Strategy Tester Report
6ema_8ema
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 | UseMoneyManagement=false; AccountIsMicro=false; Risk=2; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1913.80 | Gross profit | 8154.70 | Gross loss | -6240.90 |
Profit factor | 1.31 | Expected payoff | 53.16 | ||
Absolute drawdown | 2503.70 | Maximal drawdown | 2611.70 (25.84%) | Relative drawdown | 25.84% (2611.70) |
Total trades | 36 | Short positions (won %) | 19 (31.58%) | Long positions (won %) | 17 (35.29%) |
Profit trades (% of total) | 12 (33.33%) | Loss trades (% of total) | 24 (66.67%) | ||
Largest | profit trade | 2108.00 | loss trade | -580.00 | |
Average | profit trade | 679.56 | loss trade | -260.04 | |
Maximum | consecutive wins (profit in money) | 2 (2802.30) | consecutive losses (loss in money) | 6 (-1771.70) | |
Maximal | consecutive profit (count of wins) | 2802.30 (2) | consecutive loss (count of losses) | -1771.70 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 01:00 | buy | 1 | 1.00 | 1.36392 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 04:00 | close | 1 | 1.00 | 1.36040 | 0.00000 | 0.00000 | -352.00 | 9648.00 |
3 | 2010.03.01 05:00 | sell | 2 | 1.00 | 1.36116 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 10:00 | close | 2 | 1.00 | 1.36332 | 0.00000 | 0.00000 | -216.00 | 9432.00 |
5 | 2010.03.01 11:00 | buy | 3 | 1.00 | 1.36382 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 12:00 | close | 3 | 1.00 | 1.35939 | 0.00000 | 0.00000 | -443.00 | 8989.00 |
7 | 2010.03.01 13:00 | sell | 4 | 1.00 | 1.35418 | 0.00000 | 0.00000 | ||
8 | 2010.03.01 22:00 | close | 4 | 1.00 | 1.35592 | 0.00000 | 0.00000 | -174.00 | 8815.00 |
9 | 2010.03.01 23:00 | buy | 5 | 1.00 | 1.35597 | 0.00000 | 0.00000 | ||
10 | 2010.03.02 02:00 | close | 5 | 1.00 | 1.35340 | 0.00000 | 0.00000 | -257.70 | 8557.30 |
11 | 2010.03.02 03:00 | sell | 6 | 1.00 | 1.35290 | 0.00000 | 0.00000 | ||
12 | 2010.03.02 14:00 | close | 6 | 1.00 | 1.35619 | 0.00000 | 0.00000 | -329.00 | 8228.30 |
13 | 2010.03.02 15:00 | buy | 7 | 1.00 | 1.35873 | 0.00000 | 0.00000 | ||
14 | 2010.03.04 06:00 | close | 7 | 1.00 | 1.36818 | 0.00000 | 0.00000 | 942.20 | 9170.50 |
15 | 2010.03.04 07:00 | sell | 8 | 1.00 | 1.36769 | 0.00000 | 0.00000 | ||
16 | 2010.03.04 14:00 | close | 8 | 1.00 | 1.36828 | 0.00000 | 0.00000 | -59.00 | 9111.50 |
17 | 2010.03.04 15:00 | buy | 9 | 1.00 | 1.36803 | 0.00000 | 0.00000 | ||
18 | 2010.03.04 16:00 | close | 9 | 1.00 | 1.36368 | 0.00000 | 0.00000 | -435.00 | 8676.50 |
19 | 2010.03.04 17:00 | sell | 10 | 1.00 | 1.36061 | 0.00000 | 0.00000 | ||
20 | 2010.03.05 10:00 | close | 10 | 1.00 | 1.35948 | 0.00000 | 0.00000 | 112.20 | 8788.70 |
21 | 2010.03.05 11:00 | buy | 11 | 1.00 | 1.35904 | 0.00000 | 0.00000 | ||
22 | 2010.03.05 12:00 | close | 11 | 1.00 | 1.35881 | 0.00000 | 0.00000 | -23.00 | 8765.70 |
23 | 2010.03.05 13:00 | sell | 12 | 1.00 | 1.35849 | 0.00000 | 0.00000 | ||
24 | 2010.03.05 17:00 | close | 12 | 1.00 | 1.36085 | 0.00000 | 0.00000 | -236.00 | 8529.70 |
25 | 2010.03.05 18:00 | buy | 13 | 1.00 | 1.36073 | 0.00000 | 0.00000 | ||
26 | 2010.03.08 13:00 | close | 13 | 1.00 | 1.36461 | 0.00000 | 0.00000 | 387.30 | 8917.00 |
27 | 2010.03.08 14:00 | sell | 14 | 1.00 | 1.36669 | 0.00000 | 0.00000 | ||
28 | 2010.03.08 15:00 | close | 14 | 1.00 | 1.36653 | 0.00000 | 0.00000 | 16.00 | 8933.00 |
29 | 2010.03.08 16:00 | buy | 15 | 1.00 | 1.36746 | 0.00000 | 0.00000 | ||
30 | 2010.03.08 17:00 | close | 15 | 1.00 | 1.36529 | 0.00000 | 0.00000 | -217.00 | 8716.00 |
