Strategy Tester Report
weda--83win5lose-4h-GBP-JPY-based on MACD 300 pip per month-with 300 pip-S-L
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.3; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6977.62 | Gross profit | 579.65 | Gross loss | -7557.27 |
Profit factor | 0.08 | Expected payoff | -110.76 | ||
Absolute drawdown | 7910.30 | Maximal drawdown | 8488.25 (80.24%) | Relative drawdown | 80.24% (8488.25) |
Total trades | 63 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 63 (96.83%) |
Profit trades (% of total) | 61 (96.83%) | Loss trades (% of total) | 2 (3.17%) | ||
Largest | profit trade | 10.08 | loss trade | -7555.57 | |
Average | profit trade | 9.50 | loss trade | -3778.64 | |
Maximum | consecutive wins (profit in money) | 43 (414.30) | consecutive losses (loss in money) | 1 (-7555.57) | |
Maximal | consecutive profit (count of wins) | 414.30 (43) | consecutive loss (count of losses) | -7555.57 (1) | |
Average | consecutive wins | 31 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.07 19:00 | buy | 1 | 0.30 | 1.18899 | 0.00000 | 1.18939 | ||
2 | 2009.01.07 19:20 | t/p | 1 | 0.30 | 1.18939 | 0.00000 | 1.18939 | 10.08 | 10010.08 |
3 | 2009.01.07 19:20 | buy | 2 | 0.30 | 1.19079 | 0.00000 | 1.19119 | ||
4 | 2009.01.07 20:03 | t/p | 2 | 0.30 | 1.19119 | 0.00000 | 1.19119 | 10.06 | 10020.14 |
5 | 2009.01.07 20:03 | buy | 3 | 0.30 | 1.19397 | 0.00000 | 1.19437 | ||
6 | 2009.01.07 20:10 | t/p | 3 | 0.30 | 1.19437 | 0.00000 | 1.19437 | 10.05 | 10030.19 |
7 | 2009.01.07 20:10 | buy | 4 | 0.30 | 1.19528 | 0.00000 | 1.19568 | ||
8 | 2009.01.07 20:16 | t/p | 4 | 0.30 | 1.19568 | 0.00000 | 1.19568 | 10.04 | 10040.23 |
9 | 2009.01.07 20:16 | buy | 5 | 0.30 | 1.19659 | 0.00000 | 1.19699 | ||
10 | 2009.01.07 20:45 | t/p | 5 | 0.30 | 1.19699 | 0.00000 | 1.19699 | 10.02 | 10050.25 |
11 | 2009.01.07 20:45 | buy | 6 | 0.30 | 1.19840 | 0.00000 | 1.19880 | ||
12 | 2009.01.07 20:50 | t/p | 6 | 0.30 | 1.19880 | 0.00000 | 1.19880 | 10.01 | 10060.26 |
13 | 2009.01.07 20:50 | buy | 7 | 0.30 | 1.19979 | 0.00000 | 1.20019 | ||
14 | 2009.01.08 08:45 | t/p | 7 | 0.30 | 1.20019 | 0.00000 | 1.20019 | 9.17 | 10069.43 |
15 | 2009.01.08 09:00 | buy | 8 | 0.30 | 1.20362 | 0.00000 | 1.20402 | ||
16 | 2009.01.08 09:15 | t/p | 8 | 0.30 | 1.20402 | 0.00000 | 1.20402 | 9.96 | 10079.39 |
