Report Result : psar - Desynced Forex Repository

Strategy Tester Report

psar

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=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	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	29.33	Gross profit	1996.62	Gross loss	-1967.29
Profit factor	1.01	Expected payoff	0.34
Absolute drawdown	414.88	Maximal drawdown	493.88 (4.90%)	Relative drawdown	4.90% (493.88)

Total trades	86	Short positions (won %)	43 (37.21%)	Long positions (won %)	43 (41.86%)
		Profit trades (% of total)	34 (39.53%)	Loss trades (% of total)	52 (60.47%)
Largest		profit trade	202.44	loss trade	-153.00
Average		profit trade	58.72	loss trade	-37.83
Maximum		consecutive wins (profit in money)	4 (96.27)	consecutive losses (loss in money)	8 (-341.16)
Maximal		consecutive profit (count of wins)	273.57 (3)	consecutive loss (count of losses)	-341.16 (8)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 01:00	sell	1	0.10	1.61369	0.00000	0.00000
2	2010.01.04 12:00	close	1	0.10	1.61752	0.00000	0.00000	-38.30	9961.70
3	2010.01.04 13:00	buy	2	0.10	1.62209	0.00000	0.00000
4	2010.01.04 19:00	close	2	0.10	1.61251	0.00000	0.00000	-95.80	9865.90
5	2010.01.04 20:00	sell	3	0.10	1.60976	0.00000	0.00000
6	2010.01.05 09:00	close	3	0.10	1.61005	0.00000	0.00000	-3.13	9862.77
7	2010.01.05 10:00	buy	4	0.10	1.60448	0.00000	0.00000
8	2010.01.05 12:00	close	4	0.10	1.59996	0.00000	0.00000	-45.20	9817.57
9	2010.01.05 13:00	sell	5	0.10	1.60116	0.00000	0.00000
10	2010.01.06 10:00	close	5	0.10	1.60417	0.00000	0.00000	-30.33	9787.24
11	2010.01.06 11:00	buy	6	0.10	1.60234	0.00000	0.00000
12	2010.01.06 15:00	close	6	0.10	1.59680	0.00000	0.00000	-55.40	9731.84
13	2010.01.06 16:00	sell	7	0.10	1.59468	0.00000	0.00000
14	2010.01.06 19:00	close	7	0.10	1.59958	0.00000	0.00000	-49.00	9682.84
15	2010.01.06 20:00	buy	8	0.10	1.59913	0.00000	0.00000
16	2010.01.07 08:00	close	8	0.10	1.59673	0.00000	0.00000	-24.00	9658.84
17	2010.01.07 09:00	sell	9	0.10	1.59514	0.00000	0.00000
18	2010.01.07 22:00	close	9	0.10	1.59397	0.00000	0.00000	11.70	9670.54
19	2010.01.07 23:00	buy	10	0.10	1.59304	0.00000	0.00000
20	2010.01.08 16:00	close	10	0.10	1.60299	0.00000	0.00000	99.50	9770.04
21	2010.01.08 17:00	buy	11	0.10	1.59624	0.00000	0.00000
22	2010.01.08 19:00	close	11	0.10	1.60043	0.00000	0.00000	41.90	9811.94
23	2010.01.08 20:00	sell	12	0.10	1.60254	0.00000	0.00000
24	2010.01.11 02:00	close	12	0.10	1.60780	0.00000	0.00000	-52.83	9759.11
25	2010.01.11 03:00	buy	13	0.10	1.60743	0.00000	0.00000
26	2010.01.11 20:00	close	13	0.10	1.61146	0.00000	0.00000	40.30	9799.41
27	2010.01.11 21:00	sell	14	0.10	1.60983	0.00000	0.00000
28	2010.01.12 09:00	close	14	0.10	1.60966	0.00000	0.00000	1.47	9800.88
29	2010.01.12 10:00	buy	15	0.10	1.61012	0.00000	0.00000
30	2010.01.12 11:00	close	15	0.10	1.61350	0.00000	0.00000	33.80	9834.68
31	2010.01.12 13:00	buy	16	0.10	1.61402	0.00000	0.00000
32	2010.01.13 03:00	close	16	0.10	1.61609	0.00000	0.00000	20.70	9855.38
33	2010.01.13 04:00	sell	17	0.10	1.61509	0.00000	0.00000
