Strategy Tester Report
EMA_CROSS_2Fresh1
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TakeProfit=130; StopLoss=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=0; MagicNumber=12345; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -557.53 | Gross profit | 2337.84 | Gross loss | -2895.37 |
| Profit factor | 0.81 | Expected payoff | -7.96 | ||
| Absolute drawdown | 629.54 | Maximal drawdown | 1040.46 (9.99%) | Relative drawdown | 9.99% (1040.46) |
| Total trades | 70 | Short positions (won %) | 25 (20.00%) | Long positions (won %) | 45 (31.11%) |
| Profit trades (% of total) | 19 (27.14%) | Loss trades (% of total) | 51 (72.86%) | ||
| Largest | profit trade | 124.31 | loss trade | -57.33 | |
| Average | profit trade | 123.04 | loss trade | -56.77 | |
| Maximum | consecutive wins (profit in money) | 3 (369.77) | consecutive losses (loss in money) | 11 (-619.36) | |
| Maximal | consecutive profit (count of wins) | 369.77 (3) | consecutive loss (count of losses) | -619.36 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 19:30 | buy | 1 | 1.00 | 1.04963 | 1.04903 | 1.05093 | ||
| 2 | 2009.12.02 19:45 | s/l | 1 | 1.00 | 1.04903 | 1.04903 | 1.05093 | -57.20 | 9942.80 |
| 3 | 2009.12.02 19:45 | buy | 2 | 1.00 | 1.04909 | 1.04849 | 1.05039 | ||
| 4 | 2009.12.02 19:50 | s/l | 2 | 1.00 | 1.04849 | 1.04849 | 1.05039 | -57.23 | 9885.57 |
| 5 | 2009.12.02 19:50 | buy | 3 | 1.00 | 1.04853 | 1.04793 | 1.04983 | ||
| 6 | 2009.12.02 20:15 | t/p | 3 | 1.00 | 1.04983 | 1.04793 | 1.04983 | 123.82 | 10009.39 |
| 7 | 2009.12.03 08:30 | sell | 4 | 1.00 | 1.04631 | 1.04691 | 1.04501 | ||
| 8 | 2009.12.03 08:45 | s/l | 4 | 1.00 | 1.04691 | 1.04691 | 1.04501 | -57.30 | 9952.09 |
| 9 | 2009.12.03 08:47 | sell | 5 | 1.00 | 1.04682 | 1.04742 | 1.04552 | ||
| 10 | 2009.12.03 09:15 | s/l | 5 | 1.00 | 1.04742 | 1.04742 | 1.04552 | -57.27 | 9894.82 |
| 11 | 2009.12.03 10:30 | buy | 6 | 1.00 | 1.04961 | 1.04901 | 1.05091 | ||
| 12 | 2009.12.03 10:45 | s/l | 6 | 1.00 | 1.04901 | 1.04901 | 1.05091 | -57.20 | 9837.62 |
| 13 | 2009.12.03 11:00 | buy | 7 | 1.00 | 1.04901 | 1.04841 | 1.05031 | ||
| 14 | 2009.12.03 11:40 | t/p | 7 | 1.00 | 1.05031 | 1.04841 | 1.05031 | 123.76 | 9961.38 |
| 15 | 2009.12.04 13:30 | sell | 8 | 1.00 | 1.04743 | 1.04803 | 1.04613 | ||
| 16 | 2009.12.04 13:50 | t/p | 8 | 1.00 | 1.04613 | 1.04803 | 1.04613 | 124.31 | 10085.69 |
| 17 | 2009.12.04 13:50 | sell | 9 | 1.00 | 1.04567 | 1.04627 | 1.04437 | ||
| 18 | 2009.12.04 13:57 | s/l | 9 | 1.00 | 1.04627 | 1.04627 | 1.04437 | -57.33 | 10028.36 |
| 19 | 2009.12.04 13:57 | sell | 10 | 1.00 | 1.04636 | 1.04696 | 1.04506 | ||
