Strategy Tester Report
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=56; D_Period=11; Slow_Period=3; Stoch_TF=1; 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=0.01; TakeProfit=30; MyMoneyProfitTarget=false; My_Money_Profit_Target=50; multiply=2; MaxTrades=4; Pips=20; 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=0; 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 | -6.94 | Gross profit | 16.16 | Gross loss | -23.10 |
Profit factor | 0.70 | Expected payoff | -0.24 | ||
Absolute drawdown | 73.53 | Maximal drawdown | 77.99 (0.78%) | Relative drawdown | 0.78% (77.99) |
Total trades | 29 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 15 (40.00%) |
Profit trades (% of total) | 16 (55.17%) | Loss trades (% of total) | 13 (44.83%) | ||
Largest | profit trade | 2.40 | loss trade | -3.94 | |
Average | profit trade | 1.01 | loss trade | -1.78 | |
Maximum | consecutive wins (profit in money) | 8 (8.96) | consecutive losses (loss in money) | 4 (-7.76) | |
Maximal | consecutive profit (count of wins) | 8.96 (8) | consecutive loss (count of losses) | -8.06 (3) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.25 13:42 | buy | 1 | 0.01 | 1.53003 | 0.00000 | 1.53033 | ||
2 | 2010.02.25 13:45 | t/p | 1 | 0.01 | 1.53033 | 0.00000 | 1.53033 | 0.30 | 10000.30 |
3 | 2010.02.25 17:37 | buy | 2 | 0.01 | 1.52265 | 0.00000 | 1.52295 | ||
4 | 2010.02.25 17:40 | buy | 3 | 0.02 | 1.52149 | 0.00000 | 1.52179 | ||
5 | 2010.02.25 17:45 | buy | 4 | 0.04 | 1.52063 | 0.00000 | 1.52093 | ||
6 | 2010.02.25 17:50 | buy | 5 | 0.08 | 1.51947 | 0.00000 | 1.51977 | ||
7 | 2010.02.25 17:57 | t/p | 5 | 0.08 | 1.51977 | 0.00000 | 1.51977 | 2.40 | 10002.70 |
8 | 2010.02.25 17:57 | close | 4 | 0.04 | 1.52007 | 0.00000 | 1.52093 | -2.24 | 10000.46 |
9 | 2010.02.25 17:59 | close | 3 | 0.02 | 1.51992 | 0.00000 | 1.52179 | -3.14 | 9997.32 |
10 | 2010.02.25 18:00 | close | 2 | 0.01 | 1.51997 | 0.00000 | 1.52295 | -2.68 | 9994.64 |
11 | 2010.02.25 18:55 | sell | 6 | 0.01 | 1.52356 | 0.00000 | 1.52326 | ||
12 | 2010.02.25 19:00 | sell | 7 | 0.02 | 1.52377 | 0.00000 | 1.52347 | ||
13 | 2010.02.25 19:02 | sell | 8 | 0.04 | 1.52410 | 0.00000 | 1.52380 | ||
14 | 2010.02.25 19:07 | sell | 9 | 0.08 | 1.52433 | 0.00000 | 1.52403 | ||
15 | 2010.02.25 19:10 | t/p | 9 | 0.08 | 1.52403 | 0.00000 | 1.52403 | 2.40 | 9997.04 |
16 | 2010.02.25 19:15 | t/p | 6 | 0.01 | 1.52326 | 0.00000 | 1.52326 | 0.30 | 9997.34 |
17 | 2010.02.25 19:15 | t/p | 7 | 0.02 | 1.52347 | 0.00000 | 1.52347 | 0.60 | 9997.94 |
18 | 2010.02.25 19:15 | t/p | 8 | 0.04 | 1.52380 | 0.00000 | 1.52380 | 1.20 | 9999.14 |
19 | 2010.02.25 20:02 | sell | 10 | 0.01 | 1.52658 | 0.00000 | 1.52628 | ||
20 | 2010.02.25 20:07 | sell | 11 | 0.02 | 1.52679 | 0.00000 | 1.52649 | ||
21 | 2010.02.25 20:15 | t/p | 10 | 0.01 | 1.52628 | 0.00000 | 1.52628 | 0.30 | 9999.44 |
22 | 2010.02.25 20:15 | t/p | 11 | 0.02 | 1.52649 | 0.00000 | 1.52649 | 0.60 | 10000.04 |
23 | 2010.02.26 00:37 | buy | 12 | 0.01 | 1.52570 | 0.00000 | 1.52600 | ||
