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=56; D_Period=11; Slow_Period=3; Stoch_TF=1; 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=0.01; TakeProfit=30; MyMoneyProfitTarget=false; My_Money_Profit_Target=50; multiply=2; MaxTrades=4; Pips=20; 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=0; 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 | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 17.50 | Gross profit | 39.87 | Gross loss | -22.37 |
Profit factor | 1.78 | Expected payoff | 0.35 | ||
Absolute drawdown | 10.93 | Maximal drawdown | 24.51 (0.24%) | Relative drawdown | 0.24% (24.51) |
Total trades | 50 | Short positions (won %) | 20 (85.00%) | Long positions (won %) | 30 (56.67%) |
Profit trades (% of total) | 34 (68.00%) | Loss trades (% of total) | 16 (32.00%) | ||
Largest | profit trade | 2.79 | loss trade | -3.17 | |
Average | profit trade | 1.17 | loss trade | -1.40 | |
Maximum | consecutive wins (profit in money) | 13 (11.93) | consecutive losses (loss in money) | 3 (-5.03) | |
Maximal | consecutive profit (count of wins) | 11.93 (13) | consecutive loss (count of losses) | -6.32 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.25 18:37 | buy | 1 | 0.01 | 87.585 | 0.000 | 87.615 | ||
2 | 2009.11.25 18:45 | t/p | 1 | 0.01 | 87.615 | 0.000 | 87.615 | 0.34 | 10000.34 |
3 | 2009.11.26 00:12 | buy | 2 | 0.01 | 87.312 | 0.000 | 87.342 | ||
4 | 2009.11.26 00:15 | buy | 3 | 0.02 | 87.269 | 0.000 | 87.299 | ||
5 | 2009.11.26 00:20 | buy | 4 | 0.04 | 87.225 | 0.000 | 87.255 | ||
6 | 2009.11.26 00:35 | t/p | 4 | 0.04 | 87.255 | 0.000 | 87.255 | 1.37 | 10001.71 |
7 | 2009.11.26 00:35 | close | 3 | 0.02 | 87.258 | 0.000 | 87.299 | -0.25 | 10001.46 |
8 | 2009.11.26 00:37 | close | 2 | 0.01 | 87.230 | 0.000 | 87.342 | -0.94 | 10000.52 |
9 | 2009.11.26 04:02 | buy | 5 | 0.01 | 87.301 | 0.000 | 87.331 | ||
10 | 2009.11.26 04:10 | buy | 6 | 0.02 | 87.260 | 0.000 | 87.290 | ||
11 | 2009.11.26 04:15 | buy | 7 | 0.04 | 87.219 | 0.000 | 87.249 | ||
12 | 2009.11.26 04:20 | buy | 8 | 0.08 | 87.164 | 0.000 | 87.194 | ||
13 | 2009.11.26 04:27 | t/p | 8 | 0.08 | 87.194 | 0.000 | 87.194 | 2.75 | 10003.27 |
14 | 2009.11.26 04:27 | close | 7 | 0.04 | 87.199 | 0.000 | 87.249 | -0.92 | 10002.35 |
15 | 2009.11.26 04:27 | close | 6 | 0.02 | 87.155 | 0.000 | 87.290 | -2.41 | 9999.94 |
16 | 2009.11.26 04:30 | close | 5 | 0.01 | 87.153 | 0.000 | 87.331 | -1.70 | 9998.24 |
17 | 2009.11.26 05:57 | buy | 9 | 0.01 | 86.462 | 0.000 | 86.492 | ||
18 | 2009.11.26 05:59 | buy | 10 | 0.02 | 86.394 | 0.000 | 86.424 | ||
19 | 2009.11.26 06:02 | buy | 11 | 0.04 | 86.333 | 0.000 | 86.363 | ||
20 | 2009.11.26 06:07 | buy | 12 | 0.08 | 86.303 | 0.000 | 86.333 | ||
21 | 2009.11.26 06:10 | t/p | 10 | 0.02 | 86.424 | 0.000 | 86.424 | 0.69 | 9998.93 |
22 | 2009.11.26 06:10 | t/p | 11 | 0.04 | 86.363 | 0.000 | 86.363 | 1.39 | 10000.32 |
23 | 2009.11.26 06:10 | t/p | 12 | 0.08 | 86.333 | 0.000 | 86.333 | 2.78 | 10003.10 |
24 | 2009.11.26 06:10 | close | 9 | 0.01 | 86.432 | 0.000 | 86.492 | -0.35 | 10002.75 |
