Strategy Tester Report
_FT_MACD_MA
AlpariUK-Demo (Build 226)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
ModelControl points (a very crude method, the results must not be considered)
Parametersfast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test2762Ticks modelled44844Modelling qualityn/a
Mismatched charts errors9
Initial deposit10000.00
Total net profit-792.53Gross profit165.78Gross loss-958.31
Profit factor0.17Expected payoff-3.27
Absolute drawdown792.59Maximal drawdown798.59 (7.98%)Relative drawdown7.98% (798.59)
Total trades242Short positions (won %)148 (13.51%)Long positions (won %)94 (19.15%)
Profit trades (% of total)38 (15.70%)Loss trades (% of total)204 (84.30%)
Largestprofit trade20.50loss trade-13.98
Averageprofit trade4.36loss trade-4.70
Maximumconsecutive wins (profit in money)2 (25.34)consecutive losses (loss in money)15 (-72.38)
Maximalconsecutive profit (count of wins)25.34 (2)consecutive loss (count of losses)-72.38 (15)
Averageconsecutive wins1consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 10:00buy10.011.618070.000000.00000
22010.01.04 14:00sell20.011.614660.000000.00000
32010.01.04 14:00close10.011.614660.000000.00000-3.419996.59
42010.01.05 01:00close20.011.613980.000000.000000.669997.25
52010.01.05 03:00sell30.011.607770.000000.00000
62010.01.05 07:00buy40.011.616020.000000.00000
72010.01.05 07:00close30.011.616020.000000.00000-8.259989.00
82010.01.05 09:00sell50.011.609930.000000.00000
92010.01.05 09:00close40.011.609930.000000.00000-6.099982.91
102010.01.05 16:00buy60.011.607230.000000.00000
112010.01.05 16:00close50.011.607230.000000.000002.709985.61
122010.01.05 17:00sell70.011.603100.000000.00000
132010.01.05 17:00close60.011.603100.000000.00000-4.139981.48
142010.01.06 01:00close70.011.601780.000000.000001.309982.78
152010.01.06 09:00buy80.011.604420.000000.00000
162010.01.06 13:00sell90.011.598160.000000.00000
172010.01.06 13:00close80.011.598160.000000.00000-6.269976.52
182010.01.06 17:00close90.011.602600.000000.00000-4.449972.08
192010.01.06 18:00buy100.011.604120.000000.00000
202010.01.07 04:00sell110.011.600060.000000.00000
212010.01.07 04:00close100.011.600060.000000.00000-4.069968.01
222010.01.07 05:00close110.011.603980.000000.00000-3.929964.09
232010.01.07 17:00buy120.011.596310.000000.00000
242010.01.07 18:00sell130.011.590990.000000.00000
252010.01.07 18:00close120.011.590990.000000.00000-5.329958.77
262010.01.07 19:00close130.011.596990.000000.00000-6.009952.77
272010.01.08 02:00buy140.011.597350.000000.00000
282010.01.08 04:00sell150.011.592000.000000.00000
292010.01.08 04:00close140.011.592000.000000.00000-5.359947.42
302010.01.08 05:00close150.011.596650.000000.00000-4.659942.77
312010.01.08 06:00buy160.011.596900.000000.00000
322010.01.08 14:00sell170.011.597870.000000.00000
332010.01.08 14:00close160.011.597870.000000.000000.979943.74
342010.01.08 15:00close170.011.611850.000000.00000-13.989929.76
352010.01.08 17:00sell180.011.596120.000000.00000
362010.01.08 20:00close180.011.605350.000000.00000-9.239920.53
372010.01.08 21:00buy190.011.605890.000000.00000
382010.01.11 00:00sell200.011.605790.000000.00000
392010.01.11 00:00close190.011.605790.000000.00000-0.109920.43
402010.01.11 01:00close200.011.611480.000000.00000-5.699914.74
412010.01.11 08:00sell210.011.607250.000000.00000
422010.01.11 09:00buy220.011.612320.000000.00000
432010.01.11 09:00close210.011.612320.000000.00000-5.079909.67
442010.01.11 16:00sell230.011.612610.000000.00000
452010.01.11 16:00close220.011.612610.000000.000000.299909.96
