Report Result : GridMACD-TS1m - Desynced Forex Repository

Strategy Tester Report

Download GridMACD-TS1m

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		EAName=""GridMACD""; magic=1012; initialGridInterval=20; subsequentGridInterval=15; maxOrders=25; maxProfit=250; lots=0.1; slippage=3; minOppOrders=3; maxOppOrders=10; shutdownGrid=false; traling=30;

Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7

Initial deposit	10000.00
Total net profit	153.70	Gross profit	1046.20	Gross loss	-892.50
Profit factor	1.17	Expected payoff	3.34
Absolute drawdown	183.50	Maximal drawdown	258.30 (2.56%)	Relative drawdown	2.56% (258.30)

Total trades	46	Short positions (won %)	28 (82.14%)	Long positions (won %)	18 (50.00%)
		Profit trades (% of total)	32 (69.57%)	Loss trades (% of total)	14 (30.43%)
Largest		profit trade	65.90	loss trade	-100.70
Average		profit trade	32.69	loss trade	-63.75
Maximum		consecutive wins (profit in money)	10 (395.60)	consecutive losses (loss in money)	5 (-467.50)
Maximal		consecutive profit (count of wins)	395.60 (10)	consecutive loss (count of losses)	-467.50 (5)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.05 11:00	buy stop	1	0.10	1.43929	0.00000	0.00000
2	2009.08.05 11:00	sell stop	2	0.10	1.43885	0.00000	0.00000
3	2009.08.05 11:02	sell	2	0.10	1.43885	0.00000	0.00000
4	2009.08.05 11:10	sell stop	3	0.10	1.43825	0.00000	0.00000
5	2009.08.05 11:15	buy	1	0.10	1.43929	0.00000	0.00000
6	2009.08.05 11:27	buy stop	4	0.10	1.44019	0.00000	0.00000
7	2009.08.05 13:03	buy	4	0.10	1.44019	0.00000	0.00000
8	2009.08.05 13:32	delete	3	0.10	1.43825	0.00000	0.00000
9	2009.08.05 13:32	close	4	0.10	1.44352	0.00000	0.00000	33.30	10033.30
10	2009.08.05 13:32	close	2	0.10	1.44356	0.00000	0.00000	-47.10	9986.20
11	2009.08.05 13:32	close	1	0.10	1.44352	0.00000	0.00000	42.30	10028.50
12	2009.08.12 14:00	buy stop	5	0.10	1.41456	0.00000	0.00000
13	2009.08.12 14:00	sell stop	6	0.10	1.41412	0.00000	0.00000
14	2009.08.12 14:05	buy	5	0.10	1.41456	0.00000	0.00000
15	2009.08.12 14:07	sell	6	0.10	1.41412	0.00000	0.00000
16	2009.08.12 14:07	buy stop	7	0.10	1.41486	0.00000	0.00000
17	2009.08.12 14:10	buy	7	0.10	1.41486	0.00000	0.00000
18	2009.08.12 14:10	sell stop	8	0.10	1.41382	0.00000	0.00000
19	2009.08.12 14:20	delete	8	0.10	1.41382	0.00000	0.00000
20	2009.08.12 14:20	close	7	0.10	1.41787	0.00000	0.00000	30.10	10058.60
21	2009.08.12 14:20	close	6	0.10	1.41791	0.00000	0.00000	-37.90	10020.70
22	2009.08.12 14:20	close	5	0.10	1.41787	0.00000	0.00000	33.10	10053.80
23	2009.08.12 14:22	buy stop	9	0.10	1.41737	0.00000	0.00000
24	2009.08.12 14:22	sell stop	10	0.10	1.41693	0.00000	0.00000
25	2009.08.12 14:25	buy	9	0.10	1.41737	0.00000	0.00000
