Strategy Tester Report
Stoch Power EA_5h
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 | INFO="Stoch Power EA V5.0H Build 005"; OWN="Copyright © 2008, David E. Fulton"; sq="--STOCH SETTING--"; K_Period=14; D_Period=3; Slow_Period=3; Stoch_TF=15; shift=1; H_level=97; L_level=3; ChooseeMAMode="Choose 1=mode SMA, 2=mode LWMA, 3=mode EMA"; stochMAmode=2; ExitWithSTOCH=false; sb="--TRADE SETTING--"; Lots=0.1; TakeProfit=32; MyMoneyProfitTarget=false; My_Money_Profit_Target=50; multiply=2; MaxTrades=15; Pips=22; StopLoss=0; TrailingStop=0; MM="--MOney Management--"; MMSwicth="if one the lots size will increase based on account size"; mm=0; riskset="risk to calculate the lots size (only if mm is enabled)"; risk=1; accounttypes="0 if Normal Lots, 1 for mini lots, 2 for micro lots"; AccountType=2; magicnumber="--MAgic No--"; MagicNumber=222777; so="--CUTLOSS SETTING--"; SecureProfitProtection=false; SP="If profit made is bigger than SecureProfit we close the orders"; SecureProfit=20; OTP="Number of orders to enable the account protection"; OrderstoProtect=3; ASP="if one will check profit from all symbols, if cero only this symbol"; AllSymbolsProtect=false; EP="if true, then the expert will protect the account equity to the percent specified"; EquityProtection=false; AEP="percent of the account to protect on a set of trades"; AccountEquityPercentProtection=90; AMP="if true, then the expert will use money protection to the USD specified"; AccountMoneyProtection=false; AccountMoneyProtectionValue=3000; TradingTime="--trading time setting--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=0; StopHour1=3; TradeEuropeanMarket=false; StartHour2=9; StopHour2=11; TradeNewYorkMarket=false; StartHour3=15; StopHour3=17; TradeOnFriday=true; OtherSetting="--Others Setting--"; reverse="if one the desition to go long/short will be reversed"; ReverseCondition=false; limitorder="if true, instead open market orders it will open limit orders "; SetLimitOrders=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -49.00 | Gross profit | 165.70 | Gross loss | -214.70 |
Profit factor | 0.77 | Expected payoff | -2.58 | ||
Absolute drawdown | 234.70 | Maximal drawdown | 294.10 (2.92%) | Relative drawdown | 2.92% (294.10) |
Total trades | 19 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 102.40 | loss trade | -72.00 | |
Average | profit trade | 12.75 | loss trade | -35.78 | |
Maximum | consecutive wins (profit in money) | 7 (47.30) | consecutive losses (loss in money) | 5 (-214.00) | |
Maximal | consecutive profit (count of wins) | 115.20 (5) | consecutive loss (count of losses) | -214.00 (5) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 07:30 | buy | 1 | 0.10 | 1.50002 | 0.00000 | 1.50034 | ||
2 | 2009.12.01 07:32 | buy | 2 | 0.20 | 1.49933 | 0.00000 | 1.49965 | ||
3 | 2009.12.01 07:37 | buy | 3 | 0.40 | 1.49907 | 0.00000 | 1.49939 | ||
