Strategy Tester Report
MACD Sample_v1
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1742.60 | Gross profit | 87.48 | Gross loss | -1830.08 |
Profit factor | 0.05 | Expected payoff | -52.81 | ||
Absolute drawdown | 1794.70 | Maximal drawdown | 1799.70 (17.99%) | Relative drawdown | 17.99% (1799.70) |
Total trades | 33 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 17 (64.71%) |
Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
Largest | profit trade | 5.00 | loss trade | -471.87 | |
Average | profit trade | 3.98 | loss trade | -166.37 | |
Maximum | consecutive wins (profit in money) | 8 (35.40) | consecutive losses (loss in money) | 2 (-575.35) | |
Maximal | consecutive profit (count of wins) | 35.40 (8) | consecutive loss (count of losses) | -575.35 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 16:45 | sell | 1 | 0.10 | 1.61255 | 0.00000 | 1.61205 | ||
2 | 2010.01.04 17:20 | t/p | 1 | 0.10 | 1.61205 | 0.00000 | 1.61205 | 5.00 | 10005.00 |
3 | 2010.01.05 06:45 | buy | 2 | 0.10 | 1.61541 | 0.00000 | 1.61591 | ||
4 | 2010.01.08 17:00 | close | 2 | 0.10 | 1.59612 | 0.00000 | 1.61591 | -192.95 | 9812.05 |
5 | 2010.01.08 17:02 | sell | 3 | 0.10 | 1.59626 | 0.00000 | 1.59576 | ||
6 | 2010.01.18 01:00 | close | 3 | 0.10 | 1.63159 | 0.00000 | 1.59576 | -355.06 | 9456.99 |
7 | 2010.01.18 01:02 | buy | 4 | 0.10 | 1.63193 | 0.00000 | 1.63243 | ||
8 | 2010.01.18 08:20 | modify | 4 | 0.10 | 1.63193 | 1.63194 | 1.63243 | ||
9 | 2010.01.18 08:22 | s/l | 4 | 0.10 | 1.63194 | 1.63194 | 1.63243 | 0.10 | 9457.09 |
10 | 2010.01.18 16:07 | sell | 5 | 0.10 | 1.63080 | 0.00000 | 1.63030 | ||
11 | 2010.01.20 08:46 | t/p | 5 | 0.10 | 1.63030 | 0.00000 | 1.63030 | 4.56 | 9461.65 |
12 | 2010.01.21 07:45 | buy | 6 | 0.10 | 1.63166 | 0.00000 | 1.63216 | ||
13 | 2010.01.26 04:00 | close | 6 | 0.10 | 1.62381 | 0.00000 | 1.63216 | -78.53 | 9383.12 |
14 | 2010.01.27 19:20 | sell | 7 | 0.10 | 1.61598 | 0.00000 | 1.61548 | ||
15 | 2010.01.28 16:50 | t/p | 7 | 0.10 | 1.61548 | 0.00000 | 1.61548 | 4.34 | 9387.46 |
16 | 2010.01.28 16:50 | sell | 8 | 0.10 | 1.61214 | 0.00000 | 1.61164 | ||
17 | 2010.01.29 04:10 | close | 8 | 0.10 | 1.61726 | 0.00000 | 1.61164 | -51.42 | 9336.04 |
18 | 2010.02.02 12:50 | buy | 9 | 0.10 | 1.59760 | 0.00000 | 1.59810 | ||
19 | 2010.02.02 16:50 | t/p | 9 | 0.10 | 1.59810 | 0.00000 | 1.59810 | 5.00 | 9341.04 |
20 | 2010.02.03 12:02 | sell | 10 | 0.10 | 1.59875 | 0.00000 | 1.59825 | ||
21 | 2010.02.03 13:37 | modify | 10 | 0.10 | 1.59875 | 1.59871 | 1.59825 | ||
22 | 2010.02.03 13:40 | s/l | 10 | 0.10 | 1.59871 | 1.59871 | 1.59825 | 0.40 | 9341.44 |
23 | 2010.02.09 03:20 | buy | 11 | 0.10 | 1.56397 | 0.00000 | 1.56447 | ||
24 | 2010.02.09 08:20 | t/p | 11 | 0.10 | 1.56447 | 0.00000 | 1.56447 | 5.00 | 9346.44 |
25 | 2010.02.09 13:45 | buy | 12 | 0.10 | 1.56544 | 0.00000 | 1.56594 | ||
26 | 2010.02.09 17:50 | t/p | 12 | 0.10 | 1.56594 | 0.00000 | 1.56594 | 5.00 | 9351.44 |
27 | 2010.02.11 01:45 | buy | 13 | 0.10 | 1.56618 | 0.00000 | 1.56668 | ||
28 | 2010.02.11 17:59 | t/p | 13 | 0.10 | 1.56668 | 0.00000 | 1.56668 | 5.00 | 9356.44 |
29 | 2010.02.12 10:45 | sell | 14 | 0.10 | 1.56665 | 0.00000 | 1.56615 | ||
30 | 2010.02.12 11:15 | t/p | 14 | 0.10 | 1.56615 | 0.00000 | 1.56615 | 5.00 | 9361.44 |
31 | 2010.02.12 19:00 | buy | 15 | 0.10 | 1.56983 | 0.00000 | 1.57033 | ||
