Report Result : ema_crossmod - Desynced Forex Repository

Strategy Tester Report

ema_crossmod

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
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	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70

Initial deposit	10000.00
Total net profit	-10204.56	Gross profit	10033.06	Gross loss	-20237.62
Profit factor	0.50	Expected payoff	-127.56
Absolute drawdown	10204.56	Maximal drawdown	17736.98 (101.17%)	Relative drawdown	101.17% (17736.98)

Total trades	80	Short positions (won %)	40 (100.00%)	Long positions (won %)	40 (95.00%)
		Profit trades (% of total)	78 (97.50%)	Loss trades (% of total)	2 (2.50%)
Largest		profit trade	137.52	loss trade	-12747.93
Average		profit trade	128.63	loss trade	-10118.81
Maximum		consecutive wins (profit in money)	78 (10033.06)	consecutive losses (loss in money)	2 (-20237.62)
Maximal		consecutive profit (count of wins)	10033.06 (78)	consecutive loss (count of losses)	-20237.62 (2)
Average		consecutive wins	78	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.08 03:50	buy	1	1.00	1.19909	0.00000	1.20069
2	2009.01.08 03:50	sell	2	1.00	1.19895	0.00000	1.19735
3	2009.01.08 04:45	t/p	2	1.00	1.19735	0.00000	1.19735	133.64	10133.64
4	2009.01.08 08:45	t/p	1	1.00	1.20069	0.00000	1.20069	133.23	10266.87
5	2009.01.08 16:00	buy	3	1.00	1.18604	0.00000	1.18764
6	2009.01.08 16:00	sell	4	1.00	1.18590	0.00000	1.18430
7	2009.01.08 16:02	t/p	4	1.00	1.18430	0.00000	1.18430	135.12	10401.99
8	2009.01.08 16:15	t/p	3	1.00	1.18764	0.00000	1.18764	134.62	10536.61
9	2009.01.12 06:00	buy	5	1.00	1.19328	0.00000	1.19488
10	2009.01.12 06:00	sell	6	1.00	1.19314	0.00000	1.19154
11	2009.01.12 06:46	t/p	6	1.00	1.19154	0.00000	1.19154	134.34	10670.95
12	2009.01.12 07:15	buy	7	1.00	1.19254	0.00000	1.19414
13	2009.01.12 07:15	sell	8	1.00	1.19240	0.00000	1.19080
14	2009.01.12 09:10	t/p	7	1.00	1.19414	0.00000	1.19414	133.95	10804.90
15	2009.01.12 09:15	t/p	5	1.00	1.19488	0.00000	1.19488	133.87	10938.77
16	2009.01.22 22:00	buy	9	1.00	1.25359	0.00000	1.25519
17	2009.01.22 22:00	sell	10	1.00	1.25345	0.00000	1.25185
18	2009.01.22 23:16	t/p	10	1.00	1.25185	0.00000	1.25185	127.82	11066.59
19	2009.01.23 02:37	t/p	9	1.00	1.25519	0.00000	1.25519	126.96	11193.55
20	2009.01.23 10:20	buy	11	1.00	1.26039	0.00000	1.26199
21	2009.01.23 10:20	sell	12	1.00	1.26025	0.00000	1.25865
22	2009.01.23 10:45	t/p	11	1.00	1.26199	0.00000	1.26199	126.74	11320.29
23	2009.01.23 13:45	t/p	12	1.00	1.25865	0.00000	1.25865	127.12	11447.41
24	2009.01.23 16:26	buy	13	1.00	1.24919	0.00000	1.25079
25	2009.01.23 16:26	sell	14	1.00	1.24905	0.00000	1.24745
26	2009.01.23 16:32	t/p	14	1.00	1.24745	0.00000	1.24745	128.40	11575.81
27	2009.02.03 10:37	t/p	13	1.00	1.25079	0.00000	1.25079	123.36	11699.17
28	2009.02.03 23:00	buy	15	1.00	1.22944	0.00000	1.23104
29	2009.02.03 23:00	sell	16	1.00	1.22930	0.00000	1.22770
