Strategy Tester Report
SimpleStochDivergenceEAv2
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 103.37 | Gross profit | 185.55 | Gross loss | -82.18 |
Profit factor | 2.26 | Expected payoff | 10.34 | ||
Absolute drawdown | 43.90 | Maximal drawdown | 107.09 (1.05%) | Relative drawdown | 1.05% (107.09) |
Total trades | 10 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
Largest | profit trade | 43.25 | loss trade | -57.09 | |
Average | profit trade | 30.93 | loss trade | -20.55 | |
Maximum | consecutive wins (profit in money) | 3 (116.95) | consecutive losses (loss in money) | 3 (-25.09) | |
Maximal | consecutive profit (count of wins) | 116.95 (3) | consecutive loss (count of losses) | -57.09 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 05:00 | buy | 1 | 0.10 | 1.42499 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 12:00 | close | 1 | 0.10 | 1.42778 | 0.00000 | 0.00000 | 27.90 | 10027.90 |
3 | 2009.08.10 03:00 | sell | 2 | 0.10 | 1.42010 | 0.00000 | 0.00000 | ||
4 | 2009.08.10 15:00 | close | 2 | 0.10 | 1.41772 | 0.00000 | 0.00000 | 23.80 | 10051.70 |
5 | 2009.08.11 00:00 | sell | 3 | 0.10 | 1.41450 | 0.00000 | 0.00000 | ||
6 | 2009.08.11 16:00 | close | 3 | 0.10 | 1.41281 | 0.00000 | 0.00000 | 16.90 | 10068.60 |
7 | 2009.08.17 20:00 | sell | 4 | 0.10 | 1.40883 | 0.00000 | 0.00000 | ||
8 | 2009.08.18 14:00 | close | 4 | 0.10 | 1.41064 | 0.00000 | 0.00000 | -18.19 | 10050.41 |
9 | 2009.08.20 00:00 | buy | 5 | 0.10 | 1.42350 | 0.00000 | 0.00000 | ||
10 | 2009.08.20 18:00 | close | 5 | 0.10 | 1.42338 | 0.00000 | 0.00000 | -1.20 | 10049.21 |
11 | 2009.08.24 07:00 | buy | 6 | 0.10 | 1.43349 | 0.00000 | 0.00000 | ||
12 | 2009.08.24 15:00 | close | 6 | 0.10 | 1.43292 | 0.00000 | 0.00000 | -5.70 | 10043.51 |
13 | 2009.08.28 10:00 | buy | 7 | 0.10 | 1.43319 | 0.00000 | 0.00000 | ||
14 | 2009.08.28 16:00 | close | 7 | 0.10 | 1.43731 | 0.00000 | 0.00000 | 41.20 | 10084.71 |
15 | 2009.09.08 23:00 | buy | 8 | 0.10 | 1.44783 | 0.00000 | 0.00000 | ||
16 | 2009.09.09 14:00 | close | 8 | 0.10 | 1.45216 | 0.00000 | 0.00000 | 43.25 | 10127.96 |
17 | 2009.09.17 01:00 | buy | 9 | 0.10 | 1.47051 | 0.00000 | 0.00000 | ||
18 | 2009.09.17 08:00 | close | 9 | 0.10 | 1.47376 | 0.00000 | 0.00000 | 32.50 | 10160.46 |
19 | 2009.09.29 20:00 | sell | 10 | 0.10 | 1.45806 | 0.00000 | 0.00000 | ||
20 | 2009.09.30 23:59 | close at stop | 10 | 0.10 | 1.46376 | 0.00000 | 0.00000 | -57.09 | 10103.37 |