Strategy Tester Report
Simple Stoch Divergence EA v 2
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 | 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 | 1474 | Ticks modelled | 12838 | Modelling quality | n/a |
Mismatched charts errors | 21 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -99.83 | Gross profit | 84.44 | Gross loss | -184.27 |
Profit factor | 0.46 | Expected payoff | -19.97 | ||
Absolute drawdown | 137.75 | Maximal drawdown | 182.37 (1.82%) | Relative drawdown | 1.82% (182.37) |
Total trades | 5 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
Largest | profit trade | 35.00 | loss trade | -97.30 | |
Average | profit trade | 28.15 | loss trade | -92.13 | |
Maximum | consecutive wins (profit in money) | 2 (57.12) | consecutive losses (loss in money) | 1 (-97.30) | |
Maximal | consecutive profit (count of wins) | 57.12 (2) | consecutive loss (count of losses) | -97.30 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 20:00 | sell | 1 | 0.10 | 1.35571 | 0.00000 | 0.00000 | ||
2 | 2010.03.02 03:00 | close | 1 | 0.10 | 1.35297 | 0.00000 | 0.00000 | 27.32 | 10027.32 |
3 | 2010.03.04 00:00 | buy | 2 | 0.10 | 1.36950 | 0.00000 | 0.00000 | ||
4 | 2010.03.05 17:00 | close | 2 | 0.10 | 1.36081 | 0.00000 | 0.00000 | -86.97 | 9940.35 |
5 | 2010.03.19 05:00 | sell | 3 | 0.10 | 1.36259 | 0.00000 | 0.00000 | ||
6 | 2010.03.19 10:00 | close | 3 | 0.10 | 1.35909 | 0.00000 | 0.00000 | 35.00 | 9975.35 |
7 | 2010.03.19 21:00 | sell | 4 | 0.10 | 1.35358 | 0.00000 | 0.00000 | ||
8 | 2010.03.22 02:00 | close | 4 | 0.10 | 1.35136 | 0.00000 | 0.00000 | 22.12 | 9997.47 |
9 | 2010.03.26 03:00 | sell | 5 | 0.10 | 1.33120 | 0.00000 | 0.00000 | ||
10 | 2010.03.26 21:57 | close at stop | 5 | 0.10 | 1.34093 | 0.00000 | 0.00000 | -97.30 | 9900.17 |