Description:
It opens and close transactions depends on MACD vs signal line - upper - opens buy, closes sell, below - closes buy, opens sell.
MACD settings: 12/26/9.
Strategy Tester Report
_MACDvsSignal
XM.COM-Real 3 (Build 509)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar) | ||||
| Okres | 4 Godziny (H4) 2013.06.03 00:00 - 2013.08.16 11:59 (2013.06.01 - 2013.12.05) | ||||
| Model | Tylko ceny otwarcia (tylko dla Automatycznych Strategii które bezpoœrednio kontrolujš otwarcie słupków) | ||||
| Parametry | MagicNumber=10001; Lots=1; StopLoss=50; TakeProfit=0; TrailingStop=75; Slippage=3; | ||||
| Słupki w teœcie | 1328 | Ticki użyte w modelu | 1655 | Jakoœć modelowania | n/a |
| Błedy na wykresie | 0 | ||||
| Depozyt poczštkowy | 10000.00 | ||||
| Całkowity zysk netto | 3656.40 | Zysk brutto | 7303.60 | Strata brutto | -3647.20 |
| WskaŸnik zysku | 2.00 | Przewidywany zysk | 215.08 | ||
| Największa strata bezwzględna | 692.70 | Maksymalna strata względna | 2021.70 (16.80%) | Strata relatywna | 16.80% (2021.70) |
| Iloœć transakcji w sumie | 17 | Krótkie pozycje (zyskownych %) | 6 (33.33%) | Długie pozycje (zyskownych %) | 11 (54.55%) |
| Transakcje zyskowne (% wszystkich) | 8 (47.06%) | Transakcje stratne (% wszystkich) | 9 (52.94%) | ||
| Największa | zyskowna transakcja | 1393.40 | stratna transakcja | -509.00 | |
| Œrednia | zyskowna transakcja | 912.95 | stratna transakcja | -405.24 | |
| Maksymalna | iloœć transakcji zyskownych pod rzšd (zysk w pln) | 3 (2373.10) | iloœć transakcji stratnych pod rzšd (straty w pln) | 3 (-1040.70) | |
| Największy | nieprzerwany zysk (suma transkacji zyskownych) | 2373.10 (3) | nieprzerwana strata (suma transkacji stratnych) | -1040.70 (3) | |
| Œrednia | iloœć transakcji zyskownych pod rzšd | 1 | iloœć transakcji stratnych pod rzšd | 2 |
| # | Czas | Typ | Zlecenie | Loty | Cena | S / L | T / P | Zysk | Saldo Rachunku: |
| 1 | 2013.06.05 00:00 | sell | 1 | 1.00 | 1.53092 | 0.00000 | 0.00000 | ||
| 2 | 2013.06.05 00:00 | modify | 1 | 1.00 | 1.53092 | 1.53592 | 0.00000 | ||
| 3 | 2013.06.05 12:00 | s/l | 1 | 1.00 | 1.53592 | 1.53592 | 0.00000 | -500.00 | 9500.00 |
| 4 | 2013.06.05 20:00 | buy | 2 | 1.00 | 1.54040 | 0.00000 | 0.00000 | ||
| 5 | 2013.06.05 20:00 | modify | 2 | 1.00 | 1.54040 | 1.53540 | 0.00000 | ||
| 6 | 2013.06.06 20:00 | modify | 2 | 1.00 | 1.54040 | 1.55441 | 0.00000 | ||
| 7 | 2013.06.07 16:00 | s/l | 2 | 1.00 | 1.55441 | 1.55441 | 0.00000 | 1393.40 | 10893.40 |
