Strategy Tester Report
EMA_6_12
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 | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3347.10 | Gross profit | 3347.10 | Gross loss | 0.00 |
Profit factor | Expected payoff | 81.64 | |||
Absolute drawdown | 609.00 | Maximal drawdown | 1560.70 (13.48%) | Relative drawdown | 13.48% (1560.70) |
Total trades | 41 | Short positions (won %) | 26 (100.00%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 41 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 269.00 | loss trade | 0.00 | |
Average | profit trade | 81.64 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 41 (3347.10) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 3347.10 (41) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 41 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 06:00 | sell | 1 | 1.00 | 1.36048 | 0.00000 | 1.35048 | ||
2 | 2010.03.01 07:45 | modify | 1 | 1.00 | 1.36048 | 1.36013 | 1.35048 | ||
3 | 2010.03.01 07:50 | modify | 1 | 1.00 | 1.36048 | 1.35916 | 1.35048 | ||
4 | 2010.03.01 07:52 | s/l | 1 | 1.00 | 1.35916 | 1.35916 | 1.35048 | 132.00 | 10132.00 |
5 | 2010.03.01 07:52 | buy | 2 | 1.00 | 1.35925 | 0.00000 | 1.36925 | ||
6 | 2010.03.01 07:59 | modify | 2 | 1.00 | 1.35925 | 1.35935 | 1.36925 | ||
7 | 2010.03.01 08:02 | s/l | 2 | 1.00 | 1.35935 | 1.35935 | 1.36925 | 10.00 | 10142.00 |
8 | 2010.03.01 08:02 | sell | 3 | 1.00 | 1.35879 | 0.00000 | 1.34879 | ||
9 | 2010.03.01 12:40 | modify | 3 | 1.00 | 1.35879 | 1.35781 | 1.34879 | ||
10 | 2010.03.01 12:42 | s/l | 3 | 1.00 | 1.35781 | 1.35781 | 1.34879 | 98.00 | 10240.00 |
11 | 2010.03.01 12:42 | sell | 4 | 1.00 | 1.35786 | 0.00000 | 1.34786 | ||
12 | 2010.03.01 12:45 | modify | 4 | 1.00 | 1.35786 | 1.35584 | 1.34786 | ||
13 | 2010.03.01 12:47 | s/l | 4 | 1.00 | 1.35584 | 1.35584 | 1.34786 | 202.00 | 10442.00 |
14 | 2010.03.01 12:47 | sell | 5 | 1.00 | 1.35589 | 0.00000 | 1.34589 | ||
15 | 2010.03.01 12:50 | modify | 5 | 1.00 | 1.35589 | 1.35320 | 1.34589 | ||
16 | 2010.03.01 12:52 | s/l | 5 | 1.00 | 1.35320 | 1.35320 | 1.34589 | 269.00 | 10711.00 |
17 | 2010.03.01 12:52 | sell | 6 | 1.00 | 1.35391 | 0.00000 | 1.34391 | ||
18 | 2010.03.01 12:55 | modify | 6 | 1.00 | 1.35391 | 1.35386 | 1.34391 | ||
19 | 2010.03.01 12:57 | s/l | 6 | 1.00 | 1.35386 | 1.35386 | 1.34391 | 5.00 | 10716.00 |
20 | 2010.03.01 12:57 | sell | 7 | 1.00 | 1.35523 | 0.00000 | 1.34523 | ||
21 | 2010.03.01 12:59 | modify | 7 | 1.00 | 1.35523 | 1.35479 | 1.34523 | ||
22 | 2010.03.01 13:02 | s/l | 7 | 1.00 | 1.35479 | 1.35479 | 1.34523 | 44.00 | 10760.00 |
