Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 85.46 | Gross profit | 265.28 | Gross loss | -179.82 |
Profit factor | 1.48 | Expected payoff | 12.21 | ||
Absolute drawdown | 97.86 | Maximal drawdown | 302.14 (2.95%) | Relative drawdown | 2.95% (302.14) |
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 | 58.38 | loss trade | -117.69 | |
Average | profit trade | 53.06 | loss trade | -89.91 | |
Maximum | consecutive wins (profit in money) | 5 (265.28) | consecutive losses (loss in money) | 2 (-179.82) | |
Maximal | consecutive profit (count of wins) | 265.28 (5) | consecutive loss (count of losses) | -179.82 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:02 | buy | 1 | 0.05 | 1.36436 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 00:05 | sell | 2 | 0.05 | 1.36199 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 16:15 | close | 2 | 0.05 | 1.35167 | 0.00000 | 0.00000 | 51.60 | 10051.60 |
4 | 2010.03.01 16:17 | buy | 3 | 0.05 | 1.35230 | 0.00000 | 0.00000 | ||
5 | 2010.03.03 01:13 | close | 3 | 0.05 | 1.36264 | 0.00000 | 0.00000 | 51.64 | 10103.24 |
6 | 2010.03.03 01:16 | sell | 4 | 0.05 | 1.36245 | 0.00000 | 0.00000 | ||
7 | 2010.03.12 10:45 | close | 1 | 0.05 | 1.37523 | 0.00000 | 0.00000 | 53.96 | 10157.20 |
8 | 2010.03.12 10:47 | sell | 5 | 0.05 | 1.37487 | 0.00000 | 0.00000 | ||
9 | 2010.03.18 16:20 | close | 5 | 0.05 | 1.36314 | 0.00000 | 0.00000 | 58.38 | 10215.58 |
10 | 2010.03.18 16:22 | buy | 6 | 0.05 | 1.36426 | 0.00000 | 0.00000 | ||
11 | 2010.03.22 08:07 | close | 4 | 0.05 | 1.35234 | 0.00000 | 0.00000 | 49.70 | 10265.28 |
12 | 2010.03.22 08:10 | buy | 7 | 0.05 | 1.35316 | 0.00000 | 0.00000 | ||
13 | 2010.03.26 21:57 | close at stop | 7 | 0.05 | 1.34077 | 0.00000 | 0.00000 | -62.13 | 10203.15 |
14 | 2010.03.26 21:57 | close at stop | 6 | 0.05 | 1.34077 | 0.00000 | 0.00000 | -117.69 | 10085.46 |