25 | 2009.11.26 07:32 | sell | 13 | 0.01 | 86.707 | 0.000 | 86.677 | ||
26 | 2009.11.26 07:35 | sell | 14 | 0.02 | 86.739 | 0.000 | 86.709 | ||
27 | 2009.11.26 07:37 | t/p | 14 | 0.02 | 86.709 | 0.000 | 86.709 | 0.69 | 10003.44 |
28 | 2009.11.26 07:40 | sell | 15 | 0.02 | 86.838 | 0.000 | 86.808 | ||
29 | 2009.11.26 07:45 | sell | 16 | 0.04 | 86.936 | 0.000 | 86.906 | ||
30 | 2009.11.26 07:50 | sell | 17 | 0.08 | 87.034 | 0.000 | 87.004 | ||
31 | 2009.11.26 07:52 | t/p | 17 | 0.08 | 87.004 | 0.000 | 87.004 | 2.76 | 10006.20 |
32 | 2009.11.26 07:52 | sell | 18 | 0.08 | 86.969 | 0.000 | 86.939 | ||
33 | 2009.11.26 07:57 | t/p | 18 | 0.08 | 86.939 | 0.000 | 86.939 | 2.76 | 10008.96 |
34 | 2009.11.26 07:57 | close | 16 | 0.04 | 86.923 | 0.000 | 86.906 | 0.60 | 10009.56 |
35 | 2009.11.26 07:59 | close | 15 | 0.02 | 86.976 | 0.000 | 86.808 | -3.17 | 10006.39 |
36 | 2009.11.26 08:00 | close | 13 | 0.01 | 86.981 | 0.000 | 86.677 | -3.15 | 10003.24 |
37 | 2009.11.26 11:30 | buy | 19 | 0.01 | 86.674 | 0.000 | 86.704 | ||
38 | 2009.11.26 11:37 | buy | 20 | 0.02 | 86.642 | 0.000 | 86.672 | ||
39 | 2009.11.26 11:40 | t/p | 20 | 0.02 | 86.672 | 0.000 | 86.672 | 0.69 | 10003.93 |
40 | 2009.11.26 11:45 | t/p | 19 | 0.01 | 86.704 | 0.000 | 86.704 | 0.35 | 10004.28 |
41 | 2009.11.27 00:20 | buy | 21 | 0.01 | 85.485 | 0.000 | 85.515 | ||
42 | 2009.11.27 00:22 | t/p | 21 | 0.01 | 85.515 | 0.000 | 85.515 | 0.35 | 10004.63 |
43 | 2009.11.27 00:30 | buy | 22 | 0.01 | 85.763 | 0.000 | 85.793 | ||
44 | 2009.11.27 00:32 | buy | 23 | 0.02 | 85.688 | 0.000 | 85.718 | ||
45 | 2009.11.27 00:35 | buy | 24 | 0.04 | 85.601 | 0.000 | 85.631 | ||
46 | 2009.11.27 00:37 | t/p | 23 | 0.02 | 85.718 | 0.000 | 85.718 | 0.70 | 10005.33 |
47 | 2009.11.27 00:37 | t/p | 24 | 0.04 | 85.631 | 0.000 | 85.631 | 1.40 | 10006.73 |
48 | 2009.11.27 00:37 | close | 22 | 0.01 | 85.755 | 0.000 | 85.793 | -0.09 | 10006.64 |
49 | 2009.11.27 00:45 | buy | 25 | 0.01 | 85.167 | 0.000 | 85.197 | ||
50 | 2009.11.27 00:47 | t/p | 25 | 0.01 | 85.197 | 0.000 | 85.197 | 0.36 | 10007.00 |
51 | 2009.11.27 01:57 | sell | 26 | 0.01 | 85.924 | 0.000 | 85.894 | ||
52 | 2009.11.27 01:59 | sell | 27 | 0.02 | 86.162 | 0.000 | 86.132 | ||
53 | 2009.11.27 02:02 | sell | 28 | 0.04 | 86.199 | 0.000 | 86.169 | ||
54 | 2009.11.27 02:07 | sell | 29 | 0.08 | 86.227 | 0.000 | 86.197 | ||
55 | 2009.11.27 02:10 | t/p | 28 | 0.04 | 86.169 | 0.000 | 86.169 | 1.39 | 10008.39 |
56 | 2009.11.27 02:10 | t/p | 29 | 0.08 | 86.197 | 0.000 | 86.197 | 2.79 | 10011.18 |
57 | 2009.11.27 02:10 | close | 27 | 0.02 | 86.134 | 0.000 | 86.132 | 0.65 | 10011.83 |
58 | 2009.11.27 02:12 | close | 26 | 0.01 | 86.162 | 0.000 | 85.894 | -2.76 | 10009.07 |
59 | 2009.11.27 05:50 | sell | 30 | 0.01 | 86.532 | 0.000 | 86.502 | ||
60 | 2009.11.27 05:52 | t/p | 30 | 0.01 | 86.502 | 0.000 | 86.502 | 0.35 | 10009.42 |
61 | 2009.11.27 08:05 | buy | 31 | 0.01 | 85.794 | 0.000 | 85.824 | ||
62 | 2009.11.27 08:07 | buy | 32 | 0.02 | 85.735 | 0.000 | 85.765 | ||
