Strategy Tester Report
MacdPatternTraderv02
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=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -440.42 | Gross profit | 389.04 | Gross loss | -829.47 |
Profit factor | 0.47 | Expected payoff | -6.99 | ||
Absolute drawdown | 525.24 | Maximal drawdown | 532.92 (5.33%) | Relative drawdown | 5.33% (532.92) |
Total trades | 63 | Short positions (won %) | 35 (65.71%) | Long positions (won %) | 28 (67.86%) |
Profit trades (% of total) | 42 (66.67%) | Loss trades (% of total) | 21 (33.33%) | ||
Largest | profit trade | 45.85 | loss trade | -134.70 | |
Average | profit trade | 9.26 | loss trade | -39.50 | |
Maximum | consecutive wins (profit in money) | 9 (109.26) | consecutive losses (loss in money) | 3 (-227.58) | |
Maximal | consecutive profit (count of wins) | 109.26 (9) | consecutive loss (count of losses) | -227.58 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 23:00 | sell | 1 | 0.10 | 1.60815 | 1.61323 | 1.58312 | ||
2 | 2010.01.05 01:15 | s/l | 1 | 0.10 | 1.61323 | 1.61323 | 1.58312 | -51.03 | 9948.97 |
3 | 2010.01.05 18:00 | sell | 2 | 0.10 | 1.60068 | 1.60705 | 1.59855 | ||
4 | 2010.01.05 18:15 | close | 2 | 0.03 | 1.60011 | 1.60705 | 1.59855 | 1.71 | 9950.68 |
5 | 2010.01.05 18:15 | sell | 3 | 0.07 | 1.60068 | 1.60705 | 1.59855 | ||
6 | 2010.01.05 19:15 | t/p | 3 | 0.07 | 1.59855 | 1.60705 | 1.59855 | 14.91 | 9965.59 |
7 | 2010.01.06 21:00 | buy | 4 | 0.10 | 1.60012 | 1.59357 | 1.62407 | ||
8 | 2010.01.06 21:16 | close | 4 | 0.03 | 1.60092 | 1.59357 | 1.62407 | 2.40 | 9967.99 |
9 | 2010.01.06 21:16 | buy | 5 | 0.07 | 1.60012 | 1.59357 | 1.62407 | ||
10 | 2010.01.07 08:50 | s/l | 5 | 0.07 | 1.59357 | 1.59357 | 1.62407 | -45.85 | 9922.14 |
11 | 2010.01.07 18:00 | sell | 6 | 0.10 | 1.59099 | 1.59567 | 1.58953 | ||
12 | 2010.01.08 01:16 | s/l | 6 | 0.10 | 1.59567 | 1.59567 | 1.58953 | -47.03 | 9875.11 |
13 | 2010.01.08 15:00 | buy | 7 | 0.10 | 1.60960 | 1.59613 | 1.61098 | ||
14 | 2010.01.08 16:50 | s/l | 7 | 0.10 | 1.59613 | 1.59613 | 1.61098 | -134.70 | 9740.41 |
15 | 2010.01.12 01:00 | sell | 8 | 0.10 | 1.61093 | 1.61278 | 1.58953 | ||
16 | 2010.01.12 02:00 | close | 8 | 0.03 | 1.60904 | 1.61278 | 1.58953 | 5.67 | 9746.08 |
17 | 2010.01.12 02:00 | sell | 9 | 0.07 | 1.61093 | 1.61278 | 1.58953 | ||
