Report Result : psar - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
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=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	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-284.28	Gross profit	540.55	Gross loss	-824.83
Profit factor	0.66	Expected payoff	-6.93
Absolute drawdown	348.95	Maximal drawdown	582.38 (5.69%)	Relative drawdown	5.69% (582.38)

Total trades	41	Short positions (won %)	23 (47.83%)	Long positions (won %)	18 (22.22%)
		Profit trades (% of total)	15 (36.59%)	Loss trades (% of total)	26 (63.41%)
Largest		profit trade	98.57	loss trade	-83.75
Average		profit trade	36.04	loss trade	-31.72
Maximum		consecutive wins (profit in money)	3 (167.97)	consecutive losses (loss in money)	9 (-281.33)
Maximal		consecutive profit (count of wins)	167.97 (3)	consecutive loss (count of losses)	-281.33 (9)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 01:00	sell	1	0.10	1.05391	0.00000	0.00000
2	2009.12.01 23:00	close	1	0.10	1.04675	0.00000	0.00000	68.40	10068.40
3	2009.12.02 00:00	buy	2	0.10	1.04777	0.00000	0.00000
4	2009.12.03 09:00	close	2	0.10	1.04633	0.00000	0.00000	-13.96	10054.44
5	2009.12.03 10:00	sell	3	0.10	1.04761	0.00000	0.00000
6	2009.12.03 13:00	close	3	0.10	1.05133	0.00000	0.00000	-35.38	10019.06
7	2009.12.03 14:00	buy	4	0.10	1.05004	0.00000	0.00000
8	2009.12.04 08:00	close	4	0.10	1.05529	0.00000	0.00000	49.68	10068.75
9	2009.12.04 09:00	sell	5	0.10	1.05421	0.00000	0.00000
10	2009.12.04 19:00	close	5	0.10	1.05257	0.00000	0.00000	15.58	10084.33
11	2009.12.04 20:00	buy	6	0.10	1.05772	0.00000	0.00000
12	2009.12.07 16:00	close	6	0.10	1.05485	0.00000	0.00000	-27.28	10057.05
13	2009.12.07 17:00	sell	7	0.10	1.05083	0.00000	0.00000
14	2009.12.08 10:00	close	7	0.10	1.05309	0.00000	0.00000	-21.51	10035.54
15	2009.12.08 11:00	buy	8	0.10	1.05096	0.00000	0.00000
16	2009.12.09 05:00	close	8	0.10	1.06143	0.00000	0.00000	98.57	10134.12
17	2009.12.09 06:00	sell	9	0.10	1.06219	0.00000	0.00000
18	2009.12.09 17:00	close	9	0.10	1.05556	0.00000	0.00000	62.81	10196.93
19	2009.12.09 19:00	sell	10	0.10	1.05600	0.00000	0.00000
20	2009.12.10 11:00	close	10	0.10	1.05529	0.00000	0.00000	6.59	10203.52
21	2009.12.10 12:00	buy	11	0.10	1.05197	0.00000	0.00000
22	2009.12.10 13:00	close	11	0.10	1.05038	0.00000	0.00000	-15.14	10188.38
23	2009.12.10 14:00	sell	12	0.10	1.05017	0.00000	0.00000
24	2009.12.10 20:00	close	12	0.10	1.05231	0.00000	0.00000	-20.34	10168.04
25	2009.12.10 21:00	buy	13	0.10	1.05091	0.00000	0.00000
26	2009.12.11 12:00	close	13	0.10	1.04989	0.00000	0.00000	-9.79	10158.25
27	2009.12.11 13:00	sell	14	0.10	1.05023	0.00000	0.00000
28	2009.12.11 18:00	close	14	0.10	1.05910	0.00000	0.00000	-83.75	10074.50
29	2009.12.11 19:00	buy	15	0.10	1.05944	0.00000	0.00000
30	2009.12.14 08:00	close	15	0.10	1.05811	0.00000	0.00000	-12.64	10061.87
31	2009.12.14 09:00	sell	16	0.10	1.06002	0.00000	0.00000
32	2009.12.14 11:00	close	16	0.10	1.06296	0.00000	0.00000	-27.66	10034.21
33	2009.12.14 12:00	buy	17	0.10	1.06527	0.00000	0.00000
34	2009.12.14 19:00	close	17	0.10	1.05763	0.00000	0.00000	-72.24	9961.97
