Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 226)
| 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=0.05; 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 | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1050.84 | Gross profit | 261.10 | Gross loss | -1311.94 |
| Profit factor | 0.20 | Expected payoff | -150.12 | ||
| Absolute drawdown | 1335.33 | Maximal drawdown | 1594.58 (15.54%) | Relative drawdown | 15.54% (1594.58) |
| Total trades | 7 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 57.58 | loss trade | -686.78 | |
| Average | profit trade | 52.22 | loss trade | -655.97 | |
| Maximum | consecutive wins (profit in money) | 5 (261.10) | consecutive losses (loss in money) | 2 (-1311.94) | |
| Maximal | consecutive profit (count of wins) | 261.10 (5) | consecutive loss (count of losses) | -1311.94 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:02 | buy | 1 | 0.05 | 1.18938 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.05 17:05 | sell | 2 | 0.05 | 1.18755 | 0.00000 | 0.00000 | ||
| 3 | 2009.01.08 08:50 | close | 1 | 0.05 | 1.20310 | 0.00000 | 0.00000 | 56.92 | 10056.92 |
| 4 | 2009.01.08 08:52 | sell | 3 | 0.05 | 1.20167 | 0.00000 | 0.00000 | ||
| 5 | 2009.01.08 15:45 | close | 3 | 0.05 | 1.18799 | 0.00000 | 0.00000 | 57.58 | 10114.50 |
| 6 | 2009.01.08 15:47 | buy | 4 | 0.05 | 1.18890 | 0.00000 | 0.00000 | ||
| 7 | 2009.01.12 16:05 | close | 4 | 0.05 | 1.20104 | 0.00000 | 0.00000 | 50.50 | 10164.99 |
| 8 | 2009.01.12 16:07 | sell | 5 | 0.05 | 1.20017 | 0.00000 | 0.00000 | ||
| 9 | 2009.04.30 12:20 | close | 5 | 0.05 | 1.18820 | 0.00000 | 0.00000 | 47.60 | 10212.59 |
| 10 | 2009.04.30 12:22 | buy | 6 | 0.05 | 1.18911 | 0.00000 | 0.00000 | ||
| 11 | 2009.05.04 21:50 | close | 2 | 0.05 | 1.17544 | 0.00000 | 0.00000 | 48.51 | 10261.10 |
| 12 | 2009.05.04 21:52 | buy | 7 | 0.05 | 1.17622 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.31 18:57 | close at stop | 7 | 0.05 | 1.04645 | 0.00000 | 0.00000 | -625.15 | 9635.95 |
| 14 | 2009.12.31 18:57 | close at stop | 6 | 0.05 | 1.04645 | 0.00000 | 0.00000 | -686.78 | 8949.16 |