Strategy Tester Report
MACD Sample_v2
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=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -664.54 | Gross profit | 164.88 | Gross loss | -829.42 |
Profit factor | 0.20 | Expected payoff | -15.82 | ||
Absolute drawdown | 748.14 | Maximal drawdown | 768.14 (7.67%) | Relative drawdown | 7.67% (768.14) |
Total trades | 42 | Short positions (won %) | 22 (95.45%) | Long positions (won %) | 20 (85.00%) |
Profit trades (% of total) | 38 (90.48%) | Loss trades (% of total) | 4 (9.52%) | ||
Largest | profit trade | 5.00 | loss trade | -330.12 | |
Average | profit trade | 4.34 | loss trade | -207.36 | |
Maximum | consecutive wins (profit in money) | 26 (108.96) | consecutive losses (loss in money) | 1 (-330.12) | |
Maximal | consecutive profit (count of wins) | 108.96 (26) | consecutive loss (count of losses) | -330.12 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 16:45 | sell | 1 | 0.10 | 1.61255 | 0.00000 | 1.61205 | ||
2 | 2010.01.04 16:50 | t/p | 1 | 0.10 | 1.61205 | 0.00000 | 1.61205 | 5.00 | 10005.00 |
3 | 2010.01.04 16:50 | sell | 2 | 0.10 | 1.61143 | 0.00000 | 1.61093 | ||
4 | 2010.01.04 17:15 | t/p | 2 | 0.10 | 1.61093 | 0.00000 | 1.61093 | 5.00 | 10010.00 |
5 | 2010.01.05 06:45 | buy | 3 | 0.10 | 1.61276 | 0.00000 | 1.61326 | ||
6 | 2010.01.05 06:50 | t/p | 3 | 0.10 | 1.61326 | 0.00000 | 1.61326 | 5.00 | 10015.00 |
7 | 2010.01.05 06:50 | buy | 4 | 0.10 | 1.61407 | 0.00000 | 1.61457 | ||
8 | 2010.01.05 07:45 | modify | 4 | 0.10 | 1.61407 | 1.61425 | 1.61457 | ||
9 | 2010.01.05 07:50 | t/p | 4 | 0.10 | 1.61457 | 1.61425 | 1.61457 | 5.00 | 10020.00 |
10 | 2010.01.08 17:00 | sell | 5 | 0.10 | 1.59612 | 0.00000 | 1.59562 | ||
11 | 2010.01.18 01:00 | close | 5 | 0.10 | 1.62894 | 0.00000 | 1.59562 | -330.12 | 9689.88 |
12 | 2010.01.18 01:02 | buy | 6 | 0.10 | 1.62928 | 0.00000 | 1.62978 | ||
13 | 2010.01.18 04:40 | t/p | 6 | 0.10 | 1.62978 | 0.00000 | 1.62978 | 5.00 | 9694.88 |
14 | 2010.01.18 16:07 | sell | 7 | 0.10 | 1.63080 | 0.00000 | 1.63030 | ||
15 | 2010.01.20 05:20 | t/p | 7 | 0.10 | 1.63030 | 0.00000 | 1.63030 | 4.52 | 9699.40 |
16 | 2010.01.21 07:45 | buy | 8 | 0.10 | 1.62901 | 0.00000 | 1.62951 | ||
17 | 2010.01.21 07:50 | t/p | 8 | 0.10 | 1.62951 | 0.00000 | 1.62951 | 5.00 | 9704.40 |
18 | 2010.01.21 07:50 | buy | 9 | 0.10 | 1.62969 | 0.00000 | 1.63019 | ||
19 | 2010.01.26 04:00 | close | 9 | 0.10 | 1.62381 | 0.00000 | 1.63019 | -58.80 | 9645.60 |
20 | 2010.01.27 19:20 | sell | 10 | 0.10 | 1.61598 | 0.00000 | 1.61548 | ||
21 | 2010.01.27 20:20 | t/p | 10 | 0.10 | 1.61548 | 0.00000 | 1.61548 | 5.00 | 9650.60 |
22 | 2010.01.27 20:20 | sell | 11 | 0.10 | 1.61475 | 0.00000 | 1.61425 | ||
23 | 2010.01.27 21:20 | t/p | 11 | 0.10 | 1.61425 | 0.00000 | 1.61425 | 5.00 | 9655.60 |
