Strategy Tester Report
TSD-v12-MT4-EF-MACD
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; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5007.40 | Gross profit | 1828.60 | Gross loss | -6836.00 |
Profit factor | 0.27 | Expected payoff | -178.84 | ||
Absolute drawdown | 5007.40 | Maximal drawdown | 6100.00 (54.99%) | Relative drawdown | 54.99% (6100.00) |
Total trades | 28 | Short positions (won %) | 28 (3.57%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (3.57%) | Loss trades (% of total) | 27 (96.43%) | ||
Largest | profit trade | 1828.60 | loss trade | -409.00 | |
Average | profit trade | 1828.60 | loss trade | -253.19 | |
Maximum | consecutive wins (profit in money) | 1 (1828.60) | consecutive losses (loss in money) | 25 (-6100.00) | |
Maximal | consecutive profit (count of wins) | 1828.60 (1) | consecutive loss (count of losses) | -6100.00 (25) | |
Average | consecutive wins | 1 | consecutive losses | 14 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:02 | sell stop | 1 | 1.00 | 1.61193 | 1.61520 | 1.60194 | ||
2 | 2010.01.04 01:20 | sell | 1 | 1.00 | 1.61193 | 1.61520 | 1.60194 | ||
3 | 2010.01.04 01:27 | s/l | 1 | 1.00 | 1.61520 | 1.61520 | 1.60194 | -327.00 | 9673.00 |
4 | 2010.01.04 02:03 | sell stop | 2 | 1.00 | 1.61051 | 1.61460 | 1.60052 | ||
5 | 2010.01.04 02:16 | sell | 2 | 1.00 | 1.61051 | 1.61460 | 1.60052 | ||
6 | 2010.01.04 09:15 | s/l | 2 | 1.00 | 1.61460 | 1.61460 | 1.60052 | -409.00 | 9264.00 |
7 | 2010.01.04 10:02 | sell stop | 3 | 1.00 | 1.60905 | 1.61579 | 1.59906 | ||
8 | 2010.01.04 11:02 | modify | 3 | 1.00 | 1.61516 | 1.62125 | 1.59906 | ||
9 | 2010.01.04 12:03 | modify | 3 | 1.00 | 1.61667 | 1.62408 | 1.59906 | ||
10 | 2010.01.04 13:02 | modify | 3 | 1.00 | 1.61739 | 1.62269 | 1.59906 | ||
11 | 2010.01.04 13:20 | sell | 3 | 1.00 | 1.61739 | 1.62269 | 1.59906 | ||
12 | 2010.01.06 01:45 | t/p | 3 | 1.00 | 1.59906 | 1.62269 | 1.59906 | 1828.60 | 11092.60 |
13 | 2010.01.12 00:02 | sell stop | 4 | 1.00 | 1.60938 | 1.61192 | 1.59939 | ||
14 | 2010.01.12 01:02 | modify | 4 | 1.00 | 1.61029 | 1.61194 | 1.59939 | ||
15 | 2010.01.12 01:15 | sell | 4 | 1.00 | 1.61029 | 1.61194 | 1.59939 | ||
16 | 2010.01.12 01:17 | s/l | 4 | 1.00 | 1.61194 | 1.61194 | 1.59939 | -165.00 | 10927.60 |
17 | 2010.01.12 03:02 | sell stop | 5 | 1.00 | 1.60746 | 1.60958 | 1.59747 | ||
18 | 2010.01.12 03:15 | sell | 5 | 1.00 | 1.60746 | 1.60958 | 1.59747 | ||
19 | 2010.01.12 03:17 | s/l | 5 | 1.00 | 1.60958 | 1.60958 | 1.59747 | -212.00 | 10715.60 |
20 | 2010.01.12 04:03 | sell stop | 6 | 1.00 | 1.60612 | 1.60990 | 1.59613 | ||
21 | 2010.01.12 06:02 | modify | 6 | 1.00 | 1.60740 | 1.60905 | 1.59613 | ||
22 | 2010.01.12 07:03 | modify | 6 | 1.00 | 1.60807 | 1.60908 | 1.59613 | ||
