Strategy Tester Report
ZigAndZag_trader
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=0.1; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -106.38 | Gross profit | 164.94 | Gross loss | -271.32 |
Profit factor | 0.61 | Expected payoff | -8.18 | ||
Absolute drawdown | 122.88 | Maximal drawdown | 286.62 (2.82%) | Relative drawdown | 2.82% (286.62) |
Total trades | 13 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
Largest | profit trade | 63.63 | loss trade | -131.74 | |
Average | profit trade | 27.49 | loss trade | -38.76 | |
Maximum | consecutive wins (profit in money) | 3 (100.48) | consecutive losses (loss in money) | 2 (-133.84) | |
Maximal | consecutive profit (count of wins) | 100.48 (3) | consecutive loss (count of losses) | -133.84 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.02 14:00 | buy | 1 | 0.10 | 1.35636 | 0.00000 | 0.00000 | ||
2 | 2010.03.02 14:00 | close | 1 | 0.10 | 1.35615 | 0.00000 | 0.00000 | -2.10 | 9997.90 |
3 | 2010.03.03 10:00 | sell | 2 | 0.10 | 1.36269 | 0.00000 | 0.00000 | ||
4 | 2010.03.03 10:00 | close | 2 | 0.10 | 1.36290 | 0.00000 | 0.00000 | -2.10 | 9995.80 |
5 | 2010.03.03 23:00 | sell | 3 | 0.10 | 1.36953 | 0.00000 | 0.00000 | ||
6 | 2010.03.04 14:00 | close | 3 | 0.10 | 1.36845 | 0.00000 | 0.00000 | 10.56 | 10006.36 |
7 | 2010.03.05 14:00 | sell | 4 | 0.10 | 1.35809 | 0.00000 | 0.00000 | ||
8 | 2010.03.05 14:00 | close | 4 | 0.10 | 1.35830 | 0.00000 | 0.00000 | -2.10 | 10004.26 |
9 | 2010.03.05 19:00 | buy | 5 | 0.10 | 1.36121 | 0.00000 | 0.00000 | ||
10 | 2010.03.08 12:00 | close | 5 | 0.10 | 1.36463 | 0.00000 | 0.00000 | 34.13 | 10038.39 |
11 | 2010.03.09 18:00 | buy | 6 | 0.10 | 1.35872 | 0.00000 | 0.00000 | ||
12 | 2010.03.10 21:00 | close | 6 | 0.10 | 1.36509 | 0.00000 | 0.00000 | 63.63 | 10102.02 |
13 | 2010.03.12 17:00 | sell | 7 | 0.10 | 1.37568 | 0.00000 | 0.00000 | ||
14 | 2010.03.15 08:00 | close | 7 | 0.10 | 1.37540 | 0.00000 | 0.00000 | 2.72 | 10104.74 |
15 | 2010.03.17 02:00 | sell | 8 | 0.10 | 1.37660 | 0.00000 | 0.00000 | ||
16 | 2010.03.17 02:00 | close | 8 | 0.10 | 1.37681 | 0.00000 | 0.00000 | -2.10 | 10102.64 |
17 | 2010.03.17 12:00 | sell | 9 | 0.10 | 1.37892 | 0.00000 | 0.00000 | ||
18 | 2010.03.17 20:00 | close | 9 | 0.10 | 1.37541 | 0.00000 | 0.00000 | 35.10 | 10137.74 |
19 | 2010.03.18 12:00 | buy | 10 | 0.10 | 1.36880 | 0.00000 | 0.00000 | ||
20 | 2010.03.22 22:00 | close | 10 | 0.10 | 1.35564 | 0.00000 | 0.00000 | -131.74 | 10006.00 |
21 | 2010.03.23 16:00 | buy | 11 | 0.10 | 1.35353 | 0.00000 | 0.00000 | ||
22 | 2010.03.23 16:00 | close | 11 | 0.10 | 1.35332 | 0.00000 | 0.00000 | -2.10 | 10003.90 |
23 | 2010.03.25 02:00 | buy | 12 | 0.10 | 1.33371 | 0.00000 | 0.00000 | ||
24 | 2010.03.25 16:00 | close | 12 | 0.10 | 1.33559 | 0.00000 | 0.00000 | 18.80 | 10022.70 |
25 | 2010.03.25 21:00 | sell | 13 | 0.10 | 1.32817 | 0.00000 | 0.00000 | ||
26 | 2010.03.26 21:59 | close at stop | 13 | 0.10 | 1.34107 | 0.00000 | 0.00000 | -129.08 | 9893.62 |