Strategy Tester Report
SMC MACD new idea
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 | Lots=0.1; TakeProfit=100; RiskPercent=1; SignalLifeBars=24; PVoffset=2; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -168.98 | Gross profit | 1473.40 | Gross loss | -1642.38 |
Profit factor | 0.90 | Expected payoff | -4.69 | ||
Absolute drawdown | 771.62 | Maximal drawdown | 1148.26 (11.07%) | Relative drawdown | 11.07% (1148.26) |
Total trades | 36 | Short positions (won %) | 23 (43.48%) | Long positions (won %) | 13 (30.77%) |
Profit trades (% of total) | 14 (38.89%) | Loss trades (% of total) | 22 (61.11%) | ||
Largest | profit trade | 238.98 | loss trade | -142.50 | |
Average | profit trade | 105.24 | loss trade | -74.65 | |
Maximum | consecutive wins (profit in money) | 3 (345.76) | consecutive losses (loss in money) | 7 (-540.16) | |
Maximal | consecutive profit (count of wins) | 345.76 (3) | consecutive loss (count of losses) | -540.16 (7) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 04:00 | buy | 1 | 0.10 | 1.61111 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61541 | 0.00000 | 0.00000 | ||
3 | 2010.01.05 02:00 | buy | 3 | 0.10 | 1.61052 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 07:00 | buy | 4 | 0.10 | 1.61336 | 0.00000 | 0.00000 | ||
5 | 2010.01.05 12:00 | close | 1 | 0.10 | 1.59996 | 0.00000 | 0.00000 | -111.50 | 9888.50 |
6 | 2010.01.05 12:00 | close | 3 | 0.10 | 1.59996 | 0.00000 | 0.00000 | -105.60 | 9782.90 |
7 | 2010.01.05 13:00 | close | 2 | 0.10 | 1.60116 | 0.00000 | 0.00000 | -142.50 | 9640.40 |
8 | 2010.01.05 14:00 | close | 4 | 0.10 | 1.60358 | 0.00000 | 0.00000 | -97.80 | 9542.60 |
9 | 2010.01.06 06:00 | sell | 5 | 0.10 | 1.59790 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 14:00 | sell | 6 | 0.10 | 1.59651 | 0.00000 | 0.00000 | ||
11 | 2010.01.07 07:00 | sell | 7 | 0.10 | 1.59735 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 13:00 | close | 5 | 0.10 | 1.60090 | 0.00000 | 0.00000 | -30.96 | 9511.64 |
13 | 2010.01.08 13:00 | close | 7 | 0.10 | 1.60090 | 0.00000 | 0.00000 | -35.74 | 9475.90 |
14 | 2010.01.08 14:00 | close | 6 | 0.10 | 1.59802 | 0.00000 | 0.00000 | -16.06 | 9459.84 |
15 | 2010.01.11 13:00 | buy | 8 | 0.10 | 1.61765 | 0.00000 | 0.00000 | ||
16 | 2010.01.12 08:00 | buy | 9 | 0.10 | 1.61177 | 0.00000 | 0.00000 | ||
17 | 2010.01.12 11:00 | buy | 10 | 0.10 | 1.61365 | 0.00000 | 0.00000 | ||
18 | 2010.01.13 06:00 | buy | 11 | 0.10 | 1.61882 | 0.00000 | 0.00000 | ||
19 | 2010.01.14 04:00 | buy | 12 | 0.10 | 1.63043 | 0.00000 | 0.00000 | ||
20 | 2010.01.14 16:00 | buy | 13 | 0.10 | 1.62918 | 0.00000 | 0.00000 | ||
21 | 2010.01.15 07:00 | buy | 14 | 0.10 | 1.63364 | 0.00000 | 0.00000 | ||
22 | 2010.01.15 17:00 | close | 8 | 0.10 | 1.62545 | 0.00000 | 0.00000 | 78.00 | 9537.84 |
23 | 2010.01.15 17:00 | close | 10 | 0.10 | 1.62545 | 0.00000 | 0.00000 | 118.00 | 9655.84 |
24 | 2010.01.15 17:00 | close | 12 | 0.10 | 1.62545 | 0.00000 | 0.00000 | -49.80 | 9606.04 |
25 | 2010.01.15 17:00 | close | 14 | 0.10 | 1.62545 | 0.00000 | 0.00000 | -81.90 | 9524.14 |
26 | 2010.01.15 18:00 | close | 9 | 0.10 | 1.62375 | 0.00000 | 0.00000 | 119.80 | 9643.94 |
27 | 2010.01.15 18:00 | close | 13 | 0.10 | 1.62375 | 0.00000 | 0.00000 | -54.30 | 9589.64 |
28 | 2010.01.15 19:00 | close | 11 | 0.10 | 1.62455 | 0.00000 | 0.00000 | 57.30 | 9646.94 |
29 | 2010.01.19 19:00 | buy | 15 | 0.10 | 1.63780 | 0.00000 | 0.00000 | ||
30 | 2010.01.19 21:00 | close | 15 | 0.10 | 1.63613 | 0.00000 | 0.00000 | -16.70 | 9630.24 |
