Strategy Tester Report
myMACD4ver2
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=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; OpenTimeStart=1530; OpenTimeEnd=1730; CloseTime=2300; mytime=-1; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9913.70 | Gross profit | 338.90 | Gross loss | -10252.60 |
Profit factor | 0.03 | Expected payoff | -1101.52 | ||
Absolute drawdown | 9913.70 | Maximal drawdown | 10252.60 (99.17%) | Relative drawdown | 99.17% (10252.60) |
Total trades | 9 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
Largest | profit trade | 50.00 | loss trade | -5152.80 | |
Average | profit trade | 48.41 | loss trade | -5126.30 | |
Maximum | consecutive wins (profit in money) | 7 (338.90) | consecutive losses (loss in money) | 2 (-10252.60) | |
Maximal | consecutive profit (count of wins) | 338.90 (7) | consecutive loss (count of losses) | -10252.60 (2) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.11 16:00 | sell | 1 | 1.00 | 1.61261 | 0.00000 | 1.61211 | ||
2 | 2010.01.11 16:02 | sell | 2 | 1.00 | 1.61185 | 0.00000 | 1.61135 | ||
3 | 2010.01.11 20:50 | t/p | 1 | 1.00 | 1.61211 | 0.00000 | 1.61211 | 50.00 | 10050.00 |
4 | 2010.01.12 01:50 | t/p | 2 | 1.00 | 1.61135 | 0.00000 | 1.61135 | 47.80 | 10097.80 |
5 | 2010.01.18 16:00 | sell | 3 | 1.00 | 1.63172 | 0.00000 | 1.63122 | ||
6 | 2010.01.18 16:02 | sell | 4 | 1.00 | 1.63101 | 0.00000 | 1.63051 | ||
7 | 2010.01.20 06:50 | t/p | 3 | 1.00 | 1.63122 | 0.00000 | 1.63122 | 45.60 | 10143.40 |
8 | 2010.01.20 08:46 | t/p | 4 | 1.00 | 1.63051 | 0.00000 | 1.63051 | 45.60 | 10189.00 |
9 | 2010.01.21 17:50 | buy | 5 | 1.00 | 1.62665 | 0.00000 | 1.62715 | ||
10 | 2010.01.22 09:15 | t/p | 5 | 1.00 | 1.62715 | 0.00000 | 1.62715 | 49.90 | 10238.90 |
11 | 2010.01.28 16:02 | sell | 6 | 1.00 | 1.62097 | 0.00000 | 1.62047 | ||
12 | 2010.01.28 16:07 | sell | 7 | 1.00 | 1.62174 | 0.00000 | 1.62124 | ||
13 | 2010.01.28 16:15 | t/p | 6 | 1.00 | 1.62047 | 0.00000 | 1.62047 | 50.00 | 10288.90 |
14 | 2010.01.28 16:15 | t/p | 7 | 1.00 | 1.62124 | 0.00000 | 1.62124 | 50.00 | 10338.90 |
15 | 2010.02.18 15:52 | buy | 8 | 1.00 | 1.56898 | 0.00000 | 1.56948 | ||
16 | 2010.02.18 16:02 | buy | 9 | 1.00 | 1.56845 | 0.00000 | 1.56895 | ||
17 | 2010.02.26 15:15 | close at stop | 9 | 1.00 | 1.51746 | 0.00000 | 1.56895 | -5099.80 | 5239.10 |
18 | 2010.02.26 15:15 | close at stop | 8 | 1.00 | 1.51746 | 0.00000 | 1.56948 | -5152.80 | 86.30 |