Strategy Tester Report
Simple_ema_cross_Grail
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersStopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; ShortEma=10; LongEma=80;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-5788.24Gross profit8320.96Gross loss-14109.19
Profit factor0.59Expected payoff-66.53
Absolute drawdown5788.24Maximal drawdown6107.33 (59.18%)Relative drawdown59.18% (6107.33)
Total trades87Short positions (won %)46 (56.52%)Long positions (won %)41 (53.66%)
Profit trades (% of total)48 (55.17%)Loss trades (% of total)39 (44.83%)
Largestprofit trade637.82loss trade-488.17
Averageprofit trade173.35loss trade-361.77
Maximumconsecutive wins (profit in money)6 (2098.71)consecutive losses (loss in money)3 (-1253.33)
Maximalconsecutive profit (count of wins)2098.71 (6)consecutive loss (count of losses)-1253.33 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.08 04:00buy11.501.199321.195430.00000
22009.01.08 05:50s/l11.501.195431.195430.00000-488.179511.83
32009.01.08 16:00sell21.401.185901.189790.00000
42009.01.08 16:20s/l21.401.189791.189790.00000-457.139054.70
52009.01.12 06:00buy31.401.194031.190140.00000
62009.01.12 09:40modify31.401.194031.194460.00000
72009.01.12 09:45modify31.401.194031.195030.00000
82009.01.12 09:50modify31.401.194031.195600.00000
92009.01.12 10:07modify31.401.194031.195650.00000
102009.01.12 10:20s/l31.401.195651.195650.00000189.809244.50
112009.01.22 22:00sell41.401.253451.257340.00000
122009.01.23 05:40s/l41.401.257341.257340.00000-433.618810.89
132009.02.03 23:00sell51.301.229301.233190.00000
142009.02.04 00:45s/l51.301.233191.233190.00000-410.558400.33
152009.02.04 10:00buy61.301.240461.236570.00000
162009.02.04 10:50s/l61.301.236571.236570.00000-409.167991.17
172009.02.04 12:00buy71.201.237121.233230.00000
182009.02.04 12:45modify71.201.237121.238060.00000
192009.02.04 12:50modify71.201.237121.239100.00000
202009.02.04 12:59s/l71.201.239101.239100.00000191.928183.09
212009.02.04 15:00sell81.201.231551.235440.00000
222009.02.04 15:45modify81.201.231551.231210.00000
232009.02.04 15:50modify81.201.231551.229370.00000
242009.02.04 15:59s/l81.201.229371.229370.00000212.618395.70
252009.02.06 05:00buy91.301.236991.233100.00000
262009.02.06 08:40modify91.301.236991.237350.00000
272009.02.06 08:46modify91.301.236991.238480.00000
282009.02.06 08:59s/l91.301.238481.238480.00000156.488552.18
292009.02.06 21:00sell101.301.225451.229340.00000
302009.02.06 22:40modify101.301.225451.225080.00000
312009.02.06 22:45modify101.301.225451.223520.00000
322009.02.06 22:50modify101.301.225451.221440.00000
332009.02.06 22:57s/l101.301.221441.221440.00000426.768978.94
342009.02.10 19:00buy111.301.232921.229030.00000
352009.02.10 19:10modify111.301.232921.233000.00000
362009.02.10 19:15modify111.301.232921.235210.00000
372009.02.10 19:20modify111.301.232921.237420.00000
382009.02.10 19:27s/l111.301.237421.237420.00000473.129452.06
392009.02.13 10:00sell121.401.236401.240290.00000
402009.02.13 10:20modify121.401.236401.236190.00000
412009.02.13 10:40modify121.401.236401.235310.00000
422009.02.13 10:45modify121.401.236401.233370.00000
432009.02.13 10:50modify121.401.236401.230790.00000
442009.02.13 10:57s/l121.401.230791.230790.00000637.8210089.88
452009.02.13 19:00buy131.501.243241.239350.00000
462009.02.13 19:20s/l131.501.239351.239350.00000-471.429618.46
472009.02.16 02:00buy141.401.242091.238200.00000
482009.02.16 03:20modify141.401.242091.242100.00000
492009.02.16 03:30modify141.401.242091.242200.00000
502009.02.16 06:26s/l141.401.242201.242200.0000012.419630.87
512009.02.19 18:00buy151.401.259841.255950.00000
522009.02.19 18:45s/l151.401.255951.255950.00000-433.749197.13
532009.02.19 19:00buy161.401.256951.253060.00000
