Strategy Tester Report
stochAU_UJ_AS1
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 | INFO="Stoch Power EA V5.0H Build 005"; OWN="Copyright © 2008, David E. Fulton"; sq="--STOCH SETTING--"; K_Period=56; D_Period=12; Slow_Period=3; Stoch_TF=15; shift=1; H_level=97; L_level=3; ChooseeMAMode="Choose 1=mode SMA, 2=mode LWMA, 3=mode EMA"; stochMAmode=2; ExitWithSTOCH=false; sb="--TRADE SETTING--"; Lots=0.1; TakeProfit=32; MyMoneyProfitTarget=false; My_Money_Profit_Target=50; multiply=2; MaxTrades=5; Pips=22; StopLoss=0; TrailingStop=0; MM="--MOney Management--"; MMSwicth="if one the lots size will increase based on account size"; mm=0; riskset="risk to calculate the lots size (only if mm is enabled)"; risk=1; accounttypes="0 if Normal Lots, 1 for mini lots, 2 for micro lots"; AccountType=2; magicnumber="--MAgic No--"; MagicNumber=222777; so="--CUTLOSS SETTING--"; SecureProfitProtection=false; SP="If profit made is bigger than SecureProfit we close the orders"; SecureProfit=20; OTP="Number of orders to enable the account protection"; OrderstoProtect=3; ASP="if one will check profit from all symbols, if cero only this symbol"; AllSymbolsProtect=false; EP="if true, then the expert will protect the account equity to the percent specified"; EquityProtection=false; AEP="percent of the account to protect on a set of trades"; AccountEquityPercentProtection=90; AMP="if true, then the expert will use money protection to the USD specified"; AccountMoneyProtection=false; AccountMoneyProtectionValue=3000; TradingTime="--trading time setting--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=0; StopHour1=3; TradeEuropeanMarket=false; StartHour2=9; StopHour2=11; TradeNewYorkMarket=false; StartHour3=15; StopHour3=17; TradeOnFriday=true; OtherSetting="--Others Setting--"; reverse="if one the desition to go long/short will be reversed"; ReverseCondition=false; limitorder="if true, instead open market orders it will open limit orders "; SetLimitOrders=false; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -55.50 | Gross profit | 121.60 | Gross loss | -177.10 |
| Profit factor | 0.69 | Expected payoff | -3.96 | ||
| Absolute drawdown | 459.42 | Maximal drawdown | 525.20 (5.22%) | Relative drawdown | 5.22% (525.20) |
| Total trades | 14 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
| Largest | profit trade | 48.84 | loss trade | -69.81 | |
| Average | profit trade | 13.51 | loss trade | -35.42 | |
| Maximum | consecutive wins (profit in money) | 7 (48.30) | consecutive losses (loss in money) | 4 (-176.43) | |
| Maximal | consecutive profit (count of wins) | 73.30 (2) | consecutive loss (count of losses) | -176.43 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.18 16:00 | buy | 1 | 0.10 | 1.06404 | 0.00000 | 1.06436 | ||
| 2 | 2009.12.18 16:02 | buy | 2 | 0.20 | 1.06323 | 0.00000 | 1.06355 | ||
| 3 | 2009.12.18 16:07 | buy | 3 | 0.40 | 1.06287 | 0.00000 | 1.06319 | ||
| 4 | 2009.12.18 16:10 | t/p | 1 | 0.10 | 1.06436 | 0.00000 | 1.06436 | 3.00 | 10003.00 |
| 5 | 2009.12.18 16:10 | t/p | 2 | 0.20 | 1.06355 | 0.00000 | 1.06355 | 6.01 | 10009.01 |
| 6 | 2009.12.18 16:10 | t/p | 3 | 0.40 | 1.06319 | 0.00000 | 1.06319 | 12.03 | 10021.04 |
| 7 | 2009.12.18 16:10 | buy | 4 | 0.10 | 1.06466 | 0.00000 | 1.06498 | ||
| 8 | 2009.12.18 16:12 | buy | 5 | 0.20 | 1.06430 | 0.00000 | 1.06462 | ||
| 9 | 2009.12.18 16:15 | t/p | 4 | 0.10 | 1.06498 | 0.00000 | 1.06498 | 3.00 | 10024.04 |
| 10 | 2009.12.18 16:15 | t/p | 5 | 0.20 | 1.06462 | 0.00000 | 1.06462 | 6.00 | 10030.04 |
| 11 | 2009.12.23 14:46 | buy | 6 | 0.10 | 1.05181 | 0.00000 | 1.05213 | ||
| 12 | 2009.12.23 14:50 | buy | 7 | 0.20 | 1.05137 | 0.00000 | 1.05169 | ||
| 13 | 2009.12.23 14:56 | buy | 8 | 0.40 | 1.05094 | 0.00000 | 1.05126 | ||
| 14 | 2009.12.23 14:59 | t/p | 8 | 0.40 | 1.05126 | 0.00000 | 1.05126 | 12.17 | 10042.21 |
| 15 | 2009.12.23 15:07 | t/p | 7 | 0.20 | 1.05169 | 0.00000 | 1.05169 | 6.09 | 10048.30 |
| 16 | 2009.12.23 15:07 | close | 6 | 0.10 | 1.05174 | 0.00000 | 1.05213 | -0.67 | 10047.63 |
| 17 | 2009.12.30 03:45 | sell | 9 | 0.10 | 1.04606 | 0.00000 | 1.04574 | ||
| 18 | 2009.12.30 04:05 | sell | 10 | 0.20 | 1.04632 | 0.00000 | 1.04600 | ||
| 19 | 2009.12.30 04:15 | sell | 11 | 0.40 | 1.04671 | 0.00000 | 1.04639 | ||
| 20 | 2009.12.30 04:35 | sell | 12 | 0.80 | 1.04703 | 0.00000 | 1.04671 | ||
| 21 | 2009.12.30 04:37 | t/p | 12 | 0.80 | 1.04671 | 0.00000 | 1.04671 | 24.46 | 10072.09 |
| 22 | 2009.12.30 04:40 | sell | 13 | 0.80 | 1.04792 | 0.00000 | 1.04760 | ||
| 23 | 2009.12.30 04:45 | sell | 14 | 1.60 | 1.04881 | 0.00000 | 1.04849 | ||
| 24 | 2009.12.30 05:20 | t/p | 14 | 1.60 | 1.04849 | 0.00000 | 1.04849 | 48.84 | 10120.93 |
| 25 | 2009.12.30 05:20 | close | 13 | 0.80 | 1.04845 | 0.00000 | 1.04760 | -40.44 | 10080.49 |
| 26 | 2009.12.30 05:22 | close | 11 | 0.40 | 1.04854 | 0.00000 | 1.04639 | -69.81 | 10010.68 |
| 27 | 2009.12.30 05:25 | close | 10 | 0.20 | 1.04850 | 0.00000 | 1.04600 | -41.58 | 9969.10 |
| 28 | 2009.12.30 05:27 | close | 9 | 0.10 | 1.04864 | 0.00000 | 1.04574 | -24.60 | 9944.50 |