23 | 2010.01.12 08:02 | modify | 6 | 1.00 | 1.60891 | 1.61274 | 1.59613 | ||
24 | 2010.01.12 08:20 | sell | 6 | 1.00 | 1.60891 | 1.61274 | 1.59613 | ||
25 | 2010.01.12 08:40 | s/l | 6 | 1.00 | 1.61274 | 1.61274 | 1.59613 | -383.00 | 10332.60 |
26 | 2010.01.12 10:02 | sell stop | 7 | 1.00 | 1.60619 | 1.61108 | 1.59620 | ||
27 | 2010.01.12 11:02 | modify | 7 | 1.00 | 1.60831 | 1.61388 | 1.59620 | ||
28 | 2010.01.12 12:02 | modify | 7 | 1.00 | 1.61253 | 1.61633 | 1.59620 | ||
29 | 2010.01.12 12:15 | sell | 7 | 1.00 | 1.61253 | 1.61633 | 1.59620 | ||
30 | 2010.01.12 12:45 | s/l | 7 | 1.00 | 1.61633 | 1.61633 | 1.59620 | -380.00 | 9952.60 |
31 | 2010.01.12 13:02 | sell stop | 8 | 1.00 | 1.61105 | 1.61459 | 1.60106 | ||
32 | 2010.01.12 14:02 | modify | 8 | 1.00 | 1.61308 | 1.61714 | 1.60106 | ||
33 | 2010.01.12 14:50 | sell | 8 | 1.00 | 1.61308 | 1.61714 | 1.60106 | ||
34 | 2010.01.12 15:20 | s/l | 8 | 1.00 | 1.61714 | 1.61714 | 1.60106 | -406.00 | 9546.60 |
35 | 2010.01.12 16:02 | sell stop | 9 | 1.00 | 1.61154 | 1.61568 | 1.60155 | ||
36 | 2010.01.12 17:02 | modify | 9 | 1.00 | 1.61470 | 1.61938 | 1.60155 | ||
37 | 2010.01.12 18:02 | modify | 9 | 1.00 | 1.61683 | 1.61902 | 1.60155 | ||
38 | 2010.01.12 18:20 | sell | 9 | 1.00 | 1.61683 | 1.61902 | 1.60155 | ||
39 | 2010.01.12 18:22 | s/l | 9 | 1.00 | 1.61902 | 1.61902 | 1.60155 | -219.00 | 9327.60 |
40 | 2010.01.12 19:02 | sell stop | 10 | 1.00 | 1.61560 | 1.61855 | 1.60561 | ||
41 | 2010.01.12 19:20 | sell | 10 | 1.00 | 1.61560 | 1.61855 | 1.60561 | ||
42 | 2010.01.12 19:27 | s/l | 10 | 1.00 | 1.61855 | 1.61855 | 1.60561 | -295.00 | 9032.60 |
43 | 2010.01.12 20:02 | sell stop | 11 | 1.00 | 1.61502 | 1.61712 | 1.60503 | ||
44 | 2010.01.12 21:02 | modify | 11 | 1.00 | 1.61645 | 1.61789 | 1.60503 | ||
45 | 2010.01.12 21:15 | sell | 11 | 1.00 | 1.61645 | 1.61789 | 1.60503 | ||
46 | 2010.01.12 21:17 | s/l | 11 | 1.00 | 1.61789 | 1.61789 | 1.60503 | -144.00 | 8888.60 |
47 | 2010.01.12 22:02 | sell stop | 12 | 1.00 | 1.61562 | 1.61770 | 1.60563 | ||
48 | 2010.01.12 23:02 | modify | 12 | 1.00 | 1.61573 | 1.61797 | 1.60563 | ||
49 | 2010.01.12 23:15 | sell | 12 | 1.00 | 1.61573 | 1.61797 | 1.60563 | ||
50 | 2010.01.12 23:17 | s/l | 12 | 1.00 | 1.61797 | 1.61797 | 1.60563 | -224.00 | 8664.60 |
51 | 2010.01.13 00:03 | sell stop | 13 | 1.00 | 1.61497 | 1.61675 | 1.60498 | ||
52 | 2010.01.13 00:50 | sell | 13 | 1.00 | 1.61497 | 1.61675 | 1.60498 | ||
53 | 2010.01.13 00:52 | s/l | 13 | 1.00 | 1.61675 | 1.61675 | 1.60498 | -178.00 | 8486.60 |
54 | 2010.01.13 02:02 | sell stop | 14 | 1.00 | 1.61372 | 1.61663 | 1.60373 | ||
55 | 2010.01.13 02:37 | sell | 14 | 1.00 | 1.61372 | 1.61663 | 1.60373 | ||
56 | 2010.01.13 02:40 | s/l | 14 | 1.00 | 1.61663 | 1.61663 | 1.60373 | -291.00 | 8195.60 |
