Strategy Tester Report
stoch cascade scalper_spike3a
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 | INFO="STOCH POWER EA V5.0"; OWN="Copyright © 2007, AZAM575&SYLARVAMPIRE&YUSOF786"; sq="--STOCH SETTING--"; K_Period=28; D_Period=6; Slow_Period=14; Stoch_TF=1; shift=1; H_level=80; L_level=20; ChooseeMAMode="Choose 1=mode SMA, 2=mode LWMA, 3=mode EMA"; stochMAmode=2; ExitWithSTOCH=false; sb="--TRADE SETTING--"; Lots=0.01; TakeProfit=30; MyMoneyProfitTarget=false; My_Money_Profit_Target=50; multiply=1; MaxTrades=10; Pips=5; StopLoss=0; TrailingStop=0; MM="--MOney Management--"; MMSwicth="if one the lots size will increase based on account size"; mm=1; riskset="risk to calculate the lots size (only if mm is enabled)"; risk=20; accounttypes="0 if Normal Lots, 1 for mini lots, 2 for micro lots"; AccountType=2; magicnumber="--MAgic No--"; MagicNumber=222777; so="--CUTLOSS SETTING--"; SecureProfitProtection=false; SP="If profit made is bigger than SecureProfit we close the orders"; SecureProfit=20; OTP="Number of orders to enable the account protection"; OrderstoProtect=3; ASP="if one will check profit from all symbols, if cero only this symbol"; AllSymbolsProtect=false; EP="if true, then the expert will protect the account equity to the percent specified"; EquityProtection=false; AEP="percent of the account to protect on a set of trades"; AccountEquityPercentProtection=90; AMP="if true, then the expert will use money protection to the USD specified"; AccountMoneyProtection=false; AccountMoneyProtectionValue=3000; TradingTime="--trading time setting--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=0; StopHour1=3; TradeEuropeanMarket=false; StartHour2=9; StopHour2=11; TradeNewYorkMarket=false; StartHour3=15; StopHour3=17; TradeOnFriday=false; OtherSetting="--Others Setting--"; reverse="if one the desition to go long/short will be reversed"; ReverseCondition=false; limitorder="if true, instead open market orders it will open limit orders "; SetLimitOrders=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -190.73 | Gross profit | 171.56 | Gross loss | -362.29 |
Profit factor | 0.47 | Expected payoff | -4.15 | ||
Absolute drawdown | 250.33 | Maximal drawdown | 315.76 (3.14%) | Relative drawdown | 3.14% (315.76) |
Total trades | 46 | Short positions (won %) | 21 (57.14%) | Long positions (won %) | 25 (68.00%) |
Profit trades (% of total) | 29 (63.04%) | Loss trades (% of total) | 17 (36.96%) | ||
Largest | profit trade | 6.30 | loss trade | -58.59 | |
Average | profit trade | 5.92 | loss trade | -21.31 | |
