Strategy Tester Report
RUBBERBANDS_2
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=0.02; 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 | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -150.26 | Gross profit | 22.17 | Gross loss | -172.42 |
| Profit factor | 0.13 | Expected payoff | -15.03 | ||
| Absolute drawdown | 645.47 | Maximal drawdown | 765.87 (7.57%) | Relative drawdown | 7.57% (765.87) |
| 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 | 22.17 | loss trade | -23.86 | |
| Average | profit trade | 22.17 | loss trade | -19.16 | |
| Maximum | consecutive wins (profit in money) | 1 (22.17) | consecutive losses (loss in money) | 8 (-148.57) | |
| Maximal | consecutive profit (count of wins) | 22.17 (1) | consecutive loss (count of losses) | -148.57 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.01 00:03 | buy | 1 | 0.02 | 1.23047 | 0.00000 | 0.00000 | ||
| 2 | 2010.06.01 00:06 | sell | 2 | 0.02 | 1.23049 | 0.00000 | 0.00000 | ||
| 3 | 2010.06.01 00:13 | buy | 3 | 0.02 | 1.23026 | 0.00000 | 0.00000 | ||
| 4 | 2010.06.01 00:42 | buy | 4 | 0.02 | 1.22960 | 0.00000 | 0.00000 | ||
| 5 | 2010.06.01 00:52 | buy | 5 | 0.02 | 1.22887 | 0.00000 | 0.00000 | ||
| 6 | 2010.06.01 01:22 | buy | 6 | 0.02 | 1.22826 | 0.00000 | 0.00000 | ||
| 7 | 2010.06.01 01:52 | buy | 7 | 0.02 | 1.22751 | 0.00000 | 0.00000 | ||
| 8 | 2010.06.01 02:17 | buy | 8 | 0.02 | 1.22666 | 0.00000 | 0.00000 | ||
| 9 | 2010.06.01 02:36 | buy | 9 | 0.02 | 1.22598 | 0.00000 | 0.00000 | ||
| 10 | 2010.06.01 02:43 | buy | 10 | 0.02 | 1.22548 | 0.00000 | 0.00000 | ||
| 11 | 2010.06.29 23:59 | close at stop | 10 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -13.88 | 9986.12 |
| 12 | 2010.06.29 23:59 | close at stop | 9 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -14.88 | 9971.25 |
| 13 | 2010.06.29 23:59 | close at stop | 8 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -16.24 | 9955.01 |
| 14 | 2010.06.29 23:59 | close at stop | 7 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -17.94 | 9937.08 |
| 15 | 2010.06.29 23:59 | close at stop | 6 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -19.44 | 9917.64 |
| 16 | 2010.06.29 23:59 | close at stop | 5 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -20.66 | 9896.98 |
| 17 | 2010.06.29 23:59 | close at stop | 4 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -22.12 | 9874.87 |
| 18 | 2010.06.29 23:59 | close at stop | 3 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -23.44 | 9851.43 |
| 19 | 2010.06.29 23:59 | close at stop | 2 | 0.02 | 1.21893 | 0.00000 | 0.00000 | 22.17 | 9873.60 |
| 20 | 2010.06.29 23:59 | close at stop | 1 | 0.02 | 1.21885 | 0.00000 | 0.00000 | -23.86 | 9849.74 |