Strategy Tester Report
simple-macd
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2006.04.04 17:20 - 2006.06.26 13:20 (2006.04.07 - 2006.06.26) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; TrailingStop=55; MACD_level=500; MAGIC=123456; tp_limit=100; wait_time_b4_SL=10000; | ||||
| Bars in test | 16551 | Ticks modelled | 244393 | Modelling quality | 33.80% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 14591.00 | Gross profit | 14591.00 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 324.24 | |||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 0.00 (0.0%) | ||
| Total trades | 45 | Short positions (won %) | 22 (100.00%) | Long positions (won %) | 23 (100.00%) |
| Profit trades (% of total) | 45 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1170.00 | loss trade | 0.00 | |
| Average | profit trade | 324.24 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 45 (14591.00) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 14591.00 (45) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 45 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.05.15 06:36 | sell | 1 | 1.00 | 1.2925 | 0.0000 | 0.0000 | ||
| 2 | 2006.05.15 09:03 | modify | 1 | 1.00 | 1.2925 | 1.2925 | 0.0000 | ||
| 3 | 2006.05.15 09:13 | modify | 1 | 1.00 | 1.2925 | 1.2903 | 0.0000 | ||
| 4 | 2006.05.15 09:29 | modify | 1 | 1.00 | 1.2925 | 1.2879 | 0.0000 | ||
| 5 | 2006.05.15 11:36 | modify | 1 | 1.00 | 1.2925 | 1.2878 | 0.0000 | ||
| 6 | 2006.05.15 11:56 | modify | 1 | 1.00 | 1.2925 | 1.2859 | 0.0000 | ||
| 7 | 2006.05.15 12:03 | close | 1 | 1.00 | 1.2808 | 1.2859 | 0.0000 | 1170.00 | 11170.00 |
| 8 | 2006.05.16 01:51 | buy | 2 | 1.00 | 1.2807 | 0.0000 | 0.0000 | ||
| 9 | 2006.05.16 05:02 | close | 2 | 1.00 | 1.2838 | 0.0000 | 0.0000 | 310.00 | 11480.00 |
| 10 | 2006.05.16 06:37 | sell | 3 | 1.00 | 1.2817 | 0.0000 | 0.0000 | ||
| 11 | 2006.05.16 07:12 | close | 3 | 1.00 | 1.2813 | 0.0000 | 0.0000 | 40.00 | 11520.00 |
| 12 | 2006.05.16 07:59 | buy | 4 | 1.00 | 1.2806 | 0.0000 | 0.0000 | ||
| 13 | 2006.05.16 08:13 | close | 4 | 1.00 | 1.2812 | 0.0000 | 0.0000 | 60.00 | 11580.00 |
| 14 | 2006.05.16 09:06 | sell | 5 | 1.00 | 1.2821 | 0.0000 | 0.0000 | ||
| 15 | 2006.05.16 09:50 | close | 5 | 1.00 | 1.2815 | 0.0000 | 0.0000 | 60.00 | 11640.00 |
| 16 | 2006.05.16 11:10 | buy | 6 | 1.00 | 1.2810 | 0.0000 | 0.0000 | ||
| 17 | 2006.05.16 13:44 | modify | 6 | 1.00 | 1.2810 | 1.2811 | 0.0000 | ||
| 18 | 2006.05.16 15:06 | close | 6 | 1.00 | 1.2847 | 1.2811 | 0.0000 | 370.00 | 12010.00 |
| 19 | 2006.05.16 16:25 | sell | 7 | 1.00 | 1.2813 | 0.0000 | 0.0000 | ||
