Strategy Tester Report
EMA_CROSS
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 | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2068.80 | Gross profit | 933.80 | Gross loss | -3002.60 |
| Profit factor | 0.31 | Expected payoff | -98.51 | ||
| Absolute drawdown | 3541.10 | Maximal drawdown | 4463.90 (40.87%) | Relative drawdown | 40.87% (4463.90) |
| Total trades | 21 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 17 (80.95%) | Loss trades (% of total) | 4 (19.05%) | ||
| Largest | profit trade | 100.00 | loss trade | -2986.60 | |
| Average | profit trade | 54.93 | loss trade | -750.65 | |
| Maximum | consecutive wins (profit in money) | 13 (738.00) | consecutive losses (loss in money) | 2 (-15.00) | |
| Maximal | consecutive profit (count of wins) | 738.00 (13) | consecutive loss (count of losses) | -2986.60 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 00:00 | sell | 1 | 1.00 | 1.36221 | 0.00000 | 1.36121 | ||
| 2 | 2010.03.01 02:20 | modify | 1 | 1.00 | 1.36221 | 1.36190 | 1.36121 | ||
| 3 | 2010.03.01 02:22 | s/l | 1 | 1.00 | 1.36190 | 1.36190 | 1.36121 | 31.00 | 10031.00 |
| 4 | 2010.03.01 14:00 | buy | 2 | 1.00 | 1.35090 | 0.00000 | 1.35190 | ||
| 5 | 2010.03.01 14:03 | modify | 2 | 1.00 | 1.35090 | 1.35149 | 1.35190 | ||
| 6 | 2010.03.01 14:10 | t/p | 2 | 1.00 | 1.35190 | 1.35149 | 1.35190 | 100.00 | 10131.00 |
| 7 | 2010.03.01 14:16 | sell | 3 | 1.00 | 1.35322 | 0.00000 | 1.35222 | ||
| 8 | 2010.03.01 14:20 | close | 3 | 1.00 | 1.35297 | 0.00000 | 1.35222 | 25.00 | 10156.00 |
| 9 | 2010.03.01 14:26 | sell | 4 | 1.00 | 1.35308 | 0.00000 | 1.35208 | ||
| 10 | 2010.03.01 14:30 | close | 4 | 1.00 | 1.35319 | 0.00000 | 1.35208 | -11.00 | 10145.00 |
| 11 | 2010.03.01 14:45 | sell | 5 | 1.00 | 1.35331 | 0.00000 | 1.35231 | ||
| 12 | 2010.03.01 15:00 | close | 5 | 1.00 | 1.35335 | 0.00000 | 1.35231 | -4.00 | 10141.00 |
| 13 | 2010.03.02 19:00 | sell | 6 | 1.00 | 1.35931 | 0.00000 | 1.35831 | ||
| 14 | 2010.03.04 16:32 | modify | 6 | 1.00 | 1.35931 | 1.35913 | 1.35831 | ||
| 15 | 2010.03.04 16:37 | modify | 6 | 1.00 | 1.35931 | 1.35888 | 1.35831 | ||
| 16 | 2010.03.04 16:40 | s/l | 6 | 1.00 | 1.35888 | 1.35888 | 1.35831 | 39.80 | 10180.80 |
| 17 | 2010.03.04 18:02 | buy | 7 | 1.00 | 1.35610 | 0.00000 | 1.35710 | ||
| 18 | 2010.03.04 18:05 | close | 7 | 1.00 | 1.35609 | 0.00000 | 1.35710 | -1.00 | 10179.80 |
| 19 | 2010.03.04 18:07 | buy | 8 | 1.00 | 1.35590 | 0.00000 | 1.35690 | ||
| 20 | 2010.03.04 18:10 | close | 8 | 1.00 | 1.35670 | 0.00000 | 1.35690 | 80.00 | 10259.80 |
| 21 | 2010.03.04 19:00 | buy | 9 | 1.00 | 1.35861 | 0.00000 | 1.35961 | ||
| 22 | 2010.03.04 21:20 | modify | 9 | 1.00 | 1.35861 | 1.35903 | 1.35961 | ||
