Strategy Tester Report
SnakeForce v1c1
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10015.90 | Gross profit | 1247.80 | Gross loss | -11263.70 |
Profit factor | 0.11 | Expected payoff | -476.95 | ||
Absolute drawdown | 10015.90 | Maximal drawdown | 10615.90 (100.15%) | Relative drawdown | 100.15% (10615.90) |
Total trades | 21 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 21 (9.52%) |
Profit trades (% of total) | 2 (9.52%) | Loss trades (% of total) | 19 (90.48%) | ||
Largest | profit trade | 1097.80 | loss trade | -2106.40 | |
Average | profit trade | 623.90 | loss trade | -592.83 | |
Maximum | consecutive wins (profit in money) | 1 (1097.80) | consecutive losses (loss in money) | 9 (-4204.40) | |
Maximal | consecutive profit (count of wins) | 1097.80 (1) | consecutive loss (count of losses) | -4204.40 (9) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 10:00 | buy | 1 | 1.00 | 1.61807 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 16:00 | close | 1 | 1.00 | 1.61637 | 0.00000 | 0.00000 | -170.00 | 9830.00 |
3 | 2010.01.05 01:00 | buy | 2 | 1.00 | 1.61398 | 0.00000 | 0.00000 | ||
4 | 2010.01.07 23:00 | close | 2 | 1.00 | 1.59292 | 0.00000 | 0.00000 | -2106.40 | 7723.60 |
5 | 2010.01.08 02:00 | buy | 3 | 1.00 | 1.59735 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 03:00 | close | 3 | 1.00 | 1.59306 | 0.00000 | 0.00000 | -429.00 | 7294.60 |
7 | 2010.01.08 05:00 | buy | 4 | 1.00 | 1.59665 | 0.00000 | 0.00000 | ||
8 | 2010.01.08 07:00 | close | 4 | 1.00 | 1.59341 | 0.00000 | 0.00000 | -324.00 | 6970.60 |
9 | 2010.01.08 09:00 | buy | 5 | 1.00 | 1.59981 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 14:00 | close | 5 | 1.00 | 1.59787 | 0.00000 | 0.00000 | -194.00 | 6776.60 |
11 | 2010.01.08 15:00 | buy | 6 | 1.00 | 1.61185 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 16:00 | close | 6 | 1.00 | 1.60299 | 0.00000 | 0.00000 | -886.00 | 5890.60 |
13 | 2010.01.08 21:00 | buy | 7 | 1.00 | 1.60589 | 0.00000 | 0.00000 | ||
14 | 2010.01.12 22:00 | close | 7 | 1.00 | 1.61687 | 0.00000 | 0.00000 | 1097.80 | 6988.40 |
15 | 2010.01.13 13:00 | buy | 8 | 1.00 | 1.63048 | 0.00000 | 0.00000 | ||
16 | 2010.01.13 19:00 | close | 8 | 1.00 | 1.62763 | 0.00000 | 0.00000 | -285.00 | 6703.40 |
17 | 2010.01.14 02:00 | buy | 9 | 1.00 | 1.63293 | 0.00000 | 0.00000 | ||
18 | 2010.01.21 02:00 | close | 9 | 1.00 | 1.62846 | 0.00000 | 0.00000 | -447.70 | 6255.70 |
19 | 2010.01.21 08:00 | buy | 10 | 1.00 | 1.63164 | 0.00000 | 0.00000 | ||
20 | 2010.01.21 22:00 | close | 10 | 1.00 | 1.61964 | 0.00000 | 0.00000 | -1200.00 | 5055.70 |
21 | 2010.01.22 03:00 | buy | 11 | 1.00 | 1.62429 | 0.00000 | 0.00000 | ||
22 | 2010.01.26 22:00 | close | 11 | 1.00 | 1.61412 | 0.00000 | 0.00000 | -1017.20 | 4038.50 |
23 | 2010.01.27 03:00 | buy | 12 | 1.00 | 1.61750 | 0.00000 | 0.00000 | ||
24 | 2010.01.27 17:00 | close | 12 | 1.00 | 1.61900 | 0.00000 | 0.00000 | 150.00 | 4188.50 |
25 | 2010.01.28 01:00 | buy | 13 | 1.00 | 1.62038 | 0.00000 | 0.00000 | ||
26 | 2010.01.28 06:00 | close | 13 | 1.00 | 1.61870 | 0.00000 | 0.00000 | -168.00 | 4020.50 |
27 | 2010.01.28 11:00 | buy | 14 | 1.00 | 1.62850 | 0.00000 | 0.00000 | ||
28 | 2010.01.28 15:00 | close | 14 | 1.00 | 1.62490 | 0.00000 | 0.00000 | -360.00 | 3660.50 |
29 | 2010.01.29 01:00 | buy | 15 | 1.00 | 1.61692 | 0.00000 | 0.00000 | ||
30 | 2010.01.29 06:00 | close | 15 | 1.00 | 1.61305 | 0.00000 | 0.00000 | -387.00 | 3273.50 |
31 | 2010.01.29 08:00 | buy | 16 | 1.00 | 1.61769 | 0.00000 | 0.00000 | ||
32 | 2010.01.29 13:00 | close | 16 | 1.00 | 1.61362 | 0.00000 | 0.00000 | -407.00 | 2866.50 |
33 | 2010.02.01 08:00 | buy | 17 | 1.00 | 1.59819 | 0.00000 | 0.00000 | ||
34 | 2010.02.02 01:00 | close | 17 | 1.00 | 1.59439 | 0.00000 | 0.00000 | -380.10 | 2486.40 |
35 | 2010.02.02 02:00 | buy | 18 | 1.00 | 1.59899 | 0.00000 | 0.00000 | ||
36 | 2010.02.02 03:00 | close | 18 | 1.00 | 1.59564 | 0.00000 | 0.00000 | -335.00 | 2151.40 |
37 | 2010.02.02 08:00 | buy | 19 | 1.00 | 1.59830 | 0.00000 | 0.00000 | ||
38 | 2010.02.02 23:00 | close | 19 | 1.00 | 1.59697 | 0.00000 | 0.00000 | -133.00 | 2018.40 |
39 | 2010.02.03 01:00 | buy | 20 | 1.00 | 1.60161 | 0.00000 | 0.00000 | ||
40 | 2010.02.03 04:00 | close | 20 | 1.00 | 1.59808 | 0.00000 | 0.00000 | -353.00 | 1665.40 |
41 | 2010.02.03 06:00 | buy | 21 | 1.00 | 1.60189 | 0.00000 | 0.00000 | ||
42 | 2010.02.04 10:20 | close at stop | 21 | 1.00 | 1.58508 | 0.00000 | 0.00000 | -1681.30 | -15.90 |