Strategy Tester Report
MACD Sample russian
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 | -726.25 | Gross profit | 47.28 | Gross loss | -773.53 |
Profit factor | 0.06 | Expected payoff | -48.42 | ||
Absolute drawdown | 791.73 | Maximal drawdown | 801.73 (8.01%) | Relative drawdown | 8.01% (801.73) |
Total trades | 15 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
Largest | profit trade | 5.00 | loss trade | -471.87 | |
Average | profit trade | 4.30 | loss trade | -193.38 | |
Maximum | consecutive wins (profit in money) | 5 (17.28) | consecutive losses (loss in money) | 2 (-591.23) | |
Maximal | consecutive profit (count of wins) | 20.00 (4) | consecutive loss (count of losses) | -591.23 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.28 16:00 | sell | 1 | 0.10 | 1.62080 | 0.00000 | 1.62030 | ||
2 | 2010.01.28 16:15 | t/p | 1 | 0.10 | 1.62030 | 0.00000 | 1.62030 | 5.00 | 10005.00 |
3 | 2010.01.28 16:15 | sell | 2 | 0.10 | 1.61636 | 0.00000 | 1.61586 | ||
4 | 2010.01.28 16:50 | t/p | 2 | 0.10 | 1.61586 | 0.00000 | 1.61586 | 5.00 | 10010.00 |
5 | 2010.01.28 16:50 | sell | 3 | 0.10 | 1.61214 | 0.00000 | 1.61164 | ||
6 | 2010.01.29 04:10 | close | 3 | 0.10 | 1.61726 | 0.00000 | 1.61164 | -51.42 | 9958.58 |
7 | 2010.02.02 13:00 | buy | 4 | 0.10 | 1.59667 | 0.00000 | 1.59717 | ||
8 | 2010.02.02 16:20 | t/p | 4 | 0.10 | 1.59717 | 0.00000 | 1.59717 | 5.00 | 9963.58 |
9 | 2010.02.09 13:45 | buy | 5 | 0.10 | 1.56544 | 0.00000 | 1.56594 | ||
10 | 2010.02.09 17:50 | t/p | 5 | 0.10 | 1.56594 | 0.00000 | 1.56594 | 5.00 | 9968.58 |
11 | 2010.02.12 19:00 | buy | 6 | 0.10 | 1.56983 | 0.00000 | 1.57033 | ||
12 | 2010.02.12 22:16 | t/p | 6 | 0.10 | 1.57033 | 0.00000 | 1.57033 | 5.00 | 9973.58 |
13 | 2010.02.15 05:00 | sell | 7 | 0.10 | 1.56640 | 0.00000 | 1.56590 | ||
14 | 2010.02.15 08:10 | modify | 7 | 0.10 | 1.56640 | 1.56626 | 1.56590 | ||
15 | 2010.02.15 08:15 | t/p | 7 | 0.10 | 1.56590 | 1.56626 | 1.56590 | 5.00 | 9978.58 |
16 | 2010.02.24 16:02 | buy | 8 | 0.10 | 1.54764 | 0.00000 | 1.54814 | ||
17 | 2010.03.03 09:00 | close | 8 | 0.10 | 1.50046 | 0.00000 | 1.54814 | -471.87 | 9506.71 |
18 | 2010.03.23 16:40 | buy | 9 | 0.10 | 1.50959 | 0.00000 | 1.51009 | ||
19 | 2010.03.29 17:15 | close | 9 | 0.10 | 1.49766 | 0.00000 | 1.51009 | -119.36 | 9387.35 |
20 | 2010.04.05 09:00 | sell | 10 | 0.10 | 1.52322 | 0.00000 | 1.52272 | ||
21 | 2010.04.06 09:15 | t/p | 10 | 0.10 | 1.52272 | 0.00000 | 1.52272 | 4.78 | 9392.13 |
22 | 2010.04.07 18:00 | buy | 11 | 0.10 | 1.52721 | 0.00000 | 1.52771 | ||
23 | 2010.04.07 19:50 | t/p | 11 | 0.10 | 1.52771 | 0.00000 | 1.52771 | 5.00 | 9397.13 |
24 | 2010.04.08 02:00 | sell | 12 | 0.10 | 1.52218 | 0.00000 | 1.52168 | ||
25 | 2010.04.08 08:20 | t/p | 12 | 0.10 | 1.52168 | 0.00000 | 1.52168 | 5.00 | 9402.13 |
26 | 2010.04.08 14:50 | buy | 13 | 0.10 | 1.52485 | 0.00000 | 1.52535 | ||
27 | 2010.04.08 16:50 | modify | 13 | 0.10 | 1.52485 | 1.52501 | 1.52535 | ||
28 | 2010.04.08 16:52 | s/l | 13 | 0.10 | 1.52501 | 1.52501 | 1.52535 | 1.60 | 9403.73 |
29 | 2010.04.08 16:52 | buy | 14 | 0.10 | 1.52757 | 0.00000 | 1.52807 | ||
30 | 2010.04.08 22:46 | modify | 14 | 0.10 | 1.52757 | 1.52766 | 1.52807 | ||
31 | 2010.04.08 22:56 | s/l | 14 | 0.10 | 1.52766 | 1.52766 | 1.52807 | 0.90 | 9404.63 |
32 | 2010.04.13 18:00 | sell | 15 | 0.10 | 1.53691 | 0.00000 | 1.53641 | ||
33 | 2010.04.15 23:59 | close at stop | 15 | 0.10 | 1.54991 | 0.00000 | 1.53641 | -130.88 | 9273.75 |