Strategy Tester Report
e-BJF-PSAR
AlpariUS-Live (Build 399)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2011.01.03 00:00 - 2011.04.19 23:00 (2011.01.01 - 2011.04.20)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters_tmp1_=" --- Trade params ---"; AccDigits=5; SupportECN=false; AllowLongs=true; AllowShorts=true; Lots=1; StopLoss=160; TakeProfit=0; ReverseSignals=false; Slippage=3; Magic=20110422; _tmp2_=" --- Parabolic SAR ---"; PSAR.step=0.06; PSAR.maximum=0.1; PSAR.SignalBar=1; _tmp3_=" --- Chart ---"; clBuy=DodgerBlue; clSell=Red; clClose=Gold;
Bars in test2834Ticks modelled2822063Modelling quality72.51%
Mismatched charts errors1
Initial deposit10000.00
Total net profit6838.40Gross profit33553.20Gross loss-26714.80
Profit factor1.26Expected payoff53.01
Absolute drawdown1569.80Maximal drawdown4466.20 (31.58%)Relative drawdown31.58% (4466.20)
Total trades129Short positions (won %)64 (32.81%)Long positions (won %)65 (46.15%)
Profit trades (% of total)51 (39.53%)Loss trades (% of total)78 (60.47%)
Largestprofit trade3213.00loss trade-824.00
Averageprofit trade657.91loss trade-342.50
Maximumconsecutive wins (profit in money)5 (1798.40)consecutive losses (loss in money)8 (-2041.60)
Maximalconsecutive profit (count of wins)3274.20 (2)consecutive loss (count of losses)-2041.60 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.03 14:00buy11.001.334971.318970.00000
22011.01.04 08:00close11.001.334421.318970.00000-52.809947.20
32011.01.04 08:00sell21.001.334421.350420.00000
42011.01.04 11:00close21.001.339921.350420.00000-550.009397.20
52011.01.04 11:00buy31.001.339921.323920.00000
62011.01.04 17:00close31.001.331681.323920.00000-824.008573.20
72011.01.04 17:00sell41.001.331681.347680.00000
82011.01.07 15:00close41.001.299221.347680.000003213.0011786.20
92011.01.07 15:00buy51.001.299221.283220.00000
102011.01.07 16:00close51.001.296031.283220.00000-319.0011467.20
112011.01.07 16:00sell61.001.296031.312030.00000
122011.01.10 13:00close61.001.291001.312030.00000496.4011963.60
132011.01.10 13:00buy71.001.291001.275000.00000
142011.01.10 14:00close71.001.289251.275000.00000-175.0011788.60
152011.01.10 14:00sell81.001.289251.305250.00000
162011.01.10 16:00close81.001.291421.305250.00000-217.0011571.60
172011.01.10 16:00buy91.001.291421.275420.00000
182011.01.11 03:00close91.001.295711.275420.00000431.2012002.80
192011.01.11 03:00sell101.001.295711.311710.00000
202011.01.11 13:00close101.001.295991.311710.00000-28.0011974.80
212011.01.11 13:00buy111.001.295991.279990.00000
222011.01.11 16:00close111.001.291391.279990.00000-460.0011514.80
232011.01.11 16:00sell121.001.291391.307390.00000
242011.01.11 18:00close121.001.297851.307390.00000-646.0010868.80
252011.01.11 18:00buy131.001.297851.281850.00000
262011.01.12 13:00close131.001.296961.281850.00000-86.8010782.00
272011.01.12 13:00sell141.001.296961.312960.00000
282011.01.12 16:00close141.001.304431.312960.00000-747.0010035.00
292011.01.12 16:00buy151.001.304431.288430.00000
302011.01.14 14:00close151.001.334791.288430.000003044.8013079.80
312011.01.14 14:00sell161.001.334791.350790.00000
322011.01.17 14:00close161.001.332431.350790.00000229.4013309.20
332011.01.17 14:00buy171.001.332431.316430.00000
342011.01.18 00:00close171.001.327691.316430.00000-471.8012837.40
