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=8; 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 | -85.10 | Gross profit | 164.29 | Gross loss | -249.39 |
| Profit factor | 0.66 | Expected payoff | -5.01 | ||
| Absolute drawdown | 1090.84 | Maximal drawdown | 1136.87 (11.32%) | Relative drawdown | 11.32% (1136.87) |
| Total trades | 17 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 9 (52.94%) | Loss trades (% of total) | 8 (47.06%) | ||
| Largest | profit trade | 48.84 | loss trade | -67.53 | |
| Average | profit trade | 18.25 | loss trade | -31.17 | |
| Maximum | consecutive wins (profit in money) | 7 (90.99) | consecutive losses (loss in money) | 4 (-148.34) | |
| Maximal | consecutive profit (count of wins) | 90.99 (7) | consecutive loss (count of losses) | -148.34 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.18 16:00 | buy | 1 | 0.10 | 1.06413 | 0.00000 | 1.06445 | ||
| 2 | 2009.12.18 16:02 | buy | 2 | 0.20 | 1.06332 | 0.00000 | 1.06364 | ||
| 3 | 2009.12.18 16:07 | buy | 3 | 0.40 | 1.06296 | 0.00000 | 1.06328 | ||
| 4 | 2009.12.18 16:10 | t/p | 1 | 0.10 | 1.06445 | 0.00000 | 1.06445 | 3.01 | 10003.01 |
| 5 | 2009.12.18 16:10 | t/p | 2 | 0.20 | 1.06364 | 0.00000 | 1.06364 | 6.01 | 10009.02 |
| 6 | 2009.12.18 16:10 | t/p | 3 | 0.40 | 1.06328 | 0.00000 | 1.06328 | 12.03 | 10021.05 |
| 7 | 2009.12.18 16:10 | buy | 4 | 0.10 | 1.06475 | 0.00000 | 1.06507 | ||
| 8 | 2009.12.18 16:12 | buy | 5 | 0.20 | 1.06439 | 0.00000 | 1.06471 | ||
| 9 | 2009.12.18 16:15 | t/p | 4 | 0.10 | 1.06507 | 0.00000 | 1.06507 | 3.00 | 10024.05 |
| 10 | 2009.12.18 16:15 | t/p | 5 | 0.20 | 1.06471 | 0.00000 | 1.06471 | 6.01 | 10030.06 |
| 11 | 2009.12.23 14:46 | buy | 6 | 0.10 | 1.05190 | 0.00000 | 1.05222 | ||
| 12 | 2009.12.23 14:50 | buy | 7 | 0.20 | 1.05146 | 0.00000 | 1.05178 | ||
| 13 | 2009.12.23 14:56 | buy | 8 | 0.40 | 1.05103 | 0.00000 | 1.05135 | ||
| 14 | 2009.12.23 14:59 | t/p | 8 | 0.40 | 1.05135 | 0.00000 | 1.05135 | 12.17 | 10042.23 |
| 15 | 2009.12.23 15:10 | buy | 9 | 0.40 | 1.05102 | 0.00000 | 1.05134 | ||
| 16 | 2009.12.23 15:15 | buy | 10 | 0.80 | 1.05030 | 0.00000 | 1.05062 | ||
| 17 | 2009.12.23 15:20 | buy | 11 | 1.60 | 1.04933 | 0.00000 | 1.04965 | ||
| 18 | 2009.12.23 15:27 | t/p | 11 | 1.60 | 1.04965 | 0.00000 | 1.04965 | 48.76 | 10090.99 |
| 19 | 2009.12.23 15:27 | close | 10 | 0.80 | 1.05005 | 0.00000 | 1.05062 | -19.05 | 10071.94 |
| 20 | 2009.12.23 15:27 | close | 9 | 0.40 | 1.05006 | 0.00000 | 1.05134 | -36.57 | 10035.37 |
| 21 | 2009.12.23 15:30 | close | 7 | 0.20 | 1.05003 | 0.00000 | 1.05178 | -27.24 | 10008.13 |
| 22 | 2009.12.23 15:32 | close | 6 | 0.10 | 1.04999 | 0.00000 | 1.05222 | -18.19 | 9989.94 |
| 23 | 2009.12.30 03:45 | sell | 12 | 0.10 | 1.04606 | 0.00000 | 1.04574 | ||
| 24 | 2009.12.30 04:05 | sell | 13 | 0.20 | 1.04632 | 0.00000 | 1.04600 | ||
| 25 | 2009.12.30 04:15 | sell | 14 | 0.40 | 1.04671 | 0.00000 | 1.04639 | ||
| 26 | 2009.12.30 04:35 | sell | 15 | 0.80 | 1.04703 | 0.00000 | 1.04671 | ||
| 27 | 2009.12.30 04:37 | t/p | 15 | 0.80 | 1.04671 | 0.00000 | 1.04671 | 24.46 | 10014.40 |
| 28 | 2009.12.30 04:40 | sell | 16 | 0.80 | 1.04792 | 0.00000 | 1.04760 | ||
| 29 | 2009.12.30 04:45 | sell | 17 | 1.60 | 1.04881 | 0.00000 | 1.04849 | ||
| 30 | 2009.12.30 08:15 | t/p | 17 | 1.60 | 1.04849 | 0.00000 | 1.04849 | 48.84 | 10063.24 |
| 31 | 2009.12.30 08:15 | close | 16 | 0.80 | 1.04835 | 0.00000 | 1.04760 | -32.81 | 10030.43 |
| 32 | 2009.12.30 08:17 | close | 14 | 0.40 | 1.04848 | 0.00000 | 1.04639 | -67.53 | 9962.90 |
| 33 | 2009.12.30 08:20 | close | 13 | 0.20 | 1.04782 | 0.00000 | 1.04600 | -28.63 | 9934.27 |
| 34 | 2009.12.30 08:22 | close | 12 | 0.10 | 1.04809 | 0.00000 | 1.04574 | -19.37 | 9914.90 |