Strategy Tester Report
Stoch Power EA_5h
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 V5.0H Build 005"; OWN="Copyright © 2008, David E. Fulton"; sq="--STOCH SETTING--"; K_Period=14; D_Period=3; Slow_Period=3; Stoch_TF=15; shift=1; H_level=97; L_level=3; ChooseeMAMode="Choose 1=mode SMA, 2=mode LWMA, 3=mode EMA"; stochMAmode=2; ExitWithSTOCH=false; sb="--TRADE SETTING--"; Lots=0.1; TakeProfit=32; MyMoneyProfitTarget=false; My_Money_Profit_Target=50; multiply=2; MaxTrades=15; Pips=22; StopLoss=0; TrailingStop=0; MM="--MOney Management--"; MMSwicth="if one the lots size will increase based on account size"; mm=0; riskset="risk to calculate the lots size (only if mm is enabled)"; risk=1; 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=true; 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 | 181.40 | Gross profit | 241.50 | Gross loss | -60.10 |
Profit factor | 4.02 | Expected payoff | 6.05 | ||
Absolute drawdown | 111.70 | Maximal drawdown | 118.10 (1.18%) | Relative drawdown | 1.18% (118.10) |
Total trades | 30 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 27 (70.37%) |
Profit trades (% of total) | 21 (70.00%) | Loss trades (% of total) | 9 (30.00%) | ||
Largest | profit trade | 51.20 | loss trade | -29.00 | |
Average | profit trade | 11.50 | loss trade | -6.68 | |
Maximum | consecutive wins (profit in money) | 7 (52.50) | consecutive losses (loss in money) | 3 (-40.70) | |
Maximal | consecutive profit (count of wins) | 102.40 (6) | consecutive loss (count of losses) | -40.70 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 23:15 | buy | 1 | 0.10 | 1.60933 | 0.00000 | 1.60965 | ||
2 | 2010.01.04 23:37 | t/p | 1 | 0.10 | 1.60965 | 0.00000 | 1.60965 | 3.20 | 10003.20 |
3 | 2010.01.29 07:15 | buy | 2 | 0.10 | 1.61289 | 0.00000 | 1.61321 | ||
4 | 2010.01.29 07:20 | t/p | 2 | 0.10 | 1.61321 | 0.00000 | 1.61321 | 3.20 | 10006.40 |
5 | 2010.01.29 07:20 | buy | 3 | 0.10 | 1.61348 | 0.00000 | 1.61380 | ||
6 | 2010.01.29 07:22 | buy | 4 | 0.20 | 1.61309 | 0.00000 | 1.61341 | ||
7 | 2010.01.29 07:27 | buy | 5 | 0.40 | 1.61270 | 0.00000 | 1.61302 | ||
8 | 2010.01.29 07:32 | buy | 6 | 0.80 | 1.61220 | 0.00000 | 1.61252 | ||
9 | 2010.01.29 07:37 | buy | 7 | 1.60 | 1.61187 | 0.00000 | 1.61219 | ||
10 | 2010.01.29 07:40 | t/p | 4 | 0.20 | 1.61341 | 0.00000 | 1.61341 | 6.40 | 10012.80 |
11 | 2010.01.29 07:40 | t/p | 5 | 0.40 | 1.61302 | 0.00000 | 1.61302 | 12.80 | 10025.60 |
12 | 2010.01.29 07:40 | t/p | 6 | 0.80 | 1.61252 | 0.00000 | 1.61252 | 25.60 | 10051.20 |
13 | 2010.01.29 07:40 | t/p | 7 | 1.60 | 1.61219 | 0.00000 | 1.61219 | 51.20 | 10102.40 |
14 | 2010.01.29 07:40 | close | 3 | 0.10 | 1.61341 | 0.00000 | 1.61380 | -0.70 | 10101.70 |
15 | 2010.02.03 14:00 | buy | 8 | 0.10 | 1.59644 | 0.00000 | 1.59676 | ||
16 | 2010.02.03 14:10 | buy | 9 | 0.20 | 1.59605 | 0.00000 | 1.59637 | ||
17 | 2010.02.03 14:15 | buy | 10 | 0.40 | 1.59547 | 0.00000 | 1.59579 | ||
18 | 2010.02.03 14:20 | buy | 11 | 0.80 | 1.59468 | 0.00000 | 1.59500 | ||
19 | 2010.02.03 14:27 | t/p | 11 | 0.80 | 1.59500 | 0.00000 | 1.59500 | 25.60 | 10127.30 |
20 | 2010.02.03 14:27 | close | 10 | 0.40 | 1.59535 | 0.00000 | 1.59579 | -4.80 | 10122.50 |
21 | 2010.02.03 14:30 | close | 9 | 0.20 | 1.59460 | 0.00000 | 1.59637 | -29.00 | 10093.50 |
