Strategy Tester Report
TSD-v11-MT4-JB-MACD(27JUL05)
AlpariUK-Demo (Build 225)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27)
ModelControl points (a very crude method, the results must not be considered)
ParametersLots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000;
Bars in test1474Ticks modelled12836Modelling qualityn/a
Mismatched charts errors9
Initial deposit10000.00
Total net profit350.80Gross profit3628.80Gross loss-3278.00
Profit factor1.11Expected payoff5.16
Absolute drawdown438.80Maximal drawdown1533.80 (13.82%)Relative drawdown13.82% (1533.80)
Total trades68Short positions (won %)68 (72.06%)Long positions (won %)0 (0.00%)
Profit trades (% of total)49 (72.06%)Loss trades (% of total)19 (27.94%)
Largestprofit trade246.00loss trade-556.80
Averageprofit trade74.06loss trade-172.53
Maximumconsecutive wins (profit in money)10 (933.20)consecutive losses (loss in money)3 (-595.80)
Maximalconsecutive profit (count of wins)933.20 (10)consecutive loss (count of losses)-595.80 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.03.01 00:07sell stop11.001.361381.363511.36038
22010.03.01 01:07modify11.001.361641.363981.36038
32010.03.01 02:07modify11.001.362801.365011.36038
42010.03.01 02:15sell11.001.362801.365011.36038
52010.03.01 02:22modify11.001.362801.362421.36082
62010.03.01 02:27s/l11.001.362421.362421.3608238.0010038.00
72010.03.01 03:07sell stop21.001.361291.363991.36029
82010.03.01 03:10sell21.001.361291.363991.36029
92010.03.01 03:15modify21.001.361291.361031.35943
102010.03.01 03:22modify21.001.361291.360641.35904
112010.03.01 03:27s/l21.001.360641.360641.3590465.0010103.00
122010.03.01 04:07sell stop31.001.359071.361811.35807
132010.03.01 05:07modify31.001.359941.361611.35807
142010.03.01 06:07modify31.001.359951.361431.35807
152010.03.01 07:07modify31.001.360171.361761.35807
162010.03.01 07:45sell31.001.360171.361761.35807
172010.03.01 07:55modify31.001.360171.359391.35779
182010.03.01 07:57s/l31.001.359391.359391.3577978.0010181.00
192010.03.01 09:07sell stop41.001.358671.362611.35767
202010.03.01 10:07modify41.001.361501.363501.35767
212010.03.01 11:07modify41.001.362891.365401.35767
222010.03.01 11:15sell41.001.362891.365401.35767
232010.03.01 11:15modify41.001.362891.362851.36125
242010.03.01 11:20t/p41.001.361251.362851.36125164.0010345.00
252010.03.01 13:07sell stop51.001.352581.360211.35158
262010.03.01 13:15sell51.001.352581.360211.35158
272010.03.01 13:20t/p51.001.351581.360211.35158100.0010445.00
282010.03.01 14:06sell stop61.001.350581.355261.34958
292010.03.01 15:07modify61.001.350681.354001.34958
302010.03.01 15:50sell61.001.350681.354001.34958
312010.03.01 16:15t/p61.001.349581.354001.34958110.0010555.00
322010.03.01 17:07sell stop71.001.346001.353531.34500
332010.03.01 18:07modify71.001.347311.352141.34500
342010.03.01 19:07modify71.001.351221.353721.34500
352010.03.01 20:07modify71.001.352701.356101.34500
362010.03.01 21:06modify71.001.354551.358021.34500
372010.03.01 22:07modify71.001.355281.357461.34500
382010.03.02 00:06modify71.001.355661.357071.34500
392010.03.02 01:07modify71.001.355851.357501.34500
402010.03.02 01:10sell71.001.355851.357501.34500
412010.03.02 01:22modify71.001.355851.355821.35422
