Strategy Tester Report
weda--83win5lose-4h-GBP-JPY-based on MACD 300 pip per month-with 300 pip-S-L
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 | Lots=0.3; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1183.32 | Gross profit | 153.84 | Gross loss | -1337.16 |
Profit factor | 0.12 | Expected payoff | -84.52 | ||
Absolute drawdown | 1567.80 | Maximal drawdown | 1721.64 (16.96%) | Relative drawdown | 16.96% (1721.64) |
Total trades | 14 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 14 (92.86%) |
Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
Largest | profit trade | 12.00 | loss trade | -1337.16 | |
Average | profit trade | 11.83 | loss trade | -1337.16 | |
Maximum | consecutive wins (profit in money) | 13 (153.84) | consecutive losses (loss in money) | 1 (-1337.16) | |
Maximal | consecutive profit (count of wins) | 153.84 (13) | consecutive loss (count of losses) | -1337.16 (1) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 02:00 | buy | 1 | 0.30 | 1.35273 | 0.00000 | 1.35313 | ||
2 | 2010.04.01 02:10 | t/p | 1 | 0.30 | 1.35313 | 0.00000 | 1.35313 | 12.00 | 10012.00 |
3 | 2010.04.01 02:10 | buy | 2 | 0.30 | 1.35412 | 0.00000 | 1.35452 | ||
4 | 2010.04.01 02:15 | t/p | 2 | 0.30 | 1.35452 | 0.00000 | 1.35452 | 12.00 | 10024.00 |
5 | 2010.04.01 02:15 | buy | 3 | 0.30 | 1.35516 | 0.00000 | 1.35556 | ||
6 | 2010.04.01 02:20 | t/p | 3 | 0.30 | 1.35556 | 0.00000 | 1.35556 | 12.00 | 10036.00 |
7 | 2010.04.01 02:20 | buy | 4 | 0.30 | 1.35620 | 0.00000 | 1.35660 | ||
8 | 2010.04.01 17:40 | t/p | 4 | 0.30 | 1.35660 | 0.00000 | 1.35660 | 12.00 | 10048.00 |
9 | 2010.04.01 17:40 | buy | 5 | 0.30 | 1.35669 | 0.00000 | 1.35709 | ||
10 | 2010.04.01 17:45 | t/p | 5 | 0.30 | 1.35709 | 0.00000 | 1.35709 | 12.00 | 10060.00 |
11 | 2010.04.01 17:45 | buy | 6 | 0.30 | 1.35777 | 0.00000 | 1.35817 | ||
12 | 2010.04.01 17:50 | t/p | 6 | 0.30 | 1.35817 | 0.00000 | 1.35817 | 12.00 | 10072.00 |
13 | 2010.04.01 17:50 | buy | 7 | 0.30 | 1.35885 | 0.00000 | 1.35925 | ||
14 | 2010.04.12 00:00 | t/p | 7 | 0.30 | 1.35925 | 0.00000 | 1.35925 | 9.84 | 10081.84 |
15 | 2010.04.12 00:00 | buy | 8 | 0.30 | 1.36267 | 0.00000 | 1.36307 | ||
16 | 2010.04.12 00:59 | t/p | 8 | 0.30 | 1.36307 | 0.00000 | 1.36307 | 12.00 | 10093.84 |
17 | 2010.04.12 00:59 | buy | 9 | 0.30 | 1.36325 | 0.00000 | 1.36365 | ||
18 | 2010.04.12 01:05 | t/p | 9 | 0.30 | 1.36365 | 0.00000 | 1.36365 | 12.00 | 10105.84 |
19 | 2010.04.12 01:05 | buy | 10 | 0.30 | 1.36389 | 0.00000 | 1.36429 | ||
20 | 2010.04.12 01:10 | t/p | 10 | 0.30 | 1.36429 | 0.00000 | 1.36429 | 12.00 | 10117.84 |
21 | 2010.04.12 01:10 | buy | 11 | 0.30 | 1.36505 | 0.00000 | 1.36545 | ||
22 | 2010.04.12 01:15 | t/p | 11 | 0.30 | 1.36545 | 0.00000 | 1.36545 | 12.00 | 10129.84 |
23 | 2010.04.12 01:15 | buy | 12 | 0.30 | 1.36622 | 0.00000 | 1.36662 | ||
24 | 2010.04.12 01:20 | t/p | 12 | 0.30 | 1.36662 | 0.00000 | 1.36662 | 12.00 | 10141.84 |
25 | 2010.04.12 01:20 | buy | 13 | 0.30 | 1.36738 | 0.00000 | 1.36778 | ||
26 | 2010.04.12 06:45 | t/p | 13 | 0.30 | 1.36778 | 0.00000 | 1.36778 | 12.00 | 10153.84 |
27 | 2010.04.12 07:00 | buy | 14 | 0.30 | 1.36870 | 0.00000 | 1.36910 | ||
28 | 2010.04.29 23:59 | close at stop | 14 | 0.30 | 1.32428 | 0.00000 | 1.36910 | -1337.16 | 8816.68 |