Strategy Tester Report
Altarius_2Stoh_v6_6
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
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 | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1059.48 | Gross profit | 0.00 | Gross loss | -1059.48 |
Profit factor | 0.00 | Expected payoff | -211.90 | ||
Absolute drawdown | 1801.93 | Maximal drawdown | 2739.93 (25.05%) | Relative drawdown | 25.05% (2739.93) |
Total trades | 5 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 5 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -942.28 | |
Average | profit trade | 0.00 | loss trade | -211.90 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 5 (-1059.48) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -1059.48 (5) | |
Average | consecutive wins | 0 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 05:00 | buy | 1 | 1.00 | 1.22598 | 0.00000 | 0.00000 | ||
2 | 2010.06.02 03:00 | close | 1 | 1.00 | 1.22546 | 0.00000 | 0.00000 | -52.80 | 9947.20 |
3 | 2010.06.04 16:00 | buy | 2 | 0.99 | 1.20524 | 0.00000 | 0.00000 | ||
4 | 2010.06.07 18:00 | close | 2 | 0.99 | 1.19573 | 0.00000 | 0.00000 | -942.28 | 9004.92 |
5 | 2010.06.08 08:00 | sell | 3 | 0.30 | 1.19724 | 0.00000 | 0.00000 | ||
6 | 2010.06.10 05:00 | close | 3 | 0.30 | 1.19776 | 0.00000 | 0.00000 | -17.04 | 8987.88 |
7 | 2010.06.14 04:00 | sell | 4 | 0.10 | 1.21727 | 0.00000 | 0.00000 | ||
8 | 2010.06.15 04:00 | close | 4 | 0.10 | 1.22077 | 0.00000 | 0.00000 | -35.12 | 8952.76 |
9 | 2010.06.17 14:00 | sell | 5 | 0.10 | 1.23739 | 0.00000 | 0.00000 | ||
10 | 2010.06.21 18:00 | close | 5 | 0.10 | 1.23859 | 0.00000 | 0.00000 | -12.24 | 8940.52 |