Strategy Tester Report
RUBBERBANDS_3
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=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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 250.00 | Gross profit | 253.62 | Gross loss | -3.62 |
Profit factor | 70.06 | Expected payoff | 50.00 | ||
Absolute drawdown | 136.90 | Maximal drawdown | 301.14 (2.86%) | Relative drawdown | 2.86% (301.14) |
Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
Largest | profit trade | 126.91 | loss trade | -3.16 | |
Average | profit trade | 84.54 | loss trade | -1.81 | |
Maximum | consecutive wins (profit in money) | 2 (251.50) | consecutive losses (loss in money) | 2 (-3.62) | |
Maximal | consecutive profit (count of wins) | 251.50 (2) | consecutive loss (count of losses) | -3.62 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | buy | 1 | 0.02 | 1.61276 | 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 | buy | 3 | 0.02 | 1.61329 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 00:22 | buy | 4 | 0.02 | 1.61463 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 00:27 | close | 1 | 0.02 | 1.61382 | 0.00000 | 0.00000 | 2.12 | 10002.12 |
6 | 2010.01.04 00:27 | close | 3 | 0.02 | 1.61306 | 0.00000 | 0.00000 | -0.46 | 10001.66 |
7 | 2010.01.04 00:30 | close | 4 | 0.02 | 1.61305 | 0.00000 | 0.00000 | -3.16 | 9998.50 |
8 | 2010.01.04 00:32 | sell | 5 | 0.02 | 1.61310 | 0.00000 | 0.00000 | ||
9 | 2010.04.15 23:59 | close at stop | 5 | 0.02 | 1.54738 | 0.00000 | 0.00000 | 126.91 | 10125.41 |
10 | 2010.04.15 23:59 | close at stop | 2 | 0.02 | 1.54738 | 0.00000 | 0.00000 | 124.59 | 10250.00 |