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 V3.0"; OWN="Copyright © 2007, AZAM575&SYLARVAMPIRE&YUSOF786"; sq="--STOCH SETTING--"; K_Period=17; D_Period=3; Slow_Period=3; Stoch_TF=60; H_level=97; L_level=3; 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 | -9206.44 | Gross profit | 699.73 | Gross loss | -9906.17 |
Profit factor | 0.07 | Expected payoff | -236.06 | ||
Absolute drawdown | 9206.44 | Maximal drawdown | 9630.42 (92.39%) | Relative drawdown | 92.39% (9630.42) |
Total trades | 39 | Short positions (won %) | 27 (40.74%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 19 (48.72%) | Loss trades (% of total) | 20 (51.28%) | ||
Largest | profit trade | 383.33 | loss trade | -4349.51 | |
Average | profit trade | 36.83 | loss trade | -495.31 | |
Maximum | consecutive wins (profit in money) | 6 (32.69) | consecutive losses (loss in money) | 8 (-9546.53) | |
Maximal | consecutive profit (count of wins) | 604.95 (3) | consecutive loss (count of losses) | -9546.53 (8) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 17:10 | buy | 1 | 0.10 | 1.04285 | 0.00000 | 1.04317 | ||
2 | 2009.12.01 17:15 | buy | 2 | 0.20 | 1.04213 | 0.00000 | 1.04245 | ||
3 | 2009.12.01 17:20 | buy | 3 | 0.40 | 1.04118 | 0.00000 | 1.04150 | ||
4 | 2009.12.01 17:35 | t/p | 3 | 0.40 | 1.04150 | 0.00000 | 1.04150 | 12.29 | 10012.29 |
5 | 2009.12.01 17:35 | close | 2 | 0.20 | 1.04150 | 0.00000 | 1.04245 | -12.10 | 10000.19 |
6 | 2009.12.01 17:37 | close | 1 | 0.10 | 1.04104 | 0.00000 | 1.04317 | -17.39 | 9982.80 |
7 | 2009.12.07 18:00 | buy | 4 | 0.10 | 1.05132 | 0.00000 | 1.05164 | ||
8 | 2009.12.07 18:03 | t/p | 4 | 0.10 | 1.05164 | 0.00000 | 1.05164 | 3.04 | 9985.84 |
9 | 2009.12.07 18:03 | buy | 5 | 0.10 | 1.05240 | 0.00000 | 1.05272 | ||
10 | 2009.12.07 18:16 | t/p | 5 | 0.10 | 1.05272 | 0.00000 | 1.05272 | 3.04 | 9988.88 |
11 | 2009.12.07 18:40 | buy | 6 | 0.10 | 1.05186 | 0.00000 | 1.05218 | ||
12 | 2009.12.07 18:45 | buy | 7 | 0.20 | 1.05053 | 0.00000 | 1.05085 | ||
13 | 2009.12.07 18:50 | buy | 8 | 0.40 | 1.04877 | 0.00000 | 1.04909 | ||
14 | 2009.12.07 18:57 | t/p | 8 | 0.40 | 1.04909 | 0.00000 | 1.04909 | 12.19 | 10001.07 |
15 | 2009.12.07 18:57 | close | 7 | 0.20 | 1.04989 | 0.00000 | 1.05085 | -12.19 | 9988.88 |
16 | 2009.12.07 18:59 | close | 6 | 0.10 | 1.04979 | 0.00000 | 1.05218 | -19.72 | 9969.16 |
17 | 2009.12.08 20:15 | sell | 9 | 0.10 | 1.06501 | 0.00000 | 1.06469 | ||
18 | 2009.12.08 20:20 | sell | 10 | 0.20 | 1.06562 | 0.00000 | 1.06530 | ||
