Strategy Tester Report
Simple Stoch Divergence EA v 2
AlpariUK-Demo (Build 226)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
| 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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -694.30 | Gross profit | 94.07 | Gross loss | -788.37 |
| Profit factor | 0.12 | Expected payoff | -53.41 | ||
| Absolute drawdown | 848.99 | Maximal drawdown | 862.29 (8.61%) | Relative drawdown | 8.61% (862.29) |
| Total trades | 13 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 5 (38.46%) | Loss trades (% of total) | 8 (61.54%) | ||
| Largest | profit trade | 64.80 | loss trade | -255.15 | |
| Average | profit trade | 18.81 | loss trade | -98.55 | |
| Maximum | consecutive wins (profit in money) | 2 (65.00) | consecutive losses (loss in money) | 4 (-552.10) | |
| Maximal | consecutive profit (count of wins) | 65.00 (2) | consecutive loss (count of losses) | -552.10 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.18 15:00 | buy | 1 | 0.10 | 1.63337 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.19 00:00 | close | 1 | 0.10 | 1.63465 | 0.00000 | 0.00000 | 12.79 | 10012.79 |
| 3 | 2010.01.19 12:00 | buy | 2 | 0.10 | 1.64107 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.21 01:00 | close | 2 | 0.10 | 1.63009 | 0.00000 | 0.00000 | -109.84 | 9902.95 |
| 5 | 2010.01.26 06:00 | buy | 3 | 0.10 | 1.62359 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.27 11:00 | close | 3 | 0.10 | 1.61858 | 0.00000 | 0.00000 | -50.11 | 9852.84 |
| 7 | 2010.01.29 03:00 | sell | 4 | 0.10 | 1.61421 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.29 14:00 | close | 4 | 0.10 | 1.61383 | 0.00000 | 0.00000 | 3.80 | 9856.64 |
| 9 | 2010.02.19 18:00 | sell | 5 | 0.10 | 1.54346 | 0.00000 | 0.00000 | ||
| 10 | 2010.02.22 20:00 | close | 5 | 0.10 | 1.54980 | 0.00000 | 0.00000 | -63.62 | 9793.02 |
| 11 | 2010.02.24 03:00 | sell | 6 | 0.10 | 1.54530 | 0.00000 | 0.00000 | ||
| 12 | 2010.02.24 11:00 | close | 6 | 0.10 | 1.54657 | 0.00000 | 0.00000 | -12.70 | 9780.32 |
| 13 | 2010.02.25 23:00 | sell | 7 | 0.10 | 1.52627 | 0.00000 | 0.00000 | ||
| 14 | 2010.02.26 13:00 | close | 7 | 0.10 | 1.52500 | 0.00000 | 0.00000 | 12.48 | 9792.80 |
| 15 | 2010.03.15 04:00 | buy | 8 | 0.10 | 1.51892 | 0.00000 | 0.00000 | ||
| 16 | 2010.03.15 09:00 | close | 8 | 0.10 | 1.51526 | 0.00000 | 0.00000 | -36.60 | 9756.20 |
| 17 | 2010.03.17 17:00 | buy | 9 | 0.10 | 1.53227 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.22 16:00 | close | 9 | 0.10 | 1.50676 | 0.00000 | 0.00000 | -255.15 | 9501.05 |
| 19 | 2010.03.26 03:00 | sell | 10 | 0.10 | 1.48568 | 0.00000 | 0.00000 | ||
| 20 | 2010.03.30 20:00 | close | 10 | 0.10 | 1.50933 | 0.00000 | 0.00000 | -236.94 | 9264.11 |
| 21 | 2010.04.02 05:00 | buy | 11 | 0.10 | 1.52945 | 0.00000 | 0.00000 | ||
| 22 | 2010.04.05 03:00 | close | 11 | 0.10 | 1.52711 | 0.00000 | 0.00000 | -23.41 | 9240.70 |
| 23 | 2010.04.09 05:00 | buy | 12 | 0.10 | 1.52974 | 0.00000 | 0.00000 | ||
| 24 | 2010.04.09 10:00 | close | 12 | 0.10 | 1.53622 | 0.00000 | 0.00000 | 64.80 | 9305.50 |
| 25 | 2010.04.15 00:00 | buy | 13 | 0.10 | 1.54947 | 0.00000 | 0.00000 | ||
| 26 | 2010.04.15 05:00 | close | 13 | 0.10 | 1.54949 | 0.00000 | 0.00000 | 0.20 | 9305.70 |