542009.02.19 22:00modify161.401.256951.257000.00000
552009.02.19 22:02modify161.401.256951.257120.00000
562009.02.19 22:07modify161.401.256951.257320.00000
572009.02.19 22:20s/l161.401.257321.257320.0000041.219238.34
582009.02.25 17:00buy171.401.260111.256220.00000
592009.02.25 17:40s/l171.401.256221.256220.00000-433.618804.73
602009.02.26 23:00buy181.301.254391.250500.00000
612009.02.27 08:20modify181.301.254391.254620.00000
622009.02.27 08:30s/l181.301.254621.254620.0000022.638827.36
632009.03.04 21:00sell191.301.273501.277390.00000
642009.03.05 02:10s/l191.301.277391.277390.00000-397.328430.04
652009.03.05 14:00buy201.301.284161.280270.00000
662009.03.05 14:20modify201.301.284161.284430.00000
672009.03.05 14:40modify201.301.284161.284870.00000
682009.03.05 14:45modify201.301.284161.285730.00000
692009.03.05 14:50modify201.301.284161.286580.00000
702009.03.05 15:15s/l201.301.286581.286580.00000244.588674.62
712009.03.06 15:00sell211.301.278801.282690.00000
722009.03.06 15:50s/l211.301.282691.282690.00000-394.078280.55
732009.03.10 14:00sell221.201.282151.286040.00000
742009.03.10 14:02modify221.201.282151.281350.00000
752009.03.10 14:07modify221.201.282151.280790.00000
762009.03.10 14:10s/l221.201.280791.280790.00000127.348407.89
772009.03.12 01:00buy231.301.290561.286670.00000
782009.03.12 01:45s/l231.301.286671.286670.00000-393.278014.62
792009.03.12 02:00buy241.201.287441.283550.00000
802009.03.12 07:15modify241.201.287441.288250.00000
812009.03.12 07:20modify241.201.287441.289110.00000
822009.03.12 07:45modify241.201.287441.289180.00000
832009.03.12 07:50modify241.201.287441.289630.00000
842009.03.12 08:02modify241.201.287441.289970.00000
852009.03.12 08:07modify241.201.287441.290170.00000
862009.03.12 08:20s/l241.201.290171.290170.00000253.978268.59
872009.03.12 19:00sell251.201.281131.285020.00000
882009.03.12 19:46modify251.201.281131.280860.00000
892009.03.12 20:02modify251.201.281131.279730.00000
902009.03.12 20:07modify251.201.281131.279490.00000
912009.03.12 20:20s/l251.201.279491.279490.00000153.748422.33
922009.03.27 11:00buy261.301.235491.231600.00000
932009.03.27 12:40modify261.301.235491.235990.00000
942009.03.27 12:45modify261.301.235491.237280.00000
952009.03.27 12:50modify261.301.235491.238570.00000
962009.03.27 13:07modify261.301.235491.238950.00000
972009.03.27 13:10s/l261.301.238951.238950.00000363.158785.48
982009.04.02 11:00sell271.301.254011.257900.00000
992009.04.02 11:50s/l271.301.257901.257900.00000-401.988383.50
1002009.04.07 02:00buy281.301.245641.241750.00000
1012009.04.07 06:50s/l281.301.241751.241750.00000-407.477976.03
1022009.04.07 18:00sell291.201.234011.237900.00000
1032009.04.07 18:50s/l291.201.237901.237900.00000-377.087598.95
1042009.04.08 12:00sell301.101.238601.242490.00000
1052009.04.08 12:45modify301.101.238601.238590.00000
1062009.04.08 12:50modify301.101.238601.237200.00000
1072009.04.08 13:15modify301.101.238601.237100.00000
1082009.04.08 13:20modify301.101.238601.236340.00000
1092009.04.08 13:33s/l301.101.236341.236340.00000200.987799.93
1102009.04.17 11:00buy311.201.215541.211650.00000
1112009.04.17 12:20s/l311.201.211651.211650.00000-385.347414.59
1122009.04.23 17:00sell321.101.227351.231240.00000
1132009.04.23 20:15modify321.101.227351.227330.00000
1142009.04.23 20:20modify321.101.227351.226310.00000
1152009.04.23 20:32modify321.101.227351.225670.00000
1162009.04.23 20:37modify321.101.227351.225420.00000
1172009.04.23 20:45s/l321.101.225421.225420.00000173.257587.84
1182009.04.28 11:00buy331.101.223791.219900.00000
1192009.04.28 13:32modify331.101.223791.224200.00000
1202009.04.28 13:37modify331.101.223791.224520.00000
1212009.04.28 13:45s/l331.101.224521.224520.0000065.597653.43
