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=28; D_Period=6; Slow_Period=14; Stoch_TF=1; shift=1; H_level=80; L_level=20; ChooseeMAMode="Choose 1=mode SMA, 2=mode LWMA, 3=mode EMA"; stochMAmode=2; ExitWithSTOCH=false; sb="--TRADE SETTING--"; Lots=0.2; 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 | -2794.22 | Gross profit | 280.02 | Gross loss | -3074.24 |
| Profit factor | 0.09 | Expected payoff | -111.77 | ||
| Absolute drawdown | 8736.21 | Maximal drawdown | 8932.29 (87.61%) | Relative drawdown | 87.61% (8932.29) |
| Total trades | 25 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 21 (57.14%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 55.01 | loss trade | -1551.53 | |
| Average | profit trade | 17.50 | loss trade | -341.58 | |
| Maximum | consecutive wins (profit in money) | 8 (128.95) | consecutive losses (loss in money) | 4 (-2989.16) | |
| Maximal | consecutive profit (count of wins) | 144.21 (7) | consecutive loss (count of losses) | -2989.16 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.25 18:20 | buy | 1 | 0.20 | 87.614 | 0.000 | 87.644 | ||
| 2 | 2009.11.25 18:37 | buy | 2 | 0.40 | 87.585 | 0.000 | 87.615 | ||
| 3 | 2009.11.25 18:45 | t/p | 1 | 0.20 | 87.644 | 0.000 | 87.644 | 6.85 | 10006.85 |
| 4 | 2009.11.25 18:45 | t/p | 2 | 0.40 | 87.615 | 0.000 | 87.615 | 13.69 | 10020.54 |
| 5 | 2009.11.25 19:02 | sell | 3 | 0.20 | 87.656 | 0.000 | 87.626 | ||
| 6 | 2009.11.25 19:10 | t/p | 3 | 0.20 | 87.626 | 0.000 | 87.626 | 6.84 | 10027.38 |
| 7 | 2009.11.25 19:20 | buy | 4 | 0.20 | 87.481 | 0.000 | 87.511 | ||
| 8 | 2009.11.25 19:27 | t/p | 4 | 0.20 | 87.511 | 0.000 | 87.511 | 6.85 | 10034.23 |
| 9 | 2009.11.25 20:12 | buy | 5 | 0.20 | 87.436 | 0.000 | 87.466 | ||
| 10 | 2009.11.25 20:15 | buy | 6 | 0.40 | 87.330 | 0.000 | 87.360 | ||
| 11 | 2009.11.25 20:20 | buy | 7 | 0.80 | 87.224 | 0.000 | 87.254 | ||
| 12 | 2009.11.25 20:22 | t/p | 7 | 0.80 | 87.254 | 0.000 | 87.254 | 27.51 | 10061.74 |
| 13 | 2009.11.25 20:22 | buy | 8 | 0.80 | 87.277 | 0.000 | 87.307 | ||
| 14 | 2009.11.25 20:25 | buy | 9 | 1.60 | 87.251 | 0.000 | 87.281 | ||
| 15 | 2009.11.25 20:27 | t/p | 8 | 0.80 | 87.307 | 0.000 | 87.307 | 27.49 | 10089.23 |
| 16 | 2009.11.25 20:27 | t/p | 9 | 1.60 | 87.281 | 0.000 | 87.281 | 54.98 | 10144.21 |
| 17 | 2009.11.25 20:27 | close | 6 | 0.40 | 87.310 | 0.000 | 87.360 | -9.16 | 10135.05 |
| 18 | 2009.11.25 20:27 | close | 5 | 0.20 | 87.325 | 0.000 | 87.466 | -25.42 | 10109.63 |
| 19 | 2009.11.25 20:30 | buy | 10 | 0.20 | 87.344 | 0.000 | 87.374 | ||
