Report Result : Ema_cross_contest_hedged_v1

Strategy Tester Report

Download Ema_cross_contest_hedged_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=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=true; UseMACD=true; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-153.60	Gross profit	369.00	Gross loss	-522.60
Profit factor	0.71	Expected payoff	-2.02
Absolute drawdown	178.10	Maximal drawdown	207.60 (2.07%)	Relative drawdown	2.07% (207.60)

Total trades	76	Short positions (won %)	42 (52.38%)	Long positions (won %)	34 (52.94%)
		Profit trades (% of total)	40 (52.63%)	Loss trades (% of total)	36 (47.37%)
Largest		profit trade	15.00	loss trade	-15.00
Average		profit trade	9.23	loss trade	-14.52
Maximum		consecutive wins (profit in money)	4 (27.40)	consecutive losses (loss in money)	4 (-60.00)
Maximal		consecutive profit (count of wins)	37.10 (3)	consecutive loss (count of losses)	-60.00 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 10:00	buy	1	0.10	1.61582	1.61432	1.61732
2	2010.01.04 10:10	modify	1	0.10	1.61582	1.61628	1.61732
3	2010.01.04 10:15	t/p	1	0.10	1.61732	1.61628	1.61732	15.00	10015.00
4	2010.01.04 10:15	buy	2	0.10	1.61814	1.61664	1.61964
5	2010.01.04 10:37	s/l	2	0.10	1.61664	1.61664	1.61964	-15.00	10000.00
6	2010.01.04 10:37	buy	3	0.10	1.61712	1.61562	1.61862
7	2010.01.04 10:40	t/p	3	0.10	1.61862	1.61562	1.61862	15.00	10015.00
8	2010.01.04 10:40	buy	4	0.10	1.61925	1.61775	1.62075
9	2010.01.04 10:45	modify	4	0.10	1.61925	1.61956	1.62075
10	2010.01.04 10:47	s/l	4	0.10	1.61956	1.61956	1.62075	3.10	10018.10
11	2010.01.04 10:47	buy	5	0.10	1.62010	1.61860	1.62160
12	2010.01.04 10:50	modify	5	0.10	1.62010	1.62084	1.62160
13	2010.01.04 10:52	s/l	5	0.10	1.62084	1.62084	1.62160	7.40	10025.50
14	2010.01.04 10:52	buy	6	0.10	1.62095	1.61945	1.62245
15	2010.01.04 11:07	s/l	6	0.10	1.61945	1.61945	1.62245	-15.00	10010.50
16	2010.01.05 10:00	sell	7	0.10	1.60436	1.60586	1.60286
17	2010.01.05 10:10	s/l	7	0.10	1.60586	1.60586	1.60286	-15.00	9995.50
18	2010.01.05 10:10	sell	8	0.10	1.60570	1.60720	1.60420
19	2010.01.05 10:15	s/l	8	0.10	1.60720	1.60720	1.60420	-15.00	9980.50
20	2010.01.05 10:15	sell	9	0.10	1.60674	1.60824	1.60524
21	2010.01.05 10:20	s/l	9	0.10	1.60824	1.60824	1.60524	-15.00	9965.50
22	2010.01.05 10:20	sell	10	0.10	1.60779	1.60929	1.60629
23	2010.01.05 10:27	modify	10	0.10	1.60779	1.60735	1.60629
24	2010.01.05 10:27	s/l	10	0.10	1.60735	1.60735	1.60629	4.40	9969.90
25	2010.01.05 10:27	sell	11	0.10	1.60764	1.60914	1.60614
26	2010.01.05 10:40	modify	11	0.10	1.60764	1.60756	1.60614
27	2010.01.05 10:42	s/l	11	0.10	1.60756	1.60756	1.60614	0.80	9970.70
28	2010.01.05 10:42	sell	12	0.10	1.60702	1.60852	1.60552
