Strategy Tester Report
Ten Stochs Wave Filter EA
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 | STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 633.22 | Gross profit | 1448.00 | Gross loss | -814.78 |
Profit factor | 1.78 | Expected payoff | 37.25 | ||
Absolute drawdown | 307.74 | Maximal drawdown | 428.94 (4.03%) | Relative drawdown | 4.03% (428.94) |
Total trades | 17 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 8 (25.00%) |
Profit trades (% of total) | 7 (41.18%) | Loss trades (% of total) | 10 (58.82%) | ||
Largest | profit trade | 471.94 | loss trade | -133.80 | |
Average | profit trade | 206.86 | loss trade | -81.48 | |
Maximum | consecutive wins (profit in money) | 3 (556.42) | consecutive losses (loss in money) | 4 (-258.54) | |
Maximal | consecutive profit (count of wins) | 556.42 (3) | consecutive loss (count of losses) | -258.54 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 0.10 | 1.60881 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 13:00 | close | 1 | 0.10 | 1.62219 | 0.00000 | 0.00000 | -133.80 | 9866.20 |
3 | 2010.01.04 13:02 | buy | 2 | 0.10 | 1.62189 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 22:00 | close | 2 | 0.10 | 1.61004 | 0.00000 | 0.00000 | -118.50 | 9747.70 |
5 | 2010.01.04 22:02 | sell | 3 | 0.10 | 1.60998 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 10:00 | close | 3 | 0.10 | 1.60173 | 0.00000 | 0.00000 | 81.06 | 9828.76 |
7 | 2010.01.08 10:02 | buy | 4 | 0.10 | 1.60176 | 0.00000 | 0.00000 | ||
8 | 2010.01.19 14:00 | close | 4 | 0.10 | 1.63330 | 0.00000 | 0.00000 | 315.40 | 10144.16 |
9 | 2010.01.19 14:02 | sell | 5 | 0.10 | 1.63253 | 0.00000 | 0.00000 | ||
10 | 2010.01.25 10:00 | close | 5 | 0.10 | 1.61639 | 0.00000 | 0.00000 | 159.96 | 10304.12 |
11 | 2010.01.25 10:02 | buy | 6 | 0.10 | 1.61678 | 0.00000 | 0.00000 | ||
12 | 2010.01.26 12:00 | close | 6 | 0.10 | 1.61196 | 0.00000 | 0.00000 | -48.20 | 10255.92 |
13 | 2010.01.26 12:02 | sell | 7 | 0.10 | 1.61219 | 0.00000 | 0.00000 | ||
14 | 2010.01.27 13:00 | close | 7 | 0.10 | 1.62277 | 0.00000 | 0.00000 | -106.04 | 10149.88 |
15 | 2010.01.27 13:02 | buy | 8 | 0.10 | 1.62279 | 0.00000 | 0.00000 | ||
16 | 2010.01.28 19:00 | close | 8 | 0.10 | 1.61350 | 0.00000 | 0.00000 | -92.90 | 10056.98 |
17 | 2010.01.28 19:02 | sell | 9 | 0.10 | 1.61233 | 0.00000 | 0.00000 | ||
18 | 2010.02.08 18:00 | close | 9 | 0.10 | 1.56492 | 0.00000 | 0.00000 | 471.94 | 10528.92 |
19 | 2010.02.08 18:02 | buy | 10 | 0.10 | 1.56496 | 0.00000 | 0.00000 | ||
20 | 2010.02.09 13:00 | close | 10 | 0.10 | 1.55776 | 0.00000 | 0.00000 | -72.00 | 10456.92 |
21 | 2010.02.09 13:02 | sell | 11 | 0.10 | 1.55789 | 0.00000 | 0.00000 | ||
22 | 2010.02.11 05:00 | close | 11 | 0.10 | 1.56433 | 0.00000 | 0.00000 | -65.36 | 10391.56 |
23 | 2010.02.11 05:03 | buy | 12 | 0.10 | 1.56609 | 0.00000 | 0.00000 | ||
24 | 2010.02.12 13:00 | close | 12 | 0.10 | 1.56141 | 0.00000 | 0.00000 | -46.80 | 10344.76 |
25 | 2010.02.12 13:02 | sell | 13 | 0.10 | 1.56117 | 0.00000 | 0.00000 | ||
26 | 2010.02.16 05:00 | close | 13 | 0.10 | 1.56856 | 0.00000 | 0.00000 | -74.38 | 10270.38 |
27 | 2010.02.16 05:02 | buy | 14 | 0.10 | 1.56854 | 0.00000 | 0.00000 | ||
28 | 2010.02.17 19:00 | close | 14 | 0.10 | 1.56965 | 0.00000 | 0.00000 | 11.10 | 10281.48 |
29 | 2010.02.17 19:02 | sell | 15 | 0.10 | 1.56979 | 0.00000 | 0.00000 | ||
30 | 2010.02.19 19:00 | close | 15 | 0.10 | 1.54566 | 0.00000 | 0.00000 | 240.34 | 10521.82 |
31 | 2010.02.19 19:02 | buy | 16 | 0.10 | 1.54637 | 0.00000 | 0.00000 | ||
32 | 2010.02.23 13:00 | close | 16 | 0.10 | 1.54069 | 0.00000 | 0.00000 | -56.80 | 10465.02 |
33 | 2010.02.23 13:02 | sell | 17 | 0.10 | 1.54070 | 0.00000 | 0.00000 | ||
34 | 2010.02.26 22:56 | close at stop | 17 | 0.10 | 1.52376 | 0.00000 | 0.00000 | 168.20 | 10633.22 |