Report Result : _FT_MACD_MA - Desynced Forex Repository

Strategy Tester Report

_FT_MACD_MA

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		fast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1;

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	-6.64	Gross profit	76.68	Gross loss	-83.32
Profit factor	0.92	Expected payoff	-0.12
Absolute drawdown	21.85	Maximal drawdown	33.47 (0.33%)	Relative drawdown	0.33% (33.47)

Total trades	57	Short positions (won %)	31 (29.03%)	Long positions (won %)	26 (26.92%)
		Profit trades (% of total)	16 (28.07%)	Loss trades (% of total)	41 (71.93%)
Largest		profit trade	13.98	loss trade	-4.41
Average		profit trade	4.79	loss trade	-2.03
Maximum		consecutive wins (profit in money)	1 (13.98)	consecutive losses (loss in money)	6 (-14.65)
Maximal		consecutive profit (count of wins)	13.98 (1)	consecutive loss (count of losses)	-14.65 (6)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 01:00	buy	1	0.01	1.36409	0.00000	0.00000
2	2010.03.01 02:00	sell	2	0.01	1.36348	0.00000	0.00000
3	2010.03.01 02:00	close	1	0.01	1.36348	0.00000	0.00000	-0.61	9999.39
4	2010.03.01 09:00	buy	3	0.01	1.36256	0.00000	0.00000
5	2010.03.01 09:00	close	2	0.01	1.36256	0.00000	0.00000	0.92	10000.31
6	2010.03.01 12:00	sell	4	0.01	1.35939	0.00000	0.00000
7	2010.03.01 12:00	close	3	0.01	1.35939	0.00000	0.00000	-3.17	9997.14
8	2010.03.01 19:00	close	4	0.01	1.35391	0.00000	0.00000	5.48	10002.62
9	2010.03.01 20:00	buy	5	0.01	1.35592	0.00000	0.00000
10	2010.03.02 02:00	sell	6	0.01	1.35340	0.00000	0.00000
11	2010.03.02 02:00	close	5	0.01	1.35340	0.00000	0.00000	-2.53	10000.09
12	2010.03.02 04:00	close	6	0.01	1.35411	0.00000	0.00000	-0.71	9999.38
13	2010.03.02 13:00	buy	7	0.01	1.35399	0.00000	0.00000
14	2010.03.03 08:00	sell	8	0.01	1.36283	0.00000	0.00000
15	2010.03.03 08:00	close	7	0.01	1.36283	0.00000	0.00000	8.83	10008.22
16	2010.03.03 13:00	buy	9	0.01	1.36480	0.00000	0.00000
17	2010.03.03 13:00	close	8	0.01	1.36480	0.00000	0.00000	-1.97	10006.25
18	2010.03.03 14:00	sell	10	0.01	1.36222	0.00000	0.00000
19	2010.03.03 14:00	close	9	0.01	1.36222	0.00000	0.00000	-2.58	10003.67
20	2010.03.03 15:00	close	10	0.01	1.36570	0.00000	0.00000	-3.48	10000.19
21	2010.03.03 21:00	sell	11	0.01	1.36989	0.00000	0.00000
22	2010.03.04 13:00	buy	12	0.01	1.36809	0.00000	0.00000
23	2010.03.04 13:00	close	11	0.01	1.36809	0.00000	0.00000	1.78	10001.96
24	2010.03.04 16:00	sell	13	0.01	1.36368	0.00000	0.00000
25	2010.03.04 16:00	close	12	0.01	1.36368	0.00000	0.00000	-4.41	9997.55
26	2010.03.05 02:00	close	13	0.01	1.35846	0.00000	0.00000	5.21	10002.76
27	2010.03.05 10:00	buy	14	0.01	1.35965	0.00000	0.00000
28	2010.03.05 15:00	close	14	0.01	1.35582	0.00000	0.00000	-3.83	9998.93
29	2010.03.05 17:00	buy	15	0.01	1.36102	0.00000	0.00000
