Strategy Tester Report
simple-macd-EA
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=1; TrailingStop=55; MACD_level=500; MAGIC=123456; tp_limit=100; wait_time_b4_SL=10000; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2091.60 | Gross profit | 728.30 | Gross loss | -2819.90 |
Profit factor | 0.26 | Expected payoff | -61.52 | ||
Absolute drawdown | 3505.90 | Maximal drawdown | 3746.90 (36.59%) | Relative drawdown | 36.59% (3746.90) |
Total trades | 34 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 17 (64.71%) |
Profit trades (% of total) | 20 (58.82%) | Loss trades (% of total) | 14 (41.18%) | ||
Largest | profit trade | 151.00 | loss trade | -2149.90 | |
Average | profit trade | 36.41 | loss trade | -201.42 | |
Maximum | consecutive wins (profit in money) | 2 (120.00) | consecutive losses (loss in money) | 1 (-2149.90) | |
Maximal | consecutive profit (count of wins) | 151.00 (1) | consecutive loss (count of losses) | -2149.90 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 03:17 | sell | 1 | 1.00 | 1.36063 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 03:20 | modify | 1 | 1.00 | 1.36063 | 1.36041 | 0.00000 | ||
3 | 2010.03.01 03:27 | s/l | 1 | 1.00 | 1.36041 | 1.36041 | 0.00000 | 22.00 | 10022.00 |
4 | 2010.03.01 09:15 | buy | 2 | 1.00 | 1.36245 | 0.00000 | 0.00000 | ||
5 | 2010.03.01 09:17 | close | 2 | 1.00 | 1.36238 | 0.00000 | 0.00000 | -7.00 | 10015.00 |
6 | 2010.03.01 12:12 | sell | 3 | 1.00 | 1.35938 | 0.00000 | 0.00000 | ||
7 | 2010.03.01 12:35 | modify | 3 | 1.00 | 1.35938 | 1.35928 | 0.00000 | ||
8 | 2010.03.01 12:37 | s/l | 3 | 1.00 | 1.35928 | 1.35928 | 0.00000 | 10.00 | 10025.00 |
9 | 2010.03.01 20:15 | buy | 4 | 1.00 | 1.35603 | 0.00000 | 0.00000 | ||
10 | 2010.03.01 20:17 | close | 4 | 1.00 | 1.35566 | 0.00000 | 0.00000 | -37.00 | 9988.00 |
11 | 2010.03.02 02:02 | sell | 5 | 1.00 | 1.35371 | 0.00000 | 0.00000 | ||
12 | 2010.03.02 02:15 | modify | 5 | 1.00 | 1.35371 | 1.35356 | 0.00000 | ||
13 | 2010.03.02 02:45 | s/l | 5 | 1.00 | 1.35356 | 1.35356 | 0.00000 | 15.00 | 10003.00 |
14 | 2010.03.02 12:47 | buy | 6 | 1.00 | 1.35446 | 0.00000 | 0.00000 | ||
15 | 2010.03.02 12:50 | modify | 6 | 1.00 | 1.35446 | 1.35476 | 0.00000 | ||
16 | 2010.03.02 12:57 | s/l | 6 | 1.00 | 1.35476 | 1.35476 | 0.00000 | 30.00 | 10033.00 |
17 | 2010.03.03 08:42 | sell | 7 | 1.00 | 1.36165 | 0.00000 | 0.00000 | ||
18 | 2010.03.03 08:45 | close | 7 | 1.00 | 1.36232 | 0.00000 | 0.00000 | -67.00 | 9966.00 |
19 | 2010.03.03 10:23 | buy | 8 | 1.00 | 1.36619 | 0.00000 | 0.00000 | ||
20 | 2010.03.03 12:32 | modify | 8 | 1.00 | 1.36619 | 1.36623 | 0.00000 | ||
21 | 2010.03.03 12:40 | s/l | 8 | 1.00 | 1.36623 | 1.36623 | 0.00000 | 4.00 | 9970.00 |
