Strategy Tester Report
PSAR MACD 5min EA
FXOpen-Real1 (Build 1260)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2019.12.18 00:00 - 2020.03.10 23:00 (2019.12.18 - 2020.03.11) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RiskPercent=95; Expert_Name="---- MACD PSAR by TF ----"; MagicNumberBase=10000; SignalMail=false; EachTickMode=false; Lots=1; MaxSpread=8; Slippage=3; StopLossMode=true; StopLoss=350; TakeProfitMode=true; TakeProfit=700; TrailingStopMode=false; TrailingStop=150; Time_Period_="Use 15 or 5 "; Time_Period__="Recommended 5 "; Time_Period=0; Lower_Time_Period_="Use 5 or 1 (Lower than that used above)"; Lower_Time_Period=0; macdFast=6; macdSlow=54; macdSignal=30; sm0="--Trading Hours Filter--"; useTimeFilter=true; HourBegin=0; HourEnd=14; | ||||
| Bars in test | 2393 | Ticks modelled | 2478801 | Modelling quality | 90.00% |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 500.00 | Spread | Current (19) | ||
| Total net profit | 1837284.67 | Gross profit | 1878403.15 | Gross loss | -41118.48 |
| Profit factor | 45.68 | Expected payoff | 57415.15 | ||
| Absolute drawdown | 218.08 | Maximal drawdown | 678000.00 (52.05%) | Relative drawdown | 82.25% (3916.30) |
| Total trades | 32 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 15 (66.67%) |
| Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.13%) | ||
| Largest | profit trade | 691100.00 | loss trade | -28813.12 | |
| Average | profit trade | 81669.70 | loss trade | -4568.72 | |
| Maximum | consecutive wins (profit in money) | 9 (87168.99) | consecutive losses (loss in money) | 3 (-1898.80) | |
| Maximal | consecutive profit (count of wins) | 1784876.59 (5) | consecutive loss (count of losses) | -36826.57 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.12.18 14:00 | sell | 1 | 1.36 | 1.11272 | 1.11622 | 1.10572 | ||
| 2 | 2019.12.18 19:00 | close | 1 | 1.36 | 1.11131 | 1.11622 | 1.10572 | 191.76 | 691.76 |
| 3 | 2019.12.24 14:00 | sell | 2 | 1.88 | 1.10727 | 1.11077 | 1.10027 | ||
| 4 | 2019.12.24 19:00 | close | 2 | 1.88 | 1.10854 | 1.11077 | 1.10027 | -238.76 | 453.00 |
| 5 | 2019.12.26 22:00 | buy | 3 | 1.23 | 1.11041 | 1.10691 | 1.11741 | ||
| 6 | 2019.12.27 17:28 | t/p | 3 | 1.23 | 1.11741 | 1.10691 | 1.11741 | 850.05 | 1303.05 |
| 7 | 2019.12.27 18:00 | buy | 4 | 3.54 | 1.11639 | 1.11289 | 1.12339 | ||
| 8 | 2019.12.30 01:00 | close | 4 | 3.54 | 1.11761 | 1.11289 | 1.12339 | 400.37 | 1703.43 |