17 | 2009.01.08 09:15 | buy | 9 | 0.30 | 1.20608 | 0.00000 | 1.20648 | ||
18 | 2009.01.08 09:20 | t/p | 9 | 0.30 | 1.20648 | 0.00000 | 1.20648 | 9.94 | 10089.33 |
19 | 2009.01.08 09:20 | buy | 10 | 0.30 | 1.20784 | 0.00000 | 1.20824 | ||
20 | 2009.01.12 17:20 | t/p | 10 | 0.30 | 1.20824 | 0.00000 | 1.20824 | 9.38 | 10098.70 |
21 | 2009.01.12 17:20 | buy | 11 | 0.30 | 1.20947 | 0.00000 | 1.20987 | ||
22 | 2009.01.12 17:45 | t/p | 11 | 0.30 | 1.20987 | 0.00000 | 1.20987 | 9.91 | 10108.61 |
23 | 2009.01.12 17:45 | buy | 12 | 0.30 | 1.21115 | 0.00000 | 1.21155 | ||
24 | 2009.01.12 18:20 | t/p | 12 | 0.30 | 1.21155 | 0.00000 | 1.21155 | 9.90 | 10118.51 |
25 | 2009.01.12 18:20 | buy | 13 | 0.30 | 1.21265 | 0.00000 | 1.21305 | ||
26 | 2009.01.12 19:15 | t/p | 13 | 0.30 | 1.21305 | 0.00000 | 1.21305 | 9.88 | 10128.39 |
27 | 2009.01.12 19:15 | buy | 14 | 0.30 | 1.21518 | 0.00000 | 1.21558 | ||
28 | 2009.01.12 19:20 | t/p | 14 | 0.30 | 1.21558 | 0.00000 | 1.21558 | 9.87 | 10138.26 |
29 | 2009.01.12 19:20 | buy | 15 | 0.30 | 1.21674 | 0.00000 | 1.21714 | ||
30 | 2009.01.12 22:45 | t/p | 15 | 0.30 | 1.21714 | 0.00000 | 1.21714 | 9.85 | 10148.11 |
31 | 2009.01.12 22:45 | buy | 16 | 0.30 | 1.21932 | 0.00000 | 1.21972 | ||
32 | 2009.01.12 22:50 | t/p | 16 | 0.30 | 1.21972 | 0.00000 | 1.21972 | 9.84 | 10157.95 |
33 | 2009.01.12 22:50 | buy | 17 | 0.30 | 1.22064 | 0.00000 | 1.22104 | ||
34 | 2009.01.13 07:02 | t/p | 17 | 0.30 | 1.22104 | 0.00000 | 1.22104 | 9.55 | 10167.51 |
35 | 2009.01.13 14:00 | buy | 18 | 0.30 | 1.22790 | 0.00000 | 1.22830 | ||
36 | 2009.01.13 14:10 | t/p | 18 | 0.30 | 1.22830 | 0.00000 | 1.22830 | 9.77 | 10177.28 |
37 | 2009.01.13 14:10 | buy | 19 | 0.30 | 1.22970 | 0.00000 | 1.23010 | ||
38 | 2009.01.13 14:20 | t/p | 19 | 0.30 | 1.23010 | 0.00000 | 1.23010 | 9.74 | 10187.02 |
39 | 2009.01.13 14:20 | buy | 20 | 0.30 | 1.23187 | 0.00000 | 1.23227 | ||
40 | 2009.01.13 20:02 | t/p | 20 | 0.30 | 1.23227 | 0.00000 | 1.23227 | 9.73 | 10196.75 |
41 | 2009.01.13 20:02 | buy | 21 | 0.30 | 1.23445 | 0.00000 | 1.23485 | ||
42 | 2009.01.14 15:59 | t/p | 21 | 0.30 | 1.23485 | 0.00000 | 1.23485 | 9.43 | 10206.18 |
43 | 2009.01.14 15:59 | buy | 22 | 0.30 | 1.23714 | 0.00000 | 1.23754 | ||
