Strategy Tester Report
Simple Stoch Divergence EA v 2
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=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -26.54 | Gross profit | 119.56 | Gross loss | -146.10 |
Profit factor | 0.82 | Expected payoff | -3.79 | ||
Absolute drawdown | 162.45 | Maximal drawdown | 210.76 (2.10%) | Relative drawdown | 2.10% (210.76) |
Total trades | 7 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 4 (57.14%) | Loss trades (% of total) | 3 (42.86%) | ||
Largest | profit trade | 38.61 | loss trade | -83.96 | |
Average | profit trade | 29.89 | loss trade | -48.70 | |
Maximum | consecutive wins (profit in money) | 2 (51.35) | consecutive losses (loss in money) | 2 (-108.25) | |
Maximal | consecutive profit (count of wins) | 51.35 (2) | consecutive loss (count of losses) | -108.25 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.18 15:00 | buy | 1 | 0.10 | 1.63079 | 0.00000 | 0.00000 | ||
2 | 2010.01.19 00:00 | close | 1 | 0.10 | 1.63465 | 0.00000 | 0.00000 | 38.61 | 10038.61 |
3 | 2010.01.19 12:00 | buy | 2 | 0.10 | 1.63849 | 0.00000 | 0.00000 | ||
4 | 2010.01.21 01:00 | close | 2 | 0.10 | 1.63009 | 0.00000 | 0.00000 | -83.96 | 9954.65 |
5 | 2010.01.26 06:00 | buy | 3 | 0.10 | 1.62101 | 0.00000 | 0.00000 | ||
6 | 2010.01.27 11:00 | close | 3 | 0.10 | 1.61858 | 0.00000 | 0.00000 | -24.29 | 9930.36 |
7 | 2010.01.29 03:00 | sell | 4 | 0.10 | 1.61421 | 0.00000 | 0.00000 | ||
8 | 2010.01.29 14:00 | close | 4 | 0.10 | 1.61125 | 0.00000 | 0.00000 | 29.60 | 9959.96 |
9 | 2010.02.19 18:00 | sell | 5 | 0.10 | 1.54346 | 0.00000 | 0.00000 | ||
10 | 2010.02.22 20:00 | close | 5 | 0.10 | 1.54722 | 0.00000 | 0.00000 | -37.85 | 9922.11 |
11 | 2010.02.24 03:00 | sell | 6 | 0.10 | 1.54530 | 0.00000 | 0.00000 | ||
12 | 2010.02.24 11:00 | close | 6 | 0.10 | 1.54399 | 0.00000 | 0.00000 | 13.10 | 9935.21 |
13 | 2010.02.25 23:00 | sell | 7 | 0.10 | 1.52627 | 0.00000 | 0.00000 | ||
14 | 2010.02.26 13:00 | close | 7 | 0.10 | 1.52242 | 0.00000 | 0.00000 | 38.25 | 9973.46 |