Strategy Tester Report
EMA_CROSS_5F2FreshRLH
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=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=0; MagicNumber=12345; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -330.00 | Gross profit | 1830.00 | Gross loss | -2160.00 |
Profit factor | 0.85 | Expected payoff | -5.24 | ||
Absolute drawdown | 360.00 | Maximal drawdown | 542.00 (5.32%) | Relative drawdown | 5.32% (542.00) |
Total trades | 63 | Short positions (won %) | 34 (41.18%) | Long positions (won %) | 29 (44.83%) |
Profit trades (% of total) | 27 (42.86%) | Loss trades (% of total) | 36 (57.14%) | ||
Largest | profit trade | 130.00 | loss trade | -60.00 | |
Average | profit trade | 67.78 | loss trade | -60.00 | |
Maximum | consecutive wins (profit in money) | 4 (364.00) | consecutive losses (loss in money) | 4 (-240.00) | |
Maximal | consecutive profit (count of wins) | 364.00 (4) | consecutive loss (count of losses) | -240.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 14:00 | sell | 1 | 1.00 | 1.35069 | 1.35129 | 1.34939 | ||
2 | 2010.03.01 14:03 | s/l | 1 | 1.00 | 1.35129 | 1.35129 | 1.34939 | -60.00 | 9940.00 |
3 | 2010.03.01 14:03 | sell | 2 | 1.00 | 1.35184 | 1.35244 | 1.35054 | ||
4 | 2010.03.01 14:10 | s/l | 2 | 1.00 | 1.35244 | 1.35244 | 1.35054 | -60.00 | 9880.00 |
5 | 2010.03.01 14:10 | sell | 3 | 1.00 | 1.35253 | 1.35313 | 1.35123 | ||
6 | 2010.03.01 14:16 | s/l | 3 | 1.00 | 1.35313 | 1.35313 | 1.35123 | -60.00 | 9820.00 |
7 | 2010.03.01 14:20 | sell | 4 | 1.00 | 1.35276 | 1.35336 | 1.35146 | ||
8 | 2010.03.01 14:32 | modify | 4 | 1.00 | 1.35276 | 1.35224 | 1.35146 | ||
9 | 2010.03.01 14:37 | modify | 4 | 1.00 | 1.35276 | 1.35201 | 1.35146 | ||
10 | 2010.03.01 14:40 | s/l | 4 | 1.00 | 1.35201 | 1.35201 | 1.35146 | 75.00 | 9895.00 |
11 | 2010.03.01 14:40 | sell | 5 | 1.00 | 1.35263 | 1.35323 | 1.35133 | ||
12 | 2010.03.01 14:45 | s/l | 5 | 1.00 | 1.35323 | 1.35323 | 1.35133 | -60.00 | 9835.00 |
13 | 2010.03.01 15:00 | sell | 6 | 1.00 | 1.35314 | 1.35374 | 1.35184 | ||
14 | 2010.03.01 15:10 | s/l | 6 | 1.00 | 1.35374 | 1.35374 | 1.35184 | -60.00 | 9775.00 |
15 | 2010.03.01 15:10 | sell | 7 | 1.00 | 1.35366 | 1.35426 | 1.35236 | ||
16 | 2010.03.01 15:15 | s/l | 7 | 1.00 | 1.35426 | 1.35426 | 1.35236 | -60.00 | 9715.00 |
17 | 2010.03.01 15:15 | sell | 8 | 1.00 | 1.35423 | 1.35483 | 1.35293 | ||
18 | 2010.03.01 15:20 | s/l | 8 | 1.00 | 1.35483 | 1.35483 | 1.35293 | -60.00 | 9655.00 |
