Strategy Tester Report
EMA_CROSS_2_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 | TakeProfit=130; StopLoss=100; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -867.50 | Gross profit | 2340.00 | Gross loss | -3207.50 |
Profit factor | 0.73 | Expected payoff | -17.35 | ||
Absolute drawdown | 867.50 | Maximal drawdown | 1075.50 (10.54%) | Relative drawdown | 10.54% (1075.50) |
Total trades | 50 | Short positions (won %) | 25 (32.00%) | Long positions (won %) | 25 (40.00%) |
Profit trades (% of total) | 18 (36.00%) | Loss trades (% of total) | 32 (64.00%) | ||
Largest | profit trade | 130.00 | loss trade | -107.50 | |
Average | profit trade | 130.00 | loss trade | -100.23 | |
Maximum | consecutive wins (profit in money) | 4 (520.00) | consecutive losses (loss in money) | 7 (-700.00) | |
Maximal | consecutive profit (count of wins) | 520.00 (4) | consecutive loss (count of losses) | -700.00 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | sell | 1 | 1.00 | 1.61248 | 1.61348 | 1.61118 | ||
2 | 2010.01.04 00:15 | s/l | 1 | 1.00 | 1.61348 | 1.61348 | 1.61118 | -100.00 | 9900.00 |
3 | 2010.01.05 11:20 | buy | 2 | 1.00 | 1.60226 | 1.60126 | 1.60356 | ||
4 | 2010.01.05 11:27 | t/p | 2 | 1.00 | 1.60356 | 1.60126 | 1.60356 | 130.00 | 10030.00 |
5 | 2010.01.05 11:40 | buy | 3 | 1.00 | 1.60231 | 1.60131 | 1.60361 | ||
6 | 2010.01.05 11:45 | s/l | 3 | 1.00 | 1.60131 | 1.60131 | 1.60361 | -100.00 | 9930.00 |
7 | 2010.01.05 11:45 | buy | 4 | 1.00 | 1.60108 | 1.60008 | 1.60238 | ||
8 | 2010.01.05 11:50 | s/l | 4 | 1.00 | 1.60008 | 1.60008 | 1.60238 | -100.00 | 9830.00 |
9 | 2010.01.08 13:00 | sell | 5 | 1.00 | 1.60075 | 1.60175 | 1.59945 | ||
10 | 2010.01.08 13:20 | t/p | 5 | 1.00 | 1.59945 | 1.60175 | 1.59945 | 130.00 | 9960.00 |
11 | 2010.01.08 13:27 | sell | 6 | 1.00 | 1.60007 | 1.60107 | 1.59877 | ||
12 | 2010.01.08 13:50 | t/p | 6 | 1.00 | 1.59877 | 1.60107 | 1.59877 | 130.00 | 10090.00 |
13 | 2010.01.08 14:20 | sell | 7 | 1.00 | 1.60082 | 1.60182 | 1.59952 | ||
14 | 2010.01.08 14:35 | s/l | 7 | 1.00 | 1.60182 | 1.60182 | 1.59952 | -100.00 | 9990.00 |
15 | 2010.01.20 07:00 | buy | 8 | 1.00 | 1.62922 | 1.62822 | 1.63052 | ||
16 | 2010.01.20 07:40 | t/p | 8 | 1.00 | 1.63052 | 1.62822 | 1.63052 | 130.00 | 10120.00 |
17 | 2010.01.20 07:40 | sell | 9 | 1.00 | 1.63069 | 1.63169 | 1.62939 | ||
