Strategy Tester Report
Ema_cross_contest_hedged_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=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=true; UseMACD=true; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -35.50 | Gross profit | 34.60 | Gross loss | -70.10 |
Profit factor | 0.49 | Expected payoff | -2.73 | ||
Absolute drawdown | 51.40 | Maximal drawdown | 58.60 (0.59%) | Relative drawdown | 0.59% (58.60) |
Total trades | 13 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 6 (33.33%) |
Profit trades (% of total) | 8 (61.54%) | Loss trades (% of total) | 5 (38.46%) | ||
Largest | profit trade | 15.00 | loss trade | -15.00 | |
Average | profit trade | 4.33 | loss trade | -14.02 | |
Maximum | consecutive wins (profit in money) | 3 (12.70) | consecutive losses (loss in money) | 2 (-25.10) | |
Maximal | consecutive profit (count of wins) | 15.00 (1) | consecutive loss (count of losses) | -25.10 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.04 13:00 | buy | 1 | 0.10 | 1.36809 | 1.36659 | 1.36959 | ||
2 | 2010.03.04 13:03 | modify | 1 | 0.10 | 1.36809 | 1.36831 | 1.36959 | ||
3 | 2010.03.04 13:10 | modify | 1 | 0.10 | 1.36809 | 1.36841 | 1.36959 | ||
4 | 2010.03.04 13:13 | s/l | 1 | 0.10 | 1.36841 | 1.36841 | 1.36959 | 3.20 | 10003.20 |
5 | 2010.03.04 13:13 | buy | 2 | 0.10 | 1.36861 | 1.36711 | 1.37011 | ||
6 | 2010.03.04 13:32 | s/l | 2 | 0.10 | 1.36711 | 1.36711 | 1.37011 | -15.00 | 9988.20 |
7 | 2010.03.04 13:32 | buy | 3 | 0.10 | 1.36728 | 1.36578 | 1.36878 | ||
8 | 2010.03.04 13:40 | modify | 3 | 0.10 | 1.36728 | 1.36736 | 1.36878 | ||
9 | 2010.03.04 13:45 | modify | 3 | 0.10 | 1.36728 | 1.36788 | 1.36878 | ||
10 | 2010.03.04 13:50 | t/p | 3 | 0.10 | 1.36878 | 1.36788 | 1.36878 | 15.00 | 10003.20 |
11 | 2010.03.04 13:50 | buy | 4 | 0.10 | 1.36901 | 1.36751 | 1.37051 | ||
12 | 2010.03.04 14:10 | s/l | 4 | 0.10 | 1.36751 | 1.36751 | 1.37051 | -15.00 | 9988.20 |
13 | 2010.03.10 02:00 | sell | 5 | 0.10 | 1.35957 | 1.36107 | 1.35807 | ||
14 | 2010.03.10 03:32 | modify | 5 | 0.10 | 1.35957 | 1.35939 | 1.35807 | ||
15 | 2010.03.10 03:37 | modify | 5 | 0.10 | 1.35957 | 1.35931 | 1.35807 | ||
16 | 2010.03.10 03:40 | s/l | 5 | 0.10 | 1.35931 | 1.35931 | 1.35807 | 2.60 | 9990.80 |
17 | 2010.03.17 19:00 | buy | 6 | 0.10 | 1.37777 | 1.37627 | 1.37927 | ||
18 | 2010.03.17 19:16 | s/l | 6 | 0.10 | 1.37627 | 1.37627 | 1.37927 | -15.00 | 9975.80 |
19 | 2010.03.17 19:16 | buy | 7 | 0.10 | 1.37621 | 1.37471 | 1.37771 | ||
20 | 2010.03.17 20:00 | close | 7 | 0.10 | 1.37520 | 1.37471 | 1.37771 | -10.10 | 9965.70 |
21 | 2010.03.25 15:00 | sell | 8 | 0.10 | 1.33250 | 1.33400 | 1.33100 | ||
22 | 2010.03.25 15:20 | modify | 8 | 0.10 | 1.33250 | 1.33242 | 1.33100 | ||
23 | 2010.03.25 15:27 | s/l | 8 | 0.10 | 1.33242 | 1.33242 | 1.33100 | 0.80 | 9966.50 |
24 | 2010.03.25 15:27 | sell | 9 | 0.10 | 1.33249 | 1.33399 | 1.33099 | ||
25 | 2010.03.25 15:37 | modify | 9 | 0.10 | 1.33249 | 1.33246 | 1.33099 | ||
26 | 2010.03.25 15:40 | s/l | 9 | 0.10 | 1.33246 | 1.33246 | 1.33099 | 0.30 | 9966.80 |
27 | 2010.03.25 15:40 | sell | 10 | 0.10 | 1.33393 | 1.33543 | 1.33243 | ||
28 | 2010.03.25 15:50 | s/l | 10 | 0.10 | 1.33543 | 1.33543 | 1.33243 | -15.00 | 9951.80 |
29 | 2010.03.25 15:50 | sell | 11 | 0.10 | 1.33642 | 1.33792 | 1.33492 | ||
30 | 2010.03.25 15:52 | modify | 11 | 0.10 | 1.33642 | 1.33620 | 1.33492 | ||
31 | 2010.03.25 15:55 | s/l | 11 | 0.10 | 1.33620 | 1.33620 | 1.33492 | 2.20 | 9954.00 |
32 | 2010.03.25 15:55 | sell | 12 | 0.10 | 1.33600 | 1.33750 | 1.33450 | ||
33 | 2010.03.25 15:57 | modify | 12 | 0.10 | 1.33600 | 1.33537 | 1.33450 | ||
34 | 2010.03.25 15:59 | s/l | 12 | 0.10 | 1.33537 | 1.33537 | 1.33450 | 6.30 | 9960.30 |
35 | 2010.03.25 15:59 | sell | 13 | 0.10 | 1.33556 | 1.33706 | 1.33406 | ||
36 | 2010.03.25 16:20 | modify | 13 | 0.10 | 1.33556 | 1.33514 | 1.33406 | ||
37 | 2010.03.25 16:27 | s/l | 13 | 0.10 | 1.33514 | 1.33514 | 1.33406 | 4.20 | 9964.50 |