Report Result : AltariusRSI&STOH - Desynced Forex Repository

Strategy Tester Report

Download AltariusRSI&STOH

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
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		Lots=0.1; MaximumRisk=0.1; DecreaseFactor=3; PeriodRSI=4;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	743.20	Gross profit	2204.09	Gross loss	-1460.89
Profit factor	1.51	Expected payoff	12.18
Absolute drawdown	453.45	Maximal drawdown	1238.12 (10.34%)	Relative drawdown	10.34% (1238.12)

Total trades	61	Short positions (won %)	23 (8.70%)	Long positions (won %)	38 (5.26%)
		Profit trades (% of total)	4 (6.56%)	Loss trades (% of total)	57 (93.44%)
Largest		profit trade	1139.70	loss trade	-214.88
Average		profit trade	551.02	loss trade	-25.63
Maximum		consecutive wins (profit in money)	3 (2139.10)	consecutive losses (loss in money)	36 (-675.12)
Maximal		consecutive profit (count of wins)	2139.10 (3)	consecutive loss (count of losses)	-675.12 (36)
Average		consecutive wins	2	consecutive losses	19

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 19:00	buy	1	1.00	1.04467	0.00000	0.00000
2	2009.12.01 20:00	close	1	1.00	1.04243	0.00000	0.00000	-214.88	9785.12
3	2009.12.01 21:00	buy	2	0.98	1.04431	0.00000	0.00000
4	2009.12.02 11:00	close	2	0.98	1.04365	0.00000	0.00000	-62.98	9722.14
5	2009.12.02 13:00	sell	3	0.30	1.04585	0.00000	0.00000
6	2009.12.02 15:00	close	3	0.30	1.04838	0.00000	0.00000	-72.40	9649.74
7	2009.12.03 04:00	sell	4	0.10	1.04888	0.00000	0.00000
8	2009.12.03 06:00	close	4	0.10	1.05076	0.00000	0.00000	-17.89	9631.85
9	2009.12.03 07:00	sell	5	0.10	1.05095	0.00000	0.00000
10	2009.12.03 13:00	close	5	0.10	1.05119	0.00000	0.00000	-2.28	9629.57
11	2009.12.03 20:00	sell	6	0.10	1.05214	0.00000	0.00000
12	2009.12.03 21:00	close	6	0.10	1.05400	0.00000	0.00000	-17.65	9611.92
13	2009.12.03 23:00	sell	7	0.10	1.05714	0.00000	0.00000
14	2009.12.04 00:00	close	7	0.10	1.05754	0.00000	0.00000	-3.79	9608.13
15	2009.12.04 08:00	sell	8	0.10	1.05529	0.00000	0.00000
16	2009.12.04 20:00	close	8	0.10	1.05758	0.00000	0.00000	-21.65	9586.48
17	2009.12.07 05:00	sell	9	0.10	1.05487	0.00000	0.00000
18	2009.12.07 06:00	close	9	0.10	1.05596	0.00000	0.00000	-10.32	9576.16
19	2009.12.07 08:00	sell	10	0.10	1.05404	0.00000	0.00000
20	2009.12.07 09:00	close	10	0.10	1.05548	0.00000	0.00000	-13.64	9562.52
21	2009.12.07 10:00	sell	11	0.10	1.06387	0.00000	0.00000
22	2009.12.08 11:00	close	11	0.10	1.05082	0.00000	0.00000	124.18	9686.70
23	2009.12.08 12:00	buy	12	0.97	1.05212	0.00000	0.00000
24	2009.12.09 08:00	close	12	0.97	1.06464	0.00000	0.00000	1139.70	10826.39
25	2009.12.09 09:00	sell	13	1.08	1.06323	0.00000	0.00000
26	2009.12.10 01:00	close	13	1.08	1.05468	0.00000	0.00000	875.23	11701.62
27	2009.12.10 03:00	buy	14	1.17	1.05551	0.00000	0.00000
28	2009.12.10 04:00	close	14	1.17	1.05437	0.00000	0.00000	-126.50	11575.12
29	2009.12.10 05:00	buy	15	1.16	1.05605	0.00000	0.00000
30	2009.12.10 08:00	close	15	1.16	1.05532	0.00000	0.00000	-80.24	11494.88
