Strategy Tester Report
EMA_6_12_v1
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9954.60 | Gross profit | 1229.40 | Gross loss | -11184.00 |
Profit factor | 0.11 | Expected payoff | -663.64 | ||
Absolute drawdown | 9954.60 | Maximal drawdown | 11224.00 (99.60%) | Relative drawdown | 99.60% (11224.00) |
Total trades | 15 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
Largest | profit trade | 373.70 | loss trade | -11184.00 | |
Average | profit trade | 87.81 | loss trade | -11184.00 | |
Maximum | consecutive wins (profit in money) | 14 (1229.40) | consecutive losses (loss in money) | 1 (-11184.00) | |
Maximal | consecutive profit (count of wins) | 1229.40 (14) | consecutive loss (count of losses) | -11184.00 (1) | |
Average | consecutive wins | 14 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 1.00 | 1.60881 | 0.00000 | 1.59881 | ||
2 | 2010.01.04 04:45 | modify | 1 | 1.00 | 1.60881 | 1.60846 | 1.59881 | ||
3 | 2010.01.04 04:50 | modify | 1 | 1.00 | 1.60881 | 1.60760 | 1.59881 | ||
4 | 2010.01.04 04:52 | s/l | 1 | 1.00 | 1.60760 | 1.60760 | 1.59881 | 121.00 | 10121.00 |
5 | 2010.01.04 11:00 | buy | 2 | 1.00 | 1.62055 | 0.00000 | 1.63055 | ||
6 | 2010.01.04 11:10 | modify | 2 | 1.00 | 1.62055 | 1.62113 | 1.63055 | ||
7 | 2010.01.04 11:12 | s/l | 2 | 1.00 | 1.62113 | 1.62113 | 1.63055 | 58.00 | 10179.00 |
8 | 2010.01.04 11:12 | buy | 3 | 1.00 | 1.62130 | 0.00000 | 1.63130 | ||
9 | 2010.01.04 11:15 | modify | 3 | 1.00 | 1.62130 | 1.62240 | 1.63130 | ||
10 | 2010.01.04 11:17 | s/l | 3 | 1.00 | 1.62240 | 1.62240 | 1.63130 | 110.00 | 10289.00 |
11 | 2010.01.04 11:17 | buy | 4 | 1.00 | 1.62258 | 0.00000 | 1.63258 | ||
12 | 2010.01.04 11:20 | modify | 4 | 1.00 | 1.62258 | 1.62367 | 1.63258 | ||
13 | 2010.01.04 11:22 | s/l | 4 | 1.00 | 1.62367 | 1.62367 | 1.63258 | 109.00 | 10398.00 |
14 | 2010.01.04 11:22 | buy | 5 | 1.00 | 1.62342 | 0.00000 | 1.63342 | ||
15 | 2010.01.13 10:15 | modify | 5 | 1.00 | 1.62342 | 1.62371 | 1.63342 | ||
16 | 2010.01.13 10:17 | s/l | 5 | 1.00 | 1.62371 | 1.62371 | 1.63342 | 29.00 | 10427.00 |
17 | 2010.01.14 13:00 | sell | 6 | 1.00 | 1.62695 | 0.00000 | 1.61695 | ||
18 | 2010.01.14 13:15 | modify | 6 | 1.00 | 1.62695 | 1.62640 | 1.61695 | ||
19 | 2010.01.14 13:20 | modify | 6 | 1.00 | 1.62695 | 1.62556 | 1.61695 | ||
20 | 2010.01.14 13:22 | s/l | 6 | 1.00 | 1.62556 | 1.62556 | 1.61695 | 139.00 | 10566.00 |
21 | 2010.01.14 13:22 | sell | 7 | 1.00 | 1.62538 | 0.00000 | 1.61538 | ||
22 | 2010.01.15 17:20 | modify | 7 | 1.00 | 1.62538 | 1.62534 | 1.61538 | ||
