Strategy Tester Report
EMA_CROSS_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; 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 | -4851.60 | Gross profit | 2590.40 | Gross loss | -7442.00 |
Profit factor | 0.35 | Expected payoff | -231.03 | ||
Absolute drawdown | 5687.60 | Maximal drawdown | 8329.00 (65.89%) | Relative drawdown | 65.89% (8329.00) |
Total trades | 21 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 130.00 | loss trade | -7442.00 | |
Average | profit trade | 129.52 | loss trade | -7442.00 | |
Maximum | consecutive wins (profit in money) | 20 (2590.40) | consecutive losses (loss in money) | 1 (-7442.00) | |
Maximal | consecutive profit (count of wins) | 2590.40 (20) | consecutive loss (count of losses) | -7442.00 (1) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | sell | 1 | 1.00 | 1.61248 | 0.00000 | 1.61118 | ||
2 | 2010.01.04 01:20 | t/p | 1 | 1.00 | 1.61118 | 0.00000 | 1.61118 | 130.00 | 10130.00 |
3 | 2010.01.05 11:20 | buy | 2 | 1.00 | 1.60230 | 0.00000 | 1.60360 | ||
4 | 2010.01.05 11:27 | t/p | 2 | 1.00 | 1.60360 | 0.00000 | 1.60360 | 130.00 | 10260.00 |
5 | 2010.01.05 11:40 | buy | 3 | 1.00 | 1.60235 | 0.00000 | 1.60365 | ||
6 | 2010.01.05 13:45 | t/p | 3 | 1.00 | 1.60365 | 0.00000 | 1.60365 | 130.00 | 10390.00 |
7 | 2010.01.08 13:00 | sell | 4 | 1.00 | 1.60075 | 0.00000 | 1.59945 | ||
8 | 2010.01.08 13:20 | t/p | 4 | 1.00 | 1.59945 | 0.00000 | 1.59945 | 130.00 | 10520.00 |
9 | 2010.01.08 13:27 | sell | 5 | 1.00 | 1.60007 | 0.00000 | 1.59877 | ||
10 | 2010.01.08 13:50 | t/p | 5 | 1.00 | 1.59877 | 0.00000 | 1.59877 | 130.00 | 10650.00 |
11 | 2010.01.08 14:20 | sell | 6 | 1.00 | 1.60082 | 0.00000 | 1.59952 | ||
12 | 2010.01.08 16:20 | t/p | 6 | 1.00 | 1.59952 | 0.00000 | 1.59952 | 130.00 | 10780.00 |
13 | 2010.01.20 07:00 | buy | 7 | 1.00 | 1.62926 | 0.00000 | 1.63056 | ||
14 | 2010.01.20 07:40 | t/p | 7 | 1.00 | 1.63056 | 0.00000 | 1.63056 | 130.00 | 10910.00 |
15 | 2010.01.20 07:40 | sell | 8 | 1.00 | 1.63069 | 0.00000 | 1.62939 | ||
16 | 2010.01.20 08:33 | t/p | 8 | 1.00 | 1.62939 | 0.00000 | 1.62939 | 130.00 | 11040.00 |
17 | 2010.01.25 20:00 | sell | 9 | 1.00 | 1.62433 | 0.00000 | 1.62303 | ||
18 | 2010.01.26 04:15 | t/p | 9 | 1.00 | 1.62303 | 0.00000 | 1.62303 | 127.60 | 11167.60 |
19 | 2010.01.26 11:00 | buy | 10 | 1.00 | 1.61393 | 0.00000 | 1.61523 | ||
20 | 2010.01.26 16:20 | t/p | 10 | 1.00 | 1.61523 | 0.00000 | 1.61523 | 130.00 | 11297.60 |
21 | 2010.01.27 13:10 | sell | 11 | 1.00 | 1.62331 | 0.00000 | 1.62201 | ||
22 | 2010.01.27 14:20 | t/p | 11 | 1.00 | 1.62201 | 0.00000 | 1.62201 | 130.00 | 11427.60 |
23 | 2010.01.27 20:20 | buy | 12 | 1.00 | 1.61497 | 0.00000 | 1.61627 | ||
24 | 2010.01.27 20:27 | t/p | 12 | 1.00 | 1.61627 | 0.00000 | 1.61627 | 130.00 | 11557.60 |
25 | 2010.01.27 20:27 | sell | 13 | 1.00 | 1.61655 | 0.00000 | 1.61525 | ||
26 | 2010.01.27 20:32 | t/p | 13 | 1.00 | 1.61525 | 0.00000 | 1.61525 | 130.00 | 11687.60 |
27 | 2010.01.27 20:40 | sell | 14 | 1.00 | 1.61675 | 0.00000 | 1.61545 | ||
28 | 2010.01.27 21:20 | t/p | 14 | 1.00 | 1.61545 | 0.00000 | 1.61545 | 130.00 | 11817.60 |
29 | 2010.01.27 21:50 | sell | 15 | 1.00 | 1.61715 | 0.00000 | 1.61585 | ||
30 | 2010.01.28 02:45 | t/p | 15 | 1.00 | 1.61585 | 0.00000 | 1.61585 | 122.80 | 11940.40 |
31 | 2010.01.28 03:50 | sell | 16 | 1.00 | 1.62098 | 0.00000 | 1.61968 | ||
32 | 2010.01.28 03:57 | t/p | 16 | 1.00 | 1.61968 | 0.00000 | 1.61968 | 130.00 | 12070.40 |
33 | 2010.01.28 03:57 | buy | 17 | 1.00 | 1.61959 | 0.00000 | 1.62089 | ||
34 | 2010.01.28 04:10 | t/p | 17 | 1.00 | 1.62089 | 0.00000 | 1.62089 | 130.00 | 12200.40 |
35 | 2010.01.28 18:15 | buy | 18 | 1.00 | 1.61424 | 0.00000 | 1.61554 | ||
36 | 2010.01.29 04:20 | t/p | 18 | 1.00 | 1.61554 | 0.00000 | 1.61554 | 130.00 | 12330.40 |
37 | 2010.02.03 08:32 | sell | 19 | 1.00 | 1.60559 | 0.00000 | 1.60429 | ||
38 | 2010.02.03 08:45 | t/p | 19 | 1.00 | 1.60429 | 0.00000 | 1.60429 | 130.00 | 12460.40 |
39 | 2010.02.03 09:00 | sell | 20 | 1.00 | 1.60332 | 0.00000 | 1.60202 | ||
40 | 2010.02.03 10:50 | t/p | 20 | 1.00 | 1.60202 | 0.00000 | 1.60202 | 130.00 | 12590.40 |
41 | 2010.02.03 12:50 | buy | 21 | 1.00 | 1.59796 | 0.00000 | 1.59926 | ||
42 | 2010.02.26 22:56 | close at stop | 21 | 1.00 | 1.52354 | 0.00000 | 1.59926 | -7442.00 | 5148.40 |