31 | 2010.03.08 18:00 | sell | 16 | 1.00 | 1.36121 | 0.00000 | 0.00000 | ||
32 | 2010.03.09 19:00 | close | 16 | 1.00 | 1.36043 | 0.00000 | 0.00000 | 77.20 | 8793.20 |
33 | 2010.03.09 20:00 | buy | 17 | 1.00 | 1.35993 | 0.00000 | 0.00000 | ||
34 | 2010.03.10 08:00 | close | 17 | 1.00 | 1.35823 | 0.00000 | 0.00000 | -170.70 | 8622.50 |
35 | 2010.03.10 09:00 | sell | 18 | 1.00 | 1.35572 | 0.00000 | 0.00000 | ||
36 | 2010.03.10 13:00 | close | 18 | 1.00 | 1.36152 | 0.00000 | 0.00000 | -580.00 | 8042.50 |
37 | 2010.03.10 14:00 | buy | 19 | 1.00 | 1.36089 | 0.00000 | 0.00000 | ||
38 | 2010.03.11 05:00 | close | 19 | 1.00 | 1.36299 | 0.00000 | 0.00000 | 207.90 | 8250.40 |
39 | 2010.03.11 06:00 | sell | 20 | 1.00 | 1.36405 | 0.00000 | 0.00000 | ||
40 | 2010.03.11 07:00 | close | 20 | 1.00 | 1.36429 | 0.00000 | 0.00000 | -24.00 | 8226.40 |
41 | 2010.03.11 08:00 | sell | 21 | 1.00 | 1.36360 | 0.00000 | 0.00000 | ||
42 | 2010.03.11 10:00 | close | 21 | 1.00 | 1.36553 | 0.00000 | 0.00000 | -193.00 | 8033.40 |
43 | 2010.03.11 11:00 | buy | 22 | 1.00 | 1.36553 | 0.00000 | 0.00000 | ||
44 | 2010.03.11 16:00 | close | 22 | 1.00 | 1.36360 | 0.00000 | 0.00000 | -193.00 | 7840.40 |
45 | 2010.03.11 17:00 | buy | 23 | 1.00 | 1.36734 | 0.00000 | 0.00000 | ||
46 | 2010.03.15 03:00 | close | 23 | 1.00 | 1.37371 | 0.00000 | 0.00000 | 635.60 | 8476.00 |
47 | 2010.03.15 04:00 | sell | 24 | 1.00 | 1.37388 | 0.00000 | 0.00000 | ||
48 | 2010.03.16 05:00 | close | 24 | 1.00 | 1.36929 | 0.00000 | 0.00000 | 458.20 | 8934.20 |
49 | 2010.03.16 06:00 | buy | 25 | 1.00 | 1.36974 | 0.00000 | 0.00000 | ||
50 | 2010.03.16 09:00 | close | 25 | 1.00 | 1.36632 | 0.00000 | 0.00000 | -342.00 | 8592.20 |
51 | 2010.03.16 10:00 | sell | 26 | 1.00 | 1.36778 | 0.00000 | 0.00000 | ||
52 | 2010.03.16 11:00 | close | 26 | 1.00 | 1.36936 | 0.00000 | 0.00000 | -158.00 | 8434.20 |
53 | 2010.03.16 12:00 | buy | 27 | 1.00 | 1.36876 | 0.00000 | 0.00000 | ||
54 | 2010.03.17 14:00 | close | 27 | 1.00 | 1.37571 | 0.00000 | 0.00000 | 694.30 | 9128.50 |
55 | 2010.03.17 15:00 | sell | 28 | 1.00 | 1.37533 | 0.00000 | 0.00000 | ||
56 | 2010.03.22 10:00 | close | 28 | 1.00 | 1.35421 | 0.00000 | 0.00000 | 2108.00 | 11236.50 |
57 | 2010.03.22 11:00 | sell | 29 | 1.00 | 1.35150 | 0.00000 | 0.00000 | ||
58 | 2010.03.22 12:00 | close | 29 | 1.00 | 1.35281 | 0.00000 | 0.00000 | -131.00 | 11105.50 |
59 | 2010.03.22 13:00 | sell | 30 | 1.00 | 1.35032 | 0.00000 | 0.00000 | ||
60 | 2010.03.22 17:00 | close | 30 | 1.00 | 1.35304 | 0.00000 | 0.00000 | -272.00 | 10833.50 |
61 | 2010.03.22 18:00 | buy | 31 | 1.00 | 1.35623 | 0.00000 | 0.00000 | ||
62 | 2010.03.23 07:00 | close | 31 | 1.00 | 1.35311 | 0.00000 | 0.00000 | -312.70 | 10520.80 |
63 | 2010.03.23 08:00 | sell | 32 | 1.00 | 1.35192 | 0.00000 | 0.00000 | ||
64 | 2010.03.23 17:00 | close | 32 | 1.00 | 1.35341 | 0.00000 | 0.00000 | -149.00 | 10371.80 |
65 | 2010.03.23 18:00 | sell | 33 | 1.00 | 1.35170 | 0.00000 | 0.00000 | ||
66 | 2010.03.25 11:00 | close | 33 | 1.00 | 1.33384 | 0.00000 | 0.00000 | 1782.80 | 12154.60 |
67 | 2010.03.25 12:00 | buy | 34 | 1.00 | 1.33616 | 0.00000 | 0.00000 | ||
68 | 2010.03.25 19:00 | close | 34 | 1.00 | 1.33046 | 0.00000 | 0.00000 | -570.00 | 11584.60 |
69 | 2010.03.25 20:00 | sell | 35 | 1.00 | 1.32896 | 0.00000 | 0.00000 | ||
70 | 2010.03.26 04:00 | close | 35 | 1.00 | 1.33299 | 0.00000 | 0.00000 | -403.80 | 11180.80 |
71 | 2010.03.26 05:00 | buy | 36 | 1.00 | 1.33344 | 0.00000 | 0.00000 | ||
72 | 2010.03.26 21:57 | close at stop | 36 | 1.00 | 1.34077 | 0.00000 | 0.00000 | 733.00 | 11913.80 |