| 8 | 2013.06.10 00:00 | sell | 3 | 1.00 | 1.55150 | 0.00000 | 0.00000 | ||
| 9 | 2013.06.10 00:00 | modify | 3 | 1.00 | 1.55150 | 1.55650 | 0.00000 | ||
| 10 | 2013.06.10 20:00 | s/l | 3 | 1.00 | 1.55650 | 1.55650 | 0.00000 | -500.00 | 10393.40 |
| 11 | 2013.06.12 08:00 | buy | 4 | 1.00 | 1.56397 | 0.00000 | 0.00000 | ||
| 12 | 2013.06.12 08:00 | modify | 4 | 1.00 | 1.56397 | 1.55897 | 0.00000 | ||
| 13 | 2013.06.13 12:00 | close | 4 | 1.00 | 1.56554 | 1.55897 | 0.00000 | 151.30 | 10544.70 |
| 14 | 2013.06.25 00:00 | buy | 5 | 1.00 | 1.54312 | 0.00000 | 0.00000 | ||
| 15 | 2013.06.25 00:00 | modify | 5 | 1.00 | 1.54312 | 1.53812 | 0.00000 | ||
| 16 | 2013.06.26 12:00 | s/l | 5 | 1.00 | 1.53812 | 1.53812 | 0.00000 | -501.90 | 10042.80 |
| 17 | 2013.06.26 20:00 | sell | 6 | 1.00 | 1.53229 | 0.00000 | 0.00000 | ||
| 18 | 2013.06.26 20:00 | modify | 6 | 1.00 | 1.53229 | 1.53729 | 0.00000 | ||
| 19 | 2013.06.28 04:00 | modify | 6 | 1.00 | 1.53229 | 1.53182 | 0.00000 | ||
| 20 | 2013.06.28 20:00 | modify | 6 | 1.00 | 1.53229 | 1.52606 | 0.00000 | ||
| 21 | 2013.07.01 08:00 | close | 6 | 1.00 | 1.52215 | 1.52606 | 0.00000 | 991.50 | 11034.30 |
| 22 | 2013.07.03 04:00 | sell | 7 | 1.00 | 1.51430 | 0.00000 | 0.00000 | ||
| 23 | 2013.07.03 04:00 | modify | 7 | 1.00 | 1.51430 | 1.51930 | 0.00000 | ||
| 24 | 2013.07.03 12:00 | s/l | 7 | 1.00 | 1.51930 | 1.51930 | 0.00000 | -500.00 | 10534.30 |
| 25 | 2013.07.03 12:00 | buy | 8 | 1.00 | 1.52402 | 0.00000 | 0.00000 | ||
| 26 | 2013.07.03 12:00 | modify | 8 | 1.00 | 1.52402 | 1.51902 | 0.00000 | ||
| 27 | 2013.07.04 16:00 | s/l | 8 | 1.00 | 1.51902 | 1.51902 | 0.00000 | -505.70 | 10028.60 |
| 28 | 2013.07.04 20:00 | sell | 9 | 1.00 | 1.50765 | 0.00000 | 0.00000 | ||
| 29 | 2013.07.04 20:00 | modify | 9 | 1.00 | 1.50765 | 1.51265 | 0.00000 | ||
| 30 | 2013.07.05 12:00 | modify | 9 | 1.00 | 1.50765 | 1.50684 | 0.00000 | ||
| 31 | 2013.07.05 16:00 | modify | 9 | 1.00 | 1.50765 | 1.49722 | 0.00000 | ||
| 32 | 2013.07.08 00:00 | modify | 9 | 1.00 | 1.50765 | 1.49504 | 0.00000 | ||
| 33 | 2013.07.08 20:00 | s/l | 9 | 1.00 | 1.49504 | 1.49504 | 0.00000 | 1252.00 | 11280.60 |
| 34 | 2013.07.09 00:00 | buy | 10 | 1.00 | 1.49499 | 0.00000 | 0.00000 | ||
| 35 | 2013.07.09 00:00 | modify | 10 | 1.00 | 1.49499 | 1.48999 | 0.00000 | ||
| 36 | 2013.07.09 12:00 | s/l | 10 | 1.00 | 1.48999 | 1.48999 | 0.00000 | -500.00 | 10780.60 |
| 37 | 2013.07.15 04:00 | sell | 11 | 1.00 | 1.51073 | 0.00000 | 0.00000 | ||
