Description:
In trading, the relationship between the MACD (Moving Average Convergence Divergence) and the Signal Line is crucial for making informed decisions. When the MACD crosses above the Signal Line, it's usually a signal to open a buy position, while a cross below indicates a potential sell signal. This strategy can help traders navigate the market effectively.
MACD Settings: 12/26/9
Strategy Tester Report
MACD vs Signal Line
XM.COM-Real 3 (Build 509)
| Symbol | GBPUSD (British Pound vs US Dollar) | ||||
| Period | 4 Hours (H4) 2013.06.03 00:00 - 2013.08.16 11:59 (2013.06.01 - 2013.12.05) | ||||
| Model | Open prices only (for automated strategies that control open bars directly) | ||||
| Parameters | MagicNumber=10001; Lots=1; StopLoss=50; TakeProfit=0; TrailingStop=75; Slippage=3; | ||||
| Bars in Test | 1328 | Ticks Used in Model | 1655 | Model Quality | n/a |
| Errors in Chart | 0 | ||||
| Initial Deposit | £10,000.00 | ||||
| Total Net Profit | £3,656.40 | Gross Profit | £7,303.60 | Gross Loss | -£3,647.20 |
| Profit Factor | 2.00 | Expected Payoff | £215.08 | ||
| Maximum Absolute Drawdown | £692.70 | Maximum Relative Drawdown | £2,021.70 (16.80%) | Relative Drawdown | 16.80% (£2,021.70) |
| Total Trades | 17 | Short Positions (Profitable %) | 6 (33.33%) | Long Positions (Profitable %) | 11 (54.55%) |
| Profitable Trades (% of Total) | 8 (47.06%) | Loss Trades (% of Total) | 9 (52.94%) | ||
| Largest | Profitable Trade | £1,393.40 | Loss Trade | -£509.00 | |
| Average | Profitable Trade | £912.95 | Loss Trade | -£405.24 | |
| Maximum | Consecutive Profitable Trades | 3 (£2,373.10) | Consecutive Loss Trades | 3 (-£1,040.70) | |
| Largest | Consecutive Profit (Total Profit from Winning Trades) | £2,373.10 (3) | Consecutive Loss (Total Loss from Losing Trades) | -£1,040.70 (3) | |
| Average | Consecutive Profitable Trades | 1 | Consecutive Loss Trades | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Account Balance: | |||||||||
| 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 | £9,500.00 | |||||||||
| 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 | £1,393.40 | £10,893.40 | |||||||||
| 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 | £10,393.40 | |||||||||
| 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 | £10,544.70 | |||||||||
| 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 | £10,042.80 | |||||||||
| 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 | £11,034.30 | |||||||||
| 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 | £10,534.30 | |||||||||
| 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 | £10,028.60 | |||||||||
| 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 | £1,252.00 | £11,280.60 | |
| 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 | £10,780.60 | |||||||||
| 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 | £10,271.60 | |||||||||
| 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 | £10,239.90 | |||||||||
| 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 | £1,142.30 | £11,382.20 | |||||||||
| 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 | £11,283.30 | |||||||||
| 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 | £12,045.60 | |||||||||
| 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 | £12,506.00 | |||||||||
| 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 | £1,150.40 | £13,656.40 | |||||||||
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