22 | 2010.03.04 04:27 | sell | 9 | 1.00 | 1.36839 | 0.00000 | 0.00000 | ||
23 | 2010.03.04 04:45 | close | 9 | 1.00 | 1.36894 | 0.00000 | 0.00000 | -55.00 | 9915.00 |
24 | 2010.03.04 12:22 | buy | 10 | 1.00 | 1.36834 | 0.00000 | 0.00000 | ||
25 | 2010.03.04 12:50 | modify | 10 | 1.00 | 1.36834 | 1.36887 | 0.00000 | ||
26 | 2010.03.04 12:57 | s/l | 10 | 1.00 | 1.36887 | 1.36887 | 0.00000 | 53.00 | 9968.00 |
27 | 2010.03.04 14:37 | sell | 11 | 1.00 | 1.36459 | 0.00000 | 0.00000 | ||
28 | 2010.03.04 14:42 | close | 11 | 1.00 | 1.36626 | 0.00000 | 0.00000 | -167.00 | 9801.00 |
29 | 2010.03.05 03:55 | buy | 12 | 1.00 | 1.35986 | 0.00000 | 0.00000 | ||
30 | 2010.03.05 10:02 | modify | 12 | 1.00 | 1.35986 | 1.35995 | 0.00000 | ||
31 | 2010.03.05 10:15 | s/l | 12 | 1.00 | 1.35995 | 1.35995 | 0.00000 | 9.00 | 9810.00 |
32 | 2010.03.05 13:00 | sell | 13 | 1.00 | 1.35849 | 0.00000 | 0.00000 | ||
33 | 2010.03.05 13:02 | close | 13 | 1.00 | 1.35894 | 0.00000 | 0.00000 | -45.00 | 9765.00 |
34 | 2010.03.05 16:40 | buy | 14 | 1.00 | 1.36073 | 0.00000 | 0.00000 | ||
35 | 2010.03.05 16:50 | modify | 14 | 1.00 | 1.36073 | 1.36121 | 0.00000 | ||
36 | 2010.03.05 16:57 | s/l | 14 | 1.00 | 1.36121 | 1.36121 | 0.00000 | 48.00 | 9813.00 |
37 | 2010.03.08 11:02 | sell | 15 | 1.00 | 1.36612 | 0.00000 | 0.00000 | ||
38 | 2010.03.08 11:07 | close | 15 | 1.00 | 1.36652 | 0.00000 | 0.00000 | -40.00 | 9773.00 |
39 | 2010.03.08 15:12 | buy | 16 | 1.00 | 1.36735 | 0.00000 | 0.00000 | ||
40 | 2010.03.08 15:15 | modify | 16 | 1.00 | 1.36735 | 1.36754 | 0.00000 | ||
41 | 2010.03.08 15:50 | s/l | 16 | 1.00 | 1.36754 | 1.36754 | 0.00000 | 19.00 | 9792.00 |
42 | 2010.03.08 16:47 | sell | 17 | 1.00 | 1.36472 | 0.00000 | 0.00000 | ||
43 | 2010.03.08 16:50 | modify | 17 | 1.00 | 1.36472 | 1.36387 | 0.00000 | ||
44 | 2010.03.08 16:52 | s/l | 17 | 1.00 | 1.36387 | 1.36387 | 0.00000 | 85.00 | 9877.00 |
45 | 2010.03.09 18:43 | buy | 18 | 1.00 | 1.35910 | 0.00000 | 0.00000 | ||
46 | 2010.03.09 18:46 | close | 18 | 1.00 | 1.35865 | 0.00000 | 0.00000 | -45.00 | 9832.00 |
47 | 2010.03.10 03:37 | sell | 19 | 1.00 | 1.35870 | 0.00000 | 0.00000 | ||
48 | 2010.03.10 08:10 | modify | 19 | 1.00 | 1.35870 | 1.35840 | 0.00000 | ||
49 | 2010.03.10 10:12 | close | 19 | 1.00 | 1.35770 | 1.35840 | 0.00000 | 100.00 | 9932.00 |
50 | 2010.03.10 12:32 | buy | 20 | 1.00 | 1.36006 | 0.00000 | 0.00000 | ||
51 | 2010.03.10 12:40 | modify | 20 | 1.00 | 1.36006 | 1.36026 | 0.00000 | ||
52 | 2010.03.10 14:20 | s/l | 20 | 1.00 | 1.36026 | 1.36026 | 0.00000 | 20.00 | 9952.00 |
53 | 2010.03.11 01:59 | sell | 21 | 1.00 | 1.36299 | 0.00000 | 0.00000 | ||
54 | 2010.03.11 02:00 | close | 21 | 1.00 | 1.36328 | 0.00000 | 0.00000 | -29.00 | 9923.00 |
