Strategy Tester Report
TSD-v12-MT4-EF-MACD
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; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 750.20 | Gross profit | 3139.40 | Gross loss | -2389.20 |
| Profit factor | 1.31 | Expected payoff | 57.71 | ||
| Absolute drawdown | 2119.20 | Maximal drawdown | 2358.00 (23.03%) | Relative drawdown | 23.03% (2358.00) |
| Total trades | 13 | Short positions (won %) | 13 (23.08%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 3 (23.08%) | Loss trades (% of total) | 10 (76.92%) | ||
| Largest | profit trade | 1144.60 | loss trade | -498.00 | |
| Average | profit trade | 1046.47 | loss trade | -238.92 | |
| Maximum | consecutive wins (profit in money) | 2 (1994.80) | consecutive losses (loss in money) | 8 (-2001.20) | |
| Maximal | consecutive profit (count of wins) | 1994.80 (2) | consecutive loss (count of losses) | -2001.20 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.03 01:06 | sell stop | 1 | 1.00 | 1.36059 | 1.36210 | 1.35060 | ||
| 2 | 2010.03.03 04:07 | modify | 1 | 1.00 | 1.36278 | 1.36471 | 1.35060 | ||
| 3 | 2010.03.03 05:02 | sell | 1 | 1.00 | 1.36278 | 1.36471 | 1.35060 | ||
| 4 | 2010.03.03 06:03 | s/l | 1 | 1.00 | 1.36471 | 1.36471 | 1.35060 | -193.00 | 9807.00 |
| 5 | 2010.03.03 06:06 | sell stop | 2 | 1.00 | 1.36262 | 1.36396 | 1.35263 | ||
| 6 | 2010.03.03 07:07 | modify | 2 | 1.00 | 1.36369 | 1.36549 | 1.35263 | ||
| 7 | 2010.03.03 07:15 | sell | 2 | 1.00 | 1.36369 | 1.36549 | 1.35263 | ||
| 8 | 2010.03.03 10:10 | s/l | 2 | 1.00 | 1.36549 | 1.36549 | 1.35263 | -180.00 | 9627.00 |
| 9 | 2010.03.03 11:07 | sell stop | 3 | 1.00 | 1.36262 | 1.36632 | 1.35263 | ||
| 10 | 2010.03.03 11:15 | sell | 3 | 1.00 | 1.36262 | 1.36632 | 1.35263 | ||
| 11 | 2010.03.03 12:32 | s/l | 3 | 1.00 | 1.36632 | 1.36632 | 1.35263 | -370.00 | 9257.00 |
| 12 | 2010.03.03 13:07 | sell stop | 4 | 1.00 | 1.36204 | 1.36702 | 1.35205 | ||
| 13 | 2010.03.03 13:50 | sell | 4 | 1.00 | 1.36204 | 1.36702 | 1.35205 | ||
| 14 | 2010.03.03 14:32 | s/l | 4 | 1.00 | 1.36702 | 1.36702 | 1.35205 | -498.00 | 8759.00 |
| 15 | 2010.03.03 15:06 | sell stop | 5 | 1.00 | 1.36213 | 1.36741 | 1.35214 | ||
| 16 | 2010.03.03 16:07 | modify | 5 | 1.00 | 1.36308 | 1.36623 | 1.35214 | ||
| 17 | 2010.03.03 16:20 | sell | 5 | 1.00 | 1.36308 | 1.36623 | 1.35214 | ||
| 18 | 2010.03.03 16:40 | s/l | 5 | 1.00 | 1.36623 | 1.36623 | 1.35214 | -315.00 | 8444.00 |
| 19 | 2010.03.03 17:07 | sell stop | 6 | 1.00 | 1.36248 | 1.36988 | 1.35249 | ||
| 20 | 2010.03.03 18:07 | modify | 6 | 1.00 | 1.36808 | 1.37358 | 1.35249 | ||