| 38 | 2013.07.15 04:00 | modify | 11 | 1.00 | 1.51073 | 1.51573 | 0.00000 | ||
| 39 | 2013.07.17 00:00 | s/l | 11 | 1.00 | 1.51573 | 1.51573 | 0.00000 | -509.00 | 10271.60 |
| 40 | 2013.07.17 12:00 | buy | 12 | 1.00 | 1.52018 | 0.00000 | 0.00000 | ||
| 41 | 2013.07.17 12:00 | modify | 12 | 1.00 | 1.52018 | 1.51518 | 0.00000 | ||
| 42 | 2013.07.18 20:00 | close | 12 | 1.00 | 1.51992 | 1.51518 | 0.00000 | -31.70 | 10239.90 |
| 43 | 2013.07.19 12:00 | buy | 13 | 1.00 | 1.52511 | 0.00000 | 0.00000 | ||
| 44 | 2013.07.19 12:00 | modify | 13 | 1.00 | 1.52511 | 1.52011 | 0.00000 | ||
| 45 | 2013.07.22 16:00 | modify | 13 | 1.00 | 1.52511 | 1.52599 | 0.00000 | ||
| 46 | 2013.07.22 20:00 | modify | 13 | 1.00 | 1.52511 | 1.52828 | 0.00000 | ||
| 47 | 2013.07.23 00:00 | modify | 13 | 1.00 | 1.52511 | 1.52831 | 0.00000 | ||
| 48 | 2013.07.23 08:00 | modify | 13 | 1.00 | 1.52511 | 1.52939 | 0.00000 | ||
| 49 | 2013.07.23 20:00 | modify | 13 | 1.00 | 1.52511 | 1.52982 | 0.00000 | ||
| 50 | 2013.07.24 00:00 | close | 13 | 1.00 | 1.53659 | 1.52982 | 0.00000 | 1142.30 | 11382.20 |
| 51 | 2013.07.26 08:00 | buy | 14 | 1.00 | 1.53901 | 0.00000 | 0.00000 | ||
| 52 | 2013.07.26 08:00 | modify | 14 | 1.00 | 1.53901 | 1.53401 | 0.00000 | ||
| 53 | 2013.07.29 08:00 | close | 14 | 1.00 | 1.53804 | 1.53401 | 0.00000 | -98.90 | 11283.30 |
| 54 | 2013.08.02 16:00 | buy | 15 | 1.00 | 1.52517 | 0.00000 | 0.00000 | ||
| 55 | 2013.08.02 16:00 | modify | 15 | 1.00 | 1.52517 | 1.52017 | 0.00000 | ||
| 56 | 2013.08.05 12:00 | modify | 15 | 1.00 | 1.52517 | 1.52787 | 0.00000 | ||
| 57 | 2013.08.06 04:00 | modify | 15 | 1.00 | 1.52517 | 1.52854 | 0.00000 | ||
| 58 | 2013.08.06 12:00 | modify | 15 | 1.00 | 1.52517 | 1.52928 | 0.00000 | ||
| 59 | 2013.08.07 08:00 | close | 15 | 1.00 | 1.53285 | 1.52928 | 0.00000 | 762.30 | 12045.60 |
| 60 | 2013.08.07 16:00 | buy | 16 | 1.00 | 1.54629 | 0.00000 | 0.00000 | ||
| 61 | 2013.08.07 16:00 | modify | 16 | 1.00 | 1.54629 | 1.54129 | 0.00000 | ||
| 62 | 2013.08.08 20:00 | modify | 16 | 1.00 | 1.54629 | 1.54807 | 0.00000 | ||
| 63 | 2013.08.09 16:00 | close | 16 | 1.00 | 1.55097 | 1.54807 | 0.00000 | 460.40 | 12506.00 |
| 64 | 2013.08.14 20:00 | buy | 17 | 1.00 | 1.55151 | 0.00000 | 0.00000 | ||
| 65 | 2013.08.14 20:00 | modify | 17 | 1.00 | 1.55151 | 1.54651 | 0.00000 | ||
| 66 | 2013.08.16 00:00 | modify | 17 | 1.00 | 1.55151 | 1.55682 | 0.00000 | ||
| 67 | 2013.08.16 11:59 | close at stop | 17 | 1.00 | 1.56309 | 1.55682 | 0.00000 | 1150.40 | 13656.40 |
