Strategy Tester Report
RUBBERBANDS_2
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=0.02; 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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1647.20 | Gross profit | 210.66 | Gross loss | -1857.87 |
| Profit factor | 0.11 | Expected payoff | -164.72 | ||
| Absolute drawdown | 1846.89 | Maximal drawdown | 1848.57 (18.48%) | Relative drawdown | 18.48% (1848.57) |
| Total trades | 10 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 9 (0.00%) |
| Profit trades (% of total) | 1 (10.00%) | Loss trades (% of total) | 9 (90.00%) | ||
| Largest | profit trade | 210.66 | loss trade | -212.83 | |
| Average | profit trade | 210.66 | loss trade | -206.43 | |
| Maximum | consecutive wins (profit in money) | 1 (210.66) | consecutive losses (loss in money) | 8 (-1645.03) | |
| Maximal | consecutive profit (count of wins) | 210.66 (1) | consecutive loss (count of losses) | -1645.03 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 00:02 | buy | 1 | 0.02 | 1.33313 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.03 00:05 | sell | 2 | 0.02 | 1.33288 | 0.00000 | 0.00000 | ||
| 3 | 2010.05.03 00:17 | buy | 3 | 0.02 | 1.33225 | 0.00000 | 0.00000 | ||
| 4 | 2010.05.03 00:22 | buy | 4 | 0.02 | 1.33172 | 0.00000 | 0.00000 | ||
| 5 | 2010.05.03 02:07 | buy | 5 | 0.02 | 1.33128 | 0.00000 | 0.00000 | ||
| 6 | 2010.05.03 02:17 | buy | 6 | 0.02 | 1.32983 | 0.00000 | 0.00000 | ||
| 7 | 2010.05.03 02:22 | buy | 7 | 0.02 | 1.32911 | 0.00000 | 0.00000 | ||
| 8 | 2010.05.03 02:36 | buy | 8 | 0.02 | 1.32831 | 0.00000 | 0.00000 | ||
| 9 | 2010.05.03 02:43 | buy | 9 | 0.02 | 1.32734 | 0.00000 | 0.00000 | ||
| 10 | 2010.05.03 02:50 | buy | 10 | 0.02 | 1.32638 | 0.00000 | 0.00000 | ||
| 11 | 2010.05.28 22:59 | close at stop | 10 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -199.33 | 9800.67 |
| 12 | 2010.05.28 22:59 | close at stop | 9 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -201.25 | 9599.41 |
| 13 | 2010.05.28 22:59 | close at stop | 8 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -203.19 | 9396.22 |
| 14 | 2010.05.28 22:59 | close at stop | 7 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -204.79 | 9191.42 |
| 15 | 2010.05.28 22:59 | close at stop | 6 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -206.23 | 8985.19 |
| 16 | 2010.05.28 22:59 | close at stop | 5 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -209.13 | 8776.06 |
| 17 | 2010.05.28 22:59 | close at stop | 4 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -210.01 | 8566.04 |
| 18 | 2010.05.28 22:59 | close at stop | 3 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -211.07 | 8354.97 |
| 19 | 2010.05.28 22:59 | close at stop | 2 | 0.02 | 1.22709 | 0.00000 | 0.00000 | 210.66 | 8565.63 |
| 20 | 2010.05.28 22:59 | close at stop | 1 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -212.83 | 8352.80 |