Strategy Tester Report
Stoch Power EA_5h
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 V5.0H 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 | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 59.70 | Gross profit | 73.03 | Gross loss | -13.33 |
Profit factor | 5.48 | Expected payoff | 4.59 | ||
Absolute drawdown | 29.17 | Maximal drawdown | 56.16 (0.56%) | Relative drawdown | 0.56% (56.16) |
Total trades | 13 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
Largest | profit trade | 24.55 | loss trade | -7.13 | |
Average | profit trade | 7.30 | loss trade | -4.44 | |
Maximum | consecutive wins (profit in money) | 9 (61.03) | consecutive losses (loss in money) | 2 (-8.63) | |
Maximal | consecutive profit (count of wins) | 61.03 (9) | consecutive loss (count of losses) | -8.63 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.18 05:30 | buy | 1 | 0.10 | 1.06642 | 0.00000 | 1.06674 | ||
2 | 2009.12.18 05:45 | buy | 2 | 0.20 | 1.06607 | 0.00000 | 1.06639 | ||
3 | 2009.12.18 05:50 | buy | 3 | 0.40 | 1.06560 | 0.00000 | 1.06592 | ||
4 | 2009.12.18 06:05 | t/p | 3 | 0.40 | 1.06592 | 0.00000 | 1.06592 | 12.00 | 10012.00 |
5 | 2009.12.18 06:05 | close | 2 | 0.20 | 1.06599 | 0.00000 | 1.06639 | -1.50 | 10010.50 |
6 | 2009.12.18 06:07 | close | 1 | 0.10 | 1.06566 | 0.00000 | 1.06674 | -7.13 | 10003.37 |
7 | 2009.12.23 14:30 | buy | 4 | 0.10 | 1.04941 | 0.00000 | 1.04973 | ||
8 | 2009.12.23 14:33 | t/p | 4 | 0.10 | 1.04973 | 0.00000 | 1.04973 | 3.04 | 10006.41 |
9 | 2009.12.23 14:33 | buy | 5 | 0.10 | 1.05050 | 0.00000 | 1.05082 | ||
10 | 2009.12.23 14:36 | buy | 6 | 0.20 | 1.05028 | 0.00000 | 1.05060 | ||
11 | 2009.12.23 14:40 | t/p | 5 | 0.10 | 1.05082 | 0.00000 | 1.05082 | 3.05 | 10009.46 |
12 | 2009.12.23 14:40 | t/p | 6 | 0.20 | 1.05060 | 0.00000 | 1.05060 | 6.09 | 10015.55 |
13 | 2009.12.23 14:40 | buy | 7 | 0.10 | 1.05116 | 0.00000 | 1.05148 | ||
14 | 2009.12.23 14:46 | t/p | 7 | 0.10 | 1.05148 | 0.00000 | 1.05148 | 3.04 | 10018.59 |
15 | 2009.12.28 09:15 | sell | 8 | 0.10 | 1.04862 | 0.00000 | 1.04830 | ||
16 | 2009.12.28 09:37 | sell | 9 | 0.20 | 1.04886 | 0.00000 | 1.04854 | ||
17 | 2009.12.28 09:45 | t/p | 9 | 0.20 | 1.04854 | 0.00000 | 1.04854 | 6.11 | 10024.70 |
18 | 2009.12.28 09:45 | close | 8 | 0.10 | 1.04838 | 0.00000 | 1.04830 | 2.29 | 10026.99 |
19 | 2009.12.28 18:00 | buy | 10 | 0.10 | 1.04314 | 0.00000 | 1.04346 | ||
20 | 2009.12.28 18:03 | buy | 11 | 0.20 | 1.04268 | 0.00000 | 1.04300 | ||
21 | 2009.12.28 18:10 | buy | 12 | 0.40 | 1.04233 | 0.00000 | 1.04265 | ||
22 | 2009.12.28 18:16 | buy | 13 | 0.80 | 1.04187 | 0.00000 | 1.04219 | ||
23 | 2009.12.28 18:26 | t/p | 12 | 0.40 | 1.04265 | 0.00000 | 1.04265 | 12.28 | 10039.27 |
24 | 2009.12.28 18:26 | t/p | 13 | 0.80 | 1.04219 | 0.00000 | 1.04219 | 24.55 | 10063.82 |
25 | 2009.12.28 18:26 | close | 11 | 0.20 | 1.04271 | 0.00000 | 1.04300 | 0.58 | 10064.40 |
26 | 2009.12.28 18:30 | close | 10 | 0.10 | 1.04265 | 0.00000 | 1.04346 | -4.70 | 10059.70 |