24 | 2010.01.28 07:07 | sell | 12 | 0.10 | 1.61750 | 0.00000 | 1.61700 | ||
25 | 2010.01.28 16:15 | t/p | 12 | 0.10 | 1.61700 | 0.00000 | 1.61700 | 5.00 | 9660.60 |
26 | 2010.01.28 16:15 | sell | 13 | 0.10 | 1.61636 | 0.00000 | 1.61586 | ||
27 | 2010.01.28 16:20 | t/p | 13 | 0.10 | 1.61586 | 0.00000 | 1.61586 | 5.00 | 9665.60 |
28 | 2010.01.28 16:20 | sell | 14 | 0.10 | 1.61329 | 0.00000 | 1.61279 | ||
29 | 2010.01.28 16:50 | t/p | 14 | 0.10 | 1.61279 | 0.00000 | 1.61279 | 5.00 | 9670.60 |
30 | 2010.01.28 16:50 | sell | 15 | 0.10 | 1.61214 | 0.00000 | 1.61164 | ||
31 | 2010.01.28 20:20 | t/p | 15 | 0.10 | 1.61164 | 0.00000 | 1.61164 | 5.00 | 9675.60 |
32 | 2010.02.02 12:50 | buy | 16 | 0.10 | 1.59495 | 0.00000 | 1.59545 | ||
33 | 2010.02.02 14:20 | modify | 16 | 0.10 | 1.59495 | 1.59501 | 1.59545 | ||
34 | 2010.02.02 14:22 | s/l | 16 | 0.10 | 1.59501 | 1.59501 | 1.59545 | 0.60 | 9676.20 |
35 | 2010.02.03 12:02 | sell | 17 | 0.10 | 1.59875 | 0.00000 | 1.59825 | ||
36 | 2010.02.03 12:50 | t/p | 17 | 0.10 | 1.59825 | 0.00000 | 1.59825 | 5.00 | 9681.20 |
37 | 2010.02.03 12:50 | sell | 18 | 0.10 | 1.59774 | 0.00000 | 1.59724 | ||
38 | 2010.02.03 13:15 | t/p | 18 | 0.10 | 1.59724 | 0.00000 | 1.59724 | 5.00 | 9686.20 |
39 | 2010.02.09 03:20 | buy | 19 | 0.10 | 1.56132 | 0.00000 | 1.56182 | ||
40 | 2010.02.09 05:50 | modify | 19 | 0.10 | 1.56132 | 1.56138 | 1.56182 | ||
41 | 2010.02.09 05:57 | s/l | 19 | 0.10 | 1.56138 | 1.56138 | 1.56182 | 0.60 | 9686.80 |
42 | 2010.02.09 13:45 | buy | 20 | 0.10 | 1.56279 | 0.00000 | 1.56329 | ||
43 | 2010.02.09 13:50 | t/p | 20 | 0.10 | 1.56329 | 0.00000 | 1.56329 | 5.00 | 9691.80 |
44 | 2010.02.09 13:50 | buy | 21 | 0.10 | 1.56416 | 0.00000 | 1.56466 | ||
45 | 2010.02.09 15:37 | modify | 21 | 0.10 | 1.56416 | 1.56419 | 1.56466 | ||
46 | 2010.02.09 15:40 | s/l | 21 | 0.10 | 1.56419 | 1.56419 | 1.56466 | 0.30 | 9692.10 |
47 | 2010.02.11 01:45 | buy | 22 | 0.10 | 1.56353 | 0.00000 | 1.56403 | ||
48 | 2010.02.11 01:50 | t/p | 22 | 0.10 | 1.56403 | 0.00000 | 1.56403 | 5.00 | 9697.10 |
49 | 2010.02.11 01:50 | buy | 23 | 0.10 | 1.56452 | 0.00000 | 1.56502 | ||
50 | 2010.02.11 05:03 | t/p | 23 | 0.10 | 1.56502 | 0.00000 | 1.56502 | 5.00 | 9702.10 |
51 | 2010.02.11 12:50 | buy | 24 | 0.10 | 1.56570 | 0.00000 | 1.56620 | ||
52 | 2010.02.11 17:50 | t/p | 24 | 0.10 | 1.56620 | 0.00000 | 1.56620 | 5.00 | 9707.10 |
53 | 2010.02.12 10:45 | sell | 25 | 0.10 | 1.56665 | 0.00000 | 1.56615 | ||
54 | 2010.02.12 10:50 | t/p | 25 | 0.10 | 1.56615 | 0.00000 | 1.56615 | 5.00 | 9712.10 |
55 | 2010.02.12 10:50 | sell | 26 | 0.10 | 1.56499 | 0.00000 | 1.56449 | ||
56 | 2010.02.12 11:15 | t/p | 26 | 0.10 | 1.56449 | 0.00000 | 1.56449 | 5.00 | 9717.10 |
57 | 2010.02.12 19:00 | buy | 27 | 0.10 | 1.56718 | 0.00000 | 1.56768 | ||
58 | 2010.02.12 19:07 | modify | 27 | 0.10 | 1.56718 | 1.56733 | 1.56768 | ||
