Strategy Tester Report
ZigAndZag_trader
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=0.1; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -199.48 | Gross profit | 281.60 | Gross loss | -481.08 |
| Profit factor | 0.59 | Expected payoff | -16.62 | ||
| Absolute drawdown | 414.76 | Maximal drawdown | 446.46 (4.45%) | Relative drawdown | 4.45% (446.46) |
| Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (0.00%) |
| Profit trades (% of total) | 3 (25.00%) | Loss trades (% of total) | 9 (75.00%) | ||
| Largest | profit trade | 147.72 | loss trade | -189.16 | |
| Average | profit trade | 93.87 | loss trade | -53.45 | |
| Maximum | consecutive wins (profit in money) | 1 (147.72) | consecutive losses (loss in money) | 6 (-334.96) | |
| Maximal | consecutive profit (count of wins) | 147.72 (1) | consecutive loss (count of losses) | -334.96 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 06:00 | sell | 1 | 0.10 | 1.35085 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 12:00 | close | 1 | 0.10 | 1.35051 | 0.00000 | 0.00000 | 3.40 | 10003.40 |
| 3 | 2010.04.01 18:00 | buy | 2 | 0.10 | 1.35689 | 0.00000 | 0.00000 | ||
| 4 | 2010.04.02 21:00 | close | 2 | 0.10 | 1.34869 | 0.00000 | 0.00000 | -82.08 | 9921.32 |
| 5 | 2010.04.06 23:00 | buy | 3 | 0.10 | 1.33992 | 0.00000 | 0.00000 | ||
| 6 | 2010.04.06 23:00 | close | 3 | 0.10 | 1.33983 | 0.00000 | 0.00000 | -0.90 | 9920.42 |
| 7 | 2010.04.07 12:00 | buy | 4 | 0.10 | 1.33852 | 0.00000 | 0.00000 | ||
| 8 | 2010.04.09 05:00 | close | 4 | 0.10 | 1.33550 | 0.00000 | 0.00000 | -30.52 | 9889.90 |
| 9 | 2010.04.09 14:00 | sell | 5 | 0.10 | 1.33940 | 0.00000 | 0.00000 | ||
| 10 | 2010.04.13 11:00 | close | 5 | 0.10 | 1.35830 | 0.00000 | 0.00000 | -189.16 | 9700.74 |
| 11 | 2010.04.13 13:00 | sell | 6 | 0.10 | 1.35933 | 0.00000 | 0.00000 | ||
| 12 | 2010.04.13 15:00 | close | 6 | 0.10 | 1.36136 | 0.00000 | 0.00000 | -20.30 | 9680.44 |
| 13 | 2010.04.13 19:00 | sell | 7 | 0.10 | 1.35822 | 0.00000 | 0.00000 | ||
| 14 | 2010.04.13 21:00 | close | 7 | 0.10 | 1.35942 | 0.00000 | 0.00000 | -12.00 | 9668.44 |
| 15 | 2010.04.14 10:00 | sell | 8 | 0.10 | 1.36282 | 0.00000 | 0.00000 | ||
| 16 | 2010.04.20 10:00 | close | 8 | 0.10 | 1.34800 | 0.00000 | 0.00000 | 147.72 | 9816.16 |
| 17 | 2010.04.21 06:00 | buy | 9 | 0.10 | 1.34189 | 0.00000 | 0.00000 | ||
| 18 | 2010.04.21 06:00 | close | 9 | 0.10 | 1.34180 | 0.00000 | 0.00000 | -0.90 | 9815.26 |
| 19 | 2010.04.21 11:00 | buy | 10 | 0.10 | 1.34311 | 0.00000 | 0.00000 | ||
| 20 | 2010.04.23 15:00 | close | 10 | 0.10 | 1.32871 | 0.00000 | 0.00000 | -144.32 | 9670.94 |
| 21 | 2010.04.26 15:00 | buy | 11 | 0.10 | 1.33459 | 0.00000 | 0.00000 | ||
| 22 | 2010.04.26 15:00 | close | 11 | 0.10 | 1.33450 | 0.00000 | 0.00000 | -0.90 | 9670.04 |
| 23 | 2010.04.27 05:00 | sell | 12 | 0.10 | 1.33739 | 0.00000 | 0.00000 | ||
| 24 | 2010.04.29 18:00 | close | 12 | 0.10 | 1.32431 | 0.00000 | 0.00000 | 130.48 | 9800.52 |