Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Lots=0.05; dollar_profit=1000; quiesce_now=false; do_now=false; stop_now=false; close_now=false; use_sessionTP=false; sessionTP=1300; use_sessionSL=false; sessionSL=300; use_in_values=false; in_profit_sofar=0; in_safety_mode=0; in_safety_to_buy=0; in_used_safety_count=0; use_safety_mode=false; safety_start=2000; safety_lots=0.05; safety_step=3000; safety_profit=1300; safety_modeTP=500; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -400.35 | Gross profit | 169.05 | Gross loss | -569.40 |
| Profit factor | 0.30 | Expected payoff | -80.07 | ||
| Absolute drawdown | 566.65 | Maximal drawdown | 695.30 (6.86%) | Relative drawdown | 6.86% (695.30) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 64.03 | loss trade | -307.45 | |
| Average | profit trade | 56.35 | loss trade | -284.70 | |
| Maximum | consecutive wins (profit in money) | 3 (169.05) | consecutive losses (loss in money) | 2 (-569.40) | |
| Maximal | consecutive profit (count of wins) | 169.05 (3) | consecutive loss (count of losses) | -569.40 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | buy | 1 | 0.05 | 1.50133 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:05 | sell | 2 | 0.05 | 1.50101 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 17:16 | close | 1 | 0.05 | 1.51164 | 0.00000 | 0.00000 | 51.55 | 10051.55 |
| 4 | 2009.12.01 17:20 | sell | 3 | 0.05 | 1.51120 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.04 14:45 | close | 3 | 0.05 | 1.49835 | 0.00000 | 0.00000 | 64.03 | 10115.57 |
| 6 | 2009.12.04 14:47 | buy | 4 | 0.05 | 1.49971 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.04 16:45 | close | 2 | 0.05 | 1.49027 | 0.00000 | 0.00000 | 53.48 | 10169.05 |
| 8 | 2009.12.04 16:47 | buy | 5 | 0.05 | 1.49061 | 0.00000 | 0.00000 | ||
| 9 | 2010.01.15 22:57 | close at stop | 5 | 0.05 | 1.43843 | 0.00000 | 0.00000 | -261.95 | 9907.10 |
| 10 | 2010.01.15 22:57 | close at stop | 4 | 0.05 | 1.43843 | 0.00000 | 0.00000 | -307.45 | 9599.65 |