352011.01.18 00:00sell181.001.327691.343690.00000
362011.01.18 06:00close181.001.331671.343690.00000-398.0012439.40
372011.01.18 06:00buy191.001.331671.315670.00000
382011.01.19 01:00close191.001.337721.315670.00000607.2013046.60
392011.01.19 01:00sell201.001.337721.353720.00000
402011.01.19 05:00close201.001.344761.353720.00000-704.0012342.60
412011.01.19 05:00buy211.001.344761.328760.00000
422011.01.19 21:00close211.001.346001.328760.00000124.0012466.60
432011.01.19 21:00sell221.001.346001.362000.00000
442011.01.20 11:00close221.001.349071.362000.00000-326.8012139.80
452011.01.20 11:00buy231.001.349071.333070.00000
462011.01.20 15:00close231.001.344951.333070.00000-412.0011727.80
472011.01.20 15:00sell241.001.344951.360950.00000
482011.01.21 02:00close241.001.346381.360950.00000-149.6011578.20
492011.01.21 02:00buy251.001.346381.330380.00000
502011.01.24 10:00close251.001.357181.330380.000001082.2012660.40
512011.01.24 10:00sell261.001.357181.373180.00000
522011.01.24 16:00close261.001.364151.373180.00000-697.0011963.40
532011.01.24 16:00buy271.001.364151.348150.00000
542011.01.25 10:00close271.001.363651.348150.00000-47.8011915.60
552011.01.25 10:00sell281.001.363651.379650.00000
562011.01.25 17:00close281.001.367441.379650.00000-379.0011536.60
572011.01.25 17:00buy291.001.367441.351440.00000
582011.01.26 15:00close291.001.367721.351440.0000030.2011566.80
592011.01.26 15:00sell301.001.367721.383720.00000
602011.01.26 21:00close301.001.368491.383720.00000-77.0011489.80
612011.01.26 21:00buy311.001.368491.352490.00000
622011.01.27 09:00close311.001.366811.352490.00000-161.4011328.40
632011.01.27 09:00sell321.001.366811.382810.00000
642011.01.27 12:00close321.001.374131.382810.00000-732.0010596.40
652011.01.27 12:00buy331.001.374131.358130.00000
662011.01.28 03:00close331.001.369811.358130.00000-429.8010166.60
672011.01.28 03:00sell341.001.369811.385810.00000
682011.01.28 12:00close341.001.371521.385810.00000-171.009995.60
692011.01.28 12:00buy351.001.371521.355520.00000
702011.01.28 16:00close351.001.370851.355520.00000-67.009928.60
712011.01.28 16:00sell361.001.370851.386850.00000
722011.01.31 11:00close361.001.364361.386850.00000642.4010571.00
732011.01.31 11:00buy371.001.364361.348360.00000
742011.02.02 13:00close371.001.380111.348360.000001579.4012150.40
752011.02.02 13:00sell381.001.380111.396110.00000
762011.02.03 01:00close381.001.381741.396110.00000-182.8011967.60
772011.02.03 01:00buy391.001.381741.365740.00000
782011.02.03 10:00close391.001.379661.365740.00000-208.0011759.60
792011.02.03 10:00sell401.001.379661.395660.00000
802011.02.07 04:00close401.001.362151.395660.000001737.8013497.40
812011.02.07 04:00buy411.001.362151.346150.00000
822011.02.07 12:00close411.001.357251.346150.00000-490.0013007.40
832011.02.07 12:00sell421.001.357251.373250.00000
842011.02.07 21:00close421.001.358771.373250.00000-152.0012855.40
852011.02.07 21:00buy431.001.358771.342770.00000
862011.02.08 22:00close431.001.363211.342770.00000446.2013301.60
872011.02.08 22:00sell441.001.363211.379210.00000
882011.02.09 08:00close441.001.365221.379210.00000-207.6013094.00
892011.02.09 08:00buy451.001.365221.349220.00000
902011.02.09 12:00close451.001.361541.349220.00000-368.0012726.00
912011.02.09 12:00sell461.001.361541.377540.00000
