Strategy Tester Report
EMA Cross EA (no exit)
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | separator1="---------------- EMA Settings"; ShortEma=2; LongEma=12; separator2="---------------- Lot Management"; Lots=0.1; RiskManagement=false; RiskPercent=10; Martingale=false; Multiplier=1.5; MinProfit=0; separator3="---------------- TP SL TS BE"; StopLoss=0; TakeProfit=0; TrailingStop=0; BreakEven=0; separator4="---------------- Extras"; Reverse=false; AddPositions=true; MaxOrders=100; MAFilter=false; MAPeriod=20; MAMethod=1; MAPrice=0; TimeFilter=false; StartHour=8; EndHour=21; Magic=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 98.36 | Gross profit | 4918.86 | Gross loss | -4820.50 |
Profit factor | 1.02 | Expected payoff | 2.05 | ||
Absolute drawdown | 160.64 | Maximal drawdown | 268.64 (2.66%) | Relative drawdown | 2.66% (268.64) |
Total trades | 48 | Short positions (won %) | 24 (91.67%) | Long positions (won %) | 24 (12.50%) |
Profit trades (% of total) | 25 (52.08%) | Loss trades (% of total) | 23 (47.92%) | ||
Largest | profit trade | 345.52 | loss trade | -369.87 | |
Average | profit trade | 196.75 | loss trade | -209.59 | |
Maximum | consecutive wins (profit in money) | 2 (174.33) | consecutive losses (loss in money) | 1 (-369.87) | |
Maximal | consecutive profit (count of wins) | 345.52 (1) | consecutive loss (count of losses) | -369.87 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 04:00 | sell | 1 | 0.10 | 1.36040 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 09:00 | buy | 2 | 0.10 | 1.36256 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 12:00 | sell | 3 | 0.10 | 1.35939 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 21:00 | buy | 4 | 0.10 | 1.35766 | 0.00000 | 0.00000 | ||
5 | 2010.03.02 02:00 | sell | 5 | 0.10 | 1.35340 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 13:00 | buy | 6 | 0.10 | 1.35399 | 0.00000 | 0.00000 | ||
7 | 2010.03.04 05:00 | sell | 7 | 0.10 | 1.36831 | 0.00000 | 0.00000 | ||
8 | 2010.03.04 13:00 | buy | 8 | 0.10 | 1.36809 | 0.00000 | 0.00000 | ||
9 | 2010.03.04 16:00 | sell | 9 | 0.10 | 1.36368 | 0.00000 | 0.00000 | ||
10 | 2010.03.05 10:00 | buy | 10 | 0.10 | 1.35965 | 0.00000 | 0.00000 | ||
11 | 2010.03.05 11:00 | sell | 11 | 0.10 | 1.35900 | 0.00000 | 0.00000 | ||
12 | 2010.03.05 17:00 | buy | 12 | 0.10 | 1.36102 | 0.00000 | 0.00000 | ||
13 | 2010.03.08 12:00 | sell | 13 | 0.10 | 1.36463 | 0.00000 | 0.00000 | ||
14 | 2010.03.08 14:00 | buy | 14 | 0.10 | 1.36690 | 0.00000 | 0.00000 | ||
15 | 2010.03.08 17:00 | sell | 15 | 0.10 | 1.36529 | 0.00000 | 0.00000 | ||
16 | 2010.03.09 19:00 | buy | 16 | 0.10 | 1.36060 | 0.00000 | 0.00000 | ||
17 | 2010.03.10 08:00 | sell | 17 | 0.10 | 1.35823 | 0.00000 | 0.00000 | ||
18 | 2010.03.10 13:00 | buy | 18 | 0.10 | 1.36169 | 0.00000 | 0.00000 | ||
19 | 2010.03.11 02:00 | sell | 19 | 0.10 | 1.36307 | 0.00000 | 0.00000 | ||
20 | 2010.03.11 03:00 | buy | 20 | 0.10 | 1.36430 | 0.00000 | 0.00000 | ||
21 | 2010.03.11 05:00 | sell | 21 | 0.10 | 1.36299 | 0.00000 | 0.00000 | ||
22 | 2010.03.11 06:00 | buy | 22 | 0.10 | 1.36426 | 0.00000 | 0.00000 | ||
23 | 2010.03.11 08:00 | sell | 23 | 0.10 | 1.36360 | 0.00000 | 0.00000 | ||
24 | 2010.03.11 10:00 | buy | 24 | 0.10 | 1.36570 | 0.00000 | 0.00000 | ||
25 | 2010.03.11 16:00 | sell | 25 | 0.10 | 1.36360 | 0.00000 | 0.00000 | ||
26 | 2010.03.11 17:00 | buy | 26 | 0.10 | 1.36751 | 0.00000 | 0.00000 | ||
27 | 2010.03.15 03:00 | sell | 27 | 0.10 | 1.37371 | 0.00000 | 0.00000 | ||