18 | 2010.01.12 07:45 | s/l | 9 | 0.07 | 1.61278 | 1.61278 | 1.58953 | -12.95 | 9733.13 |
19 | 2010.01.12 16:00 | buy | 10 | 0.10 | 1.61605 | 1.60822 | 1.61927 | ||
20 | 2010.01.12 16:20 | close | 10 | 0.03 | 1.61711 | 1.60822 | 1.61927 | 3.18 | 9736.31 |
21 | 2010.01.12 16:20 | buy | 11 | 0.07 | 1.61605 | 1.60822 | 1.61927 | ||
22 | 2010.01.12 16:50 | t/p | 11 | 0.07 | 1.61927 | 1.60822 | 1.61927 | 22.54 | 9758.85 |
23 | 2010.01.15 05:00 | buy | 12 | 0.10 | 1.63287 | 1.62832 | 1.63493 | ||
24 | 2010.01.15 05:32 | close | 12 | 0.03 | 1.63343 | 1.62832 | 1.63493 | 1.68 | 9760.53 |
25 | 2010.01.15 05:32 | buy | 13 | 0.07 | 1.63287 | 1.62832 | 1.63493 | ||
26 | 2010.01.15 05:50 | t/p | 13 | 0.07 | 1.63493 | 1.62832 | 1.63493 | 14.42 | 9774.95 |
27 | 2010.01.15 15:00 | sell | 14 | 0.10 | 1.62891 | 1.63390 | 1.58953 | ||
28 | 2010.01.15 16:15 | close | 14 | 0.03 | 1.62795 | 1.63390 | 1.58953 | 2.88 | 9777.83 |
29 | 2010.01.15 16:15 | sell | 15 | 0.07 | 1.62891 | 1.63390 | 1.58953 | ||
30 | 2010.01.18 09:15 | s/l | 15 | 0.07 | 1.63390 | 1.63390 | 1.58953 | -35.09 | 9742.74 |
31 | 2010.01.18 17:00 | buy | 16 | 0.10 | 1.63412 | 1.62990 | 1.63790 | ||
32 | 2010.01.18 18:40 | close | 16 | 0.03 | 1.63470 | 1.62990 | 1.63790 | 1.74 | 9744.48 |
33 | 2010.01.18 18:40 | buy | 17 | 0.07 | 1.63412 | 1.62990 | 1.63790 | ||
34 | 2010.01.19 01:40 | t/p | 17 | 0.07 | 1.63790 | 1.62990 | 1.63790 | 26.46 | 9770.94 |
35 | 2010.01.20 03:00 | sell | 18 | 0.10 | 1.63240 | 1.63826 | 1.62102 | ||
36 | 2010.01.20 03:20 | close | 18 | 0.03 | 1.63130 | 1.63826 | 1.62102 | 3.30 | 9774.24 |
37 | 2010.01.20 03:20 | sell | 19 | 0.07 | 1.63240 | 1.63826 | 1.62102 | ||
38 | 2010.01.20 10:00 | close | 19 | 0.04 | 1.62857 | 1.63826 | 1.62102 | 15.32 | 9789.56 |
39 | 2010.01.20 10:00 | sell | 20 | 0.03 | 1.63240 | 1.63826 | 1.62102 | ||
40 | 2010.01.21 07:00 | sell | 21 | 0.10 | 1.62623 | 1.63118 | 1.62435 | ||
41 | 2010.01.21 07:00 | close | 20 | 0.01 | 1.62679 | 1.63826 | 1.62102 | 5.54 | 9795.10 |
42 | 2010.01.21 07:00 | sell | 22 | 0.02 | 1.63240 | 1.63826 | 1.62102 | ||
43 | 2010.01.21 08:50 | t/p | 21 | 0.10 | 1.62435 | 1.63118 | 1.62435 | 18.80 | 9813.90 |
44 | 2010.01.21 09:40 | t/p | 22 | 0.02 | 1.62102 | 1.63826 | 1.62102 | 22.62 | 9836.52 |
