Report Result : EMA-CROSS - Desynced Forex Repository

Strategy Tester Report

EMA-CROSS

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=12; LongEma=20;

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

Initial deposit	10000.00
Total net profit	1450.00	Gross profit	5850.00	Gross loss	-4400.00
Profit factor	1.33	Expected payoff	16.29
Absolute drawdown	300.00	Maximal drawdown	1163.00 (10.71%)	Relative drawdown	10.71% (1163.00)

Total trades	89	Short positions (won %)	46 (52.17%)	Long positions (won %)	43 (48.84%)
		Profit trades (% of total)	45 (50.56%)	Loss trades (% of total)	44 (49.44%)
Largest		profit trade	130.00	loss trade	-100.00
Average		profit trade	130.00	loss trade	-100.00
Maximum		consecutive wins (profit in money)	7 (910.00)	consecutive losses (loss in money)	5 (-500.00)
Maximal		consecutive profit (count of wins)	910.00 (7)	consecutive loss (count of losses)	-500.00 (5)
Average		consecutive wins	2	consecutive losses	2

#	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	2010.01.04 08:00	buy	2	1.00	1.60883	1.60783	1.61013
4	2010.01.04 08:03	s/l	2	1.00	1.60783	1.60783	1.61013	-100.00	9800.00
5	2010.01.04 08:50	sell	3	1.00	1.61105	1.61205	1.60975
6	2010.01.04 08:57	t/p	3	1.00	1.60975	1.61205	1.60975	130.00	9930.00
7	2010.01.04 08:57	buy	4	1.00	1.60923	1.60823	1.61053
8	2010.01.04 09:10	t/p	4	1.00	1.61053	1.60823	1.61053	130.00	10060.00
9	2010.01.04 09:10	sell	5	1.00	1.61166	1.61266	1.61036
10	2010.01.04 09:15	s/l	5	1.00	1.61266	1.61266	1.61036	-100.00	9960.00
11	2010.01.04 20:00	buy	6	1.00	1.60990	1.60890	1.61120
12	2010.01.04 20:15	t/p	6	1.00	1.61120	1.60890	1.61120	130.00	10090.00
13	2010.01.04 20:20	sell	7	1.00	1.61207	1.61307	1.61077
14	2010.01.04 20:40	t/p	7	1.00	1.61077	1.61307	1.61077	130.00	10220.00
15	2010.01.05 08:00	sell	8	1.00	1.61496	1.61596	1.61366
16	2010.01.05 08:15	t/p	8	1.00	1.61366	1.61596	1.61366	130.00	10350.00
17	2010.01.05 08:15	buy	9	1.00	1.61317	1.61217	1.61447
18	2010.01.05 08:20	s/l	9	1.00	1.61217	1.61217	1.61447	-100.00	10250.00
19	2010.01.05 08:27	sell	10	1.00	1.61365	1.61465	1.61235
20	2010.01.05 08:45	t/p	10	1.00	1.61235	1.61465	1.61235	130.00	10380.00
21	2010.01.06 22:10	sell	11	1.00	1.60239	1.60339	1.60109
22	2010.01.06 22:46	t/p	11	1.00	1.60109	1.60339	1.60109	130.00	10510.00
23	2010.01.06 23:00	sell	12	1.00	1.60166	1.60266	1.60036
24	2010.01.06 23:50	t/p	12	1.00	1.60036	1.60266	1.60036	130.00	10640.00
25	2010.01.06 23:50	buy	13	1.00	1.60014	1.59914	1.60144