28 | 2010.03.15 08:00 | buy | 28 | 0.10 | 1.37540 | 0.00000 | 0.00000 | ||
29 | 2010.03.15 09:00 | sell | 29 | 0.10 | 1.37368 | 0.00000 | 0.00000 | ||
30 | 2010.03.16 04:00 | buy | 30 | 0.10 | 1.36856 | 0.00000 | 0.00000 | ||
31 | 2010.03.16 09:00 | sell | 31 | 0.10 | 1.36632 | 0.00000 | 0.00000 | ||
32 | 2010.03.16 11:00 | buy | 32 | 0.10 | 1.36953 | 0.00000 | 0.00000 | ||
33 | 2010.03.17 14:00 | sell | 33 | 0.10 | 1.37571 | 0.00000 | 0.00000 | ||
34 | 2010.03.17 19:00 | buy | 34 | 0.10 | 1.37777 | 0.00000 | 0.00000 | ||
35 | 2010.03.17 20:00 | sell | 35 | 0.10 | 1.37520 | 0.00000 | 0.00000 | ||
36 | 2010.03.22 10:00 | buy | 36 | 0.10 | 1.35438 | 0.00000 | 0.00000 | ||
37 | 2010.03.22 11:00 | sell | 37 | 0.10 | 1.35150 | 0.00000 | 0.00000 | ||
38 | 2010.03.22 12:00 | buy | 38 | 0.10 | 1.35298 | 0.00000 | 0.00000 | ||
39 | 2010.03.22 13:00 | sell | 39 | 0.10 | 1.35032 | 0.00000 | 0.00000 | ||
40 | 2010.03.22 16:00 | buy | 40 | 0.10 | 1.35251 | 0.00000 | 0.00000 | ||
41 | 2010.03.23 07:00 | sell | 41 | 0.10 | 1.35311 | 0.00000 | 0.00000 | ||
42 | 2010.03.23 16:00 | buy | 42 | 0.10 | 1.35353 | 0.00000 | 0.00000 | ||
43 | 2010.03.23 18:00 | sell | 43 | 0.10 | 1.35170 | 0.00000 | 0.00000 | ||
44 | 2010.03.25 11:00 | buy | 44 | 0.10 | 1.33401 | 0.00000 | 0.00000 | ||
45 | 2010.03.25 15:00 | sell | 45 | 0.10 | 1.33250 | 0.00000 | 0.00000 | ||
46 | 2010.03.25 16:00 | buy | 46 | 0.10 | 1.33580 | 0.00000 | 0.00000 | ||
47 | 2010.03.25 19:00 | sell | 47 | 0.10 | 1.33046 | 0.00000 | 0.00000 | ||
48 | 2010.03.26 03:00 | buy | 48 | 0.10 | 1.33141 | 0.00000 | 0.00000 | ||
49 | 2010.03.26 21:59 | close at stop | 48 | 0.10 | 1.34086 | 0.00000 | 0.00000 | 94.50 | 10094.50 |
50 | 2010.03.26 21:59 | close at stop | 47 | 0.10 | 1.34107 | 0.00000 | 0.00000 | -106.18 | 9988.32 |
51 | 2010.03.26 21:59 | close at stop | 46 | 0.10 | 1.34086 | 0.00000 | 0.00000 | 50.53 | 10038.85 |
52 | 2010.03.26 21:59 | close at stop | 45 | 0.10 | 1.34107 | 0.00000 | 0.00000 | -85.78 | 9953.07 |
53 | 2010.03.26 21:59 | close at stop | 44 | 0.10 | 1.34086 | 0.00000 | 0.00000 | 68.43 | 10021.50 |
54 | 2010.03.26 21:59 | close at stop | 43 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 105.90 | 10127.40 |
55 | 2010.03.26 21:59 | close at stop | 42 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -127.05 | 10000.35 |
56 | 2010.03.26 21:59 | close at stop | 41 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 120.00 | 10120.35 |
57 | 2010.03.26 21:59 | close at stop | 40 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -116.92 | 10003.43 |
58 | 2010.03.26 21:59 | close at stop | 39 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 92.02 | 10095.45 |
59 | 2010.03.26 21:59 | close at stop | 38 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -121.62 | 9973.83 |
60 | 2010.03.26 21:59 | close at stop | 37 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 103.82 | 10077.65 |
61 | 2010.03.26 21:59 | close at stop | 36 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -135.62 | 9942.03 |
62 | 2010.03.26 21:59 | close at stop | 35 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 340.42 | 10282.45 |
63 | 2010.03.26 21:59 | close at stop | 34 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -369.87 | 9912.58 |
64 | 2010.03.26 21:59 | close at stop | 33 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 345.52 | 10258.10 |
65 | 2010.03.26 21:59 | close at stop | 32 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -287.54 | 9970.56 |
