Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -148.46 | Gross profit | 466.00 | Gross loss | -614.46 |
Profit factor | 0.76 | Expected payoff | -13.50 | ||
Absolute drawdown | 838.40 | Maximal drawdown | 1289.16 (12.34%) | Relative drawdown | 12.34% (1289.16) |
Total trades | 11 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 9 (81.82%) | Loss trades (% of total) | 2 (18.18%) | ||
Largest | profit trade | 57.87 | loss trade | -333.63 | |
Average | profit trade | 51.78 | loss trade | -307.23 | |
Maximum | consecutive wins (profit in money) | 9 (466.00) | consecutive losses (loss in money) | 2 (-614.46) | |
Maximal | consecutive profit (count of wins) | 466.00 (9) | consecutive loss (count of losses) | -614.46 (2) | |
Average | consecutive wins | 9 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | buy | 1 | 0.05 | 1.61529 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 00:07 | sell | 2 | 0.05 | 1.61194 | 0.00000 | 0.00000 | ||
3 | 2010.01.05 12:02 | close | 2 | 0.05 | 1.60174 | 0.00000 | 0.00000 | 50.89 | 10050.89 |
4 | 2010.01.05 12:05 | buy | 3 | 0.05 | 1.60195 | 0.00000 | 0.00000 | ||
5 | 2010.01.11 08:20 | close | 3 | 0.05 | 1.61353 | 0.00000 | 0.00000 | 57.87 | 10108.76 |
6 | 2010.01.11 08:22 | sell | 4 | 0.05 | 1.61236 | 0.00000 | 0.00000 | ||
7 | 2010.01.13 10:20 | close | 1 | 0.05 | 1.62543 | 0.00000 | 0.00000 | 50.66 | 10159.41 |
8 | 2010.01.13 10:22 | sell | 5 | 0.05 | 1.62455 | 0.00000 | 0.00000 | ||
9 | 2010.01.22 13:50 | close | 5 | 0.05 | 1.61309 | 0.00000 | 0.00000 | 56.09 | 10215.50 |
10 | 2010.01.22 13:52 | buy | 6 | 0.05 | 1.61388 | 0.00000 | 0.00000 | ||
11 | 2010.01.25 17:45 | close | 6 | 0.05 | 1.62408 | 0.00000 | 0.00000 | 50.99 | 10266.50 |
12 | 2010.01.25 17:47 | sell | 7 | 0.05 | 1.62387 | 0.00000 | 0.00000 | ||
13 | 2010.01.26 11:32 | close | 7 | 0.05 | 1.61365 | 0.00000 | 0.00000 | 50.99 | 10317.49 |
14 | 2010.01.26 11:35 | buy | 8 | 0.05 | 1.61384 | 0.00000 | 0.00000 | ||
15 | 2010.01.27 13:15 | close | 8 | 0.05 | 1.62387 | 0.00000 | 0.00000 | 50.14 | 10367.64 |
16 | 2010.01.27 13:17 | sell | 9 | 0.05 | 1.62368 | 0.00000 | 0.00000 | ||
17 | 2010.01.29 13:50 | close | 9 | 0.05 | 1.61348 | 0.00000 | 0.00000 | 50.56 | 10418.20 |
18 | 2010.01.29 13:52 | buy | 10 | 0.05 | 1.61375 | 0.00000 | 0.00000 | ||
19 | 2010.01.29 18:37 | close | 4 | 0.05 | 1.60236 | 0.00000 | 0.00000 | 47.80 | 10465.99 |
20 | 2010.01.29 18:40 | buy | 11 | 0.05 | 1.60319 | 0.00000 | 0.00000 | ||
21 | 2010.04.15 23:59 | close at stop | 11 | 0.05 | 1.54710 | 0.00000 | 0.00000 | -280.83 | 10185.16 |
22 | 2010.04.15 23:59 | close at stop | 10 | 0.05 | 1.54710 | 0.00000 | 0.00000 | -333.63 | 9851.53 |