Strategy Tester Report
Altarius_2Stoh_v6_6
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1585.98 | Gross profit | 811.36 | Gross loss | -2397.34 |
| Profit factor | 0.34 | Expected payoff | -528.66 | ||
| Absolute drawdown | 3352.71 | Maximal drawdown | 3547.91 (34.80%) | Relative drawdown | 34.80% (3547.91) |
| Total trades | 3 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 699.16 | loss trade | -2397.34 | |
| Average | profit trade | 405.68 | loss trade | -2397.34 | |
| Maximum | consecutive wins (profit in money) | 1 (699.16) | consecutive losses (loss in money) | 1 (-2397.34) | |
| Maximal | consecutive profit (count of wins) | 699.16 (1) | consecutive loss (count of losses) | -2397.34 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 19:00 | sell | 1 | 1.00 | 1.35636 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.02 13:00 | close | 1 | 1.00 | 1.35523 | 0.00000 | 0.00000 | 112.20 | 10112.20 |
| 3 | 2010.04.08 19:00 | sell | 2 | 1.01 | 1.33499 | 0.00000 | 0.00000 | ||
| 4 | 2010.04.12 18:00 | close | 2 | 1.01 | 1.35871 | 0.00000 | 0.00000 | -2397.34 | 7714.86 |
| 5 | 2010.04.27 00:00 | sell | 3 | 0.77 | 1.33919 | 0.00000 | 0.00000 | ||
| 6 | 2010.04.27 16:00 | close | 3 | 0.77 | 1.33011 | 0.00000 | 0.00000 | 699.16 | 8414.02 |