19 | 2009.12.08 20:27 | t/p | 10 | 0.20 | 1.06530 | 0.00000 | 1.06530 | 6.01 | 9975.17 |
20 | 2009.12.08 20:27 | close | 9 | 0.10 | 1.06485 | 0.00000 | 1.06469 | 1.50 | 9976.67 |
21 | 2009.12.08 20:45 | sell | 11 | 0.10 | 1.06609 | 0.00000 | 1.06577 | ||
22 | 2009.12.08 20:50 | sell | 12 | 0.20 | 1.06695 | 0.00000 | 1.06663 | ||
23 | 2009.12.08 20:57 | t/p | 12 | 0.20 | 1.06663 | 0.00000 | 1.06663 | 6.00 | 9982.67 |
24 | 2009.12.08 20:57 | close | 11 | 0.10 | 1.06644 | 0.00000 | 1.06577 | -3.28 | 9979.39 |
25 | 2009.12.08 20:59 | sell | 13 | 0.10 | 1.06684 | 0.00000 | 1.06652 | ||
26 | 2009.12.08 21:15 | t/p | 13 | 0.10 | 1.06652 | 0.00000 | 1.06652 | 3.00 | 9982.39 |
27 | 2009.12.09 13:03 | buy | 14 | 0.10 | 1.05996 | 0.00000 | 1.06028 | ||
28 | 2009.12.09 13:20 | t/p | 14 | 0.10 | 1.06028 | 0.00000 | 1.06028 | 3.02 | 9985.41 |
29 | 2009.12.17 04:00 | sell | 15 | 0.10 | 1.06639 | 0.00000 | 1.06607 | ||
30 | 2009.12.17 04:15 | sell | 16 | 0.20 | 1.06697 | 0.00000 | 1.06665 | ||
31 | 2009.12.17 04:20 | sell | 17 | 0.40 | 1.06738 | 0.00000 | 1.06706 | ||
32 | 2009.12.17 04:32 | t/p | 17 | 0.40 | 1.06706 | 0.00000 | 1.06706 | 12.00 | 9997.41 |
33 | 2009.12.17 04:32 | close | 16 | 0.20 | 1.06704 | 0.00000 | 1.06665 | -1.31 | 9996.10 |
34 | 2009.12.17 04:35 | close | 15 | 0.10 | 1.06715 | 0.00000 | 1.06607 | -7.12 | 9988.98 |
35 | 2009.12.17 04:40 | sell | 18 | 0.10 | 1.06686 | 0.00000 | 1.06654 | ||
36 | 2009.12.17 04:45 | sell | 19 | 0.20 | 1.06720 | 0.00000 | 1.06688 | ||
37 | 2009.12.17 04:50 | sell | 20 | 0.40 | 1.06755 | 0.00000 | 1.06723 | ||
38 | 2009.12.17 05:10 | sell | 21 | 0.80 | 1.06787 | 0.00000 | 1.06755 | ||
39 | 2009.12.17 05:15 | sell | 22 | 1.60 | 1.06826 | 0.00000 | 1.06794 | ||
40 | 2009.12.17 05:20 | sell | 23 | 3.20 | 1.06864 | 0.00000 | 1.06832 | ||
41 | 2009.12.17 05:45 | sell | 24 | 6.40 | 1.06897 | 0.00000 | 1.06865 | ||
42 | 2009.12.17 05:50 | sell | 25 | 12.80 | 1.06922 | 0.00000 | 1.06890 | ||
43 | 2009.12.17 07:46 | t/p | 24 | 6.40 | 1.06865 | 0.00000 | 1.06865 | 191.67 | 10180.65 |
44 | 2009.12.17 07:46 | t/p | 25 | 12.80 | 1.06890 | 0.00000 | 1.06890 | 383.33 | 10563.98 |
45 | 2009.12.17 07:46 | close | 23 | 3.20 | 1.06854 | 0.00000 | 1.06832 | 29.95 | 10593.93 |
46 | 2009.12.17 07:50 | close | 22 | 1.60 | 1.06891 | 0.00000 | 1.06794 | -97.30 | 10496.63 |
47 | 2009.12.17 07:53 | close | 21 | 0.80 | 1.06872 | 0.00000 | 1.06755 | -63.63 | 10433.00 |
48 | 2009.12.17 07:56 | close | 20 | 0.40 | 1.06928 | 0.00000 | 1.06723 | -64.72 | 10368.28 |
49 | 2009.12.17 07:59 | close | 19 | 0.20 | 1.06925 | 0.00000 | 1.06688 | -38.34 | 10329.94 |
