Report Result : takeprofit20 - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
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	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-527.48	Gross profit	868.41	Gross loss	-1395.88
Profit factor	0.62	Expected payoff	-9.95
Absolute drawdown	694.24	Maximal drawdown	770.85 (7.65%)	Relative drawdown	7.65% (770.85)

Total trades	53	Short positions (won %)	21 (19.05%)	Long positions (won %)	32 (15.63%)
		Profit trades (% of total)	9 (16.98%)	Loss trades (% of total)	44 (83.02%)
Largest		profit trade	200.60	loss trade	-182.65
Average		profit trade	96.49	loss trade	-31.72
Maximum		consecutive wins (profit in money)	2 (278.39)	consecutive losses (loss in money)	15 (-384.87)
Maximal		consecutive profit (count of wins)	278.39 (2)	consecutive loss (count of losses)	-384.87 (15)
Average		consecutive wins	1	consecutive losses	6

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.20	1.00324	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.20	1.00477	0.00000	0.00000	-30.45	9969.55
3	2009.12.01 03:00	buy	2	0.20	1.00451	0.00000	0.00000
4	2009.12.01 05:00	close	2	0.20	1.00411	0.00000	0.00000	-7.97	9961.58
5	2009.12.01 06:00	buy	3	0.20	1.00458	0.00000	0.00000
6	2009.12.01 08:00	close	3	0.20	1.00395	0.00000	0.00000	-12.55	9949.03
7	2009.12.01 09:00	sell	4	0.20	1.00342	0.00000	0.00000
8	2009.12.02 15:00	close	4	0.20	0.99970	0.00000	0.00000	74.28	10023.31
9	2009.12.02 16:00	buy	5	0.20	1.00012	0.00000	0.00000
10	2009.12.02 17:00	close	5	0.20	0.99938	0.00000	0.00000	-14.81	10008.50
11	2009.12.02 18:00	buy	6	0.20	1.00103	0.00000	0.00000
12	2009.12.03 02:00	close	6	0.20	0.99953	0.00000	0.00000	-29.71	9978.79
13	2009.12.03 03:00	sell	7	0.20	0.99981	0.00000	0.00000
14	2009.12.03 15:00	close	7	0.20	0.99935	0.00000	0.00000	9.21	9988.00
15	2009.12.03 16:00	buy	8	0.20	0.99975	0.00000	0.00000
16	2009.12.03 17:00	close	8	0.20	0.99854	0.00000	0.00000	-24.24	9963.76
17	2009.12.03 18:00	buy	9	0.20	0.99966	0.00000	0.00000
18	2009.12.03 19:00	close	9	0.20	0.99879	0.00000	0.00000	-17.42	9946.34
19	2009.12.03 20:00	sell	10	0.20	0.99856	0.00000	0.00000
20	2009.12.03 22:00	close	10	0.20	0.99992	0.00000	0.00000	-27.20	9919.14
21	2009.12.03 23:00	buy	11	0.20	1.00115	0.00000	0.00000
22	2009.12.04 09:00	close	11	0.20	0.99905	0.00000	0.00000	-41.94	9877.20
23	2009.12.04 10:00	buy	12	0.20	1.00025	0.00000	0.00000
24	2009.12.04 11:00	close	12	0.20	0.99952	0.00000	0.00000	-14.61	9862.59
25	2009.12.04 12:00	buy	13	0.20	1.00015	0.00000	0.00000
26	2009.12.04 13:00	close	13	0.20	0.99967	0.00000	0.00000	-9.60	9852.99
