Deskripsi:
Strategi ini bergantung pada perbandingan antara MACD dan garis sinyal. Ketika MACD berada di atas garis sinyal, kita membuka posisi beli dan menutup posisi jual. Sebaliknya, jika MACD berada di bawah garis sinyal, kita akan menutup posisi beli dan membuka posisi jual.
Pengaturan MACD yang digunakan adalah: 12/26/9.
Laporan Pengujian Strategi
_MACDvsSignal
XM.COM-Real 3 (Build 509)
| Simbol | GBPUSD (Pound Sterling Inggris vs Dolar AS) | ||||
| Periode | 4 Jam (H4) 2013.06.03 00:00 - 2013.08.16 11:59 (2013.06.01 - 2013.12.05) | ||||
| Model | Hanya harga pembukaan (hanya untuk strategi otomatis yang langsung mengontrol pembukaan candlestick) | ||||
| Parameter | MagicNumber=10001; Lots=1; StopLoss=50; TakeProfit=0; TrailingStop=75; Slippage=3; | ||||
| Jumlah candlestick dalam pengujian | 1328 | Jumlah tick yang digunakan dalam model | 1655 | Kualitas pemodelan | n/a |
| Kesalahan pada grafik | 0 | ||||
| Deposit awal | 10000.00 | ||||
| Total profit bersih | 3656.40 | Profit kotor | 7303.60 | Kerugian kotor | -3647.20 |
| Rasio profit | 2.00 | Perkiraan profit | 215.08 | ||
| Kerugian maksimum absolut | 692.70 | Kerugian maksimum relatif | 2021.70 (16.80%) | Kerugian relatif | 16.80% (2021.70) |
| Total transaksi | 17 | Posisi pendek (persentase menguntungkan) | 6 (33.33%) | Posisi panjang (persentase menguntungkan) | 11 (54.55%) |
| Transaksi menguntungkan (% dari total) | 8 (47.06%) | Transaksi merugikan (% dari total) | 9 (52.94%) | ||
| Transaksi | terbaik | 1393.40 | terburuk | -509.00 | |
| Rata-rata | transaksi menguntungkan | 912.95 | transaksi merugikan | -405.24 | |
| Maksimal | jumlah transaksi menguntungkan berturut-turut (profit dalam PLN) | 3 (2373.10) | jumlah transaksi merugikan berturut-turut (kerugian dalam PLN) | 3 (-1040.70) | |
| Maksimal | profit berturut-turut (total transaksi menguntungkan) | 2373.10 (3) | kerugian berturut-turut (total transaksi merugikan) | -1040.70 (3) | |
| Rata-rata | jumlah transaksi menguntungkan berturut-turut | 1 | jumlah transaksi merugikan berturut-turut | 2 | |
| # | Waktu | Tipe | Perintah | Lot | Harga | S / L | T / P | Profit | Saldo Akun: |
| 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 |
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