422010.03.02 01:32s/l71.001.355821.355821.354223.0010558.00
432010.03.03 01:06sell stop81.001.360591.362101.35959
442010.03.03 04:07modify81.001.362781.364711.35959
452010.03.03 05:02sell81.001.362781.364711.35959
462010.03.03 06:03s/l81.001.364711.364711.35959-193.0010365.00
472010.03.03 06:06sell stop91.001.362621.363961.36162
482010.03.03 07:07modify91.001.363691.365491.36162
492010.03.03 07:15sell91.001.363691.365491.36162
502010.03.03 07:47modify91.001.363691.363491.36189
512010.03.03 07:55modify91.001.363691.362771.36117
522010.03.03 07:57s/l91.001.362771.362771.3611792.0010457.00
532010.03.03 08:07sell stop101.001.361981.364231.36098
542010.03.03 08:20sell101.001.361981.364231.36098
552010.03.03 09:15t/p101.001.360981.364231.36098100.0010557.00
562010.03.03 10:06sell stop111.001.359201.362791.35820
572010.03.03 11:07modify111.001.362621.366321.35820
582010.03.03 11:15sell111.001.362621.366321.35820
592010.03.03 11:22modify111.001.362621.362431.36083
602010.03.03 11:27s/l111.001.362431.362431.3608319.0010576.00
612010.03.03 12:07sell stop121.001.361381.363801.36038
622010.03.03 13:07modify121.001.362041.367021.36038
632010.03.03 13:50sell121.001.362041.367021.36038
642010.03.03 13:55modify121.001.362041.361661.36006
652010.03.03 13:57s/l121.001.361661.361661.3600638.0010614.00
662010.03.03 14:07sell stop131.001.360601.365621.35960
672010.03.03 15:06modify131.001.362131.367411.35960
682010.03.03 16:07modify131.001.363081.366231.35960
692010.03.03 16:20sell131.001.363081.366231.35960
702010.03.03 16:40s/l131.001.366231.366231.35960-315.0010299.00
712010.03.03 17:07sell stop141.001.362481.369881.36148
722010.03.03 18:07modify141.001.368081.373581.36148
732010.03.03 20:07modify141.001.371191.372701.36148
742010.03.03 20:15sell141.001.371191.372701.36148
752010.03.03 20:47modify141.001.371191.370701.36910
762010.03.03 20:55modify141.001.371191.370111.36851
772010.03.03 20:57s/l141.001.370111.370111.36851108.0010407.00
782010.03.03 21:07sell stop151.001.369351.372311.36835
792010.03.03 22:06modify151.001.369481.370981.36835
802010.03.03 22:40sell151.001.369481.370981.36835
812010.03.04 00:20s/l151.001.370981.370981.36835-152.4010254.60
822010.03.04 01:07sell stop161.001.369341.370851.36834
832010.03.04 01:15sell161.001.369341.370851.36834
842010.03.04 02:20s/l161.001.370851.370851.36834-151.0010103.60
852010.03.04 03:07sell stop171.001.369251.370811.36825
862010.03.04 03:50sell171.001.369251.370811.36825
872010.03.04 04:15modify171.001.369251.368991.36739
882010.03.04 04:22modify171.001.369251.368631.36703
892010.03.04 04:45s/l171.001.368631.368631.3670362.0010165.60
902010.03.04 05:07sell stop181.001.367671.369631.36667
912010.03.04 06:10sell181.001.367671.369631.36667
922010.03.04 07:30modify181.001.367671.367281.36568
932010.03.04 07:32s/l181.001.367281.367281.3656839.0010204.60
942010.03.04 08:07sell stop191.001.364611.368311.36361
952010.03.04 08:45sell191.001.364611.368311.36361
962010.03.04 08:50t/p191.001.363611.368311.36361100.0010304.60
972010.03.04 10:07sell stop201.001.363431.367001.36243
982010.03.04 13:06modify201.001.366391.369431.36243
992010.03.04 14:07modify201.001.366891.368821.36243
1002010.03.04 14:15sell201.001.366891.368821.36243
1012010.03.04 14:22modify201.001.366891.366691.36509