27	2009.12.04 14:00	sell	14	0.20	0.99927	0.00000	0.00000
28	2009.12.04 15:00	close	14	0.20	1.00848	0.00000	0.00000	-182.65	9670.34
29	2009.12.04 16:00	buy	15	0.20	1.00849	0.00000	0.00000
30	2009.12.08 11:00	close	15	0.20	1.01766	0.00000	0.00000	180.42	9850.76
31	2009.12.08 12:00	buy	16	0.20	1.01882	0.00000	0.00000
32	2009.12.09 11:00	close	16	0.20	1.02383	0.00000	0.00000	97.97	9948.72
33	2009.12.09 12:00	sell	17	0.20	1.02282	0.00000	0.00000
34	2009.12.09 14:00	close	17	0.20	1.02617	0.00000	0.00000	-65.29	9883.43
35	2009.12.09 15:00	buy	18	0.20	1.02600	0.00000	0.00000
36	2009.12.10 12:00	close	18	0.20	1.02507	0.00000	0.00000	-17.85	9865.58
37	2009.12.10 13:00	sell	19	0.20	1.02533	0.00000	0.00000
38	2009.12.10 17:00	close	19	0.20	1.02657	0.00000	0.00000	-24.16	9841.42
39	2009.12.10 18:00	buy	20	0.20	1.02708	0.00000	0.00000
40	2009.12.10 22:00	close	20	0.20	1.02601	0.00000	0.00000	-20.86	9820.56
41	2009.12.10 23:00	sell	21	0.20	1.02585	0.00000	0.00000
42	2009.12.11 03:00	close	21	0.20	1.02648	0.00000	0.00000	-12.41	9808.15
43	2009.12.11 04:00	buy	22	0.20	1.02642	0.00000	0.00000
44	2009.12.11 05:00	close	22	0.20	1.02607	0.00000	0.00000	-6.82	9801.33
45	2009.12.11 06:00	buy	23	0.20	1.02650	0.00000	0.00000
46	2009.12.11 07:00	close	23	0.20	1.02557	0.00000	0.00000	-18.14	9783.19
47	2009.12.11 08:00	buy	24	0.20	1.02682	0.00000	0.00000
48	2009.12.11 10:00	close	24	0.20	1.02595	0.00000	0.00000	-16.96	9766.23
49	2009.12.11 11:00	sell	25	0.20	1.02503	0.00000	0.00000
50	2009.12.11 15:00	close	25	0.20	1.02879	0.00000	0.00000	-73.10	9693.13
51	2009.12.11 16:00	buy	26	0.20	1.03230	0.00000	0.00000
52	2009.12.14 09:00	close	26	0.20	1.03040	0.00000	0.00000	-36.78	9656.35
53	2009.12.14 10:00	buy	27	0.20	1.03157	0.00000	0.00000
54	2009.12.14 11:00	close	27	0.20	1.03093	0.00000	0.00000	-12.42	9643.93
55	2009.12.14 12:00	buy	28	0.20	1.03379	0.00000	0.00000
56	2009.12.14 17:00	close	28	0.20	1.03145	0.00000	0.00000	-45.37	9598.56
57	2009.12.14 18:00	buy	29	0.20	1.03220	0.00000	0.00000
58	2009.12.14 19:00	close	29	0.20	1.03153	0.00000	0.00000	-12.99	9585.57
59	2009.12.14 20:00	buy	30	0.20	1.03200	0.00000	0.00000
60	2009.12.14 23:00	close	30	0.20	1.03146	0.00000	0.00000	-10.47	9575.10
61	2009.12.15 00:00	buy	31	0.20	1.03186	0.00000	0.00000
62	2009.12.15 01:00	close	31	0.20	1.03128	0.00000	0.00000	-11.25	9563.85
63	2009.12.15 02:00	buy	32	0.20	1.03205	0.00000	0.00000
64	2009.12.16 12:00	close	32	0.20	1.03920	0.00000	0.00000	137.71	9701.56
65	2009.12.16 13:00	sell	33	0.20	1.03777	0.00000	0.00000
66	2009.12.16 15:00	close	33	0.20	1.03938	0.00000	0.00000	-30.98	9670.58
