Strategy Tester Report
EMA_CROSS_2FreshRLH
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 | 90.02 | Gross profit | 1972.52 | Gross loss | -1882.50 |
Profit factor | 1.05 | Expected payoff | 1.84 | ||
Absolute drawdown | 93.99 | Maximal drawdown | 403.83 (3.90%) | Relative drawdown | 3.90% (403.83) |
Total trades | 49 | Short positions (won %) | 28 (25.00%) | Long positions (won %) | 21 (42.86%) |
Profit trades (% of total) | 16 (32.65%) | Loss trades (% of total) | 33 (67.35%) | ||
Largest | profit trade | 124.40 | loss trade | -57.44 | |
Average | profit trade | 123.28 | loss trade | -57.05 | |
Maximum | consecutive wins (profit in money) | 2 (248.58) | consecutive losses (loss in money) | 6 (-343.02) | |
Maximal | consecutive profit (count of wins) | 248.58 (2) | consecutive loss (count of losses) | -343.02 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 15:00 | buy | 1 | 1.00 | 1.05450 | 1.05390 | 1.05580 | ||
2 | 2009.12.03 15:02 | s/l | 1 | 1.00 | 1.05390 | 1.05390 | 1.05580 | -56.96 | 9943.04 |
3 | 2009.12.03 15:02 | buy | 2 | 1.00 | 1.05347 | 1.05287 | 1.05477 | ||
4 | 2009.12.03 15:15 | t/p | 2 | 1.00 | 1.05477 | 1.05287 | 1.05477 | 123.18 | 10066.22 |
5 | 2009.12.03 15:15 | buy | 3 | 1.00 | 1.05547 | 1.05487 | 1.05677 | ||
6 | 2009.12.03 15:45 | s/l | 3 | 1.00 | 1.05487 | 1.05487 | 1.05677 | -56.92 | 10009.30 |
7 | 2009.12.03 15:45 | buy | 4 | 1.00 | 1.05427 | 1.05367 | 1.05557 | ||
8 | 2009.12.03 15:50 | s/l | 4 | 1.00 | 1.05367 | 1.05367 | 1.05557 | -56.97 | 9952.33 |
9 | 2009.12.03 15:50 | buy | 5 | 1.00 | 1.05314 | 1.05254 | 1.05444 | ||
10 | 2009.12.03 15:59 | t/p | 5 | 1.00 | 1.05444 | 1.05254 | 1.05444 | 123.16 | 10075.49 |
11 | 2009.12.03 15:59 | buy | 6 | 1.00 | 1.05562 | 1.05502 | 1.05692 | ||
12 | 2009.12.03 16:15 | t/p | 6 | 1.00 | 1.05692 | 1.05502 | 1.05692 | 122.93 | 10198.42 |
13 | 2009.12.04 14:32 | sell | 7 | 1.00 | 1.04386 | 1.04446 | 1.04256 | ||
14 | 2009.12.04 14:35 | s/l | 7 | 1.00 | 1.04446 | 1.04446 | 1.04256 | -57.44 | 10140.98 |
15 | 2009.12.04 14:35 | sell | 8 | 1.00 | 1.04445 | 1.04505 | 1.04315 | ||
16 | 2009.12.04 14:40 | s/l | 8 | 1.00 | 1.04505 | 1.04505 | 1.04315 | -57.35 | 10083.63 |
17 | 2009.12.04 14:40 | sell | 9 | 1.00 | 1.04621 | 1.04681 | 1.04491 | ||
