Strategy Tester: Exp - MACD 2 types

Strategy Tester Report

Прибыльные идеи для Forex

Лучший брокер

Exp - MACD 2 types

Alpari-Demo (Build 670)

Symbol		EURCHF (Euro vs Swiss Franc)
Period		30 Minutes (M30) 2014.01.30 18:00 - 2014.08.04 21:30 (2014.01.01 - 2014.08.15)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		shift=1; RaznicaType1=0.00001; UrovenType2=0; Type1or2=1; Indicators_=" Настройки индикатора"; fast_ema_period=12; slow_ema_period=26; signal_period=9; applied_price=0; In_=" Настройки входа"; ReverseSignal=false; trade_="Настройки торговли"; StopOrderUSE=false; StopOrderDeltaifUSE=0; OrderLiveMinutes=0; Magic=777; StopLoss=0; TakeProfit=0; Slippage=0; MarketWatch=false; ClosePosifChange=false; ONlyOnePosbySignal=false; autolot_="Настройки автолота"; Lots=0.1; DynamicLot=false; LotBalancePcnt=20; MaxLot=999; Martin=1; timetrade_="Настройки времени торговли"; OpenHour=0; OpenMinute=0; CloseHour=23; CloseMinute=59; Trailing_="Настройки трейлингстопа"; TrailingStopUSE=false; IfProfTrail=false; TrailingStop=0; TrailingStep=1; Trailing_SAR="Настройки трейлингстопа SAR"; TrailingStopSAR=false; step=0.02; maximum=0.2; CloseProfitLoss=" Настройки закрытия по общему профиту"; сlose="= 1 - Доллар, 2 -Пункты ,3 -%Эквити ,4 -%Баланс"; TypeofClose=1; CloseProfit=false; prifitessss=10; CloseLoss=false; lossss=-10; OFFAllEaAfterClosePROF=false; OFFAllEaAfterCloseLOSS=false; BU_="Настройки безубытка"; MovingInWLUSE=false; LevelWLoss=0; LevelProfit=0; fdf="CloseMinusByPlus"; CMbP=false; DayOpenToCheckMinus=0; LotStartToheck=0; TypyClose=1; MinLossPoss_in_unit=-50; ProfitPerLoss_in_unit=5; MaxPos_in_Class=5; FirstSymbolClose=true;

Bars in test	6438	Ticks modelled	3083062	Modelling quality	n/a
Mismatched charts errors	9445

Initial deposit	10000.00			Spread	10
Total net profit	-1146.00	Gross profit	3184.41	Gross loss	-4330.42
Profit factor	0.74	Expected payoff	-11.46
Absolute drawdown	1146.44	Maximal drawdown	2163.89 (19.64%)	Relative drawdown	19.64% (2163.89)

Total trades	100	Short positions (won %)	51 (100.00%)	Long positions (won %)	49 (0.00%)
		Profit trades (% of total)	51 (51.00%)	Loss trades (% of total)	49 (49.00%)
Largest		profit trade	78.24	loss trade	-122.09
Average		profit trade	62.44	loss trade	-88.38
Maximum		consecutive wins (profit in money)	19 (1145.60)	consecutive losses (loss in money)	23 (-1576.23)
Maximal		consecutive profit (count of wins)	1145.60 (19)	consecutive loss (count of losses)	-2255.37 (21)
Average		consecutive wins	10	consecutive losses	12

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.01.30 21:30	sell	1	0.10	1.22376	0.00000	0.00000
2	2014.01.30 22:00	sell	2	0.10	1.22392	0.00000	0.00000
3	2014.01.30 22:30	sell	3	0.10	1.22402	0.00000	0.00000
