Strategy Tester Report
RUBBERBANDS_3
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=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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -423.61 | Gross profit | 1.30 | Gross loss | -424.91 |
| Profit factor | 0.00 | Expected payoff | -105.90 | ||
| Absolute drawdown | 473.68 | Maximal drawdown | 473.68 (4.74%) | Relative drawdown | 4.74% (473.68) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 1.30 | loss trade | -212.95 | |
| Average | profit trade | 1.30 | loss trade | -141.64 | |
| Maximum | consecutive wins (profit in money) | 1 (1.30) | consecutive losses (loss in money) | 3 (-424.91) | |
| Maximal | consecutive profit (count of wins) | 1.30 (1) | consecutive loss (count of losses) | -424.91 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 00:02 | buy | 1 | 0.02 | 1.33319 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.03 00:05 | sell | 2 | 0.02 | 1.33288 | 0.00000 | 0.00000 | ||
| 3 | 2010.05.03 00:22 | sell | 3 | 0.02 | 1.33164 | 0.00000 | 0.00000 | ||
| 4 | 2010.05.03 00:27 | close | 2 | 0.02 | 1.33223 | 0.00000 | 0.00000 | 1.30 | 10001.30 |
| 5 | 2010.05.03 00:30 | close | 3 | 0.02 | 1.33233 | 0.00000 | 0.00000 | -1.38 | 9999.92 |
| 6 | 2010.05.03 00:33 | buy | 4 | 0.02 | 1.33200 | 0.00000 | 0.00000 | ||
| 7 | 2010.05.28 22:59 | close at stop | 4 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -210.57 | 9789.35 |
| 8 | 2010.05.28 22:59 | close at stop | 1 | 0.02 | 1.22701 | 0.00000 | 0.00000 | -212.95 | 9576.39 |