Report Result : Ten Stochs Wave EA (string)_Level

Strategy Tester Report

Download Ten Stochs Wave EA (string)_Level

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		STO="---------------- Stochs"; First_Stoch_KP=4; High_l=80; Low_l=20; DownLevel_close_buy=79; HighLevel_close_buy=98; DownLevel_close_sell=20; HighLevel_close_sell=3; Last_Stoch_KP=14; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-479.01	Gross profit	72.89	Gross loss	-551.90
Profit factor	0.13	Expected payoff	-8.12
Absolute drawdown	492.84	Maximal drawdown	549.61 (5.47%)	Relative drawdown	5.47% (549.61)

Total trades	59	Short positions (won %)	24 (8.33%)	Long positions (won %)	35 (17.14%)
		Profit trades (% of total)	8 (13.56%)	Loss trades (% of total)	51 (86.44%)
Largest		profit trade	31.88	loss trade	-38.31
Average		profit trade	9.11	loss trade	-10.82
Maximum		consecutive wins (profit in money)	3 (3.28)	consecutive losses (loss in money)	20 (-120.07)
Maximal		consecutive profit (count of wins)	31.88 (1)	consecutive loss (count of losses)	-124.88 (6)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	sell	1	0.10	1.04689	0.00000	0.00000
2	2009.12.01 22:00	close	1	0.10	1.04708	0.00000	0.00000	-1.81	9998.19
3	2009.12.02 01:00	buy	2	0.10	1.04669	0.00000	0.00000
4	2009.12.02 01:02	close	2	0.10	1.04611	0.00000	0.00000	-5.54	9992.65
5	2009.12.02 01:05	buy	3	0.10	1.04661	0.00000	0.00000
6	2009.12.02 01:07	close	3	0.10	1.04606	0.00000	0.00000	-5.26	9987.39
7	2009.12.02 01:10	buy	4	0.10	1.04676	0.00000	0.00000
8	2009.12.02 01:12	close	4	0.10	1.04627	0.00000	0.00000	-4.68	9982.71
9	2009.12.02 01:15	buy	5	0.10	1.04692	0.00000	0.00000
10	2009.12.02 01:17	close	5	0.10	1.04643	0.00000	0.00000	-4.68	9978.03
11	2009.12.02 01:20	buy	6	0.10	1.04708	0.00000	0.00000
12	2009.12.02 01:22	close	6	0.10	1.04653	0.00000	0.00000	-5.26	9972.77
13	2009.12.02 01:25	buy	7	0.10	1.04703	0.00000	0.00000
14	2009.12.02 01:27	close	7	0.10	1.04643	0.00000	0.00000	-5.73	9967.04
15	2009.12.02 01:27	buy	8	0.10	1.04677	0.00000	0.00000
16	2009.12.02 01:30	close	8	0.10	1.04634	0.00000	0.00000	-4.11	9962.93
17	2009.12.02 01:33	buy	9	0.10	1.04631	0.00000	0.00000
18	2009.12.02 01:36	close	9	0.10	1.04599	0.00000	0.00000	-3.06	9959.87
19	2009.12.02 01:40	buy	10	0.10	1.04596	0.00000	0.00000
20	2009.12.02 01:43	close	10	0.10	1.04564	0.00000	0.00000	-3.06	9956.81
21	2009.12.02 01:46	buy	11	0.10	1.04549	0.00000	0.00000
22	2009.12.02 01:50	close	11	0.10	1.04528	0.00000	0.00000	-2.01	9954.80
23	2009.12.02 01:53	buy	12	0.10	1.04561	0.00000	0.00000
24	2009.12.02 01:56	close	12	0.10	1.04552	0.00000	0.00000	-0.86	9953.94
25	2009.12.02 01:59	buy	13	0.10	1.04614	0.00000	0.00000
26	2009.12.02 04:00	close	13	0.10	1.04496	0.00000	0.00000	-11.29	9942.65
27	2009.12.02 21:00	buy	14	0.10	1.05157	0.00000	0.00000
28	2009.12.03 02:00	close	14	0.10	1.04906	0.00000	0.00000	-24.04	9918.61
29	2009.12.03 10:00	sell	15	0.10	1.04761	0.00000	0.00000
