Strategy Tester Report
PivotEMA3
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 | timeframe=0; stopLoss=50; TakeProfit=350; TrailingStop=50; Name_Expert=""PivotEMA3""; Slippage=3; UseSound=false; NameFileSound=""shotgun.wav""; Lots=1; ProfitModifySL=50; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 807.00 | Gross profit | 2507.00 | Gross loss | -1700.00 |
| Profit factor | 1.47 | Expected payoff | 14.67 | ||
| Absolute drawdown | 41.00 | Maximal drawdown | 592.00 (5.30%) | Relative drawdown | 5.30% (592.00) |
| Total trades | 55 | Short positions (won %) | 34 (44.12%) | Long positions (won %) | 21 (28.57%) |
| Profit trades (% of total) | 21 (38.18%) | Loss trades (% of total) | 34 (61.82%) | ||
| Largest | profit trade | 350.00 | loss trade | -50.00 | |
| Average | profit trade | 119.38 | loss trade | -50.00 | |
| Maximum | consecutive wins (profit in money) | 4 (340.00) | consecutive losses (loss in money) | 10 (-500.00) | |
| Maximal | consecutive profit (count of wins) | 644.00 (3) | consecutive loss (count of losses) | -500.00 (10) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 09:20 | buy | 1 | 1.00 | 1.36192 | 1.36142 | 1.36542 | ||
| 2 | 2010.03.01 09:45 | modify | 1 | 1.00 | 1.36192 | 1.36245 | 1.36542 | ||
| 3 | 2010.03.01 09:50 | modify | 1 | 1.00 | 1.36192 | 1.36299 | 1.36542 | ||
| 4 | 2010.03.01 09:57 | s/l | 1 | 1.00 | 1.36299 | 1.36299 | 1.36542 | 107.00 | 10107.00 |
| 5 | 2010.03.01 09:57 | buy | 2 | 1.00 | 1.36298 | 1.36248 | 1.36648 | ||
| 6 | 2010.03.01 10:10 | modify | 2 | 1.00 | 1.36298 | 1.36353 | 1.36648 | ||
| 7 | 2010.03.01 10:15 | modify | 2 | 1.00 | 1.36298 | 1.36421 | 1.36648 | ||
| 8 | 2010.03.01 10:20 | modify | 2 | 1.00 | 1.36298 | 1.36489 | 1.36648 | ||
| 9 | 2010.03.01 10:27 | s/l | 2 | 1.00 | 1.36489 | 1.36489 | 1.36648 | 191.00 | 10298.00 |
| 10 | 2010.03.01 12:35 | sell | 3 | 1.00 | 1.35852 | 1.35902 | 1.35502 | ||
| 11 | 2010.03.01 12:37 | s/l | 3 | 1.00 | 1.35902 | 1.35902 | 1.35502 | -50.00 | 10248.00 |
| 12 | 2010.03.01 12:37 | sell | 4 | 1.00 | 1.35984 | 1.36034 | 1.35634 | ||
| 13 | 2010.03.01 12:40 | modify | 4 | 1.00 | 1.35984 | 1.35791 | 1.35634 | ||
| 14 | 2010.03.01 12:42 | s/l | 4 | 1.00 | 1.35791 | 1.35791 | 1.35634 | 193.00 | 10441.00 |
| 15 | 2010.03.01 12:42 | sell | 5 | 1.00 | 1.35786 | 1.35836 | 1.35436 | ||
| 16 | 2010.03.01 12:45 | modify | 5 | 1.00 | 1.35786 | 1.35594 | 1.35436 | ||