4	2014.01.30 23:00	sell	4	0.10	1.22416	0.00000	0.00000
5	2014.01.30 23:30	sell	5	0.10	1.22381	0.00000	0.00000
6	2014.01.31 00:00	sell	6	0.10	1.22362	0.00000	0.00000
7	2014.01.31 00:30	sell	7	0.10	1.22323	0.00000	0.00000
8	2014.01.31 01:00	sell	8	0.10	1.22338	0.00000	0.00000
9	2014.01.31 09:00	buy	9	0.10	1.22349	0.00000	0.00000
10	2014.01.31 09:30	buy	10	0.10	1.22398	0.00000	0.00000
11	2014.01.31 10:00	buy	11	0.10	1.22342	0.00000	0.00000
12	2014.01.31 10:30	buy	12	0.10	1.22423	0.00000	0.00000
13	2014.01.31 12:00	buy	13	0.10	1.22290	0.00000	0.00000
14	2014.01.31 12:30	buy	14	0.10	1.22336	0.00000	0.00000
15	2014.01.31 13:00	buy	15	0.10	1.22336	0.00000	0.00000
16	2014.01.31 19:30	buy	16	0.10	1.22239	0.00000	0.00000
17	2014.01.31 20:00	buy	17	0.10	1.22216	0.00000	0.00000
18	2014.01.31 20:30	buy	18	0.10	1.22227	0.00000	0.00000
19	2014.01.31 21:00	buy	19	0.10	1.22218	0.00000	0.00000
20	2014.01.31 21:30	buy	20	0.10	1.22271	0.00000	0.00000
21	2014.01.31 22:00	buy	21	0.10	1.22383	0.00000	0.00000
22	2014.01.31 22:30	buy	22	0.10	1.22256	0.00000	0.00000
23	2014.01.31 23:00	buy	23	0.10	1.22286	0.00000	0.00000
24	2014.01.31 23:30	buy	24	0.10	1.22265	0.00000	0.00000
25	2014.02.03 00:00	buy	25	0.10	1.22224	0.00000	0.00000
26	2014.02.03 00:30	buy	26	0.10	1.22254	0.00000	0.00000
27	2014.02.03 01:00	buy	27	0.10	1.22240	0.00000	0.00000
28	2014.02.03 01:30	buy	28	0.10	1.22272	0.00000	0.00000
29	2014.02.03 02:00	buy	29	0.10	1.22270	0.00000	0.00000
30	2014.02.03 08:00	sell	30	0.10	1.22256	0.00000	0.00000
31	2014.02.03 23:00	buy	31	0.10	1.21923	0.00000	0.00000
32	2014.02.03 23:30	buy	32	0.10	1.21890	0.00000	0.00000
33	2014.02.04 00:00	buy	33	0.10	1.21857	0.00000	0.00000
34	2014.02.04 00:30	buy	34	0.10	1.21881	0.00000	0.00000
35	2014.02.04 01:00	buy	35	0.10	1.21926	0.00000	0.00000
36	2014.02.04 01:30	buy	36	0.10	1.21911	0.00000	0.00000
37	2014.02.04 02:00	buy	37	0.10	1.21882	0.00000	0.00000
38	2014.02.04 02:30	buy	38	0.10	1.21908	0.00000	0.00000
39	2014.02.04 03:00	buy	39	0.10	1.21941	0.00000	0.00000
40	2014.02.04 03:30	buy	40	0.10	1.21889	0.00000	0.00000
41	2014.02.04 04:00	buy	41	0.10	1.21937	0.00000	0.00000
42	2014.02.04 04:30	buy	42	0.10	1.21969	0.00000	0.00000
43	2014.02.04 05:00	buy	43	0.10	1.21986	0.00000	0.00000
44	2014.02.04 05:30	buy	44	0.10	1.21940	0.00000	0.00000
45	2014.02.04 06:00	buy	45	0.10	1.21965	0.00000	0.00000
46	2014.02.04 06:30	buy	46	0.10	1.22022	0.00000	0.00000
47	2014.02.04 07:00	buy	47	0.10	1.21949	0.00000	0.00000
48	2014.02.04 07:30	buy	48	0.10	1.22033	0.00000	0.00000
49	2014.02.04 08:00	buy	49	0.10	1.21974	0.00000	0.00000
50	2014.02.04 08:30	buy	50	0.10	1.21939	0.00000	0.00000
51	2014.02.04 09:00	buy	51	0.10	1.21933	0.00000	0.00000
52	2014.02.04 09:30	buy	52	0.10	1.21971	0.00000	0.00000
