Strategy Tester Report
MacdPatternTraderv01
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 | stoplossbars=6; takeprofitbars=20; otstup=10; lowema=5; fastema=13; maxur=0.0045; minur=-0.0045; x="Настройки MA:"; perema1=7; perema2=21; persma3=98; perema4=365; Lots=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -468.72 | Gross profit | 244.86 | Gross loss | -713.58 |
Profit factor | 0.34 | Expected payoff | -156.24 | ||
Absolute drawdown | 561.00 | Maximal drawdown | 1555.07 (14.03%) | Relative drawdown | 14.03% (1555.07) |
Total trades | 3 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 244.86 | loss trade | -463.00 | |
Average | profit trade | 244.86 | loss trade | -356.79 | |
Maximum | consecutive wins (profit in money) | 1 (244.86) | consecutive losses (loss in money) | 1 (-463.00) | |
Maximal | consecutive profit (count of wins) | 244.86 (1) | consecutive loss (count of losses) | -463.00 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.05 21:00 | buy | 1 | 1.00 | 1.56031 | 1.55568 | 1.60695 | ||
2 | 2010.02.08 07:45 | s/l | 1 | 1.00 | 1.55568 | 1.55568 | 1.60695 | -463.00 | 9537.00 |
3 | 2010.02.19 12:00 | buy | 2 | 1.00 | 1.53802 | 1.53428 | 1.58158 | ||
4 | 2010.02.19 19:00 | close | 2 | 0.33 | 1.54544 | 1.53428 | 1.58158 | 244.86 | 9781.86 |
5 | 2010.02.19 19:00 | buy | 3 | 0.67 | 1.53802 | 1.53428 | 1.58158 | ||
6 | 2010.02.25 05:15 | s/l | 3 | 0.67 | 1.53428 | 1.53428 | 1.58158 | -250.58 | 9531.28 |