Strategy Tester Report
Altarius_2Stoh_v6_6
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; MaximumRisk=0.1; DecreaseFactor=3; PeriodRSI=4; StohK1=10; StohD1=4; StohSlow1=4; StohK2=14; StohD2=7; StohSlow2=7; Control_period=15; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 309.58 | Gross profit | 520.38 | Gross loss | -210.80 |
Profit factor | 2.47 | Expected payoff | 154.79 | ||
Absolute drawdown | 933.80 | Maximal drawdown | 977.80 (9.74%) | Relative drawdown | 9.74% (977.80) |
Total trades | 2 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
Largest | profit trade | 520.38 | loss trade | -210.80 | |
Average | profit trade | 520.38 | loss trade | -210.80 | |
Maximum | consecutive wins (profit in money) | 1 (520.38) | consecutive losses (loss in money) | 1 (-210.80) | |
Maximal | consecutive profit (count of wins) | 520.38 (1) | consecutive loss (count of losses) | -210.80 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.05 20:00 | sell | 1 | 1.00 | 1.36130 | 0.00000 | 0.00000 | ||
2 | 2010.03.08 21:00 | close | 1 | 1.00 | 1.36340 | 0.00000 | 0.00000 | -210.80 | 9789.20 |
3 | 2010.03.17 09:00 | sell | 2 | 0.98 | 1.37948 | 0.00000 | 0.00000 | ||
4 | 2010.03.17 21:00 | close | 2 | 0.98 | 1.37417 | 0.00000 | 0.00000 | 520.38 | 10309.58 |