1022010.03.04 14:27s/l201.001.366691.366691.3650920.0010324.60
1032010.03.04 15:07sell stop211.001.364581.368611.36358
1042010.03.04 15:20sell211.001.364581.368611.36358
1052010.03.04 15:50t/p211.001.363581.368611.36358100.0010424.60
1062010.03.04 16:07sell stop221.001.362401.368031.36140
1072010.03.04 16:15sell221.001.362401.368031.36140
1082010.03.04 16:15modify221.001.362401.361671.36007
1092010.03.04 16:17s/l221.001.361671.361671.3600773.0010497.60
1102010.03.04 17:07sell stop231.001.358311.364511.35731
1112010.03.04 17:45sell231.001.358311.364511.35731
1122010.03.04 17:47modify231.001.358311.358301.35670
1132010.03.04 17:50t/p231.001.356701.358301.35670161.0010658.60
1142010.03.04 18:07sell stop241.001.355081.361771.35408
1152010.03.04 19:06modify241.001.355681.358411.35408
1162010.03.04 20:07sell241.001.355681.358411.35408
1172010.03.04 21:10s/l241.001.358411.358411.35408-273.0010385.60
1182010.03.04 22:07sell stop251.001.357391.359391.35639
1192010.03.04 23:06modify251.001.357801.359111.35639
1202010.03.04 23:50sell251.001.357801.359111.35639
1212010.03.05 01:15s/l251.001.359111.359111.35639-131.8010253.80
1222010.03.08 00:07sell stop261.001.361781.362541.36078
1232010.03.08 01:06modify261.001.362561.364581.36078
1242010.03.08 02:06modify261.001.363591.366621.36078
1252010.03.08 03:07modify261.001.365041.367261.36078
1262010.03.08 04:07modify261.001.366991.368901.36078
1272010.03.08 07:20sell261.001.366991.368901.36078
1282010.03.08 08:15s/l261.001.368901.368901.36078-191.0010062.80
1292010.03.08 09:07sell stop271.001.367541.370431.36654
1302010.03.08 09:15sell271.001.367541.370431.36654
1312010.03.08 09:20t/p271.001.366541.370431.36654100.0010162.80
1322010.03.08 10:07sell stop281.001.365881.368621.36488
1332010.03.08 10:50sell281.001.365881.368621.36488
1342010.03.08 11:15modify281.001.365881.365571.36397
1352010.03.08 11:22modify281.001.365881.365191.36359
1362010.03.08 11:30modify281.001.365881.364881.36328
1372010.03.08 11:50s/l281.001.364881.364881.36328100.0010262.80
1382010.03.08 12:07sell stop291.001.363641.366321.36264
1392010.03.08 13:07modify291.001.363931.365631.36264
1402010.03.08 14:07modify291.001.364501.366921.36264
1412010.03.08 15:07modify291.001.364881.366841.36264
1422010.03.08 16:07modify291.001.366181.369141.36264
1432010.03.08 16:20sell291.001.366181.369141.36264
1442010.03.08 16:47modify291.001.366181.365321.36372
1452010.03.08 16:50t/p291.001.363721.365321.36372246.0010508.80
1462010.03.08 17:07sell stop301.001.363101.367531.36210
1472010.03.08 17:20sell301.001.363101.367531.36210
1482010.03.08 17:30modify301.001.363101.362931.36133
1492010.03.08 17:47modify301.001.363101.362291.36069
1502010.03.08 17:55modify301.001.363101.361731.36013
1512010.03.08 17:57s/l301.001.361731.361731.36013137.0010645.80
1522010.03.08 19:07sell stop311.001.360571.363911.35957
1532010.03.08 21:07modify311.001.362381.363341.35957
1542010.03.08 23:50sell311.001.362381.363341.35957
1552010.03.09 00:47modify311.001.362381.362241.36064
1562010.03.09 00:55modify311.001.362381.361951.36035
1572010.03.09 00:59s/l311.001.361951.361951.3603542.2010688.00
1582010.03.09 02:07sell stop321.001.360771.363051.35977
1592010.03.09 04:07modify321.001.360891.361831.35977
