Strategy Tester Report
simple-macd-EA
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=1; TrailingStop=55; MACD_level=500; MAGIC=123456; tp_limit=100; wait_time_b4_SL=10000; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1884.00 | Gross profit | 1652.40 | Gross loss | -3536.40 |
| Profit factor | 0.47 | Expected payoff | -75.36 | ||
| Absolute drawdown | 3165.60 | Maximal drawdown | 4591.00 (40.18%) | Relative drawdown | 40.18% (4591.00) |
| Total trades | 25 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 15 (60.00%) | Loss trades (% of total) | 10 (40.00%) | ||
| Largest | profit trade | 1111.40 | loss trade | -3189.40 | |
| Average | profit trade | 110.16 | loss trade | -353.64 | |
| Maximum | consecutive wins (profit in money) | 3 (83.00) | consecutive losses (loss in money) | 1 (-3189.40) | |
| Maximal | consecutive profit (count of wins) | 1111.40 (1) | consecutive loss (count of losses) | -3189.40 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 13:12 | buy | 1 | 1.00 | 1.34988 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 15:45 | modify | 1 | 1.00 | 1.34988 | 1.35061 | 0.00000 | ||
| 3 | 2010.04.01 16:15 | s/l | 1 | 1.00 | 1.35061 | 1.35061 | 0.00000 | 73.00 | 10073.00 |
| 4 | 2010.04.02 06:50 | sell | 2 | 1.00 | 1.35673 | 0.00000 | 0.00000 | ||
| 5 | 2010.04.02 07:05 | close | 2 | 1.00 | 1.35690 | 0.00000 | 0.00000 | -17.00 | 10056.00 |
| 6 | 2010.04.02 07:17 | buy | 3 | 1.00 | 1.35763 | 0.00000 | 0.00000 | ||
| 7 | 2010.04.02 07:20 | close | 3 | 1.00 | 1.35815 | 0.00000 | 0.00000 | 52.00 | 10108.00 |
| 8 | 2010.04.02 08:15 | sell | 4 | 1.00 | 1.35597 | 0.00000 | 0.00000 | ||
| 9 | 2010.04.02 09:46 | modify | 4 | 1.00 | 1.35597 | 1.35572 | 0.00000 | ||
| 10 | 2010.04.02 10:37 | s/l | 4 | 1.00 | 1.35572 | 1.35572 | 0.00000 | 25.00 | 10133.00 |
| 11 | 2010.04.05 02:36 | buy | 5 | 1.00 | 1.35209 | 0.00000 | 0.00000 | ||
| 12 | 2010.04.05 02:40 | modify | 5 | 1.00 | 1.35209 | 1.35215 | 0.00000 | ||
| 13 | 2010.04.05 04:16 | s/l | 5 | 1.00 | 1.35215 | 1.35215 | 0.00000 | 6.00 | 10139.00 |
| 14 | 2010.04.05 07:55 | sell | 6 | 1.00 | 1.35003 | 0.00000 | 0.00000 | ||
| 15 | 2010.04.05 07:57 | close | 6 | 1.00 | 1.35059 | 0.00000 | 0.00000 | -56.00 | 10083.00 |
| 16 | 2010.04.05 15:27 | buy | 7 | 1.00 | 1.35052 | 0.00000 | 0.00000 | ||
| 17 | 2010.04.05 15:30 | modify | 7 | 1.00 | 1.35052 | 1.35087 | 0.00000 | ||
| 18 | 2010.04.05 15:32 | s/l | 7 | 1.00 | 1.35087 | 1.35087 | 0.00000 | 35.00 | 10118.00 |
| 19 | 2010.04.05 18:06 | sell | 8 | 1.00 | 1.34780 | 0.00000 | 0.00000 | ||
| 20 | 2010.04.05 18:13 | close | 8 | 1.00 | 1.34819 | 0.00000 | 0.00000 | -39.00 | 10079.00 |
| 21 | 2010.04.05 18:53 | buy | 9 | 1.00 | 1.35087 | 0.00000 | 0.00000 | ||
| 22 | 2010.04.12 00:00 | modify | 9 | 1.00 | 1.35087 | 1.36204 | 0.00000 | ||
| 23 | 2010.04.12 00:15 | s/l | 9 | 1.00 | 1.36204 | 1.36204 | 0.00000 | 1111.40 | 11190.40 |
| 24 | 2010.04.12 10:02 | sell | 10 | 1.00 | 1.36041 | 0.00000 | 0.00000 | ||
| 25 | 2010.04.12 10:05 | close | 10 | 1.00 | 1.36060 | 0.00000 | 0.00000 | -19.00 | 11171.40 |
| 26 | 2010.04.13 01:12 | buy | 11 | 1.00 | 1.35928 | 0.00000 | 0.00000 | ||
