Strategy Tester Report
EMA-CROSS_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=12; LongEma=20; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 7.00 | Gross profit | 1207.00 | Gross loss | -1200.00 |
Profit factor | 1.01 | Expected payoff | 0.21 | ||
Absolute drawdown | 151.00 | Maximal drawdown | 435.00 (4.23%) | Relative drawdown | 4.23% (435.00) |
Total trades | 33 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 14 (71.43%) |
Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
Largest | profit trade | 130.00 | loss trade | -100.00 | |
Average | profit trade | 57.48 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 5 (222.00) | consecutive losses (loss in money) | 2 (-200.00) | |
Maximal | consecutive profit (count of wins) | 225.00 (2) | 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 12:50 | buy | 2 | 1.00 | 1.35280 | 1.35180 | 1.35410 | ||
4 | 2010.03.01 12:52 | modify | 2 | 1.00 | 1.35280 | 1.35371 | 1.35410 | ||
5 | 2010.03.01 12:55 | s/l | 2 | 1.00 | 1.35371 | 1.35371 | 1.35410 | 91.00 | 9991.00 |
6 | 2010.03.01 12:57 | sell | 3 | 1.00 | 1.35523 | 1.35623 | 1.35393 | ||
7 | 2010.03.01 12:59 | modify | 3 | 1.00 | 1.35523 | 1.35459 | 1.35393 | ||
8 | 2010.03.01 13:02 | s/l | 3 | 1.00 | 1.35459 | 1.35459 | 1.35393 | 64.00 | 10055.00 |
9 | 2010.03.02 15:00 | sell | 4 | 1.00 | 1.35869 | 1.35969 | 1.35739 | ||
10 | 2010.03.02 15:10 | modify | 4 | 1.00 | 1.35869 | 1.35835 | 1.35739 | ||
11 | 2010.03.02 15:12 | s/l | 4 | 1.00 | 1.35835 | 1.35835 | 1.35739 | 34.00 | 10089.00 |
12 | 2010.03.02 15:20 | buy | 5 | 1.00 | 1.35653 | 1.35553 | 1.35783 | ||
13 | 2010.03.02 15:22 | modify | 5 | 1.00 | 1.35653 | 1.35658 | 1.35783 | ||
14 | 2010.03.02 15:25 | s/l | 5 | 1.00 | 1.35658 | 1.35658 | 1.35783 | 5.00 | 10094.00 |
15 | 2010.03.02 15:25 | buy | 6 | 1.00 | 1.35676 | 1.35576 | 1.35806 | ||
16 | 2010.03.02 15:27 | modify | 6 | 1.00 | 1.35676 | 1.35704 | 1.35806 | ||
17 | 2010.03.02 15:27 | s/l | 6 | 1.00 | 1.35704 | 1.35704 | 1.35806 | 28.00 | 10122.00 |
18 | 2010.03.02 15:40 | buy | 7 | 1.00 | 1.35635 | 1.35535 | 1.35765 | ||
19 | 2010.03.02 15:45 | s/l | 7 | 1.00 | 1.35535 | 1.35535 | 1.35765 | -100.00 | 10022.00 |
20 | 2010.03.02 16:45 | sell | 8 | 1.00 | 1.35597 | 1.35697 | 1.35467 | ||
21 | 2010.03.02 16:47 | modify | 8 | 1.00 | 1.35597 | 1.35583 | 1.35467 | ||
22 | 2010.03.02 16:50 | s/l | 8 | 1.00 | 1.35583 | 1.35583 | 1.35467 | 14.00 | 10036.00 |
23 | 2010.03.02 16:50 | sell | 9 | 1.00 | 1.35760 | 1.35860 | 1.35630 | ||
24 | 2010.03.02 16:52 | modify | 9 | 1.00 | 1.35760 | 1.35692 | 1.35630 | ||
25 | 2010.03.02 16:55 | s/l | 9 | 1.00 | 1.35692 | 1.35692 | 1.35630 | 68.00 | 10104.00 |
26 | 2010.03.02 16:57 | buy | 10 | 1.00 | 1.35563 | 1.35463 | 1.35693 | ||
