Strategy Tester Report
MACD Sample_v1
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 63.73 | Gross profit | 63.73 | Gross loss | 0.00 |
Profit factor | Expected payoff | 3.98 | |||
Absolute drawdown | 142.77 | Maximal drawdown | 142.77 (1.43%) | Relative drawdown | 1.43% (142.77) |
Total trades | 16 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 11 (100.00%) |
Profit trades (% of total) | 16 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 5.00 | loss trade | 0.00 | |
Average | profit trade | 3.98 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 16 (63.73) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 63.73 (16) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 16 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 21:00 | buy | 1 | 0.10 | 1.35766 | 0.00000 | 1.35816 | ||
2 | 2010.03.02 14:45 | t/p | 1 | 0.10 | 1.35816 | 0.00000 | 1.35816 | 4.93 | 10004.93 |
3 | 2010.03.05 16:20 | buy | 2 | 0.10 | 1.36049 | 0.00000 | 1.36099 | ||
4 | 2010.03.05 16:45 | t/p | 2 | 0.10 | 1.36099 | 0.00000 | 1.36099 | 5.00 | 10009.93 |
5 | 2010.03.05 16:45 | buy | 3 | 0.10 | 1.36135 | 0.00000 | 1.36185 | ||
6 | 2010.03.05 16:50 | modify | 3 | 0.10 | 1.36135 | 1.36146 | 1.36185 | ||
7 | 2010.03.05 16:52 | s/l | 3 | 0.10 | 1.36146 | 1.36146 | 1.36185 | 1.10 | 10011.03 |
8 | 2010.03.05 16:52 | buy | 4 | 0.10 | 1.36156 | 0.00000 | 1.36206 | ||
9 | 2010.03.05 17:15 | t/p | 4 | 0.10 | 1.36206 | 0.00000 | 1.36206 | 5.00 | 10016.03 |
10 | 2010.03.08 11:20 | sell | 5 | 0.10 | 1.36421 | 0.00000 | 1.36371 | ||
11 | 2010.03.08 11:37 | modify | 5 | 0.10 | 1.36421 | 1.36416 | 1.36371 | ||
12 | 2010.03.08 11:40 | s/l | 5 | 0.10 | 1.36416 | 1.36416 | 1.36371 | 0.50 | 10016.53 |
13 | 2010.03.08 11:40 | sell | 6 | 0.10 | 1.36422 | 0.00000 | 1.36372 | ||
14 | 2010.03.08 16:50 | t/p | 6 | 0.10 | 1.36372 | 0.00000 | 1.36372 | 5.00 | 10021.53 |
15 | 2010.03.09 18:59 | buy | 7 | 0.10 | 1.36051 | 0.00000 | 1.36101 | ||
16 | 2010.03.09 19:20 | t/p | 7 | 0.10 | 1.36101 | 0.00000 | 1.36101 | 5.00 | 10026.53 |
17 | 2010.03.10 12:35 | buy | 8 | 0.10 | 1.36030 | 0.00000 | 1.36080 | ||
18 | 2010.03.10 12:40 | t/p | 8 | 0.10 | 1.36080 | 0.00000 | 1.36080 | 5.00 | 10031.53 |
19 | 2010.03.10 12:40 | buy | 9 | 0.10 | 1.36102 | 0.00000 | 1.36152 | ||
20 | 2010.03.10 12:45 | t/p | 9 | 0.10 | 1.36152 | 0.00000 | 1.36152 | 5.00 | 10036.53 |
21 | 2010.03.10 12:45 | buy | 10 | 0.10 | 1.36174 | 0.00000 | 1.36224 | ||
22 | 2010.03.10 12:50 | t/p | 10 | 0.10 | 1.36224 | 0.00000 | 1.36224 | 5.00 | 10041.53 |
23 | 2010.03.10 12:50 | buy | 11 | 0.10 | 1.36246 | 0.00000 | 1.36296 | ||
24 | 2010.03.10 15:20 | modify | 11 | 0.10 | 1.36246 | 1.36253 | 1.36296 | ||
25 | 2010.03.10 15:22 | s/l | 11 | 0.10 | 1.36253 | 1.36253 | 1.36296 | 0.70 | 10042.23 |
26 | 2010.03.11 14:50 | sell | 12 | 0.10 | 1.36317 | 0.00000 | 1.36267 | ||
27 | 2010.03.11 15:20 | modify | 12 | 0.10 | 1.36317 | 1.36302 | 1.36267 | ||
28 | 2010.03.11 15:22 | s/l | 12 | 0.10 | 1.36302 | 1.36302 | 1.36267 | 1.50 | 10043.73 |
29 | 2010.03.23 06:45 | sell | 13 | 0.10 | 1.35382 | 0.00000 | 1.35332 | ||
30 | 2010.03.23 06:50 | t/p | 13 | 0.10 | 1.35332 | 0.00000 | 1.35332 | 5.00 | 10048.73 |
31 | 2010.03.23 06:50 | sell | 14 | 0.10 | 1.35292 | 0.00000 | 1.35242 | ||
32 | 2010.03.23 07:15 | modify | 14 | 0.10 | 1.35292 | 1.35286 | 1.35242 | ||
33 | 2010.03.23 07:20 | t/p | 14 | 0.10 | 1.35242 | 1.35286 | 1.35242 | 5.00 | 10053.73 |
34 | 2010.03.23 16:00 | buy | 15 | 0.10 | 1.35353 | 0.00000 | 1.35403 | ||
35 | 2010.03.23 16:45 | modify | 15 | 0.10 | 1.35353 | 1.35368 | 1.35403 | ||
36 | 2010.03.23 16:50 | t/p | 15 | 0.10 | 1.35403 | 1.35368 | 1.35403 | 5.00 | 10058.73 |
37 | 2010.03.23 16:50 | buy | 16 | 0.10 | 1.35471 | 0.00000 | 1.35521 | ||
38 | 2010.03.23 17:02 | t/p | 16 | 0.10 | 1.35521 | 0.00000 | 1.35521 | 5.00 | 10063.73 |