53	2014.02.04 10:00	buy	53	0.10	1.22019	0.00000	0.00000
54	2014.02.04 21:00	sell	54	0.10	1.22216	0.00000	0.00000
55	2014.02.04 21:30	sell	55	0.10	1.22238	0.00000	0.00000
56	2014.02.04 22:00	sell	56	0.10	1.22221	0.00000	0.00000
57	2014.02.04 22:30	sell	57	0.10	1.22190	0.00000	0.00000
58	2014.02.04 23:00	sell	58	0.10	1.22186	0.00000	0.00000
59	2014.02.04 23:30	sell	59	0.10	1.22179	0.00000	0.00000
60	2014.02.05 00:00	sell	60	0.10	1.22148	0.00000	0.00000
61	2014.02.05 00:30	sell	61	0.10	1.22148	0.00000	0.00000
62	2014.02.05 01:00	sell	62	0.10	1.22148	0.00000	0.00000
63	2014.02.05 01:30	sell	63	0.10	1.22153	0.00000	0.00000
64	2014.02.05 02:00	sell	64	0.10	1.22177	0.00000	0.00000
65	2014.02.05 02:30	sell	65	0.10	1.22144	0.00000	0.00000
66	2014.02.05 03:00	sell	66	0.10	1.22153	0.00000	0.00000
67	2014.02.05 03:30	sell	67	0.10	1.22157	0.00000	0.00000
68	2014.02.05 08:30	buy	68	0.10	1.22180	0.00000	0.00000
69	2014.02.05 09:00	buy	69	0.10	1.22188	0.00000	0.00000
70	2014.02.05 09:30	buy	70	0.10	1.22176	0.00000	0.00000
71	2014.02.05 15:30	sell	71	0.10	1.22079	0.00000	0.00000
72	2014.02.05 16:00	sell	72	0.10	1.22205	0.00000	0.00000
73	2014.02.05 16:30	sell	73	0.10	1.22253	0.00000	0.00000
74	2014.02.05 17:00	sell	74	0.10	1.22202	0.00000	0.00000
75	2014.02.05 17:30	sell	75	0.10	1.22171	0.00000	0.00000
76	2014.02.05 18:00	sell	76	0.10	1.22220	0.00000	0.00000
77	2014.02.05 18:30	sell	77	0.10	1.22244	0.00000	0.00000
78	2014.02.05 19:00	sell	78	0.10	1.22232	0.00000	0.00000
79	2014.02.06 05:00	sell	79	0.10	1.22314	0.00000	0.00000
80	2014.02.06 05:30	sell	80	0.10	1.22308	0.00000	0.00000
81	2014.02.06 06:00	sell	81	0.10	1.22298	0.00000	0.00000
82	2014.02.06 06:30	sell	82	0.10	1.22330	0.00000	0.00000
83	2014.02.06 07:00	sell	83	0.10	1.22312	0.00000	0.00000
84	2014.02.06 07:30	sell	84	0.10	1.22320	0.00000	0.00000
85	2014.02.06 08:00	sell	85	0.10	1.22309	0.00000	0.00000
86	2014.02.06 08:30	sell	86	0.10	1.22309	0.00000	0.00000
87	2014.02.06 09:00	sell	87	0.10	1.22283	0.00000	0.00000
88	2014.02.06 09:30	sell	88	0.10	1.22253	0.00000	0.00000
89	2014.02.06 10:00	sell	89	0.10	1.22273	0.00000	0.00000
90	2014.02.06 17:30	buy	90	0.10	1.22303	0.00000	0.00000
91	2014.02.06 18:00	buy	91	0.10	1.22296	0.00000	0.00000
92	2014.02.07 03:00	sell	92	0.10	1.22391	0.00000	0.00000
93	2014.02.07 03:30	sell	93	0.10	1.22404	0.00000	0.00000
94	2014.02.07 04:00	sell	94	0.10	1.22419	0.00000	0.00000
95	2014.02.07 04:30	sell	95	0.10	1.22421	0.00000	0.00000
96	2014.02.07 05:00	sell	96	0.10	1.22404	0.00000	0.00000
97	2014.02.07 05:30	sell	97	0.10	1.22392	0.00000	0.00000
98	2014.02.07 06:00	sell	98	0.10	1.22380	0.00000	0.00000
99	2014.02.07 06:30	sell	99	0.10	1.22384	0.00000	0.00000
100	2014.02.07 07:00	sell	100	0.10	1.22382	0.00000	0.00000