30	2009.12.03 10:05	close	15	0.10	1.04891	0.00000	0.00000	-12.39	9906.22
31	2009.12.03 10:10	sell	16	0.10	1.04830	0.00000	0.00000
32	2009.12.03 10:15	close	16	0.10	1.04943	0.00000	0.00000	-10.77	9895.45
33	2009.12.03 10:20	sell	17	0.10	1.04882	0.00000	0.00000
34	2009.12.03 10:30	close	17	0.10	1.04995	0.00000	0.00000	-10.76	9884.69
35	2009.12.03 10:32	sell	18	0.10	1.04953	0.00000	0.00000
36	2009.12.03 10:35	close	18	0.10	1.04988	0.00000	0.00000	-3.33	9881.36
37	2009.12.03 10:37	sell	19	0.10	1.04962	0.00000	0.00000
38	2009.12.03 10:40	close	19	0.10	1.04969	0.00000	0.00000	-0.67	9880.69
39	2009.12.03 10:42	sell	20	0.10	1.04934	0.00000	0.00000
40	2009.12.03 10:45	close	20	0.10	1.04942	0.00000	0.00000	-0.76	9879.93
41	2009.12.03 10:47	sell	21	0.10	1.04907	0.00000	0.00000
42	2009.12.03 10:50	close	21	0.10	1.04905	0.00000	0.00000	0.19	9880.12
43	2009.12.03 10:52	sell	22	0.10	1.04879	0.00000	0.00000
44	2009.12.03 10:55	close	22	0.10	1.04914	0.00000	0.00000	-3.34	9876.78
45	2009.12.03 10:57	sell	23	0.10	1.04898	0.00000	0.00000
46	2009.12.03 10:59	close	23	0.10	1.04937	0.00000	0.00000	-3.72	9873.06
47	2009.12.03 15:00	buy	24	0.10	1.05484	0.00000	0.00000
48	2009.12.03 18:00	close	24	0.10	1.05384	0.00000	0.00000	-9.49	9863.57
49	2009.12.04 14:00	sell	25	0.10	1.04658	0.00000	0.00000
50	2009.12.04 15:00	close	25	0.10	1.04911	0.00000	0.00000	-24.12	9839.45
51	2009.12.04 21:00	buy	26	0.10	1.05972	0.00000	0.00000
52	2009.12.07 03:00	close	26	0.10	1.05568	0.00000	0.00000	-38.31	9801.14
53	2009.12.07 17:00	sell	27	0.10	1.05083	0.00000	0.00000
54	2009.12.07 22:00	close	27	0.10	1.05325	0.00000	0.00000	-22.98	9778.16
55	2009.12.08 16:00	buy	28	0.10	1.05990	0.00000	0.00000
56	2009.12.09 04:00	close	28	0.10	1.06191	0.00000	0.00000	18.89	9797.05
57	2009.12.09 14:00	sell	29	0.10	1.06074	0.00000	0.00000
58	2009.12.09 15:00	close	29	0.10	1.06118	0.00000	0.00000	-4.15	9792.90
59	2009.12.09 19:00	sell	30	0.10	1.05600	0.00000	0.00000
60	2009.12.09 20:00	close	30	0.10	1.05851	0.00000	0.00000	-23.71	9769.19
61	2009.12.10 13:00	sell	31	0.10	1.05038	0.00000	0.00000
62	2009.12.10 17:00	close	31	0.10	1.05212	0.00000	0.00000	-16.54	9752.65
63	2009.12.11 18:00	buy	32	0.10	1.05876	0.00000	0.00000
64	2009.12.14 07:00	close	32	0.10	1.05736	0.00000	0.00000	-13.28	9739.37
65	2009.12.14 12:00	buy	33	0.10	1.06493	0.00000	0.00000
66	2009.12.14 16:00	close	33	0.10	1.06241	0.00000	0.00000	-23.72	9715.65
67	2009.12.15 11:00	buy	34	0.10	1.06182	0.00000	0.00000
68	2009.12.15 15:00	close	34	0.10	1.06083	0.00000	0.00000	-9.33	9706.32
69	2009.12.17 04:00	buy	35	0.10	1.06683	0.00000	0.00000
70	2009.12.17 05:00	close	35	0.10	1.06739	0.00000	0.00000	5.25	9711.57
71	2009.12.17 05:02	buy	36	0.10	1.06780	0.00000	0.00000
72	2009.12.17 05:05	close	36	0.10	1.06749	0.00000	0.00000	-2.90	9708.67
73	2009.12.17 05:07	buy	37	0.10	1.06767	0.00000	0.00000
74	2009.12.17 05:10	close	37	0.10	1.06787	0.00000	0.00000	1.87	9710.54
