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Strategy Tester Report

Download MACD Sample_v1

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01)
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	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7

Initial deposit	10000.00
Total net profit	194.77	Gross profit	194.77	Gross loss	0.00
Profit factor		Expected payoff	4.43
Absolute drawdown	28.60	Maximal drawdown	127.43 (1.25%)	Relative drawdown	1.25% (127.43)

Total trades	44	Short positions (won %)	20 (100.00%)	Long positions (won %)	24 (100.00%)
		Profit trades (% of total)	44 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	5.00	loss trade	0.00
Average		profit trade	4.43	loss trade	0.00
Maximum		consecutive wins (profit in money)	44 (194.77)	consecutive losses (loss in money)	0 (0.00)
Maximal		consecutive profit (count of wins)	194.77 (44)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	44	consecutive losses	0

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.06 04:33	sell	1	0.10	1.44031	0.00000	1.43981
2	2009.08.06 04:40	t/p	1	0.10	1.43981	0.00000	1.43981	5.00	10005.00
3	2009.08.06 04:40	sell	2	0.10	1.43956	0.00000	1.43906
4	2009.08.06 04:46	t/p	2	0.10	1.43906	0.00000	1.43906	5.00	10010.00
5	2009.08.06 04:46	sell	3	0.10	1.43856	0.00000	1.43806
6	2009.08.06 12:20	t/p	3	0.10	1.43806	0.00000	1.43806	5.00	10015.00
7	2009.08.12 12:16	buy	4	0.10	1.41653	0.00000	1.41703
8	2009.08.12 12:50	t/p	4	0.10	1.41703	0.00000	1.41703	5.00	10020.00
9	2009.08.12 12:50	buy	5	0.10	1.41732	0.00000	1.41782
10	2009.08.12 14:20	t/p	5	0.10	1.41782	0.00000	1.41782	5.00	10025.00
11	2009.08.18 17:15	buy	6	0.10	1.41229	0.00000	1.41279
12	2009.08.18 17:20	modify	6	0.10	1.41229	1.41237	1.41279
13	2009.08.18 17:22	s/l	6	0.10	1.41237	1.41237	1.41279	0.80	10025.80
14	2009.08.18 17:22	buy	7	0.10	1.41249	0.00000	1.41299
15	2009.08.18 17:40	modify	7	0.10	1.41249	1.41255	1.41299
16	2009.08.18 17:45	t/p	7	0.10	1.41299	1.41255	1.41299	5.00	10030.80
17	2009.08.18 17:45	buy	8	0.10	1.41349	0.00000	1.41399
18	2009.08.18 18:02	modify	8	0.10	1.41349	1.41354	1.41399
19	2009.08.18 18:07	t/p	8	0.10	1.41399	1.41354	1.41399	5.00	10035.80
20	2009.08.19 07:20	sell	9	0.10	1.41256	0.00000	1.41206
21	2009.08.19 07:45	t/p	9	0.10	1.41206	0.00000	1.41206	5.00	10040.80
22	2009.08.19 07:45	sell	10	0.10	1.41154	0.00000	1.41104
23	2009.08.19 07:50	t/p	10	0.10	1.41104	0.00000	1.41104	5.00	10045.80
24	2009.08.19 07:50	sell	11	0.10	1.41075	0.00000	1.41025
25	2009.08.19 08:20	t/p	11	0.10	1.41025	0.00000	1.41025	5.00	10050.80
26	2009.08.19 15:55	buy	12	0.10	1.41497	0.00000	1.41547
27	2009.08.19 16:05	t/p	12	0.10	1.41547	0.00000	1.41547	5.00	10055.80
28	2009.08.25 07:00	buy	13	0.10	1.43044	0.00000	1.43094
29	2009.08.25 13:10	modify	13	0.10	1.43044	1.43046	1.43094
30	2009.08.25 13:12	s/l	13	0.10	1.43046	1.43046	1.43094	0.20	10056.00
31	2009.08.25 13:12	buy	14	0.10	1.43056	0.00000	1.43106
32	2009.08.25 13:15	t/p	14	0.10	1.43106	0.00000	1.43106	5.00	10061.00
33	2009.08.25 13:15	buy	15	0.10	1.43230	0.00000	1.43280
34	2009.08.25 13:20	t/p	15	0.10	1.43280	0.00000	1.43280	5.00	10066.00
35	2009.08.25 13:20	buy	16	0.10	1.43361	0.00000	1.43411
36	2009.08.25 14:45	modify	16	0.10	1.43361	1.43370	1.43411
37	2009.08.25 14:50	t/p	16	0.10	1.43411	1.43370	1.43411	5.00	10071.00
38	2009.08.25 21:02	sell	17	0.10	1.43071	0.00000	1.43021
39	2009.08.25 22:40	modify	17	0.10	1.43071	1.43059	1.43021
40	2009.08.25 22:45	t/p	17	0.10	1.43021	1.43059	1.43021	5.00	10076.00
41	2009.08.25 22:45	sell	18	0.10	1.42967	0.00000	1.42917
42	2009.08.26 01:15	modify	18	0.10	1.42967	1.42963	1.42917
43	2009.08.26 01:20	t/p	18	0.10	1.42917	1.42963	1.42917	4.83	10080.83
