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 | 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 | Lots=0.3; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1022.97 | Gross profit | 212.64 | Gross loss | -1235.61 |
Profit factor | 0.17 | Expected payoff | -53.84 | ||
Absolute drawdown | 1447.26 | Maximal drawdown | 1659.90 (16.25%) | Relative drawdown | 16.25% (1659.90) |
Total trades | 19 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 19 (94.74%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 12.00 | loss trade | -1235.61 | |
Average | profit trade | 11.81 | loss trade | -1235.61 | |
Maximum | consecutive wins (profit in money) | 18 (212.64) | consecutive losses (loss in money) | 1 (-1235.61) | |
Maximal | consecutive profit (count of wins) | 212.64 (18) | consecutive loss (count of losses) | -1235.61 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 01:00 | buy | 1 | 0.30 | 1.36409 | 0.00000 | 1.36449 | ||
2 | 2010.03.01 01:50 | t/p | 1 | 0.30 | 1.36449 | 0.00000 | 1.36449 | 12.00 | 10012.00 |
3 | 2010.03.01 01:50 | buy | 2 | 0.30 | 1.36521 | 0.00000 | 1.36561 | ||
4 | 2010.03.03 10:16 | t/p | 2 | 0.30 | 1.36561 | 0.00000 | 1.36561 | 11.58 | 10023.58 |
5 | 2010.03.03 13:00 | buy | 3 | 0.30 | 1.36480 | 0.00000 | 1.36520 | ||
6 | 2010.03.03 13:07 | t/p | 3 | 0.30 | 1.36520 | 0.00000 | 1.36520 | 12.00 | 10035.58 |
7 | 2010.03.03 13:07 | buy | 4 | 0.30 | 1.36559 | 0.00000 | 1.36599 | ||
8 | 2010.03.03 14:32 | t/p | 4 | 0.30 | 1.36599 | 0.00000 | 1.36599 | 12.00 | 10047.58 |
9 | 2010.03.03 15:00 | buy | 5 | 0.30 | 1.36570 | 0.00000 | 1.36610 | ||
10 | 2010.03.03 15:50 | t/p | 5 | 0.30 | 1.36610 | 0.00000 | 1.36610 | 12.00 | 10059.58 |
11 | 2010.03.03 15:50 | buy | 6 | 0.30 | 1.36643 | 0.00000 | 1.36683 | ||
12 | 2010.03.03 16:45 | t/p | 6 | 0.30 | 1.36683 | 0.00000 | 1.36683 | 12.00 | 10071.58 |
13 | 2010.03.03 16:45 | buy | 7 | 0.30 | 1.36854 | 0.00000 | 1.36894 | ||
14 | 2010.03.03 16:50 | t/p | 7 | 0.30 | 1.36894 | 0.00000 | 1.36894 | 12.00 | 10083.58 |
15 | 2010.03.03 16:50 | buy | 8 | 0.30 | 1.37008 | 0.00000 | 1.37048 | ||
16 | 2010.03.03 17:15 | t/p | 8 | 0.30 | 1.37048 | 0.00000 | 1.37048 | 12.00 | 10095.58 |
17 | 2010.03.03 17:15 | buy | 9 | 0.30 | 1.37194 | 0.00000 | 1.37234 | ||
18 | 2010.03.03 17:20 | t/p | 9 | 0.30 | 1.37234 | 0.00000 | 1.37234 | 12.00 | 10107.58 |
19 | 2010.03.03 17:20 | buy | 10 | 0.30 | 1.37330 | 0.00000 | 1.37370 | ||
20 | 2010.03.12 10:20 | t/p | 10 | 0.30 | 1.37370 | 0.00000 | 1.37370 | 9.69 | 10117.27 |
21 | 2010.03.12 10:20 | buy | 11 | 0.30 | 1.37406 | 0.00000 | 1.37446 | ||
22 | 2010.03.12 10:45 | t/p | 11 | 0.30 | 1.37446 | 0.00000 | 1.37446 | 12.00 | 10129.27 |
23 | 2010.03.12 10:45 | buy | 12 | 0.30 | 1.37544 | 0.00000 | 1.37584 | ||
24 | 2010.03.12 10:50 | t/p | 12 | 0.30 | 1.37584 | 0.00000 | 1.37584 | 12.00 | 10141.27 |
25 | 2010.03.12 10:50 | buy | 13 | 0.30 | 1.37654 | 0.00000 | 1.37694 | ||
26 | 2010.03.12 11:15 | t/p | 13 | 0.30 | 1.37694 | 0.00000 | 1.37694 | 12.00 | 10153.27 |
27 | 2010.03.12 11:15 | buy | 14 | 0.30 | 1.37789 | 0.00000 | 1.37829 | ||
28 | 2010.03.12 11:20 | t/p | 14 | 0.30 | 1.37829 | 0.00000 | 1.37829 | 12.00 | 10165.27 |
29 | 2010.03.12 11:20 | buy | 15 | 0.30 | 1.37881 | 0.00000 | 1.37921 | ||
30 | 2010.03.12 11:32 | t/p | 15 | 0.30 | 1.37921 | 0.00000 | 1.37921 | 12.00 | 10177.27 |
31 | 2010.03.12 11:32 | buy | 16 | 0.30 | 1.37963 | 0.00000 | 1.38003 | ||
32 | 2010.03.17 08:10 | t/p | 16 | 0.30 | 1.38003 | 0.00000 | 1.38003 | 11.37 | 10188.64 |
33 | 2010.03.17 08:10 | buy | 17 | 0.30 | 1.38034 | 0.00000 | 1.38074 | ||
34 | 2010.03.17 08:15 | t/p | 17 | 0.30 | 1.38074 | 0.00000 | 1.38074 | 12.00 | 10200.64 |
35 | 2010.03.17 08:15 | buy | 18 | 0.30 | 1.38116 | 0.00000 | 1.38156 | ||
36 | 2010.03.17 08:20 | t/p | 18 | 0.30 | 1.38156 | 0.00000 | 1.38156 | 12.00 | 10212.64 |
37 | 2010.03.17 08:20 | buy | 19 | 0.30 | 1.38197 | 0.00000 | 1.38237 | ||
38 | 2010.03.26 21:59 | close at stop | 19 | 0.30 | 1.34086 | 0.00000 | 1.38237 | -1235.61 | 8977.03 |