| 23 | 2010.03.04 21:22 | s/l | 9 | 1.00 | 1.35903 | 1.35903 | 1.35961 | 42.00 | 10301.80 |
| 24 | 2010.03.08 00:00 | sell | 10 | 1.00 | 1.36422 | 0.00000 | 1.36322 | ||
| 25 | 2010.03.08 00:15 | modify | 10 | 1.00 | 1.36422 | 1.36393 | 1.36322 | ||
| 26 | 2010.03.08 00:20 | t/p | 10 | 1.00 | 1.36322 | 1.36393 | 1.36322 | 100.00 | 10401.80 |
| 27 | 2010.03.09 02:20 | buy | 11 | 1.00 | 1.36140 | 0.00000 | 1.36240 | ||
| 28 | 2010.03.09 02:22 | close | 11 | 1.00 | 1.36146 | 0.00000 | 1.36240 | 6.00 | 10407.80 |
| 29 | 2010.03.09 02:46 | buy | 12 | 1.00 | 1.36099 | 0.00000 | 1.36199 | ||
| 30 | 2010.03.09 02:56 | close | 12 | 1.00 | 1.36122 | 0.00000 | 1.36199 | 23.00 | 10430.80 |
| 31 | 2010.03.09 03:00 | buy | 13 | 1.00 | 1.36188 | 0.00000 | 1.36288 | ||
| 32 | 2010.03.09 04:15 | modify | 13 | 1.00 | 1.36188 | 1.36191 | 1.36288 | ||
| 33 | 2010.03.09 04:20 | modify | 13 | 1.00 | 1.36188 | 1.36235 | 1.36288 | ||
| 34 | 2010.03.09 04:27 | s/l | 13 | 1.00 | 1.36235 | 1.36235 | 1.36288 | 47.00 | 10477.80 |
| 35 | 2010.03.10 16:45 | sell | 14 | 1.00 | 1.36560 | 0.00000 | 1.36460 | ||
| 36 | 2010.03.10 17:46 | t/p | 14 | 1.00 | 1.36460 | 0.00000 | 1.36460 | 100.00 | 10577.80 |
| 37 | 2010.03.15 17:02 | buy | 15 | 1.00 | 1.36437 | 0.00000 | 1.36537 | ||
| 38 | 2010.03.15 17:05 | close | 15 | 1.00 | 1.36438 | 0.00000 | 1.36537 | 1.00 | 10578.80 |
| 39 | 2010.03.15 17:07 | buy | 16 | 1.00 | 1.36416 | 0.00000 | 1.36516 | ||
| 40 | 2010.03.15 17:10 | close | 16 | 1.00 | 1.36502 | 0.00000 | 1.36516 | 86.00 | 10664.80 |
| 41 | 2010.03.15 18:00 | buy | 17 | 1.00 | 1.36569 | 0.00000 | 1.36669 | ||
| 42 | 2010.03.15 18:10 | modify | 17 | 1.00 | 1.36569 | 1.36582 | 1.36669 | ||
| 43 | 2010.03.15 18:15 | modify | 17 | 1.00 | 1.36569 | 1.36629 | 1.36669 | ||
| 44 | 2010.03.15 18:20 | t/p | 17 | 1.00 | 1.36669 | 1.36629 | 1.36669 | 100.00 | 10764.80 |
| 45 | 2010.03.16 12:10 | sell | 18 | 1.00 | 1.37119 | 0.00000 | 1.37019 | ||
| 46 | 2010.03.16 12:13 | close | 18 | 1.00 | 1.37109 | 0.00000 | 1.37019 | 10.00 | 10774.80 |
| 47 | 2010.03.16 12:16 | sell | 19 | 1.00 | 1.37211 | 0.00000 | 1.37111 | ||
| 48 | 2010.03.16 12:20 | modify | 19 | 1.00 | 1.37211 | 1.37205 | 1.37111 | ||
| 49 | 2010.03.16 12:26 | t/p | 19 | 1.00 | 1.37111 | 1.37205 | 1.37111 | 100.00 | 10874.80 |
| 50 | 2010.03.16 12:26 | buy | 20 | 1.00 | 1.37109 | 0.00000 | 1.37209 | ||
| 51 | 2010.03.16 12:26 | close | 20 | 1.00 | 1.37152 | 0.00000 | 1.37209 | 43.00 | 10917.80 |
| 52 | 2010.03.18 05:45 | buy | 21 | 1.00 | 1.37125 | 0.00000 | 1.37225 | ||
| 53 | 2010.03.26 21:00 | close | 21 | 1.00 | 1.34144 | 0.00000 | 1.37225 | -2986.60 | 7931.20 |