19 | 2010.03.01 15:20 | sell | 9 | 1.00 | 1.35481 | 1.35541 | 1.35351 | ||
20 | 2010.03.01 15:27 | modify | 9 | 1.00 | 1.35481 | 1.35455 | 1.35351 | ||
21 | 2010.03.01 15:27 | modify | 9 | 1.00 | 1.35481 | 1.35391 | 1.35351 | ||
22 | 2010.03.01 15:32 | s/l | 9 | 1.00 | 1.35391 | 1.35391 | 1.35351 | 90.00 | 9745.00 |
23 | 2010.03.01 15:32 | sell | 10 | 1.00 | 1.35414 | 1.35474 | 1.35284 | ||
24 | 2010.03.01 15:40 | modify | 10 | 1.00 | 1.35414 | 1.35359 | 1.35284 | ||
25 | 2010.03.01 15:42 | s/l | 10 | 1.00 | 1.35359 | 1.35359 | 1.35284 | 55.00 | 9800.00 |
26 | 2010.03.01 15:42 | sell | 11 | 1.00 | 1.35343 | 1.35403 | 1.35213 | ||
27 | 2010.03.01 15:45 | modify | 11 | 1.00 | 1.35343 | 1.35254 | 1.35213 | ||
28 | 2010.03.01 15:47 | s/l | 11 | 1.00 | 1.35254 | 1.35254 | 1.35213 | 89.00 | 9889.00 |
29 | 2010.03.01 15:47 | sell | 12 | 1.00 | 1.35238 | 1.35298 | 1.35108 | ||
30 | 2010.03.01 15:50 | t/p | 12 | 1.00 | 1.35108 | 1.35298 | 1.35108 | 130.00 | 10019.00 |
31 | 2010.03.01 15:50 | sell | 13 | 1.00 | 1.35062 | 1.35122 | 1.34932 | ||
32 | 2010.03.01 15:52 | s/l | 13 | 1.00 | 1.35122 | 1.35122 | 1.34932 | -60.00 | 9959.00 |
33 | 2010.03.01 15:52 | sell | 14 | 1.00 | 1.35132 | 1.35192 | 1.35002 | ||
34 | 2010.03.01 15:57 | s/l | 14 | 1.00 | 1.35192 | 1.35192 | 1.35002 | -60.00 | 9899.00 |
35 | 2010.03.01 15:57 | sell | 15 | 1.00 | 1.35203 | 1.35263 | 1.35073 | ||
36 | 2010.03.01 15:59 | modify | 15 | 1.00 | 1.35203 | 1.35129 | 1.35073 | ||
37 | 2010.03.01 16:00 | modify | 15 | 1.00 | 1.35203 | 1.35109 | 1.35073 | ||
38 | 2010.03.01 16:02 | s/l | 15 | 1.00 | 1.35109 | 1.35109 | 1.35073 | 94.00 | 9993.00 |
39 | 2010.03.02 19:00 | buy | 16 | 1.00 | 1.35952 | 1.35892 | 1.36082 | ||
40 | 2010.03.02 19:07 | s/l | 16 | 1.00 | 1.35892 | 1.35892 | 1.36082 | -60.00 | 9933.00 |
41 | 2010.03.02 19:07 | buy | 17 | 1.00 | 1.35913 | 1.35853 | 1.36043 | ||
42 | 2010.03.02 19:10 | modify | 17 | 1.00 | 1.35913 | 1.35989 | 1.36043 | ||
43 | 2010.03.02 19:15 | t/p | 17 | 1.00 | 1.36043 | 1.35989 | 1.36043 | 130.00 | 10063.00 |
44 | 2010.03.02 19:15 | buy | 18 | 1.00 | 1.36117 | 1.36057 | 1.36247 | ||
45 | 2010.03.02 19:20 | modify | 18 | 1.00 | 1.36117 | 1.36142 | 1.36247 | ||
46 | 2010.03.02 19:22 | s/l | 18 | 1.00 | 1.36142 | 1.36142 | 1.36247 | 25.00 | 10088.00 |
47 | 2010.03.02 19:22 | buy | 19 | 1.00 | 1.36142 | 1.36082 | 1.36272 | ||
