Strategy Tester Report
MACD Sample_v3
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
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 | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -117.32 | Gross profit | 33.10 | Gross loss | -150.42 |
Profit factor | 0.22 | Expected payoff | -14.66 | ||
Absolute drawdown | 217.52 | Maximal drawdown | 250.62 (2.50%) | Relative drawdown | 2.50% (250.62) |
Total trades | 8 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
Largest | profit trade | 4.75 | loss trade | -150.42 | |
Average | profit trade | 4.73 | loss trade | -150.42 | |
Maximum | consecutive wins (profit in money) | 7 (33.10) | consecutive losses (loss in money) | 1 (-150.42) | |
Maximal | consecutive profit (count of wins) | 33.10 (7) | consecutive loss (count of losses) | -150.42 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 04:02 | sell | 1 | 0.10 | 1.05403 | 0.00000 | 1.05353 | ||
2 | 2009.12.07 16:35 | t/p | 1 | 0.10 | 1.05353 | 0.00000 | 1.05353 | 4.75 | 10004.75 |
3 | 2009.12.11 15:00 | buy | 2 | 0.10 | 1.05114 | 0.00000 | 1.05164 | ||
4 | 2009.12.11 15:15 | t/p | 2 | 0.10 | 1.05164 | 0.00000 | 1.05164 | 4.75 | 10009.50 |
5 | 2009.12.11 15:15 | buy | 3 | 0.10 | 1.05298 | 0.00000 | 1.05348 | ||
6 | 2009.12.11 15:32 | t/p | 3 | 0.10 | 1.05348 | 0.00000 | 1.05348 | 4.74 | 10014.24 |
7 | 2009.12.11 15:32 | buy | 4 | 0.10 | 1.05455 | 0.00000 | 1.05505 | ||
8 | 2009.12.11 16:15 | t/p | 4 | 0.10 | 1.05505 | 0.00000 | 1.05505 | 4.74 | 10018.98 |
9 | 2009.12.15 09:15 | buy | 5 | 0.10 | 1.06175 | 0.00000 | 1.06225 | ||
10 | 2009.12.15 09:50 | t/p | 5 | 0.10 | 1.06225 | 0.00000 | 1.06225 | 4.71 | 10023.69 |
11 | 2009.12.15 09:50 | buy | 6 | 0.10 | 1.06331 | 0.00000 | 1.06381 | ||
12 | 2009.12.15 12:15 | t/p | 6 | 0.10 | 1.06381 | 0.00000 | 1.06381 | 4.70 | 10028.39 |
13 | 2009.12.22 16:40 | buy | 7 | 0.10 | 1.06094 | 0.00000 | 1.06144 | ||
14 | 2009.12.22 16:50 | t/p | 7 | 0.10 | 1.06144 | 0.00000 | 1.06144 | 4.71 | 10033.10 |
15 | 2009.12.22 16:50 | buy | 8 | 0.10 | 1.06245 | 0.00000 | 1.06295 | ||
16 | 2009.12.30 11:10 | close | 8 | 0.10 | 1.04676 | 0.00000 | 1.06295 | -150.42 | 9882.68 |