Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
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 | INFO="STOCH POWER EA V5.0"; OWN="Copyright © 2007, AZAM575&SYLARVAMPIRE&YUSOF786"; sq="--STOCH SETTING--"; K_Period=14; D_Period=3; Slow_Period=3; Stoch_TF=60; H_level=97; L_level=3; ChooseLineMode="Choose 1=mode main, 2=mode signal"; stochlinemode=1; ChooseeMAMode="Choose 1=mode SMA, 2=mode LWMA, 3=mode EMA"; stochMAmode=1; 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=1; 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=false; 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 | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 183.02 | Gross profit | 275.53 | Gross loss | -92.51 |
Profit factor | 2.98 | Expected payoff | 5.23 | ||
Absolute drawdown | 42.90 | Maximal drawdown | 106.30 (1.05%) | Relative drawdown | 1.05% (106.30) |
Total trades | 35 | Short positions (won %) | 35 (71.43%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 25 (71.43%) | Loss trades (% of total) | 10 (28.57%) | ||
Largest | profit trade | 48.83 | loss trade | -19.17 | |
Average | profit trade | 11.02 | loss trade | -9.25 | |
Maximum | consecutive wins (profit in money) | 8 (86.98) | consecutive losses (loss in money) | 2 (-34.62) | |
Maximal | consecutive profit (count of wins) | 110.24 (5) | consecutive loss (count of losses) | -34.62 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.08 22:00 | sell | 1 | 0.10 | 1.06368 | 0.00000 | 1.06336 | ||
2 | 2009.12.08 22:15 | t/p | 1 | 0.10 | 1.06336 | 0.00000 | 1.06336 | 3.01 | 10003.01 |
3 | 2009.12.08 22:15 | sell | 2 | 0.10 | 1.06286 | 0.00000 | 1.06254 | ||
4 | 2009.12.08 22:20 | t/p | 2 | 0.10 | 1.06254 | 0.00000 | 1.06254 | 3.01 | 10006.02 |
5 | 2009.12.08 22:20 | sell | 3 | 0.10 | 1.06232 | 0.00000 | 1.06200 | ||
6 | 2009.12.08 22:22 | sell | 4 | 0.20 | 1.06259 | 0.00000 | 1.06227 | ||
7 | 2009.12.08 22:27 | sell | 5 | 0.40 | 1.06286 | 0.00000 | 1.06254 | ||
8 | 2009.12.08 22:27 | t/p | 5 | 0.40 | 1.06254 | 0.00000 | 1.06254 | 12.05 | 10018.07 |
9 | 2009.12.08 22:37 | t/p | 4 | 0.20 | 1.06227 | 0.00000 | 1.06227 | 6.03 | 10024.10 |
10 | 2009.12.08 22:37 | close | 3 | 0.10 | 1.06224 | 0.00000 | 1.06200 | 0.75 | 10024.85 |
11 | 2009.12.08 22:40 | sell | 6 | 0.10 | 1.06284 | 0.00000 | 1.06252 | ||
12 | 2009.12.08 22:45 | sell | 7 | 0.20 | 1.06328 | 0.00000 | 1.06296 | ||
13 | 2009.12.08 22:50 | sell | 8 | 0.40 | 1.06372 | 0.00000 | 1.06340 | ||
