Strategy Tester Report
Stochastic Bollinger EA1
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=200; TakeProfitMode=false; TakeProfit=700; TrailingStopMode=false; TrailingStop=0; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3852.10 | Gross profit | 613.00 | Gross loss | -4465.10 |
| Profit factor | 0.14 | Expected payoff | -385.21 | ||
| Absolute drawdown | 4159.10 | Maximal drawdown | 4497.10 (43.50%) | Relative drawdown | 43.50% (4497.10) |
| Total trades | 10 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 2 (20.00%) | Loss trades (% of total) | 8 (80.00%) | ||
| Largest | profit trade | 480.00 | loss trade | -1303.00 | |
| Average | profit trade | 306.50 | loss trade | -558.14 | |
| Maximum | consecutive wins (profit in money) | 1 (480.00) | consecutive losses (loss in money) | 5 (-2806.10) | |
| Maximal | consecutive profit (count of wins) | 480.00 (1) | consecutive loss (count of losses) | -2806.10 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 07:00 | sell | 1 | 1.00 | 1.60924 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 12:00 | close | 1 | 1.00 | 1.61759 | 0.00000 | 0.00000 | -835.00 | 9165.00 |
| 3 | 2010.01.07 03:00 | buy | 2 | 1.00 | 1.60266 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.07 08:00 | close | 2 | 1.00 | 1.59673 | 0.00000 | 0.00000 | -593.00 | 8572.00 |
| 5 | 2010.01.08 06:00 | buy | 3 | 1.00 | 1.59428 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.08 18:00 | close | 3 | 1.00 | 1.59908 | 0.00000 | 0.00000 | 480.00 | 9052.00 |
| 7 | 2010.01.12 17:00 | buy | 4 | 1.00 | 1.61919 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.13 02:00 | close | 4 | 1.00 | 1.61501 | 0.00000 | 0.00000 | -417.80 | 8634.20 |
| 9 | 2010.01.28 10:00 | buy | 5 | 1.00 | 1.62754 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.28 18:00 | close | 5 | 1.00 | 1.61451 | 0.00000 | 0.00000 | -1303.00 | 7331.20 |
| 11 | 2010.01.28 21:00 | sell | 6 | 1.00 | 1.61250 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.29 05:00 | close | 6 | 1.00 | 1.61464 | 0.00000 | 0.00000 | -216.30 | 7114.90 |
| 13 | 2010.02.02 00:00 | buy | 7 | 1.00 | 1.59643 | 0.00000 | 0.00000 | ||
| 14 | 2010.02.02 07:00 | close | 7 | 1.00 | 1.59410 | 0.00000 | 0.00000 | -233.00 | 6881.90 |
| 15 | 2010.02.03 08:00 | buy | 8 | 1.00 | 1.60268 | 0.00000 | 0.00000 | ||
| 16 | 2010.02.03 14:00 | close | 8 | 1.00 | 1.59632 | 0.00000 | 0.00000 | -636.00 | 6245.90 |
| 17 | 2010.02.22 00:00 | buy | 9 | 1.00 | 1.54567 | 0.00000 | 0.00000 | ||
| 18 | 2010.02.22 09:00 | close | 9 | 1.00 | 1.54700 | 0.00000 | 0.00000 | 133.00 | 6378.90 |
| 19 | 2010.02.24 08:00 | buy | 10 | 1.00 | 1.54559 | 0.00000 | 0.00000 | ||
| 20 | 2010.02.24 16:00 | close | 10 | 1.00 | 1.54328 | 0.00000 | 0.00000 | -231.00 | 6147.90 |