Maximum | consecutive wins (profit in money) | 6 (37.80) | consecutive losses (loss in money) | 4 (-191.31) | |
Maximal | consecutive profit (count of wins) | 37.80 (6) | consecutive loss (count of losses) | -191.31 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.25 13:25 | buy | 1 | 0.20 | 1.52794 | 0.00000 | 1.52824 | ||
2 | 2010.02.25 13:27 | t/p | 1 | 0.20 | 1.52824 | 0.00000 | 1.52824 | 6.00 | 10006.00 |
3 | 2010.02.25 14:17 | sell | 2 | 0.21 | 1.52888 | 0.00000 | 1.52858 | ||
4 | 2010.02.25 14:20 | t/p | 2 | 0.21 | 1.52858 | 0.00000 | 1.52858 | 6.30 | 10012.30 |
5 | 2010.02.25 14:20 | sell | 3 | 0.21 | 1.52668 | 0.00000 | 1.52638 | ||
6 | 2010.02.25 14:22 | sell | 4 | 0.21 | 1.52756 | 0.00000 | 1.52726 | ||
7 | 2010.02.25 14:27 | sell | 5 | 0.21 | 1.52844 | 0.00000 | 1.52814 | ||
8 | 2010.02.25 14:27 | t/p | 5 | 0.21 | 1.52814 | 0.00000 | 1.52814 | 6.30 | 10018.60 |
9 | 2010.02.25 14:32 | sell | 6 | 0.21 | 1.52784 | 0.00000 | 1.52754 | ||
10 | 2010.02.25 14:37 | sell | 7 | 0.21 | 1.52819 | 0.00000 | 1.52789 | ||
11 | 2010.02.25 14:40 | t/p | 4 | 0.21 | 1.52726 | 0.00000 | 1.52726 | 6.30 | 10024.90 |
12 | 2010.02.25 14:40 | t/p | 6 | 0.21 | 1.52754 | 0.00000 | 1.52754 | 6.30 | 10031.20 |
13 | 2010.02.25 14:40 | t/p | 7 | 0.21 | 1.52789 | 0.00000 | 1.52789 | 6.30 | 10037.50 |
14 | 2010.02.25 14:40 | close | 3 | 0.21 | 1.52698 | 0.00000 | 1.52638 | -6.30 | 10031.20 |
15 | 2010.02.25 14:45 | buy | 8 | 0.21 | 1.52594 | 0.00000 | 1.52624 | ||
16 | 2010.02.25 14:50 | buy | 9 | 0.21 | 1.52456 | 0.00000 | 1.52486 | ||
17 | 2010.02.25 14:52 | t/p | 9 | 0.21 | 1.52486 | 0.00000 | 1.52486 | 6.30 | 10037.50 |
18 | 2010.02.25 14:52 | buy | 10 | 0.21 | 1.52525 | 0.00000 | 1.52555 | ||
19 | 2010.02.25 14:55 | buy | 11 | 0.21 | 1.52491 | 0.00000 | 1.52521 | ||
20 | 2010.02.25 14:57 | t/p | 10 | 0.21 | 1.52555 | 0.00000 | 1.52555 | 6.30 | 10043.80 |
21 | 2010.02.25 14:57 | t/p | 11 | 0.21 | 1.52521 | 0.00000 | 1.52521 | 6.30 | 10050.10 |
22 | 2010.02.25 14:57 | close | 8 | 0.21 | 1.52577 | 0.00000 | 1.52624 | -3.57 | 10046.53 |
23 | 2010.02.25 16:02 | sell | 12 | 0.21 | 1.52964 | 0.00000 | 1.52934 | ||
24 | 2010.02.25 16:07 | sell | 13 | 0.21 | 1.52988 | 0.00000 | 1.52958 | ||
25 | 2010.02.25 16:10 | t/p | 12 | 0.21 | 1.52934 | 0.00000 | 1.52934 | 6.30 | 10052.83 |
26 | 2010.02.25 16:10 | t/p | 13 | 0.21 | 1.52958 | 0.00000 | 1.52958 | 6.30 | 10059.13 |
27 | 2010.02.25 16:50 | buy | 14 | 0.21 | 1.52517 | 0.00000 | 1.52547 | ||
28 | 2010.02.25 16:52 | t/p | 14 | 0.21 | 1.52547 | 0.00000 | 1.52547 | 6.30 | 10065.43 |
29 | 2010.02.25 17:12 | buy | 15 | 0.21 | 1.52479 | 0.00000 | 1.52509 | ||