31	2009.12.10 10:00	buy	16	0.40	1.05570	0.00000	0.00000
32	2009.12.10 11:00	close	16	0.40	1.05451	0.00000	0.00000	-45.14	11449.74
33	2009.12.10 12:00	buy	17	0.10	1.05183	0.00000	0.00000
34	2009.12.10 13:00	close	17	0.10	1.05038	0.00000	0.00000	-13.80	11435.94
35	2009.12.10 19:00	buy	18	0.10	1.05407	0.00000	0.00000
36	2009.12.10 20:00	close	18	0.10	1.05153	0.00000	0.00000	-24.16	11411.78
37	2009.12.10 21:00	buy	19	0.10	1.05077	0.00000	0.00000
38	2009.12.10 22:00	close	19	0.10	1.05044	0.00000	0.00000	-3.14	11408.64
39	2009.12.10 23:00	buy	20	0.10	1.05211	0.00000	0.00000
40	2009.12.11 00:00	close	20	0.10	1.05087	0.00000	0.00000	-11.90	11396.74
41	2009.12.11 02:00	buy	21	0.10	1.05165	0.00000	0.00000
42	2009.12.11 04:00	close	21	0.10	1.05096	0.00000	0.00000	-6.57	11390.17
43	2009.12.11 06:00	buy	22	0.10	1.05229	0.00000	0.00000
44	2009.12.11 07:00	close	22	0.10	1.05124	0.00000	0.00000	-9.99	11380.18
45	2009.12.11 08:00	buy	23	0.10	1.05290	0.00000	0.00000
46	2009.12.11 09:00	close	23	0.10	1.05172	0.00000	0.00000	-11.22	11368.96
47	2009.12.11 10:00	buy	24	0.10	1.05175	0.00000	0.00000
48	2009.12.11 11:00	close	24	0.10	1.05011	0.00000	0.00000	-15.62	11353.34
49	2009.12.11 16:00	buy	25	0.10	1.05312	0.00000	0.00000
50	2009.12.14 09:00	close	25	0.10	1.06002	0.00000	0.00000	64.99	11418.32
51	2009.12.14 10:00	sell	26	1.14	1.06156	0.00000	0.00000
52	2009.12.14 11:00	close	26	1.14	1.06282	0.00000	0.00000	-135.15	11283.17
53	2009.12.14 12:00	sell	27	1.13	1.06449	0.00000	0.00000
54	2009.12.14 13:00	close	27	1.13	1.06546	0.00000	0.00000	-102.88	11180.29
55	2009.12.14 17:00	sell	28	0.40	1.06083	0.00000	0.00000
56	2009.12.15 10:00	close	28	0.40	1.06256	0.00000	0.00000	-65.17	11115.13
57	2009.12.15 21:00	sell	29	0.10	1.06130	0.00000	0.00000
58	2009.12.15 22:00	close	29	0.10	1.06199	0.00000	0.00000	-6.50	11108.63
59	2009.12.16 10:00	buy	30	0.10	1.06036	0.00000	0.00000
60	2009.12.16 11:00	close	30	0.10	1.05894	0.00000	0.00000	-13.41	11095.22
61	2009.12.17 13:00	sell	31	0.10	1.07074	0.00000	0.00000
62	2009.12.17 14:00	close	31	0.10	1.07274	0.00000	0.00000	-18.64	11076.58
63	2009.12.17 16:00	sell	32	0.10	1.07002	0.00000	0.00000
64	2009.12.17 18:00	close	32	0.10	1.07178	0.00000	0.00000	-16.42	11060.16
65	2009.12.17 19:00	sell	33	0.10	1.07114	0.00000	0.00000
66	2009.12.17 20:00	close	33	0.10	1.07156	0.00000	0.00000	-3.92	11056.24
67	2009.12.17 21:00	sell	34	0.10	1.06994	0.00000	0.00000
68	2009.12.17 22:00	close	34	0.10	1.07076	0.00000	0.00000	-7.66	11048.58
69	2009.12.18 15:00	buy	35	0.10	1.06737	0.00000	0.00000
70	2009.12.18 16:00	close	35	0.10	1.06388	0.00000	0.00000	-32.80	11015.78
71	2009.12.18 17:00	buy	36	0.10	1.06796	0.00000	0.00000
72	2009.12.18 18:00	close	36	0.10	1.06774	0.00000	0.00000	-2.06	11013.72
73	2009.12.18 20:00	buy	37	0.10	1.06688	0.00000	0.00000
74	2009.12.18 21:00	close	37	0.10	1.06579	0.00000	0.00000	-10.23	11003.49
75	2009.12.21 20:00	buy	38	0.10	1.06253	0.00000	0.00000
76	2009.12.21 21:00	close	38	0.10	1.06136	0.00000	0.00000	-11.02	10992.47