26	2009.08.12 14:27	sell	10	0.10	1.41693	0.00000	0.00000
27	2009.08.12 14:27	buy stop	11	0.10	1.41767	0.00000	0.00000
28	2009.08.12 14:32	sell stop	12	0.10	1.41633	0.00000	0.00000
29	2009.08.12 14:40	sell	12	0.10	1.41633	0.00000	0.00000
30	2009.08.12 14:42	sell stop	13	0.10	1.41603	0.00000	0.00000
31	2009.08.12 14:45	sell	13	0.10	1.41603	0.00000	0.00000
32	2009.08.12 14:57	sell stop	14	0.10	1.41513	0.00000	0.00000
33	2009.08.12 15:33	buy	11	0.10	1.41767	0.00000	0.00000
34	2009.08.12 15:36	buy stop	15	0.10	1.41797	0.00000	0.00000
35	2009.08.12 15:40	buy	15	0.10	1.41797	0.00000	0.00000
36	2009.08.12 15:56	buy stop	16	0.10	1.41887	0.00000	0.00000
37	2009.08.12 15:59	buy	16	0.10	1.41887	0.00000	0.00000
38	2009.08.12 16:02	buy stop	17	0.10	1.41932	0.00000	0.00000
39	2009.08.12 16:10	buy	17	0.10	1.41932	0.00000	0.00000
40	2009.08.12 16:20	delete	14	0.10	1.41513	0.00000	0.00000
41	2009.08.12 16:20	close	17	0.10	1.42117	0.00000	0.00000	18.50	10072.30
42	2009.08.12 16:20	close	16	0.10	1.42117	0.00000	0.00000	23.00	10095.30
43	2009.08.12 16:20	close	15	0.10	1.42117	0.00000	0.00000	32.00	10127.30
44	2009.08.12 16:20	close	13	0.10	1.42121	0.00000	0.00000	-51.80	10075.50
45	2009.08.12 16:20	close	12	0.10	1.42121	0.00000	0.00000	-48.80	10026.70
46	2009.08.12 16:20	close	11	0.10	1.42117	0.00000	0.00000	35.00	10061.70
47	2009.08.12 16:20	close	10	0.10	1.42121	0.00000	0.00000	-42.80	10018.90
48	2009.08.12 16:20	close	9	0.10	1.42117	0.00000	0.00000	38.00	10056.90
49	2009.08.14 02:00	buy stop	18	0.10	1.42760	0.00000	0.00000
50	2009.08.14 02:00	sell stop	19	0.10	1.42716	0.00000	0.00000
51	2009.08.14 02:02	sell	19	0.10	1.42716	0.00000	0.00000
52	2009.08.14 02:05	sell stop	20	0.10	1.42686	0.00000	0.00000
53	2009.08.14 02:07	sell	20	0.10	1.42686	0.00000	0.00000
54	2009.08.14 02:10	buy	18	0.10	1.42760	0.00000	0.00000
55	2009.08.14 02:10	sell stop	21	0.10	1.42656	0.00000	0.00000
56	2009.08.14 02:27	buy stop	22	0.10	1.42880	0.00000	0.00000
57	2009.08.14 02:27	buy	22	0.10	1.42880	0.00000	0.00000
58	2009.08.14 02:40	buy stop	23	0.10	1.42970	0.00000	0.00000
59	2009.08.14 03:03	buy	23	0.10	1.42970	0.00000	0.00000
60	2009.08.14 03:06	buy stop	24	0.10	1.43000	0.00000	0.00000
61	2009.08.14 03:10	buy	24	0.10	1.43000	0.00000	0.00000
62	2009.08.14 03:13	buy stop	25	0.10	1.43030	0.00000	0.00000
63	2009.08.14 03:16	buy	25	0.10	1.43030	0.00000	0.00000
64	2009.08.14 03:20	buy stop	26	0.10	1.43060	0.00000	0.00000
65	2009.08.14 05:15	sell	21	0.10	1.42656	0.00000	0.00000
66	2009.08.14 05:17	sell stop	27	0.10	1.42626	0.00000	0.00000
67	2009.08.14 05:20	sell	27	0.10	1.42626	0.00000	0.00000
68	2009.08.14 05:22	sell stop	28	0.10	1.42596	0.00000	0.00000
