Strategy Tester Report
RUBBERBANDS_1_6
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
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 | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 527.83 | Gross profit | 587.96 | Gross loss | -60.13 |
Profit factor | 9.78 | Expected payoff | 40.60 | ||
Absolute drawdown | 105.50 | Maximal drawdown | 339.48 (3.32%) | Relative drawdown | 3.32% (339.48) |
Total trades | 13 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
Largest | profit trade | 59.20 | loss trade | -60.13 | |
Average | profit trade | 49.00 | loss trade | -60.13 | |
Maximum | consecutive wins (profit in money) | 12 (587.96) | consecutive losses (loss in money) | 1 (-60.13) | |
Maximal | consecutive profit (count of wins) | 587.96 (12) | consecutive loss (count of losses) | -60.13 (1) | |
Average | consecutive wins | 12 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 00:03 | buy | 1 | 0.05 | 1.23047 | 0.00000 | 0.00000 | ||
2 | 2010.06.01 00:06 | sell | 2 | 0.05 | 1.23049 | 0.00000 | 0.00000 | ||
3 | 2010.06.01 09:20 | close | 2 | 0.05 | 1.21865 | 0.00000 | 0.00000 | 59.20 | 10059.20 |
4 | 2010.06.01 09:22 | buy | 3 | 0.05 | 1.21970 | 0.00000 | 0.00000 | ||
5 | 2010.06.01 16:15 | close | 3 | 0.05 | 1.23055 | 0.00000 | 0.00000 | 54.25 | 10113.45 |
6 | 2010.06.01 16:17 | sell | 4 | 0.05 | 1.22939 | 0.00000 | 0.00000 | ||
7 | 2010.06.02 06:20 | close | 4 | 0.05 | 1.21913 | 0.00000 | 0.00000 | 51.24 | 10164.69 |
8 | 2010.06.02 06:22 | buy | 5 | 0.05 | 1.21960 | 0.00000 | 0.00000 | ||
9 | 2010.06.03 03:40 | close | 5 | 0.05 | 1.22986 | 0.00000 | 0.00000 | 51.18 | 10215.87 |
10 | 2010.06.03 03:42 | sell | 6 | 0.05 | 1.22971 | 0.00000 | 0.00000 | ||
11 | 2010.06.03 16:32 | close | 6 | 0.05 | 1.21921 | 0.00000 | 0.00000 | 52.50 | 10268.37 |
12 | 2010.06.03 16:35 | buy | 7 | 0.05 | 1.21940 | 0.00000 | 0.00000 | ||
13 | 2010.06.14 17:20 | close | 7 | 0.05 | 1.22980 | 0.00000 | 0.00000 | 51.64 | 10320.01 |
14 | 2010.06.14 17:22 | sell | 8 | 0.05 | 1.22935 | 0.00000 | 0.00000 | ||
15 | 2010.06.15 08:20 | close | 8 | 0.05 | 1.21833 | 0.00000 | 0.00000 | 55.04 | 10375.05 |
16 | 2010.06.15 08:22 | buy | 9 | 0.05 | 1.21892 | 0.00000 | 0.00000 | ||
17 | 2010.06.15 15:15 | close | 9 | 0.05 | 1.22942 | 0.00000 | 0.00000 | 52.50 | 10427.55 |
18 | 2010.06.15 15:17 | sell | 10 | 0.05 | 1.22908 | 0.00000 | 0.00000 | ||
19 | 2010.06.17 15:20 | close | 1 | 0.05 | 1.24090 | 0.00000 | 0.00000 | 51.43 | 10478.98 |
20 | 2010.06.17 15:22 | sell | 11 | 0.05 | 1.24025 | 0.00000 | 0.00000 | ||
21 | 2010.06.22 03:50 | close | 11 | 0.05 | 1.22995 | 0.00000 | 0.00000 | 51.32 | 10530.30 |
22 | 2010.06.22 03:52 | buy | 12 | 0.05 | 1.23082 | 0.00000 | 0.00000 | ||
23 | 2010.06.29 10:20 | close | 10 | 0.05 | 1.21770 | 0.00000 | 0.00000 | 56.06 | 10586.36 |
24 | 2010.06.29 10:22 | buy | 13 | 0.05 | 1.21853 | 0.00000 | 0.00000 | ||
25 | 2010.06.29 23:59 | close at stop | 13 | 0.05 | 1.21885 | 0.00000 | 0.00000 | 1.60 | 10587.96 |
26 | 2010.06.29 23:59 | close at stop | 12 | 0.05 | 1.21885 | 0.00000 | 0.00000 | -60.13 | 10527.83 |