18 | 2009.12.04 14:45 | s/l | 9 | 1.00 | 1.04681 | 1.04681 | 1.04491 | -57.25 | 10026.38 |
19 | 2009.12.04 15:00 | sell | 10 | 1.00 | 1.04867 | 1.04927 | 1.04737 | ||
20 | 2009.12.04 15:02 | s/l | 10 | 1.00 | 1.04927 | 1.04927 | 1.04737 | -57.09 | 9969.29 |
21 | 2009.12.04 15:10 | sell | 11 | 1.00 | 1.04959 | 1.05019 | 1.04829 | ||
22 | 2009.12.04 15:15 | t/p | 11 | 1.00 | 1.04829 | 1.05019 | 1.04829 | 124.01 | 10093.30 |
23 | 2009.12.04 15:15 | sell | 12 | 1.00 | 1.04819 | 1.04879 | 1.04689 | ||
24 | 2009.12.04 15:20 | t/p | 12 | 1.00 | 1.04689 | 1.04879 | 1.04689 | 124.23 | 10217.53 |
25 | 2009.12.04 15:20 | sell | 13 | 1.00 | 1.04632 | 1.04692 | 1.04502 | ||
26 | 2009.12.04 15:22 | s/l | 13 | 1.00 | 1.04692 | 1.04692 | 1.04502 | -57.28 | 10160.25 |
27 | 2009.12.04 15:22 | sell | 14 | 1.00 | 1.04725 | 1.04785 | 1.04595 | ||
28 | 2009.12.04 15:27 | s/l | 14 | 1.00 | 1.04785 | 1.04785 | 1.04595 | -57.24 | 10103.01 |
29 | 2009.12.04 15:27 | sell | 15 | 1.00 | 1.04819 | 1.04879 | 1.04689 | ||
30 | 2009.12.04 15:27 | t/p | 15 | 1.00 | 1.04689 | 1.04879 | 1.04689 | 124.18 | 10227.19 |
31 | 2009.12.04 15:27 | sell | 16 | 1.00 | 1.04674 | 1.04734 | 1.04544 | ||
32 | 2009.12.04 15:32 | t/p | 16 | 1.00 | 1.04544 | 1.04734 | 1.04544 | 124.40 | 10351.59 |
33 | 2009.12.04 15:32 | sell | 17 | 1.00 | 1.04491 | 1.04551 | 1.04361 | ||
34 | 2009.12.04 15:40 | s/l | 17 | 1.00 | 1.04551 | 1.04551 | 1.04361 | -57.37 | 10294.22 |
35 | 2009.12.04 15:40 | sell | 18 | 1.00 | 1.04584 | 1.04644 | 1.04454 | ||
36 | 2009.12.04 15:45 | s/l | 18 | 1.00 | 1.04644 | 1.04644 | 1.04454 | -57.33 | 10236.89 |
37 | 2009.12.04 15:45 | sell | 19 | 1.00 | 1.04653 | 1.04713 | 1.04523 | ||
38 | 2009.12.04 15:50 | s/l | 19 | 1.00 | 1.04713 | 1.04713 | 1.04523 | -57.28 | 10179.61 |
39 | 2009.12.04 15:50 | sell | 20 | 1.00 | 1.04723 | 1.04783 | 1.04593 | ||
40 | 2009.12.04 16:10 | s/l | 20 | 1.00 | 1.04783 | 1.04783 | 1.04593 | -57.21 | 10122.40 |
41 | 2009.12.04 19:20 | buy | 21 | 1.00 | 1.05525 | 1.05465 | 1.05655 | ||
42 | 2009.12.04 19:22 | s/l | 21 | 1.00 | 1.05465 | 1.05465 | 1.05655 | -56.90 | 10065.50 |
43 | 2009.12.04 19:25 | buy | 22 | 1.00 | 1.05494 | 1.05434 | 1.05624 | ||
44 | 2009.12.04 19:27 | s/l | 22 | 1.00 | 1.05434 | 1.05434 | 1.05624 | -56.93 | 10008.57 |
