Report Result : MyMACD - Desynced Forex Repository

Strategy Tester Report

MyMACD

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		TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;

Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70

Initial deposit	10000.00
Total net profit	-9993.00	Gross profit	2197.71	Gross loss	-12190.71
Profit factor	0.18	Expected payoff	-172.29
Absolute drawdown	9993.00	Maximal drawdown	10329.00 (99.93%)	Relative drawdown	99.93% (10329.00)

Total trades	58	Short positions (won %)	21 (85.71%)	Long positions (won %)	37 (91.89%)
		Profit trades (% of total)	52 (89.66%)	Loss trades (% of total)	6 (10.34%)
Largest		profit trade	47.28	loss trade	-3097.57
Average		profit trade	42.26	loss trade	-2031.79
Maximum		consecutive wins (profit in money)	13 (597.68)	consecutive losses (loss in money)	2 (-3372.83)
Maximal		consecutive profit (count of wins)	597.68 (13)	consecutive loss (count of losses)	-3372.83 (2)
Average		consecutive wins	10	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.16 17:00	buy	1	1.00	1.24889	0.00000	1.24939
2	2009.01.16 17:40	t/p	1	1.00	1.24939	0.00000	1.24939	39.98	10039.98
3	2009.01.16 17:40	buy	2	1.00	1.25138	0.00000	1.25188
4	2009.01.16 17:45	t/p	2	1.00	1.25188	0.00000	1.25188	39.91	10079.89
5	2009.01.16 17:45	buy	3	1.00	1.25387	0.00000	1.25437
6	2009.01.16 17:50	t/p	3	1.00	1.25437	0.00000	1.25437	39.83	10119.72
7	2009.01.16 17:50	buy	4	1.00	1.25637	0.00000	1.25687
8	2009.01.16 18:20	t/p	4	1.00	1.25687	0.00000	1.25687	39.76	10159.48
9	2009.01.29 18:15	buy	5	1.00	1.22044	0.00000	1.22094
10	2009.01.29 18:59	t/p	5	1.00	1.22094	0.00000	1.22094	40.93	10200.41
11	2009.02.05 18:00	buy	6	1.00	1.23154	0.00000	1.23204
12	2009.02.05 22:15	t/p	6	1.00	1.23204	0.00000	1.23204	40.57	10240.98
13	2009.02.10 16:17	sell	7	1.00	1.22165	0.00000	1.22115
14	2009.02.10 16:20	t/p	7	1.00	1.22115	0.00000	1.22115	40.95	10281.93
15	2009.02.10 16:47	sell	8	1.00	1.22199	0.00000	1.22149
16	2009.02.10 17:02	t/p	8	1.00	1.22149	0.00000	1.22149	40.99	10322.92
17	2009.02.10 17:10	sell	9	1.00	1.22311	0.00000	1.22261
18	2009.02.13 16:00	close	9	1.00	1.23949	0.00000	1.22261	-1323.37	8999.55
19	2009.02.24 10:20	buy	10	1.00	1.25200	0.00000	1.25250
20	2009.02.24 13:46	t/p	10	1.00	1.25250	0.00000	1.25250	39.92	9039.47
21	2009.03.09 01:10	sell	11	1.00	1.28257	0.00000	1.28207
22	2009.03.10 13:50	t/p	11	1.00	1.28207	0.00000	1.28207	38.68	9078.15
23	2009.03.11 17:15	buy	12	1.00	1.28570	0.00000	1.28620
24	2009.03.11 17:20	t/p	12	1.00	1.28620	0.00000	1.28620	38.87	9117.02
25	2009.03.11 17:20	buy	13	1.00	1.28744	0.00000	1.28794
26	2009.03.11 18:15	t/p	13	1.00	1.28794	0.00000	1.28794	38.81	9155.83
27	2009.03.18 08:02	buy	14	1.00	1.27017	0.00000	1.27067
28	2009.03.18 08:50	t/p	14	1.00	1.27067	0.00000	1.27067	39.32	9195.15
