Strategy Tester Report
MACD PSAR 5 Min
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 | Expert_Name=""----"; MagicNumberBase=10000; SignalMail=false; EachTickMode=false; Lots=1; MaxSpread=8; Slippage=3; StopLossMode=false; StopLoss=150; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=150; Time_Period_=""Use"; Time_Period__=""Recommended"; Time_Period=5; Lower_Time_Period_=""Use"; Lower_Time_Period=1; sm0="--Trading Hours Filter--"; sm2="UseTradingHours - Enter 0 for false, 1 for true"; UseTradingHours=0; sm3="Trade Session 1 - Enter 0 for false, 1 for true"; TradeSession1=0; Session1Start=0; Session1Stop=1215; sm4="Trade Session 2 - Enter 0 for false, 1 for true"; TradeSession2=0; Session2Start=1215; Session2Stop=2000; sm5="Trade Session 3 - Enter 0 for false, 1 for true"; TradeSession3=0; Session3Start=700; Session3Stop=900; sm6="Trade Session 4 - Enter 0 for false, 1 for true"; TradeSession4=0; Session4Start=1330; Session4Stop=1500; sm7="Trade Session 5 - Enter 0 for false, 1 for true"; TradeSession5=0; Session5Start=1700; Session5Stop=1900; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2487.10 | Gross profit | 2005.60 | Gross loss | -4492.70 |
Profit factor | 0.45 | Expected payoff | -62.18 | ||
Absolute drawdown | 2674.10 | Maximal drawdown | 3413.40 (31.78%) | Relative drawdown | 31.78% (3413.40) |
Total trades | 40 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 22 (45.45%) |
Profit trades (% of total) | 16 (40.00%) | Loss trades (% of total) | 24 (60.00%) | ||
Largest | profit trade | 973.00 | loss trade | -591.00 | |
Average | profit trade | 125.35 | loss trade | -187.20 | |
Maximum | consecutive wins (profit in money) | 3 (69.00) | consecutive losses (loss in money) | 4 (-1035.00) | |
Maximal | consecutive profit (count of wins) | 973.00 (1) | consecutive loss (count of losses) | -1035.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 07:00 | buy | 1 | 1.00 | 1.36169 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 11:00 | close | 1 | 1.00 | 1.36378 | 0.00000 | 0.00000 | 209.00 | 10209.00 |
3 | 2010.03.01 20:00 | buy | 2 | 1.00 | 1.35580 | 0.00000 | 0.00000 | ||
4 | 2010.03.02 01:00 | close | 2 | 1.00 | 1.35610 | 0.00000 | 0.00000 | 29.30 | 10238.30 |
5 | 2010.03.02 10:00 | sell | 3 | 1.00 | 1.34849 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 12:00 | close | 3 | 1.00 | 1.35290 | 0.00000 | 0.00000 | -441.00 | 9797.30 |
7 | 2010.03.03 01:00 | buy | 4 | 1.00 | 1.36197 | 0.00000 | 0.00000 | ||
8 | 2010.03.03 02:00 | close | 4 | 1.00 | 1.36214 | 0.00000 | 0.00000 | 17.00 | 9814.30 |
9 | 2010.03.04 09:00 | sell | 5 | 1.00 | 1.36391 | 0.00000 | 0.00000 | ||
10 | 2010.03.04 10:00 | close | 5 | 1.00 | 1.36668 | 0.00000 | 0.00000 | -277.00 | 9537.30 |
11 | 2010.03.04 11:00 | sell | 6 | 1.00 | 1.36488 | 0.00000 | 0.00000 | ||
12 | 2010.03.04 14:00 | close | 6 | 1.00 | 1.36833 | 0.00000 | 0.00000 | -345.00 | 9192.30 |
