Report Result : _FT_MACD_MA - Desynced Forex Repository

Strategy Tester Report

Download _FT_MACD_MA

AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
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	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-28.21	Gross profit	110.79	Gross loss	-138.99
Profit factor	0.80	Expected payoff	-0.30
Absolute drawdown	28.79	Maximal drawdown	42.60 (0.43%)	Relative drawdown	0.43% (42.60)

Total trades	93	Short positions (won %)	52 (28.85%)	Long positions (won %)	41 (21.95%)
		Profit trades (% of total)	24 (25.81%)	Loss trades (% of total)	69 (74.19%)
Largest		profit trade	17.95	loss trade	-10.40
Average		profit trade	4.62	loss trade	-2.01
Maximum		consecutive wins (profit in money)	5 (24.54)	consecutive losses (loss in money)	12 (-17.60)
Maximal		consecutive profit (count of wins)	24.54 (5)	consecutive loss (count of losses)	-28.56 (7)
Average		consecutive wins	2	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.01	1.50074	0.00000	0.00000
2	2009.12.01 01:00	close	1	0.01	1.50351	0.00000	0.00000	-2.77	9997.23
3	2009.12.01 02:00	sell	2	0.01	1.50093	0.00000	0.00000
4	2009.12.01 03:00	close	2	0.01	1.50163	0.00000	0.00000	-0.70	9996.53
5	2009.12.01 05:00	sell	3	0.01	1.50138	0.00000	0.00000
6	2009.12.01 08:00	close	3	0.01	1.50204	0.00000	0.00000	-0.66	9995.87
7	2009.12.01 09:00	buy	4	0.01	1.50273	0.00000	0.00000
8	2009.12.01 21:00	sell	5	0.01	1.50940	0.00000	0.00000
9	2009.12.01 21:00	close	4	0.01	1.50940	0.00000	0.00000	6.67	10002.54
10	2009.12.02 11:00	close	5	0.01	1.51002	0.00000	0.00000	-0.62	10001.92
11	2009.12.02 13:00	sell	6	0.01	1.50849	0.00000	0.00000
12	2009.12.03 01:00	buy	7	0.01	1.50671	0.00000	0.00000
13	2009.12.03 01:00	close	6	0.01	1.50671	0.00000	0.00000	1.77	10003.68
14	2009.12.03 15:00	sell	8	0.01	1.50890	0.00000	0.00000
15	2009.12.03 15:00	close	7	0.01	1.50890	0.00000	0.00000	2.19	10005.87
16	2009.12.04 08:00	buy	9	0.01	1.50697	0.00000	0.00000
17	2009.12.04 08:00	close	8	0.01	1.50697	0.00000	0.00000	1.93	10007.80
18	2009.12.04 12:00	sell	10	0.01	1.50605	0.00000	0.00000
19	2009.12.04 12:00	close	9	0.01	1.50605	0.00000	0.00000	-0.92	10006.88
20	2009.12.04 14:00	close	10	0.01	1.50704	0.00000	0.00000	-0.99	10005.89
21	2009.12.07 01:00	buy	11	0.01	1.48710	0.00000	0.00000
22	2009.12.07 10:00	close	11	0.01	1.47670	0.00000	0.00000	-10.40	9995.49
23	2009.12.07 16:00	buy	12	0.01	1.48099	0.00000	0.00000
24	2009.12.08 09:00	close	12	0.01	1.47952	0.00000	0.00000	-1.47	9994.02
25	2009.12.08 12:00	buy	13	0.01	1.48351	0.00000	0.00000
26	2009.12.08 13:00	sell	14	0.01	1.47935	0.00000	0.00000
