Strategy Tester Report
Simple Stoch Divergence EA v 2
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -125.44 | Gross profit | 97.32 | Gross loss | -222.76 |
Profit factor | 0.44 | Expected payoff | -17.92 | ||
Absolute drawdown | 231.16 | Maximal drawdown | 277.56 (2.76%) | Relative drawdown | 2.76% (277.56) |
Total trades | 7 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 4 (57.14%) | Loss trades (% of total) | 3 (42.86%) | ||
Largest | profit trade | 46.00 | loss trade | -78.50 | |
Average | profit trade | 24.33 | loss trade | -74.25 | |
Maximum | consecutive wins (profit in money) | 1 (46.00) | consecutive losses (loss in money) | 1 (-78.50) | |
Maximal | consecutive profit (count of wins) | 46.00 (1) | consecutive loss (count of losses) | -78.50 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 05:00 | buy | 1 | 0.10 | 1.35018 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 17:00 | close | 1 | 0.10 | 1.35361 | 0.00000 | 0.00000 | 34.30 | 10034.30 |
3 | 2010.04.02 05:00 | buy | 2 | 0.10 | 1.35694 | 0.00000 | 0.00000 | ||
4 | 2010.04.05 00:00 | close | 2 | 0.10 | 1.34920 | 0.00000 | 0.00000 | -77.48 | 9956.82 |
5 | 2010.04.12 10:00 | buy | 3 | 0.10 | 1.36051 | 0.00000 | 0.00000 | ||
6 | 2010.04.13 09:00 | close | 3 | 0.10 | 1.36111 | 0.00000 | 0.00000 | 5.92 | 9962.74 |
7 | 2010.04.15 05:00 | buy | 4 | 0.10 | 1.36488 | 0.00000 | 0.00000 | ||
8 | 2010.04.15 23:00 | close | 4 | 0.10 | 1.35703 | 0.00000 | 0.00000 | -78.50 | 9884.24 |
9 | 2010.04.21 10:00 | sell | 5 | 0.10 | 1.34343 | 0.00000 | 0.00000 | ||
10 | 2010.04.21 13:00 | close | 5 | 0.10 | 1.33883 | 0.00000 | 0.00000 | 46.00 | 9930.24 |
11 | 2010.04.23 08:00 | sell | 6 | 0.10 | 1.32391 | 0.00000 | 0.00000 | ||
12 | 2010.04.26 12:00 | close | 6 | 0.10 | 1.33058 | 0.00000 | 0.00000 | -66.78 | 9863.46 |
13 | 2010.04.28 04:00 | sell | 7 | 0.10 | 1.31988 | 0.00000 | 0.00000 | ||
14 | 2010.04.28 10:00 | close | 7 | 0.10 | 1.31877 | 0.00000 | 0.00000 | 11.10 | 9874.56 |