45 | 2010.01.22 07:00 | buy | 23 | 0.10 | 1.62171 | 1.61653 | 1.64576 | ||
46 | 2010.01.22 07:15 | close | 23 | 0.03 | 1.62267 | 1.61653 | 1.64576 | 2.88 | 9839.40 |
47 | 2010.01.22 07:15 | buy | 24 | 0.07 | 1.62171 | 1.61653 | 1.64576 | ||
48 | 2010.01.22 09:00 | close | 24 | 0.04 | 1.62486 | 1.61653 | 1.64576 | 12.60 | 9852.00 |
49 | 2010.01.22 09:00 | buy | 25 | 0.03 | 1.62171 | 1.61653 | 1.64576 | ||
50 | 2010.01.22 12:50 | s/l | 25 | 0.03 | 1.61653 | 1.61653 | 1.64576 | -15.54 | 9836.46 |
51 | 2010.01.25 05:00 | sell | 26 | 0.10 | 1.61015 | 1.61372 | 1.60770 | ||
52 | 2010.01.25 07:10 | s/l | 26 | 0.10 | 1.61372 | 1.61372 | 1.60770 | -35.70 | 9800.76 |
53 | 2010.01.25 15:00 | buy | 27 | 0.10 | 1.61596 | 1.61196 | 1.64576 | ||
54 | 2010.01.25 15:10 | close | 27 | 0.03 | 1.61659 | 1.61196 | 1.64576 | 1.89 | 9802.65 |
55 | 2010.01.25 15:10 | buy | 28 | 0.07 | 1.61596 | 1.61196 | 1.64576 | ||
56 | 2010.01.25 17:00 | close | 28 | 0.04 | 1.62068 | 1.61196 | 1.64576 | 18.88 | 9821.53 |
57 | 2010.01.25 17:00 | buy | 29 | 0.03 | 1.61596 | 1.61196 | 1.64576 | ||
58 | 2010.01.26 11:20 | s/l | 29 | 0.03 | 1.61196 | 1.61196 | 1.64576 | -12.00 | 9809.53 |
59 | 2010.01.26 15:00 | sell | 30 | 0.10 | 1.61060 | 1.62641 | 1.60770 | ||
60 | 2010.01.26 15:07 | close | 30 | 0.03 | 1.60986 | 1.62641 | 1.60770 | 2.22 | 9811.75 |
61 | 2010.01.26 15:07 | sell | 31 | 0.07 | 1.61060 | 1.62641 | 1.60770 | ||
62 | 2010.01.28 02:00 | sell | 32 | 0.10 | 1.61685 | 1.61980 | 1.60930 | ||
63 | 2010.01.28 02:45 | close | 32 | 0.03 | 1.61576 | 1.61980 | 1.60930 | 3.27 | 9815.02 |
64 | 2010.01.28 02:45 | sell | 33 | 0.07 | 1.61685 | 1.61980 | 1.60930 | ||
65 | 2010.01.28 03:45 | s/l | 33 | 0.07 | 1.61980 | 1.61980 | 1.60930 | -20.65 | 9794.37 |
66 | 2010.01.28 08:00 | buy | 34 | 0.10 | 1.62074 | 1.61349 | 1.62442 | ||
67 | 2010.01.28 08:15 | close | 34 | 0.03 | 1.62154 | 1.61349 | 1.62442 | 2.40 | 9796.77 |
68 | 2010.01.28 08:15 | buy | 35 | 0.07 | 1.62074 | 1.61349 | 1.62442 | ||
69 | 2010.01.28 08:45 | t/p | 35 | 0.07 | 1.62442 | 1.61349 | 1.62442 | 25.76 | 9822.53 |
70 | 2010.01.28 09:10 | s/l | 31 | 0.07 | 1.62641 | 1.62641 | 1.60770 | -111.31 | 9711.22 |
71 | 2010.01.29 06:00 | sell | 36 | 0.10 | 1.61305 | 1.61596 | 1.61094 | ||
