Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | INFO="STOCH POWER EA V5.0"; OWN="Copyright © 2007, AZAM575&SYLARVAMPIRE&YUSOF786"; sq="--STOCH SETTING--"; K_Period=14; D_Period=3; Slow_Period=3; Stoch_TF=60; 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=15; 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=1; 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=false; 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 | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 29.05 | Gross profit | 43.40 | Gross loss | -14.35 |
Profit factor | 3.02 | Expected payoff | 3.63 | ||
Absolute drawdown | 53.52 | Maximal drawdown | 53.52 (0.54%) | Relative drawdown | 0.54% (53.52) |
Total trades | 8 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
Largest | profit trade | 28.20 | loss trade | -8.81 | |
Average | profit trade | 8.68 | loss trade | -4.78 | |
Maximum | consecutive wins (profit in money) | 3 (13.44) | consecutive losses (loss in money) | 3 (-14.35) | |
Maximal | consecutive profit (count of wins) | 29.96 (2) | consecutive loss (count of losses) | -14.35 (3) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.05 23:00 | sell | 1 | 0.10 | 90.701 | 0.000 | 90.669 | ||
2 | 2009.11.05 23:10 | sell | 2 | 0.20 | 90.744 | 0.000 | 90.712 | ||
3 | 2009.11.05 23:15 | sell | 3 | 0.40 | 90.774 | 0.000 | 90.742 | ||
4 | 2009.11.05 23:20 | sell | 4 | 0.80 | 90.803 | 0.000 | 90.771 | ||
5 | 2009.11.05 23:27 | t/p | 4 | 0.80 | 90.771 | 0.000 | 90.771 | 28.20 | 10028.20 |
6 | 2009.11.05 23:27 | close | 3 | 0.40 | 90.770 | 0.000 | 90.742 | 1.76 | 10029.96 |
7 | 2009.11.05 23:30 | close | 2 | 0.20 | 90.764 | 0.000 | 90.712 | -4.41 | 10025.55 |
8 | 2009.11.05 23:32 | close | 1 | 0.10 | 90.781 | 0.000 | 90.669 | -8.81 | 10016.74 |
9 | 2009.11.05 23:35 | sell | 5 | 0.10 | 90.757 | 0.000 | 90.725 | ||
10 | 2009.11.06 00:00 | close | 5 | 0.10 | 90.767 | 0.000 | 90.725 | -1.13 | 10015.61 |
11 | 2009.11.18 22:00 | sell | 6 | 0.10 | 89.369 | 0.000 | 89.337 | ||
12 | 2009.11.18 22:02 | sell | 7 | 0.20 | 89.393 | 0.000 | 89.361 | ||
13 | 2009.11.18 22:20 | t/p | 7 | 0.20 | 89.361 | 0.000 | 89.361 | 7.16 | 10022.77 |
14 | 2009.11.18 22:20 | close | 6 | 0.10 | 89.345 | 0.000 | 89.337 | 2.69 | 10025.46 |
15 | 2009.11.18 22:22 | sell | 8 | 0.10 | 89.339 | 0.000 | 89.307 | ||
16 | 2009.11.18 23:02 | t/p | 8 | 0.10 | 89.307 | 0.000 | 89.307 | 3.59 | 10029.05 |