30	2010.03.08 10:00	sell	16	0.01	1.36664	0.00000	0.00000
31	2010.03.08 10:00	close	15	0.01	1.36664	0.00000	0.00000	5.61	10004.55
32	2010.03.08 16:00	buy	17	0.01	1.36763	0.00000	0.00000
33	2010.03.08 16:00	close	16	0.01	1.36763	0.00000	0.00000	-0.99	10003.56
34	2010.03.08 17:00	sell	18	0.01	1.36529	0.00000	0.00000
35	2010.03.08 17:00	close	17	0.01	1.36529	0.00000	0.00000	-2.34	10001.22
36	2010.03.09 05:00	close	18	0.01	1.36336	0.00000	0.00000	1.92	10003.14
37	2010.03.09 07:00	sell	19	0.01	1.36181	0.00000	0.00000
38	2010.03.09 09:00	close	19	0.01	1.36211	0.00000	0.00000	-0.30	10002.84
39	2010.03.09 17:00	buy	20	0.01	1.35832	0.00000	0.00000
40	2010.03.10 08:00	sell	21	0.01	1.35823	0.00000	0.00000
41	2010.03.10 08:00	close	20	0.01	1.35823	0.00000	0.00000	-0.10	10002.74
42	2010.03.10 11:00	close	21	0.01	1.35844	0.00000	0.00000	-0.21	10002.53
43	2010.03.10 13:00	buy	22	0.01	1.36169	0.00000	0.00000
44	2010.03.11 01:00	sell	23	0.01	1.36433	0.00000	0.00000
45	2010.03.11 01:00	close	22	0.01	1.36433	0.00000	0.00000	2.62	10005.15
46	2010.03.11 10:00	buy	24	0.01	1.36570	0.00000	0.00000
47	2010.03.11 10:00	close	23	0.01	1.36570	0.00000	0.00000	-1.37	10003.78
48	2010.03.11 13:00	sell	25	0.01	1.36520	0.00000	0.00000
49	2010.03.11 13:00	close	24	0.01	1.36520	0.00000	0.00000	-0.50	10003.28
50	2010.03.11 14:00	close	25	0.01	1.36640	0.00000	0.00000	-1.20	10002.08
51	2010.03.11 15:00	sell	26	0.01	1.36460	0.00000	0.00000
52	2010.03.11 17:00	buy	27	0.01	1.36751	0.00000	0.00000
53	2010.03.11 17:00	close	26	0.01	1.36751	0.00000	0.00000	-2.91	9999.17
54	2010.03.12 00:00	sell	28	0.01	1.36764	0.00000	0.00000
55	2010.03.12 00:00	close	27	0.01	1.36764	0.00000	0.00000	0.12	9999.29
56	2010.03.12 01:00	close	28	0.01	1.36861	0.00000	0.00000	-0.97	9998.32
57	2010.03.12 03:00	sell	29	0.01	1.36761	0.00000	0.00000
58	2010.03.12 05:00	close	29	0.01	1.36921	0.00000	0.00000	-1.60	9996.72
59	2010.03.12 09:00	sell	30	0.01	1.36977	0.00000	0.00000
60	2010.03.12 10:00	close	30	0.01	1.37232	0.00000	0.00000	-2.55	9994.17
61	2010.03.12 16:00	sell	31	0.01	1.37493	0.00000	0.00000
62	2010.03.15 22:00	buy	32	0.01	1.36779	0.00000	0.00000
63	2010.03.15 22:00	close	31	0.01	1.36779	0.00000	0.00000	7.13	10001.31
64	2010.03.16 09:00	sell	33	0.01	1.36632	0.00000	0.00000
65	2010.03.16 09:00	close	32	0.01	1.36632	0.00000	0.00000	-1.48	9999.83
66	2010.03.16 10:00	close	33	0.01	1.36799	0.00000	0.00000	-1.67	9998.16
67	2010.03.16 12:00	buy	34	0.01	1.36893	0.00000	0.00000
68	2010.03.16 19:00	sell	35	0.01	1.37270	0.00000	0.00000
69	2010.03.16 19:00	close	34	0.01	1.37270	0.00000	0.00000	3.77	10001.93
70	2010.03.16 20:00	close	35	0.01	1.37581	0.00000	0.00000	-3.11	9998.82
71	2010.03.17 02:00	sell	36	0.01	1.37660	0.00000	0.00000