44	2009.08.26 07:45	buy	19	0.10	1.43168	0.00000	1.43218
45	2009.08.26 08:07	modify	19	0.10	1.43168	1.43172	1.43218
46	2009.08.26 08:10	s/l	19	0.10	1.43172	1.43172	1.43218	0.40	10081.23
47	2009.08.26 13:12	sell	20	0.10	1.42922	0.00000	1.42872
48	2009.08.26 13:15	t/p	20	0.10	1.42872	0.00000	1.42872	5.00	10086.23
49	2009.09.01 11:32	sell	21	0.10	1.43259	0.00000	1.43209
50	2009.09.01 12:15	t/p	21	0.10	1.43209	0.00000	1.43209	5.00	10091.23
51	2009.09.01 12:15	sell	22	0.10	1.43178	0.00000	1.43128
52	2009.09.01 12:20	t/p	22	0.10	1.43128	0.00000	1.43128	5.00	10096.23
53	2009.09.01 12:20	sell	23	0.10	1.43070	0.00000	1.43020
54	2009.09.01 12:40	t/p	23	0.10	1.43020	0.00000	1.43020	5.00	10101.23
55	2009.09.01 12:40	sell	24	0.10	1.42975	0.00000	1.42925
56	2009.09.01 12:46	t/p	24	0.10	1.42925	0.00000	1.42925	5.00	10106.23
57	2009.09.01 12:46	sell	25	0.10	1.42870	0.00000	1.42820
58	2009.09.01 17:15	t/p	25	0.10	1.42820	0.00000	1.42820	5.00	10111.23
59	2009.09.03 15:20	sell	26	0.10	1.42747	0.00000	1.42697
60	2009.09.03 16:15	t/p	26	0.10	1.42697	0.00000	1.42697	5.00	10116.23
61	2009.09.03 16:15	sell	27	0.10	1.42585	0.00000	1.42535
62	2009.09.03 16:20	t/p	27	0.10	1.42535	0.00000	1.42535	5.00	10121.23
63	2009.09.03 16:20	sell	28	0.10	1.42437	0.00000	1.42387
64	2009.09.03 20:32	modify	28	0.10	1.42437	1.42424	1.42387
65	2009.09.03 20:37	t/p	28	0.10	1.42387	1.42424	1.42387	5.00	10126.23
66	2009.09.04 07:40	buy	29	0.10	1.42637	0.00000	1.42687
67	2009.09.04 07:50	modify	29	0.10	1.42637	1.42656	1.42687
68	2009.09.04 07:57	s/l	29	0.10	1.42656	1.42656	1.42687	1.90	10128.13
69	2009.09.04 07:57	buy	30	0.10	1.42661	0.00000	1.42711
70	2009.09.04 08:35	modify	30	0.10	1.42661	1.42666	1.42711
71	2009.09.04 08:37	s/l	30	0.10	1.42666	1.42666	1.42711	0.50	10128.63
72	2009.09.04 18:00	buy	31	0.10	1.42791	0.00000	1.42841
73	2009.09.04 18:05	t/p	31	0.10	1.42841	0.00000	1.42841	5.00	10133.63
74	2009.09.04 18:05	buy	32	0.10	1.42865	0.00000	1.42915
75	2009.09.04 18:10	t/p	32	0.10	1.42915	0.00000	1.42915	5.00	10138.63
76	2009.09.04 18:10	buy	33	0.10	1.43007	0.00000	1.43057
77	2009.09.04 18:15	t/p	33	0.10	1.43057	0.00000	1.43057	5.00	10143.63
78	2009.09.04 18:17	buy	34	0.10	1.43101	0.00000	1.43151
79	2009.09.04 18:20	t/p	34	0.10	1.43151	0.00000	1.43151	5.00	10148.63
80	2009.09.04 18:27	buy	35	0.10	1.43101	0.00000	1.43151
81	2009.09.04 19:15	t/p	35	0.10	1.43151	0.00000	1.43151	5.00	10153.63
82	2009.09.11 10:16	sell	36	0.10	1.45800	0.00000	1.45750
83	2009.09.11 16:15	modify	36	0.10	1.45800	1.45788	1.45750
84	2009.09.11 16:17	s/l	36	0.10	1.45788	1.45788	1.45750	1.20	10154.83
85	2009.09.14 10:02	buy	37	0.10	1.45738	0.00000	1.45788
86	2009.09.14 15:15	t/p	37	0.10	1.45788	0.00000	1.45788	5.00	10159.83
87	2009.09.18 15:10	buy	38	0.10	1.47213	0.00000	1.47263
88	2009.09.18 15:15	t/p	38	0.10	1.47263	0.00000	1.47263	5.00	10164.83
89	2009.09.18 15:15	buy	39	0.10	1.47297	0.00000	1.47347
90	2009.09.18 15:20	t/p	39	0.10	1.47347	0.00000	1.47347	5.00	10169.83
91	2009.09.18 15:20	buy	40	0.10	1.47381	0.00000	1.47431
92	2009.09.22 08:50	t/p	40	0.10	1.47431	0.00000	1.47431	4.94	10174.77
93	2009.09.24 08:45	buy	41	0.10	1.47572	0.00000	1.47622
94	2009.09.24 08:50	t/p	41	0.10	1.47622	0.00000	1.47622	5.00	10179.77
95	2009.09.24 08:50	buy	42	0.10	1.47662	0.00000	1.47712
96	2009.09.24 11:15	t/p	42	0.10	1.47712	0.00000	1.47712	5.00	10184.77
97	2009.09.30 15:00	sell	43	0.10	1.46034	0.00000	1.45984
98	2009.09.30 15:02	modify	43	0.10	1.46034	1.46015	1.45984
99	2009.09.30 15:07	t/p	43	0.10	1.45984	1.46015	1.45984	5.00	10189.77
100	2009.09.30 15:07	sell	44	0.10	1.45933	0.00000	1.45883
101	2009.09.30 16:02	t/p	44	0.10	1.45883	0.00000	1.45883	5.00	10194.77