Report Result : psar - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
Model		Control points (a very crude method, the results must not be considered)
Parameters		MagicNumber=564342; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-353.50	Gross profit	1058.50	Gross loss	-1412.00
Profit factor	0.75	Expected payoff	-5.05
Absolute drawdown	622.90	Maximal drawdown	663.60 (6.61%)	Relative drawdown	6.61% (663.60)

Total trades	70	Short positions (won %)	35 (40.00%)	Long positions (won %)	35 (34.29%)
		Profit trades (% of total)	26 (37.14%)	Loss trades (% of total)	44 (62.86%)
Largest		profit trade	167.90	loss trade	-135.80
Average		profit trade	40.71	loss trade	-32.09
Maximum		consecutive wins (profit in money)	4 (136.25)	consecutive losses (loss in money)	8 (-305.90)
Maximal		consecutive profit (count of wins)	200.65 (2)	consecutive loss (count of losses)	-305.90 (8)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.50345	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.10	1.50101	0.00000	0.00000	24.40	10024.40
3	2009.12.01 03:00	buy	2	0.10	1.50165	0.00000	0.00000
4	2009.12.01 08:00	close	2	0.10	1.50198	0.00000	0.00000	3.30	10027.70
5	2009.12.01 09:00	sell	3	0.10	1.50267	0.00000	0.00000
6	2009.12.01 10:00	close	3	0.10	1.50685	0.00000	0.00000	-41.80	9985.90
7	2009.12.01 11:00	buy	4	0.10	1.50616	0.00000	0.00000
8	2009.12.01 23:00	close	4	0.10	1.50796	0.00000	0.00000	18.00	10003.90
9	2009.12.02 00:00	sell	5	0.10	1.50748	0.00000	0.00000
10	2009.12.02 12:00	close	5	0.10	1.51035	0.00000	0.00000	-28.70	9975.20
11	2009.12.02 13:00	buy	6	0.10	1.50857	0.00000	0.00000
12	2009.12.02 16:00	close	6	0.10	1.50737	0.00000	0.00000	-12.00	9963.20
13	2009.12.02 17:00	sell	7	0.10	1.50756	0.00000	0.00000
14	2009.12.03 02:00	close	7	0.10	1.50786	0.00000	0.00000	-3.30	9959.90
15	2009.12.03 03:00	buy	8	0.10	1.50791	0.00000	0.00000
16	2009.12.03 18:00	close	8	0.10	1.50799	0.00000	0.00000	0.80	9960.70
17	2009.12.03 19:00	sell	9	0.10	1.50838	0.00000	0.00000
18	2009.12.04 09:00	close	9	0.10	1.50852	0.00000	0.00000	-1.50	9959.20
19	2009.12.04 10:00	buy	10	0.10	1.50676	0.00000	0.00000
20	2009.12.04 16:00	close	10	0.10	1.49491	0.00000	0.00000	-118.50	9840.70
21	2009.12.04 17:00	sell	11	0.10	1.48879	0.00000	0.00000
22	2009.12.07 07:00	close	11	0.10	1.48845	0.00000	0.00000	3.30	9844.00
23	2009.12.07 08:00	buy	12	0.10	1.48870	0.00000	0.00000
24	2009.12.07 11:00	close	12	0.10	1.48037	0.00000	0.00000	-83.30	9760.70
25	2009.12.07 12:00	sell	13	0.10	1.48080	0.00000	0.00000
26	2009.12.07 20:00	close	13	0.10	1.48594	0.00000	0.00000	-51.40	9709.30
27	2009.12.07 21:00	buy	14	0.10	1.48224	0.00000	0.00000
28	2009.12.08 10:00	close	14	0.10	1.48195	0.00000	0.00000	-2.95	9706.35
29	2009.12.08 11:00	sell	15	0.10	1.48445	0.00000	0.00000
30	2009.12.09 04:00	close	15	0.10	1.47333	0.00000	0.00000	111.10	9817.45
31	2009.12.09 05:00	buy	16	0.10	1.47325	0.00000	0.00000
32	2009.12.09 17:00	close	16	0.10	1.47448	0.00000	0.00000	12.30	9829.75
33	2009.12.09 18:00	sell	17	0.10	1.47237	0.00000	0.00000
34	2009.12.10 03:00	close	17	0.10	1.47357	0.00000	0.00000	-12.30	9817.45
35	2009.12.10 04:00	buy	18	0.10	1.47375	0.00000	0.00000
36	2009.12.10 11:00	close	18	0.10	1.47116	0.00000	0.00000	-25.90	9791.55
37	2009.12.10 12:00	sell	19	0.10	1.47408	0.00000	0.00000
38	2009.12.10 16:00	close	19	0.10	1.47430	0.00000	0.00000	-2.20	9789.35