23 | 2010.03.02 00:00 | buy | 8 | 1.00 | 1.35702 | 0.00000 | 1.36702 | ||
24 | 2010.03.02 00:37 | modify | 8 | 1.00 | 1.35702 | 1.35709 | 1.36702 | ||
25 | 2010.03.02 00:40 | s/l | 8 | 1.00 | 1.35709 | 1.35709 | 1.36702 | 7.00 | 10767.00 |
26 | 2010.03.02 00:40 | buy | 9 | 1.00 | 1.35715 | 0.00000 | 1.36715 | ||
27 | 2010.03.02 14:45 | modify | 9 | 1.00 | 1.35715 | 1.35825 | 1.36715 | ||
28 | 2010.03.02 14:47 | s/l | 9 | 1.00 | 1.35825 | 1.35825 | 1.36715 | 110.00 | 10877.00 |
29 | 2010.03.02 14:47 | buy | 10 | 1.00 | 1.35846 | 0.00000 | 1.36846 | ||
30 | 2010.03.02 14:50 | modify | 10 | 1.00 | 1.35846 | 1.35943 | 1.36846 | ||
31 | 2010.03.02 14:52 | s/l | 10 | 1.00 | 1.35943 | 1.35943 | 1.36846 | 97.00 | 10974.00 |
32 | 2010.03.02 14:52 | buy | 11 | 1.00 | 1.35925 | 0.00000 | 1.36925 | ||
33 | 2010.03.02 19:10 | modify | 11 | 1.00 | 1.35925 | 1.35979 | 1.36925 | ||
34 | 2010.03.02 19:15 | modify | 11 | 1.00 | 1.35925 | 1.36056 | 1.36925 | ||
35 | 2010.03.02 19:20 | modify | 11 | 1.00 | 1.35925 | 1.36132 | 1.36925 | ||
36 | 2010.03.02 19:22 | s/l | 11 | 1.00 | 1.36132 | 1.36132 | 1.36925 | 207.00 | 11181.00 |
37 | 2010.03.04 07:00 | sell | 12 | 1.00 | 1.36769 | 0.00000 | 1.35769 | ||
38 | 2010.03.04 07:26 | modify | 12 | 1.00 | 1.36769 | 1.36721 | 1.35769 | ||
39 | 2010.03.04 07:32 | s/l | 12 | 1.00 | 1.36721 | 1.36721 | 1.35769 | 48.00 | 11229.00 |
40 | 2010.03.04 07:32 | sell | 13 | 1.00 | 1.36708 | 0.00000 | 1.35708 | ||
41 | 2010.03.04 07:40 | modify | 13 | 1.00 | 1.36708 | 1.36695 | 1.35708 | ||
42 | 2010.03.04 07:45 | modify | 13 | 1.00 | 1.36708 | 1.36622 | 1.35708 | ||
43 | 2010.03.04 07:50 | modify | 13 | 1.00 | 1.36708 | 1.36523 | 1.35708 | ||
44 | 2010.03.04 07:52 | s/l | 13 | 1.00 | 1.36523 | 1.36523 | 1.35708 | 185.00 | 11414.00 |
45 | 2010.03.04 07:52 | sell | 14 | 1.00 | 1.36511 | 0.00000 | 1.35511 | ||
46 | 2010.03.04 08:50 | modify | 14 | 1.00 | 1.36511 | 1.36391 | 1.35511 | ||
47 | 2010.03.04 08:52 | s/l | 14 | 1.00 | 1.36391 | 1.36391 | 1.35511 | 120.00 | 11534.00 |
48 | 2010.03.04 15:00 | buy | 15 | 1.00 | 1.36820 | 0.00000 | 1.37820 | ||
49 | 2010.03.08 03:20 | modify | 15 | 1.00 | 1.36820 | 1.36849 | 1.37820 | ||
50 | 2010.03.08 03:27 | s/l | 15 | 1.00 | 1.36849 | 1.36849 | 1.37820 | 27.60 | 11561.60 |
51 | 2010.03.08 18:00 | sell | 16 | 1.00 | 1.36121 | 0.00000 | 1.35121 | ||
52 | 2010.03.08 18:07 | modify | 16 | 1.00 | 1.36121 | 1.36119 | 1.35121 | ||
53 | 2010.03.08 18:10 | s/l | 16 | 1.00 | 1.36119 | 1.36119 | 1.35121 | 2.00 | 11563.60 |
54 | 2010.03.08 18:10 | sell | 17 | 1.00 | 1.36169 | 0.00000 | 1.35169 | ||