29	2010.01.05 10:45	modify	12	0.10	1.60702	1.60630	1.60552
30	2010.01.05 10:47	s/l	12	0.10	1.60630	1.60630	1.60552	7.20	9977.90
31	2010.01.05 10:47	sell	13	0.10	1.60576	1.60726	1.60426
32	2010.01.05 10:50	t/p	13	0.10	1.60426	1.60726	1.60426	15.00	9992.90
33	2010.01.05 10:50	sell	14	0.10	1.60365	1.60515	1.60215
34	2010.01.05 10:57	s/l	14	0.10	1.60515	1.60515	1.60215	-15.00	9977.90
35	2010.01.05 10:57	sell	15	0.10	1.60534	1.60684	1.60384
36	2010.01.05 11:10	modify	15	0.10	1.60534	1.60514	1.60384
37	2010.01.05 11:15	t/p	15	0.10	1.60384	1.60514	1.60384	15.00	9992.90
38	2010.01.06 13:00	sell	16	0.10	1.59816	1.59966	1.59666
39	2010.01.06 13:45	modify	16	0.10	1.59816	1.59771	1.59666
40	2010.01.06 13:50	t/p	16	0.10	1.59666	1.59771	1.59666	15.00	10007.90
41	2010.01.06 13:50	sell	17	0.10	1.59591	1.59741	1.59441
42	2010.01.06 14:10	s/l	17	0.10	1.59741	1.59741	1.59441	-15.00	9992.90
43	2010.01.12 09:00	sell	18	0.10	1.60954	1.61104	1.60804
44	2010.01.12 09:02	t/p	18	0.10	1.60804	1.61104	1.60804	15.00	10007.90
45	2010.01.12 09:02	sell	19	0.10	1.60657	1.60807	1.60507
46	2010.01.12 09:10	s/l	19	0.10	1.60807	1.60807	1.60507	-15.00	9992.90
47	2010.01.12 09:10	sell	20	0.10	1.60807	1.60957	1.60657
48	2010.01.12 09:15	s/l	20	0.10	1.60957	1.60957	1.60657	-15.00	9977.90
49	2010.01.12 09:15	sell	21	0.10	1.60920	1.61070	1.60770
50	2010.01.12 09:20	s/l	21	0.10	1.61070	1.61070	1.60770	-15.00	9962.90
51	2010.01.12 09:20	sell	22	0.10	1.61032	1.61182	1.60882
52	2010.01.12 09:27	modify	22	0.10	1.61032	1.60978	1.60882
53	2010.01.12 09:27	s/l	22	0.10	1.60978	1.60978	1.60882	5.40	9968.30
54	2010.01.12 09:27	sell	23	0.10	1.60998	1.61148	1.60848
55	2010.01.12 09:37	modify	23	0.10	1.60998	1.60988	1.60848
56	2010.01.12 09:40	s/l	23	0.10	1.60988	1.60988	1.60848	1.00	9969.30
57	2010.01.12 09:40	sell	24	0.10	1.60990	1.61140	1.60840
58	2010.01.12 09:50	s/l	24	0.10	1.61140	1.61140	1.60840	-15.00	9954.30
59	2010.01.12 09:50	sell	25	0.10	1.61107	1.61257	1.60957
60	2010.01.12 09:59	modify	25	0.10	1.61107	1.61105	1.60957
61	2010.01.12 10:00	close	25	0.10	1.61056	1.61105	1.60957	5.10	9959.40
62	2010.01.19 19:00	buy	26	0.10	1.63821	1.63671	1.63971
63	2010.01.19 19:15	modify	26	0.10	1.63821	1.63851	1.63971
64	2010.01.19 19:20	modify	26	0.10	1.63821	1.63906	1.63971
65	2010.01.19 19:27	s/l	26	0.10	1.63906	1.63906	1.63971	8.50	9967.90
66	2010.01.19 19:27	buy	27	0.10	1.63928	1.63778	1.64078
67	2010.01.19 19:32	s/l	27	0.10	1.63778	1.63778	1.64078	-15.00	9952.90
68	2010.01.19 19:32	buy	28	0.10	1.63802	1.63652	1.63952
69	2010.01.19 19:45	modify	28	0.10	1.63802	1.63821	1.63952
70	2010.01.19 19:50	modify	28	0.10	1.63802	1.63870	1.63952