4 | 2009.12.01 07:40 | t/p | 2 | 0.20 | 1.49965 | 0.00000 | 1.49965 | 6.40 | 10006.40 |
5 | 2009.12.01 07:40 | t/p | 3 | 0.40 | 1.49939 | 0.00000 | 1.49939 | 12.80 | 10019.20 |
6 | 2009.12.01 07:40 | close | 1 | 0.10 | 1.50033 | 0.00000 | 1.50034 | 3.10 | 10022.30 |
7 | 2009.12.01 07:42 | buy | 4 | 0.10 | 1.50012 | 0.00000 | 1.50044 | ||
8 | 2009.12.01 07:45 | t/p | 4 | 0.10 | 1.50044 | 0.00000 | 1.50044 | 3.20 | 10025.50 |
9 | 2009.12.04 18:15 | buy | 5 | 0.10 | 1.48886 | 0.00000 | 1.48918 | ||
10 | 2009.12.04 18:20 | t/p | 5 | 0.10 | 1.48918 | 0.00000 | 1.48918 | 3.20 | 10028.70 |
11 | 2009.12.04 18:20 | buy | 6 | 0.10 | 1.48924 | 0.00000 | 1.48956 | ||
12 | 2009.12.04 18:22 | buy | 7 | 0.20 | 1.48898 | 0.00000 | 1.48930 | ||
13 | 2009.12.04 18:27 | buy | 8 | 0.40 | 1.48873 | 0.00000 | 1.48905 | ||
14 | 2009.12.04 18:45 | t/p | 8 | 0.40 | 1.48905 | 0.00000 | 1.48905 | 12.80 | 10041.50 |
15 | 2009.12.04 18:45 | close | 7 | 0.20 | 1.48927 | 0.00000 | 1.48930 | 5.80 | 10047.30 |
16 | 2009.12.04 18:47 | close | 6 | 0.10 | 1.48917 | 0.00000 | 1.48956 | -0.70 | 10046.60 |
17 | 2009.12.04 20:15 | buy | 9 | 0.10 | 1.48383 | 0.00000 | 1.48415 | ||
18 | 2009.12.04 20:32 | t/p | 9 | 0.10 | 1.48415 | 0.00000 | 1.48415 | 3.20 | 10049.80 |
19 | 2009.12.09 05:00 | sell | 10 | 0.10 | 1.47317 | 0.00000 | 1.47285 | ||
20 | 2009.12.09 05:10 | t/p | 10 | 0.10 | 1.47285 | 0.00000 | 1.47285 | 3.20 | 10053.00 |
21 | 2009.12.09 05:10 | sell | 11 | 0.10 | 1.47279 | 0.00000 | 1.47247 | ||
22 | 2009.12.09 05:20 | t/p | 11 | 0.10 | 1.47247 | 0.00000 | 1.47247 | 3.20 | 10056.20 |
23 | 2009.12.21 16:45 | buy | 12 | 0.10 | 1.43218 | 0.00000 | 1.43250 | ||
24 | 2009.12.21 16:50 | t/p | 12 | 0.10 | 1.43250 | 0.00000 | 1.43250 | 3.20 | 10059.40 |
25 | 2009.12.21 16:50 | buy | 13 | 0.10 | 1.43265 | 0.00000 | 1.43297 | ||
26 | 2009.12.21 16:52 | buy | 14 | 0.20 | 1.43234 | 0.00000 | 1.43266 | ||
27 | 2009.12.21 16:57 | buy | 15 | 0.40 | 1.43202 | 0.00000 | 1.43234 | ||
28 | 2009.12.21 16:59 | buy | 16 | 0.80 | 1.43133 | 0.00000 | 1.43165 | ||
29 | 2009.12.21 17:15 | buy | 17 | 1.60 | 1.43083 | 0.00000 | 1.43115 | ||
30 | 2009.12.21 17:20 | buy | 18 | 3.20 | 1.43038 | 0.00000 | 1.43070 | ||
31 | 2009.12.21 17:27 | t/p | 18 | 3.20 | 1.43070 | 0.00000 | 1.43070 | 102.40 | 10161.80 |
32 | 2009.12.21 17:27 | close | 17 | 1.60 | 1.43077 | 0.00000 | 1.43115 | -9.60 | 10152.20 |
33 | 2009.12.21 17:27 | close | 16 | 0.80 | 1.43043 | 0.00000 | 1.43165 | -72.00 | 10080.20 |
34 | 2009.12.21 17:30 | close | 15 | 0.40 | 1.43039 | 0.00000 | 1.43234 | -65.20 | 10015.00 |
35 | 2009.12.21 17:32 | close | 14 | 0.20 | 1.43014 | 0.00000 | 1.43266 | -44.00 | 9971.00 |
36 | 2009.12.21 17:35 | close | 13 | 0.10 | 1.43033 | 0.00000 | 1.43297 | -23.20 | 9947.80 |
37 | 2009.12.24 08:45 | sell | 19 | 0.10 | 1.43661 | 0.00000 | 1.43629 | ||
38 | 2009.12.24 09:03 | t/p | 19 | 0.10 | 1.43629 | 0.00000 | 1.43629 | 3.20 | 9951.00 |