Report Result : Simple Stoch Divergence EA v 2

Strategy Tester Report

Simple Stoch Divergence EA v 2

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		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60;

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

Initial deposit	10000.00
Total net profit	2.55	Gross profit	1311.46	Gross loss	-1308.91
Profit factor	1.00	Expected payoff	0.05
Absolute drawdown	313.76	Maximal drawdown	524.74 (4.99%)	Relative drawdown	4.99% (524.74)

Total trades	56	Short positions (won %)	35 (77.14%)	Long positions (won %)	21 (52.38%)
		Profit trades (% of total)	38 (67.86%)	Loss trades (% of total)	18 (32.14%)
Largest		profit trade	159.27	loss trade	-331.62
Average		profit trade	34.51	loss trade	-72.72
Maximum		consecutive wins (profit in money)	11 (342.04)	consecutive losses (loss in money)	5 (-323.51)
Maximal		consecutive profit (count of wins)	342.04 (11)	consecutive loss (count of losses)	-331.62 (1)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.06 09:00	sell	1	0.10	1.19773	0.00000	0.00000
2	2009.01.06 12:00	close	1	0.10	1.19224	0.00000	0.00000	46.05	10046.05
3	2009.01.07 04:00	sell	2	0.10	1.18550	0.00000	0.00000
4	2009.01.07 15:00	close	2	0.10	1.18000	0.00000	0.00000	46.61	10092.66
5	2009.01.09 03:00	sell	3	0.10	1.18415	0.00000	0.00000
6	2009.01.13 23:00	close	3	0.10	1.22475	0.00000	0.00000	-331.62	9761.04
7	2009.01.15 03:00	buy	4	0.10	1.24540	0.00000	0.00000
8	2009.01.15 10:00	close	4	0.10	1.24960	0.00000	0.00000	33.61	9794.65
9	2009.01.21 04:00	buy	5	0.10	1.26135	0.00000	0.00000
10	2009.01.21 10:00	close	5	0.10	1.26455	0.00000	0.00000	25.31	9819.96
11	2009.01.26 03:00	sell	6	0.10	1.23812	0.00000	0.00000
12	2009.01.26 12:00	close	6	0.10	1.21871	0.00000	0.00000	159.27	9979.23
13	2009.02.09 06:00	sell	7	0.10	1.22181	0.00000	0.00000
14	2009.02.09 16:00	close	7	0.10	1.21985	0.00000	0.00000	16.07	9995.30
15	2009.02.11 08:00	buy	8	0.10	1.24209	0.00000	0.00000
16	2009.02.11 15:00	close	8	0.10	1.25015	0.00000	0.00000	64.47	10059.77
17	2009.02.26 04:00	buy	9	0.10	1.25465	0.00000	0.00000
18	2009.02.26 22:00	close	9	0.10	1.25309	0.00000	0.00000	-12.45	10047.32
19	2009.03.03 04:00	buy	10	0.10	1.28858	0.00000	0.00000
20	2009.03.03 13:00	close	10	0.10	1.29309	0.00000	0.00000	34.88	10082.20
21	2009.03.19 03:00	sell	11	0.10	1.24944	0.00000	0.00000
22	2009.03.19 12:00	close	11	0.10	1.24002	0.00000	0.00000	75.97	10158.17
23	2009.03.24 08:00	sell	12	0.10	1.22396	0.00000	0.00000
24	2009.03.25 15:00	close	12	0.10	1.22331	0.00000	0.00000	5.25	10163.42
25	2009.04.01 11:00	buy	13	0.10	1.26371	0.00000	0.00000
26	2009.04.03 05:00	close	13	0.10	1.23955	0.00000	0.00000	-195.11	9968.31
27	2009.04.03 07:00	sell	14	0.10	1.24135	0.00000	0.00000
28	2009.04.03 15:00	close	14	0.10	1.24156	0.00000	0.00000	-1.69	9966.62
