Strategy Tester Report
SimpleStochDivergenceEAv2
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; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=0; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -20.96 | Gross profit | 122.77 | Gross loss | -143.73 |
| Profit factor | 0.85 | Expected payoff | -2.99 | ||
| Absolute drawdown | 160.10 | Maximal drawdown | 210.00 (2.09%) | Relative drawdown | 2.09% (210.00) |
| 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 | 39.40 | loss trade | -83.20 | |
| Average | profit trade | 30.69 | loss trade | -47.91 | |
| Maximum | consecutive wins (profit in money) | 2 (52.97) | consecutive losses (loss in money) | 2 (-106.70) | |
| Maximal | consecutive profit (count of wins) | 52.97 (2) | consecutive loss (count of losses) | -106.70 (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 | 1.63071 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.19 00:00 | close | 1 | 0.10 | 1.63465 | 0.00000 | 0.00000 | 39.40 | 10039.40 |
| 3 | 2010.01.19 12:00 | buy | 2 | 0.10 | 1.63841 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.21 01:00 | close | 2 | 0.10 | 1.63009 | 0.00000 | 0.00000 | -83.20 | 9956.20 |
| 5 | 2010.01.26 06:00 | buy | 3 | 0.10 | 1.62093 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.27 11:00 | close | 3 | 0.10 | 1.61858 | 0.00000 | 0.00000 | -23.50 | 9932.70 |
| 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 | 1.61117 | 0.00000 | 0.00000 | 30.40 | 9963.10 |
| 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 | 1.54714 | 0.00000 | 0.00000 | -37.03 | 9926.07 |
| 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 | 1.54391 | 0.00000 | 0.00000 | 13.90 | 9939.97 |
| 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 | 1.52234 | 0.00000 | 0.00000 | 39.07 | 9979.04 |