Report Result : MACD Sample_v1 - Desynced Forex Repository

Strategy Tester Report

Download MACD Sample_v1

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;

Bars in test	1478	Ticks modelled	734909	Modelling quality	n/a
Mismatched charts errors	378

Initial deposit	10000.00
Total net profit	15.15	Gross profit	51.85	Gross loss	-36.70
Profit factor	1.41	Expected payoff	1.01
Absolute drawdown	200.01	Maximal drawdown	239.31 (2.38%)	Relative drawdown	2.38% (239.31)

Total trades	15	Short positions (won %)	9 (100.00%)	Long positions (won %)	6 (83.33%)
		Profit trades (% of total)	14 (93.33%)	Loss trades (% of total)	1 (6.67%)
Largest		profit trade	5.00	loss trade	-36.70
Average		profit trade	3.70	loss trade	-36.70
Maximum		consecutive wins (profit in money)	9 (36.30)	consecutive losses (loss in money)	1 (-36.70)
Maximal		consecutive profit (count of wins)	36.30 (9)	consecutive loss (count of losses)	-36.70 (1)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.03 08:02	sell	1	0.10	1.47715	0.00000	1.47665
2	2009.11.03 08:04	modify	1	0.10	1.47715	1.47713	1.47665
3	2009.11.03 08:04	modify	1	0.10	1.47715	1.47711	1.47665
4	2009.11.03 08:04	modify	1	0.10	1.47715	1.47708	1.47665
5	2009.11.03 08:04	modify	1	0.10	1.47715	1.47706	1.47665
6	2009.11.03 08:04	modify	1	0.10	1.47715	1.47704	1.47665
7	2009.11.03 08:04	modify	1	0.10	1.47715	1.47701	1.47665
8	2009.11.03 08:04	modify	1	0.10	1.47715	1.47699	1.47665
9	2009.11.03 08:04	modify	1	0.10	1.47715	1.47698	1.47665
10	2009.11.03 08:04	t/p	1	0.10	1.47665	1.47698	1.47665	5.00	10005.00
11	2009.11.03 08:04	sell	2	0.10	1.47644	0.00000	1.47594
12	2009.11.03 08:15	modify	2	0.10	1.47644	1.47641	1.47594
13	2009.11.03 08:15	modify	2	0.10	1.47644	1.47638	1.47594
14	2009.11.03 08:15	modify	2	0.10	1.47644	1.47634	1.47594
15	2009.11.03 08:15	modify	2	0.10	1.47644	1.47630	1.47594
16	2009.11.03 08:15	modify	2	0.10	1.47644	1.47626	1.47594
17	2009.11.03 08:15	t/p	2	0.10	1.47594	1.47626	1.47594	5.00	10010.00
18	2009.11.03 08:15	sell	3	0.10	1.47572	0.00000	1.47522
19	2009.11.03 09:25	modify	3	0.10	1.47572	1.47571	1.47522
20	2009.11.03 09:25	modify	3	0.10	1.47572	1.47569	1.47522
21	2009.11.03 09:25	modify	3	0.10	1.47572	1.47566	1.47522
22	2009.11.03 09:25	modify	3	0.10	1.47572	1.47563	1.47522
23	2009.11.03 09:25	modify	3	0.10	1.47572	1.47560	1.47522
24	2009.11.03 09:25	modify	3	0.10	1.47572	1.47557	1.47522
25	2009.11.03 09:25	modify	3	0.10	1.47572	1.47554	1.47522
26	2009.11.03 09:25	modify	3	0.10	1.47572	1.47553	1.47522
27	2009.11.03 09:25	t/p	3	0.10	1.47522	1.47553	1.47522	5.00	10015.00
28	2009.11.09 01:32	buy	4	0.10	1.48811	0.00000	1.48861
29	2009.11.09 01:35	modify	4	0.10	1.48811	1.48813	1.48861
30	2009.11.09 01:35	modify	4	0.10	1.48811	1.48817	1.48861
31	2009.11.09 01:35	modify	4	0.10	1.48811	1.48821	1.48861
