Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | INFO="STOCH POWER EA V3.0"; OWN="Copyright © 2007, AZAM575&SYLARVAMPIRE&YUSOF786"; sq="--STOCH SETTING--"; K_Period=17; D_Period=3; Slow_Period=3; Stoch_TF=60; H_level=97; L_level=3; 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 | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 284.37 | Gross profit | 566.27 | Gross loss | -281.90 |
Profit factor | 2.01 | Expected payoff | 13.54 | ||
Absolute drawdown | 4153.55 | Maximal drawdown | 4168.65 (41.62%) | Relative drawdown | 41.62% (4168.65) |
Total trades | 21 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 12 (33.33%) |
Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
Largest | profit trade | 460.74 | loss trade | -68.39 | |
Average | profit trade | 43.56 | loss trade | -35.24 | |
Maximum | consecutive wins (profit in money) | 7 (54.43) | consecutive losses (loss in money) | 6 (-275.92) | |
Maximal | consecutive profit (count of wins) | 511.84 (6) | consecutive loss (count of losses) | -275.92 (6) | |
Average | consecutive wins | 7 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.05 21:00 | sell | 1 | 0.10 | 90.773 | 0.000 | 90.741 | ||
2 | 2009.11.05 21:07 | t/p | 1 | 0.10 | 90.741 | 0.000 | 90.741 | 3.53 | 10003.53 |
3 | 2009.11.05 21:16 | sell | 2 | 0.10 | 90.739 | 0.000 | 90.707 | ||
4 | 2009.11.05 21:32 | sell | 3 | 0.20 | 90.762 | 0.000 | 90.730 | ||
5 | 2009.11.05 22:26 | t/p | 3 | 0.20 | 90.730 | 0.000 | 90.730 | 7.05 | 10010.58 |
6 | 2009.11.05 22:26 | close | 2 | 0.10 | 90.730 | 0.000 | 90.707 | 0.99 | 10011.57 |
7 | 2009.11.05 22:28 | sell | 4 | 0.10 | 90.753 | 0.000 | 90.721 | ||
8 | 2009.11.05 22:48 | t/p | 4 | 0.10 | 90.721 | 0.000 | 90.721 | 3.53 | 10015.10 |
9 | 2009.11.16 20:00 | buy | 5 | 0.10 | 89.050 | 0.000 | 89.082 | ||
10 | 2009.11.16 20:01 | buy | 6 | 0.20 | 89.027 | 0.000 | 89.059 | ||
11 | 2009.11.16 20:02 | buy | 7 | 0.40 | 89.000 | 0.000 | 89.032 | ||
12 | 2009.11.16 20:02 | buy | 8 | 0.80 | 88.975 | 0.000 | 89.007 | ||
13 | 2009.11.16 20:03 | buy | 9 | 1.60 | 88.946 | 0.000 | 88.978 | ||
14 | 2009.11.16 20:03 | buy | 10 | 3.20 | 88.920 | 0.000 | 88.952 | ||
15 | 2009.11.16 20:06 | buy | 11 | 6.40 | 88.895 | 0.000 | 88.927 | ||
16 | 2009.11.16 20:07 | buy | 12 | 12.80 | 88.867 | 0.000 | 88.899 | ||
17 | 2009.11.16 20:12 | t/p | 12 | 12.80 | 88.899 | 0.000 | 88.899 | 460.74 | 10475.84 |
18 | 2009.11.16 20:12 | close | 11 | 6.40 | 88.900 | 0.000 | 88.927 | 36.00 | 10511.84 |
19 | 2009.11.16 20:12 | close | 10 | 3.20 | 88.904 | 0.000 | 88.952 | -57.59 | 10454.25 |
20 | 2009.11.16 20:12 | close | 9 | 1.60 | 88.908 | 0.000 | 88.978 | -68.39 | 10385.86 |
21 | 2009.11.16 20:12 | close | 8 | 0.80 | 88.906 | 0.000 | 89.007 | -62.09 | 10323.77 |
22 | 2009.11.16 20:12 | close | 7 | 0.40 | 88.904 | 0.000 | 89.032 | -43.19 | 10280.58 |
23 | 2009.11.16 20:12 | close | 6 | 0.20 | 88.903 | 0.000 | 89.059 | -27.90 | 10252.68 |
24 | 2009.11.16 20:12 | close | 5 | 0.10 | 88.901 | 0.000 | 89.082 | -16.76 | 10235.92 |
25 | 2009.11.18 20:00 | sell | 13 | 0.10 | 89.430 | 0.000 | 89.398 | ||
26 | 2009.11.18 20:01 | sell | 14 | 0.20 | 89.457 | 0.000 | 89.425 | ||
27 | 2009.11.18 20:12 | t/p | 14 | 0.20 | 89.425 | 0.000 | 89.425 | 7.16 | 10243.08 |
28 | 2009.11.18 20:12 | close | 13 | 0.10 | 89.421 | 0.000 | 89.398 | 1.01 | 10244.09 |
29 | 2009.11.18 20:16 | sell | 15 | 0.10 | 89.454 | 0.000 | 89.422 | ||
30 | 2009.11.18 20:41 | t/p | 15 | 0.10 | 89.422 | 0.000 | 89.422 | 3.58 | 10247.67 |
31 | 2009.11.18 20:59 | sell | 16 | 0.10 | 89.452 | 0.000 | 89.420 | ||
32 | 2009.11.18 21:03 | sell | 17 | 0.20 | 89.475 | 0.000 | 89.443 | ||
33 | 2009.11.18 21:18 | t/p | 17 | 0.20 | 89.443 | 0.000 | 89.443 | 7.15 | 10254.82 |
34 | 2009.11.18 21:18 | close | 16 | 0.10 | 89.441 | 0.000 | 89.420 | 1.23 | 10256.05 |
35 | 2009.11.24 09:00 | buy | 18 | 0.10 | 88.653 | 0.000 | 88.685 | ||
36 | 2009.11.24 09:02 | buy | 19 | 0.20 | 88.629 | 0.000 | 88.661 | ||
37 | 2009.11.24 09:02 | buy | 20 | 0.40 | 88.606 | 0.000 | 88.638 | ||
38 | 2009.11.24 09:03 | buy | 21 | 0.80 | 88.584 | 0.000 | 88.616 | ||
39 | 2009.11.24 09:04 | t/p | 21 | 0.80 | 88.616 | 0.000 | 88.616 | 28.88 | 10284.93 |
40 | 2009.11.24 09:04 | close | 20 | 0.40 | 88.618 | 0.000 | 88.638 | 5.42 | 10290.35 |
41 | 2009.11.24 09:05 | close | 19 | 0.20 | 88.619 | 0.000 | 88.661 | -2.26 | 10288.09 |
42 | 2009.11.24 09:05 | close | 18 | 0.10 | 88.620 | 0.000 | 88.685 | -3.72 | 10284.37 |