13 | 2010.03.04 21:00 | buy | 7 | 1.00 | 1.35778 | 0.00000 | 0.00000 | ||
14 | 2010.03.04 23:00 | close | 7 | 1.00 | 1.35783 | 0.00000 | 0.00000 | 5.00 | 9197.30 |
15 | 2010.03.05 01:00 | buy | 8 | 1.00 | 1.35823 | 0.00000 | 0.00000 | ||
16 | 2010.03.05 02:00 | close | 8 | 1.00 | 1.35825 | 0.00000 | 0.00000 | 2.00 | 9199.30 |
17 | 2010.03.05 21:00 | buy | 9 | 1.00 | 1.36248 | 0.00000 | 0.00000 | ||
18 | 2010.03.05 22:00 | close | 9 | 1.00 | 1.36200 | 0.00000 | 0.00000 | -48.00 | 9151.30 |
19 | 2010.03.08 14:00 | buy | 10 | 1.00 | 1.36678 | 0.00000 | 0.00000 | ||
20 | 2010.03.08 16:00 | close | 10 | 1.00 | 1.36742 | 0.00000 | 0.00000 | 64.00 | 9215.30 |
21 | 2010.03.09 10:00 | sell | 11 | 1.00 | 1.35960 | 0.00000 | 0.00000 | ||
22 | 2010.03.09 11:00 | close | 11 | 1.00 | 1.35959 | 0.00000 | 0.00000 | 1.00 | 9216.30 |
23 | 2010.03.10 05:00 | buy | 12 | 1.00 | 1.35994 | 0.00000 | 0.00000 | ||
24 | 2010.03.10 06:00 | close | 12 | 1.00 | 1.35998 | 0.00000 | 0.00000 | 4.00 | 9220.30 |
25 | 2010.03.10 09:00 | sell | 13 | 1.00 | 1.35572 | 0.00000 | 0.00000 | ||
26 | 2010.03.10 15:00 | close | 13 | 1.00 | 1.36163 | 0.00000 | 0.00000 | -591.00 | 8629.30 |
27 | 2010.03.11 08:00 | sell | 14 | 1.00 | 1.36360 | 0.00000 | 0.00000 | ||
28 | 2010.03.11 10:00 | close | 14 | 1.00 | 1.36558 | 0.00000 | 0.00000 | -198.00 | 8431.30 |
29 | 2010.03.11 14:00 | buy | 15 | 1.00 | 1.36628 | 0.00000 | 0.00000 | ||
30 | 2010.03.11 15:00 | close | 15 | 1.00 | 1.36460 | 0.00000 | 0.00000 | -168.00 | 8263.30 |
31 | 2010.03.11 17:00 | buy | 16 | 1.00 | 1.36739 | 0.00000 | 0.00000 | ||
32 | 2010.03.11 20:00 | close | 16 | 1.00 | 1.36661 | 0.00000 | 0.00000 | -78.00 | 8185.30 |
33 | 2010.03.12 00:00 | buy | 17 | 1.00 | 1.36773 | 0.00000 | 0.00000 | ||
34 | 2010.03.12 13:00 | close | 17 | 1.00 | 1.37746 | 0.00000 | 0.00000 | 973.00 | 9158.30 |
35 | 2010.03.12 17:00 | buy | 18 | 1.00 | 1.37577 | 0.00000 | 0.00000 | ||
36 | 2010.03.12 18:00 | close | 18 | 1.00 | 1.37529 | 0.00000 | 0.00000 | -48.00 | 9110.30 |
37 | 2010.03.15 01:00 | buy | 19 | 1.00 | 1.37747 | 0.00000 | 0.00000 | ||
38 | 2010.03.15 02:00 | close | 19 | 1.00 | 1.37500 | 0.00000 | 0.00000 | -247.00 | 8863.30 |
39 | 2010.03.15 19:00 | buy | 20 | 1.00 | 1.36715 | 0.00000 | 0.00000 | ||
40 | 2010.03.16 00:00 | close | 20 | 1.00 | 1.36726 | 0.00000 | 0.00000 | 10.30 | 8873.60 |
41 | 2010.03.16 08:00 | sell | 21 | 1.00 | 1.36835 | 0.00000 | 0.00000 | ||
42 | 2010.03.16 11:00 | close | 21 | 1.00 | 1.36941 | 0.00000 | 0.00000 | -106.00 | 8767.60 |
43 | 2010.03.16 21:00 | buy | 22 | 1.00 | 1.37778 | 0.00000 | 0.00000 | ||
44 | 2010.03.17 00:00 | close | 22 | 1.00 | 1.37639 | 0.00000 | 0.00000 | -139.70 | 8627.90 |
45 | 2010.03.17 05:00 | buy | 23 | 1.00 | 1.37818 | 0.00000 | 0.00000 | ||
46 | 2010.03.17 07:00 | close | 23 | 1.00 | 1.37802 | 0.00000 | 0.00000 | -16.00 | 8611.90 |