1602010.03.09 05:07modify321.001.361081.363521.35977
1612010.03.09 06:07modify321.001.361541.363211.35977
1622010.03.09 06:15sell321.001.361541.363211.35977
1632010.03.09 07:47modify321.001.361541.361381.35978
1642010.03.09 07:55modify321.001.361541.360651.35905
1652010.03.09 07:57s/l321.001.360651.360651.3590589.0010777.00
1662010.03.09 09:07sell stop331.001.359581.362241.35858
1672010.03.09 09:50sell331.001.359581.362241.35858
1682010.03.09 09:55modify331.001.359581.359371.35777
1692010.03.09 09:57s/l331.001.359371.359371.3577721.0010798.00
1702010.03.09 10:07sell stop341.001.358381.362791.35738
1712010.03.09 10:20sell341.001.358381.362791.35738
1722010.03.09 11:50t/p341.001.357381.362791.35738100.0010898.00
1732010.03.09 12:07sell stop351.001.356691.359731.35569
1742010.03.09 12:20sell351.001.356691.359731.35569
1752010.03.09 12:47modify351.001.356691.356561.35496
1762010.03.09 12:55modify351.001.356691.355801.35420
1772010.03.09 12:57s/l351.001.355801.355801.3542089.0010987.00
1782010.03.09 13:07sell stop361.001.355001.357531.35400
1792010.03.09 13:20sell361.001.355001.357531.35400
1802010.03.09 14:30modify361.001.355001.354911.35331
1812010.03.09 14:45s/l361.001.354911.354911.353319.0010996.00
1822010.03.09 15:07sell stop371.001.353701.356621.35270
1832010.03.09 16:07modify371.001.354281.358041.35270
1842010.03.09 17:07modify371.001.357081.359231.35270
1852010.03.09 17:15sell371.001.357081.359231.35270
1862010.03.09 18:50s/l371.001.359231.359231.35270-215.0010781.00
1872010.03.09 19:07sell stop381.001.357291.360311.35629
1882010.03.09 23:07modify381.001.359701.360311.35629
1892010.03.09 23:20sell381.001.359701.360311.35629
1902010.03.09 23:50s/l381.001.360311.360311.35629-61.0010720.00
1912010.03.11 00:07sell stop391.001.365141.365961.36414
1922010.03.11 00:20sell391.001.365141.365961.36414
1932010.03.11 00:55modify391.001.365141.364841.36324
1942010.03.11 01:07modify391.001.365141.364691.36309
1952010.03.11 01:10s/l391.001.364691.364691.3630945.0010765.00
1962010.03.11 03:07sell stop401.001.362791.364711.36179
1972010.03.11 04:07modify401.001.363081.364771.36179
1982010.03.11 04:50sell401.001.363081.364771.36179
1992010.03.11 06:15s/l401.001.364771.364771.36179-169.0010596.00
2002010.03.11 08:07sell stop411.001.363071.364891.36207
2012010.03.11 08:20sell411.001.363071.364891.36207
2022010.03.11 09:45s/l411.001.364891.364891.36207-182.0010414.00
2032010.03.11 10:07sell stop421.001.362581.365531.36158
2042010.03.11 11:06modify421.001.363991.365951.36158
2052010.03.11 14:07modify421.001.365081.366421.36158
2062010.03.11 14:50sell421.001.365081.366421.36158
2072010.03.11 14:55modify421.001.365081.364271.36267
2082010.03.11 14:57s/l421.001.364271.364271.3626781.0010495.00
2092010.03.11 15:07sell stop431.001.363161.368721.36216
2102010.03.11 15:20sell431.001.363161.368721.36216
2112010.03.12 00:20s/l431.001.368721.368721.36216-556.809938.20
2122010.03.12 01:07sell stop441.001.367611.368631.36661
2132010.03.12 02:07modify441.001.367681.368911.36661
2142010.03.12 02:20sell441.001.367681.368911.36661
2152010.03.12 02:55modify441.001.367681.367641.36604
2162010.03.12 02:57s/l441.001.367641.367641.366044.009942.20
2172010.03.12 03:07sell stop451.001.366891.368461.36589
