Strategy Tester Report
16_ZigAndZag_trade_V2_v1
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Lots=0.1; ZZbar=1; Closebar=3; CloseBars=5; Maxord=10; Sl=0; Tp=0; bu=0; Rew=0; ClosePos=1; Drive=false; _Bu=false; Autolot=true; magic=78977; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9976.99 | Gross profit | 0.00 | Gross loss | -9976.99 |
| Profit factor | 0.00 | Expected payoff | -1247.12 | ||
| Absolute drawdown | 9976.99 | Maximal drawdown | 13741.43 (99.83%) | Relative drawdown | 99.83% (13741.43) |
| Total trades | 8 | Short positions (won %) | 8 (0.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 8 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -1901.94 | |
| Average | profit trade | 0.00 | loss trade | -1247.12 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 8 (-9976.99) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -9976.99 (8) | |
| Average | consecutive wins | 0 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.19 00:00 | sell | 1 | 0.10 | 1.23840 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.19 01:00 | sell | 2 | 0.20 | 1.23850 | 0.00000 | 0.00000 | ||
| 3 | 2009.01.23 00:00 | sell | 3 | 0.30 | 1.25222 | 0.00000 | 0.00000 | ||
| 4 | 2009.01.23 01:00 | sell | 4 | 0.40 | 1.25250 | 0.00000 | 0.00000 | ||
| 5 | 2009.02.20 00:00 | sell | 5 | 0.50 | 1.25405 | 0.00000 | 0.00000 | ||
| 6 | 2009.02.20 01:00 | sell | 6 | 0.60 | 1.25633 | 0.00000 | 0.00000 | ||
| 7 | 2009.03.05 00:00 | sell | 7 | 0.70 | 1.27350 | 0.00000 | 0.00000 | ||
| 8 | 2009.03.05 01:00 | sell | 8 | 0.80 | 1.27625 | 0.00000 | 0.00000 | ||
| 9 | 2009.03.09 13:35 | close at stop | 8 | 0.80 | 1.29734 | 0.00000 | 0.00000 | -1301.45 | 8698.55 |
| 10 | 2009.03.09 13:35 | close at stop | 7 | 0.70 | 1.29734 | 0.00000 | 0.00000 | -1287.14 | 7411.41 |
| 11 | 2009.03.09 13:35 | close at stop | 6 | 0.60 | 1.29734 | 0.00000 | 0.00000 | -1901.94 | 5509.46 |
| 12 | 2009.03.09 13:35 | close at stop | 5 | 0.50 | 1.29734 | 0.00000 | 0.00000 | -1672.82 | 3836.64 |
| 13 | 2009.03.09 13:35 | close at stop | 4 | 0.40 | 1.29734 | 0.00000 | 0.00000 | -1392.63 | 2444.01 |
| 14 | 2009.03.09 13:35 | close at stop | 3 | 0.30 | 1.29734 | 0.00000 | 0.00000 | -1050.96 | 1393.06 |
| 15 | 2009.03.09 13:35 | close at stop | 2 | 0.20 | 1.29734 | 0.00000 | 0.00000 | -912.85 | 480.20 |
| 16 | 2009.03.09 13:35 | close at stop | 1 | 0.10 | 1.29734 | 0.00000 | 0.00000 | -457.19 | 23.01 |