Strategy Tester Report
Altarius_2Stoh_v6_6
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 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; StohK1=10; StohD1=4; StohSlow1=4; StohK2=14; StohD2=7; StohSlow2=7; Control_period=15; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 688.56 | Gross profit | 688.56 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 688.56 | |||
| Absolute drawdown | 469.84 | Maximal drawdown | 480.40 (4.80%) | Relative drawdown | 4.80% (480.40) |
| Total trades | 1 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 1 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 688.56 | loss trade | 0.00 | |
| Average | profit trade | 688.56 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 1 (688.56) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 688.56 (1) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 1 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.29 12:00 | buy | 1 | 1.00 | 1.04139 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.30 05:00 | close | 1 | 1.00 | 1.04862 | 0.00000 | 0.00000 | 688.56 | 10688.56 |