34	2010.01.13 07:00	close	17	0.10	1.61792	0.00000	0.00000	-28.30	9827.08
35	2010.01.13 08:00	buy	18	0.10	1.62147	0.00000	0.00000
36	2010.01.14 01:00	close	18	0.10	1.62810	0.00000	0.00000	66.30	9893.38
37	2010.01.14 02:00	sell	19	0.10	1.63012	0.00000	0.00000
38	2010.01.14 03:00	close	19	0.10	1.62975	0.00000	0.00000	3.70	9897.08
39	2010.01.14 04:00	buy	20	0.10	1.63040	0.00000	0.00000
40	2010.01.14 11:00	close	20	0.10	1.62809	0.00000	0.00000	-23.10	9873.98
41	2010.01.14 13:00	buy	21	0.10	1.62707	0.00000	0.00000
42	2010.01.14 14:00	close	21	0.10	1.62573	0.00000	0.00000	-13.40	9860.58
43	2010.01.14 15:00	sell	22	0.10	1.63109	0.00000	0.00000
44	2010.01.14 17:00	close	22	0.10	1.63123	0.00000	0.00000	-1.40	9859.18
45	2010.01.14 18:00	buy	23	0.10	1.63193	0.00000	0.00000
46	2010.01.15 05:00	close	23	0.10	1.63231	0.00000	0.00000	3.80	9862.98
47	2010.01.15 06:00	sell	24	0.10	1.63342	0.00000	0.00000
48	2010.01.15 07:00	close	24	0.10	1.63361	0.00000	0.00000	-1.90	9861.08
49	2010.01.15 08:00	buy	25	0.10	1.63451	0.00000	0.00000
50	2010.01.15 13:00	close	25	0.10	1.62881	0.00000	0.00000	-57.00	9804.08
51	2010.01.15 14:00	sell	26	0.10	1.63085	0.00000	0.00000
52	2010.01.18 06:00	close	26	0.10	1.63092	0.00000	0.00000	-0.93	9803.15
53	2010.01.18 07:00	buy	27	0.10	1.63065	0.00000	0.00000
54	2010.01.19 00:00	close	27	0.10	1.63465	0.00000	0.00000	40.00	9843.15
55	2010.01.19 01:00	sell	28	0.10	1.63510	0.00000	0.00000
56	2010.01.19 03:00	close	28	0.10	1.64200	0.00000	0.00000	-69.00	9774.15
57	2010.01.19 04:00	buy	29	0.10	1.64087	0.00000	0.00000
58	2010.01.19 14:00	close	29	0.10	1.63330	0.00000	0.00000	-75.70	9698.45
59	2010.01.19 15:00	sell	30	0.10	1.63414	0.00000	0.00000
60	2010.01.20 17:00	close	30	0.10	1.62773	0.00000	0.00000	63.87	9762.32
61	2010.01.20 18:00	buy	31	0.10	1.62862	0.00000	0.00000
62	2010.01.21 05:00	close	31	0.10	1.62627	0.00000	0.00000	-23.50	9738.82
63	2010.01.21 06:00	sell	32	0.10	1.62680	0.00000	0.00000
64	2010.01.21 17:00	close	32	0.10	1.61752	0.00000	0.00000	92.80	9831.62
65	2010.01.21 18:00	buy	33	0.10	1.62123	0.00000	0.00000
66	2010.01.22 04:00	close	33	0.10	1.62078	0.00000	0.00000	-4.50	9827.12
67	2010.01.22 05:00	sell	34	0.10	1.62131	0.00000	0.00000
68	2010.01.22 09:00	close	34	0.10	1.62498	0.00000	0.00000	-36.70	9790.42
69	2010.01.22 10:00	buy	35	0.10	1.62650	0.00000	0.00000
70	2010.01.22 14:00	close	35	0.10	1.61120	0.00000	0.00000	-153.00	9637.42
71	2010.01.22 15:00	sell	36	0.10	1.61018	0.00000	0.00000
72	2010.01.25 08:00	close	36	0.10	1.61311	0.00000	0.00000	-29.53	9607.89
73	2010.01.25 09:00	buy	37	0.10	1.61402	0.00000	0.00000
74	2010.01.26 06:00	close	37	0.10	1.62078	0.00000	0.00000	67.60	9675.49
75	2010.01.26 07:00	sell	38	0.10	1.62055	0.00000	0.00000
76	2010.01.26 11:00	close	38	0.10	1.61383	0.00000	0.00000	67.20	9742.69
77	2010.01.26 13:00	sell	39	0.10	1.61160	0.00000	0.00000
78	2010.01.27 03:00	close	39	0.10	1.61481	0.00000	0.00000	-32.33	9710.36
79	2010.01.27 04:00	buy	40	0.10	1.61329	0.00000	0.00000
80	2010.01.27 20:00	close	40	0.10	1.61717	0.00000	0.00000	38.80	9749.16