14 | 2009.12.08 22:57 | t/p | 8 | 0.40 | 1.06340 | 0.00000 | 1.06340 | 12.04 | 10036.89 |
15 | 2009.12.08 22:57 | close | 7 | 0.20 | 1.06326 | 0.00000 | 1.06296 | 0.38 | 10037.27 |
16 | 2009.12.08 22:59 | close | 6 | 0.10 | 1.06376 | 0.00000 | 1.06252 | -8.65 | 10028.62 |
17 | 2009.12.17 08:00 | sell | 9 | 0.10 | 1.06863 | 0.00000 | 1.06831 | ||
18 | 2009.12.17 08:02 | t/p | 9 | 0.10 | 1.06831 | 0.00000 | 1.06831 | 2.99 | 10031.61 |
19 | 2009.12.17 08:02 | sell | 10 | 0.10 | 1.06770 | 0.00000 | 1.06738 | ||
20 | 2009.12.17 08:10 | sell | 11 | 0.20 | 1.06831 | 0.00000 | 1.06799 | ||
21 | 2009.12.17 08:15 | sell | 12 | 0.40 | 1.06876 | 0.00000 | 1.06844 | ||
22 | 2009.12.17 08:20 | sell | 13 | 0.80 | 1.06922 | 0.00000 | 1.06890 | ||
23 | 2009.12.17 08:27 | t/p | 13 | 0.80 | 1.06890 | 0.00000 | 1.06890 | 23.95 | 10055.56 |
24 | 2009.12.17 08:27 | close | 12 | 0.40 | 1.06874 | 0.00000 | 1.06844 | 0.75 | 10056.31 |
25 | 2009.12.17 08:27 | close | 11 | 0.20 | 1.06917 | 0.00000 | 1.06799 | -16.09 | 10040.22 |
26 | 2009.12.17 08:30 | close | 10 | 0.10 | 1.06915 | 0.00000 | 1.06738 | -13.56 | 10026.66 |
27 | 2009.12.17 08:32 | sell | 14 | 0.10 | 1.06884 | 0.00000 | 1.06852 | ||
28 | 2009.12.17 08:37 | sell | 15 | 0.20 | 1.06915 | 0.00000 | 1.06883 | ||
29 | 2009.12.17 08:40 | t/p | 14 | 0.10 | 1.06852 | 0.00000 | 1.06852 | 3.00 | 10029.66 |
30 | 2009.12.17 08:40 | t/p | 15 | 0.20 | 1.06883 | 0.00000 | 1.06883 | 6.00 | 10035.66 |
31 | 2009.12.17 08:40 | sell | 16 | 0.10 | 1.06791 | 0.00000 | 1.06759 | ||
32 | 2009.12.17 08:42 | sell | 17 | 0.20 | 1.06822 | 0.00000 | 1.06790 | ||
33 | 2009.12.17 08:45 | t/p | 16 | 0.10 | 1.06759 | 0.00000 | 1.06759 | 3.00 | 10038.66 |
34 | 2009.12.17 08:45 | t/p | 17 | 0.20 | 1.06790 | 0.00000 | 1.06790 | 6.00 | 10044.66 |
35 | 2009.12.17 08:45 | sell | 18 | 0.10 | 1.06699 | 0.00000 | 1.06667 | ||
36 | 2009.12.17 08:47 | sell | 19 | 0.20 | 1.06730 | 0.00000 | 1.06698 | ||
37 | 2009.12.17 08:50 | t/p | 18 | 0.10 | 1.06667 | 0.00000 | 1.06667 | 3.00 | 10047.66 |
38 | 2009.12.17 08:50 | t/p | 19 | 0.20 | 1.06698 | 0.00000 | 1.06698 | 6.00 | 10053.66 |
39 | 2009.12.17 08:50 | sell | 20 | 0.10 | 1.06575 | 0.00000 | 1.06543 | ||
40 | 2009.12.17 08:52 | sell | 21 | 0.20 | 1.06637 | 0.00000 | 1.06605 | ||
41 | 2009.12.17 08:57 | sell | 22 | 0.40 | 1.06699 | 0.00000 | 1.06667 | ||
