Strategy Tester Report
MACD Sample_v3
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 | -161.20 | Gross profit | 77.90 | Gross loss | -239.10 |
Profit factor | 0.33 | Expected payoff | -8.48 | ||
Absolute drawdown | 244.80 | Maximal drawdown | 322.70 (3.20%) | Relative drawdown | 3.20% (322.70) |
Total trades | 19 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 10 (90.00%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 5.00 | loss trade | -239.10 | |
Average | profit trade | 4.33 | loss trade | -239.10 | |
Maximum | consecutive wins (profit in money) | 18 (77.90) | consecutive losses (loss in money) | 1 (-239.10) | |
Maximal | consecutive profit (count of wins) | 77.90 (18) | consecutive loss (count of losses) | -239.10 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.28 16:00 | sell | 1 | 0.10 | 1.62080 | 0.00000 | 1.62030 | ||
2 | 2010.01.28 16:05 | modify | 1 | 0.10 | 1.62080 | 1.62070 | 1.62030 | ||
3 | 2010.01.28 16:07 | s/l | 1 | 0.10 | 1.62070 | 1.62070 | 1.62030 | 1.00 | 10001.00 |
4 | 2010.01.28 16:07 | sell | 2 | 0.10 | 1.62174 | 0.00000 | 1.62124 | ||
5 | 2010.01.28 16:10 | t/p | 2 | 0.10 | 1.62124 | 0.00000 | 1.62124 | 5.00 | 10006.00 |
6 | 2010.01.28 16:10 | sell | 3 | 0.10 | 1.61867 | 0.00000 | 1.61817 | ||
7 | 2010.01.28 16:15 | t/p | 3 | 0.10 | 1.61817 | 0.00000 | 1.61817 | 5.00 | 10011.00 |
8 | 2010.01.28 16:15 | sell | 4 | 0.10 | 1.61636 | 0.00000 | 1.61586 | ||
9 | 2010.01.28 16:20 | t/p | 4 | 0.10 | 1.61586 | 0.00000 | 1.61586 | 5.00 | 10016.00 |
10 | 2010.01.28 16:20 | sell | 5 | 0.10 | 1.61329 | 0.00000 | 1.61279 | ||
11 | 2010.01.28 16:50 | t/p | 5 | 0.10 | 1.61279 | 0.00000 | 1.61279 | 5.00 | 10021.00 |
12 | 2010.01.28 16:50 | sell | 6 | 0.10 | 1.61214 | 0.00000 | 1.61164 | ||
13 | 2010.01.28 20:20 | t/p | 6 | 0.10 | 1.61164 | 0.00000 | 1.61164 | 5.00 | 10026.00 |
14 | 2010.02.02 13:00 | buy | 7 | 0.10 | 1.59406 | 0.00000 | 1.59456 | ||
15 | 2010.02.02 13:15 | modify | 7 | 0.10 | 1.59406 | 1.59418 | 1.59456 | ||
16 | 2010.02.02 13:20 | t/p | 7 | 0.10 | 1.59456 | 1.59418 | 1.59456 | 5.00 | 10031.00 |
17 | 2010.02.02 13:20 | buy | 8 | 0.10 | 1.59504 | 0.00000 | 1.59554 | ||
18 | 2010.02.02 15:15 | t/p | 8 | 0.10 | 1.59554 | 0.00000 | 1.59554 | 5.00 | 10036.00 |
19 | 2010.02.09 13:45 | buy | 9 | 0.10 | 1.56283 | 0.00000 | 1.56333 | ||
20 | 2010.02.09 13:50 | t/p | 9 | 0.10 | 1.56333 | 0.00000 | 1.56333 | 5.00 | 10041.00 |
21 | 2010.02.09 13:50 | buy | 10 | 0.10 | 1.56420 | 0.00000 | 1.56470 | ||
22 | 2010.02.09 16:20 | t/p | 10 | 0.10 | 1.56470 | 0.00000 | 1.56470 | 5.00 | 10046.00 |
23 | 2010.02.12 19:00 | buy | 11 | 0.10 | 1.56722 | 0.00000 | 1.56772 | ||
24 | 2010.02.12 19:07 | modify | 11 | 0.10 | 1.56722 | 1.56733 | 1.56772 | ||
25 | 2010.02.12 19:10 | s/l | 11 | 0.10 | 1.56733 | 1.56733 | 1.56772 | 1.10 | 10047.10 |
26 | 2010.02.12 19:10 | buy | 12 | 0.10 | 1.56701 | 0.00000 | 1.56751 | ||
27 | 2010.02.12 19:50 | modify | 12 | 0.10 | 1.56701 | 1.56709 | 1.56751 | ||
28 | 2010.02.12 19:52 | s/l | 12 | 0.10 | 1.56709 | 1.56709 | 1.56751 | 0.80 | 10047.90 |
29 | 2010.02.12 19:52 | buy | 13 | 0.10 | 1.56722 | 0.00000 | 1.56772 | ||
30 | 2010.02.12 20:10 | modify | 13 | 0.10 | 1.56722 | 1.56728 | 1.56772 | ||
31 | 2010.02.12 20:15 | t/p | 13 | 0.10 | 1.56772 | 1.56728 | 1.56772 | 5.00 | 10052.90 |
32 | 2010.02.15 05:00 | sell | 14 | 0.10 | 1.56640 | 0.00000 | 1.56590 | ||
33 | 2010.02.15 05:30 | t/p | 14 | 0.10 | 1.56590 | 0.00000 | 1.56590 | 5.00 | 10057.90 |
34 | 2010.02.15 05:30 | sell | 15 | 0.10 | 1.56552 | 0.00000 | 1.56502 | ||
35 | 2010.02.15 05:40 | t/p | 15 | 0.10 | 1.56502 | 0.00000 | 1.56502 | 5.00 | 10062.90 |
36 | 2010.02.15 05:40 | sell | 16 | 0.10 | 1.56481 | 0.00000 | 1.56431 | ||
37 | 2010.02.15 06:02 | modify | 16 | 0.10 | 1.56481 | 1.56462 | 1.56431 | ||
38 | 2010.02.15 06:07 | t/p | 16 | 0.10 | 1.56431 | 1.56462 | 1.56431 | 5.00 | 10067.90 |
39 | 2010.02.24 16:02 | buy | 17 | 0.10 | 1.54503 | 0.00000 | 1.54553 | ||
40 | 2010.02.24 16:45 | t/p | 17 | 0.10 | 1.54553 | 0.00000 | 1.54553 | 5.00 | 10072.90 |
41 | 2010.02.24 16:45 | buy | 18 | 0.10 | 1.54577 | 0.00000 | 1.54627 | ||
42 | 2010.02.24 16:50 | t/p | 18 | 0.10 | 1.54627 | 0.00000 | 1.54627 | 5.00 | 10077.90 |
43 | 2010.02.24 16:50 | buy | 19 | 0.10 | 1.54745 | 0.00000 | 1.54795 | ||
44 | 2010.02.26 22:56 | close at stop | 19 | 0.10 | 1.52354 | 0.00000 | 1.54795 | -239.10 | 9838.80 |