Strategy Tester Report
Altarius_2Stoh_v6_6
AlpariUK-Demo (Build 226)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
| 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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -753.46 | Gross profit | 3899.45 | Gross loss | -4652.90 |
| Profit factor | 0.84 | Expected payoff | -75.35 | ||
| Absolute drawdown | 1414.70 | Maximal drawdown | 5302.41 (38.18%) | Relative drawdown | 38.18% (5302.41) |
| Total trades | 10 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
| Largest | profit trade | 1136.80 | loss trade | -2251.53 | |
| Average | profit trade | 779.89 | loss trade | -930.58 | |
| Maximum | consecutive wins (profit in money) | 3 (1886.53) | consecutive losses (loss in money) | 3 (-4213.66) | |
| Maximal | consecutive profit (count of wins) | 1886.53 (3) | consecutive loss (count of losses) | -4213.66 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 13:00 | sell | 1 | 1.00 | 1.62197 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.05 03:00 | close | 1 | 1.00 | 1.61058 | 0.00000 | 0.00000 | 1136.80 | 11136.80 |
| 3 | 2010.01.07 09:00 | buy | 2 | 1.11 | 1.59795 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.08 06:00 | close | 2 | 1.11 | 1.59409 | 0.00000 | 0.00000 | -428.57 | 10708.23 |
| 5 | 2010.02.12 14:00 | buy | 3 | 1.07 | 1.56282 | 0.00000 | 0.00000 | ||
| 6 | 2010.02.16 09:00 | close | 3 | 1.07 | 1.57101 | 0.00000 | 0.00000 | 876.12 | 11584.34 |
| 7 | 2010.02.16 23:00 | sell | 4 | 1.16 | 1.57912 | 0.00000 | 0.00000 | ||
| 8 | 2010.02.17 15:00 | close | 4 | 1.16 | 1.57919 | 0.00000 | 0.00000 | -10.67 | 11573.67 |
| 9 | 2010.02.23 07:00 | sell | 5 | 1.16 | 1.55265 | 0.00000 | 0.00000 | ||
| 10 | 2010.02.23 19:00 | close | 5 | 1.16 | 1.54540 | 0.00000 | 0.00000 | 841.00 | 12414.67 |
| 11 | 2010.03.08 07:00 | sell | 6 | 1.24 | 1.51689 | 0.00000 | 0.00000 | ||
| 12 | 2010.03.08 16:00 | close | 6 | 1.24 | 1.51642 | 0.00000 | 0.00000 | 58.28 | 12472.95 |
| 13 | 2010.03.12 13:00 | sell | 7 | 1.25 | 1.51601 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.15 14:00 | close | 7 | 1.25 | 1.50809 | 0.00000 | 0.00000 | 987.25 | 13460.20 |
| 15 | 2010.03.16 14:00 | sell | 8 | 1.35 | 1.51333 | 0.00000 | 0.00000 | ||
| 16 | 2010.03.18 10:00 | close | 8 | 1.35 | 1.52992 | 0.00000 | 0.00000 | -2251.53 | 11208.67 |
| 17 | 2010.03.24 04:00 | buy | 9 | 1.12 | 1.50317 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.26 20:00 | close | 9 | 1.12 | 1.48915 | 0.00000 | 0.00000 | -1570.69 | 9637.99 |
| 19 | 2010.03.31 13:00 | sell | 10 | 0.30 | 1.51481 | 0.00000 | 0.00000 | ||
| 20 | 2010.04.02 14:00 | close | 10 | 0.30 | 1.52777 | 0.00000 | 0.00000 | -391.44 | 9246.55 |