Strategy Tester Report
_FT_MACD_MA
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 | fast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 37.11 | Gross profit | 129.90 | Gross loss | -92.79 |
Profit factor | 1.40 | Expected payoff | 0.55 | ||
Absolute drawdown | 9.28 | Maximal drawdown | 39.06 (0.39%) | Relative drawdown | 0.39% (39.06) |
Total trades | 68 | Short positions (won %) | 41 (34.15%) | Long positions (won %) | 27 (48.15%) |
Profit trades (% of total) | 27 (39.71%) | Loss trades (% of total) | 41 (60.29%) | ||
Largest | profit trade | 25.60 | loss trade | -4.98 | |
Average | profit trade | 4.81 | loss trade | -2.26 | |
Maximum | consecutive wins (profit in money) | 3 (11.85) | consecutive losses (loss in money) | 9 (-26.43) | |
Maximal | consecutive profit (count of wins) | 25.60 (1) | consecutive loss (count of losses) | -26.43 (9) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 01:00 | sell | 1 | 0.01 | 1.22860 | 0.00000 | 0.00000 | ||
2 | 2010.06.01 07:00 | close | 1 | 0.01 | 1.22686 | 0.00000 | 0.00000 | 1.74 | 10001.74 |
3 | 2010.06.01 08:00 | buy | 2 | 0.01 | 1.22792 | 0.00000 | 0.00000 | ||
4 | 2010.06.01 09:00 | sell | 3 | 0.01 | 1.22412 | 0.00000 | 0.00000 | ||
5 | 2010.06.01 09:00 | close | 2 | 0.01 | 1.22412 | 0.00000 | 0.00000 | -3.80 | 9997.94 |
6 | 2010.06.01 15:00 | close | 3 | 0.01 | 1.21806 | 0.00000 | 0.00000 | 6.06 | 10004.00 |
7 | 2010.06.01 16:00 | buy | 4 | 0.01 | 1.22194 | 0.00000 | 0.00000 | ||
8 | 2010.06.01 22:00 | sell | 5 | 0.01 | 1.22348 | 0.00000 | 0.00000 | ||
9 | 2010.06.01 22:00 | close | 4 | 0.01 | 1.22348 | 0.00000 | 0.00000 | 1.54 | 10005.54 |
10 | 2010.06.02 01:00 | close | 5 | 0.01 | 1.22355 | 0.00000 | 0.00000 | -0.08 | 10005.46 |
11 | 2010.06.02 03:00 | buy | 6 | 0.01 | 1.22562 | 0.00000 | 0.00000 | ||
12 | 2010.06.02 06:00 | sell | 7 | 0.01 | 1.22128 | 0.00000 | 0.00000 | ||
13 | 2010.06.02 06:00 | close | 6 | 0.01 | 1.22128 | 0.00000 | 0.00000 | -4.34 | 10001.12 |
14 | 2010.06.02 10:00 | close | 7 | 0.01 | 1.22306 | 0.00000 | 0.00000 | -1.78 | 9999.34 |
15 | 2010.06.02 14:00 | sell | 8 | 0.01 | 1.22194 | 0.00000 | 0.00000 | ||
16 | 2010.06.02 19:00 | buy | 9 | 0.01 | 1.22577 | 0.00000 | 0.00000 | ||
17 | 2010.06.02 19:00 | close | 8 | 0.01 | 1.22577 | 0.00000 | 0.00000 | -3.83 | 9995.51 |
18 | 2010.06.03 10:00 | sell | 10 | 0.01 | 1.22925 | 0.00000 | 0.00000 | ||
19 | 2010.06.03 10:00 | close | 9 | 0.01 | 1.22925 | 0.00000 | 0.00000 | 3.46 | 9998.96 |