44 | 2009.01.14 16:15 | t/p | 22 | 0.30 | 1.23754 | 0.00000 | 1.23754 | 9.70 | 10215.88 |
45 | 2009.01.14 16:15 | buy | 23 | 0.30 | 1.23870 | 0.00000 | 1.23910 | ||
46 | 2009.01.14 16:20 | t/p | 23 | 0.30 | 1.23910 | 0.00000 | 1.23910 | 9.68 | 10225.56 |
47 | 2009.01.14 16:20 | buy | 24 | 0.30 | 1.24004 | 0.00000 | 1.24044 | ||
48 | 2009.01.14 16:45 | t/p | 24 | 0.30 | 1.24044 | 0.00000 | 1.24044 | 9.66 | 10235.22 |
49 | 2009.01.14 16:45 | buy | 25 | 0.30 | 1.24273 | 0.00000 | 1.24313 | ||
50 | 2009.01.14 16:50 | t/p | 25 | 0.30 | 1.24313 | 0.00000 | 1.24313 | 9.65 | 10244.87 |
51 | 2009.01.14 16:50 | buy | 26 | 0.30 | 1.24469 | 0.00000 | 1.24509 | ||
52 | 2009.01.14 18:16 | t/p | 26 | 0.30 | 1.24509 | 0.00000 | 1.24509 | 9.63 | 10254.50 |
53 | 2009.01.14 18:16 | buy | 27 | 0.30 | 1.24604 | 0.00000 | 1.24644 | ||
54 | 2009.01.14 19:45 | t/p | 27 | 0.30 | 1.24644 | 0.00000 | 1.24644 | 9.61 | 10264.11 |
55 | 2009.01.14 19:45 | buy | 28 | 0.30 | 1.24861 | 0.00000 | 1.24901 | ||
56 | 2009.01.14 19:50 | t/p | 28 | 0.30 | 1.24901 | 0.00000 | 1.24901 | 9.61 | 10273.72 |
57 | 2009.01.14 19:50 | buy | 29 | 0.30 | 1.24994 | 0.00000 | 1.25034 | ||
58 | 2009.01.15 13:50 | t/p | 29 | 0.30 | 1.25034 | 0.00000 | 1.25034 | 8.76 | 10282.48 |
59 | 2009.01.15 14:00 | buy | 30 | 0.30 | 1.24905 | 0.00000 | 1.24945 | ||
60 | 2009.01.15 14:15 | t/p | 30 | 0.30 | 1.24945 | 0.00000 | 1.24945 | 9.59 | 10292.07 |
61 | 2009.01.15 14:15 | buy | 31 | 0.30 | 1.25151 | 0.00000 | 1.25191 | ||
62 | 2009.01.15 14:20 | t/p | 31 | 0.30 | 1.25191 | 0.00000 | 1.25191 | 9.59 | 10301.66 |
63 | 2009.01.15 14:20 | buy | 32 | 0.30 | 1.25298 | 0.00000 | 1.25338 | ||
64 | 2009.01.15 15:50 | t/p | 32 | 0.30 | 1.25338 | 0.00000 | 1.25338 | 9.56 | 10311.22 |
65 | 2009.01.15 16:00 | buy | 33 | 0.30 | 1.25474 | 0.00000 | 1.25514 | ||
66 | 2009.01.15 16:10 | t/p | 33 | 0.30 | 1.25514 | 0.00000 | 1.25514 | 9.55 | 10320.77 |
67 | 2009.01.15 16:10 | buy | 34 | 0.30 | 1.25685 | 0.00000 | 1.25725 | ||
68 | 2009.01.15 16:15 | t/p | 34 | 0.30 | 1.25725 | 0.00000 | 1.25725 | 9.53 | 10330.30 |
69 | 2009.01.15 16:15 | buy | 35 | 0.30 | 1.25895 | 0.00000 | 1.25935 | ||
70 | 2009.01.15 16:20 | t/p | 35 | 0.30 | 1.25935 | 0.00000 | 1.25935 | 9.52 | 10339.82 |
71 | 2009.01.15 16:20 | buy | 36 | 0.30 | 1.26104 | 0.00000 | 1.26144 | ||