18 | 2010.01.20 07:45 | s/l | 9 | 1.00 | 1.63169 | 1.63169 | 1.62939 | -100.00 | 10020.00 |
19 | 2010.01.20 07:45 | sell | 10 | 1.00 | 1.63161 | 1.63261 | 1.63031 | ||
20 | 2010.01.20 07:50 | s/l | 10 | 1.00 | 1.63261 | 1.63261 | 1.63031 | -100.00 | 9920.00 |
21 | 2010.01.20 08:00 | buy | 11 | 1.00 | 1.63181 | 1.63081 | 1.63311 | ||
22 | 2010.01.20 08:10 | s/l | 11 | 1.00 | 1.63081 | 1.63081 | 1.63311 | -100.00 | 9820.00 |
23 | 2010.01.25 20:00 | sell | 12 | 1.00 | 1.62433 | 1.62533 | 1.62303 | ||
24 | 2010.01.25 20:32 | s/l | 12 | 1.00 | 1.62533 | 1.62533 | 1.62303 | -100.00 | 9720.00 |
25 | 2010.01.26 11:00 | buy | 13 | 1.00 | 1.61389 | 1.61289 | 1.61519 | ||
26 | 2010.01.26 11:15 | s/l | 13 | 1.00 | 1.61289 | 1.61289 | 1.61519 | -100.00 | 9620.00 |
27 | 2010.01.27 13:10 | sell | 14 | 1.00 | 1.62331 | 1.62431 | 1.62201 | ||
28 | 2010.01.27 13:20 | s/l | 14 | 1.00 | 1.62431 | 1.62431 | 1.62201 | -100.00 | 9520.00 |
29 | 2010.01.27 13:27 | buy | 15 | 1.00 | 1.62312 | 1.62212 | 1.62442 | ||
30 | 2010.01.27 14:15 | s/l | 15 | 1.00 | 1.62212 | 1.62212 | 1.62442 | -100.00 | 9420.00 |
31 | 2010.01.27 20:20 | buy | 16 | 1.00 | 1.61493 | 1.61393 | 1.61623 | ||
32 | 2010.01.27 20:27 | t/p | 16 | 1.00 | 1.61623 | 1.61393 | 1.61623 | 130.00 | 9550.00 |
33 | 2010.01.27 20:27 | sell | 17 | 1.00 | 1.61655 | 1.61755 | 1.61525 | ||
34 | 2010.01.27 20:30 | t/p | 17 | 1.00 | 1.61525 | 1.61755 | 1.61525 | 130.00 | 9680.00 |
35 | 2010.01.27 20:40 | sell | 18 | 1.00 | 1.61675 | 1.61775 | 1.61545 | ||
36 | 2010.01.27 20:45 | s/l | 18 | 1.00 | 1.61775 | 1.61775 | 1.61545 | -100.00 | 9580.00 |
37 | 2010.01.27 21:10 | buy | 19 | 1.00 | 1.61667 | 1.61567 | 1.61797 | ||
38 | 2010.01.27 21:15 | s/l | 19 | 1.00 | 1.61567 | 1.61567 | 1.61797 | -100.00 | 9480.00 |
39 | 2010.01.27 21:50 | sell | 20 | 1.00 | 1.61715 | 1.61815 | 1.61585 | ||
40 | 2010.01.28 00:46 | s/l | 20 | 1.00 | 1.61815 | 1.61815 | 1.61585 | -107.50 | 9372.50 |
41 | 2010.01.28 03:50 | sell | 21 | 1.00 | 1.62098 | 1.62198 | 1.61968 | ||
42 | 2010.01.28 03:57 | t/p | 21 | 1.00 | 1.61968 | 1.62198 | 1.61968 | 130.00 | 9502.50 |
43 | 2010.01.28 03:57 | buy | 22 | 1.00 | 1.61955 | 1.61855 | 1.62085 | ||
44 | 2010.01.28 04:10 | t/p | 22 | 1.00 | 1.62085 | 1.61855 | 1.62085 | 130.00 | 9632.50 |
45 | 2010.01.28 18:15 | buy | 23 | 1.00 | 1.61420 | 1.61320 | 1.61550 | ||