29	2009.04.06 14:00	sell	15	0.10	1.23225	0.00000	0.00000
30	2009.04.06 23:00	close	15	0.10	1.23810	0.00000	0.00000	-47.25	9919.37
31	2009.04.14 22:00	sell	16	0.10	1.21358	0.00000	0.00000
32	2009.04.15 14:00	close	16	0.10	1.21440	0.00000	0.00000	-6.81	9912.56
33	2009.04.16 07:00	sell	17	0.10	1.20582	0.00000	0.00000
34	2009.04.16 15:00	close	17	0.10	1.19999	0.00000	0.00000	48.58	9961.14
35	2009.04.21 06:00	buy	18	0.10	1.23754	0.00000	0.00000
36	2009.04.21 09:00	close	18	0.10	1.24130	0.00000	0.00000	30.29	9991.43
37	2009.04.24 04:00	sell	19	0.10	1.22601	0.00000	0.00000
38	2009.04.24 11:00	close	19	0.10	1.22290	0.00000	0.00000	25.43	10016.86
39	2009.04.27 03:00	sell	20	0.10	1.21423	0.00000	0.00000
40	2009.04.27 17:00	close	20	0.10	1.20970	0.00000	0.00000	37.45	10054.31
41	2009.05.05 08:00	sell	21	0.10	1.17439	0.00000	0.00000
42	2009.05.05 12:00	close	21	0.10	1.17211	0.00000	0.00000	19.45	10073.76
43	2009.05.11 12:00	sell	22	0.10	1.15413	0.00000	0.00000
44	2009.05.12 12:00	close	22	0.10	1.15904	0.00000	0.00000	-42.42	10031.34
45	2009.05.25 04:00	sell	23	0.10	1.12353	0.00000	0.00000
46	2009.05.25 21:00	close	23	0.10	1.12269	0.00000	0.00000	7.48	10038.82
47	2009.06.03 02:00	sell	24	0.10	1.08380	0.00000	0.00000
48	2009.06.03 07:00	close	24	0.10	1.08115	0.00000	0.00000	24.51	10063.33
49	2009.06.08 04:00	buy	25	0.10	1.11636	0.00000	0.00000
50	2009.06.08 10:00	close	25	0.10	1.12443	0.00000	0.00000	71.77	10135.10
51	2009.06.10 00:00	sell	26	0.10	1.10359	0.00000	0.00000
52	2009.06.10 08:00	close	26	0.10	1.09949	0.00000	0.00000	37.29	10172.39
53	2009.06.17 05:00	buy	27	0.10	1.13415	0.00000	0.00000
54	2009.06.17 12:00	close	27	0.10	1.13399	0.00000	0.00000	-1.41	10170.98
55	2009.07.01 07:00	buy	28	0.10	1.16142	0.00000	0.00000
56	2009.07.01 22:00	close	28	0.10	1.14920	0.00000	0.00000	-106.33	10064.65
57	2009.07.03 05:00	buy	29	0.10	1.15969	0.00000	0.00000
58	2009.07.03 18:00	close	29	0.10	1.16206	0.00000	0.00000	20.39	10085.04
59	2009.07.16 03:00	sell	30	0.10	1.11839	0.00000	0.00000
60	2009.07.16 23:00	close	30	0.10	1.11690	0.00000	0.00000	13.34	10098.38
61	2009.07.20 17:00	sell	31	0.10	1.10769	0.00000	0.00000
62	2009.07.21 13:00	close	31	0.10	1.10644	0.00000	0.00000	11.24	10109.63
63	2009.07.23 01:00	sell	32	0.10	1.10032	0.00000	0.00000
64	2009.07.23 15:00	close	32	0.10	1.09907	0.00000	0.00000	11.37	10121.00
65	2009.07.24 04:00	sell	33	0.10	1.09153	0.00000	0.00000
66	2009.07.24 10:00	close	33	0.10	1.08775	0.00000	0.00000	34.75	10155.75
67	2009.08.04 08:00	sell	34	0.10	1.06774	0.00000	0.00000
68	2009.08.05 19:00	close	34	0.10	1.06976	0.00000	0.00000	-18.94	10136.81
69	2009.08.11 01:00	buy	35	0.10	1.08831	0.00000	0.00000
70	2009.08.11 12:00	close	35	0.10	1.09457	0.00000	0.00000	57.19	10194.00
71	2009.08.12 03:00	buy	36	0.10	1.09985	0.00000	0.00000
