Strategy Tester Report
Stochastic Divergence Trader
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 | Lots=0.1; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -45.70 | Gross profit | 15.30 | Gross loss | -61.00 |
| Profit factor | 0.25 | Expected payoff | -4.15 | ||
| Absolute drawdown | 59.00 | Maximal drawdown | 59.50 (0.59%) | Relative drawdown | 0.59% (59.50) |
| Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
| Largest | profit trade | 2.70 | loss trade | -12.20 | |
| Average | profit trade | 2.55 | loss trade | -12.20 | |
| Maximum | consecutive wins (profit in money) | 3 (7.60) | consecutive losses (loss in money) | 2 (-24.40) | |
| Maximal | consecutive profit (count of wins) | 7.60 (3) | consecutive loss (count of losses) | -24.40 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.12 21:02 | buy | 1 | 0.10 | 1.61764 | 1.61642 | 1.61791 | ||
| 2 | 2010.01.12 21:15 | s/l | 1 | 0.10 | 1.61642 | 1.61642 | 1.61791 | -12.20 | 9987.80 |
| 3 | 2010.01.19 07:50 | buy | 2 | 0.10 | 1.64312 | 1.64190 | 1.64339 | ||
| 4 | 2010.01.19 08:02 | t/p | 2 | 0.10 | 1.64339 | 1.64190 | 1.64339 | 2.70 | 9990.50 |
| 5 | 2010.01.19 22:10 | buy | 3 | 0.10 | 1.63742 | 1.63620 | 1.63769 | ||
| 6 | 2010.01.19 22:50 | s/l | 3 | 0.10 | 1.63620 | 1.63620 | 1.63769 | -12.20 | 9978.30 |
| 7 | 2010.01.25 20:59 | buy | 4 | 0.10 | 1.62447 | 1.62325 | 1.62474 | ||
| 8 | 2010.01.25 21:20 | s/l | 4 | 0.10 | 1.62325 | 1.62325 | 1.62474 | -12.20 | 9966.10 |
| 9 | 2010.01.26 21:47 | buy | 5 | 0.10 | 1.61426 | 1.61304 | 1.61453 | ||
| 10 | 2010.01.26 22:45 | close | 5 | 0.10 | 1.61449 | 1.61304 | 1.61453 | 2.30 | 9968.40 |
| 11 | 2010.01.28 11:22 | buy | 6 | 0.10 | 1.62687 | 1.62565 | 1.62714 | ||
| 12 | 2010.01.28 11:33 | s/l | 6 | 0.10 | 1.62565 | 1.62565 | 1.62714 | -12.20 | 9956.20 |
| 13 | 2010.01.28 14:35 | buy | 7 | 0.10 | 1.62428 | 1.62306 | 1.62455 | ||
| 14 | 2010.01.28 14:40 | t/p | 7 | 0.10 | 1.62455 | 1.62306 | 1.62455 | 2.70 | 9958.90 |
| 15 | 2010.02.03 17:52 | buy | 8 | 0.10 | 1.59121 | 1.58999 | 1.59148 | ||
| 16 | 2010.02.03 18:05 | t/p | 8 | 0.10 | 1.59148 | 1.58999 | 1.59148 | 2.70 | 9961.60 |
| 17 | 2010.02.17 00:50 | buy | 9 | 0.10 | 1.57882 | 1.57760 | 1.57909 | ||
| 18 | 2010.02.17 01:03 | close | 9 | 0.10 | 1.57904 | 1.57760 | 1.57909 | 2.20 | 9963.80 |
| 19 | 2010.02.19 06:42 | buy | 10 | 0.10 | 1.54187 | 1.54065 | 1.54214 | ||
| 20 | 2010.02.19 06:50 | s/l | 10 | 0.10 | 1.54065 | 1.54065 | 1.54214 | -12.20 | 9951.60 |
| 21 | 2010.02.24 13:47 | buy | 11 | 0.10 | 1.54411 | 1.54289 | 1.54438 | ||
| 22 | 2010.02.24 14:07 | t/p | 11 | 0.10 | 1.54438 | 1.54289 | 1.54438 | 2.70 | 9954.30 |