39	2009.12.10 17:00	buy	20	0.10	1.47203	0.00000	0.00000
40	2009.12.10 21:00	close	20	0.10	1.47189	0.00000	0.00000	-1.40	9787.95
41	2009.12.10 22:00	sell	21	0.10	1.47300	0.00000	0.00000
42	2009.12.11 11:00	close	21	0.10	1.47535	0.00000	0.00000	-23.60	9764.35
43	2009.12.11 12:00	buy	22	0.10	1.47559	0.00000	0.00000
44	2009.12.11 17:00	close	22	0.10	1.46201	0.00000	0.00000	-135.80	9628.55
45	2009.12.11 18:00	sell	23	0.10	1.45986	0.00000	0.00000
46	2009.12.14 07:00	close	23	0.10	1.46765	0.00000	0.00000	-78.00	9550.55
47	2009.12.14 08:00	buy	24	0.10	1.46646	0.00000	0.00000
48	2009.12.14 14:00	close	24	0.10	1.46379	0.00000	0.00000	-26.70	9523.85
49	2009.12.14 15:00	sell	25	0.10	1.46316	0.00000	0.00000
50	2009.12.16 00:00	close	25	0.10	1.45375	0.00000	0.00000	93.90	9617.75
51	2009.12.16 01:00	buy	26	0.10	1.45416	0.00000	0.00000
52	2009.12.16 11:00	close	26	0.10	1.45548	0.00000	0.00000	13.20	9630.95
53	2009.12.16 12:00	sell	27	0.10	1.45519	0.00000	0.00000
54	2009.12.16 13:00	close	27	0.10	1.45695	0.00000	0.00000	-17.60	9613.35
55	2009.12.16 14:00	buy	28	0.10	1.45635	0.00000	0.00000
56	2009.12.16 20:00	close	28	0.10	1.45396	0.00000	0.00000	-23.90	9589.45
57	2009.12.16 21:00	sell	29	0.10	1.45148	0.00000	0.00000
58	2009.12.17 17:00	close	29	0.10	1.43466	0.00000	0.00000	167.90	9757.35
59	2009.12.17 18:00	buy	30	0.10	1.43160	0.00000	0.00000
60	2009.12.17 19:00	close	30	0.10	1.43331	0.00000	0.00000	17.10	9774.45
61	2009.12.17 20:00	sell	31	0.10	1.43419	0.00000	0.00000
62	2009.12.18 04:00	close	31	0.10	1.43794	0.00000	0.00000	-37.60	9736.85
63	2009.12.18 05:00	buy	32	0.10	1.43913	0.00000	0.00000
64	2009.12.18 15:00	close	32	0.10	1.43171	0.00000	0.00000	-74.20	9662.65
65	2009.12.18 16:00	sell	33	0.10	1.43487	0.00000	0.00000
66	2009.12.21 00:00	close	33	0.10	1.43123	0.00000	0.00000	36.30	9698.95
67	2009.12.21 01:00	buy	34	0.10	1.43308	0.00000	0.00000
68	2009.12.21 11:00	close	34	0.10	1.43210	0.00000	0.00000	-9.80	9689.15
69	2009.12.21 12:00	sell	35	0.10	1.43377	0.00000	0.00000
70	2009.12.21 15:00	close	35	0.10	1.43551	0.00000	0.00000	-17.40	9671.75
71	2009.12.21 16:00	buy	36	0.10	1.43340	0.00000	0.00000
72	2009.12.21 21:00	close	36	0.10	1.42881	0.00000	0.00000	-45.90	9625.85
73	2009.12.21 22:00	sell	37	0.10	1.42848	0.00000	0.00000
74	2009.12.22 10:00	close	37	0.10	1.43215	0.00000	0.00000	-36.80	9589.05
75	2009.12.22 11:00	buy	38	0.10	1.43159	0.00000	0.00000
76	2009.12.22 15:00	close	38	0.10	1.43090	0.00000	0.00000	-6.90	9582.15
77	2009.12.22 16:00	sell	39	0.10	1.42820	0.00000	0.00000
78	2009.12.23 04:00	close	39	0.10	1.42533	0.00000	0.00000	28.60	9610.75
79	2009.12.23 05:00	buy	40	0.10	1.42590	0.00000	0.00000
80	2009.12.24 07:00	close	40	0.10	1.43432	0.00000	0.00000	84.05	9694.80
81	2009.12.24 08:00	sell	41	0.10	1.43588	0.00000	0.00000
82	2009.12.24 10:00	close	41	0.10	1.43583	0.00000	0.00000	0.50	9695.30
83	2009.12.24 11:00	buy	42	0.10	1.43826	0.00000	0.00000
84	2009.12.24 18:00	close	42	0.10	1.43653	0.00000	0.00000	-17.30	9678.00
85	2009.12.28 00:00	sell	43	0.10	1.43714	0.00000	0.00000
86	2009.12.28 12:00	close	43	0.10	1.43950	0.00000	0.00000	-23.60	9654.40
87	2009.12.28 13:00	buy	44	0.10	1.44056	0.00000	0.00000
88	2009.12.28 22:00	close	44	0.10	1.43772	0.00000	0.00000	-28.40	9626.00
89	2009.12.28 23:00	sell	45	0.10	1.43787	0.00000	0.00000
