Strategy Tester Report
MACD Sample

SymbolEURUSD (Euro vs. United States Dollar)
Period1 Hour (H1) 2006.01.03 08:00 - 2007.04.05 00:00 (2006.01.01 - 2007.04.05)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersTakeProfit=170; Lots=7; TrailingStop=0; MACDOpenLevel=1; MACDCloseLevel=1; MATrendPeriod=12;
Bars in test12748Ticks modelled961475Modelling quality90.00%
Initial deposit10000.00
Total net profit123100.73Gross profit309991.38Gross loss-186890.65
Profit factor1.66Expected payoff866.91
Absolute drawdown0.00Maximal drawdown33674.08 (35.91%)Relative drawdown53.08% (22844.92)
Total trades142Short positions (won %)70 (68.57%)Long positions (won %)72 (73.61%)
Profit trades (% of total)101 (71.13%)Loss trades (% of total)41 (28.87%)
Largestprofit trade11820.43loss trade-22907.66
Averageprofit trade3069.22loss trade-4558.31
Maximumconsecutive wins (profit in money)11 (46092.05)consecutive losses (loss in money)3 (-33674.08)
Maximalconsecutive profit (count of wins)46092.05 (11)consecutive loss (count of losses)-33674.08 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.06 01:00sell17.001.20990.00001.1929
22006.01.09 22:00close17.001.20860.00001.1929936.7210936.72
32006.01.09 22:04buy27.001.20880.00001.2258
42006.01.12 07:00close27.001.21390.00001.22583371.0314307.75
52006.01.16 07:07sell37.001.21390.00001.1969
62006.01.17 08:00close37.001.21180.00001.19691496.7015804.45
72006.01.17 08:00buy47.001.21210.00001.2291
82006.01.18 18:00close47.001.21010.00001.2291-1439.7914364.66
92006.01.18 18:00sell57.001.20800.00001.1910
102006.01.19 16:42close57.001.21170.00001.1910-2509.9111854.75
112006.01.19 16:43buy67.001.21160.00001.2286
122006.01.23 12:59t/p67.001.22860.00001.228611820.4123675.16
132006.01.25 16:00sell77.001.22560.00001.2086
142006.01.26 06:00close77.001.22510.00001.2086430.1624105.31
152006.01.26 06:59buy87.001.22600.00001.2430
162006.02.01 02:00close87.001.21490.00001.2430-7929.1516176.17
172006.02.01 02:00sell97.001.21430.00001.1973
182006.02.02 04:00close97.001.20750.00001.19734840.2321016.39
192006.02.03 07:00sell107.001.20870.00001.1917
202006.02.06 00:00close107.001.20370.00001.19173526.6824543.07
212006.02.06 00:03buy117.001.20330.00001.2203
222006.02.09 16:00close117.001.19670.00001.2203-4818.9219724.16
232006.02.09 16:00sell127.001.19680.00001.1798
242006.02.13 07:00close127.001.19000.00001.17984813.4424537.59
252006.02.14 21:00buy137.001.19080.00001.2078
262006.02.15 09:10close137.001.19110.00001.2078170.2124707.81
272006.02.15 09:10sell147.001.19100.00001.1740
282006.02.16 07:00close147.001.18870.00001.17401690.1526397.95
292006.02.16 07:43buy157.001.18890.00001.2059
302006.02.20 10:00close157.001.19350.00001.20593140.4929538.44
312006.02.20 10:00sell167.001.19330.00001.1763
322006.02.21 19:58close167.001.19200.00001.1763936.7330475.17
332006.02.21 19:58buy177.001.19210.00001.2091
342006.02.23 18:00close177.001.19210.00001.2091-159.1530316.02
352006.02.23 18:00sell187.001.19200.00001.1750
362006.02.27 06:00close187.001.18670.00001.17503763.4434079.46
372006.02.27 06:00buy197.001.18740.00001.2044
382006.03.01 07:00close197.001.19290.00001.20443770.4237849.87
392006.03.01 07:01sell207.001.19280.00001.1758
402006.03.07 23:00close207.001.18800.00001.17583520.3441370.22
412006.03.09 08:00sell217.001.19190.00001.1749
422006.03.10 07:40close217.001.19120.00001.1749516.7341886.95
432006.03.10 07:42buy227.001.19120.00001.2082