77	2009.12.21 22:00	buy	39	0.10	1.06188	0.00000	0.00000
78	2009.12.22 01:00	close	39	0.10	1.06152	0.00000	0.00000	-3.49	10988.97
79	2009.12.22 22:00	buy	40	0.10	1.05856	0.00000	0.00000
80	2009.12.22 23:00	close	40	0.10	1.05735	0.00000	0.00000	-11.44	10977.53
81	2009.12.23 04:00	buy	41	0.10	1.05738	0.00000	0.00000
82	2009.12.23 05:00	close	41	0.10	1.05665	0.00000	0.00000	-6.91	10970.62
83	2009.12.23 06:00	buy	42	0.10	1.05788	0.00000	0.00000
84	2009.12.23 07:00	close	42	0.10	1.05629	0.00000	0.00000	-15.05	10955.57
85	2009.12.23 08:00	buy	43	0.10	1.05678	0.00000	0.00000
86	2009.12.23 09:00	close	43	0.10	1.05612	0.00000	0.00000	-6.25	10949.32
87	2009.12.23 10:00	buy	44	0.10	1.05625	0.00000	0.00000
88	2009.12.23 11:00	close	44	0.10	1.05575	0.00000	0.00000	-4.74	10944.58
89	2009.12.24 02:00	buy	45	0.10	1.04970	0.00000	0.00000
90	2009.12.24 03:00	close	45	0.10	1.04840	0.00000	0.00000	-12.40	10932.18
91	2009.12.24 06:00	buy	46	0.10	1.04958	0.00000	0.00000
92	2009.12.24 07:00	close	46	0.10	1.04868	0.00000	0.00000	-8.58	10923.60
93	2009.12.24 08:00	buy	47	0.10	1.04861	0.00000	0.00000
94	2009.12.24 09:00	close	47	0.10	1.04738	0.00000	0.00000	-11.74	10911.86
95	2009.12.24 12:00	buy	48	0.10	1.04767	0.00000	0.00000
96	2009.12.24 13:00	close	48	0.10	1.04568	0.00000	0.00000	-19.03	10892.83
97	2009.12.24 15:00	buy	49	0.10	1.04902	0.00000	0.00000
98	2009.12.24 16:00	close	49	0.10	1.04774	0.00000	0.00000	-12.22	10880.61
99	2009.12.28 05:00	sell	50	0.10	1.04637	0.00000	0.00000
100	2009.12.28 06:00	close	50	0.10	1.04723	0.00000	0.00000	-8.21	10872.40
101	2009.12.28 14:00	buy	51	0.10	1.04711	0.00000	0.00000
102	2009.12.28 15:00	close	51	0.10	1.04523	0.00000	0.00000	-17.99	10854.41
103	2009.12.29 03:00	buy	52	0.10	1.04434	0.00000	0.00000
104	2009.12.29 05:00	close	52	0.10	1.04356	0.00000	0.00000	-7.47	10846.94
105	2009.12.29 06:00	buy	53	0.10	1.04404	0.00000	0.00000
106	2009.12.29 07:00	close	53	0.10	1.04365	0.00000	0.00000	-3.74	10843.20
107	2009.12.29 08:00	buy	54	0.10	1.04340	0.00000	0.00000
108	2009.12.29 09:00	close	54	0.10	1.04177	0.00000	0.00000	-15.65	10827.55
109	2009.12.29 10:00	buy	55	0.10	1.04113	0.00000	0.00000
110	2009.12.29 11:00	close	55	0.10	1.04050	0.00000	0.00000	-6.05	10821.50
111	2009.12.29 17:00	buy	56	0.10	1.04217	0.00000	0.00000
112	2009.12.29 18:00	close	56	0.10	1.04011	0.00000	0.00000	-19.81	10801.69
113	2009.12.30 08:00	sell	57	0.10	1.04887	0.00000	0.00000
114	2009.12.30 13:00	close	57	0.10	1.05002	0.00000	0.00000	-10.95	10790.74
115	2009.12.30 19:00	sell	58	0.10	1.05485	0.00000	0.00000
116	2009.12.30 21:00	close	58	0.10	1.05604	0.00000	0.00000	-11.27	10779.47
117	2009.12.31 03:00	sell	59	0.10	1.05143	0.00000	0.00000
118	2009.12.31 04:00	close	59	0.10	1.05225	0.00000	0.00000	-7.79	10771.68
119	2009.12.31 05:00	sell	60	0.10	1.05160	0.00000	0.00000
120	2009.12.31 06:00	close	60	0.10	1.05183	0.00000	0.00000	-2.19	10769.49
121	2009.12.31 17:00	buy	61	0.10	1.04889	0.00000	0.00000
122	2009.12.31 18:00	close	61	0.10	1.04614	0.00000	0.00000	-26.29	10743.20