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) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.3; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -578.82 | Gross profit | 259.20 | Gross loss | -838.02 |
Profit factor | 0.31 | Expected payoff | -25.17 | ||
Absolute drawdown | 1295.94 | Maximal drawdown | 1352.58 (13.45%) | Relative drawdown | 13.45% (1352.58) |
Total trades | 23 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 23 (95.65%) |
Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
Largest | profit trade | 12.00 | loss trade | -838.02 | |
Average | profit trade | 11.78 | loss trade | -838.02 | |
Maximum | consecutive wins (profit in money) | 22 (259.20) | consecutive losses (loss in money) | 1 (-838.02) | |
Maximal | consecutive profit (count of wins) | 259.20 (22) | consecutive loss (count of losses) | -838.02 (1) | |
Average | consecutive wins | 22 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 20:00 | buy | 1 | 0.30 | 1.22882 | 0.00000 | 1.22922 | ||
2 | 2010.06.03 03:20 | t/p | 1 | 0.30 | 1.22922 | 0.00000 | 1.22922 | 11.04 | 10011.04 |
3 | 2010.06.03 03:20 | buy | 2 | 0.30 | 1.22964 | 0.00000 | 1.23004 | ||
4 | 2010.06.03 03:45 | t/p | 2 | 0.30 | 1.23004 | 0.00000 | 1.23004 | 12.00 | 10023.04 |
5 | 2010.06.03 03:45 | buy | 3 | 0.30 | 1.23037 | 0.00000 | 1.23077 | ||
6 | 2010.06.03 07:15 | t/p | 3 | 0.30 | 1.23077 | 0.00000 | 1.23077 | 12.00 | 10035.04 |
7 | 2010.06.03 08:00 | buy | 4 | 0.30 | 1.23178 | 0.00000 | 1.23218 | ||
8 | 2010.06.03 08:02 | t/p | 4 | 0.30 | 1.23218 | 0.00000 | 1.23218 | 12.00 | 10047.04 |
9 | 2010.06.03 08:02 | buy | 5 | 0.30 | 1.23233 | 0.00000 | 1.23273 | ||
10 | 2010.06.15 17:20 | t/p | 5 | 0.30 | 1.23273 | 0.00000 | 1.23273 | 9.60 | 10056.64 |
11 | 2010.06.15 17:20 | buy | 6 | 0.30 | 1.23330 | 0.00000 | 1.23370 | ||
12 | 2010.06.15 18:02 | t/p | 6 | 0.30 | 1.23370 | 0.00000 | 1.23370 | 12.00 | 10068.64 |
13 | 2010.06.15 18:02 | buy | 7 | 0.30 | 1.23421 | 0.00000 | 1.23461 | ||
14 | 2010.06.15 19:20 | t/p | 7 | 0.30 | 1.23461 | 0.00000 | 1.23461 | 12.00 | 10080.64 |
15 | 2010.06.15 19:20 | buy | 8 | 0.30 | 1.23490 | 0.00000 | 1.23530 | ||
16 | 2010.06.17 11:15 | t/p | 8 | 0.30 | 1.23530 | 0.00000 | 1.23530 | 11.04 | 10091.68 |
17 | 2010.06.17 13:00 | buy | 9 | 0.30 | 1.23730 | 0.00000 | 1.23770 | ||
18 | 2010.06.17 13:15 | t/p | 9 | 0.30 | 1.23770 | 0.00000 | 1.23770 | 12.00 | 10103.68 |
19 | 2010.06.17 13:15 | buy | 10 | 0.30 | 1.23800 | 0.00000 | 1.23840 | ||
20 | 2010.06.17 15:10 | t/p | 10 | 0.30 | 1.23840 | 0.00000 | 1.23840 | 12.00 | 10115.68 |
21 | 2010.06.17 15:10 | buy | 11 | 0.30 | 1.23904 | 0.00000 | 1.23944 | ||
22 | 2010.06.17 15:15 | t/p | 11 | 0.30 | 1.23944 | 0.00000 | 1.23944 | 12.00 | 10127.68 |
23 | 2010.06.17 15:15 | buy | 12 | 0.30 | 1.24001 | 0.00000 | 1.24041 | ||
24 | 2010.06.17 15:20 | t/p | 12 | 0.30 | 1.24041 | 0.00000 | 1.24041 | 12.00 | 10139.68 |
25 | 2010.06.17 15:20 | buy | 13 | 0.30 | 1.24098 | 0.00000 | 1.24138 | ||
26 | 2010.06.18 09:50 | t/p | 13 | 0.30 | 1.24138 | 0.00000 | 1.24138 | 11.76 | 10151.44 |
27 | 2010.06.18 10:00 | buy | 14 | 0.30 | 1.23986 | 0.00000 | 1.24026 | ||
28 | 2010.06.18 10:02 | t/p | 14 | 0.30 | 1.24026 | 0.00000 | 1.24026 | 12.00 | 10163.44 |
29 | 2010.06.18 10:02 | buy | 15 | 0.30 | 1.24046 | 0.00000 | 1.24086 | ||
30 | 2010.06.21 00:00 | t/p | 15 | 0.30 | 1.24086 | 0.00000 | 1.24086 | 11.76 | 10175.20 |
31 | 2010.06.21 02:00 | buy | 16 | 0.30 | 1.24164 | 0.00000 | 1.24204 | ||
32 | 2010.06.21 02:10 | t/p | 16 | 0.30 | 1.24204 | 0.00000 | 1.24204 | 12.00 | 10187.20 |
33 | 2010.06.21 02:10 | buy | 17 | 0.30 | 1.24255 | 0.00000 | 1.24295 | ||
34 | 2010.06.21 02:15 | t/p | 17 | 0.30 | 1.24295 | 0.00000 | 1.24295 | 12.00 | 10199.20 |
35 | 2010.06.21 02:15 | buy | 18 | 0.30 | 1.24323 | 0.00000 | 1.24363 | ||
36 | 2010.06.21 02:20 | t/p | 18 | 0.30 | 1.24363 | 0.00000 | 1.24363 | 12.00 | 10211.20 |
37 | 2010.06.21 02:20 | buy | 19 | 0.30 | 1.24391 | 0.00000 | 1.24431 | ||
38 | 2010.06.21 07:20 | t/p | 19 | 0.30 | 1.24431 | 0.00000 | 1.24431 | 12.00 | 10223.20 |
39 | 2010.06.21 07:20 | buy | 20 | 0.30 | 1.24478 | 0.00000 | 1.24518 | ||
40 | 2010.06.21 07:40 | t/p | 20 | 0.30 | 1.24518 | 0.00000 | 1.24518 | 12.00 | 10235.20 |
41 | 2010.06.21 07:40 | buy | 21 | 0.30 | 1.24560 | 0.00000 | 1.24600 | ||
42 | 2010.06.21 07:45 | t/p | 21 | 0.30 | 1.24600 | 0.00000 | 1.24600 | 12.00 | 10247.20 |
43 | 2010.06.21 07:45 | buy | 22 | 0.30 | 1.24616 | 0.00000 | 1.24656 | ||
44 | 2010.06.21 07:50 | t/p | 22 | 0.30 | 1.24656 | 0.00000 | 1.24656 | 12.00 | 10259.20 |
45 | 2010.06.21 07:50 | buy | 23 | 0.30 | 1.24672 | 0.00000 | 1.24712 | ||
46 | 2010.06.29 23:59 | close at stop | 23 | 0.30 | 1.21885 | 0.00000 | 1.24712 | -838.02 | 9421.18 |