| 21 | 2010.03.03 20:07 | modify | 6 | 1.00 | 1.37119 | 1.37270 | 1.35249 | ||
| 22 | 2010.03.03 20:15 | sell | 6 | 1.00 | 1.37119 | 1.37270 | 1.35249 | ||
| 23 | 2010.03.12 09:50 | s/l | 6 | 1.00 | 1.37270 | 1.37270 | 1.35249 | -159.80 | 8284.20 |
| 24 | 2010.03.12 10:07 | sell stop | 7 | 1.00 | 1.36935 | 1.37259 | 1.35936 | ||
| 25 | 2010.03.12 11:07 | modify | 7 | 1.00 | 1.37150 | 1.37634 | 1.35936 | ||
| 26 | 2010.03.12 12:07 | modify | 7 | 1.00 | 1.37522 | 1.37963 | 1.35936 | ||
| 27 | 2010.03.12 13:07 | modify | 7 | 1.00 | 1.37658 | 1.37870 | 1.35936 | ||
| 28 | 2010.03.12 13:20 | sell | 7 | 1.00 | 1.37658 | 1.37870 | 1.35936 | ||
| 29 | 2010.03.17 04:46 | s/l | 7 | 1.00 | 1.37870 | 1.37870 | 1.35936 | -214.40 | 8069.80 |
| 30 | 2010.03.17 05:07 | sell stop | 8 | 1.00 | 1.37679 | 1.37861 | 1.36680 | ||
| 31 | 2010.03.17 06:07 | modify | 8 | 1.00 | 1.37769 | 1.37868 | 1.36680 | ||
| 32 | 2010.03.17 07:07 | modify | 8 | 1.00 | 1.37800 | 1.37871 | 1.36680 | ||
| 33 | 2010.03.17 07:10 | sell | 8 | 1.00 | 1.37800 | 1.37871 | 1.36680 | ||
| 34 | 2010.03.17 07:45 | s/l | 8 | 1.00 | 1.37871 | 1.37871 | 1.36680 | -71.00 | 7998.80 |
| 35 | 2010.03.17 08:07 | sell stop | 9 | 1.00 | 1.37729 | 1.37913 | 1.36730 | ||
| 36 | 2010.03.17 09:07 | modify | 9 | 1.00 | 1.37877 | 1.38177 | 1.36730 | ||
| 37 | 2010.03.17 09:15 | sell | 9 | 1.00 | 1.37877 | 1.38177 | 1.36730 | ||
| 38 | 2010.03.18 06:50 | t/p | 9 | 1.00 | 1.36730 | 1.38177 | 1.36730 | 1144.60 | 9143.40 |
| 39 | 2010.03.18 08:07 | sell stop | 10 | 1.00 | 1.36677 | 1.36849 | 1.35678 | ||
| 40 | 2010.03.18 08:20 | sell | 10 | 1.00 | 1.36677 | 1.36849 | 1.35678 | ||
| 41 | 2010.03.18 10:40 | s/l | 10 | 1.00 | 1.36849 | 1.36849 | 1.35678 | -172.00 | 8971.40 |
| 42 | 2010.03.18 11:07 | sell stop | 11 | 1.00 | 1.36598 | 1.36954 | 1.35599 | ||
| 43 | 2010.03.18 12:07 | modify | 11 | 1.00 | 1.36741 | 1.36957 | 1.35599 | ||
| 44 | 2010.03.18 12:15 | sell | 11 | 1.00 | 1.36741 | 1.36957 | 1.35599 | ||
| 45 | 2010.03.18 15:07 | s/l | 11 | 1.00 | 1.36957 | 1.36957 | 1.35599 | -216.00 | 8755.40 |
| 46 | 2010.03.18 15:07 | sell stop | 12 | 1.00 | 1.36563 | 1.36863 | 1.35564 | ||
| 47 | 2010.03.18 15:50 | sell | 12 | 1.00 | 1.36563 | 1.36863 | 1.35564 | ||
| 48 | 2010.03.19 12:20 | t/p | 12 | 1.00 | 1.35564 | 1.36863 | 1.35564 | 998.20 | 9753.60 |
| 49 | 2010.03.19 13:07 | sell stop | 13 | 1.00 | 1.35521 | 1.35748 | 1.34522 | ||
| 50 | 2010.03.19 13:15 | sell | 13 | 1.00 | 1.35521 | 1.35748 | 1.34522 | ||
| 51 | 2010.03.24 02:20 | t/p | 13 | 1.00 | 1.34522 | 1.35748 | 1.34522 | 996.60 | 10750.20 |