67	2009.12.16 16:00	sell	34	0.20	1.03650	0.00000	0.00000
68	2009.12.16 21:00	close	34	0.20	1.03979	0.00000	0.00000	-63.28	9607.30
69	2009.12.16 22:00	sell	35	0.20	1.03845	0.00000	0.00000
70	2009.12.17 00:00	close	35	0.20	1.03877	0.00000	0.00000	-6.58	9600.73
71	2009.12.17 01:00	buy	36	0.20	1.03894	0.00000	0.00000
72	2009.12.18 02:00	close	36	0.20	1.04287	0.00000	0.00000	75.47	9676.19
73	2009.12.18 03:00	sell	37	0.20	1.04152	0.00000	0.00000
74	2009.12.18 15:00	close	37	0.20	1.04497	0.00000	0.00000	-66.03	9610.16
75	2009.12.18 16:00	sell	38	0.20	1.04207	0.00000	0.00000
76	2009.12.18 17:00	close	38	0.20	1.04727	0.00000	0.00000	-99.31	9510.85
77	2009.12.18 18:00	buy	39	0.20	1.04533	0.00000	0.00000
78	2009.12.18 19:00	close	39	0.20	1.04338	0.00000	0.00000	-37.38	9473.47
79	2009.12.18 20:00	buy	40	0.20	1.04424	0.00000	0.00000
80	2009.12.18 21:00	close	40	0.20	1.04285	0.00000	0.00000	-26.66	9446.81
81	2009.12.18 22:00	sell	41	0.20	1.04284	0.00000	0.00000
82	2009.12.21 10:00	close	41	0.20	1.04642	0.00000	0.00000	-68.56	9378.26
83	2009.12.21 11:00	buy	42	0.20	1.04428	0.00000	0.00000
84	2009.12.21 12:00	close	42	0.20	1.04262	0.00000	0.00000	-31.84	9346.42
85	2009.12.21 13:00	sell	43	0.20	1.04216	0.00000	0.00000
86	2009.12.21 16:00	close	43	0.20	1.04294	0.00000	0.00000	-14.96	9331.46
87	2009.12.21 17:00	buy	44	0.20	1.04396	0.00000	0.00000
88	2009.12.23 12:00	close	44	0.20	1.04608	0.00000	0.00000	40.73	9372.18
89	2009.12.23 13:00	sell	45	0.20	1.04674	0.00000	0.00000
90	2009.12.28 00:00	close	45	0.20	1.03631	0.00000	0.00000	200.60	9572.78
91	2009.12.28 01:00	sell	46	0.20	1.03666	0.00000	0.00000
92	2009.12.28 02:00	close	46	0.20	1.03841	0.00000	0.00000	-33.71	9539.07
93	2009.12.28 03:00	sell	47	0.20	1.03443	0.00000	0.00000
94	2009.12.29 00:00	close	47	0.20	1.03543	0.00000	0.00000	-19.46	9519.61
95	2009.12.29 01:00	buy	48	0.20	1.03546	0.00000	0.00000
96	2009.12.29 06:00	close	48	0.20	1.03527	0.00000	0.00000	-3.67	9515.94
97	2009.12.29 07:00	sell	49	0.20	1.03538	0.00000	0.00000
98	2009.12.29 18:00	close	49	0.20	1.03663	0.00000	0.00000	-24.12	9491.82
99	2009.12.29 19:00	buy	50	0.20	1.03776	0.00000	0.00000
100	2009.12.30 09:00	close	50	0.20	1.03640	0.00000	0.00000	-26.14	9465.68
101	2009.12.30 10:00	buy	51	0.20	1.03781	0.00000	0.00000
102	2009.12.30 19:00	close	51	0.20	1.03627	0.00000	0.00000	-29.72	9435.96
103	2009.12.30 20:00	sell	52	0.20	1.03630	0.00000	0.00000
104	2009.12.31 17:00	close	52	0.20	1.03359	0.00000	0.00000	52.02	9487.99
105	2009.12.31 18:00	buy	53	0.20	1.03586	0.00000	0.00000
106	2009.12.31 18:57	close at stop	53	0.20	1.03506	0.00000	0.00000	-15.46	9472.53