35	2009.12.14 20:00	sell	18	0.10	1.05933	0.00000	0.00000
36	2009.12.15 11:00	close	18	0.10	1.06216	0.00000	0.00000	-26.69	9935.28
37	2009.12.15 12:00	buy	19	0.10	1.06346	0.00000	0.00000
38	2009.12.15 18:00	close	19	0.10	1.06207	0.00000	0.00000	-13.09	9922.19
39	2009.12.15 19:00	sell	20	0.10	1.06194	0.00000	0.00000
40	2009.12.16 22:00	close	20	0.10	1.06132	0.00000	0.00000	5.79	9927.98
41	2009.12.16 23:00	buy	21	0.10	1.06195	0.00000	0.00000
42	2009.12.17 18:00	close	21	0.10	1.07114	0.00000	0.00000	85.60	10013.58
43	2009.12.17 19:00	sell	22	0.10	1.07114	0.00000	0.00000
44	2009.12.18 02:00	close	22	0.10	1.06992	0.00000	0.00000	11.35	10024.94
45	2009.12.18 03:00	buy	23	0.10	1.06980	0.00000	0.00000
46	2009.12.18 05:00	close	23	0.10	1.06619	0.00000	0.00000	-33.86	9991.08
47	2009.12.18 06:00	sell	24	0.10	1.06568	0.00000	0.00000
48	2009.12.18 20:00	close	24	0.10	1.06702	0.00000	0.00000	-12.56	9978.52
49	2009.12.18 21:00	buy	25	0.10	1.06657	0.00000	0.00000
50	2009.12.21 13:00	close	25	0.10	1.06085	0.00000	0.00000	-53.99	9924.53
51	2009.12.21 14:00	sell	26	0.10	1.05594	0.00000	0.00000
52	2009.12.21 21:00	close	26	0.10	1.06214	0.00000	0.00000	-58.37	9866.16
53	2009.12.21 22:00	buy	27	0.10	1.06202	0.00000	0.00000
54	2009.12.22 12:00	close	27	0.10	1.05670	0.00000	0.00000	-50.42	9815.75
55	2009.12.22 13:00	sell	28	0.10	1.05795	0.00000	0.00000
56	2009.12.22 18:00	close	28	0.10	1.05602	0.00000	0.00000	18.28	9834.03
57	2009.12.22 20:00	sell	29	0.10	1.05445	0.00000	0.00000
58	2009.12.23 13:00	close	29	0.10	1.05333	0.00000	0.00000	10.58	9844.61
59	2009.12.23 15:00	sell	30	0.10	1.05148	0.00000	0.00000
60	2009.12.24 11:00	close	30	0.10	1.04770	0.00000	0.00000	35.94	9880.55
61	2009.12.24 13:00	sell	31	0.10	1.04568	0.00000	0.00000
62	2009.12.24 18:00	close	31	0.10	1.04929	0.00000	0.00000	-34.40	9846.15
63	2009.12.28 00:00	buy	32	0.10	1.04862	0.00000	0.00000
64	2009.12.28 05:00	close	32	0.10	1.04637	0.00000	0.00000	-21.50	9824.65
65	2009.12.28 06:00	sell	33	0.10	1.04659	0.00000	0.00000
66	2009.12.28 11:00	close	33	0.10	1.04918	0.00000	0.00000	-24.69	9799.96
67	2009.12.28 12:00	buy	34	0.10	1.04913	0.00000	0.00000
68	2009.12.28 15:00	close	34	0.10	1.04523	0.00000	0.00000	-37.31	9762.65
69	2009.12.28 16:00	sell	35	0.10	1.04584	0.00000	0.00000
70	2009.12.29 05:00	close	35	0.10	1.04434	0.00000	0.00000	14.31	9776.96
71	2009.12.29 06:00	buy	36	0.10	1.04418	0.00000	0.00000
72	2009.12.29 10:00	close	36	0.10	1.04049	0.00000	0.00000	-35.46	9741.50
73	2009.12.29 11:00	sell	37	0.10	1.04050	0.00000	0.00000
74	2009.12.29 19:00	close	37	0.10	1.04211	0.00000	0.00000	-15.45	9726.05
75	2009.12.29 20:00	buy	38	0.10	1.04219	0.00000	0.00000
76	2009.12.30 11:00	close	38	0.10	1.04725	0.00000	0.00000	48.25	9774.30
77	2009.12.30 12:00	sell	39	0.10	1.04725	0.00000	0.00000
78	2009.12.30 17:00	close	39	0.10	1.05140	0.00000	0.00000	-39.47	9734.83
79	2009.12.30 18:00	buy	40	0.10	1.05295	0.00000	0.00000
80	2009.12.31 11:00	close	40	0.10	1.05004	0.00000	0.00000	-27.91	9706.93
81	2009.12.31 12:00	sell	41	0.10	1.04815	0.00000	0.00000
82	2009.12.31 18:57	close at stop	41	0.10	1.04723	0.00000	0.00000	8.79	9715.72