101	2014.08.04 21:56	close at stop	100	0.10	1.21676	0.00000	0.00000	73.94	10073.94
102	2014.08.04 21:56	close at stop	99	0.10	1.21676	0.00000	0.00000	74.16	10148.11
103	2014.08.04 21:56	close at stop	98	0.10	1.21676	0.00000	0.00000	73.72	10221.83
104	2014.08.04 21:56	close at stop	97	0.10	1.21676	0.00000	0.00000	75.04	10296.87
105	2014.08.04 21:56	close at stop	96	0.10	1.21676	0.00000	0.00000	76.37	10373.24
106	2014.08.04 21:56	close at stop	95	0.10	1.21676	0.00000	0.00000	78.24	10451.49
107	2014.08.04 21:56	close at stop	94	0.10	1.21676	0.00000	0.00000	78.02	10529.51
108	2014.08.04 21:56	close at stop	93	0.10	1.21676	0.00000	0.00000	76.37	10605.88
109	2014.08.04 21:56	close at stop	92	0.10	1.21676	0.00000	0.00000	74.93	10680.82
110	2014.08.04 21:56	close at stop	91	0.10	1.21666	0.00000	0.00000	-106.82	10574.00
111	2014.08.04 21:56	close at stop	90	0.10	1.21666	0.00000	0.00000	-107.59	10466.41
112	2014.08.04 21:56	close at stop	89	0.10	1.21676	0.00000	0.00000	61.90	10528.31
113	2014.08.04 21:56	close at stop	88	0.10	1.21676	0.00000	0.00000	59.70	10588.01
114	2014.08.04 21:56	close at stop	87	0.10	1.21676	0.00000	0.00000	63.00	10651.01
115	2014.08.04 21:56	close at stop	86	0.10	1.21676	0.00000	0.00000	65.87	10716.88
116	2014.08.04 21:56	close at stop	85	0.10	1.21676	0.00000	0.00000	65.87	10782.75
117	2014.08.04 21:56	close at stop	84	0.10	1.21676	0.00000	0.00000	67.08	10849.83
118	2014.08.04 21:56	close at stop	83	0.10	1.21676	0.00000	0.00000	66.20	10916.03
119	2014.08.04 21:56	close at stop	82	0.10	1.21676	0.00000	0.00000	68.19	10984.22
120	2014.08.04 21:56	close at stop	81	0.10	1.21676	0.00000	0.00000	64.66	11048.88
121	2014.08.04 21:56	close at stop	80	0.10	1.21676	0.00000	0.00000	65.76	11114.64
122	2014.08.04 21:56	close at stop	79	0.10	1.21676	0.00000	0.00000	66.42	11181.06
123	2014.08.04 21:56	close at stop	78	0.10	1.21676	0.00000	0.00000	57.31	11238.38
124	2014.08.04 21:56	close at stop	77	0.10	1.21676	0.00000	0.00000	58.63	11297.01
125	2014.08.04 21:56	close at stop	76	0.10	1.21676	0.00000	0.00000	55.99	11353.01
126	2014.08.04 21:56	close at stop	75	0.10	1.21676	0.00000	0.00000	50.58	11403.59
127	2014.08.04 21:56	close at stop	74	0.10	1.21676	0.00000	0.00000	54.00	11457.59
128	2014.08.04 21:56	close at stop	73	0.10	1.21676	0.00000	0.00000	59.63	11517.23
129	2014.08.04 21:56	close at stop	72	0.10	1.21676	0.00000	0.00000	54.33	11571.56
130	2014.08.04 21:56	close at stop	71	0.10	1.21676	0.00000	0.00000	40.44	11612.01
131	2014.08.04 21:56	close at stop	70	0.10	1.21666	0.00000	0.00000	-94.21	11517.79
132	2014.08.04 21:56	close at stop	69	0.10	1.21666	0.00000	0.00000	-95.54	11422.25
133	2014.08.04 21:56	close at stop	68	0.10	1.21666	0.00000	0.00000	-94.65	11327.60
134	2014.08.04 21:56	close at stop	67	0.10	1.21676	0.00000	0.00000	49.04	11376.64