| 17 | 2010.03.01 12:47 | s/l | 5 | 1.00 | 1.35594 | 1.35594 | 1.35436 | 192.00 | 10633.00 |
| 18 | 2010.03.01 12:47 | sell | 6 | 1.00 | 1.35589 | 1.35639 | 1.35239 | ||
| 19 | 2010.03.01 12:50 | modify | 6 | 1.00 | 1.35589 | 1.35330 | 1.35239 | ||
| 20 | 2010.03.01 12:52 | s/l | 6 | 1.00 | 1.35330 | 1.35330 | 1.35239 | 259.00 | 10892.00 |
| 21 | 2010.03.01 12:52 | sell | 7 | 1.00 | 1.35391 | 1.35441 | 1.35041 | ||
| 22 | 2010.03.01 12:57 | s/l | 7 | 1.00 | 1.35441 | 1.35441 | 1.35041 | -50.00 | 10842.00 |
| 23 | 2010.03.01 12:57 | sell | 8 | 1.00 | 1.35523 | 1.35573 | 1.35173 | ||
| 24 | 2010.03.01 12:59 | modify | 8 | 1.00 | 1.35523 | 1.35489 | 1.35173 | ||
| 25 | 2010.03.01 13:02 | s/l | 8 | 1.00 | 1.35489 | 1.35489 | 1.35173 | 34.00 | 10876.00 |
| 26 | 2010.03.02 02:15 | sell | 9 | 1.00 | 1.35280 | 1.35330 | 1.34930 | ||
| 27 | 2010.03.02 02:40 | s/l | 9 | 1.00 | 1.35330 | 1.35330 | 1.34930 | -50.00 | 10826.00 |
| 28 | 2010.03.02 02:40 | sell | 10 | 1.00 | 1.35314 | 1.35364 | 1.34964 | ||
| 29 | 2010.03.02 02:45 | s/l | 10 | 1.00 | 1.35364 | 1.35364 | 1.34964 | -50.00 | 10776.00 |
| 30 | 2010.03.02 02:45 | sell | 11 | 1.00 | 1.35346 | 1.35396 | 1.34996 | ||
| 31 | 2010.03.02 02:50 | s/l | 11 | 1.00 | 1.35396 | 1.35396 | 1.34996 | -50.00 | 10726.00 |
| 32 | 2010.03.02 02:50 | sell | 12 | 1.00 | 1.35378 | 1.35428 | 1.35028 | ||
| 33 | 2010.03.02 02:59 | modify | 12 | 1.00 | 1.35378 | 1.35359 | 1.35028 | ||
| 34 | 2010.03.02 03:03 | s/l | 12 | 1.00 | 1.35359 | 1.35359 | 1.35028 | 19.00 | 10745.00 |
| 35 | 2010.03.02 15:15 | buy | 13 | 1.00 | 1.35745 | 1.35695 | 1.36095 | ||
| 36 | 2010.03.02 15:20 | s/l | 13 | 1.00 | 1.35695 | 1.35695 | 1.36095 | -50.00 | 10695.00 |
| 37 | 2010.03.02 15:22 | buy | 14 | 1.00 | 1.35699 | 1.35649 | 1.36049 | ||
| 38 | 2010.03.02 15:37 | modify | 14 | 1.00 | 1.35699 | 1.35707 | 1.36049 | ||
| 39 | 2010.03.02 15:40 | s/l | 14 | 1.00 | 1.35707 | 1.35707 | 1.36049 | 8.00 | 10703.00 |
| 40 | 2010.03.02 15:42 | buy | 15 | 1.00 | 1.35671 | 1.35621 | 1.36021 | ||
| 41 | 2010.03.02 15:45 | s/l | 15 | 1.00 | 1.35621 | 1.35621 | 1.36021 | -50.00 | 10653.00 |
| 42 | 2010.03.02 16:57 | sell | 16 | 1.00 | 1.35542 | 1.35592 | 1.35192 | ||
| 43 | 2010.03.02 16:59 | s/l | 16 | 1.00 | 1.35592 | 1.35592 | 1.35192 | -50.00 | 10603.00 |
| 44 | 2010.03.02 19:50 | buy | 17 | 1.00 | 1.36234 | 1.36184 | 1.36584 | ||
| 45 | 2010.03.02 19:52 | s/l | 17 | 1.00 | 1.36184 | 1.36184 | 1.36584 | -50.00 | 10553.00 |
