Report Result : AltariusRSI&STOH - Desynced Forex Repository

Strategy Tester Report

AltariusRSI&STOH

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
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	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-2235.98	Gross profit	1669.30	Gross loss	-3905.28
Profit factor	0.43	Expected payoff	-24.84
Absolute drawdown	2243.18	Maximal drawdown	2426.08 (23.83%)	Relative drawdown	23.83% (2426.08)

Total trades	90	Short positions (won %)	32 (12.50%)	Long positions (won %)	58 (8.62%)
		Profit trades (% of total)	9 (10.00%)	Loss trades (% of total)	81 (90.00%)
Largest		profit trade	465.01	loss trade	-354.09
Average		profit trade	185.48	loss trade	-48.21
Maximum		consecutive wins (profit in money)	2 (532.26)	consecutive losses (loss in money)	25 (-948.06)
Maximal		consecutive profit (count of wins)	532.26 (2)	consecutive loss (count of losses)	-948.06 (25)
Average		consecutive wins	1	consecutive losses	9

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 00:00	sell	1	1.00	1.61221	0.00000	0.00000
2	2010.01.04 01:00	close	1	1.00	1.61386	0.00000	0.00000	-165.00	9835.00
3	2010.01.04 11:00	buy	2	0.98	1.62052	0.00000	0.00000
4	2010.01.04 12:00	close	2	0.98	1.61740	0.00000	0.00000	-305.76	9529.24
5	2010.01.05 07:00	buy	3	0.30	1.61338	0.00000	0.00000
6	2010.01.05 09:00	close	3	0.30	1.60993	0.00000	0.00000	-103.50	9425.74
7	2010.01.05 10:00	buy	4	0.10	1.60453	0.00000	0.00000
8	2010.01.05 12:00	close	4	0.10	1.59996	0.00000	0.00000	-45.70	9380.04
9	2010.01.06 03:00	buy	5	0.10	1.59935	0.00000	0.00000
10	2010.01.06 04:00	close	5	0.10	1.59842	0.00000	0.00000	-9.30	9370.74
11	2010.01.06 05:00	buy	6	0.10	1.59806	0.00000	0.00000
12	2010.01.06 07:00	close	6	0.10	1.59629	0.00000	0.00000	-17.70	9353.04
13	2010.01.06 09:00	buy	7	0.10	1.60178	0.00000	0.00000
14	2010.01.06 12:00	close	7	0.10	1.60105	0.00000	0.00000	-7.30	9345.74
15	2010.01.06 13:00	buy	8	0.10	1.59833	0.00000	0.00000
16	2010.01.06 14:00	close	8	0.10	1.59651	0.00000	0.00000	-18.20	9327.54
17	2010.01.06 15:00	buy	9	0.10	1.59697	0.00000	0.00000
18	2010.01.06 16:00	close	9	0.10	1.59468	0.00000	0.00000	-22.90	9304.64
19	2010.01.06 22:00	buy	10	0.10	1.60215	0.00000	0.00000
20	2010.01.06 23:00	close	10	0.10	1.60166	0.00000	0.00000	-4.90	9299.74
21	2010.01.07 19:00	buy	11	0.10	1.59435	0.00000	0.00000
22	2010.01.07 20:00	close	11	0.10	1.59284	0.00000	0.00000	-15.10	9284.64
23	2010.01.07 21:00	buy	12	0.10	1.59438	0.00000	0.00000
24	2010.01.07 22:00	close	12	0.10	1.59385	0.00000	0.00000	-5.30	9279.34