31 | 2010.01.22 14:00 | sell | 16 | 0.10 | 1.61120 | 0.00000 | 0.00000 | ||
32 | 2010.01.25 21:00 | close | 16 | 0.10 | 1.62447 | 0.00000 | 0.00000 | -132.94 | 9497.30 |
33 | 2010.01.27 05:00 | sell | 17 | 0.10 | 1.61271 | 0.00000 | 0.00000 | ||
34 | 2010.01.27 14:00 | close | 17 | 0.10 | 1.62276 | 0.00000 | 0.00000 | -100.50 | 9396.80 |
35 | 2010.01.29 14:00 | sell | 18 | 0.10 | 1.61102 | 0.00000 | 0.00000 | ||
36 | 2010.02.01 12:00 | sell | 19 | 0.10 | 1.58602 | 0.00000 | 0.00000 | ||
37 | 2010.02.02 05:00 | sell | 20 | 0.10 | 1.59319 | 0.00000 | 0.00000 | ||
38 | 2010.02.02 10:00 | sell | 21 | 0.10 | 1.59180 | 0.00000 | 0.00000 | ||
39 | 2010.02.02 22:00 | close | 18 | 0.10 | 1.59829 | 0.00000 | 0.00000 | 126.82 | 9523.62 |
40 | 2010.02.02 22:00 | close | 20 | 0.10 | 1.59829 | 0.00000 | 0.00000 | -51.00 | 9472.62 |
41 | 2010.02.02 23:00 | close | 19 | 0.10 | 1.59712 | 0.00000 | 0.00000 | -111.24 | 9361.38 |
42 | 2010.02.03 00:00 | close | 21 | 0.10 | 1.59772 | 0.00000 | 0.00000 | -59.44 | 9301.94 |
43 | 2010.02.04 08:00 | sell | 22 | 0.10 | 1.58803 | 0.00000 | 0.00000 | ||
44 | 2010.02.04 16:00 | sell | 23 | 0.10 | 1.57876 | 0.00000 | 0.00000 | ||
45 | 2010.02.05 09:00 | sell | 24 | 0.10 | 1.56702 | 0.00000 | 0.00000 | ||
46 | 2010.02.05 16:00 | sell | 25 | 0.10 | 1.56376 | 0.00000 | 0.00000 | ||
47 | 2010.02.08 08:00 | sell | 26 | 0.10 | 1.55453 | 0.00000 | 0.00000 | ||
48 | 2010.02.08 22:00 | sell | 27 | 0.10 | 1.55990 | 0.00000 | 0.00000 | ||
49 | 2010.02.09 08:00 | close | 22 | 0.10 | 1.56406 | 0.00000 | 0.00000 | 238.98 | 9540.92 |
50 | 2010.02.09 08:00 | close | 24 | 0.10 | 1.56406 | 0.00000 | 0.00000 | 29.12 | 9570.04 |
51 | 2010.02.09 08:00 | close | 26 | 0.10 | 1.56406 | 0.00000 | 0.00000 | -95.54 | 9474.50 |
52 | 2010.02.09 09:00 | close | 23 | 0.10 | 1.56450 | 0.00000 | 0.00000 | 141.88 | 9616.38 |
53 | 2010.02.09 09:00 | close | 27 | 0.10 | 1.56450 | 0.00000 | 0.00000 | -46.24 | 9570.14 |
54 | 2010.02.09 10:00 | close | 25 | 0.10 | 1.55884 | 0.00000 | 0.00000 | 48.72 | 9618.86 |
55 | 2010.02.17 11:00 | buy | 28 | 0.10 | 1.57723 | 0.00000 | 0.00000 | ||
56 | 2010.02.18 02:00 | close | 28 | 0.10 | 1.56615 | 0.00000 | 0.00000 | -110.80 | 9508.06 |
57 | 2010.02.18 03:00 | sell | 29 | 0.10 | 1.56418 | 0.00000 | 0.00000 | ||
58 | 2010.02.18 09:00 | sell | 30 | 0.10 | 1.56204 | 0.00000 | 0.00000 | ||
59 | 2010.02.18 23:00 | sell | 31 | 0.10 | 1.55264 | 0.00000 | 0.00000 | ||
60 | 2010.02.19 11:00 | sell | 32 | 0.10 | 1.53637 | 0.00000 | 0.00000 | ||
61 | 2010.02.22 22:00 | close | 29 | 0.10 | 1.54804 | 0.00000 | 0.00000 | 160.92 | 9668.98 |
62 | 2010.02.22 22:00 | close | 31 | 0.10 | 1.54804 | 0.00000 | 0.00000 | 45.52 | 9714.50 |
63 | 2010.02.22 23:00 | close | 30 | 0.10 | 1.54806 | 0.00000 | 0.00000 | 139.32 | 9853.82 |
64 | 2010.02.23 00:00 | close | 32 | 0.10 | 1.54830 | 0.00000 | 0.00000 | -119.78 | 9734.04 |
65 | 2010.02.23 22:00 | sell | 33 | 0.10 | 1.54060 | 0.00000 | 0.00000 | ||
66 | 2010.02.24 07:00 | close | 33 | 0.10 | 1.54628 | 0.00000 | 0.00000 | -57.04 | 9677.00 |
67 | 2010.02.25 02:00 | sell | 34 | 0.10 | 1.53825 | 0.00000 | 0.00000 | ||
68 | 2010.02.25 15:00 | sell | 35 | 0.10 | 1.52608 | 0.00000 | 0.00000 | ||
69 | 2010.02.26 13:00 | sell | 36 | 0.10 | 1.52219 | 0.00000 | 0.00000 | ||
70 | 2010.02.26 22:56 | close at stop | 36 | 0.10 | 1.52369 | 0.00000 | 0.00000 | -15.00 | 9662.00 |
71 | 2010.02.26 22:56 | close at stop | 35 | 0.10 | 1.52369 | 0.00000 | 0.00000 | 23.66 | 9685.66 |
72 | 2010.02.26 22:56 | close at stop | 34 | 0.10 | 1.52369 | 0.00000 | 0.00000 | 145.36 | 9831.02 |