47 | 2010.03.17 10:00 | sell | 24 | 1.00 | 1.37764 | 0.00000 | 0.00000 | ||
48 | 2010.03.17 18:00 | close | 24 | 1.00 | 1.37631 | 0.00000 | 0.00000 | 133.00 | 8744.90 |
49 | 2010.03.18 07:00 | sell | 25 | 1.00 | 1.36730 | 0.00000 | 0.00000 | ||
50 | 2010.03.18 08:00 | close | 25 | 1.00 | 1.36836 | 0.00000 | 0.00000 | -106.00 | 8638.90 |
51 | 2010.03.18 09:00 | sell | 26 | 1.00 | 1.36515 | 0.00000 | 0.00000 | ||
52 | 2010.03.18 15:00 | close | 26 | 1.00 | 1.36810 | 0.00000 | 0.00000 | -295.00 | 8343.90 |
53 | 2010.03.19 04:00 | buy | 27 | 1.00 | 1.36204 | 0.00000 | 0.00000 | ||
54 | 2010.03.19 06:00 | close | 27 | 1.00 | 1.36197 | 0.00000 | 0.00000 | -7.00 | 8336.90 |
55 | 2010.03.19 10:00 | sell | 28 | 1.00 | 1.35902 | 0.00000 | 0.00000 | ||
56 | 2010.03.19 14:00 | close | 28 | 1.00 | 1.35519 | 0.00000 | 0.00000 | 383.00 | 8719.90 |
57 | 2010.03.19 15:00 | sell | 29 | 1.00 | 1.35380 | 0.00000 | 0.00000 | ||
58 | 2010.03.19 17:00 | close | 29 | 1.00 | 1.35301 | 0.00000 | 0.00000 | 79.00 | 8798.90 |
59 | 2010.03.22 01:00 | sell | 30 | 1.00 | 1.35128 | 0.00000 | 0.00000 | ||
60 | 2010.03.22 06:00 | close | 30 | 1.00 | 1.35204 | 0.00000 | 0.00000 | -76.00 | 8722.90 |
61 | 2010.03.22 07:00 | sell | 31 | 1.00 | 1.35039 | 0.00000 | 0.00000 | ||
62 | 2010.03.22 09:00 | close | 31 | 1.00 | 1.35167 | 0.00000 | 0.00000 | -128.00 | 8594.90 |
63 | 2010.03.22 10:00 | buy | 32 | 1.00 | 1.35426 | 0.00000 | 0.00000 | ||
64 | 2010.03.22 11:00 | close | 32 | 1.00 | 1.35150 | 0.00000 | 0.00000 | -276.00 | 8318.90 |
65 | 2010.03.22 12:00 | buy | 33 | 1.00 | 1.35286 | 0.00000 | 0.00000 | ||
66 | 2010.03.22 13:00 | close | 33 | 1.00 | 1.35032 | 0.00000 | 0.00000 | -254.00 | 8064.90 |
67 | 2010.03.23 07:00 | sell | 34 | 1.00 | 1.35311 | 0.00000 | 0.00000 | ||
68 | 2010.03.23 10:00 | close | 34 | 1.00 | 1.35242 | 0.00000 | 0.00000 | 69.00 | 8133.90 |
69 | 2010.03.24 21:00 | sell | 35 | 1.00 | 1.33252 | 0.00000 | 0.00000 | ||
70 | 2010.03.24 23:00 | close | 35 | 1.00 | 1.33235 | 0.00000 | 0.00000 | 17.00 | 8150.90 |
71 | 2010.03.25 05:00 | buy | 36 | 1.00 | 1.33355 | 0.00000 | 0.00000 | ||
72 | 2010.03.25 09:00 | close | 36 | 1.00 | 1.33200 | 0.00000 | 0.00000 | -155.00 | 7995.90 |
73 | 2010.03.25 16:00 | buy | 37 | 1.00 | 1.33568 | 0.00000 | 0.00000 | ||
74 | 2010.03.25 17:00 | close | 37 | 1.00 | 1.33430 | 0.00000 | 0.00000 | -138.00 | 7857.90 |
75 | 2010.03.26 00:00 | sell | 38 | 1.00 | 1.32718 | 0.00000 | 0.00000 | ||
76 | 2010.03.26 01:00 | close | 38 | 1.00 | 1.33063 | 0.00000 | 0.00000 | -345.00 | 7512.90 |
77 | 2010.03.26 05:00 | buy | 39 | 1.00 | 1.33349 | 0.00000 | 0.00000 | ||
78 | 2010.03.26 08:00 | close | 39 | 1.00 | 1.33359 | 0.00000 | 0.00000 | 10.00 | 7522.90 |
79 | 2010.03.26 18:00 | sell | 40 | 1.00 | 1.33879 | 0.00000 | 0.00000 | ||
80 | 2010.03.26 19:00 | close | 40 | 1.00 | 1.33889 | 0.00000 | 0.00000 | -10.00 | 7512.90 |