922011.02.09 15:00close461.001.367071.377540.00000-553.0012173.00
932011.02.09 15:00buy471.001.367071.351070.00000
942011.02.10 07:00close471.001.368791.351070.00000178.6012351.60
952011.02.10 07:00sell481.001.368791.384790.00000
962011.02.14 05:00close481.001.353611.384790.000001504.8013856.40
972011.02.14 05:00buy491.001.353611.337610.00000
982011.02.14 10:00close491.001.347471.337610.00000-614.0013242.40
992011.02.14 10:00sell501.001.347471.363470.00000
1002011.02.15 02:00close501.001.350111.363470.00000-270.6012971.80
1012011.02.15 02:00buy511.001.350111.334110.00000
1022011.02.15 09:00close511.001.346961.334110.00000-315.0012656.80
1032011.02.15 09:00sell521.001.346961.362960.00000
1042011.02.15 11:00close521.001.350991.362960.00000-403.0012253.80
1052011.02.15 11:00buy531.001.350991.334990.00000
1062011.02.15 19:00close531.001.351751.334990.0000076.0012329.80
1072011.02.15 19:00sell541.001.351751.367750.00000
1082011.02.16 03:00close541.001.352381.367750.00000-69.6012260.20
1092011.02.16 03:00buy551.001.352381.336380.00000
1102011.02.16 14:00close551.001.351281.336380.00000-110.0012150.20
1112011.02.16 14:00sell561.001.351281.367280.00000
1122011.02.16 18:00close561.001.354731.367280.00000-345.0011805.20
1132011.02.16 18:00buy571.001.354731.338730.00000
1142011.02.17 10:00close571.001.355371.338730.0000070.6011875.80
1152011.02.17 10:00sell581.001.355371.371370.00000
1162011.02.17 16:00close581.001.359651.371370.00000-428.0011447.80
1172011.02.17 16:00buy591.001.359651.343650.00000
1182011.02.18 09:00close591.001.359291.343650.00000-33.8011414.00
1192011.02.18 09:00sell601.001.359291.375290.00000
1202011.02.18 14:00close601.001.360791.375290.00000-150.0011264.00
1212011.02.18 14:00buy611.001.360791.344790.00000
1222011.02.21 15:00close611.001.366531.344790.00000576.2011840.20
1232011.02.21 15:00sell621.001.366531.382530.00000
1242011.02.22 12:00close621.001.363871.382530.00000259.4012099.60
1252011.02.22 12:00buy631.001.363871.347870.00000
1262011.02.24 08:00close631.001.374121.347870.000001033.8013133.40
1272011.02.24 08:00sell641.001.374121.390120.00000
1282011.02.24 11:00close641.001.378971.390120.00000-485.0012648.40
1292011.02.24 11:00buy651.001.378971.362970.00000
1302011.02.25 11:00close651.001.381901.362970.00000295.2012943.60
1312011.02.25 11:00sell661.001.381901.397900.00000
1322011.02.28 07:00close661.001.376411.397900.00000542.4013486.00
1332011.02.28 07:00buy671.001.376411.360410.00000
1342011.03.01 07:00close671.001.380601.360410.00000421.2013907.20
1352011.03.01 07:00sell681.001.380601.396600.00000
1362011.03.01 11:00close681.001.383431.396600.00000-283.0013624.20
1372011.03.01 11:00buy691.001.383431.367430.00000
1382011.03.01 17:00close691.001.383011.367430.00000-42.0013582.20
1392011.03.01 17:00sell701.001.383011.399010.00000
1402011.03.02 11:00close701.001.379301.399010.00000364.4013946.60
1412011.03.02 11:00buy711.001.379301.363300.00000
1422011.03.03 10:00close711.001.384171.363300.00000493.6014440.20
1432011.03.03 10:00sell721.001.384171.400170.00000
1442011.03.03 13:00close721.001.386941.400170.00000-277.0014163.20
1452011.03.03 13:00buy731.001.386941.370940.00000
1462011.03.07 03:00close731.001.397801.370940.000001090.4015253.60
1472011.03.07 03:00sell741.001.397801.413800.00000
