Strategy Tester Report
RUBBERBANDS_3
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=100; backstep=20; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=2000; use_sessionSL=false; sessionSL=4000; 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 | 533.72 | Gross profit | 539.00 | Gross loss | -5.28 |
| Profit factor | 102.08 | Expected payoff | 88.95 | ||
| Absolute drawdown | 363.97 | Maximal drawdown | 403.38 (4.02%) | Relative drawdown | 4.02% (403.38) |
| Total trades | 6 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 268.96 | loss trade | -4.44 | |
| Average | profit trade | 134.75 | loss trade | -2.64 | |
| Maximum | consecutive wins (profit in money) | 2 (534.01) | consecutive losses (loss in money) | 2 (-5.28) | |
| Maximal | consecutive profit (count of wins) | 534.01 (2) | consecutive loss (count of losses) | -5.28 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:02 | buy | 1 | 0.02 | 1.18796 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.05 17:05 | sell | 2 | 0.02 | 1.18755 | 0.00000 | 0.00000 | ||
| 3 | 2009.01.05 17:12 | buy | 3 | 0.02 | 1.18938 | 0.00000 | 0.00000 | ||
| 4 | 2009.01.05 17:17 | buy | 4 | 0.02 | 1.19080 | 0.00000 | 0.00000 | ||
| 5 | 2009.01.05 17:22 | buy | 5 | 0.02 | 1.19174 | 0.00000 | 0.00000 | ||
| 6 | 2009.01.05 17:27 | close | 1 | 0.02 | 1.18991 | 0.00000 | 0.00000 | 3.28 | 10003.28 |
| 7 | 2009.01.05 17:27 | close | 3 | 0.02 | 1.19040 | 0.00000 | 0.00000 | 1.71 | 10004.99 |
| 8 | 2009.01.05 17:30 | close | 4 | 0.02 | 1.19030 | 0.00000 | 0.00000 | -0.84 | 10004.15 |
| 9 | 2009.01.05 17:32 | close | 5 | 0.02 | 1.18910 | 0.00000 | 0.00000 | -4.44 | 9999.71 |
| 10 | 2009.01.05 17:35 | sell | 6 | 0.02 | 1.18960 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.31 18:57 | close at stop | 6 | 0.02 | 1.04734 | 0.00000 | 0.00000 | 268.96 | 10268.67 |
| 12 | 2009.12.31 18:57 | close at stop | 2 | 0.02 | 1.04734 | 0.00000 | 0.00000 | 265.04 | 10533.72 |