55 | 2010.03.09 01:03 | modify | 17 | 1.00 | 1.36169 | 1.36154 | 1.35169 | ||
56 | 2010.03.09 01:10 | modify | 17 | 1.00 | 1.36169 | 1.36139 | 1.35169 | ||
57 | 2010.03.09 01:13 | s/l | 17 | 1.00 | 1.36139 | 1.36139 | 1.35169 | 29.20 | 11592.80 |
58 | 2010.03.09 22:00 | buy | 18 | 1.00 | 1.36011 | 0.00000 | 1.37011 | ||
59 | 2010.03.09 23:07 | modify | 18 | 1.00 | 1.36011 | 1.36017 | 1.37011 | ||
60 | 2010.03.09 23:10 | s/l | 18 | 1.00 | 1.36017 | 1.36017 | 1.37011 | 6.00 | 11598.80 |
61 | 2010.03.10 08:00 | sell | 19 | 1.00 | 1.35823 | 0.00000 | 1.34823 | ||
62 | 2010.03.10 08:15 | modify | 19 | 1.00 | 1.35823 | 1.35768 | 1.34823 | ||
63 | 2010.03.10 08:20 | modify | 19 | 1.00 | 1.35823 | 1.35692 | 1.34823 | ||
64 | 2010.03.10 08:27 | s/l | 19 | 1.00 | 1.35692 | 1.35692 | 1.34823 | 131.00 | 11729.80 |
65 | 2010.03.10 08:27 | sell | 20 | 1.00 | 1.35707 | 0.00000 | 1.34707 | ||
66 | 2010.03.10 08:45 | modify | 20 | 1.00 | 1.35707 | 1.35679 | 1.34707 | ||
67 | 2010.03.10 08:50 | modify | 20 | 1.00 | 1.35707 | 1.35597 | 1.34707 | ||
68 | 2010.03.10 08:52 | s/l | 20 | 1.00 | 1.35597 | 1.35597 | 1.34707 | 110.00 | 11839.80 |
69 | 2010.03.10 08:52 | sell | 21 | 1.00 | 1.35577 | 0.00000 | 1.34577 | ||
70 | 2010.03.10 09:02 | modify | 21 | 1.00 | 1.35577 | 1.35520 | 1.34577 | ||
71 | 2010.03.10 09:07 | modify | 21 | 1.00 | 1.35577 | 1.35501 | 1.34577 | ||
72 | 2010.03.10 09:10 | s/l | 21 | 1.00 | 1.35501 | 1.35501 | 1.34577 | 76.00 | 11915.80 |
73 | 2010.03.10 13:00 | buy | 22 | 1.00 | 1.36169 | 0.00000 | 1.37169 | ||
74 | 2010.03.10 13:15 | modify | 22 | 1.00 | 1.36169 | 1.36173 | 1.37169 | ||
75 | 2010.03.10 13:20 | modify | 22 | 1.00 | 1.36169 | 1.36212 | 1.37169 | ||
76 | 2010.03.10 13:27 | s/l | 22 | 1.00 | 1.36212 | 1.36212 | 1.37169 | 43.00 | 11958.80 |
77 | 2010.03.10 13:27 | buy | 23 | 1.00 | 1.36221 | 0.00000 | 1.37221 | ||
78 | 2010.03.10 15:20 | modify | 23 | 1.00 | 1.36221 | 1.36243 | 1.37221 | ||
79 | 2010.03.10 15:22 | s/l | 23 | 1.00 | 1.36243 | 1.36243 | 1.37221 | 22.00 | 11980.80 |
80 | 2010.03.11 09:00 | sell | 24 | 1.00 | 1.36339 | 0.00000 | 1.35339 | ||
81 | 2010.03.11 09:03 | modify | 24 | 1.00 | 1.36339 | 1.36335 | 1.35339 | ||
82 | 2010.03.11 09:10 | modify | 24 | 1.00 | 1.36339 | 1.36320 | 1.35339 | ||
83 | 2010.03.11 09:13 | s/l | 24 | 1.00 | 1.36320 | 1.36320 | 1.35339 | 19.00 | 11999.80 |
84 | 2010.03.11 09:13 | sell | 25 | 1.00 | 1.36332 | 0.00000 | 1.35332 | ||
85 | 2010.03.11 15:20 | modify | 25 | 1.00 | 1.36332 | 1.36312 | 1.35332 | ||