1482011.03.07 09:00close741.001.397541.413800.0000026.0015279.60
1492011.03.07 09:00buy751.001.397541.381540.00000
1502011.03.07 10:00close751.001.398651.381540.00000111.0015390.60
1512011.03.07 10:00sell761.001.398651.414650.00000
1522011.03.07 11:00close761.001.402781.414650.00000-413.0014977.60
1532011.03.07 11:00buy771.001.402781.386780.00000
1542011.03.07 18:00close771.001.397621.386780.00000-516.0014461.60
1552011.03.07 18:00sell781.001.397621.413620.00000
1562011.03.09 09:00close781.001.390461.413620.00000702.8015164.40
1572011.03.09 09:00buy791.001.390461.374460.00000
1582011.03.09 10:00close791.001.387381.374460.00000-308.0014856.40
1592011.03.09 10:00sell801.001.387381.403380.00000
1602011.03.09 13:00close801.001.393151.403380.00000-577.0014279.40
1612011.03.09 13:00buy811.001.393151.377150.00000
1622011.03.10 05:00close811.001.387891.377150.00000-519.4013760.00
1632011.03.10 05:00sell821.001.387891.403890.00000
1642011.03.11 04:00close821.001.382641.403890.00000518.4014278.40
1652011.03.11 04:00buy831.001.382641.366640.00000
1662011.03.11 09:00close831.001.381031.366640.00000-161.0014117.40
1672011.03.11 09:00sell841.001.381031.397030.00000
1682011.03.11 10:00close841.001.383351.397030.00000-232.0013885.40
1692011.03.11 10:00buy851.001.383351.367350.00000
1702011.03.11 12:00close851.001.377021.367350.00000-633.0013252.40
1712011.03.11 12:00sell861.001.377021.393020.00000
1722011.03.11 16:00close861.001.381751.393020.00000-473.0012779.40
1732011.03.11 16:00buy871.001.381751.365750.00000
1742011.03.15 04:00close871.001.394411.365750.000001270.4014049.80
1752011.03.15 04:00sell881.001.394411.410410.00000
1762011.03.15 16:00close881.001.396681.410410.00000-227.0013822.80
1772011.03.15 16:00buy891.001.396681.380680.00000
1782011.03.16 11:00close891.001.395941.380680.00000-71.8013751.00
1792011.03.16 11:00sell901.001.395941.411940.00000
1802011.03.16 23:00close901.001.393351.411940.00000259.0014010.00
1812011.03.16 23:00buy911.001.393351.377350.00000
1822011.03.17 01:00close911.001.388361.377350.00000-492.4013517.60
1832011.03.17 01:00sell921.001.388361.404360.00000
1842011.03.17 09:00close921.001.395701.404360.00000-734.0012783.60
1852011.03.17 09:00buy931.001.395701.379700.00000
1862011.03.18 02:00close931.001.400501.379700.00000482.2013265.80
1872011.03.18 02:00sell941.001.400501.416500.00000
1882011.03.18 03:00close941.001.406411.416500.00000-591.0012674.80
1892011.03.18 03:00buy951.001.406411.390410.00000
1902011.03.21 15:00close951.001.416421.390410.000001003.2013678.00
1912011.03.21 15:00sell961.001.416421.432420.00000
1922011.03.21 16:00close961.001.417401.432420.00000-98.0013580.00
1932011.03.21 16:00buy971.001.417401.401400.00000
1942011.03.22 14:00close971.001.421161.401400.00000378.2013958.20
1952011.03.22 14:00sell981.001.421161.437160.00000
1962011.03.23 10:00close981.001.418691.437160.00000240.4014198.60
1972011.03.23 10:00buy991.001.418691.402690.00000
1982011.03.23 13:00close991.001.414131.402690.00000-456.0013742.60
1992011.03.23 13:00sell1001.001.414131.430130.00000
2002011.03.24 11:00close1001.001.412601.430130.00000133.2013875.80
2012011.03.24 11:00buy1011.001.412601.396600.00000
2022011.03.25 10:00close1011.001.414741.396600.00000216.2014092.00
2032011.03.25 10:00sell1021.001.414741.430740.00000