42 | 2009.12.17 08:59 | t/p | 22 | 0.40 | 1.06667 | 0.00000 | 1.06667 | 12.00 | 10065.66 |
43 | 2009.12.17 09:10 | sell | 23 | 0.40 | 1.06676 | 0.00000 | 1.06644 | ||
44 | 2009.12.17 09:15 | sell | 24 | 0.80 | 1.06711 | 0.00000 | 1.06679 | ||
45 | 2009.12.17 09:20 | sell | 25 | 1.60 | 1.06747 | 0.00000 | 1.06715 | ||
46 | 2009.12.17 09:27 | t/p | 25 | 1.60 | 1.06715 | 0.00000 | 1.06715 | 47.98 | 10113.64 |
47 | 2009.12.17 09:27 | close | 24 | 0.80 | 1.06712 | 0.00000 | 1.06679 | -0.75 | 10112.89 |
48 | 2009.12.17 09:27 | close | 23 | 0.40 | 1.06673 | 0.00000 | 1.06644 | 1.12 | 10114.01 |
49 | 2009.12.17 09:30 | close | 21 | 0.20 | 1.06674 | 0.00000 | 1.06605 | -6.94 | 10107.07 |
50 | 2009.12.17 09:32 | close | 20 | 0.10 | 1.06653 | 0.00000 | 1.06543 | -7.31 | 10099.76 |
51 | 2009.12.30 04:00 | sell | 26 | 0.10 | 1.04625 | 0.00000 | 1.04593 | ||
52 | 2009.12.30 04:10 | sell | 27 | 0.20 | 1.04651 | 0.00000 | 1.04619 | ||
53 | 2009.12.30 04:20 | sell | 28 | 0.40 | 1.04690 | 0.00000 | 1.04658 | ||
54 | 2009.12.30 04:27 | t/p | 28 | 0.40 | 1.04658 | 0.00000 | 1.04658 | 12.23 | 10111.99 |
55 | 2009.12.30 04:27 | close | 27 | 0.20 | 1.04658 | 0.00000 | 1.04619 | -1.34 | 10110.65 |
56 | 2009.12.30 04:30 | close | 26 | 0.10 | 1.04659 | 0.00000 | 1.04593 | -3.25 | 10107.40 |
57 | 2009.12.30 04:32 | sell | 29 | 0.10 | 1.04674 | 0.00000 | 1.04642 | ||
58 | 2009.12.30 04:35 | sell | 30 | 0.20 | 1.04703 | 0.00000 | 1.04671 | ||
59 | 2009.12.30 04:37 | t/p | 30 | 0.20 | 1.04671 | 0.00000 | 1.04671 | 6.11 | 10113.51 |
60 | 2009.12.30 04:40 | sell | 31 | 0.20 | 1.04792 | 0.00000 | 1.04760 | ||
61 | 2009.12.30 04:45 | sell | 32 | 0.40 | 1.04881 | 0.00000 | 1.04849 | ||
62 | 2009.12.30 04:50 | sell | 33 | 0.80 | 1.04970 | 0.00000 | 1.04938 | ||
63 | 2009.12.30 04:52 | t/p | 33 | 0.80 | 1.04938 | 0.00000 | 1.04938 | 24.40 | 10137.91 |
64 | 2009.12.30 04:52 | sell | 34 | 0.80 | 1.04911 | 0.00000 | 1.04879 | ||
65 | 2009.12.30 04:55 | sell | 35 | 1.60 | 1.04940 | 0.00000 | 1.04908 | ||
66 | 2009.12.30 04:57 | t/p | 34 | 0.80 | 1.04879 | 0.00000 | 1.04879 | 24.42 | 10162.33 |
67 | 2009.12.30 04:57 | t/p | 35 | 1.60 | 1.04908 | 0.00000 | 1.04908 | 48.83 | 10211.16 |
68 | 2009.12.30 04:57 | close | 32 | 0.40 | 1.04864 | 0.00000 | 1.04849 | 6.48 | 10217.64 |
69 | 2009.12.30 04:59 | close | 31 | 0.20 | 1.04873 | 0.00000 | 1.04760 | -15.45 | 10202.19 |
70 | 2009.12.30 05:00 | close | 29 | 0.10 | 1.04875 | 0.00000 | 1.04642 | -19.17 | 10183.02 |