Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
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 | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 362.86 | Gross profit | 692.49 | Gross loss | -329.63 |
Profit factor | 2.10 | Expected payoff | 24.19 | ||
Absolute drawdown | 88.93 | Maximal drawdown | 481.85 (4.53%) | Relative drawdown | 4.53% (481.85) |
Total trades | 15 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
Largest | profit trade | 63.35 | loss trade | -193.44 | |
Average | profit trade | 53.27 | loss trade | -164.82 | |
Maximum | consecutive wins (profit in money) | 13 (692.49) | consecutive losses (loss in money) | 2 (-329.63) | |
Maximal | consecutive profit (count of wins) | 692.49 (13) | consecutive loss (count of losses) | -329.63 (2) | |
Average | consecutive wins | 13 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:02 | buy | 1 | 0.05 | 1.42551 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 01:05 | sell | 2 | 0.05 | 1.42565 | 0.00000 | 0.00000 | ||
3 | 2009.08.03 16:10 | close | 1 | 0.05 | 1.43638 | 0.00000 | 0.00000 | 54.35 | 10054.35 |
4 | 2009.08.03 16:12 | sell | 3 | 0.05 | 1.43555 | 0.00000 | 0.00000 | ||
5 | 2009.08.07 16:15 | close | 3 | 0.05 | 1.42490 | 0.00000 | 0.00000 | 52.98 | 10107.33 |
6 | 2009.08.07 16:17 | buy | 4 | 0.05 | 1.42543 | 0.00000 | 0.00000 | ||
7 | 2009.08.07 18:20 | close | 2 | 0.05 | 1.41558 | 0.00000 | 0.00000 | 50.08 | 10157.41 |
8 | 2009.08.07 18:22 | buy | 5 | 0.05 | 1.41608 | 0.00000 | 0.00000 | ||
9 | 2009.08.13 08:20 | close | 5 | 0.05 | 1.42686 | 0.00000 | 0.00000 | 53.75 | 10211.16 |
10 | 2009.08.13 08:22 | sell | 6 | 0.05 | 1.42593 | 0.00000 | 0.00000 | ||
11 | 2009.08.17 02:02 | close | 6 | 0.05 | 1.41577 | 0.00000 | 0.00000 | 50.71 | 10261.87 |
12 | 2009.08.17 02:05 | buy | 7 | 0.05 | 1.41592 | 0.00000 | 0.00000 | ||
13 | 2009.08.19 17:50 | close | 7 | 0.05 | 1.42652 | 0.00000 | 0.00000 | 52.95 | 10314.82 |
14 | 2009.08.19 17:52 | sell | 8 | 0.05 | 1.42558 | 0.00000 | 0.00000 | ||
15 | 2009.08.21 16:02 | close | 4 | 0.05 | 1.43682 | 0.00000 | 0.00000 | 56.60 | 10371.42 |
16 | 2009.08.21 16:05 | sell | 9 | 0.05 | 1.43612 | 0.00000 | 0.00000 | ||
17 | 2009.08.25 08:50 | close | 9 | 0.05 | 1.42605 | 0.00000 | 0.00000 | 50.26 | 10421.68 |
18 | 2009.08.25 08:52 | buy | 10 | 0.05 | 1.42688 | 0.00000 | 0.00000 | ||
19 | 2009.08.27 20:20 | close | 10 | 0.05 | 1.43957 | 0.00000 | 0.00000 | 63.35 | 10485.03 |
20 | 2009.08.27 20:22 | sell | 11 | 0.05 | 1.43736 | 0.00000 | 0.00000 | ||
21 | 2009.08.31 08:15 | close | 11 | 0.05 | 1.42681 | 0.00000 | 0.00000 | 52.66 | 10537.69 |
22 | 2009.08.31 08:17 | buy | 12 | 0.05 | 1.42706 | 0.00000 | 0.00000 | ||
23 | 2009.09.01 08:10 | close | 12 | 0.05 | 1.43715 | 0.00000 | 0.00000 | 50.43 | 10588.12 |
24 | 2009.09.01 08:13 | sell | 13 | 0.05 | 1.43696 | 0.00000 | 0.00000 | ||
25 | 2009.09.01 17:15 | close | 13 | 0.05 | 1.42642 | 0.00000 | 0.00000 | 52.70 | 10640.82 |
26 | 2009.09.01 17:17 | buy | 14 | 0.05 | 1.42710 | 0.00000 | 0.00000 | ||
27 | 2009.09.08 08:20 | close | 14 | 0.05 | 1.43747 | 0.00000 | 0.00000 | 51.68 | 10692.49 |
28 | 2009.09.08 08:22 | sell | 15 | 0.05 | 1.43685 | 0.00000 | 0.00000 | ||
29 | 2009.09.30 23:59 | close at stop | 15 | 0.05 | 1.46389 | 0.00000 | 0.00000 | -136.19 | 10556.30 |
30 | 2009.09.30 23:59 | close at stop | 8 | 0.05 | 1.46389 | 0.00000 | 0.00000 | -193.44 | 10362.86 |