Strategy Tester Report
TSD-v12-MT4-EF-MACD
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; 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5155.00 | Gross profit | 9618.80 | Gross loss | -4463.80 |
Profit factor | 2.15 | Expected payoff | 184.11 | ||
Absolute drawdown | 756.80 | Maximal drawdown | 2383.20 (17.27%) | Relative drawdown | 17.27% (2383.20) |
Total trades | 28 | Short positions (won %) | 20 (35.00%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 8 (28.57%) | Loss trades (% of total) | 20 (71.43%) | ||
Largest | profit trade | 1861.20 | loss trade | -482.00 | |
Average | profit trade | 1202.35 | loss trade | -223.19 | |
Maximum | consecutive wins (profit in money) | 3 (4083.20) | consecutive losses (loss in money) | 7 (-1753.00) | |
Maximal | consecutive profit (count of wins) | 4083.20 (3) | consecutive loss (count of losses) | -1753.00 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:07 | sell stop | 1 | 1.00 | 1.35054 | 1.35150 | 1.34055 | ||
2 | 2010.04.01 00:20 | sell | 1 | 1.00 | 1.35054 | 1.35150 | 1.34055 | ||
3 | 2010.04.01 01:15 | s/l | 1 | 1.00 | 1.35150 | 1.35150 | 1.34055 | -96.00 | 9904.00 |
4 | 2010.04.01 02:07 | sell stop | 2 | 1.00 | 1.35064 | 1.35268 | 1.34065 | ||
5 | 2010.04.01 03:07 | modify | 2 | 1.00 | 1.35229 | 1.35613 | 1.34065 | ||
6 | 2010.04.01 03:15 | sell | 2 | 1.00 | 1.35229 | 1.35613 | 1.34065 | ||
7 | 2010.04.01 17:20 | s/l | 2 | 1.00 | 1.35613 | 1.35613 | 1.34065 | -384.00 | 9520.00 |
8 | 2010.04.01 18:07 | sell stop | 3 | 1.00 | 1.35320 | 1.35878 | 1.34321 | ||
9 | 2010.04.01 20:07 | modify | 3 | 1.00 | 1.35633 | 1.35765 | 1.34321 | ||
10 | 2010.04.01 20:32 | sell | 3 | 1.00 | 1.35633 | 1.35765 | 1.34321 | ||
11 | 2010.04.01 21:15 | s/l | 3 | 1.00 | 1.35765 | 1.35765 | 1.34321 | -132.00 | 9388.00 |
12 | 2010.04.01 22:07 | sell stop | 4 | 1.00 | 1.35669 | 1.35872 | 1.34670 | ||
13 | 2010.04.01 23:06 | modify | 4 | 1.00 | 1.35828 | 1.35912 | 1.34670 | ||
14 | 2010.04.01 23:10 | sell | 4 | 1.00 | 1.35828 | 1.35912 | 1.34670 | ||
15 | 2010.04.02 01:50 | s/l | 4 | 1.00 | 1.35912 | 1.35912 | 1.34670 | -84.80 | 9303.20 |
16 | 2010.04.02 02:07 | sell stop | 5 | 1.00 | 1.35762 | 1.35906 | 1.34763 | ||
17 | 2010.04.02 02:40 | sell | 5 | 1.00 | 1.35762 | 1.35906 | 1.34763 | ||
18 | 2010.04.02 17:37 | t/p | 5 | 1.00 | 1.34763 | 1.35906 | 1.34763 | 999.00 | 10302.20 |
19 | 2010.04.02 18:07 | sell stop | 6 | 1.00 | 1.34748 | 1.34865 | 1.33749 | ||
20 | 2010.04.02 19:06 | modify | 6 | 1.00 | 1.34777 | 1.34901 | 1.33749 | ||
21 | 2010.04.02 19:16 | sell | 6 | 1.00 | 1.34777 | 1.34901 | 1.33749 | ||
22 | 2010.04.02 21:20 | s/l | 6 | 1.00 | 1.34901 | 1.34901 | 1.33749 | -124.00 | 10178.20 |
23 | 2010.04.02 22:07 | sell stop | 7 | 1.00 | 1.34859 | 1.34900 | 1.33860 | ||
24 | 2010.04.05 03:07 | modify | 7 | 1.00 | 1.34945 | 1.35322 | 1.33860 | ||