66 | 2010.03.26 21:59 | close at stop | 31 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 251.54 | 10222.10 |
67 | 2010.03.26 21:59 | close at stop | 30 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -277.84 | 9944.26 |
68 | 2010.03.26 21:59 | close at stop | 29 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 325.06 | 10269.32 |
69 | 2010.03.26 21:59 | close at stop | 28 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -346.31 | 9923.01 |
70 | 2010.03.26 21:59 | close at stop | 27 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 325.36 | 10248.37 |
71 | 2010.03.26 21:59 | close at stop | 26 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -267.55 | 9980.82 |
72 | 2010.03.26 21:59 | close at stop | 25 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 224.10 | 10204.92 |
73 | 2010.03.26 21:59 | close at stop | 24 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -249.45 | 9955.47 |
74 | 2010.03.26 21:59 | close at stop | 23 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 224.10 | 10179.57 |
75 | 2010.03.26 21:59 | close at stop | 22 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -235.05 | 9944.52 |
76 | 2010.03.26 21:59 | close at stop | 21 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 218.00 | 10162.52 |
77 | 2010.03.26 21:59 | close at stop | 20 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -235.45 | 9927.07 |
78 | 2010.03.26 21:59 | close at stop | 19 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 218.80 | 10145.87 |
79 | 2010.03.26 21:59 | close at stop | 18 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -209.56 | 9936.31 |
80 | 2010.03.26 21:59 | close at stop | 17 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 170.16 | 10106.47 |
81 | 2010.03.26 21:59 | close at stop | 16 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -198.73 | 9907.74 |
82 | 2010.03.26 21:59 | close at stop | 15 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 240.60 | 10148.34 |
83 | 2010.03.26 21:59 | close at stop | 14 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -261.80 | 9886.54 |
84 | 2010.03.26 21:59 | close at stop | 13 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 234.00 | 10120.54 |
85 | 2010.03.26 21:59 | close at stop | 12 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -203.07 | 9917.47 |
86 | 2010.03.26 21:59 | close at stop | 11 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 177.62 | 10095.09 |
87 | 2010.03.26 21:59 | close at stop | 10 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -189.37 | 9905.72 |
88 | 2010.03.26 21:59 | close at stop | 9 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 224.34 | 10130.06 |
89 | 2010.03.26 21:59 | close at stop | 8 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -273.84 | 9856.22 |
90 | 2010.03.26 21:59 | close at stop | 7 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 270.64 | 10126.86 |
91 | 2010.03.26 21:59 | close at stop | 6 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -133.12 | 9993.74 |
92 | 2010.03.26 21:59 | close at stop | 5 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 121.22 | 10114.96 |
93 | 2010.03.26 21:59 | close at stop | 4 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -169.89 | 9945.07 |
94 | 2010.03.26 21:59 | close at stop | 3 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 181.04 | 10126.11 |
95 | 2010.03.26 21:59 | close at stop | 2 | 0.10 | 1.34086 | 0.00000 | 0.00000 | -218.89 | 9907.22 |
96 | 2010.03.26 21:59 | close at stop | 1 | 0.10 | 1.34107 | 0.00000 | 0.00000 | 191.14 | 10098.36 |