81	2010.01.27 21:00	sell	41	0.10	1.61725	0.00000	0.00000
82	2010.01.28 05:00	close	41	0.10	1.62115	0.00000	0.00000	-39.69	9709.47
83	2010.01.28 06:00	buy	42	0.10	1.61882	0.00000	0.00000
84	2010.01.28 18:00	close	42	0.10	1.61451	0.00000	0.00000	-43.10	9666.37
85	2010.01.28 19:00	sell	43	0.10	1.61350	0.00000	0.00000
86	2010.02.01 09:00	close	43	0.10	1.59321	0.00000	0.00000	202.44	9868.81
87	2010.02.01 10:00	buy	44	0.10	1.59250	0.00000	0.00000
88	2010.02.01 12:00	close	44	0.10	1.58602	0.00000	0.00000	-64.80	9804.01
89	2010.02.01 13:00	sell	45	0.10	1.58785	0.00000	0.00000
90	2010.02.01 17:00	close	45	0.10	1.59049	0.00000	0.00000	-26.40	9777.61
91	2010.02.01 18:00	buy	46	0.10	1.59231	0.00000	0.00000
92	2010.02.02 08:00	close	46	0.10	1.59549	0.00000	0.00000	31.80	9809.41
93	2010.02.02 09:00	sell	47	0.10	1.59494	0.00000	0.00000
94	2010.02.02 17:00	close	47	0.10	1.59681	0.00000	0.00000	-18.70	9790.71
95	2010.02.02 18:00	buy	48	0.10	1.59661	0.00000	0.00000
96	2010.02.03 14:00	close	48	0.10	1.59632	0.00000	0.00000	-2.90	9787.81
97	2010.02.03 15:00	sell	49	0.10	1.59423	0.00000	0.00000
98	2010.02.04 05:00	close	49	0.10	1.59024	0.00000	0.00000	39.21	9827.02
99	2010.02.04 06:00	buy	50	0.10	1.59031	0.00000	0.00000
100	2010.02.04 09:00	close	50	0.10	1.58808	0.00000	0.00000	-22.30	9804.72
101	2010.02.04 10:00	sell	51	0.10	1.58788	0.00000	0.00000
102	2010.02.05 02:00	close	51	0.10	1.57425	0.00000	0.00000	136.07	9940.79
103	2010.02.05 03:00	buy	52	0.10	1.57372	0.00000	0.00000
104	2010.02.05 05:00	close	52	0.10	1.57418	0.00000	0.00000	4.60	9945.39
105	2010.02.05 06:00	sell	53	0.10	1.57319	0.00000	0.00000
106	2010.02.05 14:00	close	53	0.10	1.56944	0.00000	0.00000	37.50	9982.89
107	2010.02.05 15:00	buy	54	0.10	1.57212	0.00000	0.00000
108	2010.02.05 17:00	close	54	0.10	1.56434	0.00000	0.00000	-77.80	9905.09
109	2010.02.05 18:00	sell	55	0.10	1.56165	0.00000	0.00000
110	2010.02.08 11:00	close	55	0.10	1.55763	0.00000	0.00000	39.97	9945.06
111	2010.02.08 12:00	buy	56	0.10	1.55787	0.00000	0.00000
112	2010.02.09 00:00	close	56	0.10	1.55889	0.00000	0.00000	10.20	9955.26
113	2010.02.09 01:00	sell	57	0.10	1.55715	0.00000	0.00000
114	2010.02.09 09:00	close	57	0.10	1.56447	0.00000	0.00000	-73.20	9882.06
115	2010.02.09 10:00	buy	58	0.10	1.55881	0.00000	0.00000
116	2010.02.09 13:00	close	58	0.10	1.55776	0.00000	0.00000	-10.50	9871.56
117	2010.02.09 14:00	sell	59	0.10	1.56339	0.00000	0.00000
118	2010.02.09 17:00	close	59	0.10	1.56092	0.00000	0.00000	24.70	9896.26
119	2010.02.09 18:00	buy	60	0.10	1.56777	0.00000	0.00000
120	2010.02.10 06:00	close	60	0.10	1.56744	0.00000	0.00000	-3.30	9892.96
121	2010.02.10 07:00	sell	61	0.10	1.56717	0.00000	0.00000
122	2010.02.10 13:00	close	61	0.10	1.56584	0.00000	0.00000	13.30	9906.26
123	2010.02.10 15:00	sell	62	0.10	1.56131	0.00000	0.00000
124	2010.02.11 03:00	close	62	0.10	1.56389	0.00000	0.00000	-26.49	9879.77
125	2010.02.11 04:00	buy	63	0.10	1.56417	0.00000	0.00000
126	2010.02.11 11:00	close	63	0.10	1.55788	0.00000	0.00000	-62.90	9816.87
