Strategy Tester Report
RUBBERBANDS_2
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=0.02; 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 | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1640.19 | Gross profit | 2189.15 | Gross loss | -548.96 |
| Profit factor | 3.99 | Expected payoff | 164.02 | ||
| Absolute drawdown | 1046.12 | Maximal drawdown | 1220.61 (12.00%) | Relative drawdown | 12.00% (1220.61) |
| Total trades | 10 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
| Largest | profit trade | 280.60 | loss trade | -276.29 | |
| Average | profit trade | 273.64 | loss trade | -274.48 | |
| Maximum | consecutive wins (profit in money) | 7 (1924.03) | consecutive losses (loss in money) | 1 (-276.29) | |
| Maximal | consecutive profit (count of wins) | 1924.03 (7) | consecutive loss (count of losses) | -276.29 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:02 | buy | 1 | 0.02 | 1.18721 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.05 17:05 | sell | 2 | 0.02 | 1.18755 | 0.00000 | 0.00000 | ||
| 3 | 2009.01.05 17:10 | buy | 3 | 0.02 | 1.18910 | 0.00000 | 0.00000 | ||
| 4 | 2009.01.05 17:15 | sell | 4 | 0.02 | 1.19038 | 0.00000 | 0.00000 | ||
| 5 | 2009.01.05 17:20 | sell | 5 | 0.02 | 1.19180 | 0.00000 | 0.00000 | ||
| 6 | 2009.01.05 17:25 | sell | 6 | 0.02 | 1.19133 | 0.00000 | 0.00000 | ||
| 7 | 2009.01.05 17:47 | sell | 7 | 0.02 | 1.19210 | 0.00000 | 0.00000 | ||
| 8 | 2009.01.05 17:52 | sell | 8 | 0.02 | 1.19310 | 0.00000 | 0.00000 | ||
| 9 | 2009.01.06 05:52 | sell | 9 | 0.02 | 1.19419 | 0.00000 | 0.00000 | ||
| 10 | 2009.01.06 06:13 | sell | 10 | 0.02 | 1.19565 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.31 18:57 | close at stop | 10 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 280.60 | 10280.60 |
| 12 | 2009.12.31 18:57 | close at stop | 9 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 277.81 | 10558.42 |
| 13 | 2009.12.31 18:57 | close at stop | 8 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 275.72 | 10834.14 |
| 14 | 2009.12.31 18:57 | close at stop | 7 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 273.80 | 11107.95 |
| 15 | 2009.12.31 18:57 | close at stop | 6 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 272.33 | 11380.28 |
| 16 | 2009.12.31 18:57 | close at stop | 5 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 273.23 | 11653.51 |
| 17 | 2009.12.31 18:57 | close at stop | 4 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 270.52 | 11924.03 |
| 18 | 2009.12.31 18:57 | close at stop | 3 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -276.29 | 11647.74 |
| 19 | 2009.12.31 18:57 | close at stop | 2 | 0.02 | 1.04659 | 0.00000 | 0.00000 | 265.11 | 11912.86 |
| 20 | 2009.12.31 18:57 | close at stop | 1 | 0.02 | 1.04645 | 0.00000 | 0.00000 | -272.67 | 11640.19 |