462010.01.11 17:00close230.011.619940.000000.00000-7.339902.63
472010.01.12 02:00sell240.011.608480.000000.00000
482010.01.12 08:00buy250.011.614430.000000.00000
492010.01.12 08:00close240.011.614430.000000.00000-5.959896.68
502010.01.12 09:00sell260.011.609540.000000.00000
512010.01.12 09:00close250.011.609540.000000.00000-4.899891.79
522010.01.12 11:00close260.011.616310.000000.00000-6.779885.02
532010.01.12 15:00sell270.011.612870.000000.00000
542010.01.12 16:00close270.011.618300.000000.00000-5.439879.59
552010.01.12 22:00sell280.011.616870.000000.00000
562010.01.13 06:00close280.011.621480.000000.00000-4.639874.96
572010.01.13 17:00sell290.011.626420.000000.00000
582010.01.13 18:00close290.011.631400.000000.00000-4.989869.98
592010.01.13 19:00sell300.011.627630.000000.00000
602010.01.14 02:00buy310.011.632930.000000.00000
612010.01.14 02:00close300.011.632930.000000.00000-5.379864.61
622010.01.14 03:00sell320.011.629630.000000.00000
632010.01.14 03:00close310.011.629630.000000.00000-3.309861.31
642010.01.14 15:00buy330.011.633900.000000.00000
652010.01.14 15:00close320.011.633900.000000.00000-4.279857.04
662010.01.14 16:00sell340.011.629030.000000.00000
672010.01.14 16:00close330.011.629030.000000.00000-4.879852.17
682010.01.14 17:00close340.011.633920.000000.00000-4.899847.28
692010.01.14 22:00sell350.011.632380.000000.00000
702010.01.14 23:00close350.011.636090.000000.00000-3.719843.57
712010.01.15 01:00sell360.011.633280.000000.00000
722010.01.15 06:00buy370.011.636230.000000.00000
732010.01.15 06:00close360.011.636230.000000.00000-2.959840.62
742010.01.15 09:00sell380.011.633190.000000.00000
752010.01.15 09:00close370.011.633190.000000.00000-3.049837.58
762010.01.18 01:00close380.011.631590.000000.000001.589839.16
772010.01.18 02:00sell390.011.625970.000000.00000
782010.01.18 03:00close390.011.629860.000000.00000-3.899835.27
792010.01.18 15:00sell400.011.630560.000000.00000
802010.01.18 17:00close400.011.636370.000000.00000-5.819829.46
812010.01.18 20:00sell410.011.633100.000000.00000
822010.01.18 23:00close410.011.636500.000000.00000-3.409826.06
832010.01.19 07:00sell420.011.640060.000000.00000
842010.01.19 08:00close420.011.644830.000000.00000-4.779821.29
852010.01.19 10:00sell430.011.638700.000000.00000
862010.01.19 11:00close430.011.644290.000000.00000-5.599815.70
872010.01.19 18:00sell440.011.636770.000000.00000
882010.01.19 19:00close440.011.640460.000000.00000-3.699812.01
892010.01.19 21:00sell450.011.636130.000000.00000
902010.01.19 22:00close450.011.640910.000000.00000-4.789807.23
912010.01.19 23:00sell460.011.635870.000000.00000
922010.01.20 02:00close460.011.639460.000000.00000-3.619803.62
932010.01.20 16:00buy470.011.632330.000000.00000
942010.01.21 03:00sell480.011.627250.000000.00000
952010.01.21 03:00close470.011.627250.000000.00000-5.089798.54
962010.01.21 06:00close480.011.629610.000000.00000-2.369796.18
972010.01.21 08:00buy490.011.631640.000000.00000
982010.01.21 09:00sell500.011.623000.000000.00000
992010.01.21 09:00close490.011.623000.000000.00000-8.649787.54
1002010.01.21 15:00close500.011.620420.000000.000002.589790.12
1012010.01.21 16:00buy510.011.624280.000000.00000
1022010.01.21 17:00sell520.011.617400.000000.00000
1032010.01.21 17:00close510.011.617400.000000.00000-6.889783.24
1042010.01.21 18:00close520.011.623920.000000.00000-6.529776.72
1052010.01.22 03:00buy530.011.624290.000000.00000
1062010.01.22 11:00sell540.011.622140.000000.00000
1072010.01.22 11:00close530.011.622140.000000.00000-2.159774.57