135	2014.08.04 21:56	close at stop	66	0.10	1.21676	0.00000	0.00000	48.60	11425.25
136	2014.08.04 21:56	close at stop	65	0.10	1.21676	0.00000	0.00000	47.61	11472.86
137	2014.08.04 21:56	close at stop	64	0.10	1.21676	0.00000	0.00000	51.24	11524.11
138	2014.08.04 21:56	close at stop	63	0.10	1.21676	0.00000	0.00000	48.60	11572.71
139	2014.08.04 21:56	close at stop	62	0.10	1.21676	0.00000	0.00000	48.05	11620.76
140	2014.08.04 21:56	close at stop	61	0.10	1.21676	0.00000	0.00000	48.05	11668.82
141	2014.08.04 21:56	close at stop	60	0.10	1.21676	0.00000	0.00000	48.05	11716.87
142	2014.08.04 21:56	close at stop	59	0.10	1.21676	0.00000	0.00000	51.44	11768.31
143	2014.08.04 21:56	close at stop	58	0.10	1.21676	0.00000	0.00000	52.22	11820.53
144	2014.08.04 21:56	close at stop	57	0.10	1.21676	0.00000	0.00000	52.66	11873.20
145	2014.08.04 21:56	close at stop	56	0.10	1.21676	0.00000	0.00000	56.08	11929.28
146	2014.08.04 21:56	close at stop	55	0.10	1.21676	0.00000	0.00000	57.95	11987.23
147	2014.08.04 21:56	close at stop	54	0.10	1.21676	0.00000	0.00000	55.53	12042.76
148	2014.08.04 21:56	close at stop	53	0.10	1.21666	0.00000	0.00000	-77.10	11965.66
149	2014.08.04 21:56	close at stop	52	0.10	1.21666	0.00000	0.00000	-71.81	11893.85
150	2014.08.04 21:56	close at stop	51	0.10	1.21666	0.00000	0.00000	-67.62	11826.22
151	2014.08.04 21:56	close at stop	50	0.10	1.21666	0.00000	0.00000	-68.28	11757.94
152	2014.08.04 21:56	close at stop	49	0.10	1.21666	0.00000	0.00000	-72.14	11685.80
153	2014.08.04 21:56	close at stop	48	0.10	1.21666	0.00000	0.00000	-78.65	11607.14
154	2014.08.04 21:56	close at stop	47	0.10	1.21666	0.00000	0.00000	-69.38	11537.76
155	2014.08.04 21:56	close at stop	46	0.10	1.21666	0.00000	0.00000	-77.44	11460.32
156	2014.08.04 21:56	close at stop	45	0.10	1.21666	0.00000	0.00000	-71.15	11389.17
157	2014.08.04 21:56	close at stop	44	0.10	1.21666	0.00000	0.00000	-68.39	11320.77
158	2014.08.04 21:56	close at stop	43	0.10	1.21666	0.00000	0.00000	-73.46	11247.31
159	2014.08.04 21:56	close at stop	42	0.10	1.21666	0.00000	0.00000	-71.59	11175.72
160	2014.08.04 21:56	close at stop	41	0.10	1.21666	0.00000	0.00000	-68.06	11107.65
161	2014.08.04 21:56	close at stop	40	0.10	1.21666	0.00000	0.00000	-62.76	11044.89
162	2014.08.04 21:56	close at stop	39	0.10	1.21666	0.00000	0.00000	-68.50	10976.39
163	2014.08.04 21:56	close at stop	38	0.10	1.21666	0.00000	0.00000	-64.86	10911.53
164	2014.08.04 21:56	close at stop	37	0.10	1.21666	0.00000	0.00000	-61.99	10849.53
165	2014.08.04 21:56	close at stop	36	0.10	1.21666	0.00000	0.00000	-65.19	10784.34
166	2014.08.04 21:56	close at stop	35	0.10	1.21666	0.00000	0.00000	-66.85	10717.49
167	2014.08.04 21:56	close at stop	34	0.10	1.21666	0.00000	0.00000	-61.88	10655.60