442006.03.13 12:00close227.001.19290.00001.20821150.2243037.17
452006.03.13 12:00sell237.001.19270.00001.1757
462006.03.21 12:00close237.001.21450.00001.1757-15046.2327990.94
472006.03.21 12:32buy247.001.21470.00001.2317
482006.03.27 11:00close247.001.20390.00001.2317-7798.6920192.25
492006.03.27 11:00sell257.001.20360.00001.1866
502006.03.28 09:00close257.001.20190.00001.18661216.7521409.00
512006.03.28 09:00buy267.001.20160.00001.2186
522006.03.28 21:00close267.001.20640.00001.21863359.9724768.97
532006.03.28 21:00sell277.001.20640.00001.1894
542006.03.29 12:00close277.001.20050.00001.18944156.7728925.74
552006.03.29 12:07buy287.001.20110.00001.2181
562006.03.31 05:00close287.001.21630.00001.218110480.8539406.59
572006.04.03 15:54buy297.001.20720.00001.2242
582006.04.04 09:00close297.001.21210.00001.22423390.2142796.80
592006.04.04 09:00sell307.001.21210.00001.1951
602006.04.07 09:00close307.001.22080.00001.1951-5956.3836840.41
612006.04.10 21:36buy317.001.21050.00001.2275
622006.04.12 09:00close317.001.21510.00001.22753140.4339980.84
632006.04.12 09:00sell327.001.21460.00001.1976
642006.04.13 02:00close327.001.21150.00001.19762250.1442230.98
652006.04.13 19:25buy337.001.21090.00001.2279
662006.04.17 16:52t/p337.001.22790.00001.227911820.4354051.40
672006.04.20 03:00sell347.001.23520.00001.2182
682006.04.21 06:59close347.001.23140.00001.21822686.7556738.15
692006.04.21 10:04buy357.001.23120.00001.2482
702006.04.24 06:00close357.001.23420.00001.24822060.2558798.40
712006.04.24 06:00sell367.001.23410.00001.2171
722006.05.02 09:45close367.001.26050.00001.2171-18266.2940532.12
732006.05.02 09:46buy377.001.26060.00001.2776
742006.05.02 21:00close377.001.26200.00001.2776979.9641512.08
752006.05.02 21:40sell387.001.26210.00001.2451
762006.05.04 16:00close387.001.26410.00001.2451-1293.1340218.94
772006.05.04 16:00buy397.001.26400.00001.2810
782006.05.05 05:00close397.001.26890.00001.28103390.1943609.14
792006.05.08 16:00sell407.001.27480.00001.2578
802006.05.09 12:00close407.001.26980.00001.25783526.7247135.85
812006.05.09 13:08buy417.001.26950.00001.2865
822006.05.10 06:00close417.001.27590.00001.28654440.2251576.08
832006.05.10 15:20sell427.001.27760.00001.2606
842006.05.11 15:31close427.001.27580.00001.26061340.1952916.26
852006.05.11 15:31buy437.001.27580.00001.2928
862006.05.12 06:00close437.001.28530.00001.29286610.2159526.48
872006.05.12 16:16sell447.001.28790.00001.2709
882006.05.16 03:00close447.001.28100.00001.27094883.4464409.92
892006.05.16 03:43buy457.001.28150.00001.2985
902006.05.17 04:00close457.001.28400.00001.29851710.2566120.17
912006.05.17 16:00sell467.001.28400.00001.2670
922006.05.18 04:00close467.001.27620.00001.26705540.1771660.34
932006.05.18 04:10buy477.001.27650.00001.2935
942006.05.19 07:00close477.001.28310.00001.29354580.2476240.58
952006.05.19 07:02sell487.001.28330.00001.2663
962006.05.19 21:00close487.001.27770.00001.26633920.0180160.59
972006.05.19 21:03buy497.001.27770.00001.2947
982006.05.23 06:00close497.001.28660.00001.29476150.4186310.99
992006.05.24 09:41buy507.001.28290.00001.2999
1002006.05.26 05:00close507.001.27810.00001.2999-3519.1182791.88
1012006.05.26 05:02sell517.001.27830.00001.2613
1022006.05.29 03:00close517.001.27510.00001.26132266.7585058.63
1032006.05.29 03:41buy527.001.27490.00001.2919
1042006.05.30 22:00close527.001.28740.00001.29198710.1893768.82
1052006.06.01 17:00buy537.001.28180.00001.2988