127	2010.02.11 12:00	sell	64	0.10	1.56018	0.00000	0.00000
128	2010.02.11 14:00	close	64	0.10	1.56244	0.00000	0.00000	-22.60	9794.27
129	2010.02.11 15:00	buy	65	0.10	1.56096	0.00000	0.00000
130	2010.02.12 10:00	close	65	0.10	1.57158	0.00000	0.00000	106.20	9900.47
131	2010.02.12 11:00	buy	66	0.10	1.56554	0.00000	0.00000
132	2010.02.12 13:00	close	66	0.10	1.56141	0.00000	0.00000	-41.30	9859.17
133	2010.02.12 14:00	sell	67	0.10	1.56001	0.00000	0.00000
134	2010.02.12 20:00	close	67	0.10	1.56735	0.00000	0.00000	-73.40	9785.77
135	2010.02.12 21:00	buy	68	0.10	1.56669	0.00000	0.00000
136	2010.02.15 10:00	close	68	0.10	1.56738	0.00000	0.00000	6.90	9792.67
137	2010.02.15 11:00	sell	69	0.10	1.56724	0.00000	0.00000
138	2010.02.15 14:00	close	69	0.10	1.56891	0.00000	0.00000	-16.70	9775.97
139	2010.02.15 15:00	buy	70	0.10	1.56651	0.00000	0.00000
140	2010.02.16 13:00	close	70	0.10	1.56974	0.00000	0.00000	32.30	9808.27
141	2010.02.16 14:00	sell	71	0.10	1.56727	0.00000	0.00000
142	2010.02.16 19:00	close	71	0.10	1.57735	0.00000	0.00000	-100.80	9707.47
143	2010.02.16 20:00	buy	72	0.10	1.57906	0.00000	0.00000
144	2010.02.17 13:00	close	72	0.10	1.57648	0.00000	0.00000	-25.80	9681.67
145	2010.02.17 14:00	sell	73	0.10	1.57898	0.00000	0.00000
146	2010.02.18 09:00	close	73	0.10	1.56216	0.00000	0.00000	167.51	9849.18
147	2010.02.18 11:00	sell	74	0.10	1.55763	0.00000	0.00000
148	2010.02.18 18:00	close	74	0.10	1.55819	0.00000	0.00000	-5.60	9843.58
149	2010.02.18 19:00	buy	75	0.10	1.56027	0.00000	0.00000
150	2010.02.18 20:00	close	75	0.10	1.56212	0.00000	0.00000	18.50	9862.08
151	2010.02.18 21:00	sell	76	0.10	1.56210	0.00000	0.00000
152	2010.02.19 16:00	close	76	0.10	1.54186	0.00000	0.00000	202.17	10064.25
153	2010.02.19 17:00	buy	77	0.10	1.54171	0.00000	0.00000
154	2010.02.22 09:00	close	77	0.10	1.54700	0.00000	0.00000	52.90	10117.15
155	2010.02.22 10:00	sell	78	0.10	1.54605	0.00000	0.00000
156	2010.02.22 11:00	close	78	0.10	1.54736	0.00000	0.00000	-13.10	10104.05
157	2010.02.22 13:00	sell	79	0.10	1.54708	0.00000	0.00000
158	2010.02.22 17:00	close	79	0.10	1.54920	0.00000	0.00000	-21.20	10082.85
159	2010.02.22 18:00	buy	80	0.10	1.54760	0.00000	0.00000
160	2010.02.23 12:00	close	80	0.10	1.54125	0.00000	0.00000	-63.50	10019.35
161	2010.02.23 13:00	sell	81	0.10	1.54069	0.00000	0.00000
162	2010.02.24 06:00	close	81	0.10	1.54474	0.00000	0.00000	-40.73	9978.62
163	2010.02.24 07:00	buy	82	0.10	1.54625	0.00000	0.00000
164	2010.02.24 16:00	close	82	0.10	1.54328	0.00000	0.00000	-29.70	9948.92
165	2010.02.24 17:00	sell	83	0.10	1.54483	0.00000	0.00000
166	2010.02.25 22:00	close	83	0.10	1.52707	0.00000	0.00000	176.91	10125.83
167	2010.02.25 23:00	buy	84	0.10	1.52639	0.00000	0.00000
168	2010.02.26 11:00	close	84	0.10	1.52546	0.00000	0.00000	-9.30	10116.53
169	2010.02.26 13:00	buy	85	0.10	1.52231	0.00000	0.00000
170	2010.02.26 14:00	close	85	0.10	1.51934	0.00000	0.00000	-29.70	10086.83
171	2010.02.26 15:00	sell	86	0.10	1.51936	0.00000	0.00000
172	2010.02.26 22:00	close	86	0.10	1.52511	0.00000	0.00000	-57.50	10029.33