71	2010.01.19 19:57	s/l	28	0.10	1.63870	1.63870	1.63952	6.80	9959.70
72	2010.01.19 19:57	buy	29	0.10	1.63901	1.63751	1.64051
73	2010.01.19 20:03	s/l	29	0.10	1.63751	1.63751	1.64051	-15.00	9944.70
74	2010.01.20 00:00	sell	30	0.10	1.63620	1.63770	1.63470
75	2010.01.20 00:32	modify	30	0.10	1.63620	1.63562	1.63470
76	2010.01.20 00:37	modify	30	0.10	1.63620	1.63547	1.63470
77	2010.01.20 00:40	s/l	30	0.10	1.63547	1.63547	1.63470	7.30	9952.00
78	2010.01.20 00:40	sell	31	0.10	1.63526	1.63676	1.63376
79	2010.01.20 01:02	s/l	31	0.10	1.63676	1.63676	1.63376	-15.00	9937.00
80	2010.01.28 01:00	buy	32	0.10	1.61813	1.61663	1.61963
81	2010.01.28 01:45	s/l	32	0.10	1.61663	1.61663	1.61963	-15.00	9922.00
82	2010.01.28 01:45	buy	33	0.10	1.61702	1.61552	1.61852
83	2010.01.28 02:00	close	33	0.10	1.61685	1.61552	1.61852	-1.70	9920.30
84	2010.01.28 04:00	buy	34	0.10	1.62117	1.61967	1.62267
85	2010.01.28 04:15	modify	34	0.10	1.62117	1.62179	1.62267
86	2010.01.28 04:20	t/p	34	0.10	1.62267	1.62179	1.62267	15.00	9935.30
87	2010.01.28 04:20	buy	35	0.10	1.62349	1.62199	1.62499
88	2010.01.28 04:27	s/l	35	0.10	1.62199	1.62199	1.62499	-15.00	9920.30
89	2010.01.28 04:27	buy	36	0.10	1.62250	1.62100	1.62400
90	2010.01.28 04:27	s/l	36	0.10	1.62100	1.62100	1.62400	-15.00	9905.30
91	2010.01.28 04:27	buy	37	0.10	1.62125	1.61975	1.62275
92	2010.01.28 04:50	modify	37	0.10	1.62125	1.62175	1.62275
93	2010.01.28 04:57	s/l	37	0.10	1.62175	1.62175	1.62275	5.00	9910.30
94	2010.01.28 04:57	buy	38	0.10	1.62202	1.62052	1.62352
95	2010.01.28 05:20	s/l	38	0.10	1.62052	1.62052	1.62352	-15.00	9895.30
96	2010.02.02 01:00	sell	39	0.10	1.59439	1.59589	1.59289
97	2010.02.02 01:20	s/l	39	0.10	1.59589	1.59589	1.59289	-15.00	9880.30
98	2010.02.02 01:20	sell	40	0.10	1.59565	1.59715	1.59415
99	2010.02.02 02:00	close	40	0.10	1.59674	1.59715	1.59415	-10.90	9869.40
100	2010.02.02 05:00	sell	41	0.10	1.59319	1.59469	1.59169
101	2010.02.02 05:20	modify	41	0.10	1.59319	1.59301	1.59169
102	2010.02.02 05:27	s/l	41	0.10	1.59301	1.59301	1.59169	1.80	9871.20
103	2010.02.02 05:27	sell	42	0.10	1.59250	1.59400	1.59100
104	2010.02.02 05:45	s/l	42	0.10	1.59400	1.59400	1.59100	-15.00	9856.20
105	2010.02.02 05:45	sell	43	0.10	1.59379	1.59529	1.59229
106	2010.02.02 06:07	modify	43	0.10	1.59379	1.59371	1.59229
107	2010.02.02 06:10	s/l	43	0.10	1.59371	1.59371	1.59229	0.80	9857.00
108	2010.02.08 22:00	sell	44	0.10	1.55990	1.56140	1.55840
109	2010.02.08 22:40	modify	44	0.10	1.55990	1.55987	1.55840
110	2010.02.08 22:45	modify	44	0.10	1.55990	1.55931	1.55840
111	2010.02.08 22:50	t/p	44	0.10	1.55840	1.55931	1.55840	15.00	9872.00
112	2010.02.08 22:50	sell	45	0.10	1.55762	1.55912	1.55612