24 | 2010.02.26 00:40 | buy | 13 | 0.02 | 1.52503 | 0.00000 | 1.52533 | ||
25 | 2010.02.26 00:45 | buy | 14 | 0.04 | 1.52453 | 0.00000 | 1.52483 | ||
26 | 2010.02.26 00:50 | buy | 15 | 0.08 | 1.52386 | 0.00000 | 1.52416 | ||
27 | 2010.02.26 01:10 | t/p | 15 | 0.08 | 1.52416 | 0.00000 | 1.52416 | 2.40 | 10002.44 |
28 | 2010.02.26 01:10 | close | 14 | 0.04 | 1.52482 | 0.00000 | 1.52483 | 1.16 | 10003.60 |
29 | 2010.02.26 01:12 | close | 13 | 0.02 | 1.52456 | 0.00000 | 1.52533 | -0.94 | 10002.66 |
30 | 2010.02.26 01:15 | close | 12 | 0.01 | 1.52560 | 0.00000 | 1.52600 | -0.10 | 10002.56 |
31 | 2010.02.26 02:45 | sell | 16 | 0.01 | 1.52798 | 0.00000 | 1.52768 | ||
32 | 2010.02.26 02:50 | sell | 17 | 0.02 | 1.52843 | 0.00000 | 1.52813 | ||
33 | 2010.02.26 03:05 | t/p | 17 | 0.02 | 1.52813 | 0.00000 | 1.52813 | 0.60 | 10003.16 |
34 | 2010.02.26 03:05 | close | 16 | 0.01 | 1.52803 | 0.00000 | 1.52768 | -0.05 | 10003.11 |
35 | 2010.02.26 03:22 | buy | 18 | 0.01 | 1.52631 | 0.00000 | 1.52661 | ||
36 | 2010.02.26 03:25 | buy | 19 | 0.02 | 1.52607 | 0.00000 | 1.52637 | ||
37 | 2010.02.26 03:32 | t/p | 18 | 0.01 | 1.52661 | 0.00000 | 1.52661 | 0.30 | 10003.41 |
38 | 2010.02.26 03:32 | t/p | 19 | 0.02 | 1.52637 | 0.00000 | 1.52637 | 0.60 | 10004.01 |
39 | 2010.02.26 07:25 | sell | 20 | 0.01 | 1.52927 | 0.00000 | 1.52897 | ||
40 | 2010.02.26 07:27 | t/p | 20 | 0.01 | 1.52897 | 0.00000 | 1.52897 | 0.30 | 10004.31 |
41 | 2010.02.26 16:32 | sell | 21 | 0.01 | 1.51978 | 0.00000 | 1.51948 | ||
42 | 2010.02.26 16:35 | sell | 22 | 0.02 | 1.52014 | 0.00000 | 1.51984 | ||
43 | 2010.02.26 16:40 | sell | 23 | 0.04 | 1.52125 | 0.00000 | 1.52095 | ||
44 | 2010.02.26 16:45 | sell | 24 | 0.08 | 1.52235 | 0.00000 | 1.52205 | ||
45 | 2010.02.26 18:15 | t/p | 24 | 0.08 | 1.52205 | 0.00000 | 1.52205 | 2.40 | 10006.71 |
46 | 2010.02.26 18:15 | close | 23 | 0.04 | 1.52172 | 0.00000 | 1.52095 | -1.88 | 10004.83 |
47 | 2010.02.26 18:17 | close | 22 | 0.02 | 1.52211 | 0.00000 | 1.51984 | -3.94 | 10000.89 |
48 | 2010.02.26 18:20 | close | 21 | 0.01 | 1.52015 | 0.00000 | 1.51948 | -0.37 | 10000.52 |
49 | 2010.02.26 19:37 | sell | 25 | 0.01 | 1.52575 | 0.00000 | 1.52545 | ||
50 | 2010.02.26 19:45 | t/p | 25 | 0.01 | 1.52545 | 0.00000 | 1.52545 | 0.30 | 10000.82 |
51 | 2010.02.26 21:40 | buy | 26 | 0.01 | 1.52508 | 0.00000 | 1.52538 | ||
52 | 2010.02.26 22:20 | buy | 27 | 0.02 | 1.52467 | 0.00000 | 1.52497 | ||
53 | 2010.02.26 22:40 | buy | 28 | 0.04 | 1.52410 | 0.00000 | 1.52440 | ||
54 | 2010.02.26 22:46 | buy | 29 | 0.08 | 1.52338 | 0.00000 | 1.52368 | ||
55 | 2010.02.26 22:59 | close at stop | 29 | 0.08 | 1.52334 | 0.00000 | 1.52368 | -0.32 | 10000.50 |
56 | 2010.02.26 22:59 | close at stop | 28 | 0.04 | 1.52334 | 0.00000 | 1.52440 | -3.04 | 9997.46 |
57 | 2010.02.26 22:59 | close at stop | 27 | 0.02 | 1.52334 | 0.00000 | 1.52497 | -2.66 | 9994.80 |
58 | 2010.02.26 22:59 | close at stop | 26 | 0.01 | 1.52334 | 0.00000 | 1.52538 | -1.74 | 9993.06 |