Report Result : psar - 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=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	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-482.06	Gross profit	451.36	Gross loss	-933.42
Profit factor	0.48	Expected payoff	-10.48
Absolute drawdown	509.33	Maximal drawdown	548.88 (5.47%)	Relative drawdown	5.47% (548.88)

Total trades	46	Short positions (won %)	24 (37.50%)	Long positions (won %)	22 (40.91%)
		Profit trades (% of total)	18 (39.13%)	Loss trades (% of total)	28 (60.87%)
Largest		profit trade	101.48	loss trade	-140.08
Average		profit trade	25.08	loss trade	-33.34
Maximum		consecutive wins (profit in money)	5 (238.35)	consecutive losses (loss in money)	9 (-301.81)
Maximal		consecutive profit (count of wins)	238.35 (5)	consecutive loss (count of losses)	-301.81 (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	buy	1	0.10	1.00332	0.00000	0.00000
2	2009.12.01 02:00	close	1	0.10	1.00463	0.00000	0.00000	13.04	10013.04
3	2009.12.01 03:00	sell	2	0.10	1.00437	0.00000	0.00000
4	2009.12.01 08:00	close	2	0.10	1.00403	0.00000	0.00000	3.39	10016.43
5	2009.12.01 09:00	buy	3	0.10	1.00350	0.00000	0.00000
6	2009.12.01 10:00	close	3	0.10	1.00012	0.00000	0.00000	-33.80	9982.63
7	2009.12.01 11:00	sell	4	0.10	1.00054	0.00000	0.00000
8	2009.12.02 08:00	close	4	0.10	0.99917	0.00000	0.00000	13.64	9996.27
9	2009.12.02 09:00	buy	5	0.10	0.99931	0.00000	0.00000
10	2009.12.03 02:00	close	5	0.10	0.99953	0.00000	0.00000	2.35	9998.62
11	2009.12.03 03:00	sell	6	0.10	0.99981	0.00000	0.00000
12	2009.12.03 18:00	close	6	0.10	0.99960	0.00000	0.00000	2.10	10000.72
13	2009.12.03 19:00	buy	7	0.10	0.99887	0.00000	0.00000
14	2009.12.04 10:00	close	7	0.10	1.00011	0.00000	0.00000	12.45	10013.17
15	2009.12.04 11:00	sell	8	0.10	0.99952	0.00000	0.00000
16	2009.12.04 18:00	close	8	0.10	1.01372	0.00000	0.00000	-140.08	9873.09
17	2009.12.04 19:00	buy	9	0.10	1.01398	0.00000	0.00000
18	2009.12.07 08:00	close	9	0.10	1.01463	0.00000	0.00000	6.46	9879.55
19	2009.12.07 09:00	sell	10	0.10	1.01582	0.00000	0.00000
20	2009.12.07 11:00	close	10	0.10	1.02106	0.00000	0.00000	-51.32	9828.23
21	2009.12.07 12:00	buy	11	0.10	1.02091	0.00000	0.00000
22	2009.12.07 20:00	close	11	0.10	1.01659	0.00000	0.00000	-42.50	9785.73
23	2009.12.07 21:00	sell	12	0.10	1.01933	0.00000	0.00000
24	2009.12.08 10:00	close	12	0.10	1.01934	0.00000	0.00000	-0.17	9785.56
25	2009.12.08 11:00	buy	13	0.10	1.01774	0.00000	0.00000
26	2009.12.09 06:00	close	13	0.10	1.02593	0.00000	0.00000	79.88	9865.44
27	2009.12.09 07:00	sell	14	0.10	1.02541	0.00000	0.00000
28	2009.12.09 17:00	close	14	0.10	1.02484	0.00000	0.00000	5.56	9871.00
29	2009.12.09 18:00	buy	15	0.10	1.02623	0.00000	0.00000
30	2009.12.10 03:00	close	15	0.10	1.02601	0.00000	0.00000	-1.99	9869.01
31	2009.12.10 04:00	sell	16	0.10	1.02607	0.00000	0.00000
32	2009.12.10 11:00	close	16	0.10	1.02713	0.00000	0.00000	-10.32	9858.69
33	2009.12.10 12:00	buy	17	0.10	1.02515	0.00000	0.00000
34	2009.12.10 14:00	close	17	0.10	1.02596	0.00000	0.00000	7.90	9866.59
35	2009.12.10 15:00	sell	18	0.10	1.02518	0.00000	0.00000
36	2009.12.11 05:00	close	18	0.10	1.02615	0.00000	0.00000	-9.52	9857.07
37	2009.12.11 06:00	buy	19	0.10	1.02644	0.00000	0.00000
38	2009.12.11 12:00	close	19	0.10	1.02501	0.00000	0.00000	-13.95	9843.12
39	2009.12.11 13:00	sell	20	0.10	1.02437	0.00000	0.00000
40	2009.12.11 17:00	close	20	0.10	1.03432	0.00000	0.00000	-96.20	9746.92