48 | 2010.03.02 19:27 | s/l | 19 | 1.00 | 1.36082 | 1.36082 | 1.36272 | -60.00 | 10028.00 |
49 | 2010.03.02 19:27 | buy | 20 | 1.00 | 1.36091 | 1.36031 | 1.36221 | ||
50 | 2010.03.02 19:37 | s/l | 20 | 1.00 | 1.36031 | 1.36031 | 1.36221 | -60.00 | 9968.00 |
51 | 2010.03.02 19:37 | buy | 21 | 1.00 | 1.36052 | 1.35992 | 1.36182 | ||
52 | 2010.03.02 19:40 | modify | 21 | 1.00 | 1.36052 | 1.36084 | 1.36182 | ||
53 | 2010.03.02 19:45 | modify | 21 | 1.00 | 1.36052 | 1.36133 | 1.36182 | ||
54 | 2010.03.02 19:50 | t/p | 21 | 1.00 | 1.36182 | 1.36133 | 1.36182 | 130.00 | 10098.00 |
55 | 2010.03.02 19:50 | buy | 22 | 1.00 | 1.36234 | 1.36174 | 1.36364 | ||
56 | 2010.03.02 19:57 | s/l | 22 | 1.00 | 1.36174 | 1.36174 | 1.36364 | -60.00 | 10038.00 |
57 | 2010.03.02 19:57 | buy | 23 | 1.00 | 1.36168 | 1.36108 | 1.36298 | ||
58 | 2010.03.02 20:13 | s/l | 23 | 1.00 | 1.36108 | 1.36108 | 1.36298 | -60.00 | 9978.00 |
59 | 2010.03.04 18:02 | sell | 24 | 1.00 | 1.35589 | 1.35649 | 1.35459 | ||
60 | 2010.03.04 18:10 | s/l | 24 | 1.00 | 1.35649 | 1.35649 | 1.35459 | -60.00 | 9918.00 |
61 | 2010.03.04 19:00 | sell | 25 | 1.00 | 1.35840 | 1.35900 | 1.35710 | ||
62 | 2010.03.04 19:03 | modify | 25 | 1.00 | 1.35840 | 1.35822 | 1.35710 | ||
63 | 2010.03.04 19:10 | modify | 25 | 1.00 | 1.35840 | 1.35769 | 1.35710 | ||
64 | 2010.03.04 19:16 | t/p | 25 | 1.00 | 1.35710 | 1.35769 | 1.35710 | 130.00 | 10048.00 |
65 | 2010.03.04 19:16 | sell | 26 | 1.00 | 1.35649 | 1.35709 | 1.35519 | ||
66 | 2010.03.04 19:26 | s/l | 26 | 1.00 | 1.35709 | 1.35709 | 1.35519 | -60.00 | 9988.00 |
67 | 2010.03.04 19:26 | sell | 27 | 1.00 | 1.35718 | 1.35778 | 1.35588 | ||
68 | 2010.03.04 19:40 | modify | 27 | 1.00 | 1.35718 | 1.35712 | 1.35588 | ||
69 | 2010.03.04 19:45 | modify | 27 | 1.00 | 1.35718 | 1.35673 | 1.35588 | ||
70 | 2010.03.04 19:50 | modify | 27 | 1.00 | 1.35718 | 1.35620 | 1.35588 | ||
71 | 2010.03.04 19:57 | s/l | 27 | 1.00 | 1.35620 | 1.35620 | 1.35588 | 98.00 | 10086.00 |
72 | 2010.03.04 19:57 | sell | 28 | 1.00 | 1.35622 | 1.35682 | 1.35492 | ||
73 | 2010.03.04 20:07 | modify | 28 | 1.00 | 1.35622 | 1.35612 | 1.35492 | ||
74 | 2010.03.04 20:10 | s/l | 28 | 1.00 | 1.35612 | 1.35612 | 1.35492 | 10.00 | 10096.00 |
75 | 2010.03.08 00:00 | buy | 29 | 1.00 | 1.36443 | 1.36383 | 1.36573 | ||
76 | 2010.03.08 00:15 | s/l | 29 | 1.00 | 1.36383 | 1.36383 | 1.36573 | -60.00 | 10036.00 |
77 | 2010.03.08 00:15 | buy | 30 | 1.00 | 1.36358 | 1.36298 | 1.36488 | ||