20 | 2010.06.03 11:00 | close | 10 | 0.01 | 1.23004 | 0.00000 | 0.00000 | -0.79 | 9998.17 |
21 | 2010.06.03 12:00 | sell | 11 | 0.01 | 1.22833 | 0.00000 | 0.00000 | ||
22 | 2010.06.04 02:00 | buy | 12 | 0.01 | 1.21798 | 0.00000 | 0.00000 | ||
23 | 2010.06.04 02:00 | close | 11 | 0.01 | 1.21798 | 0.00000 | 0.00000 | 10.34 | 10008.51 |
24 | 2010.06.04 13:00 | sell | 13 | 0.01 | 1.21666 | 0.00000 | 0.00000 | ||
25 | 2010.06.04 13:00 | close | 12 | 0.01 | 1.21666 | 0.00000 | 0.00000 | -1.32 | 10007.19 |
26 | 2010.06.07 05:00 | close | 13 | 0.01 | 1.19105 | 0.00000 | 0.00000 | 25.60 | 10032.79 |
27 | 2010.06.07 08:00 | buy | 14 | 0.01 | 1.19211 | 0.00000 | 0.00000 | ||
28 | 2010.06.07 22:00 | close | 14 | 0.01 | 1.19165 | 0.00000 | 0.00000 | -0.46 | 10032.33 |
29 | 2010.06.08 03:00 | buy | 15 | 0.01 | 1.19432 | 0.00000 | 0.00000 | ||
30 | 2010.06.08 10:00 | sell | 16 | 0.01 | 1.19516 | 0.00000 | 0.00000 | ||
31 | 2010.06.08 10:00 | close | 15 | 0.01 | 1.19516 | 0.00000 | 0.00000 | 0.84 | 10033.17 |
32 | 2010.06.08 14:00 | close | 16 | 0.01 | 1.19384 | 0.00000 | 0.00000 | 1.32 | 10034.49 |
33 | 2010.06.08 16:00 | buy | 17 | 0.01 | 1.19335 | 0.00000 | 0.00000 | ||
34 | 2010.06.08 20:00 | sell | 18 | 0.01 | 1.19322 | 0.00000 | 0.00000 | ||
35 | 2010.06.08 20:00 | close | 17 | 0.01 | 1.19322 | 0.00000 | 0.00000 | -0.13 | 10034.36 |
36 | 2010.06.08 22:00 | close | 18 | 0.01 | 1.19475 | 0.00000 | 0.00000 | -1.53 | 10032.83 |
37 | 2010.06.09 00:00 | buy | 19 | 0.01 | 1.19652 | 0.00000 | 0.00000 | ||
38 | 2010.06.09 03:00 | sell | 20 | 0.01 | 1.19375 | 0.00000 | 0.00000 | ||
39 | 2010.06.09 03:00 | close | 19 | 0.01 | 1.19375 | 0.00000 | 0.00000 | -2.77 | 10030.06 |
40 | 2010.06.09 09:00 | buy | 21 | 0.01 | 1.19603 | 0.00000 | 0.00000 | ||
41 | 2010.06.09 09:00 | close | 20 | 0.01 | 1.19603 | 0.00000 | 0.00000 | -2.28 | 10027.78 |
42 | 2010.06.09 20:00 | sell | 22 | 0.01 | 1.20141 | 0.00000 | 0.00000 | ||
43 | 2010.06.09 20:00 | close | 21 | 0.01 | 1.20141 | 0.00000 | 0.00000 | 5.38 | 10033.16 |
44 | 2010.06.10 06:00 | buy | 23 | 0.01 | 1.20345 | 0.00000 | 0.00000 | ||
45 | 2010.06.10 06:00 | close | 22 | 0.01 | 1.20345 | 0.00000 | 0.00000 | -2.08 | 10031.08 |
46 | 2010.06.10 10:00 | sell | 24 | 0.01 | 1.20120 | 0.00000 | 0.00000 | ||
47 | 2010.06.10 10:00 | close | 23 | 0.01 | 1.20120 | 0.00000 | 0.00000 | -2.25 | 10028.83 |
48 | 2010.06.10 11:00 | close | 24 | 0.01 | 1.20582 | 0.00000 | 0.00000 | -4.62 | 10024.21 |