72 | 2009.01.15 16:45 | t/p | 36 | 0.30 | 1.26144 | 0.00000 | 1.26144 | 9.50 | 10349.32 |
73 | 2009.01.15 16:45 | buy | 37 | 0.30 | 1.26412 | 0.00000 | 1.26452 | ||
74 | 2009.01.15 16:50 | t/p | 37 | 0.30 | 1.26452 | 0.00000 | 1.26452 | 9.48 | 10358.80 |
75 | 2009.01.15 16:50 | buy | 38 | 0.30 | 1.26614 | 0.00000 | 1.26654 | ||
76 | 2009.01.15 17:02 | t/p | 38 | 0.30 | 1.26654 | 0.00000 | 1.26654 | 9.47 | 10368.27 |
77 | 2009.01.15 17:02 | buy | 39 | 0.30 | 1.26765 | 0.00000 | 1.26805 | ||
78 | 2009.01.20 15:10 | t/p | 39 | 0.30 | 1.26805 | 0.00000 | 1.26805 | 8.62 | 10376.89 |
79 | 2009.01.20 15:10 | buy | 40 | 0.30 | 1.26971 | 0.00000 | 1.27011 | ||
80 | 2009.01.21 09:15 | t/p | 40 | 0.30 | 1.27011 | 0.00000 | 1.27011 | 9.16 | 10386.05 |
81 | 2009.01.21 09:15 | buy | 41 | 0.30 | 1.27183 | 0.00000 | 1.27223 | ||
82 | 2009.01.21 09:30 | t/p | 41 | 0.30 | 1.27223 | 0.00000 | 1.27223 | 9.43 | 10395.48 |
83 | 2009.01.21 09:30 | buy | 42 | 0.30 | 1.27320 | 0.00000 | 1.27360 | ||
84 | 2009.01.21 17:15 | t/p | 42 | 0.30 | 1.27360 | 0.00000 | 1.27360 | 9.42 | 10404.90 |
85 | 2009.01.21 18:00 | buy | 43 | 0.30 | 1.27459 | 0.00000 | 1.27499 | ||
86 | 2009.01.21 18:02 | t/p | 43 | 0.30 | 1.27499 | 0.00000 | 1.27499 | 9.40 | 10414.30 |
87 | 2009.01.21 18:02 | buy | 44 | 0.30 | 1.27667 | 0.00000 | 1.27707 | ||
88 | 2009.03.02 00:00 | t/p | 44 | 0.30 | 1.27707 | 0.00000 | 1.27707 | -1.70 | 10412.60 |
89 | 2009.03.02 00:00 | buy | 45 | 0.30 | 1.27849 | 0.00000 | 1.27889 | ||
90 | 2009.03.02 00:50 | t/p | 45 | 0.30 | 1.27889 | 0.00000 | 1.27889 | 9.38 | 10421.98 |
91 | 2009.03.02 00:50 | buy | 46 | 0.30 | 1.27984 | 0.00000 | 1.28024 | ||
92 | 2009.03.02 01:50 | t/p | 46 | 0.30 | 1.28024 | 0.00000 | 1.28024 | 9.37 | 10431.35 |
93 | 2009.03.02 01:50 | buy | 47 | 0.30 | 1.28134 | 0.00000 | 1.28174 | ||
94 | 2009.03.02 09:32 | t/p | 47 | 0.30 | 1.28174 | 0.00000 | 1.28174 | 9.35 | 10440.70 |
95 | 2009.03.02 10:00 | buy | 48 | 0.30 | 1.28009 | 0.00000 | 1.28049 | ||
96 | 2009.03.02 10:10 | t/p | 48 | 0.30 | 1.28049 | 0.00000 | 1.28049 | 9.37 | 10450.07 |
97 | 2009.03.02 10:10 | buy | 49 | 0.30 | 1.28153 | 0.00000 | 1.28193 | ||
98 | 2009.03.02 10:20 | t/p | 49 | 0.30 | 1.28193 | 0.00000 | 1.28193 | 9.35 | 10459.42 |
99 | 2009.03.02 10:20 | buy | 50 | 0.30 | 1.28399 | 0.00000 | 1.28439 | ||