59 | 2010.02.12 19:10 | s/l | 27 | 0.10 | 1.56733 | 1.56733 | 1.56768 | 1.50 | 9718.60 |
60 | 2010.02.12 19:10 | buy | 28 | 0.10 | 1.56697 | 0.00000 | 1.56747 | ||
61 | 2010.02.12 19:50 | modify | 28 | 0.10 | 1.56697 | 1.56709 | 1.56747 | ||
62 | 2010.02.12 19:52 | s/l | 28 | 0.10 | 1.56709 | 1.56709 | 1.56747 | 1.20 | 9719.80 |
63 | 2010.02.12 19:52 | buy | 29 | 0.10 | 1.56718 | 0.00000 | 1.56768 | ||
64 | 2010.02.12 20:10 | modify | 29 | 0.10 | 1.56718 | 1.56728 | 1.56768 | ||
65 | 2010.02.12 20:15 | t/p | 29 | 0.10 | 1.56768 | 1.56728 | 1.56768 | 5.00 | 9724.80 |
66 | 2010.02.15 05:13 | sell | 30 | 0.10 | 1.56626 | 0.00000 | 1.56576 | ||
67 | 2010.02.15 05:30 | t/p | 30 | 0.10 | 1.56576 | 0.00000 | 1.56576 | 5.00 | 9729.80 |
68 | 2010.02.15 05:30 | sell | 31 | 0.10 | 1.56552 | 0.00000 | 1.56502 | ||
69 | 2010.02.15 05:40 | t/p | 31 | 0.10 | 1.56502 | 0.00000 | 1.56502 | 5.00 | 9734.80 |
70 | 2010.02.15 05:40 | sell | 32 | 0.10 | 1.56481 | 0.00000 | 1.56431 | ||
71 | 2010.02.15 06:02 | t/p | 32 | 0.10 | 1.56431 | 0.00000 | 1.56431 | 5.00 | 9739.80 |
72 | 2010.02.15 16:45 | sell | 33 | 0.10 | 1.56551 | 0.00000 | 1.56501 | ||
73 | 2010.02.15 16:50 | t/p | 33 | 0.10 | 1.56501 | 0.00000 | 1.56501 | 5.00 | 9744.80 |
74 | 2010.02.15 16:50 | sell | 34 | 0.10 | 1.56484 | 0.00000 | 1.56434 | ||
75 | 2010.02.16 15:20 | t/p | 34 | 0.10 | 1.56434 | 0.00000 | 1.56434 | 4.76 | 9749.56 |
76 | 2010.02.18 15:45 | buy | 35 | 0.10 | 1.56565 | 0.00000 | 1.56615 | ||
77 | 2010.02.18 15:50 | t/p | 35 | 0.10 | 1.56615 | 0.00000 | 1.56615 | 5.00 | 9754.56 |
78 | 2010.02.18 15:50 | buy | 36 | 0.10 | 1.56768 | 0.00000 | 1.56818 | ||
79 | 2010.02.23 00:20 | close | 36 | 0.10 | 1.54750 | 0.00000 | 1.56818 | -201.80 | 9552.76 |
80 | 2010.02.23 10:40 | sell | 37 | 0.10 | 1.54556 | 0.00000 | 1.54506 | ||
81 | 2010.02.23 10:45 | t/p | 37 | 0.10 | 1.54506 | 0.00000 | 1.54506 | 5.00 | 9557.76 |
82 | 2010.02.23 10:45 | sell | 38 | 0.10 | 1.54457 | 0.00000 | 1.54407 | ||
83 | 2010.02.23 10:50 | t/p | 38 | 0.10 | 1.54407 | 0.00000 | 1.54407 | 5.00 | 9562.76 |
84 | 2010.02.23 10:50 | sell | 39 | 0.10 | 1.54324 | 0.00000 | 1.54274 | ||
85 | 2010.02.23 11:10 | modify | 39 | 0.10 | 1.54324 | 1.54310 | 1.54274 | ||
86 | 2010.02.23 11:12 | s/l | 39 | 0.10 | 1.54310 | 1.54310 | 1.54274 | 1.40 | 9564.16 |
87 | 2010.02.24 16:02 | buy | 40 | 0.10 | 1.54499 | 0.00000 | 1.54549 | ||
88 | 2010.02.24 16:45 | t/p | 40 | 0.10 | 1.54549 | 0.00000 | 1.54549 | 5.00 | 9569.16 |
89 | 2010.02.24 16:45 | buy | 41 | 0.10 | 1.54573 | 0.00000 | 1.54623 | ||
90 | 2010.02.24 16:50 | t/p | 41 | 0.10 | 1.54623 | 0.00000 | 1.54623 | 5.00 | 9574.16 |
91 | 2010.02.24 16:50 | buy | 42 | 0.10 | 1.54741 | 0.00000 | 1.54791 | ||
92 | 2010.02.26 22:56 | close at stop | 42 | 0.10 | 1.52354 | 0.00000 | 1.54791 | -238.70 | 9335.46 |