Report Result : Stoch EA-mm-V4 - Desynced Forex Repository

Strategy Tester Report

Stoch EA-mm-V4

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; MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; UseStopLoss=false; StopLoss=200; UseTakeProfit=false; TakeProfit=600; UseTrailingStop=false; TrailingStop=30; maxLots=50; emergencystoploss=true; stoponslowstoch=true; TPonWPR=true;

Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70

Initial deposit	10000.00
Total net profit	-3588.46	Gross profit	7445.39	Gross loss	-11033.85
Profit factor	0.67	Expected payoff	-108.74
Absolute drawdown	4763.46	Maximal drawdown	8251.25 (61.18%)	Relative drawdown	61.18% (8251.25)

Total trades	33	Short positions (won %)	15 (13.33%)	Long positions (won %)	18 (61.11%)
		Profit trades (% of total)	13 (39.39%)	Loss trades (% of total)	20 (60.61%)
Largest		profit trade	1353.01	loss trade	-2406.65
Average		profit trade	572.72	loss trade	-551.69
Maximum		consecutive wins (profit in money)	2 (958.45)	consecutive losses (loss in money)	7 (-5268.80)
Maximal		consecutive profit (count of wins)	1353.01 (1)	consecutive loss (count of losses)	-5268.80 (7)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 10:00	sell	1	1.00	1.19705	0.00000	0.00000
2	2009.01.06 19:00	close	1	1.00	1.18107	0.00000	0.00000	1353.01	11353.01
3	2009.02.05 06:00	sell	2	1.20	1.23247	0.00000	0.00000
4	2009.02.05 10:00	close	2	1.20	1.23519	0.00000	0.00000	-264.25	11088.76
5	2009.02.12 01:00	buy	3	1.20	1.24179	0.00000	0.00000
6	2009.02.12 20:00	close	3	1.20	1.25105	0.00000	0.00000	888.21	11976.97
7	2009.02.13 02:00	buy	4	1.20	1.24389	0.00000	0.00000
8	2009.02.16 16:00	close	4	1.20	1.24463	0.00000	0.00000	70.24	12047.21
9	2009.02.23 18:00	sell	5	1.30	1.25080	0.00000	0.00000
10	2009.02.23 22:00	close	5	1.30	1.25179	0.00000	0.00000	-102.81	11944.40
11	2009.03.03 10:00	buy	6	1.20	1.28684	0.00000	0.00000
12	2009.03.03 16:00	close	6	1.20	1.29095	0.00000	0.00000	382.04	12326.44
13	2009.03.20 01:00	sell	7	1.30	1.24065	0.00000	0.00000
14	2009.03.20 05:00	close	7	1.30	1.24139	0.00000	0.00000	-77.49	12248.95
15	2009.04.07 10:00	buy	8	1.30	1.24144	0.00000	0.00000
16	2009.04.07 16:00	close	8	1.30	1.24200	0.00000	0.00000	58.62	12307.57
17	2009.04.10 13:00	sell	9	1.30	1.22735	0.00000	0.00000
18	2009.04.10 18:00	close	9	1.30	1.22824	0.00000	0.00000	-94.20	12213.37
19	2009.04.16 10:00	sell	10	1.30	1.20628	0.00000	0.00000
20	2009.04.16 17:00	close	10	1.30	1.20718	0.00000	0.00000	-96.92	12116.45
21	2009.05.05 20:00	sell	11	1.30	1.17472	0.00000	0.00000
22	2009.05.06 00:00	close	11	1.30	1.17700	0.00000	0.00000	-252.31	11864.14
23	2009.05.21 17:00	sell	12	1.20	1.14452	0.00000	0.00000
24	2009.05.22 03:00	close	12	1.20	1.13391	0.00000	0.00000	1122.39	12986.53