29	2009.03.18 08:50	buy	15	1.00	1.27234	0.00000	1.27284
30	2009.03.18 16:45	t/p	15	1.00	1.27284	0.00000	1.27284	39.28	9234.43
31	2009.03.26 06:50	sell	16	1.00	1.23008	0.00000	1.22958
32	2009.03.26 07:16	t/p	16	1.00	1.22958	0.00000	1.22958	40.69	9275.12
33	2009.03.26 16:15	buy	17	1.00	1.23155	0.00000	1.23205
34	2009.03.26 16:45	t/p	17	1.00	1.23205	0.00000	1.23205	40.58	9315.70
35	2009.03.26 16:47	buy	18	1.00	1.23264	0.00000	1.23314
36	2009.03.26 16:50	t/p	18	1.00	1.23314	0.00000	1.23314	40.54	9356.24
37	2009.03.26 16:57	buy	19	1.00	1.23264	0.00000	1.23314
38	2009.03.26 17:07	t/p	19	1.00	1.23314	0.00000	1.23314	40.54	9396.78
39	2009.04.08 03:00	buy	20	1.00	1.24124	0.00000	1.24174
40	2009.04.08 04:40	t/p	20	1.00	1.24174	0.00000	1.24174	40.26	9437.04
41	2009.04.08 21:00	buy	21	1.00	1.23859	0.00000	1.23909
42	2009.04.08 21:07	t/p	21	1.00	1.23909	0.00000	1.23909	40.35	9477.39
43	2009.04.08 21:07	buy	22	1.00	1.24009	0.00000	1.24059
44	2009.04.17 12:50	close	22	1.00	1.20807	0.00000	1.24059	-2660.67	6816.71
45	2009.04.22 16:00	sell	23	1.00	1.23830	0.00000	1.23780
46	2009.04.22 16:10	t/p	23	1.00	1.23780	0.00000	1.23780	40.42	6857.13
47	2009.04.22 16:10	sell	24	1.00	1.23628	0.00000	1.23578
48	2009.04.22 16:15	t/p	24	1.00	1.23578	0.00000	1.23578	40.46	6897.59
49	2009.04.22 16:15	sell	25	1.00	1.23471	0.00000	1.23421
50	2009.04.22 16:20	t/p	25	1.00	1.23421	0.00000	1.23421	40.53	6938.12
51	2009.04.22 16:20	sell	26	1.00	1.23262	0.00000	1.23212
52	2009.04.23 16:45	t/p	26	1.00	1.23212	0.00000	1.23212	39.57	6977.70
53	2009.04.27 19:10	buy	27	1.00	1.21718	0.00000	1.21768
54	2009.04.27 19:15	t/p	27	1.00	1.21768	0.00000	1.21768	41.06	7018.76
55	2009.04.27 19:15	buy	28	1.00	1.21868	0.00000	1.21918
56	2009.04.27 19:20	t/p	28	1.00	1.21918	0.00000	1.21918	41.01	7059.77
57	2009.04.27 19:20	buy	29	1.00	1.22019	0.00000	1.22069
58	2009.04.27 19:50	t/p	29	1.00	1.22069	0.00000	1.22069	40.94	7100.71
59	2009.04.27 19:50	buy	30	1.00	1.22213	0.00000	1.22263
60	2009.04.28 06:20	t/p	30	1.00	1.22263	0.00000	1.22263	39.97	7140.67
61	2009.05.01 16:00	buy	31	1.00	1.19014	0.00000	1.19064
62	2009.05.01 16:10	t/p	31	1.00	1.19064	0.00000	1.19064	41.96	7182.63
63	2009.05.01 16:10	buy	32	1.00	1.19251	0.00000	1.19301
64	2009.05.01 16:15	t/p	32	1.00	1.19301	0.00000	1.19301	41.90	7224.53
65	2009.05.01 16:15	buy	33	1.00	1.19427	0.00000	1.19477
66	2009.05.01 16:20	t/p	33	1.00	1.19477	0.00000	1.19477	41.83	7266.36
67	2009.05.01 16:20	buy	34	1.00	1.19604	0.00000	1.19654
68	2009.05.06 10:00	close	34	1.00	1.17566	0.00000	1.19654	-1736.26	5530.10
69	2009.05.15 15:45	sell	35	1.00	1.16791	0.00000	1.16741
70	2009.05.15 15:50	t/p	35	1.00	1.16741	0.00000	1.16741	42.83	5572.93
71	2009.05.15 15:50	sell	36	1.00	1.16642	0.00000	1.16592
72	2009.05.15 16:37	t/p	36	1.00	1.16592	0.00000	1.16592	42.90	5615.83
