Strategy Tester Report
RUBBERBANDS_2
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=0.02; maxcount=10; pipstep=50; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=1000; use_sessionSL=false; sessionSL=300; useinvalues=false; inmax=0; inmin=0; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -338.66 | Gross profit | 704.04 | Gross loss | -1042.70 |
| Profit factor | 0.68 | Expected payoff | -33.87 | ||
| Absolute drawdown | 371.30 | Maximal drawdown | 529.84 (5.22%) | Relative drawdown | 5.22% (529.84) |
| Total trades | 10 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 6 (0.00%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 178.15 | loss trade | -179.29 | |
| Average | profit trade | 176.01 | loss trade | -173.78 | |
| Maximum | consecutive wins (profit in money) | 4 (704.04) | consecutive losses (loss in money) | 5 (-863.41) | |
| Maximal | consecutive profit (count of wins) | 704.04 (4) | consecutive loss (count of losses) | -863.41 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:05 | buy | 1 | 0.02 | 1.61304 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 00:07 | sell | 2 | 0.02 | 1.61194 | 0.00000 | 0.00000 | ||
| 3 | 2010.01.04 00:12 | sell | 3 | 0.02 | 1.61301 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 00:17 | sell | 4 | 0.02 | 1.61382 | 0.00000 | 0.00000 | ||
| 5 | 2010.01.04 00:22 | sell | 5 | 0.02 | 1.61435 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.04 01:22 | buy | 6 | 0.02 | 1.61182 | 0.00000 | 0.00000 | ||
| 7 | 2010.01.04 02:43 | buy | 7 | 0.02 | 1.61044 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.04 02:50 | buy | 8 | 0.02 | 1.60980 | 0.00000 | 0.00000 | ||
| 9 | 2010.01.04 04:47 | buy | 9 | 0.02 | 1.60863 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.04 04:52 | buy | 10 | 0.02 | 1.60799 | 0.00000 | 0.00000 | ||
| 11 | 2010.02.26 22:59 | close at stop | 10 | 0.02 | 1.52334 | 0.00000 | 0.00000 | -169.19 | 9830.81 |
| 12 | 2010.02.26 22:59 | close at stop | 9 | 0.02 | 1.52334 | 0.00000 | 0.00000 | -170.47 | 9660.34 |
| 13 | 2010.02.26 22:59 | close at stop | 8 | 0.02 | 1.52334 | 0.00000 | 0.00000 | -172.81 | 9487.53 |
| 14 | 2010.02.26 22:59 | close at stop | 7 | 0.02 | 1.52334 | 0.00000 | 0.00000 | -174.09 | 9313.44 |
| 15 | 2010.02.26 22:59 | close at stop | 6 | 0.02 | 1.52334 | 0.00000 | 0.00000 | -176.85 | 9136.59 |
| 16 | 2010.02.26 22:59 | close at stop | 5 | 0.02 | 1.52390 | 0.00000 | 0.00000 | 178.15 | 9314.74 |
| 17 | 2010.02.26 22:59 | close at stop | 4 | 0.02 | 1.52390 | 0.00000 | 0.00000 | 177.09 | 9491.83 |
| 18 | 2010.02.26 22:59 | close at stop | 3 | 0.02 | 1.52390 | 0.00000 | 0.00000 | 175.47 | 9667.30 |
| 19 | 2010.02.26 22:59 | close at stop | 2 | 0.02 | 1.52390 | 0.00000 | 0.00000 | 173.33 | 9840.63 |
| 20 | 2010.02.26 22:59 | close at stop | 1 | 0.02 | 1.52334 | 0.00000 | 0.00000 | -179.29 | 9661.34 |