| 20 | 2009.12.04 14:10 | s/l | 10 | 1.00 | 1.04696 | 1.04696 | 1.04506 | -57.30 | 9971.06 |
| 21 | 2009.12.04 19:40 | buy | 11 | 1.00 | 1.05585 | 1.05525 | 1.05715 | ||
| 22 | 2009.12.04 19:50 | t/p | 11 | 1.00 | 1.05715 | 1.05525 | 1.05715 | 122.95 | 10094.01 |
| 23 | 2009.12.04 19:50 | buy | 12 | 1.00 | 1.05738 | 1.05678 | 1.05868 | ||
| 24 | 2009.12.04 19:52 | s/l | 12 | 1.00 | 1.05678 | 1.05678 | 1.05868 | -56.77 | 10037.24 |
| 25 | 2009.12.04 19:52 | buy | 13 | 1.00 | 1.05687 | 1.05627 | 1.05817 | ||
| 26 | 2009.12.04 19:57 | s/l | 13 | 1.00 | 1.05627 | 1.05627 | 1.05817 | -56.80 | 9980.44 |
| 27 | 2009.12.04 19:57 | buy | 14 | 1.00 | 1.05636 | 1.05576 | 1.05766 | ||
| 28 | 2009.12.04 20:20 | t/p | 14 | 1.00 | 1.05766 | 1.05576 | 1.05766 | 122.87 | 10103.31 |
| 29 | 2009.12.07 17:00 | sell | 15 | 1.00 | 1.05083 | 1.05143 | 1.04953 | ||
| 30 | 2009.12.07 17:10 | s/l | 15 | 1.00 | 1.05143 | 1.05143 | 1.04953 | -57.06 | 10046.25 |
| 31 | 2009.12.07 17:10 | sell | 16 | 1.00 | 1.05145 | 1.05205 | 1.05015 | ||
| 32 | 2009.12.07 17:20 | s/l | 16 | 1.00 | 1.05205 | 1.05205 | 1.05015 | -57.01 | 9989.24 |
| 33 | 2009.12.07 17:20 | sell | 17 | 1.00 | 1.05233 | 1.05293 | 1.05103 | ||
| 34 | 2009.12.07 17:59 | t/p | 17 | 1.00 | 1.05103 | 1.05293 | 1.05103 | 123.72 | 10112.96 |
| 35 | 2009.12.08 14:00 | buy | 18 | 1.00 | 1.05404 | 1.05344 | 1.05534 | ||
| 36 | 2009.12.08 14:10 | t/p | 18 | 1.00 | 1.05534 | 1.05344 | 1.05534 | 123.15 | 10236.11 |
| 37 | 2009.12.08 14:10 | buy | 19 | 1.00 | 1.05570 | 1.05510 | 1.05700 | ||
| 38 | 2009.12.08 14:20 | t/p | 19 | 1.00 | 1.05700 | 1.05510 | 1.05700 | 122.90 | 10359.01 |
| 39 | 2009.12.08 14:20 | buy | 20 | 1.00 | 1.05790 | 1.05730 | 1.05920 | ||
| 40 | 2009.12.08 14:22 | s/l | 20 | 1.00 | 1.05730 | 1.05730 | 1.05920 | -56.76 | 10302.25 |
| 41 | 2009.12.08 14:22 | buy | 21 | 1.00 | 1.05717 | 1.05657 | 1.05847 | ||
| 42 | 2009.12.08 14:27 | s/l | 21 | 1.00 | 1.05657 | 1.05657 | 1.05847 | -56.80 | 10245.45 |
| 43 | 2009.12.08 14:27 | buy | 22 | 1.00 | 1.05643 | 1.05583 | 1.05773 | ||
| 44 | 2009.12.08 14:32 | t/p | 22 | 1.00 | 1.05773 | 1.05583 | 1.05773 | 122.79 | 10368.24 |
| 45 | 2009.12.09 17:00 | sell | 23 | 1.00 | 1.05478 | 1.05538 | 1.05348 | ||
| 46 | 2009.12.09 17:15 | s/l | 23 | 1.00 | 1.05538 | 1.05538 | 1.05348 | -56.84 | 10311.40 |
| 47 | 2009.12.09 17:15 | sell | 24 | 1.00 | 1.05550 | 1.05610 | 1.05420 | ||
| 48 | 2009.12.09 17:37 | s/l | 24 | 1.00 | 1.05610 | 1.05610 | 1.05420 | -56.81 | 10254.59 |
| 49 | 2009.12.11 17:05 | buy | 25 | 1.00 | 1.05523 | 1.05463 | 1.05653 | ||