30 | 2010.02.25 17:15 | buy | 16 | 0.21 | 1.52331 | 0.00000 | 1.52361 | ||
31 | 2010.02.25 17:20 | buy | 17 | 0.21 | 1.52183 | 0.00000 | 1.52213 | ||
32 | 2010.02.25 17:22 | t/p | 17 | 0.21 | 1.52213 | 0.00000 | 1.52213 | 6.30 | 10071.73 |
33 | 2010.02.25 17:22 | buy | 18 | 0.21 | 1.52257 | 0.00000 | 1.52287 | ||
34 | 2010.02.25 17:25 | buy | 19 | 0.21 | 1.52220 | 0.00000 | 1.52250 | ||
35 | 2010.02.25 17:27 | t/p | 18 | 0.21 | 1.52287 | 0.00000 | 1.52287 | 6.30 | 10078.03 |
36 | 2010.02.25 17:27 | t/p | 19 | 0.21 | 1.52250 | 0.00000 | 1.52250 | 6.30 | 10084.33 |
37 | 2010.02.25 17:27 | close | 16 | 0.21 | 1.52314 | 0.00000 | 1.52361 | -3.57 | 10080.76 |
38 | 2010.02.25 17:27 | close | 15 | 0.21 | 1.52200 | 0.00000 | 1.52509 | -58.59 | 10022.17 |
39 | 2010.02.25 17:40 | buy | 20 | 0.21 | 1.52110 | 0.00000 | 1.52140 | ||
40 | 2010.02.25 17:45 | buy | 21 | 0.21 | 1.52024 | 0.00000 | 1.52054 | ||
41 | 2010.02.25 17:50 | buy | 22 | 0.21 | 1.51908 | 0.00000 | 1.51938 | ||
42 | 2010.02.25 17:52 | t/p | 22 | 0.21 | 1.51938 | 0.00000 | 1.51938 | 6.30 | 10028.47 |
43 | 2010.02.25 17:52 | buy | 23 | 0.21 | 1.51966 | 0.00000 | 1.51996 | ||
44 | 2010.02.25 17:55 | buy | 24 | 0.21 | 1.51937 | 0.00000 | 1.51967 | ||
45 | 2010.02.25 17:57 | t/p | 23 | 0.21 | 1.51996 | 0.00000 | 1.51996 | 6.30 | 10034.77 |
46 | 2010.02.25 17:57 | t/p | 24 | 0.21 | 1.51967 | 0.00000 | 1.51967 | 6.30 | 10041.07 |
47 | 2010.02.25 17:57 | close | 21 | 0.21 | 1.52007 | 0.00000 | 1.52054 | -3.57 | 10037.50 |
48 | 2010.02.25 17:59 | close | 20 | 0.21 | 1.51992 | 0.00000 | 1.52140 | -24.78 | 10012.72 |
49 | 2010.02.25 18:00 | buy | 25 | 0.21 | 1.52014 | 0.00000 | 1.52044 | ||
50 | 2010.02.25 18:02 | buy | 26 | 0.21 | 1.52009 | 0.00000 | 1.52039 | ||
51 | 2010.02.25 18:07 | buy | 27 | 0.21 | 1.51989 | 0.00000 | 1.52019 | ||
52 | 2010.02.25 18:10 | t/p | 25 | 0.21 | 1.52044 | 0.00000 | 1.52044 | 6.30 | 10019.02 |
53 | 2010.02.25 18:10 | t/p | 26 | 0.21 | 1.52039 | 0.00000 | 1.52039 | 6.30 | 10025.32 |
54 | 2010.02.25 18:10 | t/p | 27 | 0.21 | 1.52019 | 0.00000 | 1.52019 | 6.30 | 10031.62 |
55 | 2010.02.25 18:30 | sell | 28 | 0.21 | 1.52137 | 0.00000 | 1.52107 | ||
56 | 2010.02.25 18:32 | sell | 29 | 0.21 | 1.52152 | 0.00000 | 1.52122 | ||
57 | 2010.02.25 18:35 | sell | 30 | 0.21 | 1.52174 | 0.00000 | 1.52144 | ||
58 | 2010.02.25 18:40 | sell | 31 | 0.21 | 1.52243 | 0.00000 | 1.52213 | ||
59 | 2010.02.25 18:45 | sell | 32 | 0.21 | 1.52311 | 0.00000 | 1.52281 | ||
60 | 2010.02.25 18:50 | sell | 33 | 0.21 | 1.52379 | 0.00000 | 1.52349 | ||
61 | 2010.02.25 18:57 | t/p | 33 | 0.21 | 1.52349 | 0.00000 | 1.52349 | 6.30 | 10037.92 |