26	2010.01.07 00:07	t/p	13	1.00	1.60144	1.59914	1.60144	130.00	10770.00
27	2010.01.07 06:45	buy	14	1.00	1.59784	1.59684	1.59914
28	2010.01.07 06:50	s/l	14	1.00	1.59684	1.59684	1.59914	-100.00	10670.00
29	2010.01.07 06:50	buy	15	1.00	1.59691	1.59591	1.59821
30	2010.01.07 07:32	t/p	15	1.00	1.59821	1.59591	1.59821	130.00	10800.00
31	2010.01.08 09:00	sell	16	1.00	1.59700	1.59800	1.59570
32	2010.01.08 09:15	s/l	16	1.00	1.59800	1.59800	1.59570	-100.00	10700.00
33	2010.01.12 03:15	buy	17	1.00	1.60723	1.60623	1.60853
34	2010.01.12 03:20	s/l	17	1.00	1.60623	1.60623	1.60853	-100.00	10600.00
35	2010.01.12 03:40	sell	18	1.00	1.60794	1.60894	1.60664
36	2010.01.12 03:45	s/l	18	1.00	1.60894	1.60894	1.60664	-100.00	10500.00
37	2010.01.12 04:00	buy	19	1.00	1.60903	1.60803	1.61033
38	2010.01.12 04:26	s/l	19	1.00	1.60803	1.60803	1.61033	-100.00	10400.00
39	2010.01.12 08:00	sell	20	1.00	1.61162	1.61262	1.61032
40	2010.01.12 08:15	t/p	20	1.00	1.61032	1.61262	1.61032	130.00	10530.00
41	2010.01.12 08:50	sell	21	1.00	1.61154	1.61254	1.61024
42	2010.01.12 08:59	t/p	21	1.00	1.61024	1.61254	1.61024	130.00	10660.00
43	2010.01.12 10:40	sell	22	1.00	1.61138	1.61238	1.61008
44	2010.01.12 10:45	s/l	22	1.00	1.61238	1.61238	1.61008	-100.00	10560.00
45	2010.01.12 10:45	sell	23	1.00	1.61262	1.61362	1.61132
46	2010.01.12 10:50	s/l	23	1.00	1.61362	1.61362	1.61132	-100.00	10460.00
47	2010.01.15 12:15	buy	24	1.00	1.62794	1.62694	1.62924
48	2010.01.15 12:20	s/l	24	1.00	1.62694	1.62694	1.62924	-100.00	10360.00
49	2010.01.15 12:20	buy	25	1.00	1.62703	1.62603	1.62833
50	2010.01.15 12:40	t/p	25	1.00	1.62833	1.62603	1.62833	130.00	10490.00
51	2010.01.15 12:40	sell	26	1.00	1.62834	1.62934	1.62704
52	2010.01.15 12:50	s/l	26	1.00	1.62934	1.62934	1.62704	-100.00	10390.00
53	2010.01.15 13:00	buy	27	1.00	1.62895	1.62795	1.63025
54	2010.01.15 13:15	t/p	27	1.00	1.63025	1.62795	1.63025	130.00	10520.00
55	2010.01.15 13:15	sell	28	1.00	1.63066	1.63166	1.62936
56	2010.01.15 13:20	s/l	28	1.00	1.63166	1.63166	1.62936	-100.00	10420.00
57	2010.01.15 13:20	sell	29	1.00	1.63154	1.63254	1.63024
58	2010.01.15 13:32	t/p	29	1.00	1.63024	1.63254	1.63024	130.00	10550.00
59	2010.01.15 13:40	sell	30	1.00	1.63075	1.63175	1.62945
60	2010.01.15 13:50	s/l	30	1.00	1.63175	1.63175	1.62945	-100.00	10450.00
61	2010.01.15 14:00	buy	31	1.00	1.63099	1.62999	1.63229
62	2010.01.15 14:45	s/l	31	1.00	1.62999	1.62999	1.63229	-100.00	10350.00
63	2010.01.15 14:45	buy	32	1.00	1.62993	1.62893	1.63123
64	2010.01.15 14:50	s/l	32	1.00	1.62893	1.62893	1.63123	-100.00	10250.00