32	2009.11.09 01:35	modify	4	0.10	1.48811	1.48825	1.48861
33	2009.11.09 01:35	modify	4	0.10	1.48811	1.48828	1.48861
34	2009.11.09 01:35	t/p	4	0.10	1.48861	1.48828	1.48861	5.00	10020.00
35	2009.11.09 01:35	buy	5	0.10	1.48882	0.00000	1.48932
36	2009.11.09 01:58	modify	5	0.10	1.48882	1.48886	1.48932
37	2009.11.09 01:58	modify	5	0.10	1.48882	1.48889	1.48932
38	2009.11.09 01:59	modify	5	0.10	1.48882	1.48891	1.48932
39	2009.11.09 01:59	modify	5	0.10	1.48882	1.48892	1.48932
40	2009.11.09 01:59	modify	5	0.10	1.48882	1.48893	1.48932
41	2009.11.09 01:59	modify	5	0.10	1.48882	1.48894	1.48932
42	2009.11.09 01:59	modify	5	0.10	1.48882	1.48895	1.48932
43	2009.11.09 01:59	modify	5	0.10	1.48882	1.48896	1.48932
44	2009.11.09 01:59	modify	5	0.10	1.48882	1.48897	1.48932
45	2009.11.09 01:59	modify	5	0.10	1.48882	1.48898	1.48932
46	2009.11.09 01:59	modify	5	0.10	1.48882	1.48899	1.48932
47	2009.11.09 01:59	modify	5	0.10	1.48882	1.48900	1.48932
48	2009.11.09 01:59	modify	5	0.10	1.48882	1.48901	1.48932
49	2009.11.09 01:59	t/p	5	0.10	1.48932	1.48901	1.48932	5.00	10025.00
50	2009.11.11 06:24	sell	6	0.10	1.49824	0.00000	1.49774
51	2009.11.11 07:08	modify	6	0.10	1.49824	1.49823	1.49774
52	2009.11.11 07:09	modify	6	0.10	1.49824	1.49822	1.49774
53	2009.11.11 07:09	modify	6	0.10	1.49824	1.49820	1.49774
54	2009.11.11 07:09	modify	6	0.10	1.49824	1.49819	1.49774
55	2009.11.11 07:09	modify	6	0.10	1.49824	1.49817	1.49774
56	2009.11.11 07:09	modify	6	0.10	1.49824	1.49815	1.49774
57	2009.11.11 07:09	modify	6	0.10	1.49824	1.49814	1.49774
58	2009.11.11 07:09	modify	6	0.10	1.49824	1.49812	1.49774
59	2009.11.11 07:09	modify	6	0.10	1.49824	1.49810	1.49774
60	2009.11.11 07:09	modify	6	0.10	1.49824	1.49807	1.49774
61	2009.11.11 07:09	modify	6	0.10	1.49824	1.49805	1.49774
62	2009.11.11 07:09	t/p	6	0.10	1.49774	1.49805	1.49774	5.00	10030.00
63	2009.11.11 07:09	sell	7	0.10	1.49752	0.00000	1.49702
64	2009.11.11 07:22	modify	7	0.10	1.49752	1.49751	1.49702
65	2009.11.11 07:22	modify	7	0.10	1.49752	1.49749	1.49702
66	2009.11.11 07:22	modify	7	0.10	1.49752	1.49747	1.49702
67	2009.11.11 07:22	modify	7	0.10	1.49752	1.49746	1.49702
68	2009.11.11 07:22	s/l	7	0.10	1.49746	1.49746	1.49702	0.60	10030.60
69	2009.11.11 07:22	sell	8	0.10	1.49726	0.00000	1.49676
70	2009.11.11 17:09	modify	8	0.10	1.49726	1.49722	1.49676
71	2009.11.11 17:09	modify	8	0.10	1.49726	1.49717	1.49676
72	2009.11.11 17:09	modify	8	0.10	1.49726	1.49712	1.49676
73	2009.11.11 17:09	modify	8	0.10	1.49726	1.49711	1.49676
74	2009.11.11 17:09	t/p	8	0.10	1.49676	1.49711	1.49676	5.00	10035.60
75	2009.11.12 01:31	buy	9	0.10	1.50120	0.00000	1.50170
76	2009.11.12 01:39	modify	9	0.10	1.50120	1.50125	1.50170
77	2009.11.12 01:39	modify	9	0.10	1.50120	1.50127	1.50170
78	2009.11.12 01:40	s/l	9	0.10	1.50127	1.50127	1.50170	0.70	10036.30
