Strategy Tester Report
TrendStrengthEMA
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 | EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; 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 | 228.94 | Gross profit | 1170.28 | Gross loss | -941.34 |
Profit factor | 1.24 | Expected payoff | 7.89 | ||
Absolute drawdown | 99.82 | Maximal drawdown | 501.92 (4.82%) | Relative drawdown | 4.82% (501.92) |
Total trades | 29 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 14 (14.29%) |
Profit trades (% of total) | 8 (27.59%) | Loss trades (% of total) | 21 (72.41%) | ||
Largest | profit trade | 233.10 | loss trade | -110.85 | |
Average | profit trade | 146.29 | loss trade | -44.83 | |
Maximum | consecutive wins (profit in money) | 2 (218.66) | consecutive losses (loss in money) | 8 (-319.97) | |
Maximal | consecutive profit (count of wins) | 233.10 (1) | consecutive loss (count of losses) | -319.97 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 00:00 | sell | 1 | 0.10 | 1.60880 | 0.00000 | 0.00000 | ||
2 | 2010.01.07 03:00 | close | 1 | 0.10 | 1.60258 | 0.00000 | 0.00000 | 61.20 | 10061.20 |
3 | 2010.01.07 03:00 | buy | 2 | 0.10 | 1.60258 | 0.00000 | 0.00000 | ||
4 | 2010.01.07 04:00 | close | 2 | 0.10 | 1.60006 | 0.00000 | 0.00000 | -25.20 | 10036.00 |
5 | 2010.01.07 04:00 | sell | 3 | 0.10 | 1.60006 | 0.00000 | 0.00000 | ||
6 | 2010.01.07 05:00 | close | 3 | 0.10 | 1.60128 | 0.00000 | 0.00000 | -12.20 | 10023.80 |
7 | 2010.01.07 05:00 | buy | 4 | 0.10 | 1.60128 | 0.00000 | 0.00000 | ||
8 | 2010.01.07 06:00 | close | 4 | 0.10 | 1.60016 | 0.00000 | 0.00000 | -11.20 | 10012.60 |
9 | 2010.01.07 06:00 | sell | 5 | 0.10 | 1.60016 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 11:00 | close | 5 | 0.10 | 1.60315 | 0.00000 | 0.00000 | -30.15 | 9982.45 |
11 | 2010.01.08 11:00 | buy | 6 | 0.10 | 1.60315 | 0.00000 | 0.00000 | ||
12 | 2010.01.15 17:00 | close | 6 | 0.10 | 1.62545 | 0.00000 | 0.00000 | 223.07 | 10205.52 |
13 | 2010.01.15 17:00 | sell | 7 | 0.10 | 1.62545 | 0.00000 | 0.00000 | ||
14 | 2010.01.18 09:00 | close | 7 | 0.10 | 1.63238 | 0.00000 | 0.00000 | -69.55 | 10135.97 |
15 | 2010.01.18 09:00 | buy | 8 | 0.10 | 1.63238 | 0.00000 | 0.00000 | ||
16 | 2010.01.20 04:00 | close | 8 | 0.10 | 1.63223 | 0.00000 | 0.00000 | -1.48 | 10134.49 |
17 | 2010.01.20 04:00 | sell | 9 | 0.10 | 1.63223 | 0.00000 | 0.00000 | ||
18 | 2010.01.25 17:00 | close | 9 | 0.10 | 1.62079 | 0.00000 | 0.00000 | 113.15 | 10247.64 |
19 | 2010.01.25 17:00 | buy | 10 | 0.10 | 1.62079 | 0.00000 | 0.00000 | ||
20 | 2010.01.26 13:00 | close | 10 | 0.10 | 1.61160 | 0.00000 | 0.00000 | -91.89 | 10155.75 |
21 | 2010.01.26 13:00 | sell | 11 | 0.10 | 1.61160 | 0.00000 | 0.00000 | ||
22 | 2010.01.27 13:00 | close | 11 | 0.10 | 1.62266 | 0.00000 | 0.00000 | -110.85 | 10044.90 |
23 | 2010.01.27 13:00 | buy | 12 | 0.10 | 1.62266 | 0.00000 | 0.00000 | ||
