	60	0.20	1.56542	0.00000	0.00000	-51.40	8838.40
121	2010.02.12 12:00	sell	61	0.20	1.56142	0.00000	0.00000
122	2010.02.12 18:00	close	61	0.20	1.56690	0.00000	0.00000	-109.60	8728.80
123	2010.02.12 19:00	buy	62	0.20	1.56717	0.00000	0.00000
124	2010.02.15 02:00	close	62	0.20	1.56624	0.00000	0.00000	-18.60	8710.20
125	2010.02.15 03:00	sell	63	0.20	1.56618	0.00000	0.00000
126	2010.02.15 04:00	close	63	0.20	1.56675	0.00000	0.00000	-11.40	8698.80
127	2010.02.15 05:00	buy	64	0.20	1.56655	0.00000	0.00000
128	2010.02.15 06:00	close	64	0.20	1.56445	0.00000	0.00000	-42.00	8656.80
129	2010.02.15 07:00	sell	65	0.20	1.56467	0.00000	0.00000
130	2010.02.15 10:00	close	65	0.20	1.56753	0.00000	0.00000	-57.20	8599.60
131	2010.02.15 11:00	buy	66	0.20	1.56739	0.00000	0.00000
132	2010.02.15 15:00	close	66	0.20	1.56639	0.00000	0.00000	-20.00	8579.60
133	2010.02.15 16:00	sell	67	0.20	1.56629	0.00000	0.00000
134	2010.02.15 20:00	close	67	0.20	1.56673	0.00000	0.00000	-8.80	8570.80
135	2010.02.15 21:00	sell	68	0.20	1.56608	0.00000	0.00000
136	2010.02.16 00:00	close	68	0.20	1.56676	0.00000	0.00000	-14.08	8556.72
137	2010.02.16 01:00	buy	69	0.20	1.56653	0.00000	0.00000
138	2010.02.16 14:00	close	69	0.20	1.56727	0.00000	0.00000	14.80	8571.52
139	2010.02.16 15:00	sell	70	0.20	1.56747	0.00000	0.00000
140	2010.02.16 18:00	close	70	0.20	1.57330	0.00000	0.00000	-116.60	8454.92
141	2010.02.16 19:00	buy	71	0.20	1.57738	0.00000	0.00000
142	2010.02.17 17:00	close	71	0.20	1.57235	0.00000	0.00000	-100.60	8354.32
143	2010.02.17 18:00	sell	72	0.20	1.57008	0.00000	0.00000
144	2010.02.19 21:00	close	72	0.20	1.54649	0.00000	0.00000	469.88	8824.20
145	2010.02.19 22:00	sell	73	0.20	1.54534	0.00000	0.00000
146	2010.02.22 00:00	close	73	0.20	1.54563	0.00000	0.00000	-6.28	8817.92
147	2010.02.22 01:00	buy	74	0.20	1.54706	0.00000	0.00000
148	2010.02.22 08:00	close	74	0.20	1.54548	0.00000	0.00000	-31.60	8786.32
149	2010.02.22 09:00	buy	75	0.20	1.54715	0.00000	0.00000
150	2010.02.22 10:00	close	75	0.20	1.54605	0.00000	0.00000	-22.00	8764.32
151	2010.02.22 11:00	buy	76	0.20	1.54739	0.00000	0.00000
152	2010.02.22 12:00	close	76	0.20	1.54579	0.00000	0.00000	-32.00	8732.32
153	2010.02.22 13:00	buy	77	0.20	1.54723	0.00000	0.00000
154	2010.02.22 20:00	close	77	0.20	1.54699	0.00000	0.00000	-4.80	8727.52
155	2010.02.22 21:00	buy	78	0.20	1.54894	0.00000	0.00000
156	2010.02.23 11:00	close	78	0.20	1.54315	0.00000	0.00000	-115.80	8611.72
157	2010.02.23 12:00	sell	79	0.20	1.54125	0.00000	0.00000
158	2010.02.24 04:00	close	79	0.20	1.54548	0.00000	0.00000	-85.08	8526.64
159	2010.02.24 05:00	sell	80	0.20	1.54514	0.00000	0.00000
160	2010.02.24 07:00	close	80	0.20	1.54628	0.00000	0.00000	-22.80	8503.84
161	2010.02.24 08:00	buy	81	0.20	1.54555	0.00000	0.00000
162	2010.02.24 09:00	close	81	0.20	1.54275	0.00000	0.00000	-56.00	8447.84
163	2010.02.24 10:00	sell	82	0.20	1.54312	0.00000	0.00000
164	2010.02.24 12:00	close	82	0.20	1.54557	0.00000	0.00000	-49.00	8398.84
165	2010.02.24 13:00	sell	83	0.20	1.54478	0.00000	0.00000
166	2010.02.24 17:00	close	83	0.20	1.54498	0.00000	0.00000	-4.00	8394.84
167	2010.02.24 18:00	sell	84	0.20	1.54310	0.00000	0.00000
168	2010.02.26 22:56	close at stop	84	0.20	1.52369	0.00000	0.00000	386.28	8781.12