| 20 | 2006.05.17 15:34 | modify | 7 | 1.00 | 1.2813 | 1.2809 | 0.0000 | ||
| 21 | 2006.05.17 16:28 | modify | 7 | 1.00 | 1.2813 | 1.2805 | 0.0000 | ||
| 22 | 2006.05.17 16:49 | modify | 7 | 1.00 | 1.2813 | 1.2793 | 0.0000 | ||
| 23 | 2006.05.17 17:14 | modify | 7 | 1.00 | 1.2813 | 1.2790 | 0.0000 | ||
| 24 | 2006.05.17 18:21 | modify | 7 | 1.00 | 1.2813 | 1.2789 | 0.0000 | ||
| 25 | 2006.05.17 18:54 | close | 7 | 1.00 | 1.2724 | 1.2789 | 0.0000 | 891.50 | 12901.50 |
| 26 | 2006.05.18 02:10 | buy | 8 | 1.00 | 1.2746 | 0.0000 | 0.0000 | ||
| 27 | 2006.05.18 05:59 | close | 8 | 1.00 | 1.2755 | 0.0000 | 0.0000 | 90.00 | 12991.50 |
| 28 | 2006.05.18 07:37 | buy | 9 | 1.00 | 1.2744 | 0.0000 | 0.0000 | ||
| 29 | 2006.05.18 09:34 | modify | 9 | 1.00 | 1.2744 | 1.2744 | 0.0000 | ||
| 30 | 2006.05.18 10:41 | close | 9 | 1.00 | 1.2788 | 1.2744 | 0.0000 | 440.00 | 13431.50 |
| 31 | 2006.05.19 04:09 | sell | 10 | 1.00 | 1.2840 | 0.0000 | 0.0000 | ||
| 32 | 2006.05.19 08:30 | modify | 10 | 1.00 | 1.2840 | 1.2840 | 0.0000 | ||
| 33 | 2006.05.19 08:47 | modify | 10 | 1.00 | 1.2840 | 1.2825 | 0.0000 | ||
| 34 | 2006.05.19 09:09 | modify | 10 | 1.00 | 1.2840 | 1.2824 | 0.0000 | ||
| 35 | 2006.05.19 10:46 | modify | 10 | 1.00 | 1.2840 | 1.2823 | 0.0000 | ||
| 36 | 2006.05.19 11:01 | modify | 10 | 1.00 | 1.2840 | 1.2803 | 0.0000 | ||
| 37 | 2006.05.19 11:54 | close | 10 | 1.00 | 1.2758 | 1.2803 | 0.0000 | 820.00 | 14251.50 |
| 38 | 2006.05.19 17:50 | buy | 11 | 1.00 | 1.2753 | 0.0000 | 0.0000 | ||
| 39 | 2006.05.22 00:09 | close | 11 | 1.00 | 1.2764 | 0.0000 | 0.0000 | 106.50 | 14358.00 |
| 40 | 2006.05.22 00:39 | sell | 12 | 1.00 | 1.2757 | 0.0000 | 0.0000 | ||
| 41 | 2006.05.22 03:24 | close | 12 | 1.00 | 1.2737 | 0.0000 | 0.0000 | 200.00 | 14558.00 |
| 42 | 2006.05.22 08:40 | buy | 13 | 1.00 | 1.2724 | 0.0000 | 0.0000 | ||
| 43 | 2006.05.22 11:24 | modify | 13 | 1.00 | 1.2724 | 1.2724 | 0.0000 | ||
| 44 | 2006.05.22 11:48 | modify | 13 | 1.00 | 1.2724 | 1.2727 | 0.0000 | ||
| 45 | 2006.05.22 12:09 | close | 13 | 1.00 | 1.2767 | 1.2727 | 0.0000 | 430.00 | 14988.00 |
| 46 | 2006.05.23 06:38 | sell | 14 | 1.00 | 1.2866 | 0.0000 | 0.0000 | ||
| 47 | 2006.05.23 09:06 | close | 14 | 1.00 | 1.2830 | 0.0000 | 0.0000 | 360.00 | 15348.00 |
| 48 | 2006.05.23 11:59 | buy | 15 | 1.00 | 1.2842 | 0.0000 | 0.0000 | ||
| 49 | 2006.05.23 12:11 | close | 15 | 1.00 | 1.2848 | 0.0000 | 0.0000 | 60.00 | 15408.00 |
| 50 | 2006.05.23 12:22 | sell | 16 | 1.00 | 1.2848 | 0.0000 | 0.0000 | ||
| 51 | 2006.05.23 13:18 | close | 16 | 1.00 | 1.2843 | 0.0000 | 0.0000 | 50.00 | 15458.00 |
| 52 | 2006.05.23 15:40 | buy | 17 | 1.00 | 1.2863 | 0.0000 | 0.0000 | ||
