Strategy Tester Report
myMACD4ver2
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=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; OpenTimeStart=1530; OpenTimeEnd=1730; CloseTime=2300; mytime=-1; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 598.40 | Gross profit | 598.40 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 49.87 | |||
| Absolute drawdown | 1080.80 | Maximal drawdown | 1430.80 (13.82%) | Relative drawdown | 13.82% (1430.80) |
| Total trades | 12 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 11 (100.00%) |
| Profit trades (% of total) | 12 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 50.00 | loss trade | 0.00 | |
| Average | profit trade | 49.87 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 12 (598.40) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 598.40 (12) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 12 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.05 16:20 | buy | 1 | 1.00 | 1.36037 | 0.00000 | 1.36087 | ||
| 2 | 2010.03.05 16:25 | buy | 2 | 1.00 | 1.36000 | 0.00000 | 1.36050 | ||
| 3 | 2010.03.05 16:40 | t/p | 2 | 1.00 | 1.36050 | 0.00000 | 1.36050 | 50.00 | 10050.00 |
| 4 | 2010.03.05 16:40 | buy | 3 | 1.00 | 1.36061 | 0.00000 | 1.36111 | ||
| 5 | 2010.03.05 16:45 | t/p | 1 | 1.00 | 1.36087 | 0.00000 | 1.36087 | 50.00 | 10100.00 |
| 6 | 2010.03.05 16:45 | t/p | 3 | 1.00 | 1.36111 | 0.00000 | 1.36111 | 50.00 | 10150.00 |
| 7 | 2010.03.05 16:45 | buy | 4 | 1.00 | 1.36123 | 0.00000 | 1.36173 | ||
| 8 | 2010.03.05 16:47 | buy | 5 | 1.00 | 1.36102 | 0.00000 | 1.36152 | ||
| 9 | 2010.03.05 16:50 | t/p | 4 | 1.00 | 1.36173 | 0.00000 | 1.36173 | 50.00 | 10200.00 |
| 10 | 2010.03.05 16:50 | t/p | 5 | 1.00 | 1.36152 | 0.00000 | 1.36152 | 50.00 | 10250.00 |
| 11 | 2010.03.05 16:50 | buy | 6 | 1.00 | 1.36185 | 0.00000 | 1.36235 | ||
| 12 | 2010.03.05 16:52 | buy | 7 | 1.00 | 1.36144 | 0.00000 | 1.36194 | ||
| 13 | 2010.03.05 17:15 | t/p | 7 | 1.00 | 1.36194 | 0.00000 | 1.36194 | 50.00 | 10300.00 |
| 14 | 2010.03.05 17:20 | t/p | 6 | 1.00 | 1.36235 | 0.00000 | 1.36235 | 50.00 | 10350.00 |
| 15 | 2010.03.11 17:07 | sell | 8 | 1.00 | 1.36541 | 0.00000 | 1.36491 | ||
| 16 | 2010.03.15 17:02 | t/p | 8 | 1.00 | 1.36491 | 0.00000 | 1.36491 | 48.40 | 10398.40 |
| 17 | 2010.03.23 16:00 | buy | 9 | 1.00 | 1.35341 | 0.00000 | 1.35391 | ||
| 18 | 2010.03.23 16:02 | buy | 10 | 1.00 | 1.35369 | 0.00000 | 1.35419 | ||
| 19 | 2010.03.23 16:45 | t/p | 9 | 1.00 | 1.35391 | 0.00000 | 1.35391 | 50.00 | 10448.40 |
| 20 | 2010.03.23 16:45 | buy | 11 | 1.00 | 1.35407 | 0.00000 | 1.35457 | ||
| 21 | 2010.03.23 16:50 | t/p | 10 | 1.00 | 1.35419 | 0.00000 | 1.35419 | 50.00 | 10498.40 |
| 22 | 2010.03.23 16:50 | buy | 12 | 1.00 | 1.35459 | 0.00000 | 1.35509 | ||
| 23 | 2010.03.23 17:02 | t/p | 11 | 1.00 | 1.35457 | 0.00000 | 1.35457 | 50.00 | 10548.40 |
| 24 | 2010.03.23 17:02 | t/p | 12 | 1.00 | 1.35509 | 0.00000 | 1.35509 | 50.00 | 10598.40 |