49 | 2010.06.10 14:00 | sell | 25 | 0.01 | 1.20276 | 0.00000 | 0.00000 | ||
50 | 2010.06.10 15:00 | close | 25 | 0.01 | 1.20774 | 0.00000 | 0.00000 | -4.98 | 10019.23 |
51 | 2010.06.10 19:00 | sell | 26 | 0.01 | 1.20813 | 0.00000 | 0.00000 | ||
52 | 2010.06.10 20:00 | close | 26 | 0.01 | 1.21121 | 0.00000 | 0.00000 | -3.08 | 10016.15 |
53 | 2010.06.10 21:00 | sell | 27 | 0.01 | 1.20952 | 0.00000 | 0.00000 | ||
54 | 2010.06.10 22:00 | close | 27 | 0.01 | 1.21415 | 0.00000 | 0.00000 | -4.63 | 10011.52 |
55 | 2010.06.11 00:00 | sell | 28 | 0.01 | 1.21074 | 0.00000 | 0.00000 | ||
56 | 2010.06.11 02:00 | close | 28 | 0.01 | 1.21322 | 0.00000 | 0.00000 | -2.48 | 10009.04 |
57 | 2010.06.11 03:00 | sell | 29 | 0.01 | 1.21173 | 0.00000 | 0.00000 | ||
58 | 2010.06.11 12:00 | close | 29 | 0.01 | 1.21297 | 0.00000 | 0.00000 | -1.24 | 10007.80 |
59 | 2010.06.11 15:00 | sell | 30 | 0.01 | 1.20839 | 0.00000 | 0.00000 | ||
60 | 2010.06.11 22:00 | close | 30 | 0.01 | 1.20946 | 0.00000 | 0.00000 | -1.07 | 10006.73 |
61 | 2010.06.14 00:00 | buy | 31 | 0.01 | 1.21199 | 0.00000 | 0.00000 | ||
62 | 2010.06.14 09:00 | sell | 32 | 0.01 | 1.21751 | 0.00000 | 0.00000 | ||
63 | 2010.06.14 09:00 | close | 31 | 0.01 | 1.21751 | 0.00000 | 0.00000 | 5.52 | 10012.25 |
64 | 2010.06.14 11:00 | buy | 33 | 0.01 | 1.22248 | 0.00000 | 0.00000 | ||
65 | 2010.06.14 11:00 | close | 32 | 0.01 | 1.22248 | 0.00000 | 0.00000 | -4.97 | 10007.28 |
66 | 2010.06.14 16:00 | sell | 34 | 0.01 | 1.22385 | 0.00000 | 0.00000 | ||
67 | 2010.06.14 16:00 | close | 33 | 0.01 | 1.22385 | 0.00000 | 0.00000 | 1.37 | 10008.65 |
68 | 2010.06.14 17:00 | close | 34 | 0.01 | 1.22795 | 0.00000 | 0.00000 | -4.10 | 10004.55 |
69 | 2010.06.14 19:00 | sell | 35 | 0.01 | 1.22507 | 0.00000 | 0.00000 | ||
70 | 2010.06.15 11:00 | close | 35 | 0.01 | 1.22054 | 0.00000 | 0.00000 | 4.52 | 10009.07 |
71 | 2010.06.15 12:00 | buy | 36 | 0.01 | 1.22475 | 0.00000 | 0.00000 | ||
72 | 2010.06.15 23:00 | sell | 37 | 0.01 | 1.23298 | 0.00000 | 0.00000 | ||
73 | 2010.06.15 23:00 | close | 36 | 0.01 | 1.23298 | 0.00000 | 0.00000 | 8.23 | 10017.30 |
74 | 2010.06.16 09:00 | close | 37 | 0.01 | 1.23432 | 0.00000 | 0.00000 | -1.35 | 10015.95 |
75 | 2010.06.16 10:00 | sell | 38 | 0.01 | 1.22860 | 0.00000 | 0.00000 | ||
76 | 2010.06.16 16:00 | buy | 39 | 0.01 | 1.23188 | 0.00000 | 0.00000 | ||
77 | 2010.06.16 16:00 | close | 38 | 0.01 | 1.23188 | 0.00000 | 0.00000 | -3.28 | 10012.67 |
78 | 2010.06.16 19:00 | sell | 40 | 0.01 | 1.23142 | 0.00000 | 0.00000 | ||