113	2010.02.08 23:20	modify	45	0.10	1.55762	1.55739	1.55612
114	2010.02.08 23:27	s/l	45	0.10	1.55739	1.55739	1.55612	2.30	9874.30
115	2010.02.09 11:00	sell	46	0.10	1.55850	1.56000	1.55700
116	2010.02.09 11:20	modify	46	0.10	1.55850	1.55804	1.55700
117	2010.02.09 11:27	s/l	46	0.10	1.55804	1.55804	1.55700	4.60	9878.90
118	2010.02.09 11:27	sell	47	0.10	1.55763	1.55913	1.55613
119	2010.02.09 11:50	s/l	47	0.10	1.55913	1.55913	1.55613	-15.00	9863.90
120	2010.02.09 11:50	sell	48	0.10	1.55877	1.56027	1.55727
121	2010.02.09 11:59	modify	48	0.10	1.55877	1.55843	1.55727
122	2010.02.09 12:02	t/p	48	0.10	1.55727	1.55843	1.55727	15.00	9878.90
123	2010.02.11 09:00	sell	49	0.10	1.56061	1.56211	1.55911
124	2010.02.11 09:02	s/l	49	0.10	1.56211	1.56211	1.55911	-15.00	9863.90
125	2010.02.11 09:02	sell	50	0.10	1.56156	1.56306	1.56006
126	2010.02.11 09:15	modify	50	0.10	1.56156	1.56097	1.56006
127	2010.02.11 09:20	t/p	50	0.10	1.56006	1.56097	1.56006	15.00	9878.90
128	2010.02.11 09:20	sell	51	0.10	1.55898	1.56048	1.55748
129	2010.02.11 09:27	s/l	51	0.10	1.56048	1.56048	1.55748	-15.00	9863.90
130	2010.02.11 09:27	sell	52	0.10	1.56001	1.56151	1.55851
131	2010.02.11 09:40	modify	52	0.10	1.56001	1.55964	1.55851
132	2010.02.11 09:45	modify	52	0.10	1.56001	1.55894	1.55851
133	2010.02.11 09:50	t/p	52	0.10	1.55851	1.55894	1.55851	15.00	9878.90
134	2010.02.11 09:50	sell	53	0.10	1.55704	1.55854	1.55554
135	2010.02.11 09:59	s/l	53	0.10	1.55854	1.55854	1.55554	-15.00	9863.90
136	2010.02.11 09:59	sell	54	0.10	1.55798	1.55948	1.55648
137	2010.02.11 10:15	modify	54	0.10	1.55798	1.55766	1.55648
138	2010.02.11 10:20	modify	54	0.10	1.55798	1.55693	1.55648
139	2010.02.11 10:27	s/l	54	0.10	1.55693	1.55693	1.55648	10.50	9874.40
140	2010.02.15 10:00	buy	55	0.10	1.56794	1.56644	1.56944
141	2010.02.15 10:02	modify	55	0.10	1.56794	1.56812	1.56944
142	2010.02.15 10:07	modify	55	0.10	1.56794	1.56828	1.56944
143	2010.02.15 10:10	s/l	55	0.10	1.56828	1.56828	1.56944	3.40	9877.80
144	2010.02.15 10:10	buy	56	0.10	1.56862	1.56712	1.57012
145	2010.02.15 10:20	s/l	56	0.10	1.56712	1.56712	1.57012	-15.00	9862.80
146	2010.02.15 10:20	buy	57	0.10	1.56753	1.56603	1.56903
147	2010.02.15 10:50	modify	57	0.10	1.56753	1.56798	1.56903
148	2010.02.15 10:57	s/l	57	0.10	1.56798	1.56798	1.56903	4.50	9867.30
149	2010.02.15 10:57	buy	58	0.10	1.56826	1.56676	1.56976
150	2010.02.15 11:02	s/l	58	0.10	1.56676	1.56676	1.56976	-15.00	9852.30
151	2010.02.16 18:00	buy	59	0.10	1.57371	1.57221	1.57521
152	2010.02.16 18:03	t/p	59	0.10	1.57521	1.57221	1.57521	15.00	9867.30
153	2010.02.16 18:03	buy	60	0.10	1.57651	1.57501	1.57801
154	2010.02.16 18:10	modify	60	0.10	1.57651	1.57722	1.57801