69	2009.08.14 05:32	sell	28	0.10	1.42596	0.00000	0.00000
70	2009.08.14 05:35	sell stop	29	0.10	1.42566	0.00000	0.00000
71	2009.08.14 07:15	sell	29	0.10	1.42566	0.00000	0.00000
72	2009.08.14 07:17	sell stop	30	0.10	1.42536	0.00000	0.00000
73	2009.08.14 07:20	sell	30	0.10	1.42536	0.00000	0.00000
74	2009.08.14 07:22	sell stop	31	0.10	1.42506	0.00000	0.00000
75	2009.08.14 13:50	buy	26	0.10	1.43060	0.00000	0.00000
76	2009.08.14 13:52	buy stop	32	0.10	1.43090	0.00000	0.00000
77	2009.08.14 15:50	sell	31	0.10	1.42506	0.00000	0.00000
78	2009.08.14 15:57	sell stop	33	0.10	1.42446	0.00000	0.00000
79	2009.08.14 16:03	sell	33	0.10	1.42446	0.00000	0.00000
80	2009.08.14 16:26	sell stop	34	0.10	1.42311	0.00000	0.00000
81	2009.08.14 16:45	sell	34	0.10	1.42311	0.00000	0.00000
82	2009.08.14 16:47	sell stop	35	0.10	1.42281	0.00000	0.00000
83	2009.08.14 16:50	sell	35	0.10	1.42281	0.00000	0.00000
84	2009.08.14 16:57	sell stop	36	0.10	1.42221	0.00000	0.00000
85	2009.08.14 17:26	sell	36	0.10	1.42221	0.00000	0.00000
86	2009.08.14 17:32	delete	32	0.10	1.43090	0.00000	0.00000
87	2009.08.14 17:32	close	36	0.10	1.42057	0.00000	0.00000	16.40	10073.30
88	2009.08.14 17:32	close	35	0.10	1.42057	0.00000	0.00000	22.40	10095.70
89	2009.08.14 17:32	close	34	0.10	1.42057	0.00000	0.00000	25.40	10121.10
90	2009.08.14 17:32	close	33	0.10	1.42057	0.00000	0.00000	38.90	10160.00
91	2009.08.14 17:32	close	31	0.10	1.42057	0.00000	0.00000	44.90	10204.90
92	2009.08.14 17:32	close	30	0.10	1.42057	0.00000	0.00000	47.90	10252.80
93	2009.08.14 17:32	close	29	0.10	1.42057	0.00000	0.00000	50.90	10303.70
94	2009.08.14 17:32	close	28	0.10	1.42057	0.00000	0.00000	53.90	10357.60
95	2009.08.14 17:32	close	27	0.10	1.42057	0.00000	0.00000	56.90	10414.50
96	2009.08.14 17:32	close	26	0.10	1.42053	0.00000	0.00000	-100.70	10313.80
97	2009.08.14 17:32	close	25	0.10	1.42053	0.00000	0.00000	-97.70	10216.10
98	2009.08.14 17:32	close	24	0.10	1.42053	0.00000	0.00000	-94.70	10121.40
99	2009.08.14 17:32	close	23	0.10	1.42053	0.00000	0.00000	-91.70	10029.70
100	2009.08.14 17:32	close	22	0.10	1.42053	0.00000	0.00000	-82.70	9947.00
101	2009.08.14 17:32	close	21	0.10	1.42057	0.00000	0.00000	59.90	10006.90
102	2009.08.14 17:32	close	20	0.10	1.42057	0.00000	0.00000	62.90	10069.80
103	2009.08.14 17:32	close	19	0.10	1.42057	0.00000	0.00000	65.90	10135.70
104	2009.08.14 17:32	close	18	0.10	1.42053	0.00000	0.00000	-70.70	10065.00
105	2009.08.17 03:00	buy stop	37	0.10	1.41561	0.00000	0.00000
106	2009.08.17 03:00	sell stop	38	0.10	1.41517	0.00000	0.00000
107	2009.08.17 03:02	buy	37	0.10	1.41561	0.00000	0.00000
108	2009.08.17 03:05	buy stop	39	0.10	1.41591	0.00000	0.00000
109	2009.08.17 03:15	sell	38	0.10	1.41517	0.00000	0.00000