46 | 2010.01.28 18:45 | s/l | 23 | 1.00 | 1.61320 | 1.61320 | 1.61550 | -100.00 | 9532.50 |
47 | 2010.02.03 08:32 | sell | 24 | 1.00 | 1.60559 | 1.60659 | 1.60429 | ||
48 | 2010.02.03 08:45 | t/p | 24 | 1.00 | 1.60429 | 1.60659 | 1.60429 | 130.00 | 9662.50 |
49 | 2010.02.03 09:00 | sell | 25 | 1.00 | 1.60332 | 1.60432 | 1.60202 | ||
50 | 2010.02.03 09:15 | s/l | 25 | 1.00 | 1.60432 | 1.60432 | 1.60202 | -100.00 | 9562.50 |
51 | 2010.02.03 12:50 | buy | 26 | 1.00 | 1.59792 | 1.59692 | 1.59922 | ||
52 | 2010.02.03 13:15 | s/l | 26 | 1.00 | 1.59692 | 1.59692 | 1.59922 | -100.00 | 9462.50 |
53 | 2010.02.09 23:15 | sell | 27 | 1.00 | 1.57189 | 1.57289 | 1.57059 | ||
54 | 2010.02.09 23:37 | s/l | 27 | 1.00 | 1.57289 | 1.57289 | 1.57059 | -100.00 | 9362.50 |
55 | 2010.02.09 23:45 | buy | 28 | 1.00 | 1.57151 | 1.57051 | 1.57281 | ||
56 | 2010.02.09 23:50 | s/l | 28 | 1.00 | 1.57051 | 1.57051 | 1.57281 | -100.00 | 9262.50 |
57 | 2010.02.10 00:00 | sell | 29 | 1.00 | 1.57080 | 1.57180 | 1.56950 | ||
58 | 2010.02.10 00:46 | t/p | 29 | 1.00 | 1.56950 | 1.57180 | 1.56950 | 130.00 | 9392.50 |
59 | 2010.02.10 05:20 | buy | 30 | 1.00 | 1.56681 | 1.56581 | 1.56811 | ||
60 | 2010.02.10 07:20 | t/p | 30 | 1.00 | 1.56811 | 1.56581 | 1.56811 | 130.00 | 9522.50 |
61 | 2010.02.10 08:02 | sell | 31 | 1.00 | 1.56923 | 1.57023 | 1.56793 | ||
62 | 2010.02.10 08:20 | t/p | 31 | 1.00 | 1.56793 | 1.57023 | 1.56793 | 130.00 | 9652.50 |
63 | 2010.02.10 08:37 | sell | 32 | 1.00 | 1.56860 | 1.56960 | 1.56730 | ||
64 | 2010.02.10 08:45 | t/p | 32 | 1.00 | 1.56730 | 1.56960 | 1.56730 | 130.00 | 9782.50 |
65 | 2010.02.10 10:10 | sell | 33 | 1.00 | 1.57024 | 1.57124 | 1.56894 | ||
66 | 2010.02.10 10:16 | s/l | 33 | 1.00 | 1.57124 | 1.57124 | 1.56894 | -100.00 | 9682.50 |
67 | 2010.02.10 10:32 | buy | 34 | 1.00 | 1.56974 | 1.56874 | 1.57104 | ||
68 | 2010.02.10 10:40 | t/p | 34 | 1.00 | 1.57104 | 1.56874 | 1.57104 | 130.00 | 9812.50 |
69 | 2010.02.10 10:40 | sell | 35 | 1.00 | 1.57105 | 1.57205 | 1.56975 | ||
70 | 2010.02.10 10:45 | s/l | 35 | 1.00 | 1.57205 | 1.57205 | 1.56975 | -100.00 | 9712.50 |
71 | 2010.02.10 12:16 | buy | 36 | 1.00 | 1.56583 | 1.56483 | 1.56713 | ||
72 | 2010.02.10 13:10 | s/l | 36 | 1.00 | 1.56483 | 1.56483 | 1.56713 | -100.00 | 9612.50 |