1062006.06.02 09:13close537.001.27960.00001.2988-1579.8692188.96
1072006.06.02 09:13sell547.001.27960.00001.2626
1082006.06.06 10:00close547.001.29280.00001.2626-9186.5683002.40
1092006.06.06 10:00buy557.001.29190.00001.3089
1102006.06.15 00:00close557.001.25980.00001.3089-22907.6660094.74
1112006.06.15 18:00sell567.001.26160.00001.2446
1122006.06.19 15:00close567.001.25950.00001.24461523.4461618.18
1132006.06.19 21:41buy577.001.25810.00001.2751
1142006.06.22 02:00close577.001.26600.00001.27515331.0666949.24
1152006.06.27 09:02sell587.001.25940.00001.2424
1162006.06.28 23:00close587.001.25540.00001.24242826.7369775.97
1172006.06.28 23:00buy597.001.25580.00001.2728
1182006.06.30 12:00close597.001.27110.00001.272810550.8780326.84
1192006.07.07 06:00sell607.001.27690.00001.2599
1202006.07.11 01:00close607.001.27440.00001.25991803.5182130.35
1212006.07.11 10:00buy617.001.27400.00001.2910
1222006.07.12 06:00close617.001.27610.00001.29101430.2083560.55
1232006.07.12 06:00sell627.001.27600.00001.2590
1242006.07.13 01:00close627.001.27050.00001.25903930.1887490.73
1252006.07.13 01:00buy637.001.27140.00001.2884
1262006.07.20 08:00close637.001.26060.00001.2884-7838.4779652.26
1272006.07.24 03:02sell647.001.26590.00001.2489
1282006.07.24 20:00close647.001.26330.00001.24891820.0081472.26
1292006.07.25 06:08buy657.001.26270.00001.2797
1302006.07.27 10:00close657.001.27300.00001.27977050.8288523.08
1312006.07.28 12:00buy667.001.27000.00001.2870
1322006.07.31 05:00close667.001.27490.00001.28703390.2591913.33
1332006.08.01 13:11buy677.001.27700.00001.2940
1342006.08.02 07:00close677.001.28210.00001.29403530.1895443.51
1352006.08.03 14:00buy687.001.27800.00001.2950
1362006.08.04 04:00close687.001.28010.00001.29501430.2196873.72
1372006.08.04 05:00sell697.001.27950.00001.2625
1382006.08.08 09:00close697.001.28330.00001.2625-2606.5594267.17
1392006.08.08 09:00buy707.001.28330.00001.3003
1402006.08.09 22:00close707.001.28600.00001.30031850.2096117.38
1412006.08.09 22:00sell717.001.28600.00001.2690
1422006.08.11 02:00close717.001.27950.00001.26904656.89100774.26
1432006.08.14 02:46buy727.001.27420.00001.2912
1442006.08.16 03:00close727.001.27870.00001.29123070.40103844.66
1452006.08.17 15:13sell737.001.28630.00001.2693
1462006.08.18 09:00close737.001.28390.00001.26931706.72105551.38
1472006.08.18 09:00buy747.001.28370.00001.3007
1482006.08.21 20:00close747.001.29020.00001.30074510.24110061.62
1492006.08.21 21:00sell757.001.28980.00001.2728
1502006.08.23 01:00close757.001.28080.00001.27286353.44116415.06
1512006.08.24 09:03buy767.001.27810.00001.2951
1522006.08.28 17:00close767.001.27890.00001.2951480.46116895.51
1532006.08.28 17:00sell777.001.27900.00001.2620
1542006.09.01 04:00close777.001.28160.00001.2620-1659.69115235.83
1552006.09.01 07:45buy787.001.28130.00001.2983
1562006.09.04 10:00close787.001.28520.00001.29832690.19117926.02
1572006.09.04 10:00sell797.001.28490.00001.2679
1582006.09.05 22:00close797.001.28210.00001.26791986.72119912.74
1592006.09.05 22:34buy807.001.28220.00001.2992
1602006.09.11 20:34close807.001.26960.00001.2992-9058.66110854.08
1612006.09.11 20:35sell817.001.26960.00001.2526
1622006.09.13 07:00close817.001.26890.00001.2526543.44111397.51
1632006.09.13 07:10buy827.001.26920.00001.2862
1642006.09.15 00:00close827.001.27240.00001.28622080.81113478.32
1652006.09.15 00:01sell837.001.27230.00001.2553
