Report Result : MACD_SampleTraining - Desynced Forex Repository

Strategy Tester Report

MACD_SampleTraining

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	-665.55	Gross profit	161.75	Gross loss	-827.30
Profit factor	0.20	Expected payoff	-15.85
Absolute drawdown	749.15	Maximal drawdown	769.15 (7.68%)	Relative drawdown	7.68% (769.15)

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	-330.80
Average		profit trade	4.26	loss trade	-206.82
Maximum		consecutive wins (profit in money)	26 (109.85)	consecutive losses (loss in money)	1 (-330.80)
Maximal		consecutive profit (count of wins)	109.85 (26)	consecutive loss (count of losses)	-330.80 (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	1.61282	0.00000	1.61332
6	2010.01.05 06:50	t/p	3	0.10	1.61332	0.00000	1.61332	5.00	10015.00
7	2010.01.05 06:50	buy	4	0.10	1.61413	0.00000	1.61463
8	2010.01.05 07:45	modify	4	0.10	1.61413	1.61425	1.61463
9	2010.01.05 07:50	t/p	4	0.10	1.61463	1.61425	1.61463	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	1.62900	0.00000	1.59562	-330.80	9689.20
12	2010.01.18 01:02	buy	6	0.10	1.62934	0.00000	1.62984
13	2010.01.18 04:40	t/p	6	0.10	1.62984	0.00000	1.62984	5.00	9694.20
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	4.50	9698.70
16	2010.01.21 07:45	buy	8	0.10	1.62907	0.00000	1.62957
17	2010.01.21 07:50	modify	8	0.10	1.62907	1.62923	1.62957
18	2010.01.21 07:52	s/l	8	0.10	1.62923	1.62923	1.62957	1.60	9700.30
19	2010.01.21 07:52	buy	9	0.10	1.62930	0.00000	1.62980
20	2010.01.26 04:00	close	9	0.10	1.62381	0.00000	1.62980	-54.87	9645.43
21	2010.01.27 19:20	sell	10	0.10	1.61598	0.00000	1.61548
22	2010.01.27 20:20	t/p	10	0.10	1.61548	0.00000	1.61548	5.00	9650.43
23	2010.01.27 20:20	sell	11	0.10	1.61475	0.00000	1.61425
24	2010.01.27 21:20	t/p	11	0.10	1.61425	0.00000	1.61425	5.00	9655.43
25	2010.01.28 07:07	sell	12	0.10	1.61750	0.00000	1.61700
26	2010.01.28 16:15	t/p	12	0.10	1.61700	0.00000	1.61700	5.00	9660.43
27	2010.01.28 16:15	sell	13	0.10	1.61636	0.00000	1.61586
28	2010.01.28 16:20	t/p	13	0.10	1.61586	0.00000	1.61586	5.00	9665.43
29	2010.01.28 16:20	sell	14	0.10	1.61329	0.00000	1.61279
30	2010.01.28 16:50	t/p	14	0.10	1.61279	0.00000	1.61279	5.00	9670.43
31	2010.01.28 16:50	sell	15	0.10	1.61214	0.00000	1.61164
32	2010.01.28 20:20	t/p	15	0.10	1.61164	0.00000	1.61164	5.00	9675.43
33	2010.02.02 12:50	buy	16	0.10	1.59501	0.00000	1.59551
34	2010.02.02 15:15	t/p	16	0.10	1.59551	0.00000	1.59551	5.00	9680.43
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	9685.43
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	9690.43
39	2010.02.09 03:20	buy	19	0.10	1.56138	0.00000	1.56188
40	2010.02.09 06:10	modify	19	0.10	1.56138	1.56140	1.56188
41	2010.02.09 06:15	t/p	19	0.10	1.56188	1.56140	1.56188	5.00	9695.43
42	2010.02.09 13:45	buy	20	0.10	1.56285	0.00000	1.56335
43	2010.02.09 13:50	t/p	20	0.10	1.56335	0.00000	1.56335	5.00	9700.43
44	2010.02.09 13:50	buy	21	0.10	1.56422	0.00000	1.56472
45	2010.02.09 16:20	t/p	21	0.10	1.56472	0.00000	1.56472	5.00	9705.43
46	2010.02.11 01:45	buy	22	0.10	1.56359	0.00000	1.56409
