Strategy Tester Report
MACD Sample_v3
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -52.74 | Gross profit | 78.31 | Gross loss | -131.05 |
Profit factor | 0.60 | Expected payoff | -2.29 | ||
Absolute drawdown | 100.84 | Maximal drawdown | 179.15 (1.78%) | Relative drawdown | 1.78% (179.15) |
Total trades | 23 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 14 (92.86%) |
Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
Largest | profit trade | 5.00 | loss trade | -131.05 | |
Average | profit trade | 3.56 | loss trade | -131.05 | |
Maximum | consecutive wins (profit in money) | 22 (78.31) | consecutive losses (loss in money) | 1 (-131.05) | |
Maximal | consecutive profit (count of wins) | 78.31 (22) | consecutive loss (count of losses) | -131.05 (1) | |
Average | consecutive wins | 22 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 05:02 | sell | 1 | 0.10 | 1.50041 | 0.00000 | 1.49991 | ||
2 | 2009.12.01 06:10 | t/p | 1 | 0.10 | 1.49991 | 0.00000 | 1.49991 | 5.00 | 10005.00 |
3 | 2009.12.01 06:10 | sell | 2 | 0.10 | 1.49964 | 0.00000 | 1.49914 | ||
4 | 2009.12.01 06:15 | t/p | 2 | 0.10 | 1.49914 | 0.00000 | 1.49914 | 5.00 | 10010.00 |
5 | 2009.12.01 06:45 | sell | 3 | 0.10 | 1.49984 | 0.00000 | 1.49934 | ||
6 | 2009.12.01 07:20 | t/p | 3 | 0.10 | 1.49934 | 0.00000 | 1.49934 | 5.00 | 10015.00 |
7 | 2009.12.03 02:00 | buy | 4 | 0.10 | 1.50785 | 0.00000 | 1.50835 | ||
8 | 2009.12.03 02:15 | modify | 4 | 0.10 | 1.50785 | 1.50790 | 1.50835 | ||
9 | 2009.12.03 02:20 | t/p | 4 | 0.10 | 1.50835 | 1.50790 | 1.50835 | 5.00 | 10020.00 |
10 | 2009.12.03 02:20 | buy | 5 | 0.10 | 1.50844 | 0.00000 | 1.50894 | ||
11 | 2009.12.03 02:37 | modify | 5 | 0.10 | 1.50844 | 1.50847 | 1.50894 | ||
12 | 2009.12.03 02:40 | s/l | 5 | 0.10 | 1.50847 | 1.50847 | 1.50894 | 0.30 | 10020.30 |
13 | 2009.12.03 02:40 | buy | 6 | 0.10 | 1.50848 | 0.00000 | 1.50898 | ||
14 | 2009.12.03 03:45 | t/p | 6 | 0.10 | 1.50898 | 0.00000 | 1.50898 | 5.00 | 10025.30 |
15 | 2009.12.09 22:00 | buy | 7 | 0.10 | 1.47304 | 0.00000 | 1.47354 | ||
16 | 2009.12.09 22:07 | modify | 7 | 0.10 | 1.47304 | 1.47307 | 1.47354 | ||
17 | 2009.12.09 22:10 | s/l | 7 | 0.10 | 1.47307 | 1.47307 | 1.47354 | 0.30 | 10025.60 |
18 | 2009.12.09 22:10 | buy | 8 | 0.10 | 1.47311 | 0.00000 | 1.47361 | ||
19 | 2009.12.09 23:10 | t/p | 8 | 0.10 | 1.47361 | 0.00000 | 1.47361 | 5.00 | 10030.60 |
20 | 2009.12.10 22:00 | buy | 9 | 0.10 | 1.47307 | 0.00000 | 1.47357 | ||
21 | 2009.12.10 22:32 | modify | 9 | 0.10 | 1.47307 | 1.47310 | 1.47357 | ||
22 | 2009.12.10 22:37 | modify | 9 | 0.10 | 1.47307 | 1.47317 | 1.47357 | ||
23 | 2009.12.10 22:40 | s/l | 9 | 0.10 | 1.47317 | 1.47317 | 1.47357 | 1.00 | 10031.60 |