| 53 | 2006.05.23 19:54 | close | 17 | 1.00 | 1.2872 | 0.0000 | 0.0000 | 90.00 | 15548.00 |
| 54 | 2006.05.23 20:38 | sell | 18 | 1.00 | 1.2866 | 0.0000 | 0.0000 | ||
| 55 | 2006.05.23 22:52 | modify | 18 | 1.00 | 1.2866 | 1.2866 | 0.0000 | ||
| 56 | 2006.05.23 23:15 | modify | 18 | 1.00 | 1.2866 | 1.2844 | 0.0000 | ||
| 57 | 2006.05.23 23:58 | modify | 18 | 1.00 | 1.2866 | 1.2834 | 0.0000 | ||
| 58 | 2006.05.24 00:09 | close | 18 | 1.00 | 1.2779 | 1.2834 | 0.0000 | 871.50 | 16419.50 |
| 59 | 2006.05.24 07:12 | buy | 19 | 1.00 | 1.2781 | 0.0000 | 0.0000 | ||
| 60 | 2006.05.24 08:43 | modify | 19 | 1.00 | 1.2781 | 1.2782 | 0.0000 | ||
| 61 | 2006.05.24 09:03 | modify | 19 | 1.00 | 1.2781 | 1.2796 | 0.0000 | ||
| 62 | 2006.05.24 09:27 | modify | 19 | 1.00 | 1.2781 | 1.2798 | 0.0000 | ||
| 63 | 2006.05.24 10:08 | modify | 19 | 1.00 | 1.2781 | 1.2799 | 0.0000 | ||
| 64 | 2006.05.24 10:46 | modify | 19 | 1.00 | 1.2781 | 1.2800 | 0.0000 | ||
| 65 | 2006.05.24 11:20 | modify | 19 | 1.00 | 1.2781 | 1.2803 | 0.0000 | ||
| 66 | 2006.05.24 11:36 | close | 19 | 1.00 | 1.2871 | 1.2803 | 0.0000 | 900.00 | 17319.50 |
| 67 | 2006.05.24 14:13 | sell | 20 | 1.00 | 1.2830 | 0.0000 | 0.0000 | ||
| 68 | 2006.05.24 15:36 | modify | 20 | 1.00 | 1.2830 | 1.2829 | 0.0000 | ||
| 69 | 2006.05.24 15:57 | modify | 20 | 1.00 | 1.2830 | 1.2820 | 0.0000 | ||
| 70 | 2006.05.24 16:21 | modify | 20 | 1.00 | 1.2830 | 1.2791 | 0.0000 | ||
| 71 | 2006.05.24 17:44 | close | 20 | 1.00 | 1.2752 | 1.2791 | 0.0000 | 780.00 | 18099.50 |
| 72 | 2006.05.25 06:26 | buy | 21 | 1.00 | 1.2760 | 0.0000 | 0.0000 | ||
| 73 | 2006.05.25 07:52 | close | 21 | 1.00 | 1.2777 | 0.0000 | 0.0000 | 170.00 | 18269.50 |
| 74 | 2006.05.25 11:42 | sell | 22 | 1.00 | 1.2773 | 0.0000 | 0.0000 | ||
| 75 | 2006.05.25 12:33 | close | 22 | 1.00 | 1.2763 | 0.0000 | 0.0000 | 100.00 | 18369.50 |
| 76 | 2006.05.25 13:38 | buy | 23 | 1.00 | 1.2778 | 0.0000 | 0.0000 | ||
| 77 | 2006.05.25 14:51 | close | 23 | 1.00 | 1.2785 | 0.0000 | 0.0000 | 70.00 | 18439.50 |
| 78 | 2006.05.25 16:29 | sell | 24 | 1.00 | 1.2779 | 0.0000 | 0.0000 | ||
| 79 | 2006.05.25 17:46 | close | 24 | 1.00 | 1.2769 | 0.0000 | 0.0000 | 100.00 | 18539.50 |
| 80 | 2006.05.25 18:07 | buy | 25 | 1.00 | 1.2766 | 0.0000 | 0.0000 | ||
| 81 | 2006.05.25 20:09 | close | 25 | 1.00 | 1.2804 | 0.0000 | 0.0000 | 380.00 | 18919.50 |
| 82 | 2006.05.26 01:38 | sell | 26 | 1.00 | 1.2798 | 0.0000 | 0.0000 | ||
| 83 | 2006.05.26 09:10 | close | 26 | 1.00 | 1.2781 | 0.0000 | 0.0000 | 170.00 | 19089.50 |
| 84 | 2006.05.26 13:37 | sell | 27 | 1.00 | 1.2812 | 0.0000 | 0.0000 | ||