73	2009.05.26 01:20	buy	37	1.00	1.12584	0.00000	1.12634
74	2009.05.26 02:50	t/p	37	1.00	1.12634	0.00000	1.12634	44.38	5660.21
75	2009.06.11 15:00	buy	38	1.00	1.10664	0.00000	1.10714
76	2009.06.12 05:15	t/p	38	1.00	1.10714	0.00000	1.10714	44.24	5704.45
77	2009.06.18 07:00	buy	39	1.00	1.13514	0.00000	1.13564
78	2009.06.18 10:46	t/p	39	1.00	1.13564	0.00000	1.13564	44.01	5748.46
79	2009.06.30 15:15	buy	40	1.00	1.15779	0.00000	1.15829
80	2009.06.30 16:10	t/p	40	1.00	1.15829	0.00000	1.15829	43.13	5791.59
81	2009.07.06 02:45	sell	41	1.00	1.16066	0.00000	1.16016
82	2009.07.06 07:37	t/p	41	1.00	1.16016	0.00000	1.16016	43.10	5834.69
83	2009.07.21 18:00	buy	42	1.00	1.10850	0.00000	1.10900
84	2009.07.21 18:20	t/p	42	1.00	1.10900	0.00000	1.10900	45.04	5879.73
85	2009.07.21 18:20	buy	43	1.00	1.11097	0.00000	1.11147
86	2009.07.28 23:20	close	43	1.00	1.07910	0.00000	1.11147	-2959.86	2919.87
87	2009.07.29 00:00	sell	44	1.00	1.08086	0.00000	1.08036
88	2009.07.30 22:20	close	44	1.00	1.08533	0.00000	1.08036	-412.98	2506.89
89	2009.08.06 05:00	buy	45	1.00	1.07255	0.00000	1.07305
90	2009.08.06 12:15	t/p	45	1.00	1.07305	0.00000	1.07305	46.59	2553.48
91	2009.08.14 16:20	buy	46	1.00	1.08945	0.00000	1.08995
92	2009.08.14 16:40	t/p	46	1.00	1.08995	0.00000	1.08995	45.87	2599.35
93	2009.08.14 16:40	buy	47	1.00	1.09088	0.00000	1.09138
94	2009.08.14 16:45	t/p	47	1.00	1.09138	0.00000	1.09138	45.81	2645.16
95	2009.08.14 16:45	buy	48	1.00	1.09242	0.00000	1.09292
96	2009.08.14 16:50	t/p	48	1.00	1.09292	0.00000	1.09292	45.75	2690.91
97	2009.08.14 16:52	buy	49	1.00	1.09293	0.00000	1.09343
98	2009.08.14 17:20	t/p	49	1.00	1.09343	0.00000	1.09343	45.70	2736.61
99	2009.08.18 17:10	sell	50	1.00	1.10446	0.00000	1.10396
100	2009.08.18 17:20	t/p	50	1.00	1.10396	0.00000	1.10396	45.30	2781.91
101	2009.08.18 17:20	sell	51	1.00	1.10289	0.00000	1.10239
102	2009.08.18 19:50	t/p	51	1.00	1.10239	0.00000	1.10239	45.37	2827.28
103	2009.08.19 16:20	sell	52	1.00	1.10384	0.00000	1.10334
104	2009.08.19 16:32	t/p	52	1.00	1.10334	0.00000	1.10334	45.42	2872.70
105	2009.08.19 16:32	sell	53	1.00	1.09971	0.00000	1.09921
106	2009.08.19 17:50	t/p	53	1.00	1.09921	0.00000	1.09921	45.60	2918.30
107	2009.09.15 15:15	sell	54	1.00	1.08082	0.00000	1.08032
108	2009.09.15 15:20	t/p	54	1.00	1.08032	0.00000	1.08032	46.32	2964.62
109	2009.09.15 15:27	sell	55	1.00	1.08082	0.00000	1.08032
110	2009.09.15 15:32	t/p	55	1.00	1.08032	0.00000	1.08032	46.32	3010.94
111	2009.09.15 15:45	sell	56	1.00	1.08028	0.00000	1.07978
112	2009.09.15 17:45	t/p	56	1.00	1.07978	0.00000	1.07978	46.35	3057.29
113	2009.10.08 12:00	buy	57	1.00	1.05672	0.00000	1.05722
114	2009.10.08 14:15	t/p	57	1.00	1.05722	0.00000	1.05722	47.28	3104.57
115	2009.10.22 17:00	sell	58	1.00	1.04601	0.00000	1.04551
116	2009.10.28 17:20	close at stop	58	1.00	1.07943	0.00000	1.04551	-3097.57	7.00