90	2009.12.29 09:00	close	45	0.10	1.44175	0.00000	0.00000	-38.90	9587.10
91	2009.12.29 10:00	buy	46	0.10	1.44344	0.00000	0.00000
92	2009.12.29 19:00	close	46	0.10	1.43453	0.00000	0.00000	-89.10	9498.00
93	2009.12.29 20:00	sell	47	0.10	1.43599	0.00000	0.00000
94	2009.12.30 20:00	close	47	0.10	1.43377	0.00000	0.00000	22.10	9520.10
95	2009.12.30 21:00	buy	48	0.10	1.43338	0.00000	0.00000
96	2009.12.31 18:00	close	48	0.10	1.43313	0.00000	0.00000	-2.65	9517.45
97	2010.01.04 00:00	sell	49	0.10	1.43261	0.00000	0.00000
98	2010.01.04 12:00	close	49	0.10	1.43754	0.00000	0.00000	-49.30	9468.15
99	2010.01.04 13:00	buy	50	0.10	1.43889	0.00000	0.00000
100	2010.01.05 05:00	close	50	0.10	1.44224	0.00000	0.00000	33.45	9501.60
101	2010.01.05 06:00	sell	51	0.10	1.44253	0.00000	0.00000
102	2010.01.05 08:00	close	51	0.10	1.44765	0.00000	0.00000	-51.20	9450.40
103	2010.01.05 09:00	buy	52	0.10	1.44525	0.00000	0.00000
104	2010.01.05 12:00	close	52	0.10	1.44176	0.00000	0.00000	-34.90	9415.50
105	2010.01.05 13:00	sell	53	0.10	1.44169	0.00000	0.00000
106	2010.01.06 12:00	close	53	0.10	1.43760	0.00000	0.00000	40.80	9456.30
107	2010.01.06 13:00	buy	54	0.10	1.43484	0.00000	0.00000
108	2010.01.07 08:00	close	54	0.10	1.43678	0.00000	0.00000	19.25	9475.55
109	2010.01.07 09:00	sell	55	0.10	1.43870	0.00000	0.00000
110	2010.01.08 03:00	close	55	0.10	1.43128	0.00000	0.00000	74.10	9549.65
111	2010.01.08 04:00	buy	56	0.10	1.43090	0.00000	0.00000
112	2010.01.08 08:00	close	56	0.10	1.43111	0.00000	0.00000	2.10	9551.75
113	2010.01.08 09:00	sell	57	0.10	1.43178	0.00000	0.00000
114	2010.01.08 10:00	close	57	0.10	1.43296	0.00000	0.00000	-11.80	9539.95
115	2010.01.08 11:00	buy	58	0.10	1.43231	0.00000	0.00000
116	2010.01.08 14:00	close	58	0.10	1.42878	0.00000	0.00000	-35.30	9504.65
117	2010.01.08 15:00	sell	59	0.10	1.44026	0.00000	0.00000
118	2010.01.08 18:00	close	59	0.10	1.43559	0.00000	0.00000	46.70	9551.35
119	2010.01.08 19:00	buy	60	0.10	1.43933	0.00000	0.00000
120	2010.01.11 17:00	close	60	0.10	1.45473	0.00000	0.00000	153.95	9705.30
121	2010.01.11 19:00	buy	61	0.10	1.45089	0.00000	0.00000
122	2010.01.12 01:00	close	61	0.10	1.45072	0.00000	0.00000	-1.75	9703.55
123	2010.01.12 02:00	sell	62	0.10	1.44885	0.00000	0.00000
124	2010.01.12 10:00	close	62	0.10	1.44835	0.00000	0.00000	5.00	9708.55
125	2010.01.12 11:00	buy	63	0.10	1.44908	0.00000	0.00000
126	2010.01.13 01:00	close	63	0.10	1.44757	0.00000	0.00000	-15.15	9693.40
127	2010.01.13 02:00	sell	64	0.10	1.44680	0.00000	0.00000
128	2010.01.13 10:00	close	64	0.10	1.44829	0.00000	0.00000	-14.90	9678.50
129	2010.01.13 11:00	buy	65	0.10	1.45011	0.00000	0.00000
130	2010.01.13 19:00	close	65	0.10	1.45042	0.00000	0.00000	3.10	9681.60
131	2010.01.13 20:00	sell	66	0.10	1.45037	0.00000	0.00000
132	2010.01.14 08:00	close	66	0.10	1.45416	0.00000	0.00000	-38.20	9643.40
133	2010.01.14 09:00	buy	67	0.10	1.45328	0.00000	0.00000
134	2010.01.14 15:00	close	67	0.10	1.45080	0.00000	0.00000	-24.80	9618.60
135	2010.01.14 16:00	sell	68	0.10	1.44723	0.00000	0.00000
136	2010.01.15 02:00	close	68	0.10	1.44750	0.00000	0.00000	-2.80	9615.80
137	2010.01.15 03:00	buy	69	0.10	1.44388	0.00000	0.00000
138	2010.01.15 04:00	close	69	0.10	1.44263	0.00000	0.00000	-12.50	9603.30
139	2010.01.15 05:00	sell	70	0.10	1.44283	0.00000	0.00000
140	2010.01.15 22:57	close at stop	70	0.10	1.43851	0.00000	0.00000	43.20	9646.50