30	2009.02.03 23:45	t/p	15	1.00	1.23104	0.00000	1.23104	129.96	11829.13
31	2009.02.04 07:20	t/p	16	1.00	1.22770	0.00000	1.22770	129.75	11958.88
32	2009.02.04 10:00	buy	17	1.00	1.23971	0.00000	1.24131
33	2009.02.04 10:00	sell	18	1.00	1.23957	0.00000	1.23797
34	2009.02.04 10:45	t/p	18	1.00	1.23797	0.00000	1.23797	129.27	12088.15
35	2009.02.04 13:46	t/p	17	1.00	1.24131	0.00000	1.24131	128.81	12216.96
36	2009.02.04 15:00	buy	19	1.00	1.23169	0.00000	1.23329
37	2009.02.04 15:00	sell	20	1.00	1.23155	0.00000	1.22995
38	2009.02.04 15:20	t/p	20	1.00	1.22995	0.00000	1.22995	130.21	12347.17
39	2009.02.04 20:15	t/p	19	1.00	1.23329	0.00000	1.23329	129.57	12476.74
40	2009.02.06 04:20	buy	21	1.00	1.23704	0.00000	1.23864
41	2009.02.06 04:20	sell	22	1.00	1.23690	0.00000	1.23530
42	2009.02.06 05:26	t/p	22	1.00	1.23530	0.00000	1.23530	129.57	12606.31
43	2009.02.06 08:40	t/p	21	1.00	1.23864	0.00000	1.23864	129.10	12735.41
44	2009.02.06 21:00	buy	23	1.00	1.22559	0.00000	1.22719
45	2009.02.06 21:00	sell	24	1.00	1.22545	0.00000	1.22385
46	2009.02.06 22:20	t/p	24	1.00	1.22385	0.00000	1.22385	130.77	12866.18
47	2009.02.09 08:20	t/p	23	1.00	1.22719	0.00000	1.22719	129.88	12996.06
48	2009.02.10 18:20	buy	25	1.00	1.23546	0.00000	1.23706
49	2009.02.10 18:20	sell	26	1.00	1.23532	0.00000	1.23372
50	2009.02.10 18:45	t/p	26	1.00	1.23372	0.00000	1.23372	129.80	13125.86
51	2009.02.10 19:15	t/p	25	1.00	1.23706	0.00000	1.23706	129.33	13255.19
52	2009.02.13 09:50	buy	27	1.00	1.23304	0.00000	1.23464
53	2009.02.13 09:50	sell	28	1.00	1.23290	0.00000	1.23130
54	2009.02.13 09:57	t/p	27	1.00	1.23464	0.00000	1.23464	129.51	13384.70
55	2009.02.13 10:45	t/p	28	1.00	1.23130	0.00000	1.23130	130.01	13514.71
56	2009.02.13 19:00	buy	29	1.00	1.24249	0.00000	1.24409
57	2009.02.13 19:00	sell	30	1.00	1.24235	0.00000	1.24075
58	2009.02.13 19:15	t/p	30	1.00	1.24075	0.00000	1.24075	129.07	13643.78
59	2009.02.16 01:10	t/p	29	1.00	1.24409	0.00000	1.24409	128.09	13771.86
60	2009.02.16 01:16	buy	31	1.00	1.24524	0.00000	1.24684
61	2009.02.16 01:16	sell	32	1.00	1.24510	0.00000	1.24350
62	2009.02.16 01:26	t/p	32	1.00	1.24350	0.00000	1.24350	128.72	13900.58
63	2009.02.16 12:50	t/p	31	1.00	1.24684	0.00000	1.24684	128.31	14028.89
64	2009.02.19 11:40	buy	33	1.00	1.24955	0.00000	1.25115
65	2009.02.19 11:40	sell	34	1.00	1.24941	0.00000	1.24781
66	2009.02.19 11:50	t/p	34	1.00	1.24781	0.00000	1.24781	128.33	14157.22
67	2009.02.19 12:40	t/p	33	1.00	1.25115	0.00000	1.25115	127.88	14285.10
68	2009.02.19 18:00	buy	35	1.00	1.25909	0.00000	1.26069
69	2009.02.19 18:00	sell	36	1.00	1.25895	0.00000	1.25735
70	2009.02.19 18:20	t/p	36	1.00	1.25735	0.00000	1.25735	127.37	14412.47
71	2009.02.20 06:15	t/p	35	1.00	1.26069	0.00000	1.26069	126.41	14538.88
72	2009.02.20 20:20	buy	37	1.00	1.24624	0.00000	1.24784
73	2009.02.20 20:20	sell	38	1.00	1.24610	0.00000	1.24450
