Report Result : takeprofit20_v1 - Desynced Forex Repository

Strategy Tester Report

takeprofit20_v1

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	-1302.16	Gross profit	2591.60	Gross loss	-3893.76
Profit factor	0.67	Expected payoff	-15.50
Absolute drawdown	1759.16	Maximal drawdown	1773.16 (17.71%)	Relative drawdown	17.71% (1773.16)

Total trades	84	Short positions (won %)	43 (18.60%)	Long positions (won %)	41 (14.63%)
		Profit trades (% of total)	14 (16.67%)	Loss trades (% of total)	70 (83.33%)
Largest		profit trade	642.50	loss trade	-195.20
Average		profit trade	185.11	loss trade	-55.63
Maximum		consecutive wins (profit in money)	2 (661.50)	consecutive losses (loss in money)	20 (-957.70)
Maximal		consecutive profit (count of wins)	661.50 (2)	consecutive loss (count of losses)	-957.70 (20)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 01:00	buy	1	0.20	1.61389	0.00000	0.00000
2	2010.01.04 03:00	close	1	0.20	1.60881	0.00000	0.00000	-101.60	9898.40
3	2010.01.04 04:00	buy	2	0.20	1.61116	0.00000	0.00000
4	2010.01.04 05:00	close	2	0.20	1.60863	0.00000	0.00000	-50.60	9847.80
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	1.61546	0.00000	0.00000	-131.20	9716.60
7	2010.01.04 11:00	buy	4	0.20	1.62055	0.00000	0.00000
8	2010.01.04 17:00	close	4	0.20	1.61191	0.00000	0.00000	-172.80	9543.80
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	1.61341	0.00000	0.00000	-56.86	9486.94
11	2010.01.05 08:00	buy	6	0.20	1.61516	0.00000	0.00000
12	2010.01.05 09:00	close	6	0.20	1.60993	0.00000	0.00000	-104.60	9382.34
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	1.60181	0.00000	0.00000	50.54	9432.88
15	2010.01.06 10:00	buy	8	0.20	1.60425	0.00000	0.00000
16	2010.01.06 12:00	close	8	0.20	1.60105	0.00000	0.00000	-64.00	9368.88
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	1.60151	0.00000	0.00000	-67.00	9301.88
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	1.60218	0.00000	0.00000	-54.40	9247.48
21	2010.01.06 23:00	buy	11	0.20	1.60186	0.00000	0.00000
22	2010.01.07 04:00	close	11	0.20	1.60006	0.00000	0.00000	-36.00	9211.48
23	2010.01.07 05:00	buy	12	0.20	1.60137	0.00000	0.00000
24	2010.01.07 06:00	close	12	0.20	1.60016	0.00000	0.00000	-24.20	9187.28
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	1.59720	0.00000	0.00000	2.54	9189.82
27	2010.01.08 10:00	buy	14	0.20	1.60171	0.00000	0.00000
28	2010.01.08 17:00	close	14	0.20	1.59612	0.00000	0.00000	-111.80	9078.02
29	2010.01.08 18:00	buy	15	0.20	1.59928	0.00000	0.00000
30	2010.01.12 02:00	close	15	0.20	1.60848	0.00000	0.00000	184.00	9262.02
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	1.61182	0.00000	0.00000	-74.20	9187.82
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	1.61020	0.00000	0.00000	-13.20	9174.62
35	2010.01.12 11:00	buy	18	0.20	1.61370	0.00000	0.00000
36	2010.01.14 14:00	close	18	0.20	1.62573	0.00000	0.00000	240.60	9415.22
37	2010.01.14 15:00	buy	19	0.20	1.63129	0.00000	0.00000
38	2010.01.15 11:00	close	19	0.20	1.63054	0.00000	0.00000	-15.00	9400.22
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	1.62898	0.00000	0.00000	-8.66	9391.56
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	1.62848	0.00000	0.00000	-50.20	9341.36
43	2010.01.18 05:00	buy	22	0.20	1.63096	0.00000	0.00000
44	2010.01.18 15:00	close	22	0.20	1.63056	0.00000	0.00000	-8.00	9333.36
45	2010.01.18 16:00	buy	23	0.20	1.63192	0.00000	0.00000