1222009.04.28 21:00sell341.101.218781.222670.00000
1232009.04.29 01:20s/l341.101.222671.222670.00000-350.387303.05
1242009.05.12 18:00buy351.101.167871.163980.00000
1252009.05.12 19:50s/l351.101.163981.163980.00000-367.776935.28
1262009.05.12 21:00sell361.001.161621.165510.00000
1272009.05.13 01:20modify361.001.161621.161540.00000
1282009.05.13 01:40modify361.001.161621.161370.00000
1292009.05.13 01:45modify361.001.161621.160800.00000
1302009.05.13 01:50modify361.001.161621.160030.00000
1312009.05.13 02:20modify361.001.161621.159870.00000
1322009.05.13 03:15s/l361.001.159871.159870.00000150.437085.71
1332009.06.03 18:00buy371.101.098191.094300.00000
1342009.06.03 18:10modify371.101.098191.098410.00000
1352009.06.03 18:15modify371.101.098191.100330.00000
1362009.06.03 18:20modify371.101.098191.102260.00000
1372009.06.03 18:27s/l371.101.102261.102260.00000406.377492.08
1382009.06.12 08:00buy381.101.109071.105180.00000
1392009.06.12 09:50modify381.101.109071.109150.00000
1402009.06.12 10:20modify381.101.109071.109460.00000
1412009.06.12 10:45modify381.101.109071.109910.00000
1422009.06.12 10:50modify381.101.109071.110570.00000
1432009.06.12 11:10modify381.101.109071.111000.00000
1442009.06.12 11:15modify381.101.109071.111630.00000
1452009.06.12 11:20modify381.101.109071.112260.00000
1462009.06.12 11:32s/l381.101.112261.112260.00000315.527807.60
1472009.06.18 18:00sell391.201.127141.131030.00000
1482009.06.18 19:45s/l391.201.131031.131030.00000-412.687394.92
1492009.06.19 12:00sell401.101.127721.131610.00000
1502009.06.19 14:20modify401.101.127721.127700.00000
1512009.06.19 14:33s/l401.101.127701.127700.000001.957396.87
1522009.06.19 18:00sell411.101.128511.132400.00000
1532009.06.19 18:35s/l411.101.132401.132400.00000-377.667019.21
1542009.06.26 16:00buy421.101.154521.150630.00000
1552009.06.26 16:50s/l421.101.150631.150630.00000-372.296646.92
1562009.06.30 14:00sell431.001.151721.155610.00000
1572009.06.30 15:05s/l431.001.155611.155610.00000-336.536310.39
1582009.07.01 15:00sell440.901.147561.151450.00000
1592009.07.01 16:20modify440.901.147561.147510.00000
1602009.07.01 16:33s/l440.901.147511.147510.000003.936314.32
1612009.07.07 13:00sell450.901.157001.160890.00000
1622009.07.07 15:45s/l450.901.160891.160890.00000-301.556012.77
1632009.07.10 10:00buy460.901.164521.160630.00000
1642009.07.10 14:20modify460.901.164521.165350.00000
1652009.07.10 14:37modify460.901.164521.165520.00000
1662009.07.10 14:45s/l460.901.165521.165520.0000077.256090.02
1672009.07.13 17:00sell470.901.160671.164560.00000
1682009.07.13 17:33modify470.901.160671.159480.00000
1692009.07.13 17:40modify470.901.160671.157990.00000
1702009.07.13 17:46modify470.901.160671.156010.00000
1712009.07.13 18:07modify470.901.160671.156000.00000
1722009.07.13 18:15s/l470.901.156001.156000.00000363.476453.49
1732009.07.29 14:00buy481.001.088171.084280.00000
1742009.07.29 14:20s/l481.001.084281.084280.00000-358.976094.52
1752009.07.30 14:00sell490.901.084291.088180.00000
1762009.07.30 15:02modify490.901.084291.083850.00000
1772009.07.30 15:07modify490.901.084291.083600.00000
1782009.07.30 15:15s/l490.901.083601.083600.0000057.316151.83
1792009.08.05 18:00sell500.901.072111.076000.00000
1802009.08.05 18:20modify500.901.072111.070610.00000
1812009.08.05 19:02s/l500.901.070611.070610.00000126.076277.90
1822009.08.12 22:00sell510.901.087981.091870.00000
1832009.08.13 10:50modify510.901.087981.087680.00000
1842009.08.13 11:10modify510.901.087981.087380.00000
1852009.08.13 11:15modify510.901.087981.086870.00000
1862009.08.13 11:20modify510.901.087981.086190.00000
1872009.08.13 12:46modify510.901.087981.085690.00000
1882009.08.13 13:15modify510.901.087981.085450.00000
