Strategy Tester Report
16_ZigAndZag_trade_V2_v1
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; ZZbar=1; Closebar=3; CloseBars=5; Maxord=10; Sl=0; Tp=0; bu=0; Rew=0; ClosePos=1; Drive=false; _Bu=false; Autolot=true; magic=78977; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3351.02 | Gross profit | 0.00 | Gross loss | -3351.02 |
Profit factor | 0.00 | Expected payoff | -837.76 | ||
Absolute drawdown | 4517.22 | Maximal drawdown | 5191.80 (48.64%) | Relative drawdown | 48.64% (5191.80) |
Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 4 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -1219.20 | |
Average | profit trade | 0.00 | loss trade | -837.76 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 4 (-3351.02) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -3351.02 (4) | |
Average | consecutive wins | 0 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.10 00:00 | buy | 1 | 0.10 | 1.29341 | 0.00000 | 0.00000 | ||
2 | 2010.05.10 01:00 | buy | 2 | 0.20 | 1.28781 | 0.00000 | 0.00000 | ||
3 | 2010.05.21 00:00 | buy | 3 | 0.30 | 1.24710 | 0.00000 | 0.00000 | ||
4 | 2010.05.21 01:00 | buy | 4 | 0.40 | 1.24850 | 0.00000 | 0.00000 | ||
5 | 2010.05.28 22:59 | close at stop | 4 | 0.40 | 1.22701 | 0.00000 | 0.00000 | -861.84 | 9138.16 |
6 | 2010.05.28 22:59 | close at stop | 3 | 0.30 | 1.22701 | 0.00000 | 0.00000 | -604.38 | 8533.78 |
7 | 2010.05.28 22:59 | close at stop | 2 | 0.20 | 1.22701 | 0.00000 | 0.00000 | -1219.20 | 7314.58 |
8 | 2010.05.28 22:59 | close at stop | 1 | 0.10 | 1.22701 | 0.00000 | 0.00000 | -665.60 | 6648.98 |