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 V5.0H Build 005"; OWN="Copyright © 2008, David E. Fulton"; sq="--STOCH SETTING--"; K_Period=56; D_Period=12; 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=5; 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 | -43.99 | Gross profit | 133.60 | Gross loss | -177.59 |
| Profit factor | 0.75 | Expected payoff | -2.93 | ||
| Absolute drawdown | 1359.55 | Maximal drawdown | 1397.02 (13.92%) | Relative drawdown | 13.92% (1397.02) |
| Total trades | 15 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
| Largest | profit trade | 48.89 | loss trade | -39.62 | |
| Average | profit trade | 19.09 | loss trade | -22.20 | |
| Maximum | consecutive wins (profit in money) | 6 (84.71) | consecutive losses (loss in money) | 4 (-112.47) | |
| Maximal | consecutive profit (count of wins) | 84.71 (6) | consecutive loss (count of losses) | -112.47 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.18 16:00 | buy | 1 | 0.10 | 1.06421 | 0.00000 | 1.06453 | ||
| 2 | 2009.12.18 16:02 | buy | 2 | 0.20 | 1.06340 | 0.00000 | 1.06372 | ||
| 3 | 2009.12.18 16:07 | buy | 3 | 0.40 | 1.06304 | 0.00000 | 1.06336 | ||
| 4 | 2009.12.18 16:10 | t/p | 2 | 0.20 | 1.06372 | 0.00000 | 1.06372 | 6.02 | 10006.02 |
| 5 | 2009.12.18 16:10 | t/p | 3 | 0.40 | 1.06336 | 0.00000 | 1.06336 | 12.02 | 10018.04 |
| 6 | 2009.12.18 16:10 | close | 1 | 0.10 | 1.06450 | 0.00000 | 1.06453 | 2.72 | 10020.76 |
| 7 | 2009.12.18 16:12 | buy | 4 | 0.10 | 1.06447 | 0.00000 | 1.06479 | ||
| 8 | 2009.12.18 16:15 | t/p | 4 | 0.10 | 1.06479 | 0.00000 | 1.06479 | 3.01 | 10023.77 |
| 9 | 2009.12.23 14:46 | buy | 5 | 0.10 | 1.05198 | 0.00000 | 1.05230 | ||
| 10 | 2009.12.23 14:50 | buy | 6 | 0.20 | 1.05154 | 0.00000 | 1.05186 | ||
| 11 | 2009.12.23 14:56 | buy | 7 | 0.40 | 1.05111 | 0.00000 | 1.05143 | ||
| 12 | 2009.12.23 14:59 | t/p | 7 | 0.40 | 1.05143 | 0.00000 | 1.05143 | 12.18 | 10035.95 |
| 13 | 2009.12.23 15:10 | buy | 8 | 0.40 | 1.05110 | 0.00000 | 1.05142 | ||
| 14 | 2009.12.23 15:15 | buy | 9 | 0.80 | 1.05038 | 0.00000 | 1.05070 | ||
| 15 | 2009.12.23 15:20 | buy | 10 | 1.60 | 1.04941 | 0.00000 | 1.04973 | ||
| 16 | 2009.12.23 15:27 | t/p | 10 | 1.60 | 1.04973 | 0.00000 | 1.04973 | 48.76 | 10084.71 |
| 17 | 2009.12.23 15:27 | close | 9 | 0.80 | 1.05005 | 0.00000 | 1.05070 | -25.14 | 10059.57 |
| 18 | 2009.12.23 15:27 | close | 8 | 0.40 | 1.05006 | 0.00000 | 1.05142 | -39.62 | 10019.95 |
| 19 | 2009.12.23 15:30 | close | 6 | 0.20 | 1.05003 | 0.00000 | 1.05186 | -28.76 | 9991.19 |
| 20 | 2009.12.23 15:32 | close | 5 | 0.10 | 1.04999 | 0.00000 | 1.05230 | -18.95 | 9972.24 |
| 21 | 2009.12.30 03:45 | sell | 11 | 0.10 | 1.04606 | 0.00000 | 1.04574 | ||
| 22 | 2009.12.30 04:05 | sell | 12 | 0.20 | 1.04632 | 0.00000 | 1.04600 | ||
| 23 | 2009.12.30 04:15 | sell | 13 | 0.40 | 1.04671 | 0.00000 | 1.04639 | ||
| 24 | 2009.12.30 04:35 | sell | 14 | 0.80 | 1.04703 | 0.00000 | 1.04671 | ||
| 25 | 2009.12.30 04:40 | sell | 15 | 1.60 | 1.04792 | 0.00000 | 1.04760 | ||
| 26 | 2009.12.30 09:15 | t/p | 15 | 1.60 | 1.04760 | 0.00000 | 1.04760 | 48.89 | 10021.13 |
| 27 | 2009.12.30 09:15 | close | 14 | 0.80 | 1.04731 | 0.00000 | 1.04671 | -21.39 | 9999.74 |
| 28 | 2009.12.30 09:17 | close | 13 | 0.40 | 1.04748 | 0.00000 | 1.04639 | -29.40 | 9970.34 |
| 29 | 2009.12.30 09:20 | close | 12 | 0.20 | 1.04662 | 0.00000 | 1.04600 | -5.73 | 9964.61 |
| 30 | 2009.12.30 09:22 | close | 11 | 0.10 | 1.04696 | 0.00000 | 1.04574 | -8.60 | 9956.01 |