2042011.03.28 16:00close1021.001.409581.430740.00000509.4014601.40
2052011.03.28 16:00buy1031.001.409581.393580.00000
2062011.03.29 04:00close1031.001.407611.393580.00000-194.8014406.60
2072011.03.29 04:00sell1041.001.407611.423610.00000
2082011.03.29 08:00close1041.001.411811.423610.00000-420.0013986.60
2092011.03.29 08:00buy1051.001.411811.395810.00000
2102011.03.29 13:00close1051.001.408281.395810.00000-353.0013633.60
2112011.03.29 13:00sell1061.001.408281.424280.00000
2122011.03.29 22:00close1061.001.410341.424280.00000-206.0013427.60
2132011.03.29 22:00buy1071.001.410341.394340.00000
2142011.03.30 05:00close1071.001.408471.394340.00000-184.8013242.80
2152011.03.30 05:00sell1081.001.408471.424470.00000
2162011.03.30 11:00close1081.001.410031.424470.00000-156.0013086.80
2172011.03.30 11:00buy1091.001.410031.394030.00000
2182011.03.30 13:00close1091.001.408801.394030.00000-123.0012963.80
2192011.03.30 13:00sell1101.001.408801.424800.00000
2202011.03.30 19:00close1101.001.412841.424800.00000-404.0012559.80
2212011.03.30 19:00buy1111.001.412841.396840.00000
2222011.03.31 22:00close1111.001.417241.396840.00000446.6013006.40
2232011.03.31 22:00sell1121.001.417241.433240.00000
2242011.04.01 18:00close1121.001.421531.433240.00000-435.6012570.80
2252011.04.01 18:00buy1131.001.421531.405530.00000
2262011.04.04 18:00close1131.001.421871.405530.0000036.2012607.00
2272011.04.04 18:00sell1141.001.421871.437870.00000
2282011.04.05 17:00close1141.001.420481.437870.00000132.4012739.40
2292011.04.05 17:00buy1151.001.420481.404480.00000
2302011.04.07 05:00close1151.001.430341.404480.00000994.8013734.20
2312011.04.07 05:00sell1161.001.430341.446340.00000
2322011.04.07 15:00close1161.001.426951.446340.00000339.0014073.20
2332011.04.07 15:00buy1171.001.426951.410950.00000
2342011.04.07 16:00close1171.001.429911.410950.00000296.0014369.20
2352011.04.07 16:00sell1181.001.429911.445910.00000
2362011.04.07 22:00close1181.001.430411.445910.00000-50.0014319.20
2372011.04.07 22:00buy1191.001.430411.414410.00000
2382011.04.11 14:00close1191.001.443791.414410.000001342.4015661.60
2392011.04.11 14:00sell1201.001.443791.459790.00000
2402011.04.12 10:00close1201.001.442741.459790.0000098.4015760.00
2412011.04.12 10:00buy1211.001.442741.426740.00000
2422011.04.13 04:00close1211.001.446011.426740.00000329.2016089.20
2432011.04.13 04:00sell1221.001.446011.462010.00000
2442011.04.13 09:00close1221.001.451041.462010.00000-503.0015586.20
2452011.04.13 09:00buy1231.001.451041.435040.00000
2462011.04.13 16:00close1231.001.447551.435040.00000-349.0015237.20
2472011.04.13 16:00sell1241.001.447551.463550.00000
2482011.04.14 06:00close1241.001.446341.463550.00000101.2015338.40
2492011.04.14 06:00buy1251.001.446341.430340.00000
2502011.04.14 12:00close1251.001.441151.430340.00000-519.0014819.40
2512011.04.14 12:00sell1261.001.441151.457150.00000
2522011.04.14 19:00close1261.001.448521.457150.00000-737.0014082.40
2532011.04.14 19:00buy1271.001.448521.432520.00000
2542011.04.15 11:00close1271.001.445901.432520.00000-259.8013822.60
2552011.04.15 11:00sell1281.001.445901.461900.00000
2562011.04.19 09:00close1281.001.424361.461900.000002140.8015963.40
2572011.04.19 09:00buy1291.001.424361.408360.00000
2582011.04.19 23:59close at stop1291.001.433111.408360.00000875.0016838.40