22 | 2010.02.03 14:32 | close | 8 | 0.10 | 1.59575 | 0.00000 | 1.59676 | -6.90 | 10086.60 |
23 | 2010.02.05 07:00 | buy | 12 | 0.10 | 1.57275 | 0.00000 | 1.57307 | ||
24 | 2010.02.05 07:10 | buy | 13 | 0.20 | 1.57235 | 0.00000 | 1.57267 | ||
25 | 2010.02.05 07:15 | buy | 14 | 0.40 | 1.57197 | 0.00000 | 1.57229 | ||
26 | 2010.02.05 07:20 | buy | 15 | 0.80 | 1.57146 | 0.00000 | 1.57178 | ||
27 | 2010.02.05 07:27 | t/p | 15 | 0.80 | 1.57178 | 0.00000 | 1.57178 | 25.60 | 10112.20 |
28 | 2010.02.05 07:27 | close | 14 | 0.40 | 1.57185 | 0.00000 | 1.57229 | -4.80 | 10107.40 |
29 | 2010.02.05 07:27 | close | 13 | 0.20 | 1.57236 | 0.00000 | 1.57267 | 0.20 | 10107.60 |
30 | 2010.02.05 07:30 | close | 12 | 0.10 | 1.57227 | 0.00000 | 1.57307 | -4.80 | 10102.80 |
31 | 2010.02.11 18:30 | sell | 16 | 0.10 | 1.56797 | 0.00000 | 1.56765 | ||
32 | 2010.02.11 18:32 | sell | 17 | 0.20 | 1.56873 | 0.00000 | 1.56841 | ||
33 | 2010.02.11 18:40 | t/p | 17 | 0.20 | 1.56841 | 0.00000 | 1.56841 | 6.40 | 10109.20 |
34 | 2010.02.11 18:40 | close | 16 | 0.10 | 1.56839 | 0.00000 | 1.56765 | -4.20 | 10105.00 |
35 | 2010.02.11 18:42 | sell | 18 | 0.10 | 1.56842 | 0.00000 | 1.56810 | ||
36 | 2010.02.11 18:45 | t/p | 18 | 0.10 | 1.56810 | 0.00000 | 1.56810 | 3.20 | 10108.20 |
37 | 2010.02.23 11:15 | buy | 19 | 0.10 | 1.54176 | 0.00000 | 1.54208 | ||
38 | 2010.02.23 11:20 | buy | 20 | 0.20 | 1.54042 | 0.00000 | 1.54074 | ||
39 | 2010.02.23 11:22 | t/p | 20 | 0.20 | 1.54074 | 0.00000 | 1.54074 | 6.40 | 10114.60 |
40 | 2010.02.23 11:22 | buy | 21 | 0.20 | 1.54109 | 0.00000 | 1.54141 | ||
41 | 2010.02.23 11:25 | buy | 22 | 0.40 | 1.54075 | 0.00000 | 1.54107 | ||
42 | 2010.02.23 11:27 | t/p | 21 | 0.20 | 1.54141 | 0.00000 | 1.54141 | 6.40 | 10121.00 |
43 | 2010.02.23 11:27 | t/p | 22 | 0.40 | 1.54107 | 0.00000 | 1.54107 | 12.80 | 10133.80 |
44 | 2010.02.23 11:27 | close | 19 | 0.10 | 1.54164 | 0.00000 | 1.54208 | -1.20 | 10132.60 |
45 | 2010.02.23 11:27 | buy | 23 | 0.10 | 1.54068 | 0.00000 | 1.54100 | ||
46 | 2010.02.23 11:32 | buy | 24 | 0.20 | 1.53999 | 0.00000 | 1.54031 | ||
47 | 2010.02.23 11:37 | buy | 25 | 0.40 | 1.53971 | 0.00000 | 1.54003 | ||
48 | 2010.02.23 11:40 | t/p | 24 | 0.20 | 1.54031 | 0.00000 | 1.54031 | 6.40 | 10139.00 |
49 | 2010.02.23 11:40 | t/p | 25 | 0.40 | 1.54003 | 0.00000 | 1.54003 | 12.80 | 10151.80 |
50 | 2010.02.23 11:40 | close | 23 | 0.10 | 1.54099 | 0.00000 | 1.54100 | 3.10 | 10154.90 |
51 | 2010.02.25 02:45 | buy | 26 | 0.10 | 1.53684 | 0.00000 | 1.53716 | ||
52 | 2010.02.25 02:50 | t/p | 26 | 0.10 | 1.53716 | 0.00000 | 1.53716 | 3.20 | 10158.10 |
53 | 2010.02.25 02:50 | buy | 27 | 0.10 | 1.53733 | 0.00000 | 1.53765 | ||
54 | 2010.02.25 02:52 | buy | 28 | 0.20 | 1.53701 | 0.00000 | 1.53733 | ||
55 | 2010.02.25 02:57 | buy | 29 | 0.40 | 1.53668 | 0.00000 | 1.53700 | ||
56 | 2010.02.25 02:59 | t/p | 29 | 0.40 | 1.53700 | 0.00000 | 1.53700 | 12.80 | 10170.90 |
57 | 2010.02.25 03:02 | buy | 30 | 0.40 | 1.53672 | 0.00000 | 1.53704 | ||
58 | 2010.02.25 03:10 | t/p | 30 | 0.40 | 1.53704 | 0.00000 | 1.53704 | 12.80 | 10183.70 |
59 | 2010.02.25 03:10 | close | 28 | 0.20 | 1.53708 | 0.00000 | 1.53733 | 1.40 | 10185.10 |
60 | 2010.02.25 03:12 | close | 27 | 0.10 | 1.53696 | 0.00000 | 1.53765 | -3.70 | 10181.40 |