| 20 | 2009.11.25 20:32 | buy | 11 | 0.40 | 87.318 | 0.000 | 87.348 | ||
| 21 | 2009.11.25 20:40 | t/p | 11 | 0.40 | 87.348 | 0.000 | 87.348 | 13.74 | 10123.37 |
| 22 | 2009.11.25 20:40 | close | 10 | 0.20 | 87.356 | 0.000 | 87.374 | 2.75 | 10126.12 |
| 23 | 2009.11.25 21:03 | sell | 12 | 0.20 | 87.405 | 0.000 | 87.375 | ||
| 24 | 2009.11.25 21:26 | t/p | 12 | 0.20 | 87.375 | 0.000 | 87.375 | 6.87 | 10132.99 |
| 25 | 2009.11.25 21:32 | buy | 13 | 0.20 | 87.388 | 0.000 | 87.418 | ||
| 26 | 2009.11.25 21:45 | buy | 14 | 0.40 | 87.353 | 0.000 | 87.383 | ||
| 27 | 2009.11.25 21:50 | buy | 15 | 0.80 | 87.330 | 0.000 | 87.360 | ||
| 28 | 2009.11.25 22:32 | t/p | 14 | 0.40 | 87.383 | 0.000 | 87.383 | 13.73 | 10146.72 |
| 29 | 2009.11.25 22:32 | t/p | 15 | 0.80 | 87.360 | 0.000 | 87.360 | 27.46 | 10174.18 |
| 30 | 2009.11.25 22:32 | close | 13 | 0.20 | 87.399 | 0.000 | 87.418 | 2.52 | 10176.70 |
| 31 | 2009.11.25 22:47 | sell | 16 | 0.20 | 87.348 | 0.000 | 87.318 | ||
| 32 | 2009.11.25 22:50 | t/p | 16 | 0.20 | 87.318 | 0.000 | 87.318 | 6.87 | 10183.57 |
| 33 | 2009.11.25 23:53 | buy | 17 | 0.20 | 87.336 | 0.000 | 87.366 | ||
| 34 | 2009.11.26 00:10 | buy | 18 | 0.40 | 87.301 | 0.000 | 87.331 | ||
| 35 | 2009.11.26 00:15 | buy | 19 | 0.80 | 87.269 | 0.000 | 87.299 | ||
| 36 | 2009.11.26 00:20 | buy | 20 | 1.60 | 87.225 | 0.000 | 87.255 | ||
| 37 | 2009.11.26 00:35 | t/p | 20 | 1.60 | 87.255 | 0.000 | 87.255 | 55.01 | 10238.58 |
| 38 | 2009.11.26 00:35 | close | 19 | 0.80 | 87.258 | 0.000 | 87.299 | -10.09 | 10228.49 |
| 39 | 2009.11.26 00:37 | close | 18 | 0.40 | 87.230 | 0.000 | 87.331 | -32.56 | 10195.93 |
| 40 | 2009.11.26 00:40 | close | 17 | 0.20 | 87.300 | 0.000 | 87.366 | -7.85 | 10188.08 |
| 41 | 2009.11.26 01:37 | sell | 21 | 0.20 | 87.423 | 0.000 | 87.393 | ||
| 42 | 2009.11.26 01:40 | t/p | 21 | 0.20 | 87.393 | 0.000 | 87.393 | 6.86 | 10194.94 |
| 43 | 2009.11.26 02:57 | buy | 22 | 0.20 | 87.415 | 0.000 | 87.445 | ||
| 44 | 2009.11.26 03:15 | buy | 23 | 0.40 | 87.367 | 0.000 | 87.397 | ||
| 45 | 2009.11.26 03:20 | buy | 24 | 0.80 | 87.326 | 0.000 | 87.356 | ||
| 46 | 2009.11.26 03:40 | buy | 25 | 1.60 | 87.301 | 0.000 | 87.331 | ||
| 47 | 2009.11.27 22:59 | close at stop | 25 | 1.60 | 86.462 | 0.000 | 87.331 | -1551.53 | 8643.40 |
| 48 | 2009.11.27 22:59 | close at stop | 24 | 0.80 | 86.462 | 0.000 | 87.356 | -798.90 | 7844.50 |
| 49 | 2009.11.27 22:59 | close at stop | 23 | 0.40 | 86.462 | 0.000 | 87.397 | -418.42 | 7426.08 |
| 50 | 2009.11.27 22:59 | close at stop | 22 | 0.20 | 86.462 | 0.000 | 87.445 | -220.31 | 7205.78 |