79 | 2010.06.16 19:00 | close | 39 | 0.01 | 1.23142 | 0.00000 | 0.00000 | -0.46 | 10012.21 |
80 | 2010.06.16 20:00 | close | 40 | 0.01 | 1.23190 | 0.00000 | 0.00000 | -0.48 | 10011.73 |
81 | 2010.06.16 21:00 | sell | 41 | 0.01 | 1.23116 | 0.00000 | 0.00000 | ||
82 | 2010.06.17 10:00 | buy | 42 | 0.01 | 1.22798 | 0.00000 | 0.00000 | ||
83 | 2010.06.17 10:00 | close | 41 | 0.01 | 1.22798 | 0.00000 | 0.00000 | 3.14 | 10014.87 |
84 | 2010.06.17 17:00 | sell | 43 | 0.01 | 1.23557 | 0.00000 | 0.00000 | ||
85 | 2010.06.17 17:00 | close | 42 | 0.01 | 1.23557 | 0.00000 | 0.00000 | 7.59 | 10022.46 |
86 | 2010.06.17 18:00 | close | 43 | 0.01 | 1.23660 | 0.00000 | 0.00000 | -1.03 | 10021.43 |
87 | 2010.06.17 21:00 | buy | 44 | 0.01 | 1.23792 | 0.00000 | 0.00000 | ||
88 | 2010.06.18 00:00 | sell | 45 | 0.01 | 1.23794 | 0.00000 | 0.00000 | ||
89 | 2010.06.18 00:00 | close | 44 | 0.01 | 1.23794 | 0.00000 | 0.00000 | 0.01 | 10021.45 |
90 | 2010.06.18 06:00 | close | 45 | 0.01 | 1.24059 | 0.00000 | 0.00000 | -2.65 | 10018.80 |
91 | 2010.06.18 07:00 | sell | 46 | 0.01 | 1.23957 | 0.00000 | 0.00000 | ||
92 | 2010.06.18 17:00 | close | 46 | 0.01 | 1.23846 | 0.00000 | 0.00000 | 1.11 | 10019.91 |
93 | 2010.06.18 22:00 | buy | 47 | 0.01 | 1.23737 | 0.00000 | 0.00000 | ||
94 | 2010.06.21 04:00 | sell | 48 | 0.01 | 1.23912 | 0.00000 | 0.00000 | ||
95 | 2010.06.21 04:00 | close | 47 | 0.01 | 1.23912 | 0.00000 | 0.00000 | 1.74 | 10021.65 |
96 | 2010.06.21 05:00 | close | 48 | 0.01 | 1.24312 | 0.00000 | 0.00000 | -4.00 | 10017.65 |
97 | 2010.06.21 10:00 | sell | 49 | 0.01 | 1.24276 | 0.00000 | 0.00000 | ||
98 | 2010.06.22 03:00 | buy | 50 | 0.01 | 1.23261 | 0.00000 | 0.00000 | ||
99 | 2010.06.22 03:00 | close | 49 | 0.01 | 1.23261 | 0.00000 | 0.00000 | 10.14 | 10027.79 |
100 | 2010.06.22 04:00 | sell | 51 | 0.01 | 1.23145 | 0.00000 | 0.00000 | ||
101 | 2010.06.22 04:00 | close | 50 | 0.01 | 1.23145 | 0.00000 | 0.00000 | -1.16 | 10026.63 |
102 | 2010.06.22 07:00 | close | 51 | 0.01 | 1.23070 | 0.00000 | 0.00000 | 0.75 | 10027.38 |
103 | 2010.06.22 10:00 | buy | 52 | 0.01 | 1.23186 | 0.00000 | 0.00000 | ||
104 | 2010.06.22 12:00 | sell | 53 | 0.01 | 1.22709 | 0.00000 | 0.00000 | ||
105 | 2010.06.22 12:00 | close | 52 | 0.01 | 1.22709 | 0.00000 | 0.00000 | -4.77 | 10022.61 |
106 | 2010.06.22 15:00 | close | 53 | 0.01 | 1.22906 | 0.00000 | 0.00000 | -1.97 | 10020.64 |
107 | 2010.06.22 17:00 | buy | 54 | 0.01 | 1.22826 | 0.00000 | 0.00000 | ||