57 | 2010.01.13 03:02 | sell stop | 15 | 1.00 | 1.61353 | 1.61612 | 1.60354 | ||
58 | 2010.01.13 06:02 | modify | 15 | 1.00 | 1.61594 | 1.61919 | 1.60354 | ||
59 | 2010.01.13 11:02 | modify | 15 | 1.00 | 1.62057 | 1.62659 | 1.60354 | ||
60 | 2010.01.13 12:02 | modify | 15 | 1.00 | 1.62291 | 1.62485 | 1.60354 | ||
61 | 2010.01.13 13:02 | modify | 15 | 1.00 | 1.62335 | 1.62812 | 1.60354 | ||
62 | 2010.01.13 14:02 | modify | 15 | 1.00 | 1.62661 | 1.62937 | 1.60354 | ||
63 | 2010.01.13 15:02 | modify | 15 | 1.00 | 1.62717 | 1.62919 | 1.60354 | ||
64 | 2010.01.13 15:20 | sell | 15 | 1.00 | 1.62717 | 1.62919 | 1.60354 | ||
65 | 2010.01.13 15:22 | s/l | 15 | 1.00 | 1.62919 | 1.62919 | 1.60354 | -202.00 | 7993.60 |
66 | 2010.01.13 16:02 | sell stop | 16 | 1.00 | 1.62630 | 1.62838 | 1.61631 | ||
67 | 2010.01.13 16:15 | sell | 16 | 1.00 | 1.62630 | 1.62838 | 1.61631 | ||
68 | 2010.01.13 16:17 | s/l | 16 | 1.00 | 1.62838 | 1.62838 | 1.61631 | -208.00 | 7785.60 |
69 | 2010.01.13 17:02 | sell stop | 17 | 1.00 | 1.62452 | 1.62809 | 1.61453 | ||
70 | 2010.01.13 18:02 | modify | 17 | 1.00 | 1.62553 | 1.62865 | 1.61453 | ||
71 | 2010.01.13 19:02 | modify | 17 | 1.00 | 1.62724 | 1.63065 | 1.61453 | ||
72 | 2010.01.13 19:15 | sell | 17 | 1.00 | 1.62724 | 1.63065 | 1.61453 | ||
73 | 2010.01.13 19:45 | s/l | 17 | 1.00 | 1.63065 | 1.63065 | 1.61453 | -341.00 | 7444.60 |
74 | 2010.01.13 20:02 | sell stop | 18 | 1.00 | 1.62570 | 1.62901 | 1.61571 | ||
75 | 2010.01.13 21:02 | modify | 18 | 1.00 | 1.62710 | 1.62918 | 1.61571 | ||
76 | 2010.01.13 22:02 | modify | 18 | 1.00 | 1.62758 | 1.62897 | 1.61571 | ||
77 | 2010.01.13 23:10 | sell | 18 | 1.00 | 1.62758 | 1.62897 | 1.61571 | ||
78 | 2010.01.13 23:12 | s/l | 18 | 1.00 | 1.62897 | 1.62897 | 1.61571 | -139.00 | 7305.60 |
79 | 2010.01.14 00:02 | sell stop | 19 | 1.00 | 1.62615 | 1.62795 | 1.61616 | ||
80 | 2010.01.14 01:02 | modify | 19 | 1.00 | 1.62641 | 1.62923 | 1.61616 | ||
81 | 2010.01.14 02:02 | modify | 19 | 1.00 | 1.62754 | 1.63081 | 1.61616 | ||
82 | 2010.01.14 03:02 | modify | 19 | 1.00 | 1.62833 | 1.63047 | 1.61616 | ||
83 | 2010.01.14 04:02 | modify | 19 | 1.00 | 1.62916 | 1.63053 | 1.61616 | ||
84 | 2010.01.14 04:40 | sell | 19 | 1.00 | 1.62916 | 1.63053 | 1.61616 | ||
85 | 2010.01.14 04:43 | s/l | 19 | 1.00 | 1.63053 | 1.63053 | 1.61616 | -137.00 | 7168.60 |
86 | 2010.01.14 05:02 | sell stop | 20 | 1.00 | 1.62852 | 1.63030 | 1.61853 | ||
87 | 2010.01.14 05:20 | sell | 20 | 1.00 | 1.62852 | 1.63030 | 1.61853 | ||
88 | 2010.01.14 05:22 | s/l | 20 | 1.00 | 1.63030 | 1.63030 | 1.61853 | -178.00 | 6990.60 |
89 | 2010.01.14 07:02 | sell stop | 21 | 1.00 | 1.62827 | 1.62950 | 1.61828 | ||
90 | 2010.01.14 07:15 | sell | 21 | 1.00 | 1.62827 | 1.62950 | 1.61828 | ||