86 | 2010.03.11 15:22 | s/l | 25 | 1.00 | 1.36312 | 1.36312 | 1.35332 | 20.00 | 12019.80 |
87 | 2010.03.15 04:00 | sell | 26 | 1.00 | 1.37388 | 0.00000 | 1.36388 | ||
88 | 2010.03.15 04:45 | modify | 26 | 1.00 | 1.37388 | 1.37368 | 1.36388 | ||
89 | 2010.03.15 04:50 | modify | 26 | 1.00 | 1.37388 | 1.37321 | 1.36388 | ||
90 | 2010.03.15 04:57 | s/l | 26 | 1.00 | 1.37321 | 1.37321 | 1.36388 | 67.00 | 12086.80 |
91 | 2010.03.15 04:57 | sell | 27 | 1.00 | 1.37307 | 0.00000 | 1.36307 | ||
92 | 2010.03.15 10:10 | modify | 27 | 1.00 | 1.37307 | 1.37258 | 1.36307 | ||
93 | 2010.03.15 10:16 | modify | 27 | 1.00 | 1.37307 | 1.37181 | 1.36307 | ||
94 | 2010.03.15 10:26 | s/l | 27 | 1.00 | 1.37181 | 1.37181 | 1.36307 | 126.00 | 12212.80 |
95 | 2010.03.16 06:00 | buy | 28 | 1.00 | 1.36991 | 0.00000 | 1.37991 | ||
96 | 2010.03.16 11:07 | modify | 28 | 1.00 | 1.36991 | 1.37002 | 1.37991 | ||
97 | 2010.03.16 11:10 | s/l | 28 | 1.00 | 1.37002 | 1.37002 | 1.37991 | 11.00 | 12223.80 |
98 | 2010.03.16 11:10 | buy | 29 | 1.00 | 1.36994 | 0.00000 | 1.37994 | ||
99 | 2010.03.16 12:10 | modify | 29 | 1.00 | 1.36994 | 1.37079 | 1.37994 | ||
100 | 2010.03.16 12:16 | modify | 29 | 1.00 | 1.36994 | 1.37171 | 1.37994 | ||
101 | 2010.03.16 12:20 | s/l | 29 | 1.00 | 1.37171 | 1.37171 | 1.37994 | 177.00 | 12400.80 |
102 | 2010.03.17 15:00 | sell | 30 | 1.00 | 1.37533 | 0.00000 | 1.36533 | ||
103 | 2010.03.17 15:45 | modify | 30 | 1.00 | 1.37533 | 1.37526 | 1.36533 | ||
104 | 2010.03.17 15:50 | modify | 30 | 1.00 | 1.37533 | 1.37459 | 1.36533 | ||
105 | 2010.03.17 15:57 | s/l | 30 | 1.00 | 1.37459 | 1.37459 | 1.36533 | 74.00 | 12474.80 |
106 | 2010.03.17 15:57 | sell | 31 | 1.00 | 1.37465 | 0.00000 | 1.36465 | ||
107 | 2010.03.17 16:15 | modify | 31 | 1.00 | 1.37465 | 1.37417 | 1.36465 | ||
108 | 2010.03.17 16:20 | modify | 31 | 1.00 | 1.37465 | 1.37330 | 1.36465 | ||
109 | 2010.03.17 16:22 | s/l | 31 | 1.00 | 1.37330 | 1.37330 | 1.36465 | 135.00 | 12609.80 |
110 | 2010.03.22 18:00 | buy | 32 | 1.00 | 1.35640 | 0.00000 | 1.36640 | ||
111 | 2010.03.23 00:50 | modify | 32 | 1.00 | 1.35640 | 1.35650 | 1.36640 | ||
112 | 2010.03.23 00:57 | s/l | 32 | 1.00 | 1.35650 | 1.35650 | 1.36640 | 9.30 | 12619.10 |
113 | 2010.03.23 08:00 | sell | 33 | 1.00 | 1.35192 | 0.00000 | 1.34192 | ||
114 | 2010.03.23 08:15 | modify | 33 | 1.00 | 1.35192 | 1.35173 | 1.34192 | ||
115 | 2010.03.23 08:20 | modify | 33 | 1.00 | 1.35192 | 1.35110 | 1.34192 | ||
116 | 2010.03.23 08:27 | s/l | 33 | 1.00 | 1.35110 | 1.35110 | 1.34192 | 82.00 | 12701.10 |
117 | 2010.03.23 08:27 | sell | 34 | 1.00 | 1.35112 | 0.00000 | 1.34112 | ||
