Strategy Tester Report
Stoch EA
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.01; Slippage=3; UseStopLoss=false; StopLoss=100; UseTakeProfit=false; TakeProfit=200; UseTrailingStop=false; TrailingStop=45; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3.29 | Gross profit | 5.45 | Gross loss | -2.16 |
Profit factor | 2.52 | Expected payoff | 1.10 | ||
Absolute drawdown | 13.42 | Maximal drawdown | 24.19 (0.24%) | Relative drawdown | 0.24% (24.19) |
Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 5.45 | loss trade | -2.05 | |
Average | profit trade | 5.45 | loss trade | -1.08 | |
Maximum | consecutive wins (profit in money) | 1 (5.45) | consecutive losses (loss in money) | 1 (-2.05) | |
Maximal | consecutive profit (count of wins) | 5.45 (1) | consecutive loss (count of losses) | -2.05 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.26 09:00 | buy | 1 | 0.01 | 1.62272 | 0.00000 | 0.00000 | ||
2 | 2010.01.27 14:00 | close | 1 | 0.01 | 1.62261 | 0.00000 | 0.00000 | -0.11 | 9999.89 |
3 | 2010.02.09 15:00 | buy | 2 | 0.01 | 1.56239 | 0.00000 | 0.00000 | ||
4 | 2010.02.11 19:00 | close | 2 | 0.01 | 1.56784 | 0.00000 | 0.00000 | 5.45 | 10005.35 |
5 | 2010.02.15 16:00 | sell | 3 | 0.01 | 1.56629 | 0.00000 | 0.00000 | ||
6 | 2010.02.18 00:00 | close | 3 | 0.01 | 1.56822 | 0.00000 | 0.00000 | -2.05 | 10003.29 |