45 | 2009.12.04 19:27 | buy | 23 | 1.00 | 1.05498 | 1.05438 | 1.05628 | ||
46 | 2009.12.04 19:45 | t/p | 23 | 1.00 | 1.05628 | 1.05438 | 1.05628 | 123.05 | 10131.62 |
47 | 2009.12.04 19:45 | buy | 24 | 1.00 | 1.05661 | 1.05601 | 1.05791 | ||
48 | 2009.12.04 20:20 | t/p | 24 | 1.00 | 1.05791 | 1.05601 | 1.05791 | 122.87 | 10254.49 |
49 | 2009.12.07 19:00 | sell | 25 | 1.00 | 1.04978 | 1.05038 | 1.04848 | ||
50 | 2009.12.07 19:45 | s/l | 25 | 1.00 | 1.05038 | 1.05038 | 1.04848 | -57.12 | 10197.37 |
51 | 2009.12.07 19:45 | sell | 26 | 1.00 | 1.05041 | 1.05101 | 1.04911 | ||
52 | 2009.12.07 19:50 | s/l | 26 | 1.00 | 1.05101 | 1.05101 | 1.04911 | -57.09 | 10140.28 |
53 | 2009.12.07 19:52 | sell | 27 | 1.00 | 1.05058 | 1.05118 | 1.04928 | ||
54 | 2009.12.07 20:15 | s/l | 27 | 1.00 | 1.05118 | 1.05118 | 1.04928 | -57.07 | 10083.21 |
55 | 2009.12.08 14:15 | buy | 28 | 1.00 | 1.05680 | 1.05620 | 1.05810 | ||
56 | 2009.12.08 14:32 | t/p | 28 | 1.00 | 1.05810 | 1.05620 | 1.05810 | 122.80 | 10206.01 |
57 | 2009.12.08 14:32 | buy | 29 | 1.00 | 1.05880 | 1.05820 | 1.06010 | ||
58 | 2009.12.08 14:40 | s/l | 29 | 1.00 | 1.05820 | 1.05820 | 1.06010 | -56.72 | 10149.29 |
59 | 2009.12.08 14:40 | buy | 30 | 1.00 | 1.05797 | 1.05737 | 1.05927 | ||
60 | 2009.12.08 14:45 | s/l | 30 | 1.00 | 1.05737 | 1.05737 | 1.05927 | -56.76 | 10092.53 |
61 | 2009.12.08 14:45 | buy | 31 | 1.00 | 1.05714 | 1.05654 | 1.05844 | ||
62 | 2009.12.08 14:50 | s/l | 31 | 1.00 | 1.05654 | 1.05654 | 1.05844 | -56.82 | 10035.71 |
63 | 2009.12.08 14:50 | buy | 32 | 1.00 | 1.05603 | 1.05543 | 1.05733 | ||
64 | 2009.12.08 15:10 | t/p | 32 | 1.00 | 1.05733 | 1.05543 | 1.05733 | 122.89 | 10158.60 |
65 | 2009.12.09 21:03 | sell | 33 | 1.00 | 1.05291 | 1.05351 | 1.05161 | ||
66 | 2009.12.09 21:16 | t/p | 33 | 1.00 | 1.05161 | 1.05351 | 1.05161 | 123.64 | 10282.24 |
67 | 2009.12.09 21:16 | sell | 34 | 1.00 | 1.05138 | 1.05198 | 1.05008 | ||
68 | 2009.12.09 21:26 | s/l | 34 | 1.00 | 1.05198 | 1.05198 | 1.05008 | -57.01 | 10225.23 |
69 | 2009.12.09 21:26 | sell | 35 | 1.00 | 1.05225 | 1.05285 | 1.05095 | ||
70 | 2009.12.09 21:26 | s/l | 35 | 1.00 | 1.05285 | 1.05285 | 1.05095 | -56.96 | 10168.27 |
71 | 2009.12.09 21:26 | sell | 36 | 1.00 | 1.05338 | 1.05398 | 1.05208 | ||
