Strategy Tester Report
EMA_CROSS_2_v1
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=130; StopLoss=100; Lots=1; TrailingStop=20; 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 | 91.00 | Gross profit | 791.00 | Gross loss | -700.00 |
Profit factor | 1.13 | Expected payoff | 4.79 | ||
Absolute drawdown | 123.00 | Maximal drawdown | 236.00 (2.33%) | Relative drawdown | 2.33% (236.00) |
Total trades | 19 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
Largest | profit trade | 130.00 | loss trade | -100.00 | |
Average | profit trade | 65.92 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 4 (193.00) | consecutive losses (loss in money) | 2 (-200.00) | |
Maximal | consecutive profit (count of wins) | 232.00 (3) | consecutive loss (count of losses) | -200.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:02 | sell | 1 | 1.00 | 1.36182 | 1.36282 | 1.36052 | ||
2 | 2010.03.01 00:15 | s/l | 1 | 1.00 | 1.36282 | 1.36282 | 1.36052 | -100.00 | 9900.00 |
3 | 2010.03.01 14:00 | buy | 2 | 1.00 | 1.35090 | 1.34990 | 1.35220 | ||
4 | 2010.03.01 14:03 | modify | 2 | 1.00 | 1.35090 | 1.35164 | 1.35220 | ||
5 | 2010.03.01 14:06 | s/l | 2 | 1.00 | 1.35164 | 1.35164 | 1.35220 | 74.00 | 9974.00 |
6 | 2010.03.01 14:16 | sell | 3 | 1.00 | 1.35322 | 1.35422 | 1.35192 | ||
7 | 2010.03.01 14:20 | modify | 3 | 1.00 | 1.35322 | 1.35317 | 1.35192 | ||
8 | 2010.03.01 14:23 | s/l | 3 | 1.00 | 1.35317 | 1.35317 | 1.35192 | 5.00 | 9979.00 |
9 | 2010.03.01 14:26 | sell | 4 | 1.00 | 1.35308 | 1.35408 | 1.35178 | ||
10 | 2010.03.01 14:32 | modify | 4 | 1.00 | 1.35308 | 1.35214 | 1.35178 | ||
11 | 2010.03.01 14:35 | s/l | 4 | 1.00 | 1.35214 | 1.35214 | 1.35178 | 94.00 | 10073.00 |
12 | 2010.03.01 14:45 | sell | 5 | 1.00 | 1.35331 | 1.35431 | 1.35201 | ||
13 | 2010.03.01 15:02 | modify | 5 | 1.00 | 1.35331 | 1.35330 | 1.35201 | ||
14 | 2010.03.01 15:07 | modify | 5 | 1.00 | 1.35331 | 1.35311 | 1.35201 | ||
15 | 2010.03.01 15:10 | s/l | 5 | 1.00 | 1.35311 | 1.35311 | 1.35201 | 20.00 | 10093.00 |
16 | 2010.03.02 19:00 | sell | 6 | 1.00 | 1.35931 | 1.36031 | 1.35801 | ||
17 | 2010.03.02 19:10 | s/l | 6 | 1.00 | 1.36031 | 1.36031 | 1.35801 | -100.00 | 9993.00 |
18 | 2010.03.04 18:02 | buy | 7 | 1.00 | 1.35610 | 1.35510 | 1.35740 | ||
19 | 2010.03.04 18:10 | modify | 7 | 1.00 | 1.35610 | 1.35650 | 1.35740 | ||
20 | 2010.03.04 18:12 | s/l | 7 | 1.00 | 1.35650 | 1.35650 | 1.35740 | 40.00 | 10033.00 |
21 | 2010.03.04 19:00 | buy | 8 | 1.00 | 1.35861 | 1.35761 | 1.35991 | ||
22 | 2010.03.04 19:10 | s/l | 8 | 1.00 | 1.35761 | 1.35761 | 1.35991 | -100.00 | 9933.00 |
23 | 2010.03.08 00:00 | sell | 9 | 1.00 | 1.36422 | 1.36522 | 1.36292 | ||
24 | 2010.03.08 00:15 | modify | 9 | 1.00 | 1.36422 | 1.36378 | 1.36292 | ||