72 | 2010.01.29 06:40 | close | 36 | 0.03 | 1.61233 | 1.61596 | 1.61094 | 2.16 | 9713.38 |
73 | 2010.01.29 06:40 | sell | 37 | 0.07 | 1.61305 | 1.61596 | 1.61094 | ||
74 | 2010.01.29 07:50 | s/l | 37 | 0.07 | 1.61596 | 1.61596 | 1.61094 | -20.37 | 9693.01 |
75 | 2010.01.29 21:00 | sell | 38 | 0.10 | 1.59908 | 1.60682 | 1.59860 | ||
76 | 2010.01.29 22:50 | t/p | 38 | 0.10 | 1.59860 | 1.60682 | 1.59860 | 4.80 | 9697.81 |
77 | 2010.02.02 02:00 | buy | 39 | 0.10 | 1.59674 | 1.59362 | 1.62756 | ||
78 | 2010.02.02 04:20 | close | 39 | 0.03 | 1.59733 | 1.59362 | 1.62756 | 1.77 | 9699.58 |
79 | 2010.02.02 04:20 | buy | 40 | 0.07 | 1.59674 | 1.59362 | 1.62756 | ||
80 | 2010.02.02 04:46 | s/l | 40 | 0.07 | 1.59362 | 1.59362 | 1.62756 | -21.84 | 9677.74 |
81 | 2010.02.03 01:00 | buy | 41 | 0.10 | 1.59936 | 1.59617 | 1.59955 | ||
82 | 2010.02.03 01:20 | t/p | 41 | 0.10 | 1.59955 | 1.59617 | 1.59955 | 1.90 | 9679.64 |
83 | 2010.02.04 07:00 | sell | 42 | 0.10 | 1.58958 | 1.59178 | 1.58766 | ||
84 | 2010.02.04 07:20 | close | 42 | 0.03 | 1.58892 | 1.59178 | 1.58766 | 1.98 | 9681.62 |
85 | 2010.02.04 07:20 | sell | 43 | 0.07 | 1.58958 | 1.59178 | 1.58766 | ||
86 | 2010.02.04 08:07 | t/p | 43 | 0.07 | 1.58766 | 1.59178 | 1.58766 | 13.44 | 9695.06 |
87 | 2010.02.09 18:00 | buy | 44 | 0.10 | 1.56821 | 1.55605 | 1.56825 | ||
88 | 2010.02.09 18:05 | t/p | 44 | 0.10 | 1.56825 | 1.55605 | 1.56825 | 0.40 | 9695.46 |
89 | 2010.02.10 21:00 | sell | 45 | 0.10 | 1.55876 | 1.56303 | 1.55348 | ||
90 | 2010.02.11 01:45 | s/l | 45 | 0.10 | 1.56303 | 1.56303 | 1.55348 | -43.39 | 9652.07 |
91 | 2010.02.11 15:00 | sell | 46 | 0.10 | 1.56084 | 1.56564 | 1.55597 | ||
92 | 2010.02.11 15:20 | close | 46 | 0.03 | 1.55986 | 1.56564 | 1.55597 | 2.94 | 9655.01 |
93 | 2010.02.11 15:20 | sell | 47 | 0.07 | 1.56084 | 1.56564 | 1.55597 | ||
94 | 2010.02.11 17:20 | s/l | 47 | 0.07 | 1.56564 | 1.56564 | 1.55597 | -33.60 | 9621.41 |
95 | 2010.02.12 06:00 | buy | 48 | 0.10 | 1.56969 | 1.56615 | 1.57171 | ||
96 | 2010.02.12 06:20 | close | 48 | 0.03 | 1.57032 | 1.56615 | 1.57171 | 1.89 | 9623.30 |
97 | 2010.02.12 06:20 | buy | 49 | 0.07 | 1.56969 | 1.56615 | 1.57171 | ||
98 | 2010.02.12 08:50 | t/p | 49 | 0.07 | 1.57171 | 1.56615 | 1.57171 | 14.14 | 9637.44 |
99 | 2010.02.15 21:00 | sell | 50 | 0.10 | 1.56608 | 1.56758 | 1.55597 | ||