25 | 2010.04.05 04:06 | modify | 7 | 1.00 | 1.35239 | 1.35381 | 1.33860 | ||
26 | 2010.04.05 04:16 | sell | 7 | 1.00 | 1.35239 | 1.35381 | 1.33860 | ||
27 | 2010.04.06 14:20 | t/p | 7 | 1.00 | 1.33860 | 1.35381 | 1.33860 | 1378.20 | 11556.40 |
28 | 2010.04.06 16:07 | sell stop | 8 | 1.00 | 1.33560 | 1.33848 | 1.32561 | ||
29 | 2010.04.06 17:07 | modify | 8 | 1.00 | 1.33631 | 1.33857 | 1.32561 | ||
30 | 2010.04.06 18:07 | modify | 8 | 1.00 | 1.33672 | 1.33864 | 1.32561 | ||
31 | 2010.04.06 18:20 | sell | 8 | 1.00 | 1.33672 | 1.33864 | 1.32561 | ||
32 | 2010.04.06 20:20 | s/l | 8 | 1.00 | 1.33864 | 1.33864 | 1.32561 | -192.00 | 11364.40 |
33 | 2010.04.06 21:07 | sell stop | 9 | 1.00 | 1.33675 | 1.34010 | 1.32676 | ||
34 | 2010.04.06 22:07 | modify | 9 | 1.00 | 1.33929 | 1.34093 | 1.32676 | ||
35 | 2010.04.06 23:50 | sell | 9 | 1.00 | 1.33929 | 1.34093 | 1.32676 | ||
36 | 2010.04.09 09:50 | s/l | 9 | 1.00 | 1.34093 | 1.34093 | 1.32676 | -168.00 | 11196.40 |
37 | 2010.04.12 00:07 | sell stop | 10 | 1.00 | 1.34877 | 1.34986 | 1.33878 | ||
38 | 2010.04.12 01:07 | modify | 10 | 1.00 | 1.36083 | 1.36318 | 1.33878 | ||
39 | 2010.04.12 02:07 | modify | 10 | 1.00 | 1.36302 | 1.36766 | 1.33878 | ||
40 | 2010.04.12 02:20 | sell | 10 | 1.00 | 1.36302 | 1.36766 | 1.33878 | ||
41 | 2010.04.12 06:45 | s/l | 10 | 1.00 | 1.36766 | 1.36766 | 1.33878 | -464.00 | 10732.40 |
42 | 2010.04.12 07:06 | sell stop | 11 | 1.00 | 1.36529 | 1.36919 | 1.35530 | ||
43 | 2010.04.12 08:07 | modify | 11 | 1.00 | 1.36579 | 1.36869 | 1.35530 | ||
44 | 2010.04.12 08:10 | sell | 11 | 1.00 | 1.36579 | 1.36869 | 1.35530 | ||
45 | 2010.04.13 16:20 | t/p | 11 | 1.00 | 1.35530 | 1.36869 | 1.35530 | 1048.20 | 11780.60 |
46 | 2010.04.13 18:07 | sell stop | 12 | 1.00 | 1.35448 | 1.35833 | 1.34449 | ||
47 | 2010.04.13 19:07 | modify | 12 | 1.00 | 1.35708 | 1.35888 | 1.34449 | ||
48 | 2010.04.13 20:07 | modify | 12 | 1.00 | 1.35748 | 1.35901 | 1.34449 | ||
49 | 2010.04.13 21:07 | modify | 12 | 1.00 | 1.35833 | 1.35942 | 1.34449 | ||
50 | 2010.04.13 22:06 | modify | 12 | 1.00 | 1.35868 | 1.35972 | 1.34449 | ||
51 | 2010.04.14 00:07 | modify | 12 | 1.00 | 1.36018 | 1.36170 | 1.34449 | ||
52 | 2010.04.14 01:07 | modify | 12 | 1.00 | 1.36064 | 1.36151 | 1.34449 | ||
53 | 2010.04.14 01:32 | sell | 12 | 1.00 | 1.36064 | 1.36151 | 1.34449 | ||
54 | 2010.04.14 01:50 | s/l | 12 | 1.00 | 1.36151 | 1.36151 | 1.34449 | -87.00 | 11693.60 |
55 | 2010.04.14 02:07 | sell stop | 13 | 1.00 | 1.36039 | 1.36176 | 1.35040 | ||
56 | 2010.04.14 03:07 | modify | 13 | 1.00 | 1.36069 | 1.36441 | 1.35040 | ||
57 | 2010.04.14 04:06 | modify | 13 | 1.00 | 1.36409 | 1.36591 | 1.35040 | ||
58 | 2010.04.14 05:07 | modify | 13 | 1.00 | 1.36421 | 1.36565 | 1.35040 | ||
59 | 2010.04.14 06:07 | modify | 13 | 1.00 | 1.36490 | 1.36653 | 1.35040 | ||
