Strategy Tester Report
Simple MACD V4 EA
FXOpen-Real1 (Build 1260)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2019.10.24 00:00 - 2020.03.04 23:30 (2019.10.24 - 2020.03.05) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | useTimeFilter=true; HourBegin=4; HourEnd=18; Risk=75; Lots=0.01; TrailingStop=330; MACD_level=222; MACD_level_Direct=6; MAGIC=123456; tp_limit=600; wait_time_b4_SL=10000; StopLoss=175; TakeProfit=450; | ||||
| Bars in test | 5356 | Ticks modelled | 2675467 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 500.00 | Spread | Current (16) | ||
| Total net profit | 1236364.72 | Gross profit | 1286637.30 | Gross loss | -50272.57 |
| Profit factor | 25.59 | Expected payoff | 61818.24 | ||
| Absolute drawdown | 353.10 | Maximal drawdown | 372000.00 (54.00%) | Relative drawdown | 84.74% (21747.94) |
| Total trades | 20 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 10 (100.00%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
| Largest | profit trade | 450000.00 | loss trade | -22000.00 | |
| Average | profit trade | 91902.66 | loss trade | -8378.76 | |
| Maximum | consecutive wins (profit in money) | 5 (328485.27) | consecutive losses (loss in money) | 2 (-31000.00) | |
| Maximal | consecutive profit (count of wins) | 450000.00 (1) | consecutive loss (count of losses) | -31000.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2019.11.15 05:00 | buy | 1 | 2.14 | 1.10310 | 0.00000 | 0.00000 | ||
| 2 | 2019.11.15 05:00 | modify | 1 | 2.14 | 1.10310 | 1.10119 | 1.10760 | ||
| 3 | 2019.11.18 05:59 | modify | 1 | 2.14 | 1.10310 | 1.10310 | 1.10760 | ||
| 4 | 2019.11.18 09:09 | modify | 1 | 2.14 | 1.10310 | 1.10312 | 1.10760 | ||
| 5 | 2019.11.18 09:22 | modify | 1 | 2.14 | 1.10310 | 1.10325 | 1.10760 | ||
| 6 | 2019.11.18 10:17 | modify | 1 | 2.14 | 1.10310 | 1.10326 | 1.10760 | ||
| 7 | 2019.11.18 11:19 | modify | 1 | 2.14 | 1.10310 | 1.10327 | 1.10760 | ||
| 8 | 2019.11.18 12:08 | modify | 1 | 2.14 | 1.10310 | 1.10328 | 1.10760 | ||
| 9 | 2019.11.18 16:50 | modify | 1 | 2.14 | 1.10310 | 1.10329 | 1.10760 | ||
| 10 | 2019.11.18 17:10 | modify | 1 | 2.14 | 1.10310 | 1.10330 | 1.10760 | ||
| 11 | 2019.11.18 17:35 | modify | 1 | 2.14 | 1.10310 | 1.10371 | 1.10760 | ||
| 12 | 2019.11.18 17:56 | modify | 1 | 2.14 | 1.10310 | 1.10427 | 1.10760 | ||
| 13 | 2019.11.18 17:56 | t/p | 1 | 2.14 | 1.10760 | 1.10427 | 1.10760 | 937.73 | 1437.73 |
| 14 | 2019.11.22 08:00 | buy | 2 | 6.16 | 1.10676 | 0.00000 | 0.00000 | ||
| 15 | 2019.11.22 08:00 | modify | 2 | 6.16 | 1.10676 | 1.10485 | 1.11126 | ||