25	2010.01.08 00:00	buy	13	0.10	1.59266	0.00000	0.00000
26	2010.01.08 04:00	close	13	0.10	1.59200	0.00000	0.00000	-6.60	9272.74
27	2010.01.08 17:00	sell	14	0.10	1.59612	0.00000	0.00000
28	2010.01.08 18:00	close	14	0.10	1.59925	0.00000	0.00000	-31.30	9241.44
29	2010.01.11 16:00	sell	15	0.10	1.61261	0.00000	0.00000
30	2010.01.11 17:00	close	15	0.10	1.61730	0.00000	0.00000	-46.90	9194.54
31	2010.01.11 19:00	sell	16	0.10	1.61159	0.00000	0.00000
32	2010.01.12 11:00	close	16	0.10	1.61367	0.00000	0.00000	-21.05	9173.49
33	2010.01.13 01:00	sell	17	0.10	1.61503	0.00000	0.00000
34	2010.01.13 03:00	close	17	0.10	1.61626	0.00000	0.00000	-12.30	9161.19
35	2010.01.13 05:00	sell	18	0.10	1.61659	0.00000	0.00000
36	2010.01.13 06:00	close	18	0.10	1.61884	0.00000	0.00000	-22.50	9138.69
37	2010.01.13 07:00	sell	19	0.10	1.61780	0.00000	0.00000
38	2010.01.13 08:00	close	19	0.10	1.62152	0.00000	0.00000	-37.20	9101.49
39	2010.01.13 23:00	sell	20	0.10	1.62779	0.00000	0.00000
40	2010.01.14 01:00	close	20	0.10	1.62827	0.00000	0.00000	-5.55	9095.94
41	2010.01.14 02:00	sell	21	0.10	1.63012	0.00000	0.00000
42	2010.01.14 04:00	close	21	0.10	1.63045	0.00000	0.00000	-3.30	9092.64
43	2010.01.14 05:00	sell	22	0.10	1.62883	0.00000	0.00000
44	2010.01.14 10:00	close	22	0.10	1.62932	0.00000	0.00000	-4.90	9087.74
45	2010.01.15 03:00	sell	23	0.10	1.63020	0.00000	0.00000
46	2010.01.15 04:00	close	23	0.10	1.63143	0.00000	0.00000	-12.30	9075.44
47	2010.01.15 05:00	sell	24	0.10	1.63231	0.00000	0.00000
48	2010.01.15 06:00	close	24	0.10	1.63359	0.00000	0.00000	-12.80	9062.64
49	2010.01.15 07:00	sell	25	0.10	1.63349	0.00000	0.00000
50	2010.01.15 08:00	close	25	0.10	1.63456	0.00000	0.00000	-10.70	9051.94
51	2010.01.15 10:00	sell	26	0.10	1.63289	0.00000	0.00000
52	2010.01.18 02:00	close	26	0.10	1.62614	0.00000	0.00000	67.25	9119.19
53	2010.01.18 04:00	buy	27	0.91	1.62845	0.00000	0.00000
54	2010.01.18 17:00	close	27	0.91	1.63356	0.00000	0.00000	465.01	9584.20
55	2010.01.18 19:00	sell	28	0.96	1.63288	0.00000	0.00000
56	2010.01.18 20:00	close	28	0.96	1.63327	0.00000	0.00000	-37.44	9546.76
57	2010.01.18 22:00	sell	29	0.95	1.63343	0.00000	0.00000
58	2010.01.18 23:00	close	29	0.95	1.63386	0.00000	0.00000	-40.85	9505.91
59	2010.01.19 00:00	sell	30	0.30	1.63465	0.00000	0.00000
60	2010.01.19 01:00	close	30	0.30	1.63527	0.00000	0.00000	-18.60	9487.31
61	2010.01.19 10:00	sell	31	0.10	1.63870	0.00000	0.00000
62	2010.01.19 11:00	close	31	0.10	1.64165	0.00000	0.00000	-29.50	9457.81
63	2010.01.19 12:00	sell	32	0.10	1.63826	0.00000	0.00000