| 9 | 2020.01.02 15:00 | sell | 5 | 4.62 | 1.11922 | 1.12272 | 1.11222 | ||
| 10 | 2020.01.03 18:00 | close | 5 | 4.62 | 1.11647 | 1.12272 | 1.11222 | 1274.66 | 2978.09 |
| 11 | 2020.01.06 14:00 | buy | 6 | 8.08 | 1.12042 | 1.11692 | 1.12742 | ||
| 12 | 2020.01.07 03:00 | close | 6 | 8.08 | 1.11888 | 1.11692 | 1.12742 | -1316.23 | 1661.85 |
| 13 | 2020.01.07 14:00 | sell | 7 | 4.51 | 1.11811 | 1.12161 | 1.11111 | ||
| 14 | 2020.01.08 00:00 | close | 7 | 4.51 | 1.11528 | 1.12161 | 1.11111 | 1280.39 | 2942.24 |
| 15 | 2020.01.08 16:00 | sell | 8 | 7.99 | 1.11191 | 1.11541 | 1.10491 | ||
| 16 | 2020.01.09 04:00 | close | 8 | 7.99 | 1.11185 | 1.11541 | 1.10491 | 69.51 | 3011.76 |
| 17 | 2020.01.10 22:00 | buy | 9 | 8.17 | 1.11231 | 1.10881 | 1.11931 | ||
| 18 | 2020.01.13 12:00 | close | 9 | 8.17 | 1.11144 | 1.10881 | 1.11931 | -783.50 | 2228.25 |
| 19 | 2020.01.13 23:00 | buy | 10 | 6.05 | 1.11388 | 1.11038 | 1.12088 | ||
| 20 | 2020.01.14 14:00 | close | 10 | 6.05 | 1.11296 | 1.11038 | 1.12088 | -610.45 | 1617.81 |
| 21 | 2020.01.14 17:00 | sell | 11 | 4.39 | 1.11210 | 1.11560 | 1.10510 | ||
| 22 | 2020.01.14 21:00 | close | 11 | 4.39 | 1.11325 | 1.11560 | 1.10510 | -504.85 | 1112.96 |
| 23 | 2020.01.15 15:00 | buy | 12 | 3.02 | 1.11430 | 1.11080 | 1.12130 | ||
| 24 | 2020.01.16 10:00 | close | 12 | 3.02 | 1.11468 | 1.11080 | 1.12130 | 34.13 | 1147.08 |
| 25 | 2020.01.16 20:00 | sell | 13 | 3.11 | 1.11338 | 1.11688 | 1.10638 | ||
| 26 | 2020.01.20 02:00 | close | 13 | 3.11 | 1.10956 | 1.11688 | 1.10638 | 1193.62 | 2340.70 |
| 27 | 2020.01.20 14:00 | sell | 14 | 6.35 | 1.10849 | 1.11199 | 1.10149 | ||
| 28 | 2020.01.20 22:00 | close | 14 | 6.35 | 1.10929 | 1.11199 | 1.10149 | -508.00 | 1832.70 |
| 29 | 2020.01.23 20:00 | sell | 15 | 4.97 | 1.10502 | 1.10852 | 1.09802 | ||
| 30 | 2020.01.24 23:00 | close | 15 | 4.97 | 1.10289 | 1.10852 | 1.09802 | 1063.08 | 2895.78 |
| 31 | 2020.01.29 14:00 | sell | 16 | 7.86 | 1.10008 | 1.10358 | 1.09308 | ||
| 32 | 2020.01.29 19:00 | close | 16 | 7.86 | 1.10050 | 1.10358 | 1.09308 | -330.12 | 2565.66 |
| 33 | 2020.01.30 15:00 | buy | 17 | 6.96 | 1.10238 | 1.09888 | 1.10938 | ||
| 34 | 2020.01.31 03:00 | close | 17 | 6.96 | 1.10313 | 1.09888 | 1.10938 | 460.06 | 3025.72 |
| 35 | 2020.01.31 17:00 | buy | 18 | 8.21 | 1.10636 | 1.10286 | 1.11336 | ||
| 36 | 2020.02.03 04:00 | close | 18 | 8.21 | 1.10827 | 1.10286 | 1.11336 | 1495.04 | 4520.76 |
| 37 | 2020.02.04 18:00 | sell | 19 | 12.27 | 1.10374 | 1.10724 | 1.09674 | ||