78 | 2010.03.08 00:20 | s/l | 30 | 1.00 | 1.36298 | 1.36298 | 1.36488 | -60.00 | 9976.00 |
79 | 2010.03.08 00:20 | buy | 31 | 1.00 | 1.36289 | 1.36229 | 1.36419 | ||
80 | 2010.03.08 00:27 | modify | 31 | 1.00 | 1.36289 | 1.36307 | 1.36419 | ||
81 | 2010.03.08 00:30 | s/l | 31 | 1.00 | 1.36307 | 1.36307 | 1.36419 | 18.00 | 9994.00 |
82 | 2010.03.08 00:30 | buy | 32 | 1.00 | 1.36292 | 1.36232 | 1.36422 | ||
83 | 2010.03.08 00:45 | modify | 32 | 1.00 | 1.36292 | 1.36316 | 1.36422 | ||
84 | 2010.03.08 00:50 | modify | 32 | 1.00 | 1.36292 | 1.36350 | 1.36422 | ||
85 | 2010.03.08 00:57 | s/l | 32 | 1.00 | 1.36350 | 1.36350 | 1.36422 | 58.00 | 10052.00 |
86 | 2010.03.08 00:57 | buy | 33 | 1.00 | 1.36356 | 1.36296 | 1.36486 | ||
87 | 2010.03.08 01:03 | t/p | 33 | 1.00 | 1.36486 | 1.36296 | 1.36486 | 130.00 | 10182.00 |
88 | 2010.03.09 02:20 | sell | 34 | 1.00 | 1.36119 | 1.36179 | 1.35989 | ||
89 | 2010.03.09 02:27 | s/l | 34 | 1.00 | 1.36179 | 1.36179 | 1.35989 | -60.00 | 10122.00 |
90 | 2010.03.09 02:46 | sell | 35 | 1.00 | 1.36078 | 1.36138 | 1.35948 | ||
91 | 2010.03.09 02:56 | s/l | 35 | 1.00 | 1.36138 | 1.36138 | 1.35948 | -60.00 | 10062.00 |
92 | 2010.03.09 03:00 | sell | 36 | 1.00 | 1.36167 | 1.36227 | 1.36037 | ||
93 | 2010.03.09 03:50 | modify | 36 | 1.00 | 1.36167 | 1.36141 | 1.36037 | ||
94 | 2010.03.09 03:59 | s/l | 36 | 1.00 | 1.36141 | 1.36141 | 1.36037 | 26.00 | 10088.00 |
95 | 2010.03.09 03:59 | sell | 37 | 1.00 | 1.36127 | 1.36187 | 1.35997 | ||
96 | 2010.03.09 04:10 | s/l | 37 | 1.00 | 1.36187 | 1.36187 | 1.35997 | -60.00 | 10028.00 |
97 | 2010.03.10 16:45 | buy | 38 | 1.00 | 1.36581 | 1.36521 | 1.36711 | ||
98 | 2010.03.10 16:50 | modify | 38 | 1.00 | 1.36581 | 1.36628 | 1.36711 | ||
99 | 2010.03.10 16:52 | s/l | 38 | 1.00 | 1.36628 | 1.36628 | 1.36711 | 47.00 | 10075.00 |
100 | 2010.03.10 16:52 | buy | 39 | 1.00 | 1.36614 | 1.36554 | 1.36744 | ||
101 | 2010.03.10 16:57 | s/l | 39 | 1.00 | 1.36554 | 1.36554 | 1.36744 | -60.00 | 10015.00 |
102 | 2010.03.10 16:57 | buy | 40 | 1.00 | 1.36549 | 1.36489 | 1.36679 | ||
103 | 2010.03.10 16:59 | modify | 40 | 1.00 | 1.36549 | 1.36611 | 1.36679 | ||
104 | 2010.03.10 17:05 | modify | 40 | 1.00 | 1.36549 | 1.36623 | 1.36679 | ||
105 | 2010.03.10 17:07 | s/l | 40 | 1.00 | 1.36623 | 1.36623 | 1.36679 | 74.00 | 10089.00 |
106 | 2010.03.15 17:02 | sell | 41 | 1.00 | 1.36416 | 1.36476 | 1.36286 | ||