72	2010.03.17 05:00	close	36	0.01	1.37830	0.00000	0.00000	-1.70	9997.12
73	2010.03.17 07:00	sell	37	0.01	1.37802	0.00000	0.00000
74	2010.03.17 08:00	close	37	0.01	1.37902	0.00000	0.00000	-1.00	9996.12
75	2010.03.17 10:00	sell	38	0.01	1.37764	0.00000	0.00000
76	2010.03.17 19:00	buy	39	0.01	1.37777	0.00000	0.00000
77	2010.03.17 19:00	close	38	0.01	1.37777	0.00000	0.00000	-0.13	9995.99
78	2010.03.17 20:00	sell	40	0.01	1.37520	0.00000	0.00000
79	2010.03.17 20:00	close	39	0.01	1.37520	0.00000	0.00000	-2.57	9993.42
80	2010.03.18 11:00	close	40	0.01	1.36919	0.00000	0.00000	5.99	9999.41
81	2010.03.18 12:00	buy	41	0.01	1.36880	0.00000	0.00000
82	2010.03.18 13:00	sell	42	0.01	1.36700	0.00000	0.00000
83	2010.03.18 13:00	close	41	0.01	1.36700	0.00000	0.00000	-1.80	9997.61
84	2010.03.18 15:00	close	42	0.01	1.36822	0.00000	0.00000	-1.22	9996.39
85	2010.03.19 02:00	buy	43	0.01	1.36196	0.00000	0.00000
86	2010.03.19 10:00	close	43	0.01	1.35902	0.00000	0.00000	-2.94	9993.45
87	2010.03.19 20:00	buy	44	0.01	1.35371	0.00000	0.00000
88	2010.03.22 01:00	close	44	0.01	1.35128	0.00000	0.00000	-2.44	9991.01
89	2010.03.22 10:00	buy	45	0.01	1.35438	0.00000	0.00000
90	2010.03.22 13:00	sell	46	0.01	1.35032	0.00000	0.00000
91	2010.03.22 13:00	close	45	0.01	1.35032	0.00000	0.00000	-4.06	9986.95
92	2010.03.22 16:00	close	46	0.01	1.35251	0.00000	0.00000	-2.19	9984.76
93	2010.03.22 17:00	buy	47	0.01	1.35321	0.00000	0.00000
94	2010.03.23 02:00	sell	48	0.01	1.35465	0.00000	0.00000
95	2010.03.23 02:00	close	47	0.01	1.35465	0.00000	0.00000	1.43	9986.19
96	2010.03.23 03:00	close	48	0.01	1.35561	0.00000	0.00000	-0.96	9985.23
97	2010.03.23 06:00	buy	49	0.01	1.35576	0.00000	0.00000
98	2010.03.23 07:00	sell	50	0.01	1.35311	0.00000	0.00000
99	2010.03.23 07:00	close	49	0.01	1.35311	0.00000	0.00000	-2.65	9982.58
100	2010.03.23 15:00	close	50	0.01	1.35134	0.00000	0.00000	1.77	9984.35
101	2010.03.23 16:00	buy	51	0.01	1.35353	0.00000	0.00000
102	2010.03.23 19:00	sell	52	0.01	1.34952	0.00000	0.00000
103	2010.03.23 19:00	close	51	0.01	1.34952	0.00000	0.00000	-4.01	9980.34
104	2010.03.24 18:00	close	52	0.01	1.33553	0.00000	0.00000	13.98	9994.32
105	2010.03.25 02:00	buy	53	0.01	1.33371	0.00000	0.00000
106	2010.03.25 07:00	sell	54	0.01	1.32981	0.00000	0.00000
107	2010.03.25 07:00	close	53	0.01	1.32981	0.00000	0.00000	-3.90	9990.42
108	2010.03.25 08:00	close	54	0.01	1.33217	0.00000	0.00000	-2.36	9988.06
109	2010.03.25 11:00	buy	55	0.01	1.33401	0.00000	0.00000
110	2010.03.25 15:00	sell	56	0.01	1.33250	0.00000	0.00000
111	2010.03.25 15:00	close	55	0.01	1.33250	0.00000	0.00000	-1.51	9986.55
112	2010.03.25 16:00	close	56	0.01	1.33580	0.00000	0.00000	-3.30	9983.25
113	2010.03.26 01:00	buy	57	0.01	1.33075	0.00000	0.00000
114	2010.03.26 21:59	close at stop	57	0.01	1.34086	0.00000	0.00000	10.11	9993.36