Strategy Tester Report
RUBBERBANDS_2
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=0.02; 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 340.41 | Gross profit | 448.19 | Gross loss | -107.78 |
| Profit factor | 4.16 | Expected payoff | 34.04 | ||
| Absolute drawdown | 195.66 | Maximal drawdown | 491.21 (4.77%) | Relative drawdown | 4.77% (491.21) |
| Total trades | 10 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
| Largest | profit trade | 61.40 | loss trade | -54.61 | |
| Average | profit trade | 56.02 | loss trade | -53.89 | |
| Maximum | consecutive wins (profit in money) | 8 (448.19) | consecutive losses (loss in money) | 1 (-54.61) | |
| Maximal | consecutive profit (count of wins) | 448.19 (8) | consecutive loss (count of losses) | -54.61 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 00:02 | buy | 1 | 0.02 | 1.35125 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 00:05 | sell | 2 | 0.02 | 1.35093 | 0.00000 | 0.00000 | ||
| 3 | 2010.04.01 01:12 | sell | 3 | 0.02 | 1.35106 | 0.00000 | 0.00000 | ||
| 4 | 2010.04.01 01:22 | sell | 4 | 0.02 | 1.35157 | 0.00000 | 0.00000 | ||
| 5 | 2010.04.01 01:43 | sell | 5 | 0.02 | 1.35221 | 0.00000 | 0.00000 | ||
| 6 | 2010.04.01 02:07 | sell | 6 | 0.02 | 1.35230 | 0.00000 | 0.00000 | ||
| 7 | 2010.04.01 02:12 | sell | 7 | 0.02 | 1.35369 | 0.00000 | 0.00000 | ||
| 8 | 2010.04.01 02:17 | sell | 8 | 0.02 | 1.35473 | 0.00000 | 0.00000 | ||
| 9 | 2010.04.01 02:22 | sell | 9 | 0.02 | 1.35543 | 0.00000 | 0.00000 | ||
| 10 | 2010.04.01 04:17 | buy | 10 | 0.02 | 1.35053 | 0.00000 | 0.00000 | ||
| 11 | 2010.04.29 23:59 | close at stop | 10 | 0.02 | 1.32428 | 0.00000 | 0.00000 | -53.17 | 9946.83 |
| 12 | 2010.04.29 23:59 | close at stop | 9 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 61.40 | 10008.23 |
| 13 | 2010.04.29 23:59 | close at stop | 8 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 60.00 | 10068.24 |
| 14 | 2010.04.29 23:59 | close at stop | 7 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 57.92 | 10126.16 |
| 15 | 2010.04.29 23:59 | close at stop | 6 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 55.14 | 10181.30 |
| 16 | 2010.04.29 23:59 | close at stop | 5 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 54.96 | 10236.27 |
| 17 | 2010.04.29 23:59 | close at stop | 4 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 53.68 | 10289.95 |
| 18 | 2010.04.29 23:59 | close at stop | 3 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 52.66 | 10342.62 |
| 19 | 2010.04.29 23:59 | close at stop | 2 | 0.02 | 1.32456 | 0.00000 | 0.00000 | 52.40 | 10395.02 |
| 20 | 2010.04.29 23:59 | close at stop | 1 | 0.02 | 1.32428 | 0.00000 | 0.00000 | -54.61 | 10340.41 |