1082010.01.22 12:00close540.011.627140.000000.00000-5.009769.57
1092010.01.22 13:00sell550.011.617620.000000.00000
1102010.01.22 19:00close550.011.615990.000000.000001.639771.20
1112010.01.22 20:00buy560.011.615730.000000.00000
1122010.01.22 21:00sell570.011.611500.000000.00000
1132010.01.22 21:00close560.011.611500.000000.00000-4.239766.97
1142010.01.25 01:00close570.011.614200.000000.00000-2.729764.24
1152010.01.25 07:00buy580.011.613840.000000.00000
1162010.01.25 14:00sell590.011.613360.000000.00000
1172010.01.25 14:00close580.011.613360.000000.00000-0.489763.76
1182010.01.25 15:00close590.011.618210.000000.00000-4.859758.91
1192010.01.25 16:00buy600.011.621100.000000.00000
1202010.01.26 04:00sell610.011.623810.000000.00000
1212010.01.26 04:00close600.011.623810.000000.000002.719761.62
1222010.01.26 17:00buy620.011.617400.000000.00000
1232010.01.26 17:00close610.011.617400.000000.000006.419768.03
1242010.01.26 21:00sell630.011.614400.000000.00000
1252010.01.26 21:00close620.011.614400.000000.00000-3.009765.03
1262010.01.26 23:00close630.011.616930.000000.00000-2.539762.50
1272010.01.27 09:00buy640.011.616850.000000.00000
1282010.01.27 10:00sell650.011.611780.000000.00000
1292010.01.27 10:00close640.011.611780.000000.00000-5.079757.43
1302010.01.27 11:00buy660.011.621390.000000.00000
1312010.01.27 11:00close650.011.621390.000000.00000-9.619747.82
1322010.01.27 17:00sell670.011.619000.000000.00000
1332010.01.27 17:00close660.011.619000.000000.00000-2.399745.43
1342010.01.27 18:00close670.011.622970.000000.00000-3.979741.46
1352010.01.28 02:00sell680.011.616850.000000.00000
1362010.01.28 04:00close680.011.623420.000000.00000-6.579734.89
1372010.01.28 06:00sell690.011.618700.000000.00000
1382010.01.28 08:00close690.011.622990.000000.00000-4.299730.60
1392010.01.28 12:00sell700.011.623350.000000.00000
1402010.01.28 13:00close700.011.627130.000000.00000-3.789726.82
1412010.01.29 01:00buy710.011.616920.000000.00000
1422010.01.29 02:00sell720.011.613280.000000.00000
1432010.01.29 02:00close710.011.613280.000000.00000-3.649723.18
1442010.01.29 03:00close720.011.617020.000000.00000-3.749719.44
1452010.01.29 06:00sell730.011.613050.000000.00000
1462010.01.29 08:00close730.011.617690.000000.00000-4.649714.80
1472010.01.29 09:00buy740.011.616680.000000.00000
1482010.01.29 13:00sell750.011.613620.000000.00000
1492010.01.29 13:00close740.011.613620.000000.00000-3.069711.74
1502010.02.01 06:00close750.011.597980.000000.0000015.629727.36
1512010.02.01 08:00buy760.011.598190.000000.00000
1522010.02.01 12:00close760.011.586020.000000.00000-12.179715.19
1532010.02.01 16:00buy770.011.595830.000000.00000
1542010.02.02 05:00close770.011.593190.000000.00000-2.649712.55
1552010.02.02 09:00buy780.011.597750.000000.00000
1562010.02.02 10:00sell790.011.591800.000000.00000
1572010.02.02 10:00close780.011.591800.000000.00000-5.959706.60
1582010.02.02 13:00close790.011.596670.000000.00000-4.879701.73
1592010.02.02 14:00buy800.011.596470.000000.00000
1602010.02.03 04:00sell810.011.598080.000000.00000
1612010.02.03 04:00close800.011.598080.000000.000001.619703.34
1622010.02.03 05:00close810.011.601460.000000.00000-3.389699.96
1632010.02.03 12:00sell820.011.599690.000000.00000
1642010.02.04 01:00buy830.011.594060.000000.00000
1652010.02.04 01:00close820.011.594060.000000.000005.569705.52
1662010.02.04 02:00sell840.011.589670.000000.00000
1672010.02.04 02:00close830.011.589670.000000.00000-4.399701.13
1682010.02.04 03:00close840.011.593580.000000.00000-3.919697.22