41	2009.12.11 18:00	buy	21	0.10	1.03562	0.00000	0.00000
42	2009.12.14 07:00	close	21	0.10	1.03129	0.00000	0.00000	-41.94	9704.98
43	2009.12.14 08:00	sell	22	0.10	1.03172	0.00000	0.00000
44	2009.12.14 14:00	close	22	0.10	1.03292	0.00000	0.00000	-11.62	9693.36
45	2009.12.14 15:00	buy	23	0.10	1.03311	0.00000	0.00000
46	2009.12.16 02:00	close	23	0.10	1.04057	0.00000	0.00000	71.79	9765.15
47	2009.12.16 03:00	sell	24	0.10	1.04037	0.00000	0.00000
48	2009.12.16 11:00	close	24	0.10	1.03956	0.00000	0.00000	7.79	9772.94
49	2009.12.16 12:00	sell	25	0.10	1.03920	0.00000	0.00000
50	2009.12.16 22:00	close	25	0.10	1.03853	0.00000	0.00000	6.45	9779.39
51	2009.12.16 23:00	buy	26	0.10	1.03846	0.00000	0.00000
52	2009.12.17 18:00	close	26	0.10	1.04909	0.00000	0.00000	101.48	9880.86
53	2009.12.17 19:00	sell	27	0.10	1.04826	0.00000	0.00000
54	2009.12.18 02:00	close	27	0.10	1.04295	0.00000	0.00000	50.84	9931.71
55	2009.12.18 04:00	sell	28	0.10	1.04026	0.00000	0.00000
56	2009.12.18 18:00	close	28	0.10	1.04527	0.00000	0.00000	-47.93	9883.78
57	2009.12.18 19:00	buy	29	0.10	1.04346	0.00000	0.00000
58	2009.12.21 02:00	close	29	0.10	1.04169	0.00000	0.00000	-16.94	9866.83
59	2009.12.21 03:00	sell	30	0.10	1.04195	0.00000	0.00000
60	2009.12.21 11:00	close	30	0.10	1.04422	0.00000	0.00000	-21.74	9845.09
61	2009.12.21 12:00	buy	31	0.10	1.04270	0.00000	0.00000
62	2009.12.21 15:00	close	31	0.10	1.04052	0.00000	0.00000	-20.95	9824.14
63	2009.12.21 16:00	sell	32	0.10	1.04280	0.00000	0.00000
64	2009.12.21 22:00	close	32	0.10	1.04588	0.00000	0.00000	-29.45	9794.69
65	2009.12.21 23:00	buy	33	0.10	1.04605	0.00000	0.00000
66	2009.12.22 18:00	close	33	0.10	1.04850	0.00000	0.00000	23.42	9818.11
67	2009.12.22 19:00	sell	34	0.10	1.04678	0.00000	0.00000
68	2009.12.23 06:00	close	34	0.10	1.04917	0.00000	0.00000	-22.85	9795.26
69	2009.12.23 07:00	buy	35	0.10	1.04866	0.00000	0.00000
70	2009.12.23 13:00	close	35	0.10	1.04674	0.00000	0.00000	-18.34	9776.92
71	2009.12.23 14:00	sell	36	0.10	1.04255	0.00000	0.00000
72	2009.12.24 07:00	close	36	0.10	1.03912	0.00000	0.00000	32.80	9809.73
73	2009.12.24 08:00	buy	37	0.10	1.03829	0.00000	0.00000
74	2009.12.24 12:00	close	37	0.10	1.03509	0.00000	0.00000	-30.92	9778.81
75	2009.12.24 13:00	sell	38	0.10	1.03371	0.00000	0.00000
76	2009.12.24 17:00	close	38	0.10	1.03832	0.00000	0.00000	-44.40	9734.41
77	2009.12.24 18:00	buy	39	0.10	1.03689	0.00000	0.00000
78	2009.12.28 12:00	close	39	0.10	1.03517	0.00000	0.00000	-16.52	9717.89
79	2009.12.28 13:00	sell	40	0.10	1.03372	0.00000	0.00000
80	2009.12.29 01:00	close	40	0.10	1.03540	0.00000	0.00000	-16.30	9701.59
81	2009.12.29 02:00	buy	41	0.10	1.03578	0.00000	0.00000
82	2009.12.29 09:00	close	41	0.10	1.03098	0.00000	0.00000	-46.56	9655.03
83	2009.12.29 10:00	sell	42	0.10	1.02953	0.00000	0.00000
84	2009.12.29 18:00	close	42	0.10	1.03657	0.00000	0.00000	-67.92	9587.11
85	2009.12.29 19:00	buy	43	0.10	1.03770	0.00000	0.00000
86	2009.12.30 11:00	close	43	0.10	1.03661	0.00000	0.00000	-10.47	9576.64
87	2009.12.30 12:00	sell	44	0.10	1.03649	0.00000	0.00000
88	2009.12.30 17:00	close	44	0.10	1.04079	0.00000	0.00000	-41.31	9535.33
89	2009.12.30 18:00	buy	45	0.10	1.03914	0.00000	0.00000
90	2009.12.30 20:00	close	45	0.10	1.03630	0.00000	0.00000	-27.41	9507.92
91	2009.12.30 21:00	sell	46	0.10	1.03686	0.00000	0.00000
92	2009.12.31 18:00	close	46	0.10	1.03580	0.00000	0.00000	10.02	9517.94