Strategy Tester Report
ZigAndZag_trader
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=0.1; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
| Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -312.70 | Gross profit | 256.56 | Gross loss | -569.26 |
| Profit factor | 0.45 | Expected payoff | -28.43 | ||
| Absolute drawdown | 543.18 | Maximal drawdown | 716.98 (7.05%) | Relative drawdown | 7.05% (716.98) |
| Total trades | 11 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 5 (45.45%) | Loss trades (% of total) | 6 (54.55%) | ||
| Largest | profit trade | 193.08 | loss trade | -280.16 | |
| Average | profit trade | 51.31 | loss trade | -94.88 | |
| Maximum | consecutive wins (profit in money) | 2 (51.26) | consecutive losses (loss in money) | 5 (-496.48) | |
| Maximal | consecutive profit (count of wins) | 193.08 (1) | consecutive loss (count of losses) | -496.48 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.01 15:00 | buy | 1 | 0.10 | 1.21798 | 0.00000 | 0.00000 | ||
| 2 | 2010.06.01 23:00 | close | 1 | 0.10 | 1.22258 | 0.00000 | 0.00000 | 46.00 | 10046.00 |
| 3 | 2010.06.02 19:00 | buy | 2 | 0.10 | 1.22569 | 0.00000 | 0.00000 | ||
| 4 | 2010.06.03 14:00 | close | 2 | 0.10 | 1.22624 | 0.00000 | 0.00000 | 5.26 | 10051.26 |
| 5 | 2010.06.04 11:00 | buy | 3 | 0.10 | 1.22050 | 0.00000 | 0.00000 | ||
| 6 | 2010.06.08 21:00 | close | 3 | 0.10 | 1.19250 | 0.00000 | 0.00000 | -280.16 | 9771.10 |
| 7 | 2010.06.09 21:00 | sell | 4 | 0.10 | 1.19858 | 0.00000 | 0.00000 | ||
| 8 | 2010.06.14 01:00 | close | 4 | 0.10 | 1.21455 | 0.00000 | 0.00000 | -160.30 | 9610.80 |
| 9 | 2010.06.14 06:00 | sell | 5 | 0.10 | 1.21815 | 0.00000 | 0.00000 | ||
| 10 | 2010.06.15 08:00 | close | 5 | 0.10 | 1.22142 | 0.00000 | 0.00000 | -32.82 | 9577.98 |
| 11 | 2010.06.16 01:00 | sell | 6 | 0.10 | 1.23168 | 0.00000 | 0.00000 | ||
| 12 | 2010.06.16 01:00 | close | 6 | 0.10 | 1.23176 | 0.00000 | 0.00000 | -0.80 | 9577.18 |
| 13 | 2010.06.16 12:00 | sell | 7 | 0.10 | 1.23012 | 0.00000 | 0.00000 | ||
| 14 | 2010.06.16 18:00 | close | 7 | 0.10 | 1.23236 | 0.00000 | 0.00000 | -22.40 | 9554.78 |
| 15 | 2010.06.17 13:00 | buy | 8 | 0.10 | 1.23730 | 0.00000 | 0.00000 | ||
| 16 | 2010.06.21 18:00 | close | 8 | 0.10 | 1.23842 | 0.00000 | 0.00000 | 11.04 | 9565.82 |
| 17 | 2010.06.22 11:00 | buy | 9 | 0.10 | 1.23147 | 0.00000 | 0.00000 | ||
| 18 | 2010.06.24 09:00 | close | 9 | 0.10 | 1.23162 | 0.00000 | 0.00000 | 1.18 | 9567.00 |
| 19 | 2010.06.24 18:00 | buy | 10 | 0.10 | 1.23640 | 0.00000 | 0.00000 | ||
| 20 | 2010.06.25 15:00 | close | 10 | 0.10 | 1.22913 | 0.00000 | 0.00000 | -72.78 | 9494.22 |
| 21 | 2010.06.28 06:00 | sell | 11 | 0.10 | 1.23825 | 0.00000 | 0.00000 | ||
| 22 | 2010.06.29 23:59 | close at stop | 11 | 0.10 | 1.21893 | 0.00000 | 0.00000 | 193.08 | 9687.30 |