1892009.08.13 13:20modify510.901.087981.084810.00000
1902009.08.13 13:45modify510.901.087981.084610.00000
1912009.08.13 13:50modify510.901.087981.083920.00000
1922009.08.13 14:15modify510.901.087981.083180.00000
1932009.08.13 14:20modify510.901.087981.082050.00000
1942009.08.13 14:32s/l510.901.082051.082050.00000492.156770.06
1952009.08.19 19:00sell521.001.096101.099990.00000
1962009.08.19 23:20modify521.001.096101.095910.00000
1972009.08.20 00:10s/l521.001.095911.095910.0000016.216786.27
1982009.08.25 23:00buy531.001.087481.083590.00000
1992009.08.26 07:50s/l531.001.083591.083590.00000-359.936426.33
2002009.08.27 23:00sell541.001.087201.091090.00000
2012009.08.28 10:50modify541.001.087201.086720.00000
2022009.08.28 11:02modify541.001.087201.086530.00000
2032009.08.28 11:07modify541.001.087201.086390.00000
2042009.08.28 11:45s/l541.001.086391.086390.0000074.186500.51
2052009.08.31 00:00buy551.001.092051.088160.00000
2062009.08.31 00:02s/l551.001.088161.088160.00000-357.536142.98
2072009.09.01 12:00buy560.901.094821.090930.00000
2082009.09.01 13:02modify560.901.094821.094940.00000
2092009.09.01 13:07modify560.901.094821.095180.00000
2102009.09.01 13:20s/l560.901.095181.095180.0000029.606172.58
2112009.09.04 11:00sell570.901.097621.101510.00000
2122009.09.04 13:03modify570.901.097621.097530.00000
2132009.09.04 13:10modify570.901.097621.096370.00000
2142009.09.04 13:16modify570.901.097621.094820.00000
2152009.09.04 13:26s/l570.901.094821.094820.00000230.016402.59
2162009.09.10 12:00buy581.001.086641.082750.00000
2172009.09.10 14:50s/l581.001.082751.082750.00000-359.296043.30
2182009.09.10 20:00sell590.901.078691.082580.00000
2192009.09.11 05:20modify590.901.078691.078330.00000
2202009.09.11 06:40modify590.901.078691.078310.00000
2212009.09.11 06:45modify590.901.078691.078210.00000
2222009.09.11 06:50modify590.901.078691.078060.00000
2232009.09.11 07:20modify590.901.078691.077990.00000
2242009.09.11 07:50modify590.901.078691.077860.00000
2252009.09.11 08:02modify590.901.078691.077790.00000
2262009.09.11 08:07modify590.901.078691.077600.00000
2272009.09.11 08:20s/l590.901.077601.077600.0000090.696134.00
2282009.09.14 03:00buy600.901.084351.080460.00000
2292009.09.14 08:32modify600.901.084351.084810.00000
2302009.09.14 08:37modify600.901.084351.085020.00000
2312009.09.14 08:50s/l600.901.085021.085020.0000055.596189.59
2322009.09.18 11:00buy610.901.074861.070970.00000
2332009.09.18 12:16s/l610.901.070971.070970.00000-326.945862.65
2342009.09.22 11:00sell620.901.068571.072460.00000
2352009.09.22 15:50s/l620.901.072461.072460.00000-326.165536.49
2362009.09.29 13:00buy630.801.089201.085310.00000
2372009.09.29 14:20modify630.801.089201.089270.00000
2382009.09.29 14:27s/l630.801.089271.089270.000005.145541.63
2392009.09.29 20:00sell640.801.084421.088310.00000
2402009.09.30 03:16modify640.801.084421.084350.00000
2412009.09.30 03:45modify640.801.084421.084070.00000
2422009.09.30 03:50modify640.801.084421.083580.00000
2432009.09.30 04:02modify640.801.084421.083360.00000
2442009.09.30 04:07modify640.801.084421.083260.00000
2452009.09.30 04:50modify640.801.084421.083010.00000
2462009.09.30 08:02modify640.801.084421.082570.00000
2472009.09.30 08:07modify640.801.084421.082360.00000
2482009.09.30 08:20s/l640.801.082361.082360.00000151.915693.54
2492009.10.01 22:00buy650.901.085331.081440.00000
2502009.10.01 23:50s/l650.901.081441.081440.00000-324.035369.51
2512009.10.05 03:00sell660.801.076431.080320.00000
2522009.10.05 03:15modify660.801.076431.075070.00000
2532009.10.05 03:20modify660.801.076431.072580.00000
2542009.10.05 03:27s/l660.801.072581.072580.00000287.035656.54
2552009.10.15 22:00buy670.801.035241.031350.00000
2562009.10.16 01:20s/l670.801.031351.031350.00000-302.505354.04
