Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 33.56 | Gross profit | 321.13 | Gross loss | -287.57 |
| Profit factor | 1.12 | Expected payoff | 4.79 | ||
| Absolute drawdown | 127.36 | Maximal drawdown | 470.78 (4.54%) | Relative drawdown | 4.54% (470.78) |
| Total trades | 7 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 106.71 | loss trade | -145.06 | |
| Average | profit trade | 64.23 | loss trade | -143.79 | |
| Maximum | consecutive wins (profit in money) | 5 (321.13) | consecutive losses (loss in money) | 2 (-287.57) | |
| Maximal | consecutive profit (count of wins) | 321.13 (5) | consecutive loss (count of losses) | -287.57 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 00:02 | buy | 1 | 0.05 | 1.35101 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 00:05 | sell | 2 | 0.05 | 1.35093 | 0.00000 | 0.00000 | ||
| 3 | 2010.04.06 09:20 | close | 2 | 0.05 | 1.34063 | 0.00000 | 0.00000 | 51.38 | 10051.38 |
| 4 | 2010.04.06 09:22 | buy | 3 | 0.05 | 1.34119 | 0.00000 | 0.00000 | ||
| 5 | 2010.04.12 00:00 | close | 1 | 0.05 | 1.36259 | 0.00000 | 0.00000 | 57.54 | 10108.92 |
| 6 | 2010.04.12 00:02 | sell | 4 | 0.05 | 1.36278 | 0.00000 | 0.00000 | ||
| 7 | 2010.04.12 00:05 | close | 3 | 0.05 | 1.36258 | 0.00000 | 0.00000 | 106.71 | 10215.63 |
| 8 | 2010.04.12 00:07 | sell | 5 | 0.05 | 1.36297 | 0.00000 | 0.00000 | ||
| 9 | 2010.04.15 11:50 | close | 4 | 0.05 | 1.35216 | 0.00000 | 0.00000 | 52.90 | 10268.53 |
| 10 | 2010.04.15 11:52 | buy | 6 | 0.05 | 1.35267 | 0.00000 | 0.00000 | ||
| 11 | 2010.04.15 11:55 | close | 5 | 0.05 | 1.35241 | 0.00000 | 0.00000 | 52.60 | 10321.13 |
| 12 | 2010.04.15 11:57 | buy | 7 | 0.05 | 1.35318 | 0.00000 | 0.00000 | ||
| 13 | 2010.04.29 23:59 | close at stop | 7 | 0.05 | 1.32428 | 0.00000 | 0.00000 | -145.06 | 10176.07 |
| 14 | 2010.04.29 23:59 | close at stop | 6 | 0.05 | 1.32428 | 0.00000 | 0.00000 | -142.51 | 10033.56 |