Strategy Tester Report
RUBBERBANDS_3
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=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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 108.10 | Gross profit | 108.52 | Gross loss | -0.42 |
Profit factor | 258.39 | Expected payoff | 27.03 | ||
Absolute drawdown | 70.89 | Maximal drawdown | 163.70 (1.62%) | Relative drawdown | 1.62% (163.70) |
Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 54.87 | loss trade | -0.42 | |
Average | profit trade | 36.17 | loss trade | -0.42 | |
Maximum | consecutive wins (profit in money) | 2 (107.64) | consecutive losses (loss in money) | 1 (-0.42) | |
Maximal | consecutive profit (count of wins) | 107.64 (2) | consecutive loss (count of losses) | -0.42 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:02 | buy | 1 | 0.02 | 1.35101 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 00:05 | sell | 2 | 0.02 | 1.35093 | 0.00000 | 0.00000 | ||
3 | 2010.04.01 01:22 | buy | 3 | 0.02 | 1.35161 | 0.00000 | 0.00000 | ||
4 | 2010.04.01 01:27 | close | 1 | 0.02 | 1.35145 | 0.00000 | 0.00000 | 0.88 | 10000.88 |
5 | 2010.04.01 01:30 | close | 3 | 0.02 | 1.35140 | 0.00000 | 0.00000 | -0.42 | 10000.46 |
6 | 2010.04.01 01:33 | sell | 4 | 0.02 | 1.35198 | 0.00000 | 0.00000 | ||
7 | 2010.04.29 23:59 | close at stop | 4 | 0.02 | 1.32432 | 0.00000 | 0.00000 | 54.87 | 10055.33 |
8 | 2010.04.29 23:59 | close at stop | 2 | 0.02 | 1.32432 | 0.00000 | 0.00000 | 52.77 | 10108.10 |