Strategy Tester Report
Stochastic_Advisor

SymbolEURJPY (Euro vs Japanese Yen)
Period15 Minutes (M15) 2004.06.17 13:45 - 2007.05.10 04:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersSeparator0="----------"; Setup1="First stochastic (Short term)"; K1=5; D1=3; Slowing1=3; Separator1="----------"; Setup2="First stochastic (Medium term)"; K2=20; D2=10; Slowing2=20; Separator2="----------"; Setup3="First stochastic (Long term)"; K3=50; D3=10; Slowing3=20; Separator3="----------"; Text="Safe = True, Signal crosses, Safe = False, Main crosses"; Safe=true; Separator4="----------"; Text1="Stochastic levels:"; Top=90; Bottom=10; Identifier=9812; TP=500; Lots=5;
Bars in test71484Ticks modelled7721750Modelling quality89.87%
Initial deposit10000.00
Total net profit-7968.87Gross profit69576.46Gross loss-77545.32
Profit factor0.90Expected payoff-227.68
Absolute drawdown7968.87Maximal drawdown77545.32 (97.45%)Relative drawdown97.45% (77545.32)
Total trades35Short positions (won %)24 (95.83%)Long positions (won %)11 (100.00%)
Profit trades (% of total)34 (97.14%)Loss trades (% of total)1 (2.86%)
Largestprofit trade2408.31loss trade-77545.32
Averageprofit trade2046.37loss trade-77545.32
Maximumconsecutive wins (profit in money)34 (69576.46)consecutive losses (loss in money)1 (-77545.32)
Maximalconsecutive profit (count of wins)69576.46 (34)consecutive loss (count of losses)-77545.32 (1)
Averageconsecutive wins34consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.23 20:15buy15.00131.210010.000131.710
22004.06.28 14:03t/p15.00131.7100.000131.7102099.1712099.16
32004.07.05 13:45sell25.00133.850010.000133.350
42004.07.23 17:25t/p25.00133.3500.000133.3501923.0114022.17
52004.08.02 13:15sell35.00134.069990.000133.570
62004.08.02 15:07t/p35.00133.5700.000133.5702078.1516100.32
72004.08.09 05:30sell45.00135.429990.000134.930
82004.08.18 15:17t/p45.00134.9300.000134.9302008.3218108.64
92004.08.30 11:32sell55.00132.489990.000131.990
102004.09.08 13:29t/p55.00131.9900.000131.9902008.3120116.95
112004.09.14 18:15buy65.00134.1700.000134.670
122004.09.21 14:29t/p65.00134.6700.000134.6702107.3422224.29
132004.09.23 10:53sell75.00136.2480.000135.748
142004.09.23 16:22t/p75.00135.7480.000135.7482078.1924302.48
152004.09.23 19:15sell85.00135.9700.000135.470
162004.10.11 11:56t/p85.00135.4700.000135.4701954.0226256.50
172004.10.25 05:34sell95.00136.3600.000135.860
182004.10.26 18:12t/p95.00135.8600.000135.8602070.4328326.93
192004.11.04 02:30sell105.00136.1650.000135.665
202004.11.17 16:17t/p105.00135.6650.000135.6651992.8230319.75
212004.12.21 05:00sell115.00139.1300.000138.630
222005.01.03 02:54t/p115.00138.6300.000138.6301977.3232297.07
232005.01.04 12:45buy125.00138.3400.000138.840
242005.01.04 20:42t/p125.00138.8400.000138.8402078.8634375.93
252005.01.27 06:53sell135.00134.9850.000134.485
262005.01.27 15:06t/p135.00134.4850.000134.4852078.1936454.12
272005.02.14 06:01buy145.00135.609990.000136.110
282005.02.14 12:36t/p145.00136.1100.000136.1102078.9138533.03
292005.02.24 00:39sell155.00138.6100.000138.110
302005.02.28 14:09t/p155.00138.1100.000138.1102062.6740595.70
312005.03.16 11:34buy165.00139.1700.000139.670
322005.03.16 15:12t/p165.00139.6700.000139.6702078.8642674.56
332005.03.28 06:30sell175.00137.960010.000137.460
342005.04.25 10:46t/p175.00137.4600.000137.4601860.9344535.49
352005.04.28 19:00buy185.00136.6500.000137.150
362005.07.20 20:37t/p185.00137.1500.000137.1502408.3146943.80
372005.07.28 03:00sell195.00135.6940.000135.194
382005.08.15 18:38t/p195.00135.1940.000135.1941954.0248897.82
392005.09.07 08:03buy205.00137.1500.000137.650
402005.10.06 15:19t/p205.00137.6500.000137.6502204.9651102.78
412005.10.19 22:30sell215.00138.320010.000137.820
422005.11.09 14:01t/p215.00137.8200.000137.8201915.2553018.02
432005.11.15 19:49sell225.00139.1900.000138.690
442005.11.17 05:51t/p225.00138.6900.000138.6902047.1655065.18
452005.11.18 01:45sell235.00139.6400.000139.140
462005.11.18 11:35t/p235.00139.1400.000139.1402078.1957143.37
472005.12.02 13:30buy245.00141.360010.000141.860
482005.12.05 00:21t/p245.00141.8600.000141.8602082.9359226.30
492005.12.06 00:00sell255.00142.5800.000142.080
502005.12.07 09:02t/p255.00142.0800.000142.0802070.4361296.73
512005.12.21 05:45sell265.00139.0600.000138.560
522005.12.22 15:01t/p265.00138.5600.000138.5602054.9063351.63
532006.01.05 07:00sell275.00140.6790.000140.179
542006.01.05 08:16t/p275.00140.1790.000140.1792078.1965429.82
552006.01.17 05:45sell285.00139.2700.000138.770
562006.02.24 15:35t/p285.00138.7700.000138.7701767.7967197.61
572006.03.08 16:15sell295.00140.5340.000140.034
582006.03.09 09:53t/p295.00140.0340.000140.0342054.9169252.52
592006.03.29 14:22buy305.00141.5580.000142.058
602006.03.30 15:34t/p305.00142.0580.000142.0582091.0871343.60
612006.04.05 19:30sell315.00144.4100.000143.910
622006.04.06 14:55t/p315.00143.9100.000143.9102054.9373398.53
632006.04.10 13:45buy325.00143.3070.000143.807
642006.04.11 12:10t/p325.00143.8070.000143.8072082.9575481.47
652006.04.14 08:15sell335.00143.6680.000143.168
662006.04.24 00:01t/p335.00143.1680.000143.1682016.1177497.58
672006.05.08 10:00buy345.00141.9000.000142.400
682006.05.08 23:00t/p345.00142.4000.000142.4002078.8879576.46
692006.06.09 19:00sell355.00144.0500.000143.550
702007.04.16 00:09close at stop355.00162.1300.000143.550-77545.322031.13