Strategy Tester Report
RUBBERBANDS_1_6
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=0.05; 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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -957.76 | Gross profit | 52.70 | Gross loss | -1010.46 |
Profit factor | 0.05 | Expected payoff | -319.25 | ||
Absolute drawdown | 1083.28 | Maximal drawdown | 1110.68 (11.08%) | Relative drawdown | 11.08% (1110.68) |
Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 52.70 | loss trade | -531.63 | |
Average | profit trade | 52.70 | loss trade | -505.23 | |
Maximum | consecutive wins (profit in money) | 1 (52.70) | consecutive losses (loss in money) | 2 (-1010.46) | |
Maximal | consecutive profit (count of wins) | 52.70 (1) | consecutive loss (count of losses) | -1010.46 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 00:02 | buy | 1 | 0.05 | 1.33312 | 0.00000 | 0.00000 | ||
2 | 2010.05.03 00:05 | sell | 2 | 0.05 | 1.33288 | 0.00000 | 0.00000 | ||
3 | 2010.05.03 03:45 | close | 2 | 0.05 | 1.32234 | 0.00000 | 0.00000 | 52.70 | 10052.70 |
4 | 2010.05.03 03:47 | buy | 3 | 0.05 | 1.32256 | 0.00000 | 0.00000 | ||
5 | 2010.05.28 22:59 | close at stop | 3 | 0.05 | 1.22701 | 0.00000 | 0.00000 | -478.83 | 9573.87 |
6 | 2010.05.28 22:59 | close at stop | 1 | 0.05 | 1.22701 | 0.00000 | 0.00000 | -531.63 | 9042.24 |