91 | 2010.01.14 07:17 | s/l | 21 | 1.00 | 1.62950 | 1.62950 | 1.61828 | -123.00 | 6867.60 |
92 | 2010.01.14 08:02 | sell stop | 22 | 1.00 | 1.62707 | 1.62973 | 1.61708 | ||
93 | 2010.01.14 09:02 | sell | 22 | 1.00 | 1.62707 | 1.62973 | 1.61708 | ||
94 | 2010.01.14 09:10 | s/l | 22 | 1.00 | 1.62973 | 1.62973 | 1.61708 | -266.00 | 6601.60 |
95 | 2010.01.14 10:02 | sell stop | 23 | 1.00 | 1.62651 | 1.62943 | 1.61652 | ||
96 | 2010.01.14 11:02 | modify | 23 | 1.00 | 1.62731 | 1.63124 | 1.61652 | ||
97 | 2010.01.14 11:20 | sell | 23 | 1.00 | 1.62731 | 1.63124 | 1.61652 | ||
98 | 2010.01.14 11:32 | s/l | 23 | 1.00 | 1.63124 | 1.63124 | 1.61652 | -393.00 | 6208.60 |
99 | 2010.01.14 12:02 | sell stop | 24 | 1.00 | 1.62727 | 1.62912 | 1.61728 | ||
100 | 2010.01.14 12:15 | sell | 24 | 1.00 | 1.62727 | 1.62912 | 1.61728 | ||
101 | 2010.01.14 12:17 | s/l | 24 | 1.00 | 1.62912 | 1.62912 | 1.61728 | -185.00 | 6023.60 |
102 | 2010.01.14 13:02 | sell stop | 25 | 1.00 | 1.62615 | 1.62857 | 1.61616 | ||
103 | 2010.01.14 13:15 | sell | 25 | 1.00 | 1.62615 | 1.62857 | 1.61616 | ||
104 | 2010.01.14 13:17 | s/l | 25 | 1.00 | 1.62857 | 1.62857 | 1.61616 | -242.00 | 5781.60 |
105 | 2010.01.14 14:02 | sell stop | 26 | 1.00 | 1.62495 | 1.62727 | 1.61496 | ||
106 | 2010.01.14 15:02 | modify | 26 | 1.00 | 1.62518 | 1.63243 | 1.61496 | ||
107 | 2010.01.14 16:03 | modify | 26 | 1.00 | 1.62852 | 1.63236 | 1.61496 | ||
108 | 2010.01.14 19:02 | modify | 26 | 1.00 | 1.63119 | 1.63383 | 1.61496 | ||
109 | 2010.01.14 20:03 | modify | 26 | 1.00 | 1.63155 | 1.63470 | 1.61496 | ||
110 | 2010.01.14 21:02 | modify | 26 | 1.00 | 1.63219 | 1.63383 | 1.61496 | ||
111 | 2010.01.15 00:02 | modify | 26 | 1.00 | 1.63233 | 1.63393 | 1.61496 | ||
112 | 2010.01.15 01:02 | modify | 26 | 1.00 | 1.63317 | 1.63425 | 1.61496 | ||
113 | 2010.01.15 01:20 | sell | 26 | 1.00 | 1.63317 | 1.63425 | 1.61496 | ||
114 | 2010.01.15 01:22 | s/l | 26 | 1.00 | 1.63425 | 1.63425 | 1.61496 | -108.00 | 5673.60 |
115 | 2010.01.15 03:02 | sell stop | 27 | 1.00 | 1.62841 | 1.63253 | 1.61842 | ||
116 | 2010.01.15 04:03 | modify | 27 | 1.00 | 1.62847 | 1.63239 | 1.61842 | ||
117 | 2010.01.15 05:03 | modify | 27 | 1.00 | 1.63057 | 1.63379 | 1.61842 | ||
118 | 2010.01.15 06:02 | modify | 27 | 1.00 | 1.63162 | 1.63554 | 1.61842 | ||
119 | 2010.01.15 07:37 | sell | 27 | 1.00 | 1.63162 | 1.63554 | 1.61842 | ||
120 | 2010.01.15 07:40 | s/l | 27 | 1.00 | 1.63554 | 1.63554 | 1.61842 | -392.00 | 5281.60 |
121 | 2010.01.15 08:02 | sell stop | 28 | 1.00 | 1.63159 | 1.63448 | 1.62160 | ||
122 | 2010.01.15 08:20 | sell | 28 | 1.00 | 1.63159 | 1.63448 | 1.62160 | ||
123 | 2010.01.15 08:27 | s/l | 28 | 1.00 | 1.63448 | 1.63448 | 1.62160 | -289.00 | 4992.60 |