Strategy Tester Report
RabbitM2
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | cciselllevel=101; ccibuylevel=99; cci=14; donchian_length_buy=100; max_trades=1; big_win=15; win_increase=0.01; desired_gap=0.005; WPCR=50; whigh=80; wlow=20; fast=40; slow=80; slippage=10; stoploss=50; takeprofit=50; tradesize=0.01; recogniser=444544; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -0.50 | Gross profit | 0.00 | Gross loss | -0.50 |
| Profit factor | 0.00 | Expected payoff | -0.50 | ||
| Absolute drawdown | 0.50 | Maximal drawdown | 0.50 (0.01%) | Relative drawdown | 0.01% (0.50) |
| Total trades | 1 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 1 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -0.50 | |
| Average | profit trade | 0.00 | loss trade | -0.50 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 1 (-0.50) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -0.50 (1) | |
| Average | consecutive wins | 0 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.26 10:27 | sell | 1 | 0.01 | 1.52965 | 1.53015 | 1.52915 | ||
| 2 | 2010.02.26 10:27 | s/l | 1 | 0.01 | 1.53015 | 1.53015 | 1.52915 | -0.50 | 9999.50 |