60 | 2010.04.14 06:32 | sell | 13 | 1.00 | 1.36490 | 1.36653 | 1.35040 | ||
61 | 2010.04.14 17:30 | s/l | 13 | 1.00 | 1.36653 | 1.36653 | 1.35040 | -163.00 | 11530.60 |
62 | 2010.04.14 18:07 | sell stop | 14 | 1.00 | 1.36241 | 1.36786 | 1.35242 | ||
63 | 2010.04.14 23:07 | modify | 14 | 1.00 | 1.36500 | 1.36590 | 1.35242 | ||
64 | 2010.04.14 23:20 | sell | 14 | 1.00 | 1.36500 | 1.36590 | 1.35242 | ||
65 | 2010.04.15 01:20 | s/l | 14 | 1.00 | 1.36590 | 1.36590 | 1.35242 | -92.40 | 11438.20 |
66 | 2010.04.15 02:07 | sell stop | 15 | 1.00 | 1.36536 | 1.36617 | 1.35537 | ||
67 | 2010.04.15 02:50 | sell | 15 | 1.00 | 1.36536 | 1.36617 | 1.35537 | ||
68 | 2010.04.15 11:15 | t/p | 15 | 1.00 | 1.35537 | 1.36617 | 1.35537 | 999.00 | 12437.20 |
69 | 2010.04.15 12:07 | sell stop | 16 | 1.00 | 1.35211 | 1.35762 | 1.34212 | ||
70 | 2010.04.15 13:07 | modify | 16 | 1.00 | 1.35265 | 1.35511 | 1.34212 | ||
71 | 2010.04.15 14:07 | modify | 16 | 1.00 | 1.35310 | 1.35500 | 1.34212 | ||
72 | 2010.04.15 17:07 | modify | 16 | 1.00 | 1.35468 | 1.35762 | 1.34212 | ||
73 | 2010.04.15 17:45 | sell | 16 | 1.00 | 1.35468 | 1.35762 | 1.34212 | ||
74 | 2010.04.15 20:50 | s/l | 16 | 1.00 | 1.35762 | 1.35762 | 1.34212 | -294.00 | 12143.20 |
75 | 2010.04.15 21:07 | sell stop | 17 | 1.00 | 1.35599 | 1.35756 | 1.34600 | ||
76 | 2010.04.15 22:07 | modify | 17 | 1.00 | 1.35650 | 1.35802 | 1.34600 | ||
77 | 2010.04.15 23:06 | modify | 17 | 1.00 | 1.35712 | 1.35800 | 1.34600 | ||
78 | 2010.04.16 00:40 | sell | 17 | 1.00 | 1.35712 | 1.35800 | 1.34600 | ||
79 | 2010.04.19 03:32 | t/p | 17 | 1.00 | 1.34600 | 1.35800 | 1.34600 | 1111.20 | 13254.40 |
80 | 2010.04.19 04:07 | buy stop | 18 | 1.00 | 1.34772 | 1.34579 | 1.35771 | ||
81 | 2010.04.19 10:07 | modify | 18 | 1.00 | 1.34624 | 1.34420 | 1.35771 | ||
82 | 2010.04.19 10:20 | buy | 18 | 1.00 | 1.34624 | 1.34420 | 1.35771 | ||
83 | 2010.04.19 11:10 | s/l | 18 | 1.00 | 1.34420 | 1.34420 | 1.35771 | -204.00 | 13050.40 |
84 | 2010.04.19 12:07 | buy stop | 19 | 1.00 | 1.34477 | 1.34262 | 1.35476 | ||
85 | 2010.04.19 15:40 | buy | 19 | 1.00 | 1.34477 | 1.34262 | 1.35476 | ||
86 | 2010.04.21 01:10 | s/l | 19 | 1.00 | 1.34262 | 1.34262 | 1.35476 | -216.60 | 12833.80 |
87 | 2010.04.21 02:07 | buy stop | 20 | 1.00 | 1.34361 | 1.34190 | 1.35360 | ||
88 | 2010.04.21 03:07 | modify | 20 | 1.00 | 1.34274 | 1.34049 | 1.35360 | ||
89 | 2010.04.21 03:50 | buy | 20 | 1.00 | 1.34274 | 1.34049 | 1.35360 | ||
90 | 2010.04.21 06:46 | s/l | 20 | 1.00 | 1.34049 | 1.34049 | 1.35360 | -225.00 | 12608.80 |
91 | 2010.04.21 07:07 | buy stop | 21 | 1.00 | 1.34211 | 1.34010 | 1.35210 | ||
92 | 2010.04.21 07:33 | buy | 21 | 1.00 | 1.34211 | 1.34010 | 1.35210 | ||
93 | 2010.04.21 12:45 | s/l | 21 | 1.00 | 1.34010 | 1.34010 | 1.35210 | -201.00 | 12407.80 |
