Strategy Tester Report
RUBBERBANDS_3
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=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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 82.10 | Gross profit | 83.98 | Gross loss | -1.88 |
Profit factor | 44.67 | Expected payoff | 20.52 | ||
Absolute drawdown | 81.15 | Maximal drawdown | 153.96 (1.53%) | Relative drawdown | 1.53% (153.96) |
Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 41.53 | loss trade | -1.88 | |
Average | profit trade | 27.99 | loss trade | -1.88 | |
Maximum | consecutive wins (profit in money) | 2 (82.94) | consecutive losses (loss in money) | 1 (-1.88) | |
Maximal | consecutive profit (count of wins) | 82.94 (2) | consecutive loss (count of losses) | -1.88 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:02 | buy | 1 | 0.02 | 1.36203 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 00:05 | sell | 2 | 0.02 | 1.36199 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 00:22 | buy | 3 | 0.02 | 1.36340 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 00:27 | close | 1 | 0.02 | 1.36255 | 0.00000 | 0.00000 | 1.04 | 10001.04 |
5 | 2010.03.01 00:30 | close | 3 | 0.02 | 1.36246 | 0.00000 | 0.00000 | -1.88 | 9999.16 |
6 | 2010.03.01 00:32 | sell | 4 | 0.02 | 1.36205 | 0.00000 | 0.00000 | ||
7 | 2010.03.26 21:59 | close at stop | 4 | 0.02 | 1.34107 | 0.00000 | 0.00000 | 41.53 | 10040.69 |
8 | 2010.03.26 21:59 | close at stop | 2 | 0.02 | 1.34107 | 0.00000 | 0.00000 | 41.41 | 10082.10 |