| 50 | 2009.12.11 17:07 | s/l | 25 | 1.00 | 1.05463 | 1.05463 | 1.05653 | -56.93 | 10197.66 |
| 51 | 2009.12.11 17:10 | buy | 26 | 1.00 | 1.05709 | 1.05649 | 1.05839 | ||
| 52 | 2009.12.11 17:12 | s/l | 26 | 1.00 | 1.05649 | 1.05649 | 1.05839 | -56.80 | 10140.86 |
| 53 | 2009.12.11 17:12 | buy | 27 | 1.00 | 1.05647 | 1.05587 | 1.05777 | ||
| 54 | 2009.12.11 17:15 | t/p | 27 | 1.00 | 1.05777 | 1.05587 | 1.05777 | 122.77 | 10263.63 |
| 55 | 2009.12.11 17:15 | buy | 28 | 1.00 | 1.05895 | 1.05835 | 1.06025 | ||
| 56 | 2009.12.11 17:17 | s/l | 28 | 1.00 | 1.05835 | 1.05835 | 1.06025 | -56.70 | 10206.93 |
| 57 | 2009.12.11 17:17 | buy | 29 | 1.00 | 1.05833 | 1.05773 | 1.05963 | ||
| 58 | 2009.12.11 17:20 | t/p | 29 | 1.00 | 1.05963 | 1.05773 | 1.05963 | 122.56 | 10329.49 |
| 59 | 2009.12.11 17:20 | buy | 30 | 1.00 | 1.06081 | 1.06021 | 1.06211 | ||
| 60 | 2009.12.11 17:22 | s/l | 30 | 1.00 | 1.06021 | 1.06021 | 1.06211 | -56.63 | 10272.86 |
| 61 | 2009.12.11 17:22 | buy | 31 | 1.00 | 1.05957 | 1.05897 | 1.06087 | ||
| 62 | 2009.12.11 17:27 | s/l | 31 | 1.00 | 1.05897 | 1.05897 | 1.06087 | -56.70 | 10216.16 |
| 63 | 2009.12.11 17:27 | buy | 32 | 1.00 | 1.05833 | 1.05773 | 1.05963 | ||
| 64 | 2009.12.11 17:50 | s/l | 32 | 1.00 | 1.05773 | 1.05773 | 1.05963 | -56.75 | 10159.41 |
| 65 | 2009.12.15 04:45 | sell | 33 | 1.00 | 1.05787 | 1.05847 | 1.05657 | ||
| 66 | 2009.12.15 05:10 | t/p | 33 | 1.00 | 1.05657 | 1.05847 | 1.05657 | 123.05 | 10282.46 |
| 67 | 2009.12.15 09:30 | buy | 34 | 1.00 | 1.06182 | 1.06122 | 1.06312 | ||
| 68 | 2009.12.15 09:32 | s/l | 34 | 1.00 | 1.06122 | 1.06122 | 1.06312 | -56.55 | 10225.91 |
| 69 | 2009.12.15 09:32 | buy | 35 | 1.00 | 1.06099 | 1.06039 | 1.06229 | ||
| 70 | 2009.12.15 09:50 | t/p | 35 | 1.00 | 1.06229 | 1.06039 | 1.06229 | 122.33 | 10348.24 |
| 71 | 2009.12.15 09:50 | buy | 36 | 1.00 | 1.06275 | 1.06215 | 1.06405 | ||
| 72 | 2009.12.15 09:57 | s/l | 36 | 1.00 | 1.06215 | 1.06215 | 1.06405 | -56.50 | 10291.74 |
| 73 | 2009.12.15 09:57 | buy | 37 | 1.00 | 1.06204 | 1.06144 | 1.06334 | ||
| 74 | 2009.12.15 10:02 | s/l | 37 | 1.00 | 1.06144 | 1.06144 | 1.06334 | -56.57 | 10235.17 |
| 75 | 2009.12.16 10:50 | sell | 38 | 1.00 | 1.05861 | 1.05921 | 1.05731 | ||
| 76 | 2009.12.16 11:10 | s/l | 38 | 1.00 | 1.05921 | 1.05921 | 1.05731 | -56.61 | 10178.56 |
| 77 | 2009.12.16 11:10 | sell | 39 | 1.00 | 1.05978 | 1.06038 | 1.05848 | ||
| 78 | 2009.12.16 11:15 | s/l | 39 | 1.00 | 1.06038 | 1.06038 | 1.05848 | -56.56 | 10122.00 |
| 79 | 2009.12.16 13:20 | sell | 40 | 1.00 | 1.05861 | 1.05921 | 1.05731 | ||