73 | 2010.02.11 20:05 | sell | 37 | 1.00 | 1.56880 | 1.56980 | 1.56750 | ||
74 | 2010.02.11 20:10 | s/l | 37 | 1.00 | 1.56980 | 1.56980 | 1.56750 | -100.00 | 9512.50 |
75 | 2010.02.11 20:10 | sell | 38 | 1.00 | 1.56972 | 1.57072 | 1.56842 | ||
76 | 2010.02.11 20:15 | s/l | 38 | 1.00 | 1.57072 | 1.57072 | 1.56842 | -100.00 | 9412.50 |
77 | 2010.02.12 12:20 | buy | 39 | 1.00 | 1.55858 | 1.55758 | 1.55988 | ||
78 | 2010.02.12 12:45 | t/p | 39 | 1.00 | 1.55988 | 1.55758 | 1.55988 | 130.00 | 9542.50 |
79 | 2010.02.12 13:00 | buy | 40 | 1.00 | 1.56159 | 1.56059 | 1.56289 | ||
80 | 2010.02.12 13:20 | t/p | 40 | 1.00 | 1.56289 | 1.56059 | 1.56289 | 130.00 | 9672.50 |
81 | 2010.02.12 20:00 | sell | 41 | 1.00 | 1.56723 | 1.56823 | 1.56593 | ||
82 | 2010.02.12 20:20 | s/l | 41 | 1.00 | 1.56823 | 1.56823 | 1.56593 | -100.00 | 9572.50 |
83 | 2010.02.15 06:00 | buy | 42 | 1.00 | 1.56463 | 1.56363 | 1.56593 | ||
84 | 2010.02.15 06:20 | t/p | 42 | 1.00 | 1.56593 | 1.56363 | 1.56593 | 130.00 | 9702.50 |
85 | 2010.02.15 06:45 | buy | 43 | 1.00 | 1.56495 | 1.56395 | 1.56625 | ||
86 | 2010.02.15 07:20 | s/l | 43 | 1.00 | 1.56395 | 1.56395 | 1.56625 | -100.00 | 9602.50 |
87 | 2010.02.15 09:20 | sell | 44 | 1.00 | 1.56759 | 1.56859 | 1.56629 | ||
88 | 2010.02.15 09:40 | s/l | 44 | 1.00 | 1.56859 | 1.56859 | 1.56629 | -100.00 | 9502.50 |
89 | 2010.02.15 09:59 | buy | 45 | 1.00 | 1.56756 | 1.56656 | 1.56886 | ||
90 | 2010.02.15 10:37 | s/l | 45 | 1.00 | 1.56656 | 1.56656 | 1.56886 | -100.00 | 9402.50 |
91 | 2010.02.15 22:50 | buy | 46 | 1.00 | 1.56521 | 1.56421 | 1.56651 | ||
92 | 2010.02.15 23:45 | t/p | 46 | 1.00 | 1.56651 | 1.56421 | 1.56651 | 130.00 | 9532.50 |
93 | 2010.02.17 22:00 | buy | 47 | 1.00 | 1.56813 | 1.56713 | 1.56943 | ||
94 | 2010.02.17 22:20 | s/l | 47 | 1.00 | 1.56713 | 1.56713 | 1.56943 | -100.00 | 9432.50 |
95 | 2010.02.23 09:00 | sell | 48 | 1.00 | 1.55637 | 1.55737 | 1.55507 | ||
96 | 2010.02.23 09:07 | s/l | 48 | 1.00 | 1.55737 | 1.55737 | 1.55507 | -100.00 | 9332.50 |
97 | 2010.02.23 09:50 | buy | 49 | 1.00 | 1.55348 | 1.55248 | 1.55478 | ||
98 | 2010.02.23 10:10 | s/l | 49 | 1.00 | 1.55248 | 1.55248 | 1.55478 | -100.00 | 9232.50 |
99 | 2010.02.23 10:15 | buy | 50 | 1.00 | 1.54959 | 1.54859 | 1.55089 | ||
100 | 2010.02.23 10:20 | s/l | 50 | 1.00 | 1.54859 | 1.54859 | 1.55089 | -100.00 | 9132.50 |