| 46 | 2010.03.02 19:52 | buy | 18 | 1.00 | 1.36201 | 1.36151 | 1.36551 | ||
| 47 | 2010.03.02 19:57 | s/l | 18 | 1.00 | 1.36151 | 1.36151 | 1.36551 | -50.00 | 10503.00 |
| 48 | 2010.03.02 19:57 | buy | 19 | 1.00 | 1.36168 | 1.36118 | 1.36518 | ||
| 49 | 2010.03.02 20:13 | s/l | 19 | 1.00 | 1.36118 | 1.36118 | 1.36518 | -50.00 | 10453.00 |
| 50 | 2010.03.04 08:22 | sell | 20 | 1.00 | 1.36654 | 1.36704 | 1.36304 | ||
| 51 | 2010.03.04 08:40 | modify | 20 | 1.00 | 1.36654 | 1.36617 | 1.36304 | ||
| 52 | 2010.03.04 08:45 | modify | 20 | 1.00 | 1.36654 | 1.36525 | 1.36304 | ||
| 53 | 2010.03.04 08:50 | modify | 20 | 1.00 | 1.36654 | 1.36401 | 1.36304 | ||
| 54 | 2010.03.04 08:52 | s/l | 20 | 1.00 | 1.36401 | 1.36401 | 1.36304 | 253.00 | 10706.00 |
| 55 | 2010.03.04 08:52 | sell | 21 | 1.00 | 1.36392 | 1.36442 | 1.36042 | ||
| 56 | 2010.03.04 08:57 | s/l | 21 | 1.00 | 1.36442 | 1.36442 | 1.36042 | -50.00 | 10656.00 |
| 57 | 2010.03.04 08:57 | sell | 22 | 1.00 | 1.36454 | 1.36504 | 1.36104 | ||
| 58 | 2010.03.04 09:02 | modify | 22 | 1.00 | 1.36454 | 1.36439 | 1.36104 | ||
| 59 | 2010.03.04 09:07 | modify | 22 | 1.00 | 1.36454 | 1.36415 | 1.36104 | ||
| 60 | 2010.03.04 09:10 | s/l | 22 | 1.00 | 1.36415 | 1.36415 | 1.36104 | 39.00 | 10695.00 |
| 61 | 2010.03.04 14:50 | buy | 23 | 1.00 | 1.36881 | 1.36831 | 1.37231 | ||
| 62 | 2010.03.04 14:52 | s/l | 23 | 1.00 | 1.36831 | 1.36831 | 1.37231 | -50.00 | 10645.00 |
| 63 | 2010.03.04 16:10 | sell | 24 | 1.00 | 1.36254 | 1.36304 | 1.35904 | ||
| 64 | 2010.03.04 16:12 | s/l | 24 | 1.00 | 1.36304 | 1.36304 | 1.35904 | -50.00 | 10595.00 |
| 65 | 2010.03.04 16:12 | sell | 25 | 1.00 | 1.36303 | 1.36353 | 1.35953 | ||
| 66 | 2010.03.04 16:15 | modify | 25 | 1.00 | 1.36303 | 1.36178 | 1.35953 | ||
| 67 | 2010.03.04 16:20 | t/p | 25 | 1.00 | 1.35953 | 1.36178 | 1.35953 | 350.00 | 10945.00 |
| 68 | 2010.03.04 16:20 | sell | 26 | 1.00 | 1.35911 | 1.35961 | 1.35561 | ||
| 69 | 2010.03.04 16:22 | s/l | 26 | 1.00 | 1.35961 | 1.35961 | 1.35561 | -50.00 | 10895.00 |
| 70 | 2010.03.04 16:22 | sell | 27 | 1.00 | 1.36009 | 1.36059 | 1.35659 | ||
| 71 | 2010.03.04 16:27 | s/l | 27 | 1.00 | 1.36059 | 1.36059 | 1.35659 | -50.00 | 10845.00 |
| 72 | 2010.03.04 16:27 | sell | 28 | 1.00 | 1.36107 | 1.36157 | 1.35757 | ||
| 73 | 2010.03.04 16:32 | modify | 28 | 1.00 | 1.36107 | 1.35928 | 1.35757 | ||
| 74 | 2010.03.04 16:37 | modify | 28 | 1.00 | 1.36107 | 1.35903 | 1.35757 | ||