| 16 | 2019.11.22 08:19 | close | 2 | 6.16 | 1.10682 | 1.10485 | 1.11126 | 36.96 | 1474.69 |
| 17 | 2019.11.22 12:30 | sell | 3 | 6.32 | 1.10590 | 0.00000 | 0.00000 | ||
| 18 | 2019.11.22 12:30 | modify | 3 | 6.32 | 1.10590 | 1.10781 | 1.10140 | ||
| 19 | 2019.11.22 19:55 | modify | 3 | 6.32 | 1.10590 | 1.10589 | 1.10140 | ||
| 20 | 2019.11.22 21:27 | modify | 3 | 6.32 | 1.10590 | 1.10588 | 1.10140 | ||
| 21 | 2019.11.22 21:59 | modify | 3 | 6.32 | 1.10590 | 1.10548 | 1.10140 | ||
| 22 | 2019.11.22 23:35 | modify | 3 | 6.32 | 1.10590 | 1.10547 | 1.10140 | ||
| 23 | 2019.11.25 00:33 | modify | 3 | 6.32 | 1.10590 | 1.10546 | 1.10140 | ||
| 24 | 2019.11.25 05:16 | modify | 3 | 6.32 | 1.10590 | 1.10545 | 1.10140 | ||
| 25 | 2019.11.25 11:15 | modify | 3 | 6.32 | 1.10590 | 1.10544 | 1.10140 | ||
| 26 | 2019.11.25 11:37 | t/p | 3 | 6.32 | 1.10140 | 1.10544 | 1.10140 | 2861.76 | 4336.45 |
| 27 | 2019.12.02 12:00 | sell | 4 | 18.58 | 1.10142 | 0.00000 | 0.00000 | ||
| 28 | 2019.12.02 12:00 | modify | 4 | 18.58 | 1.10142 | 1.10333 | 1.09692 | ||
| 29 | 2019.12.02 12:49 | close | 4 | 18.58 | 1.10152 | 1.10333 | 1.09692 | -185.80 | 4150.65 |
| 30 | 2019.12.02 16:00 | buy | 5 | 17.79 | 1.10343 | 0.00000 | 0.00000 | ||
| 31 | 2019.12.02 16:00 | modify | 5 | 17.79 | 1.10343 | 1.10152 | 1.10793 | ||
| 32 | 2019.12.02 17:20 | modify | 5 | 17.79 | 1.10343 | 1.10343 | 1.10793 | ||
| 33 | 2019.12.02 17:30 | modify | 5 | 17.79 | 1.10343 | 1.10413 | 1.10793 | ||
| 34 | 2019.12.02 17:47 | modify | 5 | 17.79 | 1.10343 | 1.10414 | 1.10793 | ||
| 35 | 2019.12.02 18:02 | modify | 5 | 17.79 | 1.10343 | 1.10415 | 1.10793 | ||
| 36 | 2019.12.02 18:08 | t/p | 5 | 17.79 | 1.10793 | 1.10415 | 1.10793 | 8005.50 | 12156.15 |
| 37 | 2019.12.09 15:30 | buy | 6 | 52.10 | 1.10718 | 0.00000 | 0.00000 | ||
| 38 | 2019.12.09 15:30 | modify | 6 | 52.10 | 1.10718 | 1.10527 | 1.11168 | ||
| 39 | 2019.12.09 15:39 | close | 6 | 52.10 | 1.10726 | 1.10527 | 1.11168 | 416.80 | 12572.95 |
| 40 | 2019.12.10 11:30 | buy | 7 | 53.88 | 1.10755 | 0.00000 | 0.00000 | ||
| 41 | 2019.12.10 11:30 | modify | 7 | 53.88 | 1.10755 | 1.10564 | 1.11205 | ||
| 42 | 2019.12.10 11:49 | close | 7 | 53.88 | 1.10761 | 1.10564 | 1.11205 | 323.28 | 12896.23 |
| 43 | 2019.12.18 08:00 | sell | 8 | 55.27 | 1.11349 | 0.00000 | 0.00000 | ||
| 44 | 2019.12.18 08:00 | modify | 8 | 55.27 | 1.11349 | 1.11540 | 1.10899 | ||
| 45 | 2019.12.19 13:11 | close | 8 | 55.27 | 1.11359 | 1.11540 | 1.10899 | -86.77 | 12809.45 |
| 46 | 2019.12.19 15:00 | sell | 9 | 54.90 | 1.11159 | 0.00000 | 0.00000 | ||
| 47 | 2019.12.19 15:00 | modify | 9 | 54.90 | 1.11159 | 1.11350 | 1.10709 | ||