74	2009.02.20 20:27	t/p	37	1.00	1.24784	0.00000	1.24784	128.07	14666.95
75	2009.02.23 05:20	t/p	38	1.00	1.24450	0.00000	1.24450	128.03	14794.98
76	2009.02.25 17:00	buy	39	1.00	1.25936	0.00000	1.26096
77	2009.02.25 17:00	sell	40	1.00	1.25922	0.00000	1.25762
78	2009.02.25 17:20	t/p	40	1.00	1.25762	0.00000	1.25762	127.35	14922.33
79	2009.02.27 12:50	t/p	39	1.00	1.26096	0.00000	1.26096	124.78	15047.12
80	2009.03.04 20:50	buy	41	1.00	1.27297	0.00000	1.27457
81	2009.03.04 20:50	sell	42	1.00	1.27283	0.00000	1.27123
82	2009.03.04 21:02	t/p	41	1.00	1.27457	0.00000	1.27457	125.53	15172.65
83	2009.03.04 21:20	t/p	42	1.00	1.27123	0.00000	1.27123	125.87	15298.52
84	2009.03.05 13:15	buy	43	1.00	1.28607	0.00000	1.28767
85	2009.03.05 13:15	sell	44	1.00	1.28593	0.00000	1.28433
86	2009.03.05 13:40	t/p	44	1.00	1.28433	0.00000	1.28433	124.58	15423.10
87	2009.03.05 14:45	t/p	43	1.00	1.28767	0.00000	1.28767	124.25	15547.35
88	2009.03.06 15:00	buy	45	1.00	1.27894	0.00000	1.28054
89	2009.03.06 15:00	sell	46	1.00	1.27880	0.00000	1.27720
90	2009.03.06 15:02	t/p	46	1.00	1.27720	0.00000	1.27720	125.30	15672.65
91	2009.03.06 15:20	t/p	45	1.00	1.28054	0.00000	1.28054	124.89	15797.54
92	2009.03.06 15:20	buy	47	1.00	1.28127	0.00000	1.28287
93	2009.03.06 15:20	sell	48	1.00	1.28113	0.00000	1.27953
94	2009.03.06 15:27	t/p	48	1.00	1.27953	0.00000	1.27953	125.05	15922.59
95	2009.03.06 16:10	t/p	47	1.00	1.28287	0.00000	1.28287	124.67	16047.26
96	2009.03.06 16:10	buy	49	1.00	1.28350	0.00000	1.28510
97	2009.03.06 16:10	sell	50	1.00	1.28336	0.00000	1.28176
98	2009.03.06 16:15	t/p	49	1.00	1.28510	0.00000	1.28510	124.50	16171.76
99	2009.03.09 01:07	t/p	50	1.00	1.28176	0.00000	1.28176	124.25	16296.01
100	2009.03.10 14:00	buy	51	1.00	1.28229	0.00000	1.28389
101	2009.03.10 14:00	sell	52	1.00	1.28215	0.00000	1.28055
102	2009.03.10 14:02	t/p	52	1.00	1.28055	0.00000	1.28055	125.14	16421.15
103	2009.03.10 14:20	t/p	51	1.00	1.28389	0.00000	1.28389	124.60	16545.75
104	2009.03.12 01:00	buy	53	1.00	1.28981	0.00000	1.29141
105	2009.03.12 01:00	sell	54	1.00	1.28967	0.00000	1.28807
106	2009.03.12 01:20	t/p	54	1.00	1.28807	0.00000	1.28807	124.31	16670.06
107	2009.03.12 07:50	t/p	53	1.00	1.29141	0.00000	1.29141	123.88	16793.94
108	2009.03.12 19:00	buy	55	1.00	1.28127	0.00000	1.28287
109	2009.03.12 19:00	sell	56	1.00	1.28113	0.00000	1.27953
110	2009.03.12 19:40	t/p	56	1.00	1.27953	0.00000	1.27953	125.06	16919.00
111	2009.03.13 12:45	t/p	55	1.00	1.28287	0.00000	1.28287	124.18	17043.17
112	2009.03.27 11:00	buy	57	1.00	1.23474	0.00000	1.23634
113	2009.03.27 11:00	sell	58	1.00	1.23460	0.00000	1.23300
114	2009.03.27 11:20	t/p	57	1.00	1.23634	0.00000	1.23634	129.40	17172.57
115	2009.03.27 12:07	t/p	58	1.00	1.23300	0.00000	1.23300	129.80	17302.37
116	2009.04.02 10:10	buy	59	1.00	1.25304	0.00000	1.25464
117	2009.04.02 10:10	sell	60	1.00	1.25290	0.00000	1.25130
