Report Result : Ten Stochs Wave EA (string)_Level

Strategy Tester Report

Download Ten Stochs Wave EA (string)_Level

AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		STO="---------------- Stochs"; First_Stoch_KP=4; High_l=80; Low_l=20; DownLevel_close_buy=79; HighLevel_close_buy=98; DownLevel_close_sell=20; HighLevel_close_sell=3; Last_Stoch_KP=14; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-135.03	Gross profit	209.05	Gross loss	-344.08
Profit factor	0.61	Expected payoff	-2.21
Absolute drawdown	192.31	Maximal drawdown	218.05 (2.17%)	Relative drawdown	2.17% (218.05)

Total trades	61	Short positions (won %)	39 (20.51%)	Long positions (won %)	22 (31.82%)
		Profit trades (% of total)	15 (24.59%)	Loss trades (% of total)	46 (75.41%)
Largest		profit trade	69.07	loss trade	-30.98
Average		profit trade	13.94	loss trade	-7.48
Maximum		consecutive wins (profit in money)	3 (2.32)	consecutive losses (loss in money)	13 (-63.74)
Maximal		consecutive profit (count of wins)	69.07 (1)	consecutive loss (count of losses)	-98.29 (6)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	sell	1	0.10	1.00012	0.00000	0.00000
2	2009.12.01 15:00	close	1	0.10	1.00097	0.00000	0.00000	-8.49	9991.51
3	2009.12.02 21:00	buy	2	0.10	1.00248	0.00000	0.00000
4	2009.12.03 01:00	close	2	0.10	1.00049	0.00000	0.00000	-19.74	9971.77
5	2009.12.03 06:00	sell	3	0.10	0.99932	0.00000	0.00000
6	2009.12.03 06:02	close	3	0.10	0.99941	0.00000	0.00000	-0.90	9970.87
7	2009.12.03 06:05	sell	4	0.10	0.99934	0.00000	0.00000
8	2009.12.03 06:07	close	4	0.10	0.99938	0.00000	0.00000	-0.40	9970.47
9	2009.12.03 06:10	sell	5	0.10	0.99944	0.00000	0.00000
10	2009.12.03 06:12	close	5	0.10	0.99952	0.00000	0.00000	-0.80	9969.67
11	2009.12.03 06:15	sell	6	0.10	0.99955	0.00000	0.00000
12	2009.12.03 06:17	close	6	0.10	0.99962	0.00000	0.00000	-0.70	9968.97
13	2009.12.03 06:20	sell	7	0.10	0.99965	0.00000	0.00000
14	2009.12.03 06:22	close	7	0.10	0.99969	0.00000	0.00000	-0.40	9968.57
15	2009.12.03 06:25	sell	8	0.10	0.99962	0.00000	0.00000
16	2009.12.03 06:27	close	8	0.10	0.99962	0.00000	0.00000	0.00	9968.57
17	2009.12.03 06:27	sell	9	0.10	0.99938	0.00000	0.00000
18	2009.12.03 06:32	close	9	0.10	0.99946	0.00000	0.00000	-0.80	9967.77
19	2009.12.03 06:35	sell	10	0.10	0.99941	0.00000	0.00000
20	2009.12.03 06:37	close	10	0.10	0.99941	0.00000	0.00000	0.00	9967.77
21	2009.12.03 06:40	sell	11	0.10	0.99957	0.00000	0.00000
22	2009.12.03 06:42	close	11	0.10	0.99963	0.00000	0.00000	-0.60	9967.17
23	2009.12.03 06:45	sell	12	0.10	0.99974	0.00000	0.00000
24	2009.12.03 06:47	close	12	0.10	0.99979	0.00000	0.00000	-0.50	9966.67
25	2009.12.03 06:50	sell	13	0.10	0.99990	0.00000	0.00000
26	2009.12.03 06:52	close	13	0.10	0.99990	0.00000	0.00000	0.00	9966.67
27	2009.12.03 06:55	sell	14	0.10	0.99985	0.00000	0.00000
28	2009.12.03 06:57	close	14	0.10	0.99979	0.00000	0.00000	0.60	9967.27
29	2009.12.03 06:59	sell	15	0.10	0.99988	0.00000	0.00000
30	2009.12.03 07:00	close	15	0.10	0.99997	0.00000	0.00000	-0.90	9966.37