72	2009.08.12 06:00	close	36	0.10	1.10161	0.00000	0.00000	15.98	10209.98
73	2009.08.13 04:00	sell	37	0.10	1.08996	0.00000	0.00000
74	2009.08.13 12:00	close	37	0.10	1.08420	0.00000	0.00000	53.13	10263.11
75	2009.08.17 20:00	buy	38	0.10	1.10608	0.00000	0.00000
76	2009.08.18 01:00	close	38	0.10	1.10712	0.00000	0.00000	9.34	10272.45
77	2009.08.21 21:00	sell	39	0.10	1.08251	0.00000	0.00000
78	2009.08.24 01:00	close	39	0.10	1.07906	0.00000	0.00000	31.91	10304.36
79	2009.08.24 09:00	sell	40	0.10	1.08131	0.00000	0.00000
80	2009.08.24 15:00	close	40	0.10	1.07521	0.00000	0.00000	56.73	10361.09
81	2009.08.24 21:00	sell	41	0.10	1.07709	0.00000	0.00000
82	2009.08.25 15:00	close	41	0.10	1.07376	0.00000	0.00000	30.95	10392.04
83	2009.08.28 07:00	sell	42	0.10	1.08826	0.00000	0.00000
84	2009.08.28 12:00	close	42	0.10	1.08531	0.00000	0.00000	27.18	10419.22
85	2009.09.08 03:00	sell	43	0.10	1.07781	0.00000	0.00000
86	2009.09.08 08:00	close	43	0.10	1.07692	0.00000	0.00000	8.26	10427.48
87	2009.09.17 03:00	sell	44	0.10	1.06704	0.00000	0.00000
88	2009.09.17 08:00	close	44	0.10	1.06243	0.00000	0.00000	43.39	10470.87
89	2009.09.25 00:00	buy	45	0.10	1.08889	0.00000	0.00000
90	2009.09.25 12:00	close	45	0.10	1.08976	0.00000	0.00000	7.98	10478.85
91	2009.10.01 05:00	sell	46	0.10	1.06972	0.00000	0.00000
92	2009.10.02 17:00	close	46	0.10	1.08202	0.00000	0.00000	-113.74	10365.11
93	2009.10.08 13:00	sell	47	0.10	1.05531	0.00000	0.00000
94	2009.10.08 19:00	close	47	0.10	1.05308	0.00000	0.00000	21.18	10386.29
95	2009.10.09 04:00	sell	48	0.10	1.05406	0.00000	0.00000
96	2009.10.09 13:00	close	48	0.10	1.04988	0.00000	0.00000	39.81	10426.10
97	2009.10.20 12:00	sell	49	0.10	1.03074	0.00000	0.00000
98	2009.10.21 08:00	close	49	0.10	1.04702	0.00000	0.00000	-155.55	10270.55
99	2009.10.27 08:00	buy	50	0.10	1.06685	0.00000	0.00000
100	2009.10.27 16:00	close	50	0.10	1.06675	0.00000	0.00000	-0.94	10269.61
101	2009.10.29 05:00	buy	51	0.10	1.07862	0.00000	0.00000
102	2009.10.30 13:00	close	51	0.10	1.07130	0.00000	0.00000	-68.38	10201.23
103	2009.11.02 05:00	buy	52	0.10	1.07870	0.00000	0.00000
104	2009.11.02 21:00	close	52	0.10	1.07868	0.00000	0.00000	-0.19	10201.04
105	2009.11.23 01:00	buy	53	0.10	1.06935	0.00000	0.00000
106	2009.11.24 02:00	close	53	0.10	1.05893	0.00000	0.00000	-98.45	10102.59
107	2009.12.01 23:00	sell	54	0.10	1.04597	0.00000	0.00000
108	2009.12.02 06:00	close	54	0.10	1.04517	0.00000	0.00000	7.59	10110.18
109	2009.12.09 05:00	buy	55	0.10	1.06158	0.00000	0.00000
110	2009.12.10 05:00	close	55	0.10	1.05541	0.00000	0.00000	-58.61	10051.57
111	2009.12.31 03:00	buy	56	0.10	1.05158	0.00000	0.00000
112	2009.12.31 18:57	close at stop	56	0.10	1.04645	0.00000	0.00000	-49.02	10002.55

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