Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
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 | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 401.94 | Gross profit | 451.59 | Gross loss | -49.65 |
Profit factor | 9.09 | Expected payoff | 40.19 | ||
Absolute drawdown | 51.99 | Maximal drawdown | 92.46 (0.90%) | Relative drawdown | 0.90% (92.46) |
Total trades | 10 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
Largest | profit trade | 57.14 | loss trade | -49.65 | |
Average | profit trade | 50.18 | loss trade | -49.65 | |
Maximum | consecutive wins (profit in money) | 9 (451.59) | consecutive losses (loss in money) | 1 (-49.65) | |
Maximal | consecutive profit (count of wins) | 451.59 (9) | consecutive loss (count of losses) | -49.65 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:02 | buy | 1 | 0.05 | 1.05662 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:05 | sell | 2 | 0.05 | 1.05592 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 10:16 | close | 2 | 0.05 | 1.04538 | 0.00000 | 0.00000 | 50.41 | 10050.41 |
4 | 2009.12.01 10:20 | buy | 3 | 0.05 | 1.04577 | 0.00000 | 0.00000 | ||
5 | 2009.12.03 16:10 | close | 3 | 0.05 | 1.05672 | 0.00000 | 0.00000 | 51.68 | 10102.09 |
6 | 2009.12.03 16:12 | sell | 4 | 0.05 | 1.05646 | 0.00000 | 0.00000 | ||
7 | 2009.12.04 14:32 | close | 4 | 0.05 | 1.04452 | 0.00000 | 0.00000 | 57.14 | 10159.23 |
8 | 2009.12.04 14:35 | buy | 5 | 0.05 | 1.04511 | 0.00000 | 0.00000 | ||
9 | 2009.12.04 19:40 | close | 5 | 0.05 | 1.05575 | 0.00000 | 0.00000 | 50.39 | 10209.62 |
10 | 2009.12.04 19:42 | sell | 6 | 0.05 | 1.05549 | 0.00000 | 0.00000 | ||
11 | 2009.12.17 04:20 | close | 1 | 0.05 | 1.06738 | 0.00000 | 0.00000 | 49.81 | 10259.43 |
12 | 2009.12.17 04:22 | sell | 7 | 0.05 | 1.06711 | 0.00000 | 0.00000 | ||
13 | 2009.12.21 13:45 | close | 7 | 0.05 | 1.05646 | 0.00000 | 0.00000 | 50.36 | 10309.79 |
14 | 2009.12.21 13:47 | buy | 8 | 0.05 | 1.05676 | 0.00000 | 0.00000 | ||
15 | 2009.12.28 14:50 | close | 6 | 0.05 | 1.04504 | 0.00000 | 0.00000 | 49.59 | 10359.38 |
16 | 2009.12.28 14:52 | buy | 9 | 0.05 | 1.04550 | 0.00000 | 0.00000 | ||
17 | 2009.12.30 15:45 | close | 9 | 0.05 | 1.05625 | 0.00000 | 0.00000 | 50.82 | 10410.20 |
18 | 2009.12.30 15:47 | sell | 10 | 0.05 | 1.05579 | 0.00000 | 0.00000 | ||
19 | 2009.12.31 18:57 | close at stop | 10 | 0.05 | 1.04711 | 0.00000 | 0.00000 | 41.39 | 10451.59 |
20 | 2009.12.31 18:57 | close at stop | 8 | 0.05 | 1.04645 | 0.00000 | 0.00000 | -49.65 | 10401.94 |