| 48 | 2019.12.20 17:48 | modify | 9 | 54.90 | 1.11159 | 1.11158 | 1.10709 | ||
| 49 | 2019.12.20 18:14 | modify | 9 | 54.90 | 1.11159 | 1.11156 | 1.10709 | ||
| 50 | 2019.12.20 18:37 | modify | 9 | 54.90 | 1.11159 | 1.11085 | 1.10709 | ||
| 51 | 2019.12.20 19:25 | modify | 9 | 54.90 | 1.11159 | 1.11075 | 1.10709 | ||
| 52 | 2019.12.20 19:57 | t/p | 9 | 54.90 | 1.10709 | 1.11075 | 1.10709 | 24859.27 | 37668.72 |
| 53 | 2020.01.03 04:00 | buy | 10 | 161.44 | 1.11752 | 0.00000 | 0.00000 | ||
| 54 | 2020.01.03 04:00 | modify | 10 | 161.44 | 1.11752 | 1.11561 | 1.12202 | ||
| 55 | 2020.01.03 04:04 | close | 10 | 161.44 | 1.11758 | 1.11561 | 1.12202 | 968.64 | 38637.36 |
| 56 | 2020.01.03 06:00 | sell | 11 | 165.59 | 1.11719 | 0.00000 | 0.00000 | ||
| 57 | 2020.01.03 06:00 | modify | 11 | 165.59 | 1.11719 | 1.11910 | 1.11269 | ||
| 58 | 2020.01.03 12:08 | modify | 11 | 165.59 | 1.11719 | 1.11717 | 1.11269 | ||
| 59 | 2020.01.03 12:21 | modify | 11 | 165.59 | 1.11719 | 1.11698 | 1.11269 | ||
| 60 | 2020.01.03 12:42 | modify | 11 | 165.59 | 1.11719 | 1.11668 | 1.11269 | ||
| 61 | 2020.01.03 13:04 | modify | 11 | 165.59 | 1.11719 | 1.11665 | 1.11269 | ||
| 62 | 2020.01.03 13:27 | modify | 11 | 165.59 | 1.11719 | 1.11653 | 1.11269 | ||
| 63 | 2020.01.03 13:35 | t/p | 11 | 165.59 | 1.11269 | 1.11653 | 1.11269 | 74515.50 | 113152.86 |
| 64 | 2020.01.06 11:30 | buy | 12 | 484.94 | 1.11805 | 0.00000 | 0.00000 | ||
| 65 | 2020.01.06 11:30 | modify | 12 | 484.94 | 1.11805 | 1.11614 | 1.12255 | ||
| 66 | 2020.01.06 11:32 | close | 12 | 484.94 | 1.11811 | 1.11614 | 1.12255 | 2909.64 | 116062.50 |
| 67 | 2020.01.07 16:30 | sell | 13 | 497.41 | 1.11576 | 0.00000 | 0.00000 | ||
| 68 | 2020.01.07 16:30 | modify | 13 | 497.41 | 1.11576 | 1.11767 | 1.11126 | ||
| 69 | 2020.01.08 13:21 | modify | 13 | 497.41 | 1.11576 | 1.11572 | 1.11126 | ||
| 70 | 2020.01.08 14:28 | modify | 13 | 497.41 | 1.11576 | 1.11571 | 1.11126 | ||
| 71 | 2020.01.08 14:48 | modify | 13 | 497.41 | 1.11576 | 1.11568 | 1.11126 | ||
| 72 | 2020.01.08 15:03 | modify | 13 | 497.41 | 1.11576 | 1.11501 | 1.11126 | ||
| 73 | 2020.01.08 15:15 | t/p | 13 | 497.41 | 1.11126 | 1.11501 | 1.11126 | 225232.22 | 341294.72 |
| 74 | 2020.01.14 15:00 | sell | 14 | 1000.00 | 1.11206 | 0.00000 | 0.00000 | ||
| 75 | 2020.01.14 15:00 | modify | 14 | 1000.00 | 1.11206 | 1.11397 | 1.10756 | ||
| 76 | 2020.01.14 17:04 | close | 14 | 1000.00 | 1.11216 | 1.11397 | 1.10756 | -10000.00 | 331294.72 |
| 77 | 2020.01.15 06:30 | buy | 15 | 1000.00 | 1.11333 | 0.00000 | 0.00000 | ||
| 78 | 2020.01.15 06:30 | modify | 15 | 1000.00 | 1.11333 | 1.11142 | 1.11783 | ||