| 27 | 2010.04.13 01:32 | modify | 11 | 1.00 | 1.35928 | 1.35928 | 0.00000 | ||
| 28 | 2010.04.13 01:45 | s/l | 11 | 1.00 | 1.35928 | 1.35928 | 0.00000 | 0.00 | 11171.40 |
| 29 | 2010.04.13 02:17 | sell | 12 | 1.00 | 1.35812 | 0.00000 | 0.00000 | ||
| 30 | 2010.04.13 02:20 | modify | 12 | 1.00 | 1.35812 | 1.35791 | 0.00000 | ||
| 31 | 2010.04.13 02:27 | s/l | 12 | 1.00 | 1.35791 | 1.35791 | 0.00000 | 21.00 | 11192.40 |
| 32 | 2010.04.13 04:40 | buy | 13 | 1.00 | 1.35924 | 0.00000 | 0.00000 | ||
| 33 | 2010.04.13 04:45 | close | 13 | 1.00 | 1.35884 | 0.00000 | 0.00000 | -40.00 | 11152.40 |
| 34 | 2010.04.13 05:12 | sell | 14 | 1.00 | 1.35845 | 0.00000 | 0.00000 | ||
| 35 | 2010.04.13 05:40 | close | 14 | 1.00 | 1.35836 | 0.00000 | 0.00000 | 9.00 | 11161.40 |
| 36 | 2010.04.13 08:12 | buy | 15 | 1.00 | 1.35919 | 0.00000 | 0.00000 | ||
| 37 | 2010.04.13 08:15 | modify | 15 | 1.00 | 1.35919 | 1.35926 | 0.00000 | ||
| 38 | 2010.04.13 08:27 | s/l | 15 | 1.00 | 1.35926 | 1.35926 | 0.00000 | 7.00 | 11168.40 |
| 39 | 2010.04.13 11:37 | sell | 16 | 1.00 | 1.35812 | 0.00000 | 0.00000 | ||
| 40 | 2010.04.13 11:40 | modify | 16 | 1.00 | 1.35812 | 1.35778 | 0.00000 | ||
| 41 | 2010.04.13 12:20 | s/l | 16 | 1.00 | 1.35778 | 1.35778 | 0.00000 | 34.00 | 11202.40 |
| 42 | 2010.04.13 13:17 | buy | 17 | 1.00 | 1.35970 | 0.00000 | 0.00000 | ||
| 43 | 2010.04.13 13:20 | close | 17 | 1.00 | 1.35899 | 0.00000 | 0.00000 | -71.00 | 11131.40 |
| 44 | 2010.04.13 16:22 | sell | 18 | 1.00 | 1.35575 | 0.00000 | 0.00000 | ||
| 45 | 2010.04.13 17:02 | modify | 18 | 1.00 | 1.35575 | 1.35532 | 0.00000 | ||
| 46 | 2010.04.13 17:10 | s/l | 18 | 1.00 | 1.35532 | 1.35532 | 0.00000 | 43.00 | 11174.40 |
| 47 | 2010.04.13 20:10 | buy | 19 | 1.00 | 1.35892 | 0.00000 | 0.00000 | ||
| 48 | 2010.04.13 20:15 | close | 19 | 1.00 | 1.35864 | 0.00000 | 0.00000 | -28.00 | 11146.40 |
| 49 | 2010.04.14 09:32 | sell | 20 | 1.00 | 1.36183 | 0.00000 | 0.00000 | ||
| 50 | 2010.04.14 12:45 | modify | 20 | 1.00 | 1.36183 | 1.36165 | 0.00000 | ||
| 51 | 2010.04.14 13:37 | s/l | 20 | 1.00 | 1.36165 | 1.36165 | 0.00000 | 18.00 | 11164.40 |
| 52 | 2010.04.14 17:13 | buy | 21 | 1.00 | 1.36462 | 0.00000 | 0.00000 | ||
| 53 | 2010.04.14 17:16 | close | 21 | 1.00 | 1.36413 | 0.00000 | 0.00000 | -49.00 | 11115.40 |
| 54 | 2010.04.15 03:52 | sell | 22 | 1.00 | 1.36514 | 0.00000 | 0.00000 | ||
| 55 | 2010.04.15 04:07 | modify | 22 | 1.00 | 1.36514 | 1.36511 | 0.00000 | ||
| 56 | 2010.04.15 04:15 | s/l | 22 | 1.00 | 1.36511 | 1.36511 | 0.00000 | 3.00 | 11118.40 |
| 57 | 2010.04.15 20:52 | buy | 23 | 1.00 | 1.35738 | 0.00000 | 0.00000 | ||
| 58 | 2010.04.15 20:57 | close | 23 | 1.00 | 1.35710 | 0.00000 | 0.00000 | -28.00 | 11090.40 |
| 59 | 2010.04.16 02:07 | sell | 24 | 1.00 | 1.35661 | 0.00000 | 0.00000 | ||
| 60 | 2010.04.16 02:10 | modify | 24 | 1.00 | 1.35661 | 1.35622 | 0.00000 | ||
| 61 | 2010.04.16 05:05 | close | 24 | 1.00 | 1.35446 | 1.35622 | 0.00000 | 215.00 | 11305.40 |
| 62 | 2010.04.16 10:59 | buy | 25 | 1.00 | 1.35607 | 0.00000 | 0.00000 | ||
| 63 | 2010.04.29 23:59 | close at stop | 25 | 1.00 | 1.32428 | 0.00000 | 0.00000 | -3189.40 | 8116.00 |