Strategy Tester Report
RUBBERBANDS_2
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=0.02; 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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -297.64 | Gross profit | 488.83 | Gross loss | -786.48 |
| Profit factor | 0.62 | Expected payoff | -29.76 | ||
| Absolute drawdown | 564.97 | Maximal drawdown | 678.51 (6.71%) | Relative drawdown | 6.71% (678.51) |
| Total trades | 10 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 6 (0.00%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 124.35 | loss trade | -136.59 | |
| Average | profit trade | 122.21 | loss trade | -131.08 | |
| Maximum | consecutive wins (profit in money) | 4 (488.83) | consecutive losses (loss in money) | 5 (-649.89) | |
| Maximal | consecutive profit (count of wins) | 488.83 (4) | consecutive loss (count of losses) | -649.89 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:05 | buy | 1 | 0.02 | 1.61529 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 00:07 | sell | 2 | 0.02 | 1.61194 | 0.00000 | 0.00000 | ||
| 3 | 2010.01.04 00:12 | sell | 3 | 0.02 | 1.61301 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 00:17 | sell | 4 | 0.02 | 1.61382 | 0.00000 | 0.00000 | ||
| 5 | 2010.01.04 00:22 | sell | 5 | 0.02 | 1.61435 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.04 01:22 | buy | 6 | 0.02 | 1.61407 | 0.00000 | 0.00000 | ||
| 7 | 2010.01.04 02:43 | buy | 7 | 0.02 | 1.61269 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.04 02:50 | buy | 8 | 0.02 | 1.61205 | 0.00000 | 0.00000 | ||
| 9 | 2010.01.04 04:47 | buy | 9 | 0.02 | 1.61088 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.04 04:52 | buy | 10 | 0.02 | 1.61024 | 0.00000 | 0.00000 | ||
| 11 | 2010.04.15 23:59 | close at stop | 10 | 0.02 | 1.54710 | 0.00000 | 0.00000 | -126.49 | 9873.51 |
| 12 | 2010.04.15 23:59 | close at stop | 9 | 0.02 | 1.54710 | 0.00000 | 0.00000 | -127.77 | 9745.75 |
| 13 | 2010.04.15 23:59 | close at stop | 8 | 0.02 | 1.54710 | 0.00000 | 0.00000 | -130.11 | 9615.64 |
| 14 | 2010.04.15 23:59 | close at stop | 7 | 0.02 | 1.54710 | 0.00000 | 0.00000 | -131.39 | 9484.26 |
| 15 | 2010.04.15 23:59 | close at stop | 6 | 0.02 | 1.54710 | 0.00000 | 0.00000 | -134.15 | 9350.11 |
| 16 | 2010.04.15 23:59 | close at stop | 5 | 0.02 | 1.54991 | 0.00000 | 0.00000 | 124.35 | 9474.46 |
| 17 | 2010.04.15 23:59 | close at stop | 4 | 0.02 | 1.54991 | 0.00000 | 0.00000 | 123.29 | 9597.75 |
| 18 | 2010.04.15 23:59 | close at stop | 3 | 0.02 | 1.54991 | 0.00000 | 0.00000 | 121.67 | 9719.41 |
| 19 | 2010.04.15 23:59 | close at stop | 2 | 0.02 | 1.54991 | 0.00000 | 0.00000 | 119.53 | 9838.94 |
| 20 | 2010.04.15 23:59 | close at stop | 1 | 0.02 | 1.54710 | 0.00000 | 0.00000 | -136.59 | 9702.36 |