100 | 2010.02.16 02:10 | s/l | 50 | 0.10 | 1.56758 | 1.56758 | 1.55597 | -15.23 | 9622.21 |
101 | 2010.02.16 13:00 | buy | 51 | 0.10 | 1.57030 | 1.56693 | 1.57293 | ||
102 | 2010.02.16 13:50 | s/l | 51 | 0.10 | 1.56693 | 1.56693 | 1.57293 | -33.70 | 9588.51 |
103 | 2010.02.17 06:00 | buy | 52 | 0.10 | 1.57844 | 1.57606 | 1.57948 | ||
104 | 2010.02.17 07:50 | s/l | 52 | 0.10 | 1.57606 | 1.57606 | 1.57948 | -23.80 | 9564.71 |
105 | 2010.02.18 02:00 | sell | 53 | 0.10 | 1.56615 | 1.56947 | 1.56272 | ||
106 | 2010.02.18 02:50 | close | 53 | 0.03 | 1.56458 | 1.56947 | 1.56272 | 4.71 | 9569.42 |
107 | 2010.02.18 02:50 | sell | 54 | 0.07 | 1.56615 | 1.56947 | 1.56272 | ||
108 | 2010.02.18 08:50 | t/p | 54 | 0.07 | 1.56272 | 1.56947 | 1.56272 | 24.01 | 9593.43 |
109 | 2010.02.22 00:00 | buy | 55 | 0.10 | 1.54604 | 1.54105 | 1.58158 | ||
110 | 2010.02.22 00:50 | close | 55 | 0.03 | 1.54688 | 1.54105 | 1.58158 | 2.52 | 9595.95 |
111 | 2010.02.22 00:50 | buy | 56 | 0.07 | 1.54604 | 1.54105 | 1.58158 | ||
112 | 2010.02.23 11:20 | s/l | 56 | 0.07 | 1.54105 | 1.54105 | 1.58158 | -34.93 | 9561.02 |
113 | 2010.02.23 19:00 | sell | 57 | 0.10 | 1.54259 | 1.54746 | 1.53934 | ||
114 | 2010.02.23 21:45 | close | 57 | 0.03 | 1.54206 | 1.54746 | 1.53934 | 1.59 | 9562.61 |
115 | 2010.02.23 21:45 | sell | 58 | 0.07 | 1.54259 | 1.54746 | 1.53934 | ||
116 | 2010.02.24 07:00 | buy | 59 | 0.10 | 1.54669 | 1.54204 | 1.55749 | ||
117 | 2010.02.24 08:50 | s/l | 59 | 0.10 | 1.54204 | 1.54204 | 1.55749 | -46.50 | 9516.11 |
118 | 2010.02.24 11:46 | s/l | 58 | 0.07 | 1.54746 | 1.54746 | 1.53934 | -34.25 | 9481.86 |
119 | 2010.02.24 18:00 | sell | 60 | 0.10 | 1.54310 | 1.54735 | 1.53934 | ||
120 | 2010.02.24 18:15 | close | 60 | 0.03 | 1.54245 | 1.54735 | 1.53934 | 1.95 | 9483.81 |
121 | 2010.02.24 18:15 | sell | 61 | 0.07 | 1.54310 | 1.54735 | 1.53934 | ||
122 | 2010.02.24 20:50 | t/p | 61 | 0.07 | 1.53934 | 1.54735 | 1.53934 | 26.32 | 9510.13 |
123 | 2010.02.26 11:00 | sell | 62 | 0.10 | 1.52546 | 1.53189 | 1.51891 | ||
124 | 2010.02.26 12:20 | close | 62 | 0.03 | 1.52426 | 1.53189 | 1.51891 | 3.60 | 9513.73 |
125 | 2010.02.26 12:20 | sell | 63 | 0.07 | 1.52546 | 1.53189 | 1.51891 | ||
126 | 2010.02.26 14:02 | t/p | 63 | 0.07 | 1.51891 | 1.53189 | 1.51891 | 45.85 | 9559.58 |