46	2010.01.19 13:00	close	23	0.20	1.63380	0.00000	0.00000	37.60	9370.96
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	1.63694	0.00000	0.00000	-72.80	9298.16
49	2010.01.19 17:00	buy	25	0.20	1.63729	0.00000	0.00000
50	2010.01.19 21:00	close	25	0.20	1.63613	0.00000	0.00000	-23.20	9274.96
51	2010.01.19 22:00	buy	26	0.20	1.63830	0.00000	0.00000
52	2010.01.19 23:00	close	26	0.20	1.63587	0.00000	0.00000	-48.60	9226.36
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	1.63685	0.00000	0.00000	-13.00	9213.36
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	1.62903	0.00000	0.00000	66.02	9279.38
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	1.62240	0.00000	0.00000	11.54	9290.92
59	2010.01.22 09:00	buy	30	0.20	1.62506	0.00000	0.00000
60	2010.01.22 13:00	close	30	0.20	1.61762	0.00000	0.00000	-148.80	9142.12
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	1.61637	0.00000	0.00000	-103.86	9038.26
63	2010.01.25 11:00	buy	32	0.20	1.61610	0.00000	0.00000
64	2010.01.25 14:00	close	32	0.20	1.61336	0.00000	0.00000	-54.80	8983.46
65	2010.01.25 15:00	buy	33	0.20	1.61560	0.00000	0.00000
66	2010.01.26 07:00	close	33	0.20	1.62055	0.00000	0.00000	99.00	9082.46
67	2010.01.26 08:00	buy	34	0.20	1.62347	0.00000	0.00000
68	2010.01.26 11:00	close	34	0.20	1.61371	0.00000	0.00000	-195.20	8887.26
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	1.61878	0.00000	0.00000	-136.86	8750.40
71	2010.01.27 12:00	buy	36	0.20	1.62097	0.00000	0.00000
72	2010.01.27 20:00	close	36	0.20	1.61717	0.00000	0.00000	-76.00	8674.40
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	1.61796	0.00000	0.00000	-15.58	8658.82
75	2010.01.28 01:00	buy	38	0.20	1.61777	0.00000	0.00000
76	2010.01.28 02:00	close	38	0.20	1.61685	0.00000	0.00000	-18.40	8640.42
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	1.62081	0.00000	0.00000	-75.20	8565.22
79	2010.01.28 05:00	buy	40	0.20	1.62123	0.00000	0.00000
80	2010.01.28 16:00	close	40	0.20	1.62080	0.00000	0.00000	-8.60	8556.62
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	1.61729	0.00000	0.00000	-75.86	8480.76
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	1.59624	0.00000	0.00000	370.14	8850.90
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	1.59644	0.00000	0.00000	-18.06	8832.84
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	1.59638	0.00000	0.00000	-39.80	8793.04
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	1.59569	0.00000	0.00000	-1.00	8792.04
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	1.59527	0.00000	0.00000	-6.60	8785.44
93	2010.02.02 17:00	buy	47	0.20	1.59689	0.00000	0.00000
94	2010.02.03 13:00	close	47	0.20	1.59784	0.00000	0.00000	19.00	8804.44
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	1.56408	0.00000	0.00000	642.50	9446.94
97	2010.02.08 18:00	buy	49	0.20	1.56490	0.00000	0.00000
98	2010.02.08 20:00	close	49	0.20	1.56204	0.00000	0.00000	-57.20	9389.74
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	1.56184	0.00000	0.00000	-14.66	9375.08
101	2010.02.09 07:00	buy	51	0.20	1.56118	0.00000	0.00000
102	2010.02.09 10:00	close	51	0.20	1.55869	0.00000	0.00000	-49.80	9325.28
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	1.56359	0.00000	0.00000	-101.80	9223.48
105	2010.02.09 15:00	buy	53	0.20	1.56242	0.00000	0.00000
106	2010.02.09 17:00	close	53	0.20	1.56080	0.00000	0.00000	-32.40	9191.08
107	2010.02.09 18:00	buy	54	0.20	1.56785	0.00000	0.00000