63 | 2009.11.27 08:10 | t/p | 31 | 0.01 | 85.824 | 0.000 | 85.824 | 0.35 | 10009.77 |
64 | 2009.11.27 08:10 | t/p | 32 | 0.02 | 85.765 | 0.000 | 85.765 | 0.70 | 10010.47 |
65 | 2009.11.27 09:10 | sell | 33 | 0.01 | 86.282 | 0.000 | 86.252 | ||
66 | 2009.11.27 09:15 | sell | 34 | 0.02 | 86.380 | 0.000 | 86.350 | ||
67 | 2009.11.27 09:20 | sell | 35 | 0.04 | 86.478 | 0.000 | 86.448 | ||
68 | 2009.11.27 09:22 | t/p | 35 | 0.04 | 86.448 | 0.000 | 86.448 | 1.39 | 10011.86 |
69 | 2009.11.27 09:22 | sell | 36 | 0.04 | 86.413 | 0.000 | 86.383 | ||
70 | 2009.11.27 09:25 | sell | 37 | 0.08 | 86.445 | 0.000 | 86.415 | ||
71 | 2009.11.27 09:27 | t/p | 36 | 0.04 | 86.383 | 0.000 | 86.383 | 1.39 | 10013.25 |
72 | 2009.11.27 09:27 | t/p | 37 | 0.08 | 86.415 | 0.000 | 86.415 | 2.77 | 10016.02 |
73 | 2009.11.27 09:27 | close | 34 | 0.02 | 86.367 | 0.000 | 86.350 | 0.30 | 10016.32 |
74 | 2009.11.27 09:27 | close | 33 | 0.01 | 86.266 | 0.000 | 86.252 | 0.19 | 10016.51 |
75 | 2009.11.27 11:22 | sell | 38 | 0.01 | 86.750 | 0.000 | 86.720 | ||
76 | 2009.11.27 11:25 | sell | 39 | 0.02 | 86.784 | 0.000 | 86.754 | ||
77 | 2009.11.27 11:27 | t/p | 38 | 0.01 | 86.720 | 0.000 | 86.720 | 0.34 | 10016.85 |
78 | 2009.11.27 11:27 | t/p | 39 | 0.02 | 86.754 | 0.000 | 86.754 | 0.69 | 10017.54 |
79 | 2009.11.27 14:25 | sell | 40 | 0.01 | 86.689 | 0.000 | 86.659 | ||
80 | 2009.11.27 14:27 | t/p | 40 | 0.01 | 86.659 | 0.000 | 86.659 | 0.34 | 10017.88 |
81 | 2009.11.27 16:07 | sell | 41 | 0.01 | 87.005 | 0.000 | 86.975 | ||
82 | 2009.11.27 16:10 | t/p | 41 | 0.01 | 86.975 | 0.000 | 86.975 | 0.35 | 10018.23 |
83 | 2009.11.27 16:32 | buy | 42 | 0.01 | 86.888 | 0.000 | 86.918 | ||
84 | 2009.11.27 16:35 | buy | 43 | 0.02 | 86.867 | 0.000 | 86.897 | ||
85 | 2009.11.27 16:40 | buy | 44 | 0.04 | 86.827 | 0.000 | 86.857 | ||
86 | 2009.11.27 16:45 | buy | 45 | 0.08 | 86.766 | 0.000 | 86.796 | ||
87 | 2009.11.27 17:03 | t/p | 45 | 0.08 | 86.796 | 0.000 | 86.796 | 2.77 | 10021.00 |
88 | 2009.11.27 17:03 | close | 44 | 0.04 | 86.796 | 0.000 | 86.857 | -1.43 | 10019.57 |
89 | 2009.11.27 17:06 | close | 43 | 0.02 | 86.775 | 0.000 | 86.897 | -2.12 | 10017.45 |
90 | 2009.11.27 17:10 | close | 42 | 0.01 | 86.858 | 0.000 | 86.918 | -0.35 | 10017.10 |
91 | 2009.11.27 18:32 | buy | 46 | 0.01 | 86.722 | 0.000 | 86.752 | ||
92 | 2009.11.27 18:45 | t/p | 46 | 0.01 | 86.752 | 0.000 | 86.752 | 0.35 | 10017.45 |
93 | 2009.11.27 21:52 | buy | 47 | 0.01 | 86.582 | 0.000 | 86.612 | ||
94 | 2009.11.27 22:10 | buy | 48 | 0.02 | 86.538 | 0.000 | 86.568 | ||
95 | 2009.11.27 22:15 | buy | 49 | 0.04 | 86.493 | 0.000 | 86.523 | ||
96 | 2009.11.27 22:20 | buy | 50 | 0.08 | 86.434 | 0.000 | 86.464 | ||
97 | 2009.11.27 22:27 | t/p | 50 | 0.08 | 86.464 | 0.000 | 86.464 | 2.78 | 10020.23 |
98 | 2009.11.27 22:27 | close | 49 | 0.04 | 86.473 | 0.000 | 86.523 | -0.93 | 10019.30 |
99 | 2009.11.27 22:27 | close | 48 | 0.02 | 86.491 | 0.000 | 86.568 | -1.09 | 10018.21 |
100 | 2009.11.27 22:30 | close | 47 | 0.01 | 86.521 | 0.000 | 86.612 | -0.71 | 10017.50 |