31	2009.12.04 17:00	buy	16	0.10	1.01304	0.00000	0.00000
32	2009.12.07 06:00	close	16	0.10	1.01466	0.00000	0.00000	16.02	9982.39
33	2009.12.08 15:00	buy	17	0.10	1.02425	0.00000	0.00000
34	2009.12.08 16:00	close	17	0.10	1.02295	0.00000	0.00000	-12.71	9969.68
35	2009.12.08 21:00	buy	18	0.10	1.02841	0.00000	0.00000
36	2009.12.09 03:00	close	18	0.10	1.02615	0.00000	0.00000	-21.97	9947.71
37	2009.12.09 12:00	sell	19	0.10	1.02282	0.00000	0.00000
38	2009.12.09 13:00	close	19	0.10	1.02432	0.00000	0.00000	-14.64	9933.07
39	2009.12.09 20:00	buy	20	0.10	1.02950	0.00000	0.00000
40	2009.12.09 22:00	close	20	0.10	1.02632	0.00000	0.00000	-30.98	9902.09
41	2009.12.10 14:00	sell	21	0.10	1.02596	0.00000	0.00000
42	2009.12.10 17:00	close	21	0.10	1.02654	0.00000	0.00000	-5.65	9896.44
43	2009.12.11 17:00	buy	22	0.10	1.03435	0.00000	0.00000
44	2009.12.14 03:00	close	22	0.10	1.03307	0.00000	0.00000	-12.34	9884.10
45	2009.12.14 08:00	sell	23	0.10	1.03172	0.00000	0.00000
46	2009.12.14 08:02	close	23	0.10	1.03168	0.00000	0.00000	0.39	9884.49
47	2009.12.14 08:05	sell	24	0.10	1.03136	0.00000	0.00000
48	2009.12.14 08:07	close	24	0.10	1.03190	0.00000	0.00000	-5.23	9879.26
49	2009.12.14 08:10	sell	25	0.10	1.03092	0.00000	0.00000
50	2009.12.14 08:12	close	25	0.10	1.03125	0.00000	0.00000	-3.20	9876.06
51	2009.12.14 08:15	sell	26	0.10	1.03027	0.00000	0.00000
52	2009.12.14 08:17	close	26	0.10	1.03060	0.00000	0.00000	-3.20	9872.86
53	2009.12.14 08:20	sell	27	0.10	1.02940	0.00000	0.00000
54	2009.12.14 08:22	close	27	0.10	1.02994	0.00000	0.00000	-5.24	9867.62
55	2009.12.14 08:25	sell	28	0.10	1.02962	0.00000	0.00000
56	2009.12.14 08:27	close	28	0.10	1.03038	0.00000	0.00000	-7.38	9860.24
57	2009.12.14 08:27	sell	29	0.10	1.03032	0.00000	0.00000
58	2009.12.14 08:30	close	29	0.10	1.03052	0.00000	0.00000	-1.94	9858.30
59	2009.12.14 08:32	sell	30	0.10	1.02941	0.00000	0.00000
60	2009.12.14 08:35	close	30	0.10	1.02963	0.00000	0.00000	-2.14	9856.16
61	2009.12.14 08:37	sell	31	0.10	1.02929	0.00000	0.00000
62	2009.12.14 08:40	close	31	0.10	1.02998	0.00000	0.00000	-6.70	9849.46
63	2009.12.14 08:42	sell	32	0.10	1.02976	0.00000	0.00000
64	2009.12.14 08:45	close	32	0.10	1.03033	0.00000	0.00000	-5.53	9843.93
65	2009.12.14 08:47	sell	33	0.10	1.03010	0.00000	0.00000
66	2009.12.14 08:50	close	33	0.10	1.03068	0.00000	0.00000	-5.63	9838.30
67	2009.12.14 08:52	sell	34	0.10	1.03034	0.00000	0.00000
68	2009.12.14 08:55	close	34	0.10	1.03056	0.00000	0.00000	-2.13	9836.17
69	2009.12.14 08:57	sell	35	0.10	1.03010	0.00000	0.00000
70	2009.12.14 08:59	close	35	0.10	1.03055	0.00000	0.00000	-4.37	9831.80
71	2009.12.14 09:00	sell	36	0.10	1.03040	0.00000	0.00000
72	2009.12.14 10:00	close	36	0.10	1.03154	0.00000	0.00000	-11.05	9820.75
73	2009.12.15 09:00	buy	37	0.10	1.03538	0.00000	0.00000
74	2009.12.15 23:00	close	37	0.10	1.04024	0.00000	0.00000	46.72	9867.47
75	2009.12.16 12:00	sell	38	0.10	1.03920	0.00000	0.00000
76	2009.12.16 14:00	close	38	0.10	1.03857	0.00000	0.00000	6.07	9873.54
77	2009.12.16 18:00	sell	39	0.10	1.03549	0.00000	0.00000
