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; 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=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 | 188.96 | Gross profit | 473.13 | Gross loss | -284.17 |
Profit factor | 1.66 | Expected payoff | 8.59 | ||
Absolute drawdown | 534.88 | Maximal drawdown | 545.75 (5.45%) | Relative drawdown | 5.45% (545.75) |
Total trades | 22 | Short positions (won %) | 22 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
Largest | profit trade | 195.28 | loss trade | -75.13 | |
Average | profit trade | 43.01 | loss trade | -25.83 | |
Maximum | consecutive wins (profit in money) | 4 (398.13) | consecutive losses (loss in money) | 4 (-219.65) | |
Maximal | consecutive profit (count of wins) | 398.13 (4) | consecutive loss (count of losses) | -219.65 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | 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 22:30 | t/p | 2 | 0.10 | 1.06254 | 0.00000 | 1.06254 | 3.02 | 10006.03 |
5 | 2009.12.08 22:30 | sell | 3 | 0.10 | 1.06228 | 0.00000 | 1.06196 | ||
6 | 2009.12.08 22:40 | sell | 4 | 0.20 | 1.06284 | 0.00000 | 1.06252 | ||
7 | 2009.12.08 22:45 | sell | 5 | 0.40 | 1.06328 | 0.00000 | 1.06296 | ||
8 | 2009.12.08 22:50 | sell | 6 | 0.80 | 1.06372 | 0.00000 | 1.06340 | ||
9 | 2009.12.08 22:57 | t/p | 6 | 0.80 | 1.06340 | 0.00000 | 1.06340 | 24.08 | 10030.11 |
10 | 2009.12.08 22:57 | close | 5 | 0.40 | 1.06338 | 0.00000 | 1.06296 | -3.76 | 10026.35 |
11 | 2009.12.08 22:59 | close | 4 | 0.20 | 1.06388 | 0.00000 | 1.06252 | -19.55 | 10006.80 |
12 | 2009.12.08 23:00 | close | 3 | 0.10 | 1.06397 | 0.00000 | 1.06196 | -15.88 | 9990.92 |
13 | 2009.12.17 07:00 | sell | 7 | 0.10 | 1.06914 | 0.00000 | 1.06882 | ||
14 | 2009.12.17 07:10 | sell | 8 | 0.20 | 1.06957 | 0.00000 | 1.06925 | ||
15 | 2009.12.17 07:15 | sell | 9 | 0.40 | 1.06999 | 0.00000 | 1.06967 | ||
16 | 2009.12.17 07:20 | sell | 10 | 0.80 | 1.07042 | 0.00000 | 1.07010 | ||
17 | 2009.12.17 07:27 | t/p | 10 | 0.80 | 1.07010 | 0.00000 | 1.07010 | 23.92 | 10014.84 |
18 | 2009.12.17 07:27 | close | 9 | 0.40 | 1.07010 | 0.00000 | 1.06967 | -4.11 | 10010.73 |
19 | 2009.12.17 07:27 | close | 8 | 0.20 | 1.07016 | 0.00000 | 1.06925 | -11.03 | 9999.70 |
20 | 2009.12.17 07:30 | close | 7 | 0.10 | 1.07018 | 0.00000 | 1.06882 | -9.72 | 9989.98 |
21 | 2009.12.17 07:33 | sell | 11 | 0.10 | 1.06919 | 0.00000 | 1.06887 | ||
22 | 2009.12.17 07:46 | t/p | 11 | 0.10 | 1.06887 | 0.00000 | 1.06887 | 3.00 | 9992.98 |
23 | 2009.12.17 07:46 | sell | 12 | 0.10 | 1.06790 | 0.00000 | 1.06758 | ||
24 | 2009.12.17 07:50 | sell | 13 | 0.20 | 1.06827 | 0.00000 | 1.06795 | ||
25 | 2009.12.17 07:56 | sell | 14 | 0.40 | 1.06864 | 0.00000 | 1.06832 | ||
26 | 2009.12.17 08:02 | t/p | 13 | 0.20 | 1.06795 | 0.00000 | 1.06795 | 5.99 | 9998.97 |
27 | 2009.12.17 08:02 | t/p | 14 | 0.40 | 1.06832 | 0.00000 | 1.06832 | 11.98 | 10010.95 |
28 | 2009.12.17 08:02 | close | 12 | 0.10 | 1.06795 | 0.00000 | 1.06758 | -0.47 | 10010.48 |
29 | 2009.12.30 04:00 | sell | 15 | 0.10 | 1.04625 | 0.00000 | 1.04593 | ||
30 | 2009.12.30 04:10 | sell | 16 | 0.20 | 1.04651 | 0.00000 | 1.04619 | ||
31 | 2009.12.30 04:20 | sell | 17 | 0.40 | 1.04690 | 0.00000 | 1.04658 | ||
32 | 2009.12.30 04:40 | sell | 18 | 0.80 | 1.04792 | 0.00000 | 1.04760 | ||
33 | 2009.12.30 04:45 | sell | 19 | 1.60 | 1.04881 | 0.00000 | 1.04849 | ||
34 | 2009.12.30 04:50 | sell | 20 | 3.20 | 1.04970 | 0.00000 | 1.04938 | ||
35 | 2009.12.30 04:52 | t/p | 20 | 3.20 | 1.04938 | 0.00000 | 1.04938 | 97.58 | 10108.06 |
36 | 2009.12.30 04:52 | sell | 21 | 3.20 | 1.04911 | 0.00000 | 1.04879 | ||
37 | 2009.12.30 04:55 | sell | 22 | 6.40 | 1.04940 | 0.00000 | 1.04908 | ||
38 | 2009.12.30 04:57 | t/p | 21 | 3.20 | 1.04879 | 0.00000 | 1.04879 | 97.64 | 10205.70 |
39 | 2009.12.30 04:57 | t/p | 22 | 6.40 | 1.04908 | 0.00000 | 1.04908 | 195.28 | 10400.98 |
40 | 2009.12.30 04:57 | close | 19 | 1.60 | 1.04876 | 0.00000 | 1.04849 | 7.63 | 10408.61 |
41 | 2009.12.30 04:59 | close | 18 | 0.80 | 1.04885 | 0.00000 | 1.04760 | -70.93 | 10337.68 |
42 | 2009.12.30 05:00 | close | 17 | 0.40 | 1.04887 | 0.00000 | 1.04658 | -75.13 | 10262.55 |
43 | 2009.12.30 05:02 | close | 16 | 0.20 | 1.04901 | 0.00000 | 1.04619 | -47.66 | 10214.89 |
44 | 2009.12.30 05:05 | close | 15 | 0.10 | 1.04897 | 0.00000 | 1.04593 | -25.93 | 10188.96 |