108	2010.02.10 13:00	close	54	0.20	1.56572	0.00000	0.00000	-42.60	9148.48
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	1.56397	0.00000	0.00000	-39.98	9108.50
111	2010.02.11 04:00	buy	56	0.20	1.56425	0.00000	0.00000
112	2010.02.11 08:00	close	56	0.20	1.56224	0.00000	0.00000	-40.20	9068.30
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	1.56319	0.00000	0.00000	-51.60	9016.70
115	2010.02.11 14:00	buy	58	0.20	1.56252	0.00000	0.00000
116	2010.02.11 15:00	close	58	0.20	1.56084	0.00000	0.00000	-33.60	8983.10
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	1.56737	0.00000	0.00000	-151.80	8831.30
119	2010.02.11 19:00	buy	60	0.20	1.56804	0.00000	0.00000
120	2010.02.12 11:00	close	60	0.20	1.56542	0.00000	0.00000	-52.40	8778.90
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	1.56695	0.00000	0.00000	-110.60	8668.30
123	2010.02.12 19:00	buy	62	0.20	1.56722	0.00000	0.00000
124	2010.02.15 02:00	close	62	0.20	1.56624	0.00000	0.00000	-19.60	8648.70
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	1.56680	0.00000	0.00000	-12.40	8636.30
127	2010.02.15 05:00	buy	64	0.20	1.56660	0.00000	0.00000
128	2010.02.15 06:00	close	64	0.20	1.56445	0.00000	0.00000	-43.00	8593.30
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	1.56758	0.00000	0.00000	-58.20	8535.10
131	2010.02.15 11:00	buy	66	0.20	1.56744	0.00000	0.00000
132	2010.02.15 15:00	close	66	0.20	1.56639	0.00000	0.00000	-21.00	8514.10
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	1.56678	0.00000	0.00000	-9.80	8504.30
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	1.56681	0.00000	0.00000	-15.06	8489.24
137	2010.02.16 01:00	buy	69	0.20	1.56658	0.00000	0.00000
138	2010.02.16 14:00	close	69	0.20	1.56727	0.00000	0.00000	13.80	8503.04
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	1.57335	0.00000	0.00000	-117.60	8385.44
141	2010.02.16 19:00	buy	71	0.20	1.57743	0.00000	0.00000
142	2010.02.17 17:00	close	71	0.20	1.57235	0.00000	0.00000	-101.60	8283.84
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	1.54654	0.00000	0.00000	468.96	8752.80
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	1.54568	0.00000	0.00000	-7.26	8745.54
147	2010.02.22 01:00	buy	74	0.20	1.54711	0.00000	0.00000
148	2010.02.22 08:00	close	74	0.20	1.54548	0.00000	0.00000	-32.60	8712.94
149	2010.02.22 09:00	buy	75	0.20	1.54720	0.00000	0.00000
150	2010.02.22 10:00	close	75	0.20	1.54605	0.00000	0.00000	-23.00	8689.94
151	2010.02.22 11:00	buy	76	0.20	1.54744	0.00000	0.00000
152	2010.02.22 12:00	close	76	0.20	1.54579	0.00000	0.00000	-33.00	8656.94
153	2010.02.22 13:00	buy	77	0.20	1.54728	0.00000	0.00000
154	2010.02.22 20:00	close	77	0.20	1.54699	0.00000	0.00000	-5.80	8651.14
155	2010.02.22 21:00	buy	78	0.20	1.54899	0.00000	0.00000
156	2010.02.23 11:00	close	78	0.20	1.54315	0.00000	0.00000	-116.80	8534.34
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	1.54553	0.00000	0.00000	-86.06	8448.28
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	1.54633	0.00000	0.00000	-23.80	8424.48
161	2010.02.24 08:00	buy	81	0.20	1.54560	0.00000	0.00000
162	2010.02.24 09:00	close	81	0.20	1.54275	0.00000	0.00000	-57.00	8367.48
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	1.54562	0.00000	0.00000	-50.00	8317.48
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	1.54503	0.00000	0.00000	-5.00	8312.48
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	1.52374	0.00000	0.00000	385.36	8697.84