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 |
BÅ‚edy 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 | |
ÂŒrednia | 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 |