1662006.09.18 02:53close837.001.26540.00001.25534856.71118335.03
1672006.09.19 09:00sell847.001.27070.00001.2537
1682006.09.20 04:59close847.001.26820.00001.25371776.70120111.73
1692006.09.21 00:59sell857.001.26850.00001.2515
1702006.09.26 03:00close857.001.27570.00001.2515-4959.84115151.89
1712006.09.26 03:01buy867.001.27600.00001.2930
1722006.09.28 11:11close867.001.27140.00001.2930-3379.14111772.75
1732006.09.28 11:11sell877.001.27140.00001.2544
1742006.09.29 02:00close877.001.27080.00001.2544446.72112219.47
1752006.09.29 02:00buy887.001.27090.00001.2879
1762006.10.03 02:00close887.001.27400.00001.28792090.45114309.92
1772006.10.04 10:00buy897.001.27350.00001.2905
1782006.10.13 11:00close897.001.25650.00001.2905-12337.66101972.26
1792006.10.13 11:00sell907.001.25550.00001.2385
1802006.10.16 06:21close907.001.25050.00001.23853526.69105498.94
1812006.10.17 08:04sell917.001.25310.00001.2361
1822006.10.18 23:00close917.001.25350.00001.2361-253.25105245.69
1832006.10.18 23:00buy927.001.25340.00001.2704
1842006.10.20 06:00close927.001.26360.00001.27046980.81112226.50
1852006.10.25 10:00sell937.001.25590.00001.2389
1862006.10.31 16:59close937.001.27180.00001.2389-10969.69101256.82
1872006.10.31 16:59buy947.001.27170.00001.2887
1882006.11.01 05:00close947.001.27620.00001.28873110.21104367.03
1892006.11.01 19:15sell957.001.27620.00001.2592
1902006.11.06 01:00close957.001.27190.00001.25923143.64107510.67
1912006.11.07 22:00sell967.001.27670.00001.2597
1922006.11.09 06:59close967.001.27710.00001.2597-173.12107337.54
1932006.11.13 09:00sell977.001.28580.00001.2688
1942006.11.14 02:00close977.001.28230.00001.26882476.71109814.25
1952006.11.15 07:00buy987.001.28180.00001.2988
1962006.11.16 08:08close987.001.28190.00001.2988-49.36109764.89
1972006.11.16 08:08sell997.001.28190.00001.2649
1982006.11.17 11:00close997.001.27920.00001.26491916.72111681.61
1992006.11.17 11:15buy1007.001.27880.00001.2958
2002006.11.20 10:00close1007.001.28340.00001.29583180.23114861.84
2012006.11.20 10:00sell1017.001.28310.00001.2661
2022006.11.21 05:00close1017.001.28210.00001.2661726.73115588.57
2032006.11.21 08:25buy1027.001.28230.00001.2993
2042006.11.22 13:00close1027.001.28630.00001.29932760.24118348.81
2052006.11.28 18:30sell1037.001.31440.00001.2974
2062006.11.30 03:05close1037.001.31580.00001.2974-873.15117475.66
2072006.11.30 03:06buy1047.001.31650.00001.3335
2082006.12.01 01:00close1047.001.32390.00001.33355140.19122615.85
2092006.12.04 05:01sell1057.001.33200.00001.3150
2102006.12.06 18:00close1057.001.33180.00001.3150193.45122809.30
2112006.12.06 18:00buy1067.001.33060.00001.3476
2122006.12.12 09:00close1067.001.32300.00001.3476-5558.67117250.63
2132006.12.12 09:00sell1077.001.32310.00001.3061
2142006.12.14 03:00close1077.001.32100.00001.30611576.88118827.50
2152006.12.15 14:30buy1087.001.31720.00001.3342
2162006.12.20 02:00close1087.001.32040.00001.33422120.62120948.12
2172006.12.20 09:00sell1097.001.32080.00001.3038
2182006.12.21 05:00close1097.001.31900.00001.30381340.16122288.28
2192006.12.21 05:00buy1107.001.31920.00001.3362
2202006.12.22 15:00close1107.001.31900.00001.3362-179.79122108.49
2212006.12.22 15:00sell1117.001.31900.00001.3020
2222006.12.26 13:01close1117.001.31390.00001.30203623.47125731.96
2232006.12.27 02:00buy1127.001.31140.00001.3284
2242006.12.27 17:00close1127.001.31230.00001.3284629.98126361.94
2252006.12.27 17:00sell1137.001.31230.00001.2953