50 | 2009.12.17 08:00 | close | 18 | 0.10 | 1.06927 | 0.00000 | 1.06654 | -22.54 | 10307.40 |
51 | 2009.12.17 12:00 | sell | 26 | 0.10 | 1.07314 | 0.00000 | 1.07282 | ||
52 | 2009.12.17 12:15 | sell | 27 | 0.20 | 1.07345 | 0.00000 | 1.07313 | ||
53 | 2009.12.17 12:20 | sell | 28 | 0.40 | 1.07368 | 0.00000 | 1.07336 | ||
54 | 2009.12.17 12:33 | t/p | 27 | 0.20 | 1.07313 | 0.00000 | 1.07313 | 5.97 | 10313.37 |
55 | 2009.12.17 12:33 | t/p | 28 | 0.40 | 1.07336 | 0.00000 | 1.07336 | 11.93 | 10325.30 |
56 | 2009.12.17 12:33 | close | 26 | 0.10 | 1.07286 | 0.00000 | 1.07282 | 2.61 | 10327.91 |
57 | 2009.12.23 14:00 | buy | 29 | 0.10 | 1.04987 | 0.00000 | 1.05019 | ||
58 | 2009.12.23 14:02 | buy | 30 | 0.20 | 1.04957 | 0.00000 | 1.04989 | ||
59 | 2009.12.23 14:33 | t/p | 29 | 0.10 | 1.05019 | 0.00000 | 1.05019 | 3.04 | 10330.95 |
60 | 2009.12.23 14:33 | t/p | 30 | 0.20 | 1.04989 | 0.00000 | 1.04989 | 6.09 | 10337.04 |
61 | 2009.12.23 19:00 | buy | 31 | 0.10 | 1.04777 | 0.00000 | 1.04809 | ||
62 | 2009.12.23 20:20 | t/p | 31 | 0.10 | 1.04809 | 0.00000 | 1.04809 | 3.05 | 10340.09 |
63 | 2009.12.30 01:00 | sell | 32 | 0.10 | 1.04426 | 0.00000 | 1.04394 | ||
64 | 2009.12.30 01:15 | sell | 33 | 0.20 | 1.04451 | 0.00000 | 1.04419 | ||
65 | 2009.12.30 01:40 | sell | 34 | 0.40 | 1.04499 | 0.00000 | 1.04467 | ||
66 | 2009.12.30 01:45 | sell | 35 | 0.80 | 1.04541 | 0.00000 | 1.04509 | ||
67 | 2009.12.30 01:50 | sell | 36 | 1.60 | 1.04583 | 0.00000 | 1.04551 | ||
68 | 2009.12.30 02:26 | sell | 37 | 3.20 | 1.04634 | 0.00000 | 1.04602 | ||
69 | 2009.12.30 03:20 | sell | 38 | 6.40 | 1.04668 | 0.00000 | 1.04636 | ||
70 | 2009.12.30 04:35 | sell | 39 | 12.80 | 1.04703 | 0.00000 | 1.04671 | ||
71 | 2009.12.30 05:50 | close at stop | 39 | 12.80 | 1.05060 | 0.00000 | 1.04671 | -4349.51 | 5990.58 |
72 | 2009.12.30 05:50 | close at stop | 38 | 6.40 | 1.05060 | 0.00000 | 1.04636 | -2387.97 | 3602.61 |
73 | 2009.12.30 05:50 | close at stop | 37 | 3.20 | 1.05060 | 0.00000 | 1.04602 | -1297.54 | 2305.07 |
74 | 2009.12.30 05:50 | close at stop | 36 | 1.60 | 1.05060 | 0.00000 | 1.04551 | -726.44 | 1578.63 |
75 | 2009.12.30 05:50 | close at stop | 35 | 0.80 | 1.05060 | 0.00000 | 1.04509 | -395.20 | 1183.43 |
76 | 2009.12.30 05:50 | close at stop | 34 | 0.40 | 1.05060 | 0.00000 | 1.04467 | -213.59 | 969.84 |
77 | 2009.12.30 05:50 | close at stop | 33 | 0.20 | 1.05060 | 0.00000 | 1.04419 | -115.93 | 853.91 |
78 | 2009.12.30 05:50 | close at stop | 32 | 0.10 | 1.05060 | 0.00000 | 1.04394 | -60.35 | 793.56 |