108 | 2010.06.22 21:00 | sell | 55 | 0.01 | 1.22674 | 0.00000 | 0.00000 | ||
109 | 2010.06.22 21:00 | close | 54 | 0.01 | 1.22674 | 0.00000 | 0.00000 | -1.52 | 10019.12 |
110 | 2010.06.23 01:00 | close | 55 | 0.01 | 1.22717 | 0.00000 | 0.00000 | -0.44 | 10018.67 |
111 | 2010.06.23 06:00 | buy | 56 | 0.01 | 1.22647 | 0.00000 | 0.00000 | ||
112 | 2010.06.23 14:00 | sell | 57 | 0.01 | 1.22680 | 0.00000 | 0.00000 | ||
113 | 2010.06.23 14:00 | close | 56 | 0.01 | 1.22680 | 0.00000 | 0.00000 | 0.33 | 10019.00 |
114 | 2010.06.23 15:00 | close | 57 | 0.01 | 1.22838 | 0.00000 | 0.00000 | -1.58 | 10017.42 |
115 | 2010.06.23 20:00 | buy | 58 | 0.01 | 1.22730 | 0.00000 | 0.00000 | ||
116 | 2010.06.24 08:00 | sell | 59 | 0.01 | 1.23288 | 0.00000 | 0.00000 | ||
117 | 2010.06.24 08:00 | close | 58 | 0.01 | 1.23288 | 0.00000 | 0.00000 | 5.56 | 10022.98 |
118 | 2010.06.24 16:00 | buy | 60 | 0.01 | 1.22982 | 0.00000 | 0.00000 | ||
119 | 2010.06.24 16:00 | close | 59 | 0.01 | 1.22982 | 0.00000 | 0.00000 | 3.06 | 10026.04 |
120 | 2010.06.24 21:00 | sell | 61 | 0.01 | 1.23305 | 0.00000 | 0.00000 | ||
121 | 2010.06.24 21:00 | close | 60 | 0.01 | 1.23305 | 0.00000 | 0.00000 | 3.23 | 10029.27 |
122 | 2010.06.25 01:00 | close | 61 | 0.01 | 1.23381 | 0.00000 | 0.00000 | -0.77 | 10028.50 |
123 | 2010.06.25 09:00 | buy | 62 | 0.01 | 1.23437 | 0.00000 | 0.00000 | ||
124 | 2010.06.25 10:00 | sell | 63 | 0.01 | 1.23310 | 0.00000 | 0.00000 | ||
125 | 2010.06.25 10:00 | close | 62 | 0.01 | 1.23310 | 0.00000 | 0.00000 | -1.27 | 10027.23 |
126 | 2010.06.25 14:00 | close | 63 | 0.01 | 1.23153 | 0.00000 | 0.00000 | 1.57 | 10028.80 |
127 | 2010.06.25 17:00 | sell | 64 | 0.01 | 1.22920 | 0.00000 | 0.00000 | ||
128 | 2010.06.25 18:00 | close | 64 | 0.01 | 1.23319 | 0.00000 | 0.00000 | -3.99 | 10024.81 |
129 | 2010.06.28 04:00 | sell | 65 | 0.01 | 1.23777 | 0.00000 | 0.00000 | ||
130 | 2010.06.29 02:00 | buy | 66 | 0.01 | 1.22886 | 0.00000 | 0.00000 | ||
131 | 2010.06.29 02:00 | close | 65 | 0.01 | 1.22886 | 0.00000 | 0.00000 | 8.90 | 10033.71 |
132 | 2010.06.29 05:00 | sell | 67 | 0.01 | 1.22752 | 0.00000 | 0.00000 | ||
133 | 2010.06.29 05:00 | close | 66 | 0.01 | 1.22752 | 0.00000 | 0.00000 | -1.34 | 10032.37 |
134 | 2010.06.29 15:00 | close | 67 | 0.01 | 1.22066 | 0.00000 | 0.00000 | 6.86 | 10039.23 |
135 | 2010.06.29 19:00 | buy | 68 | 0.01 | 1.22097 | 0.00000 | 0.00000 | ||
136 | 2010.06.29 23:59 | close at stop | 68 | 0.01 | 1.21885 | 0.00000 | 0.00000 | -2.12 | 10037.11 |