65	2010.01.18 06:00	sell	33	1.00	1.63080	1.63180	1.62950
66	2010.01.18 06:20	s/l	33	1.00	1.63180	1.63180	1.62950	-100.00	10150.00
67	2010.01.18 06:50	buy	34	1.00	1.63047	1.62947	1.63177
68	2010.01.18 07:15	s/l	34	1.00	1.62947	1.62947	1.63177	-100.00	10050.00
69	2010.01.18 07:20	buy	35	1.00	1.62735	1.62635	1.62865
70	2010.01.18 07:27	t/p	35	1.00	1.62865	1.62635	1.62865	130.00	10180.00
71	2010.01.18 07:27	sell	36	1.00	1.62884	1.62984	1.62754
72	2010.01.18 07:40	s/l	36	1.00	1.62984	1.62984	1.62754	-100.00	10080.00
73	2010.01.19 15:02	buy	37	1.00	1.63273	1.63173	1.63403
74	2010.01.19 15:15	t/p	37	1.00	1.63403	1.63173	1.63403	130.00	10210.00
75	2010.01.20 00:00	buy	38	1.00	1.63634	1.63534	1.63764
76	2010.01.20 00:20	s/l	38	1.00	1.63534	1.63534	1.63764	-100.00	10110.00
77	2010.01.22 08:26	sell	39	1.00	1.62509	1.62609	1.62379
78	2010.01.22 08:32	s/l	39	1.00	1.62609	1.62609	1.62379	-100.00	10010.00
79	2010.01.22 12:50	buy	40	1.00	1.61662	1.61562	1.61792
80	2010.01.22 12:57	t/p	40	1.00	1.61792	1.61562	1.61792	130.00	10140.00
81	2010.01.22 13:00	buy	41	1.00	1.61776	1.61676	1.61906
82	2010.01.22 13:10	s/l	41	1.00	1.61676	1.61676	1.61906	-100.00	10040.00
83	2010.01.25 12:00	sell	42	1.00	1.61696	1.61796	1.61566
84	2010.01.25 12:45	t/p	42	1.00	1.61566	1.61796	1.61566	130.00	10170.00
85	2010.01.25 12:45	buy	43	1.00	1.61549	1.61449	1.61679
86	2010.01.25 13:02	s/l	43	1.00	1.61449	1.61449	1.61679	-100.00	10070.00
87	2010.01.25 13:20	sell	44	1.00	1.61531	1.61631	1.61401
88	2010.01.25 13:50	t/p	44	1.00	1.61401	1.61631	1.61401	130.00	10200.00
89	2010.01.25 14:50	sell	45	1.00	1.61604	1.61704	1.61474
90	2010.01.25 15:16	s/l	45	1.00	1.61704	1.61704	1.61474	-100.00	10100.00
91	2010.01.26 11:00	buy	46	1.00	1.61385	1.61285	1.61515
92	2010.01.26 11:15	s/l	46	1.00	1.61285	1.61285	1.61515	-100.00	10000.00
93	2010.01.27 11:10	sell	47	1.00	1.62009	1.62109	1.61879
94	2010.01.27 11:15	s/l	47	1.00	1.62109	1.62109	1.61879	-100.00	9900.00
95	2010.01.27 11:15	sell	48	1.00	1.62139	1.62239	1.62009
96	2010.01.27 11:20	s/l	48	1.00	1.62239	1.62239	1.62009	-100.00	9800.00
97	2010.01.28 02:45	buy	49	1.00	1.61534	1.61434	1.61664
98	2010.01.28 02:50	s/l	49	1.00	1.61434	1.61434	1.61664	-100.00	9700.00
99	2010.01.28 02:50	buy	50	1.00	1.61373	1.61273	1.61503
100	2010.01.28 02:57	t/p	50	1.00	1.61503	1.61273	1.61503	130.00	9830.00
101	2010.01.28 02:59	sell	51	1.00	1.61710	1.61810	1.61580
102	2010.01.28 03:02	t/p	51	1.00	1.61580	1.61810	1.61580	130.00	9960.00
