Strategy Tester Report
SimpleStochDivergenceEAv21
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; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=2; period=10; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -106.83 | Gross profit | 80.24 | Gross loss | -187.07 |
Profit factor | 0.43 | Expected payoff | -21.37 | ||
Absolute drawdown | 140.55 | 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 | 33.60 | loss trade | -98.70 | |
Average | profit trade | 26.75 | loss trade | -93.53 | |
Maximum | consecutive wins (profit in money) | 2 (54.32) | consecutive losses (loss in money) | 1 (-98.70) | |
Maximal | consecutive profit (count of wins) | 54.32 (2) | consecutive loss (count of losses) | -98.70 (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 | 1.35311 | 0.00000 | 0.00000 | 25.92 | 10025.92 |
3 | 2010.03.04 00:00 | buy | 2 | 0.10 | 1.36964 | 0.00000 | 0.00000 | ||
4 | 2010.03.05 17:00 | close | 2 | 0.10 | 1.36081 | 0.00000 | 0.00000 | -88.37 | 9937.55 |
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 | 1.35923 | 0.00000 | 0.00000 | 33.60 | 9971.15 |
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 | 1.35150 | 0.00000 | 0.00000 | 20.72 | 9991.87 |
9 | 2010.03.26 03:00 | sell | 5 | 0.10 | 1.33120 | 0.00000 | 0.00000 | ||
10 | 2010.03.26 21:59 | close at stop | 5 | 0.10 | 1.34107 | 0.00000 | 0.00000 | -98.70 | 9893.17 |