64	2010.01.21 17:00	close	32	0.10	1.61757	0.00000	0.00000	205.90	9663.71
65	2010.01.21 18:00	buy	33	0.97	1.62128	0.00000	0.00000
66	2010.01.21 21:00	close	33	0.97	1.62090	0.00000	0.00000	-36.86	9626.85
67	2010.01.21 22:00	buy	34	0.96	1.61981	0.00000	0.00000
68	2010.01.21 23:00	close	34	0.96	1.61912	0.00000	0.00000	-66.24	9560.61
69	2010.01.22 11:00	sell	35	0.30	1.62214	0.00000	0.00000
70	2010.01.22 12:00	close	35	0.30	1.62450	0.00000	0.00000	-70.80	9489.81
71	2010.01.25 01:00	buy	36	0.10	1.61156	0.00000	0.00000
72	2010.01.25 02:00	close	36	0.10	1.61078	0.00000	0.00000	-7.80	9482.01
73	2010.01.25 05:00	buy	37	0.10	1.61032	0.00000	0.00000
74	2010.01.26 08:00	close	37	0.10	1.62327	0.00000	0.00000	129.51	9611.52
75	2010.01.26 09:00	sell	38	0.96	1.62255	0.00000	0.00000
76	2010.01.26 10:00	close	38	0.96	1.62394	0.00000	0.00000	-133.44	9478.08
77	2010.01.26 20:00	buy	39	0.95	1.61562	0.00000	0.00000
78	2010.01.26 21:00	close	39	0.95	1.61440	0.00000	0.00000	-115.90	9362.18
79	2010.01.26 22:00	buy	40	0.30	1.61429	0.00000	0.00000
80	2010.01.27 02:00	close	40	0.30	1.61300	0.00000	0.00000	-38.67	9323.51
81	2010.01.27 03:00	buy	41	0.10	1.61486	0.00000	0.00000
82	2010.01.27 04:00	close	41	0.10	1.61317	0.00000	0.00000	-16.90	9306.61
83	2010.01.27 05:00	buy	42	0.10	1.61288	0.00000	0.00000
84	2010.01.27 07:00	close	42	0.10	1.61245	0.00000	0.00000	-4.30	9302.31
85	2010.01.27 08:00	buy	43	0.10	1.61427	0.00000	0.00000
86	2010.01.27 10:00	close	43	0.10	1.61178	0.00000	0.00000	-24.90	9277.41
87	2010.01.27 20:00	sell	44	0.10	1.61717	0.00000	0.00000
88	2010.01.28 00:00	close	44	0.10	1.61793	0.00000	0.00000	-8.35	9269.06
89	2010.01.28 07:00	buy	45	0.10	1.61817	0.00000	0.00000
90	2010.01.28 17:00	close	45	0.10	1.61352	0.00000	0.00000	-46.50	9222.56
91	2010.01.29 04:00	buy	46	0.10	1.61352	0.00000	0.00000
92	2010.01.29 06:00	close	46	0.10	1.61305	0.00000	0.00000	-4.70	9217.86
93	2010.01.29 07:00	buy	47	0.10	1.61158	0.00000	0.00000
94	2010.01.29 14:00	close	47	0.10	1.61102	0.00000	0.00000	-5.60	9212.26
95	2010.02.01 01:00	buy	48	0.10	1.59730	0.00000	0.00000
96	2010.02.01 03:00	close	48	0.10	1.59489	0.00000	0.00000	-24.10	9188.16
97	2010.02.01 07:00	buy	49	0.10	1.59563	0.00000	0.00000
98	2010.02.01 09:00	close	49	0.10	1.59309	0.00000	0.00000	-25.40	9162.76
99	2010.02.01 11:00	buy	50	0.10	1.59205	0.00000	0.00000
100	2010.02.01 12:00	close	50	0.10	1.58602	0.00000	0.00000	-60.30	9102.46
101	2010.02.01 14:00	buy	51	0.10	1.59002	0.00000	0.00000
102	2010.02.02 08:00	close	51	0.10	1.59549	0.00000	0.00000	54.71	9157.17
103	2010.02.02 09:00	sell	52	0.92	1.59494	0.00000	0.00000