103	2010.01.28 03:02	buy	52	1.00	1.61561	1.61461	1.61691
104	2010.01.28 03:20	t/p	52	1.00	1.61691	1.61461	1.61691	130.00	10090.00
105	2010.01.28 17:00	buy	53	1.00	1.61366	1.61266	1.61496
106	2010.01.28 18:50	s/l	53	1.00	1.61266	1.61266	1.61496	-100.00	9990.00
107	2010.02.02 16:20	sell	54	1.00	1.59732	1.59832	1.59602
108	2010.02.02 16:27	t/p	54	1.00	1.59602	1.59832	1.59602	130.00	10120.00
109	2010.02.02 16:27	buy	55	1.00	1.59561	1.59461	1.59691
110	2010.02.02 16:40	t/p	55	1.00	1.59691	1.59461	1.59691	130.00	10250.00
111	2010.02.02 16:40	sell	56	1.00	1.59697	1.59797	1.59567
112	2010.02.02 16:50	s/l	56	1.00	1.59797	1.59797	1.59567	-100.00	10150.00
113	2010.02.02 16:59	buy	57	1.00	1.59677	1.59577	1.59807
114	2010.02.02 17:20	s/l	57	1.00	1.59577	1.59577	1.59807	-100.00	10050.00
115	2010.02.03 15:00	buy	58	1.00	1.59437	1.59337	1.59567
116	2010.02.03 15:15	t/p	58	1.00	1.59567	1.59337	1.59567	130.00	10180.00
117	2010.02.03 15:20	sell	59	1.00	1.59637	1.59737	1.59507
118	2010.02.03 16:15	t/p	59	1.00	1.59507	1.59737	1.59507	130.00	10310.00
119	2010.02.09 07:50	sell	60	1.00	1.56418	1.56518	1.56288
120	2010.02.09 08:02	t/p	60	1.00	1.56288	1.56518	1.56288	130.00	10440.00
121	2010.02.09 10:00	buy	61	1.00	1.55883	1.55783	1.56013
122	2010.02.09 10:15	t/p	61	1.00	1.56013	1.55783	1.56013	130.00	10570.00
123	2010.02.09 10:15	sell	62	1.00	1.56021	1.56121	1.55891
124	2010.02.09 10:50	t/p	62	1.00	1.55891	1.56121	1.55891	130.00	10700.00
125	2010.02.09 14:00	sell	63	1.00	1.56339	1.56439	1.56209
126	2010.02.09 14:20	t/p	63	1.00	1.56209	1.56439	1.56209	130.00	10830.00
127	2010.02.09 14:50	sell	64	1.00	1.56246	1.56346	1.56116
128	2010.02.09 15:02	t/p	64	1.00	1.56116	1.56346	1.56116	130.00	10960.00
129	2010.02.09 17:15	buy	65	1.00	1.55945	1.55845	1.56075
130	2010.02.09 17:20	s/l	65	1.00	1.55845	1.55845	1.56075	-100.00	10860.00
131	2010.02.09 17:20	buy	66	1.00	1.55858	1.55758	1.55988
132	2010.02.09 17:35	t/p	66	1.00	1.55988	1.55758	1.55988	130.00	10990.00
133	2010.02.09 17:37	buy	67	1.00	1.55872	1.55772	1.56002
134	2010.02.09 17:40	t/p	67	1.00	1.56002	1.55772	1.56002	130.00	11120.00
135	2010.02.09 17:40	sell	68	1.00	1.56298	1.56398	1.56168
136	2010.02.09 17:45	s/l	68	1.00	1.56398	1.56398	1.56168	-100.00	11020.00
137	2010.02.10 14:00	buy	69	1.00	1.56218	1.56118	1.56348
138	2010.02.10 14:50	s/l	69	1.00	1.56118	1.56118	1.56348	-100.00	10920.00
139	2010.02.11 06:40	sell	70	1.00	1.56583	1.56683	1.56453
140	2010.02.11 06:59	t/p	70	1.00	1.56453	1.56683	1.56453	130.00	11050.00