94 | 2010.04.21 13:07 | buy stop | 22 | 1.00 | 1.34364 | 1.33849 | 1.35363 | ||
95 | 2010.04.21 14:07 | modify | 22 | 1.00 | 1.33954 | 1.33579 | 1.35363 | ||
96 | 2010.04.21 15:07 | modify | 22 | 1.00 | 1.33933 | 1.33700 | 1.35363 | ||
97 | 2010.04.21 15:15 | buy | 22 | 1.00 | 1.33933 | 1.33700 | 1.35363 | ||
98 | 2010.04.22 11:20 | s/l | 22 | 1.00 | 1.33700 | 1.33700 | 1.35363 | -235.40 | 12172.40 |
99 | 2010.04.22 12:07 | buy stop | 23 | 1.00 | 1.34151 | 1.33429 | 1.35150 | ||
100 | 2010.04.22 13:07 | modify | 23 | 1.00 | 1.33551 | 1.33310 | 1.35150 | ||
101 | 2010.04.22 16:07 | modify | 23 | 1.00 | 1.33310 | 1.32828 | 1.35150 | ||
102 | 2010.04.22 16:20 | buy | 23 | 1.00 | 1.33310 | 1.32828 | 1.35150 | ||
103 | 2010.04.22 16:45 | s/l | 23 | 1.00 | 1.32828 | 1.32828 | 1.35150 | -482.00 | 11690.40 |
104 | 2010.04.22 17:07 | buy stop | 24 | 1.00 | 1.33333 | 1.32588 | 1.34332 | ||
105 | 2010.04.22 18:07 | modify | 24 | 1.00 | 1.33096 | 1.32846 | 1.34332 | ||
106 | 2010.04.22 19:07 | modify | 24 | 1.00 | 1.33089 | 1.32900 | 1.34332 | ||
107 | 2010.04.22 19:10 | buy | 24 | 1.00 | 1.33089 | 1.32900 | 1.34332 | ||
108 | 2010.04.22 22:50 | s/l | 24 | 1.00 | 1.32900 | 1.32900 | 1.34332 | -189.00 | 11501.40 |
109 | 2010.04.22 23:07 | buy stop | 25 | 1.00 | 1.33136 | 1.32888 | 1.34135 | ||
110 | 2010.04.23 00:06 | modify | 25 | 1.00 | 1.32959 | 1.32724 | 1.34135 | ||
111 | 2010.04.23 01:07 | modify | 25 | 1.00 | 1.32891 | 1.32648 | 1.34135 | ||
112 | 2010.04.23 02:07 | modify | 25 | 1.00 | 1.32700 | 1.32013 | 1.34135 | ||
113 | 2010.04.23 03:07 | modify | 25 | 1.00 | 1.32374 | 1.32213 | 1.34135 | ||
114 | 2010.04.23 04:07 | modify | 25 | 1.00 | 1.32362 | 1.32140 | 1.34135 | ||
115 | 2010.04.23 05:07 | modify | 25 | 1.00 | 1.32273 | 1.32184 | 1.34135 | ||
116 | 2010.04.23 05:50 | buy | 25 | 1.00 | 1.32273 | 1.32184 | 1.34135 | ||
117 | 2010.04.26 23:20 | t/p | 25 | 1.00 | 1.34135 | 1.32184 | 1.34135 | 1861.20 | 13362.60 |
118 | 2010.04.27 00:07 | sell stop | 26 | 1.00 | 1.33788 | 1.34160 | 1.32789 | ||
119 | 2010.04.27 01:07 | modify | 26 | 1.00 | 1.33914 | 1.34050 | 1.32789 | ||
120 | 2010.04.27 02:03 | sell | 26 | 1.00 | 1.33914 | 1.34050 | 1.32789 | ||
121 | 2010.04.27 15:20 | t/p | 26 | 1.00 | 1.32789 | 1.34050 | 1.32789 | 1125.00 | 14487.60 |
122 | 2010.04.27 16:07 | sell stop | 27 | 1.00 | 1.32770 | 1.33152 | 1.31771 | ||
123 | 2010.04.27 17:07 | modify | 27 | 1.00 | 1.32868 | 1.33414 | 1.31771 | ||
124 | 2010.04.27 17:15 | sell | 27 | 1.00 | 1.32868 | 1.33414 | 1.31771 | ||
125 | 2010.04.27 21:46 | t/p | 27 | 1.00 | 1.31771 | 1.33414 | 1.31771 | 1097.00 | 15584.60 |
126 | 2010.04.27 23:06 | sell stop | 28 | 2.00 | 1.31656 | 1.31870 | 1.30657 | ||
127 | 2010.04.27 23:20 | sell | 28 | 2.00 | 1.31656 | 1.31870 | 1.30657 | ||
128 | 2010.04.28 03:40 | s/l | 28 | 2.00 | 1.31870 | 1.31870 | 1.30657 | -429.60 | 15155.00 |