Strategy Tester Report
simple-macd-EA
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 | Lots=1; TrailingStop=55; MACD_level=500; MAGIC=123456; tp_limit=100; wait_time_b4_SL=10000; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1683.20 | Gross profit | 178.80 | Gross loss | -1862.00 |
Profit factor | 0.10 | Expected payoff | -187.02 | ||
Absolute drawdown | 6142.50 | Maximal drawdown | 6142.50 (61.42%) | Relative drawdown | 61.42% (6142.50) |
Total trades | 9 | Short positions (won %) | 5 (0.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 3 (33.33%) | Loss trades (% of total) | 6 (66.67%) | ||
Largest | profit trade | 95.80 | loss trade | -392.00 | |
Average | profit trade | 59.60 | loss trade | -310.33 | |
Maximum | consecutive wins (profit in money) | 1 (95.80) | consecutive losses (loss in money) | 2 (-750.00) | |
Maximal | consecutive profit (count of wins) | 95.80 (1) | consecutive loss (count of losses) | -750.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.25 12:45 | sell | 1 | 1.00 | 1.52992 | 0.00000 | 0.00000 | ||
2 | 2010.02.25 12:57 | close | 1 | 1.00 | 1.53253 | 0.00000 | 0.00000 | -261.00 | 9739.00 |
3 | 2010.02.25 13:32 | sell | 2 | 1.00 | 1.52878 | 0.00000 | 0.00000 | ||
4 | 2010.02.25 13:37 | close | 2 | 1.00 | 1.53136 | 0.00000 | 0.00000 | -258.00 | 9481.00 |
5 | 2010.02.25 13:45 | buy | 3 | 1.00 | 1.53320 | 0.00000 | 0.00000 | ||
6 | 2010.03.17 10:50 | modify | 3 | 1.00 | 1.53320 | 1.53372 | 0.00000 | ||
7 | 2010.03.17 10:52 | s/l | 3 | 1.00 | 1.53372 | 1.53372 | 0.00000 | 50.20 | 9531.20 |
8 | 2010.03.17 23:00 | sell | 4 | 1.00 | 1.53170 | 0.00000 | 0.00000 | ||
9 | 2010.03.17 23:10 | close | 4 | 1.00 | 1.53470 | 0.00000 | 0.00000 | -300.00 | 9231.20 |
10 | 2010.03.18 11:10 | buy | 5 | 1.00 | 1.53348 | 0.00000 | 0.00000 | ||
11 | 2010.04.09 09:45 | modify | 5 | 1.00 | 1.53348 | 1.53446 | 0.00000 | ||
12 | 2010.04.09 11:37 | s/l | 5 | 1.00 | 1.53446 | 1.53446 | 0.00000 | 95.80 | 9327.00 |
13 | 2010.04.12 09:20 | sell | 6 | 1.00 | 1.54341 | 0.00000 | 0.00000 | ||
14 | 2010.04.12 09:45 | close | 6 | 1.00 | 1.54634 | 0.00000 | 0.00000 | -293.00 | 9034.00 |
15 | 2010.04.12 10:12 | buy | 7 | 1.00 | 1.54695 | 0.00000 | 0.00000 | ||
16 | 2010.04.14 17:15 | modify | 7 | 1.00 | 1.54695 | 1.54728 | 0.00000 | ||
17 | 2010.04.14 18:50 | s/l | 7 | 1.00 | 1.54728 | 1.54728 | 0.00000 | 32.80 | 9066.80 |
18 | 2010.04.15 09:37 | sell | 8 | 1.00 | 1.54614 | 0.00000 | 0.00000 | ||
19 | 2010.04.15 09:40 | close | 8 | 1.00 | 1.55006 | 0.00000 | 0.00000 | -392.00 | 8674.80 |
20 | 2010.04.15 16:20 | buy | 9 | 1.00 | 1.55068 | 0.00000 | 0.00000 | ||
21 | 2010.04.15 23:59 | close at stop | 9 | 1.00 | 1.54710 | 0.00000 | 0.00000 | -358.00 | 8316.80 |