25 | 2010.03.08 00:20 | t/p | 9 | 1.00 | 1.36292 | 1.36378 | 1.36292 | 130.00 | 10063.00 |
26 | 2010.03.09 02:20 | buy | 10 | 1.00 | 1.36140 | 1.36040 | 1.36270 | ||
27 | 2010.03.09 02:27 | modify | 10 | 1.00 | 1.36140 | 1.36153 | 1.36270 | ||
28 | 2010.03.09 02:27 | modify | 10 | 1.00 | 1.36140 | 1.36178 | 1.36270 | ||
29 | 2010.03.09 02:30 | modify | 10 | 1.00 | 1.36140 | 1.36179 | 1.36270 | ||
30 | 2010.03.09 02:33 | s/l | 10 | 1.00 | 1.36179 | 1.36179 | 1.36270 | 39.00 | 10102.00 |
31 | 2010.03.09 02:46 | buy | 11 | 1.00 | 1.36099 | 1.35999 | 1.36229 | ||
32 | 2010.03.09 02:56 | modify | 11 | 1.00 | 1.36099 | 1.36102 | 1.36229 | ||
33 | 2010.03.09 02:59 | modify | 11 | 1.00 | 1.36099 | 1.36149 | 1.36229 | ||
34 | 2010.03.09 03:02 | modify | 11 | 1.00 | 1.36099 | 1.36157 | 1.36229 | ||
35 | 2010.03.09 03:07 | modify | 11 | 1.00 | 1.36099 | 1.36162 | 1.36229 | ||
36 | 2010.03.09 03:15 | s/l | 11 | 1.00 | 1.36162 | 1.36162 | 1.36229 | 63.00 | 10165.00 |
37 | 2010.03.10 16:45 | sell | 12 | 1.00 | 1.36560 | 1.36660 | 1.36430 | ||
38 | 2010.03.10 16:50 | s/l | 12 | 1.00 | 1.36660 | 1.36660 | 1.36430 | -100.00 | 10065.00 |
39 | 2010.03.15 17:02 | buy | 13 | 1.00 | 1.36437 | 1.36337 | 1.36567 | ||
40 | 2010.03.15 17:10 | modify | 13 | 1.00 | 1.36437 | 1.36482 | 1.36567 | ||
41 | 2010.03.15 17:12 | s/l | 13 | 1.00 | 1.36482 | 1.36482 | 1.36567 | 45.00 | 10110.00 |
42 | 2010.03.15 18:00 | buy | 14 | 1.00 | 1.36569 | 1.36469 | 1.36699 | ||
43 | 2010.03.15 18:10 | modify | 14 | 1.00 | 1.36569 | 1.36597 | 1.36699 | ||
44 | 2010.03.15 18:15 | modify | 14 | 1.00 | 1.36569 | 1.36644 | 1.36699 | ||
45 | 2010.03.15 18:20 | t/p | 14 | 1.00 | 1.36699 | 1.36644 | 1.36699 | 130.00 | 10240.00 |
46 | 2010.03.16 12:10 | sell | 15 | 1.00 | 1.37119 | 1.37219 | 1.36989 | ||
47 | 2010.03.16 12:16 | s/l | 15 | 1.00 | 1.37219 | 1.37219 | 1.36989 | -100.00 | 10140.00 |
48 | 2010.03.16 12:16 | sell | 16 | 1.00 | 1.37211 | 1.37311 | 1.37081 | ||
49 | 2010.03.16 12:20 | modify | 16 | 1.00 | 1.37211 | 1.37190 | 1.37081 | ||
50 | 2010.03.16 12:23 | s/l | 16 | 1.00 | 1.37190 | 1.37190 | 1.37081 | 21.00 | 10161.00 |
51 | 2010.03.16 12:26 | buy | 17 | 1.00 | 1.37109 | 1.37009 | 1.37239 | ||
52 | 2010.03.16 12:26 | modify | 17 | 1.00 | 1.37109 | 1.37132 | 1.37239 | ||
53 | 2010.03.16 12:30 | modify | 17 | 1.00 | 1.37109 | 1.37133 | 1.37239 | ||
54 | 2010.03.16 12:33 | t/p | 17 | 1.00 | 1.37239 | 1.37133 | 1.37239 | 130.00 | 10291.00 |
55 | 2010.03.18 05:45 | buy | 18 | 1.00 | 1.37125 | 1.37025 | 1.37255 | ||
56 | 2010.03.18 05:50 | s/l | 18 | 1.00 | 1.37025 | 1.37025 | 1.37255 | -100.00 | 10191.00 |
57 | 2010.03.26 21:00 | sell | 19 | 1.00 | 1.34144 | 1.34244 | 1.34014 | ||
58 | 2010.03.26 21:02 | s/l | 19 | 1.00 | 1.34244 | 1.34244 | 1.34014 | -100.00 | 10091.00 |