27	2009.12.08 13:00	close	13	0.01	1.47935	0.00000	0.00000	-4.16	9989.86
28	2009.12.09 00:00	close	14	0.01	1.47036	0.00000	0.00000	8.99	9998.85
29	2009.12.09 02:00	buy	15	0.01	1.47101	0.00000	0.00000
30	2009.12.09 08:00	sell	16	0.01	1.46986	0.00000	0.00000
31	2009.12.09 08:00	close	15	0.01	1.46986	0.00000	0.00000	-1.15	9997.70
32	2009.12.09 09:00	close	16	0.01	1.47145	0.00000	0.00000	-1.59	9996.11
33	2009.12.09 10:00	buy	17	0.01	1.47433	0.00000	0.00000
34	2009.12.09 14:00	sell	18	0.01	1.47259	0.00000	0.00000
35	2009.12.09 14:00	close	17	0.01	1.47259	0.00000	0.00000	-1.74	9994.37
36	2009.12.09 15:00	close	18	0.01	1.47313	0.00000	0.00000	-0.54	9993.83
37	2009.12.09 23:00	buy	19	0.01	1.47246	0.00000	0.00000
38	2009.12.10 06:00	close	19	0.01	1.47112	0.00000	0.00000	-1.33	9992.49
39	2009.12.10 12:00	buy	20	0.01	1.47414	0.00000	0.00000
40	2009.12.10 17:00	sell	21	0.01	1.47195	0.00000	0.00000
41	2009.12.10 17:00	close	20	0.01	1.47195	0.00000	0.00000	-2.19	9990.30
42	2009.12.10 22:00	buy	22	0.01	1.47306	0.00000	0.00000
43	2009.12.10 22:00	close	21	0.01	1.47306	0.00000	0.00000	-1.11	9989.19
44	2009.12.11 03:00	sell	23	0.01	1.47224	0.00000	0.00000
45	2009.12.11 03:00	close	22	0.01	1.47224	0.00000	0.00000	-0.82	9988.38
46	2009.12.11 05:00	close	23	0.01	1.47273	0.00000	0.00000	-0.49	9987.89
47	2009.12.11 07:00	buy	24	0.01	1.47378	0.00000	0.00000
48	2009.12.11 08:00	sell	25	0.01	1.47225	0.00000	0.00000
49	2009.12.11 08:00	close	24	0.01	1.47225	0.00000	0.00000	-1.53	9986.36
50	2009.12.11 10:00	buy	26	0.01	1.47403	0.00000	0.00000
51	2009.12.11 10:00	close	25	0.01	1.47403	0.00000	0.00000	-1.78	9984.58
52	2009.12.11 15:00	sell	27	0.01	1.47070	0.00000	0.00000
53	2009.12.11 15:00	close	26	0.01	1.47070	0.00000	0.00000	-3.33	9981.25
54	2009.12.14 02:00	close	27	0.01	1.46242	0.00000	0.00000	8.28	9989.52
55	2009.12.14 12:00	sell	28	0.01	1.46258	0.00000	0.00000
56	2009.12.14 14:00	close	28	0.01	1.46385	0.00000	0.00000	-1.27	9988.25
57	2009.12.14 17:00	buy	29	0.01	1.46522	0.00000	0.00000
58	2009.12.15 07:00	close	29	0.01	1.46374	0.00000	0.00000	-1.48	9986.77
59	2009.12.15 17:00	buy	30	0.01	1.45561	0.00000	0.00000
60	2009.12.15 18:00	sell	31	0.01	1.45126	0.00000	0.00000
61	2009.12.15 18:00	close	30	0.01	1.45126	0.00000	0.00000	-4.35	9982.42
62	2009.12.15 21:00	close	31	0.01	1.45275	0.00000	0.00000	-1.49	9980.93
63	2009.12.15 23:00	buy	32	0.01	1.45376	0.00000	0.00000
64	2009.12.16 09:00	sell	33	0.01	1.45182	0.00000	0.00000
65	2009.12.16 09:00	close	32	0.01	1.45182	0.00000	0.00000	-1.94	9979.00
66	2009.12.16 10:00	buy	34	0.01	1.45475	0.00000	0.00000
67	2009.12.16 10:00	close	33	0.01	1.45475	0.00000	0.00000	-2.93	9976.07
