Strategy Tester Report
Simple_ema_cross_Grail
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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; 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 | -233.28 | Gross profit | 881.60 | Gross loss | -1114.88 |
Profit factor | 0.79 | Expected payoff | -29.16 | ||
Absolute drawdown | 744.70 | Maximal drawdown | 988.88 (9.24%) | Relative drawdown | 9.24% (988.88) |
Total trades | 8 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
Largest | profit trade | 400.50 | loss trade | -514.88 | |
Average | profit trade | 176.32 | loss trade | -371.63 | |
Maximum | consecutive wins (profit in money) | 5 (881.60) | consecutive losses (loss in money) | 2 (-633.38) | |
Maximal | consecutive profit (count of wins) | 881.60 (5) | consecutive loss (count of losses) | -633.38 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 14:00 | sell | 1 | 1.50 | 1.35069 | 1.35390 | 0.00000 | ||
2 | 2010.03.01 14:50 | s/l | 1 | 1.50 | 1.35390 | 1.35390 | 0.00000 | -481.50 | 9518.50 |
3 | 2010.03.01 15:00 | sell | 2 | 1.40 | 1.35314 | 1.35635 | 0.00000 | ||
4 | 2010.03.01 15:50 | modify | 2 | 1.40 | 1.35314 | 1.35283 | 0.00000 | ||
5 | 2010.03.01 16:00 | modify | 2 | 1.40 | 1.35314 | 1.35279 | 0.00000 | ||
6 | 2010.03.01 16:02 | s/l | 2 | 1.40 | 1.35279 | 1.35279 | 0.00000 | 49.00 | 9567.50 |
7 | 2010.03.02 19:00 | buy | 3 | 1.40 | 1.35952 | 1.35631 | 0.00000 | ||
8 | 2010.03.02 19:20 | modify | 3 | 1.40 | 1.35952 | 1.35972 | 0.00000 | ||
9 | 2010.03.02 19:50 | modify | 3 | 1.40 | 1.35952 | 1.36013 | 0.00000 | ||
10 | 2010.03.02 20:30 | s/l | 3 | 1.40 | 1.36013 | 1.36013 | 0.00000 | 85.40 | 9652.90 |
11 | 2010.03.04 19:00 | sell | 4 | 1.40 | 1.35840 | 1.36161 | 0.00000 | ||
12 | 2010.03.04 19:50 | modify | 4 | 1.40 | 1.35840 | 1.35790 | 0.00000 | ||
13 | 2010.03.04 20:07 | modify | 4 | 1.40 | 1.35840 | 1.35782 | 0.00000 | ||
14 | 2010.03.04 20:45 | s/l | 4 | 1.40 | 1.35782 | 1.35782 | 0.00000 | 81.20 | 9734.10 |
15 | 2010.03.08 00:00 | buy | 5 | 1.50 | 1.36443 | 1.36122 | 0.00000 | ||
16 | 2010.03.08 01:32 | modify | 5 | 1.50 | 1.36443 | 1.36446 | 0.00000 | ||
17 | 2010.03.08 01:37 | modify | 5 | 1.50 | 1.36443 | 1.36461 | 0.00000 | ||
18 | 2010.03.08 02:45 | modify | 5 | 1.50 | 1.36443 | 1.36489 | 0.00000 | ||
19 | 2010.03.08 02:50 | modify | 5 | 1.50 | 1.36443 | 1.36525 | 0.00000 | ||
20 | 2010.03.08 03:05 | modify | 5 | 1.50 | 1.36443 | 1.36534 | 0.00000 | ||
21 | 2010.03.08 03:10 | modify | 5 | 1.50 | 1.36443 | 1.36586 | 0.00000 | ||
22 | 2010.03.08 03:15 | modify | 5 | 1.50 | 1.36443 | 1.36637 | 0.00000 | ||
23 | 2010.03.08 03:20 | modify | 5 | 1.50 | 1.36443 | 1.36689 | 0.00000 | ||
24 | 2010.03.08 04:20 | modify | 5 | 1.50 | 1.36443 | 1.36701 | 0.00000 | ||
25 | 2010.03.08 05:37 | modify | 5 | 1.50 | 1.36443 | 1.36710 | 0.00000 | ||
26 | 2010.03.08 06:50 | s/l | 5 | 1.50 | 1.36710 | 1.36710 | 0.00000 | 400.50 | 10134.60 |
27 | 2010.03.09 03:00 | sell | 6 | 1.50 | 1.36167 | 1.36488 | 0.00000 | ||
28 | 2010.03.09 09:50 | modify | 6 | 1.50 | 1.36167 | 1.36060 | 0.00000 | ||
29 | 2010.03.09 10:20 | modify | 6 | 1.50 | 1.36167 | 1.36018 | 0.00000 | ||
30 | 2010.03.09 10:32 | modify | 6 | 1.50 | 1.36167 | 1.36007 | 0.00000 | ||
31 | 2010.03.09 10:37 | modify | 6 | 1.50 | 1.36167 | 1.35990 | 0.00000 | ||
32 | 2010.03.09 11:07 | s/l | 6 | 1.50 | 1.35990 | 1.35990 | 0.00000 | 265.50 | 10400.10 |
33 | 2010.03.15 18:00 | sell | 7 | 1.60 | 1.36548 | 1.36869 | 0.00000 | ||
34 | 2010.03.16 03:15 | s/l | 7 | 1.60 | 1.36869 | 1.36869 | 0.00000 | -514.88 | 9885.22 |
35 | 2010.03.26 21:00 | buy | 8 | 1.50 | 1.34165 | 1.33844 | 0.00000 | ||
36 | 2010.03.26 21:59 | close at stop | 8 | 1.50 | 1.34086 | 1.33844 | 0.00000 | -118.50 | 9766.72 |