1692010.02.05 01:00buy850.011.579390.000000.00000
1702010.02.05 02:00sell860.011.574130.000000.00000
1712010.02.05 02:00close850.011.574130.000000.00000-5.269691.96
1722010.02.05 04:00close860.011.577630.000000.00000-3.509688.46
1732010.02.05 13:00buy870.011.574800.000000.00000
1742010.02.05 16:00sell880.011.563760.000000.00000
1752010.02.05 16:00close870.011.563760.000000.00000-11.049677.42
1762010.02.05 22:00close880.011.565730.000000.00000-1.979675.45
1772010.02.08 00:00buy890.011.562510.000000.00000
1782010.02.08 01:00sell900.011.559930.000000.00000
1792010.02.08 01:00close890.011.559930.000000.00000-2.589672.87
1802010.02.08 02:00close900.011.564600.000000.00000-4.679668.20
1812010.02.08 12:00buy910.011.560560.000000.00000
1822010.02.08 22:00close910.011.559900.000000.00000-0.669667.54
1832010.02.09 04:00buy920.011.562500.000000.00000
1842010.02.09 10:00sell930.011.558690.000000.00000
1852010.02.09 10:00close920.011.558690.000000.00000-3.819663.73
1862010.02.09 14:00close930.011.566200.000000.00000-7.519656.22
1872010.02.09 15:00buy940.011.565030.000000.00000
1882010.02.10 01:00sell950.011.569260.000000.00000
1892010.02.10 01:00close940.011.569260.000000.000004.239660.45
1902010.02.10 02:00close950.011.572960.000000.00000-3.709656.75
1912010.02.10 03:00sell960.011.570240.000000.00000
1922010.02.10 11:00buy970.011.575500.000000.00000
1932010.02.10 11:00close960.011.575500.000000.00000-5.269651.49
1942010.02.10 12:00sell980.011.568480.000000.00000
1952010.02.10 12:00close970.011.568480.000000.00000-7.029644.47
1962010.02.11 00:00close980.011.562560.000000.000005.859650.33
1972010.02.11 01:00buy990.011.563490.000000.00000
1982010.02.11 08:00sell1000.011.562240.000000.00000
1992010.02.11 08:00close990.011.562240.000000.00000-1.259649.08
2002010.02.11 13:00close1000.011.565800.000000.00000-3.569645.52
2012010.02.11 14:00buy1010.011.565130.000000.00000
2022010.02.11 16:00sell1020.011.559780.000000.00000
2032010.02.11 16:00close1010.011.559780.000000.00000-5.359640.17
2042010.02.11 17:00close1020.011.563890.000000.00000-4.119636.06
2052010.02.11 18:00buy1030.011.569980.000000.00000
2062010.02.12 02:00sell1040.011.567580.000000.00000
2072010.02.12 02:00close1030.011.567580.000000.00000-2.409633.66
2082010.02.12 07:00buy1050.011.572340.000000.00000
2092010.02.12 07:00close1040.011.572340.000000.00000-4.769628.90
2102010.02.12 11:00sell1060.011.565420.000000.00000
2112010.02.12 11:00close1050.011.565420.000000.00000-6.929621.98
2122010.02.12 18:00close1060.011.569560.000000.00000-4.149617.84
2132010.02.15 01:00sell1070.011.566510.000000.00000
2142010.02.15 09:00close1070.011.568460.000000.00000-1.959615.89
2152010.02.15 10:00buy1080.011.570190.000000.00000
2162010.02.15 15:00sell1090.011.566390.000000.00000
2172010.02.15 15:00close1080.011.566390.000000.00000-3.809612.09
2182010.02.16 00:00buy1100.011.569420.000000.00000
2192010.02.16 00:00close1090.011.569420.000000.00000-3.059609.03
2202010.02.16 11:00sell1110.011.568380.000000.00000
2212010.02.16 11:00close1100.011.568380.000000.00000-1.049607.99
2222010.02.16 13:00close1110.011.572550.000000.00000-4.179603.82
2232010.02.16 18:00buy1120.011.575960.000000.00000
2242010.02.17 02:00sell1130.011.577980.000000.00000
2252010.02.17 02:00close1120.011.577980.000000.000002.029605.84
2262010.02.17 09:00close1130.011.582720.000000.00000-4.749601.10
2272010.02.17 10:00sell1140.011.577950.000000.00000
2282010.02.17 14:00close1140.011.581790.000000.00000-3.849597.26
2292010.02.18 08:00buy1150.011.569820.000000.00000