68	2009.12.16 19:00	sell	35	0.01	1.45366	0.00000	0.00000
69	2009.12.16 19:00	close	34	0.01	1.45366	0.00000	0.00000	-1.09	9974.98
70	2009.12.17 16:00	close	35	0.01	1.43570	0.00000	0.00000	17.95	9992.92
71	2009.12.17 21:00	buy	36	0.01	1.43509	0.00000	0.00000
72	2009.12.18 13:00	sell	37	0.01	1.43659	0.00000	0.00000
73	2009.12.18 13:00	close	36	0.01	1.43659	0.00000	0.00000	1.50	9994.43
74	2009.12.18 21:00	buy	38	0.01	1.43203	0.00000	0.00000
75	2009.12.18 21:00	close	37	0.01	1.43203	0.00000	0.00000	4.56	9998.99
76	2009.12.21 09:00	sell	39	0.01	1.43236	0.00000	0.00000
77	2009.12.21 09:00	close	38	0.01	1.43236	0.00000	0.00000	0.33	9999.32
78	2009.12.21 11:00	close	39	0.01	1.43216	0.00000	0.00000	0.20	9999.52
79	2009.12.21 13:00	buy	40	0.01	1.43427	0.00000	0.00000
80	2009.12.21 16:00	sell	41	0.01	1.43332	0.00000	0.00000
81	2009.12.21 16:00	close	40	0.01	1.43332	0.00000	0.00000	-0.95	9998.57
82	2009.12.22 02:00	close	41	0.01	1.42914	0.00000	0.00000	4.18	10002.74
83	2009.12.22 03:00	buy	42	0.01	1.42933	0.00000	0.00000
84	2009.12.22 13:00	sell	43	0.01	1.42810	0.00000	0.00000
85	2009.12.22 13:00	close	42	0.01	1.42810	0.00000	0.00000	-1.23	10001.51
86	2009.12.22 15:00	close	43	0.01	1.43096	0.00000	0.00000	-2.86	9998.65
87	2009.12.23 03:00	buy	44	0.01	1.42722	0.00000	0.00000
88	2009.12.23 06:00	sell	45	0.01	1.42470	0.00000	0.00000
89	2009.12.23 06:00	close	44	0.01	1.42470	0.00000	0.00000	-2.52	9996.13
90	2009.12.23 07:00	close	45	0.01	1.42533	0.00000	0.00000	-0.63	9995.50
91	2009.12.23 10:00	buy	46	0.01	1.42537	0.00000	0.00000
92	2009.12.23 11:00	sell	47	0.01	1.42453	0.00000	0.00000
93	2009.12.23 11:00	close	46	0.01	1.42453	0.00000	0.00000	-0.84	9994.66
94	2009.12.23 12:00	close	47	0.01	1.42565	0.00000	0.00000	-1.12	9993.54
95	2009.12.23 14:00	buy	48	0.01	1.42812	0.00000	0.00000
96	2009.12.23 22:00	sell	49	0.01	1.43241	0.00000	0.00000
97	2009.12.23 22:00	close	48	0.01	1.43241	0.00000	0.00000	4.29	9997.83
98	2009.12.23 23:00	close	49	0.01	1.43366	0.00000	0.00000	-1.25	9996.58
99	2009.12.24 03:00	buy	50	0.01	1.43436	0.00000	0.00000
100	2009.12.24 05:00	sell	51	0.01	1.43398	0.00000	0.00000
101	2009.12.24 05:00	close	50	0.01	1.43398	0.00000	0.00000	-0.38	9996.20
102	2009.12.24 08:00	close	51	0.01	1.43594	0.00000	0.00000	-1.96	9994.24
103	2009.12.24 10:00	sell	52	0.01	1.43575	0.00000	0.00000
104	2009.12.24 11:00	close	52	0.01	1.43824	0.00000	0.00000	-2.49	9991.75
105	2009.12.24 15:00	sell	53	0.01	1.43839	0.00000	0.00000
106	2009.12.28 03:00	buy	54	0.01	1.43881	0.00000	0.00000
107	2009.12.28 03:00	close	53	0.01	1.43881	0.00000	0.00000	-0.43	9991.33