24 | 2009.12.10 22:40 | buy | 10 | 0.10 | 1.47324 | 0.00000 | 1.47374 | ||
25 | 2009.12.10 23:50 | modify | 10 | 0.10 | 1.47324 | 1.47330 | 1.47374 | ||
26 | 2009.12.10 23:57 | s/l | 10 | 0.10 | 1.47330 | 1.47330 | 1.47374 | 0.60 | 10032.20 |
27 | 2009.12.11 15:00 | sell | 11 | 0.10 | 1.47070 | 0.00000 | 1.47020 | ||
28 | 2009.12.11 15:13 | t/p | 11 | 0.10 | 1.47020 | 0.00000 | 1.47020 | 5.00 | 10037.20 |
29 | 2009.12.11 15:13 | sell | 12 | 0.10 | 1.46956 | 0.00000 | 1.46906 | ||
30 | 2009.12.11 15:20 | t/p | 12 | 0.10 | 1.46906 | 0.00000 | 1.46906 | 5.00 | 10042.20 |
31 | 2009.12.29 08:00 | buy | 13 | 0.10 | 1.43814 | 0.00000 | 1.43864 | ||
32 | 2009.12.29 08:05 | modify | 13 | 0.10 | 1.43814 | 1.43823 | 1.43864 | ||
33 | 2009.12.29 08:07 | s/l | 13 | 0.10 | 1.43823 | 1.43823 | 1.43864 | 0.90 | 10043.10 |
34 | 2009.12.29 08:07 | buy | 14 | 0.10 | 1.43808 | 0.00000 | 1.43858 | ||
35 | 2009.12.29 08:10 | t/p | 14 | 0.10 | 1.43858 | 0.00000 | 1.43858 | 5.00 | 10048.10 |
36 | 2009.12.29 08:12 | buy | 15 | 0.10 | 1.43912 | 0.00000 | 1.43962 | ||
37 | 2009.12.29 08:15 | t/p | 15 | 0.10 | 1.43962 | 0.00000 | 1.43962 | 5.00 | 10053.10 |
38 | 2010.01.12 20:20 | sell | 16 | 0.10 | 1.44907 | 0.00000 | 1.44857 | ||
39 | 2010.01.12 20:37 | modify | 16 | 0.10 | 1.44907 | 1.44905 | 1.44857 | ||
40 | 2010.01.12 20:40 | s/l | 16 | 0.10 | 1.44905 | 1.44905 | 1.44857 | 0.20 | 10053.30 |
41 | 2010.01.12 20:42 | sell | 17 | 0.10 | 1.44908 | 0.00000 | 1.44858 | ||
42 | 2010.01.12 21:20 | t/p | 17 | 0.10 | 1.44858 | 0.00000 | 1.44858 | 5.00 | 10058.30 |
43 | 2010.01.12 21:20 | sell | 18 | 0.10 | 1.44828 | 0.00000 | 1.44778 | ||
44 | 2010.01.13 00:45 | modify | 18 | 0.10 | 1.44828 | 1.44817 | 1.44778 | ||
45 | 2010.01.13 00:50 | t/p | 18 | 0.10 | 1.44778 | 1.44817 | 1.44778 | 4.91 | 10063.21 |
46 | 2010.01.13 07:20 | buy | 19 | 0.10 | 1.44957 | 0.00000 | 1.45007 | ||
47 | 2010.01.13 07:45 | t/p | 19 | 0.10 | 1.45007 | 0.00000 | 1.45007 | 5.00 | 10068.21 |
48 | 2010.01.13 07:45 | buy | 20 | 0.10 | 1.45014 | 0.00000 | 1.45064 | ||
49 | 2010.01.13 07:50 | modify | 20 | 0.10 | 1.45014 | 1.45015 | 1.45064 | ||
50 | 2010.01.13 07:57 | s/l | 20 | 0.10 | 1.45015 | 1.45015 | 1.45064 | 0.10 | 10068.31 |
51 | 2010.01.13 07:57 | buy | 21 | 0.10 | 1.45002 | 0.00000 | 1.45052 | ||
52 | 2010.01.13 08:02 | t/p | 21 | 0.10 | 1.45052 | 0.00000 | 1.45052 | 5.00 | 10073.31 |
53 | 2010.01.13 18:00 | sell | 22 | 0.10 | 1.44908 | 0.00000 | 1.44858 | ||
54 | 2010.01.13 19:20 | t/p | 22 | 0.10 | 1.44858 | 0.00000 | 1.44858 | 5.00 | 10078.31 |
55 | 2010.01.14 20:07 | buy | 23 | 0.10 | 1.45153 | 0.00000 | 1.45203 | ||
56 | 2010.01.15 22:57 | close at stop | 23 | 0.10 | 1.43843 | 0.00000 | 1.45203 | -131.05 | 9947.26 |