2302010.02.18 09:00sell1160.011.562040.000000.00000
2312010.02.18 09:00close1150.011.562040.000000.00000-7.789589.48
2322010.02.18 16:00buy1170.011.567540.000000.00000
2332010.02.18 16:00close1160.011.567540.000000.00000-5.509583.98
2342010.02.18 18:00sell1180.011.558070.000000.00000
2352010.02.18 18:00close1170.011.558070.000000.00000-9.479574.51
2362010.02.18 19:00close1180.011.562960.000000.00000-4.899569.62
2372010.02.18 22:00buy1190.011.564660.000000.00000
2382010.02.18 23:00sell1200.011.552640.000000.00000
2392010.02.18 23:00close1190.011.552640.000000.00000-12.029557.60
2402010.02.19 09:00close1200.011.543690.000000.000008.939566.53
2412010.02.19 15:00buy1210.011.542510.000000.00000
2422010.02.22 08:00sell1220.011.545480.000000.00000
2432010.02.22 08:00close1210.011.545480.000000.000002.979569.50
2442010.02.22 09:00close1220.011.549810.000000.00000-4.339565.17
2452010.02.22 14:00buy1230.011.550110.000000.00000
2462010.02.22 18:00sell1240.011.547480.000000.00000
2472010.02.22 18:00close1230.011.547480.000000.00000-2.639562.54
2482010.02.22 21:00close1240.011.551600.000000.00000-4.129558.42
2492010.02.22 22:00buy1250.011.550700.000000.00000
2502010.02.23 11:00sell1260.011.543150.000000.00000
2512010.02.23 11:00close1250.011.543150.000000.00000-7.559550.87
2522010.02.23 18:00close1260.011.549120.000000.00000-5.979544.90
2532010.02.23 19:00sell1270.011.542590.000000.00000
2542010.02.23 21:00close1270.011.547150.000000.00000-4.569540.34
2552010.02.24 01:00buy1280.011.547120.000000.00000
2562010.02.24 09:00sell1290.011.542750.000000.00000
2572010.02.24 09:00close1280.011.542750.000000.00000-4.379535.97
2582010.02.24 11:00close1290.011.546570.000000.00000-3.829532.15
2592010.02.24 13:00buy1300.011.547590.000000.00000
2602010.02.24 14:00sell1310.011.543840.000000.00000
2612010.02.24 14:00close1300.011.543840.000000.00000-3.759528.40
2622010.02.24 17:00close1310.011.547640.000000.00000-3.809524.60
2632010.02.25 01:00buy1320.011.544150.000000.00000
2642010.02.25 02:00sell1330.011.538250.000000.00000
2652010.02.25 02:00close1320.011.538250.000000.00000-5.909518.70
2662010.02.25 16:00close1330.011.532100.000000.000006.159524.85
2672010.02.25 22:00buy1340.011.529760.000000.00000
2682010.02.26 09:00sell1350.011.524750.000000.00000
2692010.02.26 09:00close1340.011.524750.000000.00000-5.019519.84
2702010.02.26 10:00close1350.011.530210.000000.00000-5.469514.38
2712010.02.26 18:00buy1360.011.526620.000000.00000
2722010.03.01 01:00sell1370.011.517800.000000.00000
2732010.03.01 01:00close1360.011.517800.000000.00000-8.829505.56
2742010.03.01 10:00close1370.011.518090.000000.00000-0.299505.27
2752010.03.01 18:00buy1380.011.500000.000000.00000
2762010.03.02 03:00close1380.011.493380.000000.00000-6.629498.65
2772010.03.02 11:00buy1390.011.496480.000000.00000
2782010.03.03 08:00sell1400.011.500530.000000.00000
2792010.03.03 08:00close1390.011.500530.000000.000004.059502.69
2802010.03.03 11:00close1400.011.507290.000000.00000-6.769495.93
2812010.03.03 14:00sell1410.011.503290.000000.00000
2822010.03.03 15:00close1410.011.508090.000000.00000-4.809491.13
2832010.03.03 21:00sell1420.011.509050.000000.00000
2842010.03.04 12:00buy1430.011.510920.000000.00000
2852010.03.04 12:00close1420.011.510920.000000.00000-1.949489.20
2862010.03.04 13:00sell1440.011.506400.000000.00000
2872010.03.04 13:00close1430.011.506400.000000.00000-4.529484.68
2882010.03.04 14:00close1440.011.512820.000000.00000-6.429478.26
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