107 | 2010.03.15 17:10 | s/l | 41 | 1.00 | 1.36476 | 1.36476 | 1.36286 | -60.00 | 10029.00 |
108 | 2010.03.15 18:00 | sell | 42 | 1.00 | 1.36548 | 1.36608 | 1.36418 | ||
109 | 2010.03.15 18:10 | s/l | 42 | 1.00 | 1.36608 | 1.36608 | 1.36418 | -60.00 | 9969.00 |
110 | 2010.03.15 18:10 | sell | 43 | 1.00 | 1.36617 | 1.36677 | 1.36487 | ||
111 | 2010.03.15 18:15 | s/l | 43 | 1.00 | 1.36677 | 1.36677 | 1.36487 | -60.00 | 9909.00 |
112 | 2010.03.15 18:15 | sell | 44 | 1.00 | 1.36664 | 1.36724 | 1.36534 | ||
113 | 2010.03.15 18:20 | s/l | 44 | 1.00 | 1.36724 | 1.36724 | 1.36534 | -60.00 | 9849.00 |
114 | 2010.03.15 18:20 | sell | 45 | 1.00 | 1.36710 | 1.36770 | 1.36580 | ||
115 | 2010.03.15 18:27 | modify | 45 | 1.00 | 1.36710 | 1.36699 | 1.36580 | ||
116 | 2010.03.15 18:27 | modify | 45 | 1.00 | 1.36710 | 1.36682 | 1.36580 | ||
117 | 2010.03.15 18:40 | s/l | 45 | 1.00 | 1.36682 | 1.36682 | 1.36580 | 28.00 | 9877.00 |
118 | 2010.03.15 18:40 | sell | 46 | 1.00 | 1.36676 | 1.36736 | 1.36546 | ||
119 | 2010.03.15 18:50 | s/l | 46 | 1.00 | 1.36736 | 1.36736 | 1.36546 | -60.00 | 9817.00 |
120 | 2010.03.15 18:50 | sell | 47 | 1.00 | 1.36729 | 1.36789 | 1.36599 | ||
121 | 2010.03.15 19:15 | modify | 47 | 1.00 | 1.36729 | 1.36715 | 1.36599 | ||
122 | 2010.03.15 19:20 | modify | 47 | 1.00 | 1.36729 | 1.36678 | 1.36599 | ||
123 | 2010.03.15 19:27 | s/l | 47 | 1.00 | 1.36678 | 1.36678 | 1.36599 | 51.00 | 9868.00 |
124 | 2010.03.16 12:10 | buy | 48 | 1.00 | 1.37140 | 1.37080 | 1.37270 | ||
125 | 2010.03.16 12:16 | modify | 48 | 1.00 | 1.37140 | 1.37181 | 1.37270 | ||
126 | 2010.03.16 12:20 | s/l | 48 | 1.00 | 1.37181 | 1.37181 | 1.37270 | 41.00 | 9909.00 |
127 | 2010.03.16 12:20 | buy | 49 | 1.00 | 1.37170 | 1.37110 | 1.37300 | ||
128 | 2010.03.16 12:26 | s/l | 49 | 1.00 | 1.37110 | 1.37110 | 1.37300 | -60.00 | 9849.00 |
129 | 2010.03.16 12:26 | buy | 50 | 1.00 | 1.37173 | 1.37113 | 1.37303 | ||
130 | 2010.03.16 12:33 | modify | 50 | 1.00 | 1.37173 | 1.37266 | 1.37303 | ||
131 | 2010.03.16 12:40 | t/p | 50 | 1.00 | 1.37303 | 1.37266 | 1.37303 | 130.00 | 9979.00 |
132 | 2010.03.16 12:40 | buy | 51 | 1.00 | 1.37333 | 1.37273 | 1.37463 | ||
133 | 2010.03.16 12:43 | s/l | 51 | 1.00 | 1.37273 | 1.37273 | 1.37463 | -60.00 | 9919.00 |
134 | 2010.03.16 12:43 | buy | 52 | 1.00 | 1.37270 | 1.37210 | 1.37400 | ||
135 | 2010.03.16 12:50 | s/l | 52 | 1.00 | 1.37210 | 1.37210 | 1.37400 | -60.00 | 9859.00 |