| 80 | 2009.12.16 13:27 | s/l | 40 | 1.00 | 1.05921 | 1.05921 | 1.05731 | -56.64 | 10065.36 |
| 81 | 2009.12.16 13:27 | sell | 41 | 1.00 | 1.05894 | 1.05954 | 1.05764 | ||
| 82 | 2009.12.16 14:10 | s/l | 41 | 1.00 | 1.05954 | 1.05954 | 1.05764 | -56.61 | 10008.75 |
| 83 | 2009.12.16 15:03 | buy | 42 | 1.00 | 1.06129 | 1.06069 | 1.06259 | ||
| 84 | 2009.12.16 15:40 | s/l | 42 | 1.00 | 1.06069 | 1.06069 | 1.06259 | -56.59 | 9952.16 |
| 85 | 2009.12.16 15:45 | sell | 43 | 1.00 | 1.05878 | 1.05938 | 1.05748 | ||
| 86 | 2009.12.16 15:50 | t/p | 43 | 1.00 | 1.05748 | 1.05938 | 1.05748 | 122.98 | 10075.14 |
| 87 | 2009.12.16 15:50 | sell | 44 | 1.00 | 1.05699 | 1.05759 | 1.05569 | ||
| 88 | 2009.12.16 15:52 | s/l | 44 | 1.00 | 1.05759 | 1.05759 | 1.05569 | -56.71 | 10018.43 |
| 89 | 2009.12.16 15:52 | sell | 45 | 1.00 | 1.05788 | 1.05848 | 1.05658 | ||
| 90 | 2009.12.16 15:57 | s/l | 45 | 1.00 | 1.05848 | 1.05848 | 1.05658 | -56.66 | 9961.77 |
| 91 | 2009.12.16 15:57 | sell | 46 | 1.00 | 1.05878 | 1.05938 | 1.05748 | ||
| 92 | 2009.12.16 16:15 | s/l | 46 | 1.00 | 1.05938 | 1.05938 | 1.05748 | -56.63 | 9905.14 |
| 93 | 2009.12.16 20:40 | buy | 47 | 1.00 | 1.06244 | 1.06184 | 1.06374 | ||
| 94 | 2009.12.16 20:50 | t/p | 47 | 1.00 | 1.06374 | 1.06184 | 1.06374 | 122.16 | 10027.30 |
| 95 | 2009.12.16 20:50 | buy | 48 | 1.00 | 1.06428 | 1.06368 | 1.06558 | ||
| 96 | 2009.12.16 20:52 | s/l | 48 | 1.00 | 1.06368 | 1.06368 | 1.06558 | -56.42 | 9970.88 |
| 97 | 2009.12.16 20:52 | buy | 49 | 1.00 | 1.06367 | 1.06307 | 1.06497 | ||
| 98 | 2009.12.16 20:57 | s/l | 49 | 1.00 | 1.06307 | 1.06307 | 1.06497 | -56.45 | 9914.43 |
| 99 | 2009.12.16 20:57 | buy | 50 | 1.00 | 1.06305 | 1.06245 | 1.06435 | ||
| 100 | 2009.12.16 21:15 | s/l | 50 | 1.00 | 1.06245 | 1.06245 | 1.06435 | -56.49 | 9857.94 |
| 101 | 2009.12.18 06:07 | sell | 51 | 1.00 | 1.06566 | 1.06626 | 1.06436 | ||
| 102 | 2009.12.18 06:10 | s/l | 51 | 1.00 | 1.06626 | 1.06626 | 1.06436 | -56.25 | 9801.69 |
| 103 | 2009.12.18 11:50 | sell | 52 | 1.00 | 1.06543 | 1.06603 | 1.06413 | ||
| 104 | 2009.12.18 11:57 | s/l | 52 | 1.00 | 1.06603 | 1.06603 | 1.06413 | -56.28 | 9745.41 |
| 105 | 2009.12.18 11:59 | sell | 53 | 1.00 | 1.06549 | 1.06609 | 1.06419 | ||
| 106 | 2009.12.18 12:02 | s/l | 53 | 1.00 | 1.06609 | 1.06609 | 1.06419 | -56.26 | 9689.15 |
| 107 | 2009.12.21 02:00 | buy | 54 | 1.00 | 1.06758 | 1.06698 | 1.06888 | ||
| 108 | 2009.12.21 02:20 | s/l | 54 | 1.00 | 1.06698 | 1.06698 | 1.06888 | -56.23 | 9632.92 |
| 109 | 2009.12.21 02:30 | buy | 55 | 1.00 | 1.06712 | 1.06652 | 1.06842 | ||
| 110 | 2009.12.21 04:15 | s/l | 55 | 1.00 | 1.06652 | 1.06652 | 1.06842 | -56.27 | 9576.65 |
