Strategy Tester Report
MACD Sample russian
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 | -29.50 | Gross profit | 5.00 | Gross loss | -34.50 |
| Profit factor | 0.14 | Expected payoff | -14.75 | ||
| Absolute drawdown | 52.90 | Maximal drawdown | 57.90 (0.58%) | Relative drawdown | 0.58% (57.90) |
| Total trades | 2 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 5.00 | loss trade | -34.50 | |
| Average | profit trade | 5.00 | loss trade | -34.50 | |
| Maximum | consecutive wins (profit in money) | 1 (5.00) | consecutive losses (loss in money) | 1 (-34.50) | |
| Maximal | consecutive profit (count of wins) | 5.00 (1) | consecutive loss (count of losses) | -34.50 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.20 10:10 | buy | 1 | 0.10 | 1.34859 | 0.00000 | 1.34909 | ||
| 2 | 2010.04.20 10:15 | modify | 1 | 0.10 | 1.34859 | 1.34861 | 1.34909 | ||
| 3 | 2010.04.20 10:20 | t/p | 1 | 0.10 | 1.34909 | 1.34861 | 1.34909 | 5.00 | 10005.00 |
| 4 | 2010.04.29 17:20 | sell | 2 | 0.10 | 1.32092 | 0.00000 | 1.32042 | ||
| 5 | 2010.04.29 23:59 | close at stop | 2 | 0.10 | 1.32437 | 0.00000 | 1.32042 | -34.50 | 9970.50 |