2182010.03.12 04:07modify451.001.367291.368231.36589
2192010.03.12 05:07modify451.001.367911.369291.36589
2202010.03.12 06:07modify451.001.368941.369641.36589
2212010.03.12 07:07sell451.001.368941.369641.36589
2222010.03.12 07:10s/l451.001.369641.369641.36589-70.009872.20
2232010.03.12 08:06sell stop461.001.368891.370741.36789
2242010.03.12 08:16sell461.001.368891.370741.36789
2252010.03.12 09:10s/l461.001.370741.370741.36789-185.009687.20
2262010.03.12 10:07sell stop471.001.369351.372591.36835
2272010.03.12 11:07modify471.001.371501.376341.36835
2282010.03.12 12:07modify471.001.375221.379631.36835
2292010.03.12 13:07modify471.001.376581.378701.36835
2302010.03.12 13:20sell471.001.376581.378701.36835
2312010.03.12 14:07modify471.001.376581.376111.37451
2322010.03.12 14:10s/l471.001.376111.376111.3745147.009734.20
2332010.03.12 15:07sell stop481.001.374191.377721.37319
2342010.03.12 15:20sell481.001.374191.377721.37319
2352010.03.12 16:15modify481.001.374191.374141.37254
2362010.03.12 16:22modify481.001.374191.373711.37211
2372010.03.12 16:27s/l481.001.373711.373711.3721148.009782.20
2382010.03.12 17:07sell stop491.001.372681.376201.37168
2392010.03.12 20:07modify491.001.375081.376271.37168
2402010.03.12 21:06modify491.001.375471.376611.37168
2412010.03.12 21:16sell491.001.375471.376611.37168
2422010.03.12 21:50s/l491.001.376611.376611.37168-114.009668.20
2432010.03.12 22:07sell stop501.001.375281.376411.37428
2442010.03.15 00:06modify501.001.375861.376911.37428
2452010.03.15 01:07modify501.001.375921.377571.37428
2462010.03.15 01:45sell501.001.375921.377571.37428
2472010.03.15 01:55modify501.001.375921.375581.37398
2482010.03.15 01:57s/l501.001.375581.375581.3739834.009702.20
2492010.03.15 02:07sell stop511.001.374791.377461.37379
2502010.03.15 02:20sell511.001.374791.377461.37379
2512010.03.15 02:55modify511.001.374791.374361.37276
2522010.03.15 02:57s/l511.001.374361.374361.3727643.009745.20
2532010.03.15 03:06sell stop521.001.373591.375591.37259
2542010.03.15 04:07modify521.001.373701.374751.37259
2552010.03.15 04:20sell521.001.373701.374751.37259
2562010.03.15 04:55modify521.001.373701.373321.37172
2572010.03.15 04:59s/l521.001.373321.373321.3717238.009783.20
2582010.03.15 05:07sell stop531.001.372591.374361.37159
2592010.03.15 06:07modify531.001.373091.374221.37159
2602010.03.15 07:07modify531.001.373551.374461.37159
2612010.03.15 07:15sell531.001.373551.374461.37159
2622010.03.15 07:50s/l531.001.374461.374461.37159-91.009692.20
2632010.03.15 08:07sell stop541.001.372891.375211.37189
2642010.03.15 09:50sell541.001.372891.375211.37189
2652010.03.15 10:16t/p541.001.371891.375211.37189100.009792.20
2662010.03.15 11:06sell stop551.001.370711.373331.36971
2672010.03.15 11:50sell551.001.370711.373331.36971
2682010.03.15 14:55modify551.001.370711.370591.36899
2692010.03.15 14:57s/l551.001.370591.370591.3689912.009804.20
2702010.03.15 15:07sell stop561.001.369821.371761.36882
2712010.03.15 15:10sell561.001.369821.371761.36882
2722010.03.15 15:50t/p561.001.368821.371761.36882100.009904.20
2732010.03.15 16:07sell stop571.001.368181.370641.36718
2742010.03.15 16:10sell571.001.368181.370641.36718
2752010.03.15 16:15t/p571.001.367181.370641.36718100.0010004.20
