Strategy Tester Report
stochAU_UJ_AS1
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 | 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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 55.88 | Gross profit | 91.38 | Gross loss | -35.50 |
| Profit factor | 2.57 | Expected payoff | 3.99 | ||
| Absolute drawdown | 464.22 | Maximal drawdown | 500.16 (4.98%) | Relative drawdown | 4.98% (500.16) |
| Total trades | 14 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
| Largest | profit trade | 25.60 | loss trade | -11.02 | |
| Average | profit trade | 11.42 | loss trade | -5.92 | |
| Maximum | consecutive wins (profit in money) | 4 (43.38) | consecutive losses (loss in money) | 3 (-15.44) | |
| Maximal | consecutive profit (count of wins) | 43.38 (4) | consecutive loss (count of losses) | -18.46 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.26 03:15 | sell | 1 | 0.10 | 1.62515 | 0.00000 | 1.62483 | ||
| 2 | 2010.01.26 04:20 | t/p | 1 | 0.10 | 1.62483 | 0.00000 | 1.62483 | 3.20 | 10003.20 |
| 3 | 2010.02.01 06:00 | buy | 2 | 0.10 | 1.59798 | 0.00000 | 1.59830 | ||
| 4 | 2010.02.01 06:02 | buy | 3 | 0.20 | 1.59714 | 0.00000 | 1.59746 | ||
| 5 | 2010.02.01 08:20 | t/p | 3 | 0.20 | 1.59746 | 0.00000 | 1.59746 | 6.40 | 10009.60 |
| 6 | 2010.02.01 08:20 | close | 2 | 0.10 | 1.59782 | 0.00000 | 1.59830 | -1.60 | 10008.00 |
| 7 | 2010.03.03 20:30 | sell | 4 | 0.10 | 1.51094 | 0.00000 | 1.51062 | ||
| 8 | 2010.03.03 20:32 | sell | 5 | 0.20 | 1.51120 | 0.00000 | 1.51088 | ||
| 9 | 2010.03.03 20:37 | sell | 6 | 0.40 | 1.51145 | 0.00000 | 1.51113 | ||
| 10 | 2010.03.04 01:20 | t/p | 4 | 0.10 | 1.51062 | 0.00000 | 1.51062 | 2.54 | 10010.54 |
| 11 | 2010.03.04 01:20 | t/p | 5 | 0.20 | 1.51088 | 0.00000 | 1.51088 | 5.08 | 10015.62 |
| 12 | 2010.03.04 01:20 | t/p | 6 | 0.40 | 1.51113 | 0.00000 | 1.51113 | 10.16 | 10025.78 |
| 13 | 2010.03.16 23:16 | sell | 7 | 0.10 | 1.52345 | 0.00000 | 1.52313 | ||
| 14 | 2010.03.16 23:20 | sell | 8 | 0.20 | 1.52373 | 0.00000 | 1.52341 | ||
| 15 | 2010.03.16 23:26 | sell | 9 | 0.40 | 1.52401 | 0.00000 | 1.52369 | ||
| 16 | 2010.03.17 05:02 | sell | 10 | 0.80 | 1.52444 | 0.00000 | 1.52412 | ||
| 17 | 2010.03.17 06:45 | t/p | 10 | 0.80 | 1.52412 | 0.00000 | 1.52412 | 25.60 | 10051.38 |
| 18 | 2010.03.17 06:45 | close | 9 | 0.40 | 1.52408 | 0.00000 | 1.52369 | -3.68 | 10047.70 |
| 19 | 2010.03.17 06:47 | close | 8 | 0.20 | 1.52419 | 0.00000 | 1.52341 | -9.64 | 10038.06 |
| 20 | 2010.03.17 06:50 | close | 7 | 0.10 | 1.52364 | 0.00000 | 1.52313 | -2.12 | 10035.94 |
| 21 | 2010.03.22 23:30 | sell | 11 | 0.10 | 1.50963 | 0.00000 | 1.50931 | ||
| 22 | 2010.03.22 23:50 | sell | 12 | 0.20 | 1.50995 | 0.00000 | 1.50963 | ||
| 23 | 2010.03.23 00:02 | sell | 13 | 0.40 | 1.51078 | 0.00000 | 1.51046 | ||
| 24 | 2010.03.23 01:02 | sell | 14 | 0.80 | 1.51115 | 0.00000 | 1.51083 | ||
| 25 | 2010.03.23 01:50 | t/p | 13 | 0.40 | 1.51046 | 0.00000 | 1.51046 | 12.80 | 10048.74 |
| 26 | 2010.03.23 01:50 | t/p | 14 | 0.80 | 1.51083 | 0.00000 | 1.51083 | 25.60 | 10074.34 |
| 27 | 2010.03.23 01:50 | close | 12 | 0.20 | 1.51030 | 0.00000 | 1.50963 | -7.44 | 10066.90 |
| 28 | 2010.03.23 01:52 | close | 11 | 0.10 | 1.51071 | 0.00000 | 1.50931 | -11.02 | 10055.88 |