Strategy Tester Report
RUBBERBANDS_1_6
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 | 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 | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -155.29 | Gross profit | 681.26 | Gross loss | -836.55 |
Profit factor | 0.81 | Expected payoff | -10.35 | ||
Absolute drawdown | 238.89 | Maximal drawdown | 917.70 (8.59%) | Relative drawdown | 8.59% (917.70) |
Total trades | 15 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
Largest | profit trade | 58.30 | loss trade | -443.15 | |
Average | profit trade | 52.40 | loss trade | -418.27 | |
Maximum | consecutive wins (profit in money) | 13 (681.26) | consecutive losses (loss in money) | 2 (-836.55) | |
Maximal | consecutive profit (count of wins) | 681.26 (13) | consecutive loss (count of losses) | -836.55 (2) | |
Average | consecutive wins | 13 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | buy | 1 | 0.05 | 1.61304 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 00:07 | sell | 2 | 0.05 | 1.61194 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 11:20 | close | 1 | 0.05 | 1.62407 | 0.00000 | 0.00000 | 55.15 | 10055.15 |
4 | 2010.01.04 11:22 | sell | 3 | 0.05 | 1.62322 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 16:45 | close | 3 | 0.05 | 1.61311 | 0.00000 | 0.00000 | 50.55 | 10105.70 |
6 | 2010.01.04 16:47 | buy | 4 | 0.05 | 1.61339 | 0.00000 | 0.00000 | ||
7 | 2010.01.05 11:45 | close | 2 | 0.05 | 1.60146 | 0.00000 | 0.00000 | 52.28 | 10157.98 |
8 | 2010.01.05 11:47 | buy | 5 | 0.05 | 1.60187 | 0.00000 | 0.00000 | ||
9 | 2010.01.11 08:20 | close | 5 | 0.05 | 1.61353 | 0.00000 | 0.00000 | 58.30 | 10216.28 |
10 | 2010.01.11 08:22 | sell | 6 | 0.05 | 1.61236 | 0.00000 | 0.00000 | ||
11 | 2010.01.13 10:15 | close | 4 | 0.05 | 1.62411 | 0.00000 | 0.00000 | 53.60 | 10269.88 |
12 | 2010.01.13 10:17 | sell | 7 | 0.05 | 1.62367 | 0.00000 | 0.00000 | ||
13 | 2010.01.21 12:20 | close | 7 | 0.05 | 1.61306 | 0.00000 | 0.00000 | 51.90 | 10321.78 |
14 | 2010.01.21 12:22 | buy | 8 | 0.05 | 1.61338 | 0.00000 | 0.00000 | ||
15 | 2010.01.21 16:07 | close | 8 | 0.05 | 1.62349 | 0.00000 | 0.00000 | 50.55 | 10372.33 |
16 | 2010.01.21 16:10 | sell | 9 | 0.05 | 1.62196 | 0.00000 | 0.00000 | ||
17 | 2010.01.22 13:50 | close | 9 | 0.05 | 1.61084 | 0.00000 | 0.00000 | 55.48 | 10427.82 |
18 | 2010.01.22 13:52 | buy | 10 | 0.05 | 1.61163 | 0.00000 | 0.00000 | ||
19 | 2010.01.25 17:10 | close | 10 | 0.05 | 1.62163 | 0.00000 | 0.00000 | 50.00 | 10477.82 |
20 | 2010.01.25 17:12 | sell | 11 | 0.05 | 1.62136 | 0.00000 | 0.00000 | ||
21 | 2010.01.26 11:37 | close | 11 | 0.05 | 1.61121 | 0.00000 | 0.00000 | 50.63 | 10528.45 |
22 | 2010.01.26 11:40 | buy | 12 | 0.05 | 1.61216 | 0.00000 | 0.00000 | ||
23 | 2010.01.27 11:20 | close | 12 | 0.05 | 1.62269 | 0.00000 | 0.00000 | 52.65 | 10581.10 |
24 | 2010.01.27 11:22 | sell | 13 | 0.05 | 1.62182 | 0.00000 | 0.00000 | ||
25 | 2010.01.28 20:20 | close | 13 | 0.05 | 1.61182 | 0.00000 | 0.00000 | 49.66 | 10630.76 |
26 | 2010.01.28 20:22 | buy | 14 | 0.05 | 1.61217 | 0.00000 | 0.00000 | ||
27 | 2010.01.29 17:20 | close | 6 | 0.05 | 1.60180 | 0.00000 | 0.00000 | 50.50 | 10681.26 |
28 | 2010.01.29 17:22 | buy | 15 | 0.05 | 1.60222 | 0.00000 | 0.00000 | ||
29 | 2010.02.26 22:56 | close at stop | 15 | 0.05 | 1.52354 | 0.00000 | 0.00000 | -393.40 | 10287.86 |
30 | 2010.02.26 22:56 | close at stop | 14 | 0.05 | 1.52354 | 0.00000 | 0.00000 | -443.15 | 9844.71 |