75	2009.12.17 05:12	buy	38	0.10	1.06818	0.00000	0.00000
76	2009.12.17 05:15	close	38	0.10	1.06826	0.00000	0.00000	0.75	9711.29
77	2009.12.17 05:17	buy	39	0.10	1.06857	0.00000	0.00000
78	2009.12.17 05:20	close	39	0.10	1.06864	0.00000	0.00000	0.66	9711.95
79	2009.12.17 05:22	buy	40	0.10	1.06882	0.00000	0.00000
80	2009.12.17 05:25	close	40	0.10	1.06851	0.00000	0.00000	-2.90	9709.05
81	2009.12.17 05:27	buy	41	0.10	1.06857	0.00000	0.00000
82	2009.12.17 05:27	close	41	0.10	1.06856	0.00000	0.00000	-0.09	9708.96
83	2009.12.17 05:30	buy	42	0.10	1.06902	0.00000	0.00000
84	2009.12.17 05:32	close	42	0.10	1.06838	0.00000	0.00000	-5.99	9702.97
85	2009.12.17 05:35	buy	43	0.10	1.06891	0.00000	0.00000
86	2009.12.17 05:37	close	43	0.10	1.06830	0.00000	0.00000	-5.71	9697.26
87	2009.12.17 05:40	buy	44	0.10	1.06916	0.00000	0.00000
88	2009.12.17 05:42	close	44	0.10	1.06863	0.00000	0.00000	-4.96	9692.30
89	2009.12.17 05:45	buy	45	0.10	1.06941	0.00000	0.00000
90	2009.12.17 05:47	close	45	0.10	1.06889	0.00000	0.00000	-4.86	9687.44
91	2009.12.17 05:50	buy	46	0.10	1.06966	0.00000	0.00000
92	2009.12.17 05:52	close	46	0.10	1.06905	0.00000	0.00000	-5.71	9681.73
93	2009.12.17 05:55	buy	47	0.10	1.06958	0.00000	0.00000
94	2009.12.17 05:57	close	47	0.10	1.06889	0.00000	0.00000	-6.46	9675.27
95	2009.12.17 05:59	buy	48	0.10	1.06914	0.00000	0.00000
96	2009.12.17 10:00	close	48	0.10	1.06732	0.00000	0.00000	-17.05	9658.22
97	2009.12.17 13:00	buy	49	0.10	1.07118	0.00000	0.00000
98	2009.12.17 17:00	close	49	0.10	1.06908	0.00000	0.00000	-19.64	9638.58
99	2009.12.21 13:00	sell	50	0.10	1.06085	0.00000	0.00000
100	2009.12.21 18:00	close	50	0.10	1.05943	0.00000	0.00000	13.40	9651.98
101	2009.12.22 12:00	sell	51	0.10	1.05670	0.00000	0.00000
102	2009.12.22 14:00	close	51	0.10	1.05754	0.00000	0.00000	-7.94	9644.04
103	2009.12.22 20:00	sell	52	0.10	1.05445	0.00000	0.00000
104	2009.12.22 22:00	close	52	0.10	1.05836	0.00000	0.00000	-36.94	9607.10
105	2009.12.23 14:00	sell	53	0.10	1.04923	0.00000	0.00000
106	2009.12.23 16:00	close	53	0.10	1.05308	0.00000	0.00000	-36.56	9570.54
107	2009.12.23 19:00	sell	54	0.10	1.04713	0.00000	0.00000
108	2009.12.24 03:00	close	54	0.10	1.04884	0.00000	0.00000	-16.24	9554.30
109	2009.12.28 17:00	sell	55	0.10	1.04338	0.00000	0.00000
110	2009.12.29 04:00	close	55	0.10	1.04474	0.00000	0.00000	-13.00	9541.30
111	2009.12.29 10:00	sell	56	0.10	1.04049	0.00000	0.00000
112	2009.12.29 17:00	close	56	0.10	1.04197	0.00000	0.00000	-14.20	9527.10
113	2009.12.30 00:00	buy	57	0.10	1.04432	0.00000	0.00000
114	2009.12.30 09:00	close	57	0.10	1.04766	0.00000	0.00000	31.88	9558.98
115	2009.12.31 10:00	sell	58	0.10	1.04783	0.00000	0.00000
116	2009.12.31 14:00	close	58	0.10	1.05107	0.00000	0.00000	-30.83	9528.15
117	2009.12.31 18:00	sell	59	0.10	1.04614	0.00000	0.00000
118	2009.12.31 18:57	close at stop	59	0.10	1.04689	0.00000	0.00000	-7.16	9520.99

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