2572009.10.16 02:00sell680.801.030831.034720.00000
2582009.10.16 07:20s/l680.801.034721.034720.00000-300.745053.30
2592009.10.19 18:00sell690.801.030671.034560.00000
2602009.10.19 23:20modify690.801.030671.030530.00000
2612009.10.19 23:45modify690.801.030671.030300.00000
2622009.10.19 23:50modify690.801.030671.029850.00000
2632009.10.20 00:20s/l690.801.029851.029850.0000063.395116.69
2642009.10.20 16:00buy700.801.041411.037520.00000
2652009.10.20 16:10modify700.801.041411.041880.00000
2662009.10.20 16:15modify700.801.041411.044080.00000
2672009.10.20 16:20modify700.801.041411.046280.00000
2682009.10.20 16:27s/l700.801.046281.046280.00000372.705489.39
2692009.10.30 00:00sell710.801.066551.070440.00000
2702009.10.30 08:32s/l710.801.070441.070440.00000-290.695198.70
2712009.10.30 13:00buy720.801.072191.068300.00000
2722009.10.30 13:33modify720.801.072191.072950.00000
2732009.10.30 13:40modify720.801.072191.075730.00000
2742009.10.30 13:46modify720.801.072191.078500.00000
2752009.10.30 13:56s/l720.801.078501.078500.00000468.805667.50
2762009.11.03 18:00sell730.901.070031.073920.00000
2772009.11.03 18:50modify730.901.070031.069330.00000
2782009.11.03 19:20s/l730.901.069331.069330.0000058.905726.40
2792009.11.09 10:00sell740.901.064681.068570.00000
2802009.11.09 10:45modify740.901.064681.064550.00000
2812009.11.09 10:50modify740.901.064681.063230.00000
2822009.11.09 11:02modify740.901.064681.062970.00000
2832009.11.09 11:07modify740.901.064681.062820.00000
2842009.11.09 12:15s/l740.901.062821.062820.00000157.435883.83
2852009.11.13 15:00sell750.901.049271.053160.00000
2862009.11.13 15:20s/l750.901.053161.053160.00000-332.265551.57
2872009.11.18 11:00sell760.801.047771.051660.00000
2882009.11.18 13:20modify760.801.047771.047740.00000
2892009.11.18 13:46s/l760.801.047741.047740.000002.295553.86
2902009.11.23 12:00sell770.801.056731.060620.00000
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2922009.11.24 09:00buy780.801.063181.059290.00000
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2942009.11.24 12:00sell790.701.059061.062950.00000
2952009.11.24 14:20modify790.701.059061.059000.00000
2962009.11.24 14:40s/l790.701.059001.059000.000003.974970.65
2972009.11.26 17:00buy800.701.060011.056120.00000
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2992009.11.27 03:15modify800.701.060011.060880.00000
3002009.11.27 03:20modify800.701.060011.061770.00000
3012009.11.27 03:32modify800.701.060011.061880.00000
3022009.11.27 03:37modify800.701.060011.062050.00000
3032009.11.27 04:20s/l800.701.062051.062050.00000133.865104.52
3042009.11.30 04:00sell810.801.055411.059300.00000
3052009.11.30 06:20s/l810.801.059301.059300.00000-293.734810.79
3062009.12.03 15:00buy820.701.055291.051400.00000
3072009.12.03 16:15modify820.701.055291.055500.00000
3082009.12.03 16:20modify820.701.055291.056270.00000
3092009.12.03 16:45s/l820.701.056271.056270.0000065.014875.80
3102009.12.04 15:00sell830.701.048671.052560.00000
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3122009.12.04 15:37modify830.701.048671.047570.00000
3132009.12.04 15:50s/l830.701.047571.047570.0000073.464949.26
3142009.12.07 19:00sell840.701.049781.053670.00000
3152009.12.07 20:45s/l840.701.053671.053670.00000-258.414690.85
3162009.12.09 22:00sell850.701.054271.058160.00000
3172009.12.10 05:20s/l850.701.058161.058160.00000-258.064432.78
3182009.12.11 19:00buy860.701.059551.055660.00000
3192009.12.11 20:32modify860.701.059551.059970.00000
3202009.12.11 20:37modify860.701.059551.060140.00000
3212009.12.11 21:40s/l860.701.060141.060140.0000038.964471.74
3222009.12.30 06:00buy870.701.051401.047510.00000
3232009.12.30 08:50s/l870.701.047511.047510.00000-259.984211.76