2262006.12.28 07:03close1137.001.31290.00001.2953-339.88126022.06
2272006.12.28 07:04buy1147.001.31280.00001.3298
2282006.12.28 22:00close1147.001.31440.00001.32981119.99127142.05
2292006.12.28 22:01sell1157.001.31440.00001.2974
2302007.01.04 03:59close1157.001.31740.00001.2974-1912.96125229.09
2312007.01.09 11:00sell1167.001.30290.00001.2859
2322007.01.10 09:00close1167.001.29890.00001.28592826.72128055.81
2332007.01.10 09:00buy1177.001.29940.00001.3164
2342007.01.15 16:00close1177.001.29290.00001.3164-4749.00123306.81
2352007.01.15 16:00sell1187.001.29310.00001.2761
2362007.01.17 05:00close1187.001.29270.00001.2761333.44123640.25
2372007.01.17 05:01buy1197.001.29250.00001.3095
2382007.01.18 03:00close1197.001.29360.00001.3095650.65124290.90
2392007.01.18 11:09sell1207.001.29440.00001.2774
2402007.01.22 20:49close1207.001.29540.00001.2774-646.57123644.33
2412007.01.22 20:50buy1217.001.29550.00001.3125
2422007.01.23 22:00close1217.001.30220.00001.31254650.21128294.54
2432007.01.26 15:00buy1227.001.29220.00001.3092
2442007.01.30 08:00close1227.001.29620.00001.30922720.43131014.97
2452007.01.30 08:08sell1237.001.29560.00001.2786
2462007.01.31 16:07close1237.001.29760.00001.2786-1373.24129641.72
2472007.01.31 16:08buy1247.001.29770.00001.3147
2482007.02.01 07:00close1247.001.30310.00001.31473660.63133302.35
2492007.02.05 09:00buy1257.001.29550.00001.3125
2502007.02.07 05:29close1257.001.29800.00001.31251670.43134972.78
2512007.02.16 19:00buy1267.001.31350.00001.3305
2522007.02.19 09:12close1267.001.31410.00001.3305380.22135353.00
2532007.02.19 09:14sell1277.001.31410.00001.2971
2542007.02.21 01:59close1277.001.31500.00001.2971-576.54134776.46
2552007.02.21 22:00buy1287.001.31430.00001.3313
2562007.02.26 07:07close1287.001.31770.00001.33132181.08136957.54
2572007.02.26 08:00sell1297.001.31760.00001.3006
2582007.02.28 17:20close1297.001.32220.00001.3006-3166.55133790.99
2592007.02.28 17:20buy1307.001.32210.00001.3391
2602007.03.01 06:00close1307.001.32210.00001.3391-119.36133671.63
2612007.03.01 06:02sell1317.001.32210.00001.3051
2622007.03.02 07:00close1317.001.31750.00001.30513246.75136918.38
2632007.03.07 08:00sell1327.001.31190.00001.2949
2642007.03.09 01:04close1327.001.31390.00001.2949-1293.08135625.29
2652007.03.09 01:06buy1337.001.31400.00001.3310
2662007.03.13 03:00close1337.001.31860.00001.33103140.45138765.74
2672007.03.13 23:00sell1347.001.31890.00001.3019
2682007.03.20 14:03close1347.001.33070.00001.3019-8072.97130692.77
2692007.03.20 17:00buy1357.001.33010.00001.3471
2702007.03.21 07:04close1357.001.33150.00001.3471940.25131633.03
2712007.03.23 09:01buy1367.001.33330.00001.3503
2722007.03.27 05:00close1367.001.33250.00001.3503-639.54130993.48
2732007.03.27 16:19sell1377.001.33340.00001.3164
2742007.03.29 07:00close1377.001.33230.00001.3164876.88131870.36
2752007.03.29 07:00buy1387.001.33230.00001.3493
2762007.03.29 23:32close1387.001.33320.00001.3493630.00132500.36
2772007.03.29 23:33sell1397.001.33320.00001.3162
2782007.03.30 18:17close1397.001.33480.00001.3162-1093.28131407.08
2792007.03.30 18:17buy1407.001.33480.00001.3518
2802007.04.02 04:00close1407.001.33400.00001.3518-599.79130807.29
2812007.04.02 04:00sell1417.001.33400.00001.3170
2822007.04.04 06:00close1417.001.33380.00001.3170193.44131000.73
2832007.04.04 06:00buy1427.001.33380.00001.3508
2842007.04.04 23:59close at stop1427.001.33680.00001.35082100.00133100.73