104	2010.02.02 17:00	close	52	0.92	1.59686	0.00000	0.00000	-176.64	8980.53
105	2010.02.03 05:00	sell	53	0.90	1.59865	0.00000	0.00000
106	2010.02.03 06:00	close	53	0.90	1.59925	0.00000	0.00000	-54.00	8926.53
107	2010.02.03 11:00	sell	54	0.30	1.60251	0.00000	0.00000
108	2010.02.04 07:00	close	54	0.30	1.58975	0.00000	0.00000	380.55	9307.08
109	2010.02.04 08:00	buy	55	0.93	1.58820	0.00000	0.00000
110	2010.02.04 10:00	close	55	0.93	1.58788	0.00000	0.00000	-29.76	9277.32
111	2010.02.04 14:00	buy	56	0.93	1.58617	0.00000	0.00000
112	2010.02.04 15:00	close	56	0.93	1.58448	0.00000	0.00000	-157.17	9120.15
113	2010.02.04 19:00	buy	57	0.30	1.57857	0.00000	0.00000
114	2010.02.04 20:00	close	57	0.30	1.57681	0.00000	0.00000	-52.80	9067.35
115	2010.02.05 01:00	buy	58	0.10	1.57675	0.00000	0.00000
116	2010.02.05 02:00	close	58	0.10	1.57413	0.00000	0.00000	-26.20	9041.15
117	2010.02.05 11:00	buy	59	0.10	1.57106	0.00000	0.00000
118	2010.02.05 12:00	close	59	0.10	1.56980	0.00000	0.00000	-12.60	9028.55
119	2010.02.05 13:00	buy	60	0.10	1.57216	0.00000	0.00000
120	2010.02.05 14:00	close	60	0.10	1.56932	0.00000	0.00000	-28.40	9000.15
121	2010.02.05 15:00	buy	61	0.10	1.57217	0.00000	0.00000
122	2010.02.05 16:00	close	61	0.10	1.56376	0.00000	0.00000	-84.10	8916.05
123	2010.02.05 17:00	buy	62	0.10	1.56451	0.00000	0.00000
124	2010.02.05 18:00	close	62	0.10	1.56165	0.00000	0.00000	-28.60	8887.45
125	2010.02.08 03:00	buy	63	0.10	1.56095	0.00000	0.00000
126	2010.02.08 04:00	close	63	0.10	1.56059	0.00000	0.00000	-3.60	8883.85
127	2010.02.08 07:00	buy	64	0.10	1.55936	0.00000	0.00000
128	2010.02.08 08:00	close	64	0.10	1.55453	0.00000	0.00000	-48.30	8835.55
129	2010.02.08 10:00	buy	65	0.10	1.56198	0.00000	0.00000
130	2010.02.08 11:00	close	65	0.10	1.55751	0.00000	0.00000	-44.70	8790.85
131	2010.02.08 12:00	buy	66	0.10	1.55792	0.00000	0.00000
132	2010.02.08 13:00	close	66	0.10	1.55700	0.00000	0.00000	-9.20	8781.65
133	2010.02.08 14:00	buy	67	0.10	1.56038	0.00000	0.00000
134	2010.02.08 15:00	close	67	0.10	1.55980	0.00000	0.00000	-5.80	8775.85
135	2010.02.08 23:00	sell	68	0.10	1.55825	0.00000	0.00000
136	2010.02.09 00:00	close	68	0.10	1.55906	0.00000	0.00000	-8.35	8767.50
137	2010.02.09 11:00	buy	69	0.10	1.55867	0.00000	0.00000
138	2010.02.09 12:00	close	69	0.10	1.55748	0.00000	0.00000	-11.90	8755.60
139	2010.02.09 17:00	buy	70	0.10	1.56097	0.00000	0.00000
140	2010.02.10 17:00	close	70	0.10	1.55877	0.00000	0.00000	-21.99	8733.61
141	2010.02.11 00:00	buy	71	0.10	1.55992	0.00000	0.00000
