Strategy Tester Report
Stochastic Divergence Trader
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6.87 | Gross profit | 5.40 | Gross loss | -12.27 |
Profit factor | 0.44 | Expected payoff | -2.29 | ||
Absolute drawdown | 15.27 | Maximal drawdown | 16.80 (0.17%) | Relative drawdown | 0.17% (16.80) |
Total trades | 3 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
Largest | profit trade | 2.70 | loss trade | -12.27 | |
Average | profit trade | 2.70 | loss trade | -12.27 | |
Maximum | consecutive wins (profit in money) | 2 (5.40) | consecutive losses (loss in money) | 1 (-12.27) | |
Maximal | consecutive profit (count of wins) | 5.40 (2) | consecutive loss (count of losses) | -12.27 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.08 23:52 | buy | 1 | 0.10 | 1.36259 | 1.36137 | 1.36286 | ||
2 | 2010.03.09 00:50 | s/l | 1 | 0.10 | 1.36137 | 1.36137 | 1.36286 | -12.27 | 9987.73 |
3 | 2010.03.10 15:02 | buy | 2 | 0.10 | 1.36089 | 1.35967 | 1.36116 | ||
4 | 2010.03.10 15:10 | t/p | 2 | 0.10 | 1.36116 | 1.35967 | 1.36116 | 2.70 | 9990.43 |
5 | 2010.03.12 07:12 | buy | 3 | 0.10 | 1.36965 | 1.36843 | 1.36992 | ||
6 | 2010.03.12 07:15 | t/p | 3 | 0.10 | 1.36992 | 1.36843 | 1.36992 | 2.70 | 9993.13 |