62 | 2010.02.25 18:57 | close | 32 | 0.21 | 1.52305 | 0.00000 | 1.52281 | 1.26 | 10039.18 |
63 | 2010.02.25 18:59 | close | 31 | 0.21 | 1.52393 | 0.00000 | 1.52213 | -31.50 | 10007.68 |
64 | 2010.02.25 19:00 | close | 30 | 0.21 | 1.52394 | 0.00000 | 1.52144 | -46.20 | 9961.48 |
65 | 2010.02.25 19:02 | close | 29 | 0.21 | 1.52427 | 0.00000 | 1.52122 | -57.75 | 9903.73 |
66 | 2010.02.25 19:05 | close | 28 | 0.21 | 1.52403 | 0.00000 | 1.52107 | -55.86 | 9847.87 |
67 | 2010.02.25 20:02 | sell | 34 | 0.20 | 1.52658 | 0.00000 | 1.52628 | ||
68 | 2010.02.25 20:07 | sell | 35 | 0.20 | 1.52679 | 0.00000 | 1.52649 | ||
69 | 2010.02.25 20:10 | t/p | 34 | 0.20 | 1.52628 | 0.00000 | 1.52628 | 6.00 | 9853.87 |
70 | 2010.02.25 20:10 | t/p | 35 | 0.20 | 1.52649 | 0.00000 | 1.52649 | 6.00 | 9859.87 |
71 | 2010.02.25 20:37 | buy | 36 | 0.20 | 1.52547 | 0.00000 | 1.52577 | ||
72 | 2010.02.25 20:40 | buy | 37 | 0.20 | 1.52490 | 0.00000 | 1.52520 | ||
73 | 2010.02.25 20:45 | buy | 38 | 0.20 | 1.52448 | 0.00000 | 1.52478 | ||
74 | 2010.02.25 20:50 | buy | 39 | 0.20 | 1.52391 | 0.00000 | 1.52421 | ||
75 | 2010.02.25 20:57 | t/p | 39 | 0.20 | 1.52421 | 0.00000 | 1.52421 | 6.00 | 9865.87 |
76 | 2010.02.25 20:57 | close | 38 | 0.20 | 1.52431 | 0.00000 | 1.52478 | -3.40 | 9862.47 |
77 | 2010.02.25 20:59 | close | 37 | 0.20 | 1.52451 | 0.00000 | 1.52520 | -7.80 | 9854.67 |
78 | 2010.02.25 21:00 | close | 36 | 0.20 | 1.52448 | 0.00000 | 1.52577 | -19.80 | 9834.87 |
79 | 2010.02.25 21:32 | sell | 40 | 0.20 | 1.52617 | 0.00000 | 1.52587 | ||
80 | 2010.02.25 21:35 | sell | 41 | 0.20 | 1.52630 | 0.00000 | 1.52600 | ||
81 | 2010.02.25 21:40 | sell | 42 | 0.20 | 1.52668 | 0.00000 | 1.52638 | ||
82 | 2010.02.25 21:45 | sell | 43 | 0.20 | 1.52707 | 0.00000 | 1.52677 | ||
83 | 2010.02.25 21:50 | sell | 44 | 0.20 | 1.52745 | 0.00000 | 1.52715 | ||
84 | 2010.02.25 21:57 | t/p | 44 | 0.20 | 1.52715 | 0.00000 | 1.52715 | 6.00 | 9840.87 |
85 | 2010.02.25 21:57 | close | 43 | 0.20 | 1.52711 | 0.00000 | 1.52677 | -0.80 | 9840.07 |
86 | 2010.02.25 21:59 | close | 42 | 0.20 | 1.52712 | 0.00000 | 1.52638 | -8.80 | 9831.27 |
87 | 2010.02.25 22:00 | close | 41 | 0.20 | 1.52712 | 0.00000 | 1.52600 | -16.40 | 9814.87 |
88 | 2010.02.25 22:03 | close | 40 | 0.20 | 1.52685 | 0.00000 | 1.52587 | -13.60 | 9801.27 |
89 | 2010.02.25 22:47 | buy | 45 | 0.20 | 1.52651 | 0.00000 | 1.52681 | ||
90 | 2010.02.25 22:50 | buy | 46 | 0.20 | 1.52630 | 0.00000 | 1.52660 | ||
91 | 2010.02.25 23:07 | t/p | 46 | 0.20 | 1.52660 | 0.00000 | 1.52660 | 6.00 | 9807.27 |
92 | 2010.02.25 23:07 | close | 45 | 0.20 | 1.52661 | 0.00000 | 1.52681 | 2.00 | 9809.27 |