168	2014.08.04 21:56	close at stop	33	0.10	1.21666	0.00000	0.00000	-59.24	10596.36
169	2014.08.04 21:56	close at stop	32	0.10	1.21666	0.00000	0.00000	-63.09	10533.27
170	2014.08.04 21:56	close at stop	31	0.10	1.21666	0.00000	0.00000	-66.73	10466.53
171	2014.08.04 21:56	close at stop	30	0.10	1.21676	0.00000	0.00000	59.92	10526.45
172	2014.08.04 21:56	close at stop	29	0.10	1.21666	0.00000	0.00000	-105.00	10421.45
173	2014.08.04 21:56	close at stop	28	0.10	1.21666	0.00000	0.00000	-105.22	10316.23
174	2014.08.04 21:56	close at stop	27	0.10	1.21666	0.00000	0.00000	-101.69	10214.53
175	2014.08.04 21:56	close at stop	26	0.10	1.21666	0.00000	0.00000	-103.24	10111.29
176	2014.08.04 21:56	close at stop	25	0.10	1.21666	0.00000	0.00000	-99.93	10011.35
177	2014.08.04 21:56	close at stop	24	0.10	1.21666	0.00000	0.00000	-104.66	9906.69
178	2014.08.04 21:56	close at stop	23	0.10	1.21666	0.00000	0.00000	-106.98	9799.70
179	2014.08.04 21:56	close at stop	22	0.10	1.21666	0.00000	0.00000	-103.67	9696.03
180	2014.08.04 21:56	close at stop	21	0.10	1.21666	0.00000	0.00000	-117.68	9578.35
181	2014.08.04 21:56	close at stop	20	0.10	1.21666	0.00000	0.00000	-105.32	9473.02
182	2014.08.04 21:56	close at stop	19	0.10	1.21666	0.00000	0.00000	-99.48	9373.54
183	2014.08.04 21:56	close at stop	18	0.10	1.21666	0.00000	0.00000	-100.47	9273.06
184	2014.08.04 21:56	close at stop	17	0.10	1.21666	0.00000	0.00000	-99.25	9173.81
185	2014.08.04 21:56	close at stop	16	0.10	1.21666	0.00000	0.00000	-101.79	9072.01
186	2014.08.04 21:56	close at stop	15	0.10	1.21666	0.00000	0.00000	-112.49	8959.52
187	2014.08.04 21:56	close at stop	14	0.10	1.21666	0.00000	0.00000	-112.49	8847.02
188	2014.08.04 21:56	close at stop	13	0.10	1.21666	0.00000	0.00000	-107.42	8739.60
189	2014.08.04 21:56	close at stop	12	0.10	1.21666	0.00000	0.00000	-122.09	8617.50
190	2014.08.04 21:56	close at stop	11	0.10	1.21666	0.00000	0.00000	-113.15	8504.35
191	2014.08.04 21:56	close at stop	10	0.10	1.21666	0.00000	0.00000	-119.33	8385.01
192	2014.08.04 21:56	close at stop	9	0.10	1.21666	0.00000	0.00000	-113.93	8271.08
193	2014.08.04 21:56	close at stop	8	0.10	1.21676	0.00000	0.00000	68.94	8340.02
194	2014.08.04 21:56	close at stop	7	0.10	1.21676	0.00000	0.00000	67.28	8407.29
195	2014.08.04 21:56	close at stop	6	0.10	1.21676	0.00000	0.00000	71.59	8478.88
196	2014.08.04 21:56	close at stop	5	0.10	1.21676	0.00000	0.00000	73.66	8552.54
197	2014.08.04 21:56	close at stop	4	0.10	1.21676	0.00000	0.00000	77.52	8630.05
198	2014.08.04 21:56	close at stop	3	0.10	1.21676	0.00000	0.00000	75.98	8706.03
199	2014.08.04 21:56	close at stop	2	0.10	1.21676	0.00000	0.00000	74.87	8780.89
200	2014.08.04 21:56	close at stop	1	0.10	1.21676	0.00000	0.00000	73.11	8854.00