55 | 2010.03.11 06:27 | buy | 22 | 1.00 | 1.36472 | 0.00000 | 0.00000 | ||
56 | 2010.03.11 07:25 | close | 22 | 1.00 | 1.36481 | 0.00000 | 0.00000 | 9.00 | 9932.00 |
57 | 2010.03.11 07:57 | sell | 23 | 1.00 | 1.36354 | 0.00000 | 0.00000 | ||
58 | 2010.03.11 08:20 | modify | 23 | 1.00 | 1.36354 | 1.36318 | 0.00000 | ||
59 | 2010.03.11 08:27 | s/l | 23 | 1.00 | 1.36318 | 1.36318 | 0.00000 | 36.00 | 9968.00 |
60 | 2010.03.11 09:57 | buy | 24 | 1.00 | 1.36511 | 0.00000 | 0.00000 | ||
61 | 2010.03.11 10:10 | close | 24 | 1.00 | 1.36503 | 0.00000 | 0.00000 | -8.00 | 9960.00 |
62 | 2010.03.11 15:17 | sell | 25 | 1.00 | 1.36370 | 0.00000 | 0.00000 | ||
63 | 2010.03.11 15:20 | modify | 25 | 1.00 | 1.36370 | 1.36327 | 0.00000 | ||
64 | 2010.03.11 15:27 | s/l | 25 | 1.00 | 1.36327 | 1.36327 | 0.00000 | 43.00 | 10003.00 |
65 | 2010.03.11 16:30 | buy | 26 | 1.00 | 1.36641 | 0.00000 | 0.00000 | ||
66 | 2010.03.11 16:33 | modify | 26 | 1.00 | 1.36641 | 1.36658 | 0.00000 | ||
67 | 2010.03.11 17:02 | s/l | 26 | 1.00 | 1.36658 | 1.36658 | 0.00000 | 17.00 | 10020.00 |
68 | 2010.03.15 02:20 | sell | 27 | 1.00 | 1.37450 | 0.00000 | 0.00000 | ||
69 | 2010.03.15 02:22 | close | 27 | 1.00 | 1.37491 | 0.00000 | 0.00000 | -41.00 | 9979.00 |
70 | 2010.03.15 08:30 | buy | 28 | 1.00 | 1.37544 | 0.00000 | 0.00000 | ||
71 | 2010.03.16 15:45 | modify | 28 | 1.00 | 1.37544 | 1.37552 | 0.00000 | ||
72 | 2010.03.16 16:20 | s/l | 28 | 1.00 | 1.37552 | 1.37552 | 0.00000 | 7.30 | 9986.30 |
73 | 2010.03.17 10:37 | sell | 29 | 1.00 | 1.37590 | 0.00000 | 0.00000 | ||
74 | 2010.03.17 10:40 | close | 29 | 1.00 | 1.37698 | 0.00000 | 0.00000 | -108.00 | 9878.30 |
75 | 2010.03.17 11:32 | buy | 30 | 1.00 | 1.37850 | 0.00000 | 0.00000 | ||
76 | 2010.03.17 11:40 | close | 30 | 1.00 | 1.37887 | 0.00000 | 0.00000 | 37.00 | 9915.30 |
77 | 2010.03.17 13:12 | sell | 31 | 1.00 | 1.37719 | 0.00000 | 0.00000 | ||
78 | 2010.03.17 13:20 | modify | 31 | 1.00 | 1.37719 | 1.37706 | 0.00000 | ||
79 | 2010.03.17 13:27 | s/l | 31 | 1.00 | 1.37706 | 1.37706 | 0.00000 | 13.00 | 9928.30 |
80 | 2010.03.17 18:47 | buy | 32 | 1.00 | 1.37766 | 0.00000 | 0.00000 | ||
81 | 2010.03.17 18:57 | close | 32 | 1.00 | 1.37745 | 0.00000 | 0.00000 | -21.00 | 9907.30 |
82 | 2010.03.17 19:53 | sell | 33 | 1.00 | 1.37521 | 0.00000 | 0.00000 | ||
83 | 2010.03.17 20:15 | modify | 33 | 1.00 | 1.37521 | 1.37505 | 0.00000 | ||
84 | 2010.03.17 23:57 | close | 33 | 1.00 | 1.37370 | 1.37505 | 0.00000 | 151.00 | 10058.30 |
85 | 2010.03.19 04:30 | buy | 34 | 1.00 | 1.36231 | 0.00000 | 0.00000 | ||
86 | 2010.03.26 21:59 | close at stop | 34 | 1.00 | 1.34086 | 0.00000 | 0.00000 | -2149.90 | 7908.40 |