108	2009.12.28 06:00	sell	55	0.01	1.43760	0.00000	0.00000
109	2009.12.28 06:00	close	54	0.01	1.43760	0.00000	0.00000	-1.21	9990.12
110	2009.12.28 07:00	close	55	0.01	1.43902	0.00000	0.00000	-1.42	9988.70
111	2009.12.28 08:00	sell	56	0.01	1.43887	0.00000	0.00000
112	2009.12.28 13:00	close	56	0.01	1.44054	0.00000	0.00000	-1.67	9987.03
113	2009.12.28 15:00	sell	57	0.01	1.44008	0.00000	0.00000
114	2009.12.29 06:00	close	57	0.01	1.43736	0.00000	0.00000	2.72	9989.74
115	2009.12.29 07:00	buy	58	0.01	1.43721	0.00000	0.00000
116	2009.12.29 16:00	sell	59	0.01	1.44267	0.00000	0.00000
117	2009.12.29 16:00	close	58	0.01	1.44267	0.00000	0.00000	5.46	9995.20
118	2009.12.30 07:00	close	59	0.01	1.43248	0.00000	0.00000	10.19	10005.39
119	2009.12.30 08:00	buy	60	0.01	1.43403	0.00000	0.00000
120	2009.12.30 13:00	sell	61	0.01	1.43256	0.00000	0.00000
121	2009.12.30 13:00	close	60	0.01	1.43256	0.00000	0.00000	-1.47	10003.92
122	2009.12.30 14:00	close	61	0.01	1.43403	0.00000	0.00000	-1.47	10002.45
123	2009.12.30 20:00	buy	62	0.01	1.43375	0.00000	0.00000
124	2009.12.31 13:00	sell	63	0.01	1.43974	0.00000	0.00000
125	2009.12.31 13:00	close	62	0.01	1.43974	0.00000	0.00000	6.00	10008.44
126	2009.12.31 14:00	close	63	0.01	1.44088	0.00000	0.00000	-1.14	10007.30
127	2010.01.04 07:00	buy	64	0.01	1.43007	0.00000	0.00000
128	2010.01.04 08:00	sell	65	0.01	1.42952	0.00000	0.00000
129	2010.01.04 08:00	close	64	0.01	1.42952	0.00000	0.00000	-0.55	10006.75
130	2010.01.04 09:00	close	65	0.01	1.43042	0.00000	0.00000	-0.90	10005.85
131	2010.01.05 01:00	buy	66	0.01	1.44241	0.00000	0.00000
132	2010.01.05 02:00	sell	67	0.01	1.44182	0.00000	0.00000
133	2010.01.05 02:00	close	66	0.01	1.44182	0.00000	0.00000	-0.59	10005.26
134	2010.01.05 07:00	close	67	0.01	1.44641	0.00000	0.00000	-4.59	10000.67
135	2010.01.05 10:00	sell	68	0.01	1.44186	0.00000	0.00000
136	2010.01.06 03:00	close	68	0.01	1.43678	0.00000	0.00000	5.08	10005.75
137	2010.01.06 11:00	buy	69	0.01	1.43777	0.00000	0.00000
138	2010.01.06 13:00	sell	70	0.01	1.43476	0.00000	0.00000
139	2010.01.06 13:00	close	69	0.01	1.43476	0.00000	0.00000	-3.01	10002.74
140	2010.01.06 14:00	close	70	0.01	1.43565	0.00000	0.00000	-0.89	10001.85
141	2010.01.06 17:00	buy	71	0.01	1.43878	0.00000	0.00000
142	2010.01.07 04:00	sell	72	0.01	1.44034	0.00000	0.00000
143	2010.01.07 04:00	close	71	0.01	1.44034	0.00000	0.00000	1.57	10003.42
144	2010.01.07 21:00	close	72	0.01	1.43267	0.00000	0.00000	7.67	10011.09
145	2010.01.07 22:00	buy	73	0.01	1.43235	0.00000	0.00000
146	2010.01.07 23:00	sell	74	0.01	1.43067	0.00000	0.00000