2762010.03.15 18:07sell stop581.001.363941.366731.36294
2772010.03.15 19:07modify581.001.365391.367301.36294
2782010.03.15 20:07modify581.001.366221.367711.36294
2792010.03.15 21:07modify581.001.366541.367511.36294
2802010.03.15 22:07modify581.001.367091.368081.36294
2812010.03.15 22:20sell581.001.367091.368081.36294
2822010.03.15 23:10s/l581.001.368081.368081.36294-99.009905.20
2832010.03.17 00:06sell stop591.001.376291.377271.37529
2842010.03.17 01:07modify591.001.376341.376911.37529
2852010.03.17 02:07sell591.001.376341.376911.37529
2862010.03.17 02:10s/l591.001.376911.376911.37529-57.009848.20
2872010.03.17 03:07sell stop601.001.376291.377661.37529
2882010.03.17 04:07modify601.001.376391.377311.37529
2892010.03.17 05:07modify601.001.376791.378611.37529
2902010.03.17 06:07modify601.001.377691.378681.37529
2912010.03.17 07:07modify601.001.378001.378711.37529
2922010.03.17 07:10sell601.001.378001.378711.37529
2932010.03.17 07:45s/l601.001.378711.378711.37529-71.009777.20
2942010.03.17 08:07sell stop611.001.377291.379131.37629
2952010.03.17 09:07modify611.001.378771.381771.37629
2962010.03.17 09:15sell611.001.378771.381771.37629
2972010.03.17 09:47modify611.001.378771.378481.37688
2982010.03.17 09:55modify611.001.378771.378011.37641
2992010.03.17 10:02s/l611.001.378011.378011.3764176.009853.20
3002010.03.17 10:07sell stop621.001.377281.380231.37628
3012010.03.17 10:20sell621.001.377281.380231.37628
3022010.03.17 10:32t/p621.001.376281.380231.37628100.009953.20
3032010.03.17 11:07sell stop631.001.375891.377931.37489
3042010.03.17 12:07modify631.001.377451.379751.37489
3052010.03.17 12:50sell631.001.377451.379751.37489
3062010.03.17 13:15modify631.001.377451.377341.37574
3072010.03.17 13:22modify631.001.377451.377121.37552
3082010.03.17 13:27s/l631.001.377121.377121.3755233.009986.20
3092010.03.17 14:07sell stop641.001.375301.377621.37430
3102010.03.17 14:15sell641.001.375301.377621.37430
3112010.03.17 14:20t/p641.001.374301.377621.37430100.0010086.20
3122010.03.17 15:07sell stop651.001.373691.376541.37269
3132010.03.17 16:07modify651.001.373971.376731.37269
3142010.03.17 16:15sell651.001.373971.376731.37269
3152010.03.17 16:22modify651.001.373971.373721.37212
3162010.03.17 16:27s/l651.001.373721.373721.3721225.0010111.20
3172010.03.17 17:07sell stop661.001.372591.375081.37159
3182010.03.17 18:07modify661.001.373811.376301.37159
3192010.03.17 19:06modify661.001.375891.377901.37159
3202010.03.17 19:40sell661.001.375891.377901.37159
3212010.03.17 19:46modify661.001.375891.375691.37409
3222010.03.17 19:56s/l661.001.375691.375691.3740920.0010131.20
3232010.03.17 20:07sell stop671.001.375081.377571.37408
3242010.03.17 20:10sell671.001.375081.377571.37408
3252010.03.17 20:15modify671.001.375081.374891.37329
3262010.03.17 20:22modify671.001.375081.374561.37296
3272010.03.17 20:30modify671.001.375081.374531.37293
3282010.03.17 20:47modify671.001.375081.374171.37257
3292010.03.17 20:55modify671.001.375081.373871.37227
3302010.03.17 20:59s/l671.001.373871.373871.37227121.0010252.20
3312010.03.17 21:06sell stop681.001.373191.375461.37219
3322010.03.17 22:07modify681.001.373201.374301.37219
3332010.03.17 23:32sell681.001.373201.374301.37219
3342010.03.18 01:40t/p681.001.372191.374301.3721998.6010350.80