155	2010.02.16 18:13	s/l	60	0.10	1.57722	1.57722	1.57801	7.10	9874.40
156	2010.02.16 18:13	buy	61	0.10	1.57762	1.57612	1.57912
157	2010.02.16 18:16	t/p	61	0.10	1.57912	1.57612	1.57912	15.00	9889.40
158	2010.02.16 18:16	buy	62	0.10	1.57986	1.57836	1.58136
159	2010.02.16 18:20	s/l	62	0.10	1.57836	1.57836	1.58136	-15.00	9874.40
160	2010.02.16 18:20	buy	63	0.10	1.57874	1.57724	1.58024
161	2010.02.16 18:26	s/l	63	0.10	1.57724	1.57724	1.58024	-15.00	9859.40
162	2010.02.16 18:26	buy	64	0.10	1.57762	1.57612	1.57912
163	2010.02.16 18:30	modify	64	0.10	1.57762	1.57838	1.57912
164	2010.02.16 18:32	modify	64	0.10	1.57762	1.57870	1.57912
165	2010.02.16 18:37	t/p	64	0.10	1.57912	1.57870	1.57912	15.00	9874.40
166	2010.02.16 18:37	buy	65	0.10	1.57985	1.57835	1.58135
167	2010.02.16 18:45	s/l	65	0.10	1.57835	1.57835	1.58135	-15.00	9859.40
168	2010.02.16 18:45	buy	66	0.10	1.57853	1.57703	1.58003
169	2010.02.16 19:07	s/l	66	0.10	1.57703	1.57703	1.58003	-15.00	9844.40
170	2010.02.22 13:00	buy	67	0.10	1.54764	1.54614	1.54914
171	2010.02.22 13:02	modify	67	0.10	1.54764	1.54791	1.54914
172	2010.02.22 13:07	modify	67	0.10	1.54764	1.54818	1.54914
173	2010.02.22 13:10	s/l	67	0.10	1.54818	1.54818	1.54914	5.40	9849.80
174	2010.02.22 13:10	buy	68	0.10	1.54805	1.54655	1.54955
175	2010.02.22 13:20	s/l	68	0.10	1.54655	1.54655	1.54955	-15.00	9834.80
176	2010.02.22 13:20	buy	69	0.10	1.54615	1.54465	1.54765
177	2010.02.22 13:27	modify	69	0.10	1.54615	1.54628	1.54765
178	2010.02.22 13:27	s/l	69	0.10	1.54628	1.54628	1.54765	1.30	9836.10
179	2010.02.22 13:27	buy	70	0.10	1.54625	1.54475	1.54775
180	2010.02.22 13:45	modify	70	0.10	1.54625	1.54652	1.54775
181	2010.02.22 13:50	modify	70	0.10	1.54625	1.54728	1.54775
182	2010.02.22 13:52	s/l	70	0.10	1.54728	1.54728	1.54775	10.30	9846.40
183	2010.02.22 13:52	buy	71	0.10	1.54773	1.54623	1.54923
184	2010.02.22 14:15	modify	71	0.10	1.54773	1.54833	1.54923
185	2010.02.22 14:20	t/p	71	0.10	1.54923	1.54833	1.54923	15.00	9861.40
186	2010.02.24 09:00	sell	72	0.10	1.54275	1.54425	1.54125
187	2010.02.24 09:13	s/l	72	0.10	1.54425	1.54425	1.54125	-15.00	9846.40
188	2010.02.24 09:13	sell	73	0.10	1.54393	1.54543	1.54243
189	2010.02.24 09:30	s/l	73	0.10	1.54543	1.54543	1.54243	-15.00	9831.40
190	2010.02.24 09:30	sell	74	0.10	1.54551	1.54701	1.54401
191	2010.02.24 09:45	modify	74	0.10	1.54551	1.54475	1.54401
192	2010.02.24 09:50	t/p	74	0.10	1.54401	1.54475	1.54401	15.00	9846.40
193	2010.02.24 09:50	sell	75	0.10	1.54258	1.54408	1.54108
194	2010.02.24 09:57	s/l	75	0.10	1.54408	1.54408	1.54108	-15.00	9831.40
195	2010.02.24 09:57	sell	76	0.10	1.54379	1.54529	1.54229
196	2010.02.24 10:02	t/p	76	0.10	1.54229	1.54529	1.54229	15.00	9846.40

Desynced Forex