142	2010.02.11 10:00	close	71	0.10	1.55789	0.00000	0.00000	-20.30	8713.31
143	2010.02.11 11:00	buy	72	0.10	1.55805	0.00000	0.00000
144	2010.02.12 06:00	close	72	0.10	1.56913	0.00000	0.00000	110.81	8824.12
145	2010.02.12 07:00	sell	73	0.88	1.56953	0.00000	0.00000
146	2010.02.12 08:00	close	73	0.88	1.57026	0.00000	0.00000	-64.24	8759.88
147	2010.02.12 09:00	sell	74	0.88	1.57154	0.00000	0.00000
148	2010.02.16 18:00	close	74	0.88	1.57332	0.00000	0.00000	-161.04	8598.84
149	2010.02.17 05:00	sell	75	0.30	1.57682	0.00000	0.00000
150	2010.02.17 06:00	close	75	0.30	1.57805	0.00000	0.00000	-36.90	8561.94
151	2010.02.17 08:00	sell	76	0.10	1.57668	0.00000	0.00000
152	2010.02.17 09:00	close	76	0.10	1.58008	0.00000	0.00000	-34.00	8527.94
153	2010.02.17 14:00	sell	77	0.10	1.57898	0.00000	0.00000
154	2010.02.18 09:00	close	77	0.10	1.56221	0.00000	0.00000	166.95	8694.89
155	2010.02.18 10:00	buy	78	0.87	1.56170	0.00000	0.00000
156	2010.02.18 11:00	close	78	0.87	1.55763	0.00000	0.00000	-354.09	8340.80
157	2010.02.18 12:00	buy	79	0.83	1.56097	0.00000	0.00000
158	2010.02.18 13:00	close	79	0.83	1.55929	0.00000	0.00000	-139.44	8201.36
159	2010.02.18 16:00	buy	80	0.30	1.56490	0.00000	0.00000
160	2010.02.18 17:00	close	80	0.30	1.56393	0.00000	0.00000	-29.10	8172.26
161	2010.02.18 18:00	buy	81	0.10	1.55824	0.00000	0.00000
162	2010.02.18 23:00	close	81	0.10	1.55264	0.00000	0.00000	-56.00	8116.26
163	2010.02.19 13:00	buy	82	0.10	1.53844	0.00000	0.00000
164	2010.02.22 14:00	close	82	0.10	1.54730	0.00000	0.00000	88.61	8204.87
165	2010.02.22 15:00	sell	83	0.82	1.54754	0.00000	0.00000
166	2010.02.22 16:00	close	83	0.82	1.54872	0.00000	0.00000	-96.76	8108.11
167	2010.02.23 01:00	buy	84	0.81	1.55015	0.00000	0.00000
168	2010.02.23 02:00	close	84	0.81	1.54865	0.00000	0.00000	-121.50	7986.61
169	2010.02.23 21:00	buy	85	0.30	1.54451	0.00000	0.00000
170	2010.02.23 22:00	close	85	0.30	1.54060	0.00000	0.00000	-117.30	7869.31
171	2010.02.24 03:00	buy	86	0.10	1.54547	0.00000	0.00000
172	2010.02.24 05:00	close	86	0.10	1.54514	0.00000	0.00000	-3.30	7866.01
173	2010.02.25 12:00	buy	87	0.10	1.53036	0.00000	0.00000
174	2010.02.25 15:00	close	87	0.10	1.52608	0.00000	0.00000	-42.80	7823.21
175	2010.02.25 16:00	buy	88	0.10	1.52946	0.00000	0.00000
176	2010.02.25 17:00	close	88	0.10	1.52524	0.00000	0.00000	-42.20	7781.01
177	2010.02.25 18:00	buy	89	0.10	1.52014	0.00000	0.00000
178	2010.02.26 14:00	close	89	0.10	1.51934	0.00000	0.00000	-7.99	7773.02
179	2010.02.26 20:00	buy	90	0.10	1.52444	0.00000	0.00000
180	2010.02.26 22:56	close at stop	90	0.10	1.52354	0.00000	0.00000	-9.00	7764.02