Strategy Tester Report
Stoch EA-mm
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | mm=1; reinv=10; maxLots=50; MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=100; UseTakeProfit=false; TakeProfit=200; UseTrailingStop=false; TrailingStop=45; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 94.67 | Gross profit | 5821.70 | Gross loss | -5727.04 |
| Profit factor | 1.02 | Expected payoff | 6.76 | ||
| Absolute drawdown | 3542.34 | Maximal drawdown | 4816.62 (42.72%) | Relative drawdown | 42.72% (4816.62) |
| Total trades | 14 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
| Largest | profit trade | 1101.97 | loss trade | -2595.44 | |
| Average | profit trade | 646.86 | loss trade | -1145.41 | |
| Maximum | consecutive wins (profit in money) | 4 (1968.74) | consecutive losses (loss in money) | 2 (-3079.80) | |
| Maximal | consecutive profit (count of wins) | 2694.21 (3) | consecutive loss (count of losses) | -3079.80 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.03.12 12:00 | sell | 1 | 1.00 | 1.28940 | 0.00000 | 0.00000 | ||
| 2 | 2009.03.12 21:00 | close | 1 | 1.00 | 1.27972 | 0.00000 | 0.00000 | 756.42 | 10756.42 |
| 3 | 2009.04.08 11:00 | sell | 2 | 1.10 | 1.23831 | 0.00000 | 0.00000 | ||
| 4 | 2009.04.08 14:00 | close | 2 | 1.10 | 1.23859 | 0.00000 | 0.00000 | -24.87 | 10731.55 |
| 5 | 2009.05.12 21:00 | sell | 3 | 1.10 | 1.16162 | 0.00000 | 0.00000 | ||
| 6 | 2009.05.13 09:00 | close | 3 | 1.10 | 1.15738 | 0.00000 | 0.00000 | 402.33 | 11133.88 |
| 7 | 2009.05.28 15:00 | buy | 4 | 1.20 | 1.12034 | 0.00000 | 0.00000 | ||
| 8 | 2009.06.03 17:00 | close | 4 | 1.20 | 1.09706 | 0.00000 | 0.00000 | -2548.86 | 8585.02 |
| 9 | 2009.06.29 16:00 | buy | 5 | 0.90 | 1.15758 | 0.00000 | 0.00000 | ||
| 10 | 2009.07.02 11:00 | close | 5 | 0.90 | 1.15082 | 0.00000 | 0.00000 | -530.94 | 8054.09 |
| 11 | 2009.07.13 11:00 | sell | 6 | 0.90 | 1.16393 | 0.00000 | 0.00000 | ||
| 12 | 2009.07.13 23:00 | close | 6 | 0.90 | 1.15085 | 0.00000 | 0.00000 | 1022.90 | 9076.99 |
| 13 | 2009.07.23 06:00 | sell | 7 | 1.00 | 1.09912 | 0.00000 | 0.00000 | ||
| 14 | 2009.07.23 18:00 | close | 7 | 1.00 | 1.08714 | 0.00000 | 0.00000 | 1101.97 | 10178.96 |
| 15 | 2009.08.28 10:00 | sell | 8 | 1.10 | 1.08756 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.28 14:00 | close | 8 | 1.10 | 1.08196 | 0.00000 | 0.00000 | 569.34 | 10748.30 |
| 17 | 2009.09.02 08:00 | buy | 9 | 1.10 | 1.10301 | 0.00000 | 0.00000 | ||
| 18 | 2009.09.02 11:00 | close | 9 | 1.10 | 1.10274 | 0.00000 | 0.00000 | -26.93 | 10721.37 |
| 19 | 2009.09.04 05:00 | buy | 10 | 1.10 | 1.10323 | 0.00000 | 0.00000 | ||
| 20 | 2009.09.08 03:00 | close | 10 | 1.10 | 1.07781 | 0.00000 | 0.00000 | -2595.44 | 8125.93 |
| 21 | 2009.09.15 15:00 | sell | 11 | 0.90 | 1.08388 | 0.00000 | 0.00000 | ||
| 22 | 2009.09.15 19:00 | close | 11 | 0.90 | 1.07581 | 0.00000 | 0.00000 | 675.12 | 8801.05 |
| 23 | 2009.10.09 09:00 | sell | 12 | 0.90 | 1.05296 | 0.00000 | 0.00000 | ||
| 24 | 2009.10.09 14:00 | close | 12 | 0.90 | 1.04387 | 0.00000 | 0.00000 | 783.72 | 9584.77 |
| 25 | 2009.10.16 07:00 | buy | 13 | 1.00 | 1.03364 | 0.00000 | 0.00000 | ||
| 26 | 2009.10.16 12:00 | close | 13 | 1.00 | 1.03484 | 0.00000 | 0.00000 | 115.96 | 9700.73 |
| 27 | 2009.12.10 10:00 | sell | 14 | 1.00 | 1.05506 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.10 13:00 | close | 14 | 1.00 | 1.05092 | 0.00000 | 0.00000 | 393.94 | 10094.67 |