141	2010.02.11 17:59	sell	71	1.00	1.56719	1.56819	1.56589
142	2010.02.11 18:10	s/l	71	1.00	1.56819	1.56819	1.56589	-100.00	10950.00
143	2010.02.12 12:00	buy	72	1.00	1.56156	1.56056	1.56286
144	2010.02.12 12:15	s/l	72	1.00	1.56056	1.56056	1.56286	-100.00	10850.00
145	2010.02.12 20:15	sell	73	1.00	1.56792	1.56892	1.56662
146	2010.02.12 20:50	t/p	73	1.00	1.56662	1.56892	1.56662	130.00	10980.00
147	2010.02.12 21:15	sell	74	1.00	1.56698	1.56798	1.56568
148	2010.02.12 22:03	s/l	74	1.00	1.56798	1.56798	1.56568	-100.00	10880.00
149	2010.02.15 05:40	buy	75	1.00	1.56495	1.56395	1.56625
150	2010.02.15 06:07	s/l	75	1.00	1.56395	1.56395	1.56625	-100.00	10780.00
151	2010.02.15 09:46	sell	76	1.00	1.56889	1.56989	1.56759
152	2010.02.15 09:59	t/p	76	1.00	1.56759	1.56989	1.56759	130.00	10910.00
153	2010.02.15 10:00	sell	77	1.00	1.56738	1.56838	1.56608
154	2010.02.15 10:02	s/l	77	1.00	1.56838	1.56838	1.56608	-100.00	10810.00
155	2010.02.15 10:20	buy	78	1.00	1.56711	1.56611	1.56841
156	2010.02.15 11:50	t/p	78	1.00	1.56841	1.56611	1.56841	130.00	10940.00
157	2010.02.15 19:00	buy	79	1.00	1.56588	1.56488	1.56718
158	2010.02.16 02:15	t/p	79	1.00	1.56718	1.56488	1.56718	130.00	11070.00
159	2010.02.16 15:20	buy	80	1.00	1.56286	1.56186	1.56416
160	2010.02.16 15:27	t/p	80	1.00	1.56416	1.56186	1.56416	130.00	11200.00
161	2010.02.16 15:27	sell	81	1.00	1.56460	1.56560	1.56330
162	2010.02.16 15:50	t/p	81	1.00	1.56330	1.56560	1.56330	130.00	11330.00
163	2010.02.16 16:45	sell	82	1.00	1.56834	1.56934	1.56704
164	2010.02.16 16:50	s/l	82	1.00	1.56934	1.56934	1.56704	-100.00	11230.00
165	2010.02.16 16:50	sell	83	1.00	1.56967	1.57067	1.56837
166	2010.02.16 16:57	t/p	83	1.00	1.56837	1.57067	1.56837	130.00	11360.00
167	2010.02.16 16:57	buy	84	1.00	1.56804	1.56704	1.56934
168	2010.02.16 17:15	t/p	84	1.00	1.56934	1.56704	1.56934	130.00	11490.00
169	2010.02.17 17:10	buy	85	1.00	1.57129	1.57029	1.57259
170	2010.02.17 17:15	s/l	85	1.00	1.57029	1.57029	1.57259	-100.00	11390.00
171	2010.02.17 17:15	buy	86	1.00	1.57035	1.56935	1.57165
172	2010.02.17 17:20	s/l	86	1.00	1.56935	1.56935	1.57165	-100.00	11290.00
173	2010.02.22 03:00	sell	87	1.00	1.54843	1.54943	1.54713
174	2010.02.22 03:37	t/p	87	1.00	1.54713	1.54943	1.54713	130.00	11420.00
175	2010.02.23 11:20	buy	88	1.00	1.54044	1.53944	1.54174
176	2010.02.23 11:45	t/p	88	1.00	1.54174	1.53944	1.54174	130.00	11550.00
177	2010.02.23 11:45	sell	89	1.00	1.54184	1.54284	1.54054
178	2010.02.23 12:02	s/l	89	1.00	1.54284	1.54284	1.54054	-100.00	11450.00