Strategy Tester Report
ema_crossmod
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=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=false; reversal=false; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Show_Settings=false; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9875.60 | Gross profit | 2878.00 | Gross loss | -12753.60 |
| Profit factor | 0.23 | Expected payoff | -493.78 | ||
| Absolute drawdown | 9875.60 | Maximal drawdown | 11851.50 (98.96%) | Relative drawdown | 98.96% (11851.50) |
| Total trades | 20 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
| Largest | profit trade | 160.30 | loss trade | -7677.10 | |
| Average | profit trade | 159.89 | loss trade | -6376.80 | |
| Maximum | consecutive wins (profit in money) | 18 (2878.00) | consecutive losses (loss in money) | 2 (-12753.60) | |
| Maximal | consecutive profit (count of wins) | 2878.00 (18) | consecutive loss (count of losses) | -12753.60 (2) | |
| Average | consecutive wins | 18 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 11:20 | buy | 1 | 1.00 | 1.60226 | 0.00000 | 1.60386 | ||
| 2 | 2010.01.05 11:20 | sell | 2 | 1.00 | 1.60208 | 0.00000 | 1.60048 | ||
| 3 | 2010.01.05 11:50 | t/p | 2 | 1.00 | 1.60048 | 0.00000 | 1.60048 | 160.00 | 10160.00 |
| 4 | 2010.01.05 13:45 | t/p | 1 | 1.00 | 1.60386 | 0.00000 | 1.60386 | 160.00 | 10320.00 |
| 5 | 2010.01.08 13:00 | buy | 3 | 1.00 | 1.60093 | 0.00000 | 1.60253 | ||
| 6 | 2010.01.08 13:00 | sell | 4 | 1.00 | 1.60075 | 0.00000 | 1.59915 | ||
| 7 | 2010.01.08 13:20 | t/p | 4 | 1.00 | 1.59915 | 0.00000 | 1.59915 | 160.00 | 10480.00 |
| 8 | 2010.01.08 13:27 | buy | 5 | 1.00 | 1.60025 | 0.00000 | 1.60185 | ||
| 9 | 2010.01.08 13:27 | sell | 6 | 1.00 | 1.60007 | 0.00000 | 1.59847 | ||
| 10 | 2010.01.08 13:50 | t/p | 6 | 1.00 | 1.59847 | 0.00000 | 1.59847 | 160.00 | 10640.00 |
| 11 | 2010.01.08 14:35 | t/p | 5 | 1.00 | 1.60185 | 0.00000 | 1.60185 | 160.00 | 10800.00 |
| 12 | 2010.01.08 14:40 | t/p | 3 | 1.00 | 1.60253 | 0.00000 | 1.60253 | 160.00 | 10960.00 |
| 13 | 2010.01.20 07:00 | buy | 7 | 1.00 | 1.62922 | 0.00000 | 1.63082 | ||
| 14 | 2010.01.20 07:00 | sell | 8 | 1.00 | 1.62904 | 0.00000 | 1.62744 | ||
| 15 | 2010.01.20 07:45 | t/p | 7 | 1.00 | 1.63082 | 0.00000 | 1.63082 | 160.00 | 11120.00 |
| 16 | 2010.01.20 07:45 | buy | 9 | 1.00 | 1.63179 | 0.00000 | 1.63339 | ||
| 17 | 2010.01.20 07:45 | sell | 10 | 1.00 | 1.63161 | 0.00000 | 1.63001 | ||
| 18 | 2010.01.20 08:20 | t/p | 10 | 1.00 | 1.63001 | 0.00000 | 1.63001 | 160.00 | 11280.00 |
| 19 | 2010.01.20 08:46 | t/p | 8 | 1.00 | 1.62744 | 0.00000 | 1.62744 | 160.00 | 11440.00 |
| 20 | 2010.01.25 20:00 | buy | 11 | 1.00 | 1.62451 | 0.00000 | 1.62611 | ||
| 21 | 2010.01.25 20:00 | sell | 12 | 1.00 | 1.62433 | 0.00000 | 1.62273 | ||
| 22 | 2010.01.26 00:40 | t/p | 11 | 1.00 | 1.62611 | 0.00000 | 1.62611 | 160.10 | 11600.10 |
| 23 | 2010.01.26 04:20 | t/p | 12 | 1.00 | 1.62273 | 0.00000 | 1.62273 | 157.50 | 11757.60 |
| 24 | 2010.01.26 11:00 | buy | 13 | 1.00 | 1.61389 | 0.00000 | 1.61549 | ||
| 25 | 2010.01.26 11:00 | sell | 14 | 1.00 | 1.61371 | 0.00000 | 1.61211 | ||
| 26 | 2010.01.26 11:20 | t/p | 14 | 1.00 | 1.61211 | 0.00000 | 1.61211 | 160.00 | 11917.60 |
| 27 | 2010.01.26 16:20 | t/p | 13 | 1.00 | 1.61549 | 0.00000 | 1.61549 | 160.00 | 12077.60 |
| 28 | 2010.01.27 13:10 | buy | 15 | 1.00 | 1.62349 | 0.00000 | 1.62509 | ||
| 29 | 2010.01.27 13:10 | sell | 16 | 1.00 | 1.62331 | 0.00000 | 1.62171 | ||
| 30 | 2010.01.27 14:20 | t/p | 16 | 1.00 | 1.62171 | 0.00000 | 1.62171 | 160.00 | 12237.60 |
| 31 | 2010.01.28 08:50 | t/p | 15 | 1.00 | 1.62509 | 0.00000 | 1.62509 | 160.30 | 12397.90 |
| 32 | 2010.01.28 18:15 | buy | 17 | 1.00 | 1.61420 | 0.00000 | 1.61580 | ||
| 33 | 2010.01.28 18:15 | sell | 18 | 1.00 | 1.61402 | 0.00000 | 1.61242 | ||
| 34 | 2010.01.28 19:07 | t/p | 18 | 1.00 | 1.61242 | 0.00000 | 1.61242 | 160.00 | 12557.90 |
| 35 | 2010.01.29 04:20 | t/p | 17 | 1.00 | 1.61580 | 0.00000 | 1.61580 | 160.10 | 12718.00 |
| 36 | 2010.02.03 08:32 | buy | 19 | 1.00 | 1.60577 | 0.00000 | 1.60737 | ||
| 37 | 2010.02.03 08:32 | sell | 20 | 1.00 | 1.60559 | 0.00000 | 1.60399 | ||
| 38 | 2010.02.03 08:50 | t/p | 20 | 1.00 | 1.60399 | 0.00000 | 1.60399 | 160.00 | 12878.00 |
| 39 | 2010.02.08 07:45 | close at stop | 19 | 1.00 | 1.55500 | 0.00000 | 1.60737 | -5076.50 | 7801.50 |
| 40 | 2010.02.08 07:45 | close at stop | 9 | 1.00 | 1.55500 | 0.00000 | 1.63339 | -7677.10 | 124.40 |