32 | 2010.02.12 22:16 | t/p | 15 | 0.10 | 1.57033 | 0.00000 | 1.57033 | 5.00 | 9366.44 |
33 | 2010.02.15 05:13 | sell | 16 | 0.10 | 1.56626 | 0.00000 | 1.56576 | ||
34 | 2010.02.15 08:15 | t/p | 16 | 0.10 | 1.56576 | 0.00000 | 1.56576 | 5.00 | 9371.44 |
35 | 2010.02.15 16:45 | sell | 17 | 0.10 | 1.56551 | 0.00000 | 1.56501 | ||
36 | 2010.02.18 07:50 | close | 17 | 0.10 | 1.57098 | 0.00000 | 1.56501 | -55.80 | 9315.64 |
37 | 2010.02.18 15:45 | buy | 18 | 0.10 | 1.56830 | 0.00000 | 1.56880 | ||
38 | 2010.02.23 00:20 | close | 18 | 0.10 | 1.54750 | 0.00000 | 1.56880 | -208.03 | 9107.61 |
39 | 2010.02.23 10:40 | sell | 19 | 0.10 | 1.54556 | 0.00000 | 1.54506 | ||
40 | 2010.02.23 11:15 | t/p | 19 | 0.10 | 1.54506 | 0.00000 | 1.54506 | 5.00 | 9112.61 |
41 | 2010.02.24 16:02 | buy | 20 | 0.10 | 1.54764 | 0.00000 | 1.54814 | ||
42 | 2010.03.03 09:00 | close | 20 | 0.10 | 1.50046 | 0.00000 | 1.54814 | -471.87 | 8640.74 |
43 | 2010.03.03 09:02 | sell | 21 | 0.10 | 1.49798 | 0.00000 | 1.49748 | ||
44 | 2010.03.05 03:45 | close | 21 | 0.10 | 1.50824 | 0.00000 | 1.49748 | -103.48 | 8537.26 |
45 | 2010.03.05 03:47 | buy | 22 | 0.10 | 1.50812 | 0.00000 | 1.50862 | ||
46 | 2010.03.05 16:50 | modify | 22 | 0.10 | 1.50812 | 1.50827 | 1.50862 | ||
47 | 2010.03.05 16:53 | s/l | 22 | 0.10 | 1.50827 | 1.50827 | 1.50862 | 1.50 | 8538.76 |
48 | 2010.03.23 06:45 | sell | 23 | 0.10 | 1.50710 | 0.00000 | 1.50660 | ||
49 | 2010.03.23 09:15 | t/p | 23 | 0.10 | 1.50660 | 0.00000 | 1.50660 | 5.00 | 8543.76 |
50 | 2010.03.23 16:40 | buy | 24 | 0.10 | 1.50959 | 0.00000 | 1.51009 | ||
51 | 2010.03.29 17:15 | close | 24 | 0.10 | 1.49766 | 0.00000 | 1.51009 | -119.36 | 8424.40 |
52 | 2010.04.05 00:00 | buy | 25 | 0.10 | 1.52949 | 0.00000 | 1.52999 | ||
53 | 2010.04.05 09:00 | close | 25 | 0.10 | 1.52322 | 0.00000 | 1.52999 | -62.70 | 8361.70 |
54 | 2010.04.05 09:03 | sell | 26 | 0.10 | 1.52282 | 0.00000 | 1.52232 | ||
55 | 2010.04.06 09:15 | modify | 26 | 0.10 | 1.52282 | 1.52272 | 1.52232 | ||
56 | 2010.04.06 09:17 | s/l | 26 | 0.10 | 1.52272 | 1.52272 | 1.52232 | 0.78 | 8362.48 |
57 | 2010.04.06 17:40 | buy | 27 | 0.10 | 1.52498 | 0.00000 | 1.52548 | ||
58 | 2010.04.06 20:03 | modify | 27 | 0.10 | 1.52498 | 1.52506 | 1.52548 | ||
59 | 2010.04.06 20:06 | s/l | 27 | 0.10 | 1.52506 | 1.52506 | 1.52548 | 0.80 | 8363.28 |
60 | 2010.04.07 07:50 | sell | 28 | 0.10 | 1.52370 | 0.00000 | 1.52320 | ||
61 | 2010.04.07 11:50 | t/p | 28 | 0.10 | 1.52320 | 0.00000 | 1.52320 | 5.00 | 8368.28 |
62 | 2010.04.07 18:00 | buy | 29 | 0.10 | 1.52721 | 0.00000 | 1.52771 | ||
63 | 2010.04.07 19:50 | t/p | 29 | 0.10 | 1.52771 | 0.00000 | 1.52771 | 5.00 | 8373.28 |
64 | 2010.04.08 02:00 | sell | 30 | 0.10 | 1.52218 | 0.00000 | 1.52168 | ||
65 | 2010.04.08 08:20 | t/p | 30 | 0.10 | 1.52168 | 0.00000 | 1.52168 | 5.00 | 8378.28 |
66 | 2010.04.08 13:02 | buy | 31 | 0.10 | 1.52599 | 0.00000 | 1.52649 | ||
67 | 2010.04.08 17:45 | t/p | 31 | 0.10 | 1.52649 | 0.00000 | 1.52649 | 5.00 | 8383.28 |
68 | 2010.04.13 08:00 | buy | 32 | 0.10 | 1.54029 | 0.00000 | 1.54079 | ||
69 | 2010.04.13 10:50 | t/p | 32 | 0.10 | 1.54079 | 0.00000 | 1.54079 | 5.00 | 8388.28 |
70 | 2010.04.13 18:00 | sell | 33 | 0.10 | 1.53691 | 0.00000 | 1.53641 | ||
71 | 2010.04.15 23:59 | close at stop | 33 | 0.10 | 1.54991 | 0.00000 | 1.53641 | -130.88 | 8257.40 |