| 85 | 2006.05.26 15:37 | modify | 27 | 1.00 | 1.2812 | 1.2811 | 0.0000 | ||
| 86 | 2006.05.26 15:46 | modify | 27 | 1.00 | 1.2812 | 1.2806 | 0.0000 | ||
| 87 | 2006.05.26 16:01 | modify | 27 | 1.00 | 1.2812 | 1.2800 | 0.0000 | ||
| 88 | 2006.05.26 16:18 | modify | 27 | 1.00 | 1.2812 | 1.2794 | 0.0000 | ||
| 89 | 2006.05.26 16:38 | modify | 27 | 1.00 | 1.2812 | 1.2764 | 0.0000 | ||
| 90 | 2006.05.26 18:02 | close | 27 | 1.00 | 1.2737 | 1.2764 | 0.0000 | 750.00 | 19839.50 |
| 91 | 2006.05.29 02:01 | buy | 28 | 1.00 | 1.2750 | 0.0000 | 0.0000 | ||
| 92 | 2006.05.29 11:44 | close | 28 | 1.00 | 1.2762 | 0.0000 | 0.0000 | 120.00 | 19959.50 |
| 93 | 2006.05.29 15:12 | sell | 29 | 1.00 | 1.2758 | 0.0000 | 0.0000 | ||
| 94 | 2006.05.29 17:54 | close | 29 | 1.00 | 1.2743 | 0.0000 | 0.0000 | 150.00 | 20109.50 |
| 95 | 2006.05.30 00:29 | buy | 30 | 1.00 | 1.2749 | 0.0000 | 0.0000 | ||
| 96 | 2006.05.30 04:54 | modify | 30 | 1.00 | 1.2749 | 1.2749 | 0.0000 | ||
| 97 | 2006.05.30 05:23 | modify | 30 | 1.00 | 1.2749 | 1.2750 | 0.0000 | ||
| 98 | 2006.05.30 05:50 | modify | 30 | 1.00 | 1.2749 | 1.2751 | 0.0000 | ||
| 99 | 2006.05.30 06:39 | modify | 30 | 1.00 | 1.2749 | 1.2752 | 0.0000 | ||
| 100 | 2006.05.30 07:12 | modify | 30 | 1.00 | 1.2749 | 1.2758 | 0.0000 | ||
| 101 | 2006.05.30 07:41 | modify | 30 | 1.00 | 1.2749 | 1.2760 | 0.0000 | ||
| 102 | 2006.05.30 08:06 | modify | 30 | 1.00 | 1.2749 | 1.2769 | 0.0000 | ||
| 103 | 2006.05.30 08:30 | modify | 30 | 1.00 | 1.2749 | 1.2778 | 0.0000 | ||
| 104 | 2006.05.30 08:38 | close | 30 | 1.00 | 1.2834 | 1.2778 | 0.0000 | 850.00 | 20959.50 |
| 105 | 2006.05.30 23:14 | sell | 31 | 1.00 | 1.2872 | 0.0000 | 0.0000 | ||
| 106 | 2006.05.31 02:47 | close | 31 | 1.00 | 1.2862 | 0.0000 | 0.0000 | 101.50 | 21061.00 |
| 107 | 2006.05.31 04:11 | buy | 32 | 1.00 | 1.2859 | 0.0000 | 0.0000 | ||
| 108 | 2006.05.31 06:11 | close | 32 | 1.00 | 1.2866 | 0.0000 | 0.0000 | 70.00 | 21131.00 |
| 109 | 2006.05.31 09:08 | sell | 33 | 1.00 | 1.2887 | 0.0000 | 0.0000 | ||
| 110 | 2006.05.31 10:09 | close | 33 | 1.00 | 1.2875 | 0.0000 | 0.0000 | 120.00 | 21251.00 |
| 111 | 2006.05.31 11:14 | buy | 34 | 1.00 | 1.2868 | 0.0000 | 0.0000 | ||
| 112 | 2006.05.31 11:14 | close | 34 | 1.00 | 1.2876 | 0.0000 | 0.0000 | 80.00 | 21331.00 |
| 113 | 2006.05.31 11:17 | sell | 35 | 1.00 | 1.2879 | 0.0000 | 0.0000 | ||
| 114 | 2006.05.31 12:19 | close | 35 | 1.00 | 1.2873 | 0.0000 | 0.0000 | 60.00 | 21391.00 |
| 115 | 2006.06.01 09:33 | buy | 36 | 1.00 | 1.2767 | 0.0000 | 0.0000 | ||
| 116 | 2006.06.01 09:43 | close | 36 | 1.00 | 1.2773 | 0.0000 | 0.0000 | 60.00 | 21451.00 |