79	2009.11.12 01:40	buy	10	0.10	1.50142	0.00000	1.50192
80	2009.11.12 08:47	close	10	0.10	1.49775	0.00000	1.50192	-36.70	9999.60
81	2009.11.19 17:38	buy	11	0.10	1.49085	0.00000	1.49135
82	2009.11.19 18:35	modify	11	0.10	1.49085	1.49086	1.49135
83	2009.11.19 18:36	modify	11	0.10	1.49085	1.49087	1.49135
84	2009.11.19 18:36	modify	11	0.10	1.49085	1.49088	1.49135
85	2009.11.19 18:36	modify	11	0.10	1.49085	1.49089	1.49135
86	2009.11.19 18:36	modify	11	0.10	1.49085	1.49090	1.49135
87	2009.11.19 18:36	modify	11	0.10	1.49085	1.49091	1.49135
88	2009.11.19 18:36	modify	11	0.10	1.49085	1.49092	1.49135
89	2009.11.19 18:36	modify	11	0.10	1.49085	1.49093	1.49135
90	2009.11.19 18:36	modify	11	0.10	1.49085	1.49094	1.49135
91	2009.11.19 18:36	modify	11	0.10	1.49085	1.49095	1.49135
92	2009.11.19 18:36	modify	11	0.10	1.49085	1.49096	1.49135
93	2009.11.19 18:36	modify	11	0.10	1.49085	1.49097	1.49135
94	2009.11.19 18:36	modify	11	0.10	1.49085	1.49098	1.49135
95	2009.11.19 18:36	modify	11	0.10	1.49085	1.49099	1.49135
96	2009.11.19 18:36	modify	11	0.10	1.49085	1.49100	1.49135
97	2009.11.19 18:36	modify	11	0.10	1.49085	1.49101	1.49135
98	2009.11.19 18:36	modify	11	0.10	1.49085	1.49102	1.49135
99	2009.11.19 18:36	modify	11	0.10	1.49085	1.49103	1.49135
100	2009.11.19 18:36	modify	11	0.10	1.49085	1.49104	1.49135
101	2009.11.19 18:36	t/p	11	0.10	1.49135	1.49104	1.49135	5.00	10004.60
102	2009.11.19 18:36	buy	12	0.10	1.49155	0.00000	1.49205
103	2009.11.19 20:41	modify	12	0.10	1.49155	1.49159	1.49205
104	2009.11.19 20:41	modify	12	0.10	1.49155	1.49161	1.49205
105	2009.11.19 20:41	modify	12	0.10	1.49155	1.49171	1.49205
106	2009.11.19 20:41	t/p	12	0.10	1.49205	1.49171	1.49205	5.00	10009.60
107	2009.11.20 09:42	sell	13	0.10	1.48937	0.00000	1.48887
108	2009.11.20 10:08	modify	13	0.10	1.48937	1.48937	1.48887
109	2009.11.20 10:09	s/l	13	0.10	1.48937	1.48937	1.48887	0.00	10009.60
110	2009.11.20 10:16	sell	14	0.10	1.49003	0.00000	1.48953
111	2009.11.20 10:17	modify	14	0.10	1.49003	1.49000	1.48953
112	2009.11.20 10:17	modify	14	0.10	1.49003	1.48997	1.48953
113	2009.11.20 10:17	s/l	14	0.10	1.48997	1.48997	1.48953	0.60	10010.20
114	2009.11.24 18:00	sell	15	0.10	1.49354	0.00000	1.49304
115	2009.11.27 03:26	modify	15	0.10	1.49354	1.49353	1.49304
116	2009.11.27 03:26	modify	15	0.10	1.49354	1.49351	1.49304
117	2009.11.27 03:26	modify	15	0.10	1.49354	1.49348	1.49304
118	2009.11.27 03:26	modify	15	0.10	1.49354	1.49346	1.49304
119	2009.11.27 03:26	modify	15	0.10	1.49354	1.49344	1.49304
120	2009.11.27 03:26	modify	15	0.10	1.49354	1.49341	1.49304
121	2009.11.27 03:26	modify	15	0.10	1.49354	1.49339	1.49304
122	2009.11.27 03:26	modify	15	0.10	1.49354	1.49336	1.49304
123	2009.11.27 03:26	t/p	15	0.10	1.49304	1.49336	1.49304	4.95	10015.15