23 | 2010.01.15 17:26 | modify | 7 | 1.00 | 1.62538 | 1.62378 | 1.61538 | ||
24 | 2010.01.15 17:30 | modify | 7 | 1.00 | 1.62538 | 1.62374 | 1.61538 | ||
25 | 2010.01.15 17:32 | modify | 7 | 1.00 | 1.62538 | 1.62193 | 1.61538 | ||
26 | 2010.01.15 17:37 | modify | 7 | 1.00 | 1.62538 | 1.62162 | 1.61538 | ||
27 | 2010.01.15 17:40 | s/l | 7 | 1.00 | 1.62162 | 1.62162 | 1.61538 | 373.70 | 10939.70 |
28 | 2010.01.18 05:00 | buy | 8 | 1.00 | 1.63096 | 0.00000 | 1.64096 | ||
29 | 2010.01.18 05:15 | modify | 8 | 1.00 | 1.63096 | 1.63097 | 1.64096 | ||
30 | 2010.01.18 05:20 | modify | 8 | 1.00 | 1.63096 | 1.63128 | 1.64096 | ||
31 | 2010.01.18 05:27 | s/l | 8 | 1.00 | 1.63128 | 1.63128 | 1.64096 | 32.00 | 10971.70 |
32 | 2010.01.18 05:27 | buy | 9 | 1.00 | 1.63147 | 0.00000 | 1.64147 | ||
33 | 2010.01.18 05:40 | modify | 9 | 1.00 | 1.63147 | 1.63148 | 1.64147 | ||
34 | 2010.01.18 05:43 | s/l | 9 | 1.00 | 1.63148 | 1.63148 | 1.64147 | 1.00 | 10972.70 |
35 | 2010.01.18 05:43 | buy | 10 | 1.00 | 1.63168 | 0.00000 | 1.64168 | ||
36 | 2010.01.18 08:20 | modify | 10 | 1.00 | 1.63168 | 1.63184 | 1.64168 | ||
37 | 2010.01.18 08:22 | s/l | 10 | 1.00 | 1.63184 | 1.63184 | 1.64168 | 16.00 | 10988.70 |
38 | 2010.01.19 13:00 | sell | 11 | 1.00 | 1.63380 | 0.00000 | 1.62380 | ||
39 | 2010.01.19 13:10 | modify | 11 | 1.00 | 1.63380 | 1.63371 | 1.62380 | ||
40 | 2010.01.19 13:15 | modify | 11 | 1.00 | 1.63380 | 1.63305 | 1.62380 | ||
41 | 2010.01.19 13:20 | modify | 11 | 1.00 | 1.63380 | 1.63218 | 1.62380 | ||
42 | 2010.01.19 13:22 | s/l | 11 | 1.00 | 1.63218 | 1.63218 | 1.62380 | 162.00 | 11150.70 |
43 | 2010.01.19 13:22 | sell | 12 | 1.00 | 1.63202 | 0.00000 | 1.62202 | ||
44 | 2010.01.19 13:32 | modify | 12 | 1.00 | 1.63202 | 1.63199 | 1.62202 | ||
45 | 2010.01.19 13:37 | modify | 12 | 1.00 | 1.63202 | 1.63178 | 1.62202 | ||
46 | 2010.01.19 13:40 | s/l | 12 | 1.00 | 1.63178 | 1.63178 | 1.62202 | 24.00 | 11174.70 |
47 | 2010.01.19 13:40 | sell | 13 | 1.00 | 1.63224 | 0.00000 | 1.62224 | ||
48 | 2010.01.20 02:20 | modify | 13 | 1.00 | 1.63224 | 1.63206 | 1.62224 | ||
49 | 2010.01.20 02:22 | s/l | 13 | 1.00 | 1.63206 | 1.63206 | 1.62224 | 15.70 | 11190.40 |
50 | 2010.01.21 01:00 | buy | 14 | 1.00 | 1.63029 | 0.00000 | 1.64029 | ||
51 | 2010.01.21 01:20 | modify | 14 | 1.00 | 1.63029 | 1.63068 | 1.64029 | ||
52 | 2010.01.21 01:27 | s/l | 14 | 1.00 | 1.63068 | 1.63068 | 1.64029 | 39.00 | 11229.40 |
53 | 2010.01.21 01:27 | buy | 15 | 1.00 | 1.63075 | 0.00000 | 1.64075 | ||
54 | 2010.02.25 17:50 | close at stop | 15 | 1.00 | 1.51891 | 0.00000 | 1.64075 | -11184.00 | 45.40 |