118	2009.04.02 11:02	t/p	59	1.00	1.25464	0.00000	1.25464	127.51	17429.88
119	2009.04.02 12:33	t/p	60	1.00	1.25130	0.00000	1.25130	127.88	17557.76
120	2009.04.07 02:00	buy	61	1.00	1.24489	0.00000	1.24649
121	2009.04.07 02:00	sell	62	1.00	1.24475	0.00000	1.24315
122	2009.04.07 02:02	t/p	61	1.00	1.24649	0.00000	1.24649	128.34	17686.10
123	2009.04.07 02:20	t/p	62	1.00	1.24315	0.00000	1.24315	128.73	17814.83
124	2009.04.07 17:50	buy	63	1.00	1.23309	0.00000	1.23469
125	2009.04.07 17:50	sell	64	1.00	1.23295	0.00000	1.23135
126	2009.04.07 18:15	t/p	63	1.00	1.23469	0.00000	1.23469	129.57	17944.40
127	2009.04.08 14:20	t/p	64	1.00	1.23135	0.00000	1.23135	129.35	18073.76
128	2009.04.17 11:00	buy	65	1.00	1.21479	0.00000	1.21639
129	2009.04.17 11:00	sell	66	1.00	1.21465	0.00000	1.21305
130	2009.04.17 11:20	t/p	66	1.00	1.21305	0.00000	1.21305	131.93	18205.69
131	2009.04.17 16:20	t/p	65	1.00	1.21639	0.00000	1.21639	131.40	18337.09
132	2009.04.23 17:00	buy	67	1.00	1.22749	0.00000	1.22909
133	2009.04.23 17:00	sell	68	1.00	1.22735	0.00000	1.22575
134	2009.04.23 17:02	t/p	67	1.00	1.22909	0.00000	1.22909	130.12	18467.21
135	2009.04.23 17:20	t/p	68	1.00	1.22575	0.00000	1.22575	130.54	18597.75
136	2009.04.28 09:07	buy	69	1.00	1.22544	0.00000	1.22704
137	2009.04.28 09:07	sell	70	1.00	1.22530	0.00000	1.22370
138	2009.04.28 09:15	t/p	70	1.00	1.22370	0.00000	1.22370	130.77	18728.52
139	2009.04.30 09:20	t/p	8	1.00	1.19080	0.00000	1.19080	69.71	18798.23
140	2009.05.12 02:03	buy	71	1.00	1.16623	0.00000	1.16783
141	2009.05.12 02:03	sell	72	1.00	1.16609	0.00000	1.16449
142	2009.05.12 02:50	t/p	72	1.00	1.16449	0.00000	1.16449	137.40	18935.63
143	2009.05.12 17:50	t/p	71	1.00	1.16783	0.00000	1.16783	137.01	19072.64
144	2009.05.12 18:00	buy	73	1.00	1.16712	0.00000	1.16872
145	2009.05.12 18:00	sell	74	1.00	1.16698	0.00000	1.16538
146	2009.05.12 18:15	t/p	73	1.00	1.16872	0.00000	1.16872	136.90	19209.54
147	2009.05.12 19:20	t/p	74	1.00	1.16538	0.00000	1.16538	137.32	19346.86
148	2009.05.12 21:00	buy	75	1.00	1.16176	0.00000	1.16336
149	2009.05.12 21:00	sell	76	1.00	1.16162	0.00000	1.16002
150	2009.05.12 22:20	t/p	75	1.00	1.16336	0.00000	1.16336	137.52	19484.38
151	2009.05.13 00:50	t/p	76	1.00	1.16002	0.00000	1.16002	137.38	19621.76
152	2009.05.13 16:02	buy	77	1.00	1.16745	0.00000	1.16905
153	2009.05.13 16:02	sell	78	1.00	1.16731	0.00000	1.16571
154	2009.05.13 16:15	t/p	78	1.00	1.16571	0.00000	1.16571	137.34	19759.10
155	2009.05.13 17:50	t/p	77	1.00	1.16905	0.00000	1.16905	136.78	19895.88
156	2009.05.18 15:03	buy	79	1.00	1.16839	0.00000	1.16999
157	2009.05.18 15:03	sell	80	1.00	1.16825	0.00000	1.16665
158	2009.05.18 15:16	t/p	80	1.00	1.16665	0.00000	1.16665	137.18	20033.06
159	2009.06.01 03:20	close at stop	79	1.00	1.08705	0.00000	1.16999	-7489.70	12543.36
160	2009.06.01 03:20	close at stop	69	1.00	1.08705	0.00000	1.22704	-12747.93	-204.56