136 | 2010.03.16 12:50 | buy | 53 | 1.00 | 1.37224 | 1.37164 | 1.37354 | ||
137 | 2010.03.16 12:59 | s/l | 53 | 1.00 | 1.37164 | 1.37164 | 1.37354 | -60.00 | 9799.00 |
138 | 2010.03.16 12:59 | buy | 54 | 1.00 | 1.37161 | 1.37101 | 1.37291 | ||
139 | 2010.03.16 13:20 | s/l | 54 | 1.00 | 1.37101 | 1.37101 | 1.37291 | -60.00 | 9739.00 |
140 | 2010.03.18 05:45 | sell | 55 | 1.00 | 1.37104 | 1.37164 | 1.36974 | ||
141 | 2010.03.18 05:50 | modify | 55 | 1.00 | 1.37104 | 1.37051 | 1.36974 | ||
142 | 2010.03.18 05:52 | s/l | 55 | 1.00 | 1.37051 | 1.37051 | 1.36974 | 53.00 | 9792.00 |
143 | 2010.03.18 05:52 | sell | 56 | 1.00 | 1.37052 | 1.37112 | 1.36922 | ||
144 | 2010.03.18 05:57 | s/l | 56 | 1.00 | 1.37112 | 1.37112 | 1.36922 | -60.00 | 9732.00 |
145 | 2010.03.18 05:57 | sell | 57 | 1.00 | 1.37104 | 1.37164 | 1.36974 | ||
146 | 2010.03.18 05:59 | modify | 57 | 1.00 | 1.37104 | 1.37090 | 1.36974 | ||
147 | 2010.03.18 06:00 | modify | 57 | 1.00 | 1.37104 | 1.37088 | 1.36974 | ||
148 | 2010.03.18 06:05 | modify | 57 | 1.00 | 1.37104 | 1.37069 | 1.36974 | ||
149 | 2010.03.18 06:07 | s/l | 57 | 1.00 | 1.37069 | 1.37069 | 1.36974 | 35.00 | 9767.00 |
150 | 2010.03.26 21:00 | buy | 58 | 1.00 | 1.34165 | 1.34105 | 1.34295 | ||
151 | 2010.03.26 21:02 | modify | 58 | 1.00 | 1.34165 | 1.34206 | 1.34295 | ||
152 | 2010.03.26 21:07 | modify | 58 | 1.00 | 1.34165 | 1.34221 | 1.34295 | ||
153 | 2010.03.26 21:10 | s/l | 58 | 1.00 | 1.34221 | 1.34221 | 1.34295 | 56.00 | 9823.00 |
154 | 2010.03.26 21:10 | buy | 59 | 1.00 | 1.34210 | 1.34150 | 1.34340 | ||
155 | 2010.03.26 21:15 | s/l | 59 | 1.00 | 1.34150 | 1.34150 | 1.34340 | -60.00 | 9763.00 |
156 | 2010.03.26 21:15 | buy | 60 | 1.00 | 1.34164 | 1.34104 | 1.34294 | ||
157 | 2010.03.26 21:20 | s/l | 60 | 1.00 | 1.34104 | 1.34104 | 1.34294 | -60.00 | 9703.00 |
158 | 2010.03.26 21:20 | buy | 61 | 1.00 | 1.34102 | 1.34042 | 1.34232 | ||
159 | 2010.03.26 21:27 | modify | 61 | 1.00 | 1.34102 | 1.34113 | 1.34232 | ||
160 | 2010.03.26 21:27 | s/l | 61 | 1.00 | 1.34113 | 1.34113 | 1.34232 | 11.00 | 9714.00 |
161 | 2010.03.26 21:27 | buy | 62 | 1.00 | 1.34130 | 1.34070 | 1.34260 | ||
162 | 2010.03.26 21:50 | s/l | 62 | 1.00 | 1.34070 | 1.34070 | 1.34260 | -60.00 | 9654.00 |
163 | 2010.03.26 21:50 | buy | 63 | 1.00 | 1.34070 | 1.34010 | 1.34200 | ||
164 | 2010.03.26 21:59 | close at stop | 63 | 1.00 | 1.34086 | 1.34010 | 1.34200 | 16.00 | 9670.00 |