27 | 2010.03.02 16:59 | modify | 10 | 1.00 | 1.35563 | 1.35569 | 1.35693 | ||
28 | 2010.03.02 17:02 | s/l | 10 | 1.00 | 1.35569 | 1.35569 | 1.35693 | 6.00 | 10110.00 |
29 | 2010.03.02 17:02 | buy | 11 | 1.00 | 1.35290 | 1.35190 | 1.35420 | ||
30 | 2010.03.02 17:10 | t/p | 11 | 1.00 | 1.35420 | 1.35190 | 1.35420 | 130.00 | 10240.00 |
31 | 2010.03.02 17:15 | sell | 12 | 1.00 | 1.35546 | 1.35646 | 1.35416 | ||
32 | 2010.03.02 17:20 | s/l | 12 | 1.00 | 1.35646 | 1.35646 | 1.35416 | -100.00 | 10140.00 |
33 | 2010.03.04 11:00 | buy | 13 | 1.00 | 1.36509 | 1.36409 | 1.36639 | ||
34 | 2010.03.04 11:10 | modify | 13 | 1.00 | 1.36509 | 1.36594 | 1.36639 | ||
35 | 2010.03.04 11:12 | s/l | 13 | 1.00 | 1.36594 | 1.36594 | 1.36639 | 85.00 | 10225.00 |
36 | 2010.03.04 11:15 | sell | 14 | 1.00 | 1.36711 | 1.36811 | 1.36581 | ||
37 | 2010.03.04 11:20 | s/l | 14 | 1.00 | 1.36811 | 1.36811 | 1.36581 | -100.00 | 10125.00 |
38 | 2010.03.04 14:32 | buy | 15 | 1.00 | 1.36516 | 1.36416 | 1.36646 | ||
39 | 2010.03.04 14:40 | modify | 15 | 1.00 | 1.36516 | 1.36621 | 1.36646 | ||
40 | 2010.03.04 14:42 | s/l | 15 | 1.00 | 1.36621 | 1.36621 | 1.36646 | 105.00 | 10230.00 |
41 | 2010.03.04 15:20 | buy | 16 | 1.00 | 1.36410 | 1.36310 | 1.36540 | ||
42 | 2010.03.04 15:22 | modify | 16 | 1.00 | 1.36410 | 1.36444 | 1.36540 | ||
43 | 2010.03.04 15:25 | s/l | 16 | 1.00 | 1.36444 | 1.36444 | 1.36540 | 34.00 | 10264.00 |
44 | 2010.03.04 15:27 | sell | 17 | 1.00 | 1.36539 | 1.36639 | 1.36409 | ||
45 | 2010.03.04 15:32 | s/l | 17 | 1.00 | 1.36639 | 1.36639 | 1.36409 | -100.00 | 10164.00 |
46 | 2010.03.04 15:45 | buy | 18 | 1.00 | 1.36414 | 1.36314 | 1.36544 | ||
47 | 2010.03.04 15:50 | s/l | 18 | 1.00 | 1.36314 | 1.36314 | 1.36544 | -100.00 | 10064.00 |
48 | 2010.03.05 20:00 | sell | 19 | 1.00 | 1.36130 | 1.36230 | 1.36000 | ||
49 | 2010.03.05 20:20 | modify | 19 | 1.00 | 1.36130 | 1.36106 | 1.36000 | ||
50 | 2010.03.05 20:27 | s/l | 19 | 1.00 | 1.36106 | 1.36106 | 1.36000 | 24.00 | 10088.00 |
51 | 2010.03.05 20:27 | sell | 20 | 1.00 | 1.36111 | 1.36211 | 1.35981 | ||
52 | 2010.03.05 20:45 | s/l | 20 | 1.00 | 1.36211 | 1.36211 | 1.35981 | -100.00 | 9988.00 |
53 | 2010.03.08 20:00 | buy | 21 | 1.00 | 1.36306 | 1.36206 | 1.36436 | ||
54 | 2010.03.08 20:20 | modify | 21 | 1.00 | 1.36306 | 1.36312 | 1.36436 | ||
55 | 2010.03.08 20:27 | s/l | 21 | 1.00 | 1.36312 | 1.36312 | 1.36436 | 6.00 | 9994.00 |
56 | 2010.03.10 13:15 | sell | 22 | 1.00 | 1.36213 | 1.36313 | 1.36083 | ||
57 | 2010.03.10 13:30 | modify | 22 | 1.00 | 1.36213 | 1.36200 | 1.36083 | ||
58 | 2010.03.10 13:40 | s/l | 22 | 1.00 | 1.36200 | 1.36200 | 1.36083 | 13.00 | 10007.00 |
59 | 2010.03.10 14:00 | sell | 23 | 1.00 | 1.36085 | 1.36185 | 1.35955 | ||
