Strategy Tester Report
myMACD4ver2
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; OpenTimeStart=1530; OpenTimeEnd=1730; CloseTime=2300; mytime=-1; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -7930.30 | Gross profit | 490.10 | Gross loss | -8420.40 |
| Profit factor | 0.06 | Expected payoff | -660.86 | ||
| Absolute drawdown | 9602.30 | Maximal drawdown | 10140.40 (96.23%) | Relative drawdown | 96.23% (10140.40) |
| Total trades | 12 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
| Largest | profit trade | 50.10 | loss trade | -4223.20 | |
| Average | profit trade | 49.01 | loss trade | -4210.20 | |
| Maximum | consecutive wins (profit in money) | 10 (490.10) | consecutive losses (loss in money) | 2 (-8420.40) | |
| Maximal | consecutive profit (count of wins) | 490.10 (10) | consecutive loss (count of losses) | -8420.40 (2) | |
| Average | consecutive wins | 10 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.11 16:00 | sell | 1 | 1.00 | 1.61261 | 0.00000 | 1.61211 | ||
| 2 | 2010.01.11 16:02 | t/p | 1 | 1.00 | 1.61211 | 0.00000 | 1.61211 | 50.00 | 10050.00 |
| 3 | 2010.01.11 16:02 | sell | 2 | 1.00 | 1.61185 | 0.00000 | 1.61135 | ||
| 4 | 2010.01.11 16:05 | sell | 3 | 1.00 | 1.61205 | 0.00000 | 1.61155 | ||
| 5 | 2010.01.11 19:20 | t/p | 2 | 1.00 | 1.61135 | 0.00000 | 1.61135 | 50.00 | 10100.00 |
| 6 | 2010.01.11 19:20 | t/p | 3 | 1.00 | 1.61155 | 0.00000 | 1.61155 | 50.00 | 10150.00 |
| 7 | 2010.01.18 16:00 | sell | 4 | 1.00 | 1.63172 | 0.00000 | 1.63122 | ||
| 8 | 2010.01.18 16:02 | t/p | 4 | 1.00 | 1.63122 | 0.00000 | 1.63122 | 50.00 | 10200.00 |
| 9 | 2010.01.18 16:02 | sell | 5 | 1.00 | 1.63101 | 0.00000 | 1.63051 | ||
| 10 | 2010.01.18 16:05 | sell | 6 | 1.00 | 1.63123 | 0.00000 | 1.63073 | ||
| 11 | 2010.01.20 05:15 | t/p | 6 | 1.00 | 1.63073 | 0.00000 | 1.63073 | 45.00 | 10245.00 |
| 12 | 2010.01.20 05:20 | t/p | 5 | 1.00 | 1.63051 | 0.00000 | 1.63051 | 45.00 | 10290.00 |
| 13 | 2010.01.21 17:50 | buy | 7 | 1.00 | 1.62398 | 0.00000 | 1.62448 | ||
| 14 | 2010.01.22 08:26 | t/p | 7 | 1.00 | 1.62448 | 0.00000 | 1.62448 | 50.10 | 10340.10 |
| 15 | 2010.01.28 16:02 | sell | 8 | 1.00 | 1.62097 | 0.00000 | 1.62047 | ||
| 16 | 2010.01.28 16:05 | t/p | 8 | 1.00 | 1.62047 | 0.00000 | 1.62047 | 50.00 | 10390.10 |
| 17 | 2010.01.28 16:07 | sell | 9 | 1.00 | 1.62174 | 0.00000 | 1.62124 | ||
| 18 | 2010.01.28 16:10 | t/p | 9 | 1.00 | 1.62124 | 0.00000 | 1.62124 | 50.00 | 10440.10 |
| 19 | 2010.02.18 15:52 | buy | 10 | 1.00 | 1.56631 | 0.00000 | 1.56681 | ||
| 20 | 2010.02.18 15:55 | t/p | 10 | 1.00 | 1.56681 | 0.00000 | 1.56681 | 50.00 | 10490.10 |
| 21 | 2010.02.18 16:02 | buy | 11 | 1.00 | 1.56578 | 0.00000 | 1.56628 | ||
| 22 | 2010.02.18 16:05 | buy | 12 | 1.00 | 1.56552 | 0.00000 | 1.56602 | ||
| 23 | 2010.02.26 22:56 | close at stop | 12 | 1.00 | 1.52354 | 0.00000 | 1.56602 | -4197.20 | 6292.90 |
| 24 | 2010.02.26 22:56 | close at stop | 11 | 1.00 | 1.52354 | 0.00000 | 1.56628 | -4223.20 | 2069.70 |