78	2009.12.16 19:00	close	39	0.10	1.03785	0.00000	0.00000	-22.74	9850.80
79	2009.12.17 03:00	buy	40	0.10	1.04315	0.00000	0.00000
80	2009.12.17 17:00	close	40	0.10	1.04718	0.00000	0.00000	38.48	9889.28
81	2009.12.18 03:00	sell	41	0.10	1.04152	0.00000	0.00000
82	2009.12.18 08:00	close	41	0.10	1.04232	0.00000	0.00000	-7.68	9881.60
83	2009.12.21 15:00	sell	42	0.10	1.04052	0.00000	0.00000
84	2009.12.21 16:00	close	42	0.10	1.04291	0.00000	0.00000	-22.92	9858.68
85	2009.12.22 13:00	buy	43	0.10	1.04846	0.00000	0.00000
86	2009.12.22 15:00	close	43	0.10	1.04607	0.00000	0.00000	-22.85	9835.83
87	2009.12.23 13:00	sell	44	0.10	1.04674	0.00000	0.00000
88	2009.12.23 22:00	close	44	0.10	1.03956	0.00000	0.00000	69.07	9904.90
89	2009.12.24 11:00	sell	45	0.10	1.03551	0.00000	0.00000
90	2009.12.24 16:00	close	45	0.10	1.03790	0.00000	0.00000	-23.03	9881.87
91	2009.12.28 13:00	sell	46	0.10	1.03372	0.00000	0.00000
92	2009.12.28 18:00	close	46	0.10	1.03417	0.00000	0.00000	-4.35	9877.52
93	2009.12.29 01:00	buy	47	0.10	1.03543	0.00000	0.00000
94	2009.12.29 01:03	close	47	0.10	1.03554	0.00000	0.00000	1.06	9878.58
95	2009.12.29 01:06	buy	48	0.10	1.03560	0.00000	0.00000
96	2009.12.29 01:10	close	48	0.10	1.03567	0.00000	0.00000	0.68	9879.26
97	2009.12.29 01:13	buy	49	0.10	1.03574	0.00000	0.00000
98	2009.12.29 01:16	close	49	0.10	1.03580	0.00000	0.00000	0.58	9879.84
99	2009.12.29 01:20	buy	50	0.10	1.03582	0.00000	0.00000
100	2009.12.29 01:23	close	50	0.10	1.03576	0.00000	0.00000	-0.58	9879.26
101	2009.12.29 01:26	buy	51	0.10	1.03574	0.00000	0.00000
102	2009.12.29 01:30	close	51	0.10	1.03574	0.00000	0.00000	0.00	9879.26
103	2009.12.29 01:32	buy	52	0.10	1.03613	0.00000	0.00000
104	2009.12.29 01:35	close	52	0.10	1.03597	0.00000	0.00000	-1.54	9877.72
105	2009.12.29 01:37	buy	53	0.10	1.03618	0.00000	0.00000
106	2009.12.29 01:40	close	53	0.10	1.03588	0.00000	0.00000	-2.90	9874.82
107	2009.12.29 01:42	buy	54	0.10	1.03604	0.00000	0.00000
108	2009.12.29 01:45	close	54	0.10	1.03573	0.00000	0.00000	-2.99	9871.83
109	2009.12.29 01:47	buy	55	0.10	1.03589	0.00000	0.00000
110	2009.12.29 01:50	close	55	0.10	1.03554	0.00000	0.00000	-3.38	9868.45
111	2009.12.29 01:52	buy	56	0.10	1.03575	0.00000	0.00000
112	2009.12.29 01:55	close	56	0.10	1.03559	0.00000	0.00000	-1.55	9866.90
113	2009.12.29 01:57	buy	57	0.10	1.03584	0.00000	0.00000
114	2009.12.29 01:59	close	57	0.10	1.03569	0.00000	0.00000	-1.45	9865.45
115	2009.12.29 02:00	buy	58	0.10	1.03581	0.00000	0.00000
116	2009.12.29 06:00	close	58	0.10	1.03527	0.00000	0.00000	-5.22	9860.23
117	2009.12.29 10:00	sell	59	0.10	1.02953	0.00000	0.00000
118	2009.12.29 16:00	close	59	0.10	1.03158	0.00000	0.00000	-19.87	9840.36
119	2009.12.29 20:00	buy	60	0.10	1.03690	0.00000	0.00000
120	2009.12.30 09:00	close	60	0.10	1.03640	0.00000	0.00000	-4.77	9835.59
121	2009.12.31 03:00	sell	61	0.10	1.03427	0.00000	0.00000
122	2009.12.31 11:00	close	61	0.10	1.03124	0.00000	0.00000	29.38	9864.97

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