| 117 | 2006.06.01 09:43 | buy | 37 | 1.00 | 1.2774 | 0.0000 | 0.0000 | ||
| 118 | 2006.06.01 10:05 | close | 37 | 1.00 | 1.2785 | 0.0000 | 0.0000 | 110.00 | 21561.00 |
| 119 | 2006.06.01 14:51 | buy | 38 | 1.00 | 1.2730 | 0.0000 | 0.0000 | ||
| 120 | 2006.06.01 16:39 | modify | 38 | 1.00 | 1.2730 | 1.2732 | 0.0000 | ||
| 121 | 2006.06.01 17:01 | modify | 38 | 1.00 | 1.2730 | 1.2757 | 0.0000 | ||
| 122 | 2006.06.01 17:29 | modify | 38 | 1.00 | 1.2730 | 1.2758 | 0.0000 | ||
| 123 | 2006.06.01 18:00 | modify | 38 | 1.00 | 1.2730 | 1.2763 | 0.0000 | ||
| 124 | 2006.06.01 18:50 | close | 38 | 1.00 | 1.2814 | 1.2763 | 0.0000 | 840.00 | 22401.00 |
| 125 | 2006.06.02 07:14 | sell | 39 | 1.00 | 1.2820 | 0.0000 | 0.0000 | ||
| 126 | 2006.06.02 08:27 | close | 39 | 1.00 | 1.2807 | 0.0000 | 0.0000 | 130.00 | 22531.00 |
| 127 | 2006.06.02 09:12 | buy | 40 | 1.00 | 1.2805 | 0.0000 | 0.0000 | ||
| 128 | 2006.06.02 10:50 | close | 40 | 1.00 | 1.2811 | 0.0000 | 0.0000 | 60.00 | 22591.00 |
| 129 | 2006.06.05 13:06 | sell | 41 | 1.00 | 1.2957 | 0.0000 | 0.0000 | ||
| 130 | 2006.06.05 15:38 | close | 41 | 1.00 | 1.2939 | 0.0000 | 0.0000 | 180.00 | 22771.00 |
| 131 | 2006.06.05 16:12 | buy | 42 | 1.00 | 1.2946 | 0.0000 | 0.0000 | ||
| 132 | 2006.06.05 17:35 | close | 42 | 1.00 | 1.2952 | 0.0000 | 0.0000 | 60.00 | 22831.00 |
| 133 | 2006.06.05 18:49 | sell | 43 | 1.00 | 1.2962 | 0.0000 | 0.0000 | ||
| 134 | 2006.06.05 22:27 | modify | 43 | 1.00 | 1.2962 | 1.2961 | 0.0000 | ||
| 135 | 2006.06.05 23:06 | modify | 43 | 1.00 | 1.2962 | 1.2960 | 0.0000 | ||
| 136 | 2006.06.05 23:29 | close | 43 | 1.00 | 1.2904 | 1.2960 | 0.0000 | 580.00 | 23411.00 |
| 137 | 2006.06.06 06:54 | buy | 44 | 1.00 | 1.2895 | 0.0000 | 0.0000 | ||
| 138 | 2006.06.06 08:46 | close | 44 | 1.00 | 1.2910 | 0.0000 | 0.0000 | 150.00 | 23561.00 |
| 139 | 2006.06.06 09:09 | sell | 45 | 1.00 | 1.2931 | 0.0000 | 0.0000 | ||
| 140 | 2006.06.06 12:17 | modify | 45 | 1.00 | 1.2931 | 1.2930 | 0.0000 | ||
| 141 | 2006.06.06 12:41 | modify | 45 | 1.00 | 1.2931 | 1.2929 | 0.0000 | ||
| 142 | 2006.06.06 13:23 | modify | 45 | 1.00 | 1.2931 | 1.2928 | 0.0000 | ||
| 143 | 2006.06.06 13:50 | modify | 45 | 1.00 | 1.2931 | 1.2921 | 0.0000 | ||
| 144 | 2006.06.06 14:12 | modify | 45 | 1.00 | 1.2931 | 1.2911 | 0.0000 | ||
| 145 | 2006.06.06 14:29 | modify | 45 | 1.00 | 1.2931 | 1.2895 | 0.0000 | ||
| 146 | 2006.06.06 14:55 | modify | 45 | 1.00 | 1.2931 | 1.2892 | 0.0000 | ||
| 147 | 2006.06.06 15:28 | modify | 45 | 1.00 | 1.2931 | 1.2891 | 0.0000 | ||
| 148 | 2006.06.06 15:35 | close | 45 | 1.00 | 1.2828 | 1.2891 | 0.0000 | 1030.00 | 24591.00 |