Strategy Tester Report
ZigAndZag_trader
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=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -538.80 | Gross profit | 357.08 | Gross loss | -895.88 |
| Profit factor | 0.40 | Expected payoff | -48.98 | ||
| Absolute drawdown | 983.30 | Maximal drawdown | 1001.30 (10.00%) | Relative drawdown | 10.00% (1001.30) |
| Total trades | 11 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 5 (45.45%) | Loss trades (% of total) | 6 (54.55%) | ||
| Largest | profit trade | 115.78 | loss trade | -534.18 | |
| Average | profit trade | 71.42 | loss trade | -149.31 | |
| Maximum | consecutive wins (profit in money) | 4 (241.30) | consecutive losses (loss in money) | 4 (-349.10) | |
| Maximal | consecutive profit (count of wins) | 241.30 (4) | consecutive loss (count of losses) | -546.78 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 04:00 | sell | 1 | 0.10 | 1.32242 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.03 10:00 | close | 1 | 0.10 | 1.32368 | 0.00000 | 0.00000 | -12.60 | 9987.40 |
| 3 | 2010.05.03 21:00 | buy | 2 | 0.10 | 1.32138 | 0.00000 | 0.00000 | ||
| 4 | 2010.05.07 16:00 | close | 2 | 0.10 | 1.26801 | 0.00000 | 0.00000 | -534.18 | 9453.22 |
| 5 | 2010.05.10 04:00 | sell | 3 | 0.10 | 1.28829 | 0.00000 | 0.00000 | ||
| 6 | 2010.05.11 05:00 | close | 3 | 0.10 | 1.27670 | 0.00000 | 0.00000 | 115.78 | 9569.00 |
| 7 | 2010.05.12 04:00 | buy | 4 | 0.10 | 1.26435 | 0.00000 | 0.00000 | ||
| 8 | 2010.05.12 04:00 | close | 4 | 0.10 | 1.26426 | 0.00000 | 0.00000 | -0.90 | 9568.10 |
| 9 | 2010.05.12 10:00 | buy | 5 | 0.10 | 1.26675 | 0.00000 | 0.00000 | ||
| 10 | 2010.05.17 19:00 | close | 5 | 0.10 | 1.23215 | 0.00000 | 0.00000 | -346.40 | 9221.70 |
| 11 | 2010.05.19 05:00 | buy | 6 | 0.10 | 1.22031 | 0.00000 | 0.00000 | ||
| 12 | 2010.05.19 05:00 | close | 6 | 0.10 | 1.22022 | 0.00000 | 0.00000 | -0.90 | 9220.80 |
| 13 | 2010.05.20 20:00 | buy | 7 | 0.10 | 1.24929 | 0.00000 | 0.00000 | ||
| 14 | 2010.05.20 20:00 | close | 7 | 0.10 | 1.24920 | 0.00000 | 0.00000 | -0.90 | 9219.90 |
| 15 | 2010.05.21 00:00 | sell | 8 | 0.10 | 1.24698 | 0.00000 | 0.00000 | ||
| 16 | 2010.05.24 20:00 | close | 8 | 0.10 | 1.24092 | 0.00000 | 0.00000 | 60.48 | 9280.38 |
| 17 | 2010.05.25 16:00 | buy | 9 | 0.10 | 1.22352 | 0.00000 | 0.00000 | ||
| 18 | 2010.05.26 03:00 | close | 9 | 0.10 | 1.23110 | 0.00000 | 0.00000 | 75.72 | 9356.10 |
| 19 | 2010.05.27 04:00 | buy | 10 | 0.10 | 1.21909 | 0.00000 | 0.00000 | ||
| 20 | 2010.05.27 16:00 | close | 10 | 0.10 | 1.22102 | 0.00000 | 0.00000 | 19.30 | 9375.40 |
| 21 | 2010.05.28 00:00 | sell | 11 | 0.10 | 1.23568 | 0.00000 | 0.00000 | ||
| 22 | 2010.05.28 22:59 | close at stop | 11 | 0.10 | 1.22710 | 0.00000 | 0.00000 | 85.80 | 9461.20 |