110	2009.08.17 03:27	sell stop	40	0.10	1.41427	0.00000	0.00000
111	2009.08.17 03:40	sell	40	0.10	1.41427	0.00000	0.00000
112	2009.08.17 03:43	sell stop	41	0.10	1.41397	0.00000	0.00000
113	2009.08.17 04:02	buy	39	0.10	1.41591	0.00000	0.00000
114	2009.08.17 04:10	buy stop	42	0.10	1.41651	0.00000	0.00000
115	2009.08.17 07:20	sell	41	0.10	1.41397	0.00000	0.00000
116	2009.08.17 07:27	sell stop	43	0.10	1.41337	0.00000	0.00000
117	2009.08.17 07:32	sell	43	0.10	1.41337	0.00000	0.00000
118	2009.08.17 07:35	sell stop	44	0.10	1.41307	0.00000	0.00000
119	2009.08.17 07:37	sell	44	0.10	1.41307	0.00000	0.00000
120	2009.08.17 07:40	sell stop	45	0.10	1.41277	0.00000	0.00000
121	2009.08.17 08:20	sell	45	0.10	1.41277	0.00000	0.00000
122	2009.08.17 08:22	sell stop	46	0.10	1.41247	0.00000	0.00000
123	2009.08.17 09:20	sell	46	0.10	1.41247	0.00000	0.00000
124	2009.08.17 09:20	delete	42	0.10	1.41651	0.00000	0.00000
125	2009.08.17 09:20	close	46	0.10	1.41153	0.00000	0.00000	9.40	10074.40
126	2009.08.17 09:20	close	45	0.10	1.41153	0.00000	0.00000	12.40	10086.80
127	2009.08.17 09:20	close	44	0.10	1.41153	0.00000	0.00000	15.40	10102.20
128	2009.08.17 09:20	close	43	0.10	1.41153	0.00000	0.00000	18.40	10120.60
129	2009.08.17 09:20	close	41	0.10	1.41153	0.00000	0.00000	24.40	10145.00
130	2009.08.17 09:20	close	40	0.10	1.41153	0.00000	0.00000	27.40	10172.40
131	2009.08.17 09:20	close	39	0.10	1.41149	0.00000	0.00000	-44.20	10128.20
132	2009.08.17 09:20	close	38	0.10	1.41153	0.00000	0.00000	36.40	10164.60
133	2009.08.17 09:20	close	37	0.10	1.41149	0.00000	0.00000	-41.20	10123.40
134	2009.08.26 10:00	buy stop	47	0.10	1.43388	0.00000	0.00000
135	2009.08.26 10:00	sell stop	48	0.10	1.43344	0.00000	0.00000
136	2009.08.26 10:02	buy	47	0.10	1.43388	0.00000	0.00000
137	2009.08.26 10:10	buy stop	49	0.10	1.43448	0.00000	0.00000
138	2009.08.26 10:15	sell	48	0.10	1.43344	0.00000	0.00000
139	2009.08.26 10:45	sell stop	50	0.10	1.43134	0.00000	0.00000
140	2009.08.26 11:20	sell	50	0.10	1.43134	0.00000	0.00000
141	2009.08.26 11:22	sell stop	51	0.10	1.43104	0.00000	0.00000
142	2009.08.26 12:15	sell	51	0.10	1.43104	0.00000	0.00000
143	2009.08.26 12:17	sell stop	52	0.10	1.43074	0.00000	0.00000
144	2009.08.26 12:20	sell	52	0.10	1.43074	0.00000	0.00000
145	2009.08.26 12:20	delete	49	0.10	1.43448	0.00000	0.00000
146	2009.08.26 12:20	close	52	0.10	1.42987	0.00000	0.00000	8.70	10132.10
147	2009.08.26 12:20	close	51	0.10	1.42987	0.00000	0.00000	11.70	10143.80
148	2009.08.26 12:20	close	50	0.10	1.42987	0.00000	0.00000	14.70	10158.50
149	2009.08.26 12:20	close	48	0.10	1.42987	0.00000	0.00000	35.70	10194.20
150	2009.08.26 12:20	close	47	0.10	1.42983	0.00000	0.00000	-40.50	10153.70