25	2009.05.25 13:00	sell	13	1.30	1.12578	0.00000	0.00000
26	2009.05.25 17:00	close	13	1.30	1.12714	0.00000	0.00000	-156.86	12829.67
27	2009.06.01 20:00	sell	14	1.30	1.08440	0.00000	0.00000
28	2009.06.02 00:00	close	14	1.30	1.09218	0.00000	0.00000	-926.52	11903.15
29	2009.06.02 01:00	sell	15	1.20	1.09066	0.00000	0.00000
30	2009.06.02 05:00	close	15	1.20	1.09294	0.00000	0.00000	-250.33	11652.82
31	2009.06.17 07:00	buy	16	1.20	1.13273	0.00000	0.00000
32	2009.06.17 17:00	close	16	1.20	1.14211	0.00000	0.00000	985.54	12638.36
33	2009.06.26 00:00	buy	17	1.30	1.15573	0.00000	0.00000
34	2009.06.26 07:00	close	17	1.30	1.15101	0.00000	0.00000	-533.10	12105.26
35	2009.07.03 10:00	buy	18	1.30	1.15963	0.00000	0.00000
36	2009.07.08 05:00	close	18	1.30	1.16479	0.00000	0.00000	572.30	12677.55
37	2009.08.04 17:00	sell	19	1.30	1.06808	0.00000	0.00000
38	2009.08.04 21:00	close	19	1.30	1.07516	0.00000	0.00000	-856.06	11821.49
39	2009.08.07 10:00	buy	20	1.20	1.07842	0.00000	0.00000
40	2009.08.07 20:00	close	20	1.20	1.08229	0.00000	0.00000	429.09	12250.58
41	2009.08.10 08:00	buy	21	1.30	1.08238	0.00000	0.00000
42	2009.08.10 22:00	close	21	1.30	1.08842	0.00000	0.00000	721.41	12971.99
43	2009.08.18 06:00	buy	22	1.30	1.10688	0.00000	0.00000
44	2009.08.26 03:00	close	22	1.30	1.08684	0.00000	0.00000	-2406.65	10565.34
45	2009.08.31 21:00	buy	23	1.10	1.09530	0.00000	0.00000
46	2009.09.01 06:00	close	23	1.10	1.09215	0.00000	0.00000	-318.28	10247.07
47	2009.09.03 08:00	buy	24	1.10	1.10340	0.00000	0.00000
48	2009.09.04 09:00	close	24	1.10	1.10086	0.00000	0.00000	-254.82	9992.25
49	2009.09.15 01:00	buy	25	1.00	1.08408	0.00000	0.00000
50	2009.09.16 15:00	close	25	1.00	1.06509	0.00000	0.00000	-1783.87	8208.38
51	2009.09.17 23:00	sell	26	0.90	1.06429	0.00000	0.00000
52	2009.09.18 03:00	close	26	0.90	1.06689	0.00000	0.00000	-219.67	7988.71
53	2009.09.29 14:00	sell	27	0.80	1.08795	0.00000	0.00000
54	2009.09.29 18:00	close	27	0.80	1.08801	0.00000	0.00000	-4.41	7984.30
55	2009.10.07 17:00	sell	28	0.80	1.06063	0.00000	0.00000
56	2009.10.07 21:00	close	28	0.80	1.06437	0.00000	0.00000	-281.11	7703.19
57	2009.10.21 09:00	buy	29	0.80	1.05186	0.00000	0.00000
58	2009.10.21 13:00	close	29	0.80	1.05495	0.00000	0.00000	234.32	7937.51
59	2009.10.27 15:00	buy	30	0.80	1.06750	0.00000	0.00000
60	2009.10.28 13:00	close	30	0.80	1.07262	0.00000	0.00000	381.13	8318.64
61	2009.11.02 08:00	buy	31	0.90	1.07900	0.00000	0.00000
62	2009.11.09 11:00	close	31	0.90	1.06038	0.00000	0.00000	-1586.20	6732.44
63	2009.11.27 20:00	buy	32	0.70	1.06072	0.00000	0.00000
64	2009.12.04 13:00	close	32	0.70	1.05225	0.00000	0.00000	-567.99	6164.45
65	2009.12.09 14:00	buy	33	0.70	1.06163	0.00000	0.00000
66	2009.12.14 15:00	close	33	0.70	1.06544	0.00000	0.00000	247.09	6411.54