Strategy Tester Report
stochEA_UC
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=56; D_Period=8; 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=5; 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 | 72.70 | Gross profit | 80.80 | Gross loss | -8.10 |
Profit factor | 9.98 | Expected payoff | 4.54 | ||
Absolute drawdown | 11.60 | Maximal drawdown | 20.30 (0.20%) | Relative drawdown | 0.20% (20.30) |
Total trades | 16 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 14 (87.50%) | Loss trades (% of total) | 2 (12.50%) | ||
Largest | profit trade | 12.80 | loss trade | -4.20 | |
Average | profit trade | 5.77 | loss trade | -4.05 | |
Maximum | consecutive wins (profit in money) | 5 (29.70) | consecutive losses (loss in money) | 1 (-4.20) | |
Maximal | consecutive profit (count of wins) | 29.70 (5) | consecutive loss (count of losses) | -4.20 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.26 03:15 | sell | 1 | 0.10 | 1.62515 | 0.00000 | 1.62483 | ||
2 | 2010.01.26 03:20 | t/p | 1 | 0.10 | 1.62483 | 0.00000 | 1.62483 | 3.20 | 10003.20 |
3 | 2010.01.26 03:20 | sell | 2 | 0.10 | 1.62448 | 0.00000 | 1.62416 | ||
4 | 2010.01.26 03:22 | sell | 3 | 0.20 | 1.62482 | 0.00000 | 1.62450 | ||
5 | 2010.01.26 03:27 | sell | 4 | 0.40 | 1.62515 | 0.00000 | 1.62483 | ||
6 | 2010.01.26 03:27 | t/p | 4 | 0.40 | 1.62483 | 0.00000 | 1.62483 | 12.80 | 10016.00 |
7 | 2010.01.26 03:40 | t/p | 3 | 0.20 | 1.62450 | 0.00000 | 1.62450 | 6.40 | 10022.40 |
8 | 2010.01.26 03:40 | close | 2 | 0.10 | 1.62439 | 0.00000 | 1.62416 | 0.90 | 10023.30 |
9 | 2010.02.01 06:00 | buy | 5 | 0.10 | 1.59522 | 0.00000 | 1.59554 | ||
10 | 2010.02.01 06:02 | buy | 6 | 0.20 | 1.59438 | 0.00000 | 1.59470 | ||
11 | 2010.02.01 06:10 | t/p | 6 | 0.20 | 1.59470 | 0.00000 | 1.59470 | 6.40 | 10029.70 |
12 | 2010.02.01 06:10 | close | 5 | 0.10 | 1.59483 | 0.00000 | 1.59554 | -3.90 | 10025.80 |
13 | 2010.02.01 06:12 | buy | 7 | 0.10 | 1.59476 | 0.00000 | 1.59508 | ||
14 | 2010.02.01 06:15 | t/p | 7 | 0.10 | 1.59508 | 0.00000 | 1.59508 | 3.20 | 10029.00 |
15 | 2010.02.03 15:15 | buy | 8 | 0.10 | 1.59577 | 0.00000 | 1.59609 | ||
16 | 2010.02.03 15:17 | buy | 9 | 0.20 | 1.59555 | 0.00000 | 1.59587 | ||
17 | 2010.02.03 15:20 | t/p | 8 | 0.10 | 1.59609 | 0.00000 | 1.59609 | 3.20 | 10032.20 |
18 | 2010.02.03 15:20 | t/p | 9 | 0.20 | 1.59587 | 0.00000 | 1.59587 | 6.40 | 10038.60 |
19 | 2010.02.03 15:20 | buy | 10 | 0.10 | 1.59642 | 0.00000 | 1.59674 | ||
20 | 2010.02.03 15:22 | buy | 11 | 0.20 | 1.59599 | 0.00000 | 1.59631 | ||
21 | 2010.02.03 15:27 | buy | 12 | 0.40 | 1.59555 | 0.00000 | 1.59587 | ||
22 | 2010.02.03 15:40 | t/p | 12 | 0.40 | 1.59587 | 0.00000 | 1.59587 | 12.80 | 10051.40 |
23 | 2010.02.03 15:40 | close | 11 | 0.20 | 1.59611 | 0.00000 | 1.59631 | 2.40 | 10053.80 |
24 | 2010.02.03 15:42 | close | 10 | 0.10 | 1.59600 | 0.00000 | 1.59674 | -4.20 | 10049.60 |
25 | 2010.02.19 08:00 | buy | 13 | 0.10 | 1.54016 | 0.00000 | 1.54048 | ||
26 | 2010.02.19 08:02 | buy | 14 | 0.20 | 1.53920 | 0.00000 | 1.53952 | ||
27 | 2010.02.19 08:07 | buy | 15 | 0.40 | 1.53893 | 0.00000 | 1.53925 | ||
28 | 2010.02.19 08:10 | t/p | 14 | 0.20 | 1.53952 | 0.00000 | 1.53952 | 6.40 | 10056.00 |
29 | 2010.02.19 08:10 | t/p | 15 | 0.40 | 1.53925 | 0.00000 | 1.53925 | 12.80 | 10068.80 |
30 | 2010.02.19 08:10 | close | 13 | 0.10 | 1.54023 | 0.00000 | 1.54048 | 0.70 | 10069.50 |
31 | 2010.02.19 08:12 | buy | 16 | 0.10 | 1.54001 | 0.00000 | 1.54033 | ||
32 | 2010.02.19 08:15 | t/p | 16 | 0.10 | 1.54033 | 0.00000 | 1.54033 | 3.20 | 10072.70 |