72 | 2009.12.09 21:45 | s/l | 36 | 1.00 | 1.05398 | 1.05398 | 1.05208 | -56.92 | 10111.35 |
73 | 2009.12.09 22:00 | sell | 37 | 1.00 | 1.05427 | 1.05487 | 1.05297 | ||
74 | 2009.12.09 22:20 | s/l | 37 | 1.00 | 1.05487 | 1.05487 | 1.05297 | -56.88 | 10054.47 |
75 | 2009.12.09 22:20 | sell | 38 | 1.00 | 1.05486 | 1.05546 | 1.05356 | ||
76 | 2009.12.09 23:30 | t/p | 38 | 1.00 | 1.05356 | 1.05546 | 1.05356 | 123.39 | 10177.86 |
77 | 2009.12.11 18:20 | buy | 39 | 1.00 | 1.05913 | 1.05853 | 1.06043 | ||
78 | 2009.12.11 18:27 | s/l | 39 | 1.00 | 1.05853 | 1.05853 | 1.06043 | -56.70 | 10121.16 |
79 | 2009.12.11 18:27 | buy | 40 | 1.00 | 1.05909 | 1.05849 | 1.06039 | ||
80 | 2009.12.11 18:45 | s/l | 40 | 1.00 | 1.05849 | 1.05849 | 1.06039 | -56.70 | 10064.46 |
81 | 2009.12.11 19:00 | buy | 41 | 1.00 | 1.05876 | 1.05816 | 1.06006 | ||
82 | 2009.12.11 19:20 | t/p | 41 | 1.00 | 1.06006 | 1.05816 | 1.06006 | 122.59 | 10187.05 |
83 | 2009.12.11 19:20 | buy | 42 | 1.00 | 1.06051 | 1.05991 | 1.06181 | ||
84 | 2009.12.11 19:27 | s/l | 42 | 1.00 | 1.05991 | 1.05991 | 1.06181 | -56.61 | 10130.44 |
85 | 2009.12.11 19:27 | buy | 43 | 1.00 | 1.05983 | 1.05923 | 1.06113 | ||
86 | 2009.12.11 20:26 | t/p | 43 | 1.00 | 1.06113 | 1.05923 | 1.06113 | 122.50 | 10252.94 |
87 | 2009.12.21 12:20 | sell | 44 | 1.00 | 1.06142 | 1.06202 | 1.06012 | ||
88 | 2009.12.21 12:27 | s/l | 44 | 1.00 | 1.06202 | 1.06202 | 1.06012 | -56.49 | 10196.45 |
89 | 2009.12.21 12:27 | sell | 45 | 1.00 | 1.06152 | 1.06212 | 1.06022 | ||
90 | 2009.12.21 13:10 | t/p | 45 | 1.00 | 1.06022 | 1.06212 | 1.06022 | 122.70 | 10319.15 |
91 | 2009.12.30 06:00 | buy | 46 | 1.00 | 1.05061 | 1.05001 | 1.05191 | ||
92 | 2009.12.30 07:15 | s/l | 46 | 1.00 | 1.05001 | 1.05001 | 1.05191 | -57.15 | 10262.00 |
93 | 2009.12.31 17:20 | sell | 47 | 1.00 | 1.04571 | 1.04631 | 1.04441 | ||
94 | 2009.12.31 17:22 | s/l | 47 | 1.00 | 1.04631 | 1.04631 | 1.04441 | -57.34 | 10204.66 |
95 | 2009.12.31 17:22 | sell | 48 | 1.00 | 1.04622 | 1.04682 | 1.04492 | ||
96 | 2009.12.31 17:27 | s/l | 48 | 1.00 | 1.04682 | 1.04682 | 1.04492 | -57.32 | 10147.34 |
97 | 2009.12.31 17:59 | sell | 49 | 1.00 | 1.04609 | 1.04669 | 1.04479 | ||
98 | 2009.12.31 18:10 | s/l | 49 | 1.00 | 1.04669 | 1.04669 | 1.04479 | -57.32 | 10090.02 |