Strategy Tester Report
SimpleStochDivergenceEAv2
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=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=0; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 33.68 | Gross profit | 166.75 | Gross loss | -133.07 |
| Profit factor | 1.25 | Expected payoff | 4.21 | ||
| Absolute drawdown | 36.65 | Maximal drawdown | 158.07 (1.56%) | Relative drawdown | 1.56% (158.07) |
| Total trades | 8 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 56.40 | loss trade | -75.00 | |
| Average | profit trade | 27.79 | loss trade | -66.53 | |
| Maximum | consecutive wins (profit in money) | 5 (110.35) | consecutive losses (loss in money) | 1 (-75.00) | |
| Maximal | consecutive profit (count of wins) | 110.35 (5) | consecutive loss (count of losses) | -75.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 23:00 | buy | 1 | 0.10 | 1.50806 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 10:00 | close | 1 | 0.10 | 1.50942 | 0.00000 | 0.00000 | 13.55 | 10013.55 |
| 3 | 2009.12.09 04:00 | sell | 2 | 0.10 | 1.47325 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.09 16:00 | close | 2 | 0.10 | 1.47137 | 0.00000 | 0.00000 | 18.80 | 10032.35 |
| 5 | 2009.12.16 00:00 | sell | 3 | 0.10 | 1.45367 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.16 09:00 | close | 3 | 0.10 | 1.45192 | 0.00000 | 0.00000 | 17.50 | 10049.85 |
| 7 | 2009.12.18 03:00 | sell | 4 | 0.10 | 1.43598 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.18 15:00 | close | 4 | 0.10 | 1.43181 | 0.00000 | 0.00000 | 41.70 | 10091.55 |
| 9 | 2009.12.22 03:00 | sell | 5 | 0.10 | 1.42927 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.22 14:00 | close | 5 | 0.10 | 1.42739 | 0.00000 | 0.00000 | 18.80 | 10110.35 |
| 11 | 2009.12.23 03:00 | sell | 6 | 0.10 | 1.42716 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.24 00:00 | close | 6 | 0.10 | 1.43294 | 0.00000 | 0.00000 | -58.07 | 10052.28 |
| 13 | 2009.12.30 09:00 | sell | 7 | 0.10 | 1.43547 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.30 16:00 | close | 7 | 0.10 | 1.42983 | 0.00000 | 0.00000 | 56.40 | 10108.68 |
| 15 | 2010.01.04 10:00 | sell | 8 | 0.10 | 1.43371 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.04 21:00 | close | 8 | 0.10 | 1.44121 | 0.00000 | 0.00000 | -75.00 | 10033.68 |