147	2010.01.07 23:00	close	73	0.01	1.43067	0.00000	0.00000	-1.68	10009.41
148	2010.01.08 01:00	close	74	0.01	1.43174	0.00000	0.00000	-1.07	10008.33
149	2010.01.08 09:00	buy	75	0.01	1.43184	0.00000	0.00000
150	2010.01.08 12:00	sell	76	0.01	1.43015	0.00000	0.00000
151	2010.01.08 12:00	close	75	0.01	1.43015	0.00000	0.00000	-1.69	10006.64
152	2010.01.08 15:00	buy	77	0.01	1.44032	0.00000	0.00000
153	2010.01.08 15:00	close	76	0.01	1.44032	0.00000	0.00000	-10.17	9996.47
154	2010.01.08 17:00	sell	78	0.01	1.43248	0.00000	0.00000
155	2010.01.08 17:00	close	77	0.01	1.43248	0.00000	0.00000	-7.84	9988.63
156	2010.01.08 18:00	close	78	0.01	1.43557	0.00000	0.00000	-3.09	9985.54
157	2010.01.11 08:00	sell	79	0.01	1.44887	0.00000	0.00000
158	2010.01.11 10:00	close	79	0.01	1.45189	0.00000	0.00000	-3.02	9982.52
159	2010.01.11 11:00	buy	80	0.01	1.45215	0.00000	0.00000
160	2010.01.11 13:00	sell	81	0.01	1.45302	0.00000	0.00000
161	2010.01.11 13:00	close	80	0.01	1.45302	0.00000	0.00000	0.87	9983.39
162	2010.01.11 17:00	buy	82	0.01	1.45479	0.00000	0.00000
163	2010.01.11 17:00	close	81	0.01	1.45479	0.00000	0.00000	-1.77	9981.62
164	2010.01.11 18:00	sell	83	0.01	1.45339	0.00000	0.00000
165	2010.01.11 18:00	close	82	0.01	1.45339	0.00000	0.00000	-1.40	9980.22
166	2010.01.12 09:00	close	83	0.01	1.45061	0.00000	0.00000	2.78	9983.00
167	2010.01.12 10:00	sell	84	0.01	1.44827	0.00000	0.00000
168	2010.01.12 12:00	close	84	0.01	1.45051	0.00000	0.00000	-2.24	9980.76
169	2010.01.12 13:00	sell	85	0.01	1.44795	0.00000	0.00000
170	2010.01.12 14:00	close	85	0.01	1.44993	0.00000	0.00000	-1.98	9978.78
171	2010.01.12 17:00	buy	86	0.01	1.45386	0.00000	0.00000
172	2010.01.12 19:00	sell	87	0.01	1.45063	0.00000	0.00000
173	2010.01.12 19:00	close	86	0.01	1.45063	0.00000	0.00000	-3.23	9975.55
174	2010.01.13 06:00	buy	88	0.01	1.44884	0.00000	0.00000
175	2010.01.13 06:00	close	87	0.01	1.44884	0.00000	0.00000	1.79	9977.33
176	2010.01.13 09:00	sell	89	0.01	1.44838	0.00000	0.00000
177	2010.01.13 09:00	close	88	0.01	1.44838	0.00000	0.00000	-0.46	9976.87
178	2010.01.13 11:00	close	89	0.01	1.45009	0.00000	0.00000	-1.71	9975.16
179	2010.01.13 17:00	sell	90	0.01	1.45078	0.00000	0.00000
180	2010.01.14 01:00	close	90	0.01	1.45229	0.00000	0.00000	-1.52	9973.64
181	2010.01.14 06:00	sell	91	0.01	1.45314	0.00000	0.00000
182	2010.01.14 07:00	close	91	0.01	1.45515	0.00000	0.00000	-2.01	9971.63
183	2010.01.14 09:00	sell	92	0.01	1.45320	0.00000	0.00000
184	2010.01.14 19:00	close	92	0.01	1.44934	0.00000	0.00000	3.86	9975.49
185	2010.01.14 20:00	buy	93	0.01	1.45112	0.00000	0.00000
186	2010.01.15 02:00	close	93	0.01	1.44742	0.00000	0.00000	-3.70	9971.79