| 79 | 2020.01.16 14:30 | modify | 15 | 1000.00 | 1.11333 | 1.11335 | 1.11783 | ||
| 80 | 2020.01.16 14:46 | modify | 15 | 1000.00 | 1.11333 | 1.11337 | 1.11783 | ||
| 81 | 2020.01.16 15:07 | modify | 15 | 1000.00 | 1.11333 | 1.11355 | 1.11783 | ||
| 82 | 2020.01.16 17:00 | close | 15 | 1000.00 | 1.11414 | 1.11355 | 1.11783 | 45570.00 | 376864.72 |
| 83 | 2020.01.31 06:30 | sell | 16 | 1000.00 | 1.10237 | 0.00000 | 0.00000 | ||
| 84 | 2020.01.31 06:30 | modify | 16 | 1000.00 | 1.10237 | 1.10428 | 1.09787 | ||
| 85 | 2020.01.31 07:45 | close | 16 | 1000.00 | 1.10246 | 1.10428 | 1.09787 | -9000.00 | 367864.72 |
| 86 | 2020.01.31 13:30 | buy | 17 | 1000.00 | 1.10318 | 0.00000 | 0.00000 | ||
| 87 | 2020.01.31 13:30 | modify | 17 | 1000.00 | 1.10318 | 1.10127 | 1.10768 | ||
| 88 | 2020.01.31 16:46 | modify | 17 | 1000.00 | 1.10318 | 1.10318 | 1.10768 | ||
| 89 | 2020.01.31 17:53 | modify | 17 | 1000.00 | 1.10318 | 1.10319 | 1.10768 | ||
| 90 | 2020.01.31 17:58 | t/p | 17 | 1000.00 | 1.10768 | 1.10319 | 1.10768 | 450000.00 | 817864.72 |
| 91 | 2020.02.04 16:30 | sell | 18 | 1000.00 | 1.10461 | 0.00000 | 0.00000 | ||
| 92 | 2020.02.04 16:30 | modify | 18 | 1000.00 | 1.10461 | 1.10652 | 1.10011 | ||
| 93 | 2020.02.04 17:03 | close | 18 | 1000.00 | 1.10483 | 1.10652 | 1.10011 | -22000.00 | 795864.72 |
| 94 | 2020.02.24 08:30 | sell | 19 | 1000.00 | 1.08183 | 0.00000 | 0.00000 | ||
| 95 | 2020.02.24 08:30 | modify | 19 | 1000.00 | 1.08183 | 1.08374 | 1.07733 | ||
| 96 | 2020.02.24 08:30 | close | 19 | 1000.00 | 1.08192 | 1.08374 | 1.07733 | -9000.00 | 786864.72 |
| 97 | 2020.02.24 11:30 | buy | 20 | 1000.00 | 1.08223 | 0.00000 | 0.00000 | ||
| 98 | 2020.02.24 11:30 | modify | 20 | 1000.00 | 1.08223 | 1.08032 | 1.08673 | ||
| 99 | 2020.02.24 17:07 | modify | 20 | 1000.00 | 1.08223 | 1.08223 | 1.08673 | ||
| 100 | 2020.02.24 17:17 | modify | 20 | 1000.00 | 1.08223 | 1.08224 | 1.08673 | ||
| 101 | 2020.02.24 17:28 | modify | 20 | 1000.00 | 1.08223 | 1.08225 | 1.08673 | ||
| 102 | 2020.02.24 17:36 | modify | 20 | 1000.00 | 1.08223 | 1.08247 | 1.08673 | ||
| 103 | 2020.02.24 17:55 | modify | 20 | 1000.00 | 1.08223 | 1.08249 | 1.08673 | ||
| 104 | 2020.02.24 18:03 | modify | 20 | 1000.00 | 1.08223 | 1.08284 | 1.08673 | ||
| 105 | 2020.02.24 18:30 | modify | 20 | 1000.00 | 1.08223 | 1.08285 | 1.08673 | ||
| 106 | 2020.02.24 19:11 | modify | 20 | 1000.00 | 1.08223 | 1.08286 | 1.08673 | ||
| 107 | 2020.02.24 19:24 | modify | 20 | 1000.00 | 1.08223 | 1.08288 | 1.08673 | ||
| 108 | 2020.02.24 19:26 | t/p | 20 | 1000.00 | 1.08673 | 1.08288 | 1.08673 | 450000.00 | 1236864.72 |