60 | 2010.03.10 14:15 | modify | 23 | 1.00 | 1.36085 | 1.36074 | 1.35955 | ||
61 | 2010.03.10 14:20 | modify | 23 | 1.00 | 1.36085 | 1.36030 | 1.35955 | ||
62 | 2010.03.10 14:22 | s/l | 23 | 1.00 | 1.36030 | 1.36030 | 1.35955 | 55.00 | 10062.00 |
63 | 2010.03.10 14:27 | sell | 24 | 1.00 | 1.36033 | 1.36133 | 1.35903 | ||
64 | 2010.03.10 14:32 | modify | 24 | 1.00 | 1.36033 | 1.36012 | 1.35903 | ||
65 | 2010.03.10 14:35 | s/l | 24 | 1.00 | 1.36012 | 1.36012 | 1.35903 | 21.00 | 10083.00 |
66 | 2010.03.10 14:40 | sell | 25 | 1.00 | 1.36051 | 1.36151 | 1.35921 | ||
67 | 2010.03.10 14:50 | s/l | 25 | 1.00 | 1.36151 | 1.36151 | 1.35921 | -100.00 | 9983.00 |
68 | 2010.03.15 10:59 | buy | 26 | 1.00 | 1.37093 | 1.36993 | 1.37223 | ||
69 | 2010.03.15 11:03 | modify | 26 | 1.00 | 1.37093 | 1.37114 | 1.37223 | ||
70 | 2010.03.15 11:10 | modify | 26 | 1.00 | 1.37093 | 1.37151 | 1.37223 | ||
71 | 2010.03.15 11:16 | modify | 26 | 1.00 | 1.37093 | 1.37188 | 1.37223 | ||
72 | 2010.03.15 11:20 | s/l | 26 | 1.00 | 1.37188 | 1.37188 | 1.37223 | 95.00 | 10078.00 |
73 | 2010.03.16 12:40 | sell | 27 | 1.00 | 1.37312 | 1.37412 | 1.37182 | ||
74 | 2010.03.16 12:43 | modify | 27 | 1.00 | 1.37312 | 1.37290 | 1.37182 | ||
75 | 2010.03.16 12:50 | modify | 27 | 1.00 | 1.37312 | 1.37244 | 1.37182 | ||
76 | 2010.03.16 12:59 | t/p | 27 | 1.00 | 1.37182 | 1.37244 | 1.37182 | 130.00 | 10208.00 |
77 | 2010.03.16 13:00 | sell | 28 | 1.00 | 1.37139 | 1.37239 | 1.37009 | ||
78 | 2010.03.16 13:50 | s/l | 28 | 1.00 | 1.37239 | 1.37239 | 1.37009 | -100.00 | 10108.00 |
79 | 2010.03.17 20:15 | buy | 29 | 1.00 | 1.37450 | 1.37350 | 1.37580 | ||
80 | 2010.03.17 20:45 | s/l | 29 | 1.00 | 1.37350 | 1.37350 | 1.37580 | -100.00 | 10008.00 |
81 | 2010.03.22 19:00 | sell | 30 | 1.00 | 1.35589 | 1.35689 | 1.35459 | ||
82 | 2010.03.22 19:03 | modify | 30 | 1.00 | 1.35589 | 1.35559 | 1.35459 | ||
83 | 2010.03.22 19:10 | modify | 30 | 1.00 | 1.35589 | 1.35507 | 1.35459 | ||
84 | 2010.03.22 19:16 | t/p | 30 | 1.00 | 1.35459 | 1.35507 | 1.35459 | 130.00 | 10138.00 |
85 | 2010.03.22 20:00 | sell | 31 | 1.00 | 1.35426 | 1.35526 | 1.35296 | ||
86 | 2010.03.22 20:16 | s/l | 31 | 1.00 | 1.35526 | 1.35526 | 1.35296 | -100.00 | 10038.00 |
87 | 2010.03.23 08:00 | buy | 32 | 1.00 | 1.35213 | 1.35113 | 1.35343 | ||
88 | 2010.03.23 08:15 | s/l | 32 | 1.00 | 1.35113 | 1.35113 | 1.35343 | -100.00 | 9938.00 |
89 | 2010.03.26 07:00 | sell | 33 | 1.00 | 1.33470 | 1.33570 | 1.33340 | ||
90 | 2010.03.26 07:15 | modify | 33 | 1.00 | 1.33470 | 1.33466 | 1.33340 | ||
91 | 2010.03.26 07:20 | modify | 33 | 1.00 | 1.33470 | 1.33401 | 1.33340 | ||
92 | 2010.03.26 07:22 | s/l | 33 | 1.00 | 1.33401 | 1.33401 | 1.33340 | 69.00 | 10007.00 |