100 | 2009.03.02 13:10 | t/p | 50 | 0.30 | 1.28439 | 0.00000 | 1.28439 | 9.34 | 10468.76 |
101 | 2009.03.02 13:10 | buy | 51 | 0.30 | 1.28592 | 0.00000 | 1.28632 | ||
102 | 2009.03.02 13:20 | t/p | 51 | 0.30 | 1.28632 | 0.00000 | 1.28632 | 9.32 | 10478.08 |
103 | 2009.03.02 13:20 | buy | 52 | 0.30 | 1.28799 | 0.00000 | 1.28839 | ||
104 | 2009.03.02 13:50 | t/p | 52 | 0.30 | 1.28839 | 0.00000 | 1.28839 | 9.31 | 10487.39 |
105 | 2009.03.02 13:50 | buy | 53 | 0.30 | 1.28949 | 0.00000 | 1.28989 | ||
106 | 2009.03.02 21:16 | t/p | 53 | 0.30 | 1.28989 | 0.00000 | 1.28989 | 9.30 | 10496.69 |
107 | 2009.03.02 22:00 | buy | 54 | 0.30 | 1.29188 | 0.00000 | 1.29228 | ||
108 | 2009.03.02 22:50 | t/p | 54 | 0.30 | 1.29228 | 0.00000 | 1.29228 | 9.28 | 10505.97 |
109 | 2009.03.02 22:50 | buy | 55 | 0.30 | 1.29339 | 0.00000 | 1.29379 | ||
110 | 2009.03.03 15:16 | t/p | 55 | 0.30 | 1.29379 | 0.00000 | 1.29379 | 8.98 | 10514.95 |
111 | 2009.03.03 16:00 | buy | 56 | 0.30 | 1.29184 | 0.00000 | 1.29224 | ||
112 | 2009.03.03 16:20 | t/p | 56 | 0.30 | 1.29224 | 0.00000 | 1.29224 | 9.28 | 10524.23 |
113 | 2009.03.03 16:20 | buy | 57 | 0.30 | 1.29341 | 0.00000 | 1.29381 | ||
114 | 2009.03.03 16:45 | t/p | 57 | 0.30 | 1.29381 | 0.00000 | 1.29381 | 9.27 | 10533.50 |
115 | 2009.03.03 16:45 | buy | 58 | 0.30 | 1.29512 | 0.00000 | 1.29552 | ||
116 | 2009.03.03 17:02 | t/p | 58 | 0.30 | 1.29552 | 0.00000 | 1.29552 | 9.25 | 10542.75 |
117 | 2009.03.03 17:02 | buy | 59 | 0.30 | 1.29795 | 0.00000 | 1.29835 | ||
118 | 2009.03.09 13:40 | t/p | 59 | 0.30 | 1.29835 | 0.00000 | 1.29835 | 7.58 | 10550.33 |
119 | 2009.03.09 13:40 | buy | 60 | 0.30 | 1.30014 | 0.00000 | 1.30054 | ||
120 | 2009.03.09 13:45 | t/p | 60 | 0.30 | 1.30054 | 0.00000 | 1.30054 | 9.22 | 10559.55 |
121 | 2009.03.09 13:45 | buy | 61 | 0.30 | 1.30259 | 0.00000 | 1.30299 | ||
122 | 2009.03.09 13:50 | t/p | 61 | 0.30 | 1.30299 | 0.00000 | 1.30299 | 9.21 | 10568.76 |
123 | 2009.03.09 13:50 | buy | 62 | 0.30 | 1.30504 | 0.00000 | 1.30544 | ||
124 | 2009.03.09 14:20 | t/p | 62 | 0.30 | 1.30544 | 0.00000 | 1.30544 | 9.19 | 10577.95 |
125 | 2009.03.09 14:20 | buy | 63 | 0.30 | 1.30711 | 0.00000 | 1.30751 | ||
126 | 2009.12.31 18:57 | close at stop | 63 | 0.30 | 1.04645 | 0.00000 | 1.30751 | -7555.57 | 3022.38 |