Strategy Tester Report
MACD Sample_v1
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -574.32 | Gross profit | 43.50 | Gross loss | -617.82 |
Profit factor | 0.07 | Expected payoff | -35.90 | ||
Absolute drawdown | 713.44 | Maximal drawdown | 735.64 (7.34%) | Relative drawdown | 7.34% (735.64) |
Total trades | 16 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 5.00 | loss trade | -219.68 | |
Average | profit trade | 3.95 | loss trade | -123.56 | |
Maximum | consecutive wins (profit in money) | 6 (22.20) | consecutive losses (loss in money) | 2 (-329.14) | |
Maximal | consecutive profit (count of wins) | 22.20 (6) | consecutive loss (count of losses) | -329.14 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.05 02:16 | buy | 1 | 0.10 | 1.35188 | 0.00000 | 1.35238 | ||
2 | 2010.04.05 02:33 | modify | 1 | 0.10 | 1.35188 | 1.35190 | 1.35238 | ||
3 | 2010.04.05 02:40 | t/p | 1 | 0.10 | 1.35238 | 1.35190 | 1.35238 | 5.00 | 10005.00 |
4 | 2010.04.05 02:40 | buy | 2 | 0.10 | 1.35276 | 0.00000 | 1.35326 | ||
5 | 2010.04.05 02:46 | modify | 2 | 0.10 | 1.35276 | 1.35291 | 1.35326 | ||
6 | 2010.04.05 02:50 | s/l | 2 | 0.10 | 1.35291 | 1.35291 | 1.35326 | 1.50 | 10006.50 |
7 | 2010.04.05 02:50 | buy | 3 | 0.10 | 1.35293 | 0.00000 | 1.35343 | ||
8 | 2010.04.05 03:20 | modify | 3 | 0.10 | 1.35293 | 1.35300 | 1.35343 | ||
9 | 2010.04.05 03:27 | s/l | 3 | 0.10 | 1.35300 | 1.35300 | 1.35343 | 0.70 | 10007.20 |
10 | 2010.04.05 15:15 | buy | 4 | 0.10 | 1.35080 | 0.00000 | 1.35130 | ||
11 | 2010.04.05 15:20 | t/p | 4 | 0.10 | 1.35130 | 0.00000 | 1.35130 | 5.00 | 10012.20 |
12 | 2010.04.05 15:20 | buy | 5 | 0.10 | 1.35163 | 0.00000 | 1.35213 | ||
13 | 2010.04.05 15:45 | t/p | 5 | 0.10 | 1.35213 | 0.00000 | 1.35213 | 5.00 | 10017.20 |
14 | 2010.04.05 15:45 | buy | 6 | 0.10 | 1.35227 | 0.00000 | 1.35277 | ||
15 | 2010.04.05 15:50 | t/p | 6 | 0.10 | 1.35277 | 0.00000 | 1.35277 | 5.00 | 10022.20 |
16 | 2010.04.05 15:50 | buy | 7 | 0.10 | 1.35288 | 0.00000 | 1.35338 | ||
17 | 2010.04.09 07:00 | close | 7 | 0.10 | 1.33545 | 0.00000 | 1.35338 | -174.78 | 9847.42 |
18 | 2010.04.09 07:03 | sell | 8 | 0.10 | 1.33498 | 0.00000 | 1.33448 | ||
19 | 2010.04.09 07:10 | modify | 8 | 0.10 | 1.33498 | 1.33498 | 1.33448 | ||
20 | 2010.04.09 07:16 | t/p | 8 | 0.10 | 1.33448 | 1.33498 | 1.33448 | 5.00 | 9852.42 |
21 | 2010.04.09 07:16 | sell | 9 | 0.10 | 1.33415 | 0.00000 | 1.33365 | ||
22 | 2010.04.15 20:00 | close | 9 | 0.10 | 1.35607 | 0.00000 | 1.33365 | -219.68 | 9632.74 |
23 | 2010.04.16 10:46 | buy | 10 | 0.10 | 1.35637 | 0.00000 | 1.35687 | ||
24 | 2010.04.20 15:50 | close | 10 | 0.10 | 1.34544 | 0.00000 | 1.35687 | -109.46 | 9523.28 |
25 | 2010.04.20 15:52 | sell | 11 | 0.10 | 1.34588 | 0.00000 | 1.34538 | ||
26 | 2010.04.20 16:20 | t/p | 11 | 0.10 | 1.34538 | 0.00000 | 1.34538 | 5.00 | 9528.28 |
27 | 2010.04.20 16:45 | sell | 12 | 0.10 | 1.34671 | 0.00000 | 1.34621 | ||
28 | 2010.04.20 16:59 | t/p | 12 | 0.10 | 1.34621 | 0.00000 | 1.34621 | 5.00 | 9533.28 |
29 | 2010.04.21 08:50 | buy | 13 | 0.10 | 1.34478 | 0.00000 | 1.34528 | ||
30 | 2010.04.26 05:45 | close | 13 | 0.10 | 1.33685 | 0.00000 | 1.34528 | -79.70 | 9453.58 |
31 | 2010.04.26 21:15 | buy | 14 | 0.10 | 1.33471 | 0.00000 | 1.33521 | ||
32 | 2010.04.26 21:20 | modify | 14 | 0.10 | 1.33471 | 1.33484 | 1.33521 | ||
33 | 2010.04.26 21:22 | s/l | 14 | 0.10 | 1.33484 | 1.33484 | 1.33521 | 1.30 | 9454.88 |
34 | 2010.04.26 21:22 | buy | 15 | 0.10 | 1.33488 | 0.00000 | 1.33538 | ||
35 | 2010.04.26 21:40 | t/p | 15 | 0.10 | 1.33538 | 0.00000 | 1.33538 | 5.00 | 9459.88 |
36 | 2010.04.29 17:20 | sell | 16 | 0.10 | 1.32092 | 0.00000 | 1.32042 | ||
37 | 2010.04.29 23:59 | close at stop | 16 | 0.10 | 1.32434 | 0.00000 | 1.32042 | -34.20 | 9425.68 |