24 | 2010.01.28 20:00 | close | 12 | 0.10 | 1.61311 | 0.00000 | 0.00000 | -95.47 | 9949.43 |
25 | 2010.01.28 20:00 | sell | 13 | 0.10 | 1.61311 | 0.00000 | 0.00000 | ||
26 | 2010.02.02 21:00 | close | 13 | 0.10 | 1.59784 | 0.00000 | 0.00000 | 151.95 | 10101.38 |
27 | 2010.02.02 21:00 | buy | 14 | 0.10 | 1.59784 | 0.00000 | 0.00000 | ||
28 | 2010.02.03 18:00 | close | 14 | 0.10 | 1.59122 | 0.00000 | 0.00000 | -66.19 | 10035.19 |
29 | 2010.02.03 18:00 | sell | 15 | 0.10 | 1.59122 | 0.00000 | 0.00000 | ||
30 | 2010.02.09 18:00 | close | 15 | 0.10 | 1.56776 | 0.00000 | 0.00000 | 233.10 | 10268.29 |
31 | 2010.02.09 18:00 | buy | 16 | 0.10 | 1.56776 | 0.00000 | 0.00000 | ||
32 | 2010.02.10 16:00 | close | 16 | 0.10 | 1.56113 | 0.00000 | 0.00000 | -66.29 | 10202.00 |
33 | 2010.02.10 16:00 | sell | 17 | 0.10 | 1.56113 | 0.00000 | 0.00000 | ||
34 | 2010.02.11 19:00 | close | 17 | 0.10 | 1.56795 | 0.00000 | 0.00000 | -68.95 | 10133.05 |
35 | 2010.02.11 19:00 | buy | 18 | 0.10 | 1.56795 | 0.00000 | 0.00000 | ||
36 | 2010.02.12 15:00 | close | 18 | 0.10 | 1.56291 | 0.00000 | 0.00000 | -50.39 | 10082.66 |
37 | 2010.02.12 15:00 | sell | 19 | 0.10 | 1.56291 | 0.00000 | 0.00000 | ||
38 | 2010.02.12 22:00 | close | 19 | 0.10 | 1.56713 | 0.00000 | 0.00000 | -42.20 | 10040.46 |
39 | 2010.02.12 22:00 | buy | 20 | 0.10 | 1.56713 | 0.00000 | 0.00000 | ||
40 | 2010.02.15 08:00 | close | 20 | 0.10 | 1.56403 | 0.00000 | 0.00000 | -30.99 | 10009.47 |
41 | 2010.02.15 08:00 | sell | 21 | 0.10 | 1.56403 | 0.00000 | 0.00000 | ||
42 | 2010.02.15 11:00 | close | 21 | 0.10 | 1.56735 | 0.00000 | 0.00000 | -33.20 | 9976.27 |
43 | 2010.02.15 11:00 | buy | 22 | 0.10 | 1.56735 | 0.00000 | 0.00000 | ||
44 | 2010.02.15 23:00 | close | 22 | 0.10 | 1.56565 | 0.00000 | 0.00000 | -17.00 | 9959.27 |
45 | 2010.02.15 23:00 | sell | 23 | 0.10 | 1.56565 | 0.00000 | 0.00000 | ||
46 | 2010.02.16 00:00 | close | 23 | 0.10 | 1.56672 | 0.00000 | 0.00000 | -10.95 | 9948.32 |
47 | 2010.02.16 00:00 | buy | 24 | 0.10 | 1.56672 | 0.00000 | 0.00000 | ||
48 | 2010.02.17 20:00 | close | 24 | 0.10 | 1.56815 | 0.00000 | 0.00000 | 14.31 | 9962.63 |
49 | 2010.02.17 20:00 | sell | 25 | 0.10 | 1.56815 | 0.00000 | 0.00000 | ||
50 | 2010.02.22 18:00 | close | 25 | 0.10 | 1.54759 | 0.00000 | 0.00000 | 204.35 | 10166.98 |
51 | 2010.02.22 18:00 | buy | 26 | 0.10 | 1.54759 | 0.00000 | 0.00000 | ||
52 | 2010.02.22 20:00 | close | 26 | 0.10 | 1.54699 | 0.00000 | 0.00000 | -6.00 | 10160.98 |
53 | 2010.02.22 20:00 | sell | 27 | 0.10 | 1.54699 | 0.00000 | 0.00000 | ||
54 | 2010.02.22 21:00 | close | 27 | 0.10 | 1.54890 | 0.00000 | 0.00000 | -19.10 | 10141.88 |
55 | 2010.02.22 21:00 | buy | 28 | 0.10 | 1.54890 | 0.00000 | 0.00000 | ||
56 | 2010.02.23 13:00 | close | 28 | 0.10 | 1.54069 | 0.00000 | 0.00000 | -82.09 | 10059.79 |
57 | 2010.02.23 13:00 | sell | 29 | 0.10 | 1.54069 | 0.00000 | 0.00000 | ||
58 | 2010.02.26 22:56 | close at stop | 29 | 0.10 | 1.52365 | 0.00000 | 0.00000 | 169.15 | 10228.94 |