| 111 | 2009.12.21 04:15 | sell | 56 | 1.00 | 1.06634 | 1.06694 | 1.06504 | ||
| 112 | 2009.12.21 06:59 | s/l | 56 | 1.00 | 1.06694 | 1.06694 | 1.06504 | -56.23 | 9520.42 |
| 113 | 2009.12.21 07:02 | buy | 57 | 1.00 | 1.06741 | 1.06681 | 1.06871 | ||
| 114 | 2009.12.21 07:15 | s/l | 57 | 1.00 | 1.06681 | 1.06681 | 1.06871 | -56.24 | 9464.18 |
| 115 | 2009.12.21 07:37 | buy | 58 | 1.00 | 1.06745 | 1.06685 | 1.06875 | ||
| 116 | 2009.12.21 07:40 | s/l | 58 | 1.00 | 1.06685 | 1.06685 | 1.06875 | -56.24 | 9407.94 |
| 117 | 2009.12.21 08:30 | buy | 59 | 1.00 | 1.06755 | 1.06695 | 1.06885 | ||
| 118 | 2009.12.21 09:20 | t/p | 59 | 1.00 | 1.06885 | 1.06695 | 1.06885 | 121.60 | 9529.54 |
| 119 | 2009.12.21 11:15 | sell | 60 | 1.00 | 1.06380 | 1.06440 | 1.06250 | ||
| 120 | 2009.12.21 11:45 | t/p | 60 | 1.00 | 1.06250 | 1.06440 | 1.06250 | 122.39 | 9651.93 |
| 121 | 2009.12.30 01:00 | buy | 61 | 1.00 | 1.04436 | 1.04376 | 1.04566 | ||
| 122 | 2009.12.30 01:50 | t/p | 61 | 1.00 | 1.04566 | 1.04376 | 1.04566 | 124.30 | 9776.23 |
| 123 | 2009.12.31 11:50 | sell | 62 | 1.00 | 1.04792 | 1.04852 | 1.04662 | ||
| 124 | 2009.12.31 12:50 | s/l | 62 | 1.00 | 1.04852 | 1.04852 | 1.04662 | -57.22 | 9719.01 |
| 125 | 2009.12.31 13:32 | buy | 63 | 1.00 | 1.05187 | 1.05127 | 1.05317 | ||
| 126 | 2009.12.31 13:45 | s/l | 63 | 1.00 | 1.05127 | 1.05127 | 1.05317 | -57.09 | 9661.92 |
| 127 | 2009.12.31 14:00 | buy | 64 | 1.00 | 1.05073 | 1.05013 | 1.05203 | ||
| 128 | 2009.12.31 14:15 | s/l | 64 | 1.00 | 1.05013 | 1.05013 | 1.05203 | -57.16 | 9604.76 |
| 129 | 2009.12.31 14:32 | buy | 65 | 1.00 | 1.05196 | 1.05136 | 1.05326 | ||
| 130 | 2009.12.31 14:40 | s/l | 65 | 1.00 | 1.05136 | 1.05136 | 1.05326 | -57.10 | 9547.66 |
| 131 | 2009.12.31 14:40 | buy | 66 | 1.00 | 1.05100 | 1.05040 | 1.05230 | ||
| 132 | 2009.12.31 14:45 | s/l | 66 | 1.00 | 1.05040 | 1.05040 | 1.05230 | -57.15 | 9490.51 |
| 133 | 2009.12.31 16:30 | buy | 67 | 1.00 | 1.05185 | 1.05125 | 1.05315 | ||
| 134 | 2009.12.31 16:37 | t/p | 67 | 1.00 | 1.05315 | 1.05125 | 1.05315 | 123.43 | 9613.94 |
| 135 | 2009.12.31 16:37 | buy | 68 | 1.00 | 1.05336 | 1.05276 | 1.05466 | ||
| 136 | 2009.12.31 16:40 | s/l | 68 | 1.00 | 1.05276 | 1.05276 | 1.05466 | -57.07 | 9556.87 |
| 137 | 2009.12.31 16:40 | buy | 69 | 1.00 | 1.05144 | 1.05084 | 1.05274 | ||
| 138 | 2009.12.31 16:45 | s/l | 69 | 1.00 | 1.05084 | 1.05084 | 1.05274 | -57.15 | 9499.72 |
| 139 | 2009.12.31 16:47 | buy | 70 | 1.00 | 1.05049 | 1.04989 | 1.05179 | ||
| 140 | 2009.12.31 16:50 | s/l | 70 | 1.00 | 1.04989 | 1.04989 | 1.05179 | -57.25 | 9442.47 |