| 38 | 2020.02.06 09:00 | close | 19 | 12.27 | 1.10010 | 1.10724 | 1.09674 | 4510.45 | 9031.21 |
| 39 | 2020.02.06 20:00 | sell | 20 | 24.51 | 1.09741 | 1.10091 | 1.09041 | ||
| 40 | 2020.02.07 18:00 | close | 20 | 24.51 | 1.09645 | 1.10091 | 1.09041 | 2375.02 | 11406.23 |
| 41 | 2020.02.07 22:00 | sell | 21 | 30.96 | 1.09454 | 1.09804 | 1.08754 | ||
| 42 | 2020.02.11 06:00 | close | 21 | 30.96 | 1.09146 | 1.09804 | 1.08754 | 9591.41 | 20997.64 |
| 43 | 2020.02.12 18:00 | sell | 22 | 56.99 | 1.08936 | 1.09286 | 1.08236 | ||
| 44 | 2020.02.13 11:00 | close | 22 | 56.99 | 1.08880 | 1.09286 | 1.08236 | 3345.31 | 24342.95 |
| 45 | 2020.02.13 17:00 | sell | 23 | 66.07 | 1.08546 | 1.08896 | 1.07846 | ||
| 46 | 2020.02.14 11:00 | close | 23 | 66.07 | 1.08442 | 1.08896 | 1.07846 | 6930.74 | 31273.70 |
| 47 | 2020.02.18 14:00 | sell | 24 | 84.89 | 1.08247 | 1.08597 | 1.07547 | ||
| 48 | 2020.02.19 10:00 | close | 24 | 84.89 | 1.08032 | 1.08597 | 1.07547 | 18327.75 | 49601.45 |
| 49 | 2020.02.21 14:00 | buy | 25 | 134.63 | 1.08071 | 1.07721 | 1.08771 | ||
| 50 | 2020.02.24 02:00 | close | 25 | 134.63 | 1.08378 | 1.07721 | 1.08771 | 40133.20 | 89734.65 |
| 51 | 2020.02.24 21:00 | buy | 26 | 243.57 | 1.08650 | 1.08300 | 1.09350 | ||
| 52 | 2020.02.25 05:00 | close | 26 | 243.57 | 1.08626 | 1.08300 | 1.09350 | -8013.45 | 81721.20 |
| 53 | 2020.02.25 21:00 | buy | 27 | 221.81 | 1.08781 | 1.08431 | 1.09481 | ||
| 54 | 2020.02.26 06:00 | close | 27 | 221.81 | 1.08660 | 1.08431 | 1.09481 | -28813.12 | 52908.08 |
| 55 | 2020.02.27 14:00 | buy | 28 | 143.61 | 1.09464 | 1.09114 | 1.10164 | ||
| 56 | 2020.02.27 21:00 | close | 28 | 143.61 | 1.09881 | 1.09114 | 1.10164 | 59885.37 | 112793.45 |
| 57 | 2020.03.02 15:00 | buy | 29 | 306.15 | 1.11132 | 1.10782 | 1.11832 | ||
| 58 | 2020.03.02 19:14 | t/p | 29 | 306.15 | 1.11832 | 1.10782 | 1.11832 | 214305.00 | 327098.45 |
| 59 | 2020.03.05 15:00 | buy | 30 | 887.84 | 1.11896 | 1.11546 | 1.12596 | ||
| 60 | 2020.03.06 10:32 | t/p | 30 | 887.84 | 1.12596 | 1.11546 | 1.12596 | 613586.22 | 940684.67 |
| 61 | 2020.03.06 15:00 | buy | 31 | 1000.00 | 1.13178 | 1.12828 | 1.13878 | ||
| 62 | 2020.03.09 01:48 | t/p | 31 | 1000.00 | 1.13878 | 1.12828 | 1.13878 | 691100.00 | 1631784.67 |
| 63 | 2020.03.10 23:00 | sell | 32 | 1000.00 | 1.12998 | 1.13348 | 1.12298 | ||
| 64 | 2020.03.10 23:59 | close at stop | 32 | 1000.00 | 1.12792 | 1.13348 | 1.12298 | 206000.00 | 1837784.67 |