Strategy Tester Report
RUBBERBANDS_2
AlpariUK-Demo (Build 225)
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=0.02; 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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 16.01 | Gross profit | 223.20 | Gross loss | -207.19 |
Profit factor | 1.08 | Expected payoff | 1.60 | ||
Absolute drawdown | 4.90 | Maximal drawdown | 10.44 (0.10%) | Relative drawdown | 0.10% (10.44) |
Total trades | 10 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 5 (0.00%) |
Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
Largest | profit trade | 47.11 | loss trade | -43.96 | |
Average | profit trade | 44.64 | loss trade | -41.44 | |
Maximum | consecutive wins (profit in money) | 4 (181.31) | consecutive losses (loss in money) | 3 (-120.63) | |
Maximal | consecutive profit (count of wins) | 181.31 (4) | consecutive loss (count of losses) | -120.63 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:02 | buy | 1 | 0.02 | 1.36188 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 00:05 | sell | 2 | 0.02 | 1.36199 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 00:10 | buy | 3 | 0.02 | 1.36256 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 00:17 | sell | 4 | 0.02 | 1.36285 | 0.00000 | 0.00000 | ||
5 | 2010.03.01 00:22 | sell | 5 | 0.02 | 1.36319 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 01:05 | sell | 6 | 0.02 | 1.36420 | 0.00000 | 0.00000 | ||
7 | 2010.03.01 01:52 | sell | 7 | 0.02 | 1.36460 | 0.00000 | 0.00000 | ||
8 | 2010.03.01 03:12 | buy | 8 | 0.02 | 1.36127 | 0.00000 | 0.00000 | ||
9 | 2010.03.01 03:17 | buy | 9 | 0.02 | 1.36069 | 0.00000 | 0.00000 | ||
10 | 2010.03.01 03:22 | buy | 10 | 0.02 | 1.36010 | 0.00000 | 0.00000 | ||
11 | 2010.03.26 21:57 | close at stop | 10 | 0.02 | 1.34077 | 0.00000 | 0.00000 | -39.04 | 9960.96 |
12 | 2010.03.26 21:57 | close at stop | 9 | 0.02 | 1.34077 | 0.00000 | 0.00000 | -40.22 | 9920.74 |
13 | 2010.03.26 21:57 | close at stop | 8 | 0.02 | 1.34077 | 0.00000 | 0.00000 | -41.38 | 9879.37 |
14 | 2010.03.26 21:57 | close at stop | 7 | 0.02 | 1.34083 | 0.00000 | 0.00000 | 47.11 | 9926.47 |
15 | 2010.03.26 21:57 | close at stop | 6 | 0.02 | 1.34083 | 0.00000 | 0.00000 | 46.31 | 9972.78 |
16 | 2010.03.26 21:57 | close at stop | 5 | 0.02 | 1.34083 | 0.00000 | 0.00000 | 44.29 | 10017.07 |
17 | 2010.03.26 21:57 | close at stop | 4 | 0.02 | 1.34083 | 0.00000 | 0.00000 | 43.61 | 10060.68 |
18 | 2010.03.26 21:57 | close at stop | 3 | 0.02 | 1.34077 | 0.00000 | 0.00000 | -43.96 | 10016.72 |
19 | 2010.03.26 21:57 | close at stop | 2 | 0.02 | 1.34083 | 0.00000 | 0.00000 | 41.89 | 10058.61 |
20 | 2010.03.26 21:57 | close at stop | 1 | 0.02 | 1.34077 | 0.00000 | 0.00000 | -42.60 | 10016.01 |