118 | 2010.03.23 08:32 | modify | 34 | 1.00 | 1.35112 | 1.35102 | 1.34112 | ||
119 | 2010.03.23 08:37 | modify | 34 | 1.00 | 1.35112 | 1.35090 | 1.34112 | ||
120 | 2010.03.23 08:40 | s/l | 34 | 1.00 | 1.35090 | 1.35090 | 1.34112 | 22.00 | 12723.10 |
121 | 2010.03.23 08:40 | sell | 35 | 1.00 | 1.35089 | 0.00000 | 1.34089 | ||
122 | 2010.03.23 12:10 | modify | 35 | 1.00 | 1.35089 | 1.35067 | 1.34089 | ||
123 | 2010.03.23 12:15 | modify | 35 | 1.00 | 1.35089 | 1.35018 | 1.34089 | ||
124 | 2010.03.23 12:20 | modify | 35 | 1.00 | 1.35089 | 1.34951 | 1.34089 | ||
125 | 2010.03.23 12:27 | s/l | 35 | 1.00 | 1.34951 | 1.34951 | 1.34089 | 138.00 | 12861.10 |
126 | 2010.03.25 12:00 | buy | 36 | 1.00 | 1.33633 | 0.00000 | 1.34633 | ||
127 | 2010.03.25 12:20 | modify | 36 | 1.00 | 1.33633 | 1.33650 | 1.34633 | ||
128 | 2010.03.25 12:27 | s/l | 36 | 1.00 | 1.33650 | 1.33650 | 1.34633 | 17.00 | 12878.10 |
129 | 2010.03.25 12:27 | buy | 37 | 1.00 | 1.33664 | 0.00000 | 1.34664 | ||
130 | 2010.03.25 17:02 | modify | 37 | 1.00 | 1.33664 | 1.33781 | 1.34664 | ||
131 | 2010.03.25 17:05 | s/l | 37 | 1.00 | 1.33781 | 1.33781 | 1.34664 | 117.00 | 12995.10 |
132 | 2010.03.25 19:00 | sell | 38 | 1.00 | 1.33046 | 0.00000 | 1.32046 | ||
133 | 2010.03.25 19:15 | modify | 38 | 1.00 | 1.33046 | 1.33019 | 1.32046 | ||
134 | 2010.03.25 19:20 | modify | 38 | 1.00 | 1.33046 | 1.32940 | 1.32046 | ||
135 | 2010.03.25 19:22 | s/l | 38 | 1.00 | 1.32940 | 1.32940 | 1.32046 | 106.00 | 13101.10 |
136 | 2010.03.25 19:22 | sell | 39 | 1.00 | 1.32919 | 0.00000 | 1.31919 | ||
137 | 2010.03.25 19:50 | modify | 39 | 1.00 | 1.32919 | 1.32910 | 1.31919 | ||
138 | 2010.03.25 19:57 | s/l | 39 | 1.00 | 1.32910 | 1.32910 | 1.31919 | 9.00 | 13110.10 |
139 | 2010.03.25 19:57 | sell | 40 | 1.00 | 1.32900 | 0.00000 | 1.31900 | ||
140 | 2010.03.25 20:33 | modify | 40 | 1.00 | 1.32900 | 1.32883 | 1.31900 | ||
141 | 2010.03.25 20:40 | modify | 40 | 1.00 | 1.32900 | 1.32819 | 1.31900 | ||
142 | 2010.03.25 20:46 | modify | 40 | 1.00 | 1.32900 | 1.32732 | 1.31900 | ||
143 | 2010.03.25 20:50 | s/l | 40 | 1.00 | 1.32732 | 1.32732 | 1.31900 | 168.00 | 13278.10 |
144 | 2010.03.26 04:00 | buy | 41 | 1.00 | 1.33316 | 0.00000 | 1.34316 | ||
145 | 2010.03.26 05:10 | modify | 41 | 1.00 | 1.33316 | 1.33336 | 1.34316 | ||
146 | 2010.03.26 05:15 | modify | 41 | 1.00 | 1.33316 | 1.33360 | 1.34316 | ||
147 | 2010.03.26 05:20 | modify | 41 | 1.00 | 1.33316 | 1.33385 | 1.34316 | ||
148 | 2010.03.26 05:33 | s/l | 41 | 1.00 | 1.33385 | 1.33385 | 1.34316 | 69.00 | 13347.10 |