47	2010.02.11 01:50	t/p	22	0.10	1.56409	0.00000	1.56409	5.00	9710.43
48	2010.02.11 01:50	buy	23	0.10	1.56458	0.00000	1.56508
49	2010.02.11 05:03	t/p	23	0.10	1.56508	0.00000	1.56508	5.00	9715.43
50	2010.02.11 12:50	buy	24	0.10	1.56576	0.00000	1.56626
51	2010.02.11 17:50	t/p	24	0.10	1.56626	0.00000	1.56626	5.00	9720.43
52	2010.02.12 10:45	sell	25	0.10	1.56665	0.00000	1.56615
53	2010.02.12 10:50	t/p	25	0.10	1.56615	0.00000	1.56615	5.00	9725.43
54	2010.02.12 10:50	sell	26	0.10	1.56499	0.00000	1.56449
55	2010.02.12 11:15	t/p	26	0.10	1.56449	0.00000	1.56449	5.00	9730.43
56	2010.02.12 19:00	buy	27	0.10	1.56724	0.00000	1.56774
57	2010.02.12 19:07	modify	27	0.10	1.56724	1.56733	1.56774
58	2010.02.12 19:10	s/l	27	0.10	1.56733	1.56733	1.56774	0.90	9731.33
59	2010.02.12 19:10	buy	28	0.10	1.56703	0.00000	1.56753
60	2010.02.12 19:50	modify	28	0.10	1.56703	1.56709	1.56753
61	2010.02.12 19:52	s/l	28	0.10	1.56709	1.56709	1.56753	0.60	9731.93
62	2010.02.12 19:52	buy	29	0.10	1.56724	0.00000	1.56774
63	2010.02.12 20:10	modify	29	0.10	1.56724	1.56728	1.56774
64	2010.02.12 20:15	t/p	29	0.10	1.56774	1.56728	1.56774	5.00	9736.93
65	2010.02.15 05:13	sell	30	0.10	1.56626	0.00000	1.56576
66	2010.02.15 05:30	t/p	30	0.10	1.56576	0.00000	1.56576	5.00	9741.93
67	2010.02.15 05:30	sell	31	0.10	1.56552	0.00000	1.56502
68	2010.02.15 05:40	modify	31	0.10	1.56552	1.56533	1.56502
69	2010.02.15 05:46	t/p	31	0.10	1.56502	1.56533	1.56502	5.00	9746.93
70	2010.02.15 05:50	sell	32	0.10	1.56460	0.00000	1.56410
71	2010.02.15 06:07	modify	32	0.10	1.56460	1.56445	1.56410
72	2010.02.15 06:10	s/l	32	0.10	1.56445	1.56445	1.56410	1.50	9748.43
73	2010.02.15 16:45	sell	33	0.10	1.56551	0.00000	1.56501
74	2010.02.15 16:50	modify	33	0.10	1.56551	1.56536	1.56501
75	2010.02.15 16:52	s/l	33	0.10	1.56536	1.56536	1.56501	1.50	9749.93
76	2010.02.15 16:52	sell	34	0.10	1.56518	0.00000	1.56468
77	2010.02.16 15:15	modify	34	0.10	1.56518	1.56512	1.56468
78	2010.02.16 15:17	s/l	34	0.10	1.56512	1.56512	1.56468	0.35	9750.28
79	2010.02.18 15:45	buy	35	0.10	1.56571	0.00000	1.56621
80	2010.02.18 15:50	t/p	35	0.10	1.56621	0.00000	1.56621	5.00	9755.28
81	2010.02.18 15:50	buy	36	0.10	1.56774	0.00000	1.56824
82	2010.02.23 00:20	close	36	0.10	1.54750	0.00000	1.56824	-202.37	9552.91
83	2010.02.23 10:40	sell	37	0.10	1.54556	0.00000	1.54506
84	2010.02.23 10:45	t/p	37	0.10	1.54506	0.00000	1.54506	5.00	9557.91
85	2010.02.23 10:45	sell	38	0.10	1.54457	0.00000	1.54407
86	2010.02.23 10:50	t/p	38	0.10	1.54407	0.00000	1.54407	5.00	9562.91
87	2010.02.23 10:50	sell	39	0.10	1.54324	0.00000	1.54274
88	2010.02.23 11:10	modify	39	0.10	1.54324	1.54316	1.54274
89	2010.02.23 11:12	s/l	39	0.10	1.54316	1.54316	1.54274	0.80	9563.71
90	2010.02.24 16:02	buy	40	0.10	1.54505	0.00000	1.54555
91	2010.02.24 16:45	t/p	40	0.10	1.54555	0.00000	1.54555	5.00	9568.71
92	2010.02.24 16:45	buy	41	0.10	1.54579	0.00000	1.54629
93	2010.02.24 16:50	t/p	41	0.10	1.54629	0.00000	1.54629	5.00	9573.71
94	2010.02.24 16:50	buy	42	0.10	1.54747	0.00000	1.54797
95	2010.02.26 22:56	close at stop	42	0.10	1.52354	0.00000	1.54797	-239.26	9334.45