| 75 | 2010.03.04 16:40 | s/l | 28 | 1.00 | 1.35903 | 1.35903 | 1.35757 | 204.00 | 11049.00 |
| 76 | 2010.03.04 16:40 | sell | 29 | 1.00 | 1.35955 | 1.36005 | 1.35605 | ||
| 77 | 2010.03.04 16:45 | s/l | 29 | 1.00 | 1.36005 | 1.36005 | 1.35605 | -50.00 | 10999.00 |
| 78 | 2010.03.04 16:45 | sell | 30 | 1.00 | 1.36028 | 1.36078 | 1.35678 | ||
| 79 | 2010.03.04 16:50 | s/l | 30 | 1.00 | 1.36078 | 1.36078 | 1.35678 | -50.00 | 10949.00 |
| 80 | 2010.03.04 16:50 | sell | 31 | 1.00 | 1.36102 | 1.36152 | 1.35752 | ||
| 81 | 2010.03.04 16:57 | modify | 31 | 1.00 | 1.36102 | 1.36075 | 1.35752 | ||
| 82 | 2010.03.04 16:59 | s/l | 31 | 1.00 | 1.36075 | 1.36075 | 1.35752 | 27.00 | 10976.00 |
| 83 | 2010.03.04 16:59 | sell | 32 | 1.00 | 1.36061 | 1.36111 | 1.35711 | ||
| 84 | 2010.03.04 17:02 | s/l | 32 | 1.00 | 1.36111 | 1.36111 | 1.35711 | -50.00 | 10926.00 |
| 85 | 2010.03.10 08:15 | sell | 33 | 1.00 | 1.35707 | 1.35757 | 1.35357 | ||
| 86 | 2010.03.10 08:20 | modify | 33 | 1.00 | 1.35707 | 1.35702 | 1.35357 | ||
| 87 | 2010.03.10 08:27 | s/l | 33 | 1.00 | 1.35702 | 1.35702 | 1.35357 | 5.00 | 10931.00 |
| 88 | 2010.03.10 08:27 | sell | 34 | 1.00 | 1.35707 | 1.35757 | 1.35357 | ||
| 89 | 2010.03.10 08:32 | s/l | 34 | 1.00 | 1.35757 | 1.35757 | 1.35357 | -50.00 | 10881.00 |
| 90 | 2010.03.10 08:32 | sell | 35 | 1.00 | 1.35741 | 1.35791 | 1.35391 | ||
| 91 | 2010.03.10 08:45 | modify | 35 | 1.00 | 1.35741 | 1.35689 | 1.35391 | ||
| 92 | 2010.03.10 08:50 | modify | 35 | 1.00 | 1.35741 | 1.35607 | 1.35391 | ||
| 93 | 2010.03.10 08:57 | s/l | 35 | 1.00 | 1.35607 | 1.35607 | 1.35391 | 134.00 | 11015.00 |
| 94 | 2010.03.10 08:57 | sell | 36 | 1.00 | 1.35618 | 1.35668 | 1.35268 | ||
| 95 | 2010.03.10 09:02 | modify | 36 | 1.00 | 1.35618 | 1.35530 | 1.35268 | ||
| 96 | 2010.03.10 09:07 | modify | 36 | 1.00 | 1.35618 | 1.35511 | 1.35268 | ||
| 97 | 2010.03.10 09:10 | s/l | 36 | 1.00 | 1.35511 | 1.35511 | 1.35268 | 107.00 | 11122.00 |
| 98 | 2010.03.10 13:15 | buy | 37 | 1.00 | 1.36234 | 1.36184 | 1.36584 | ||
| 99 | 2010.03.10 13:30 | s/l | 37 | 1.00 | 1.36184 | 1.36184 | 1.36584 | -50.00 | 11072.00 |
| 100 | 2010.03.10 13:30 | buy | 38 | 1.00 | 1.36180 | 1.36130 | 1.36530 | ||
| 101 | 2010.03.10 13:50 | s/l | 38 | 1.00 | 1.36130 | 1.36130 | 1.36530 | -50.00 | 11022.00 |
| 102 | 2010.03.10 13:50 | buy | 39 | 1.00 | 1.36139 | 1.36089 | 1.36489 | ||
| 103 | 2010.03.10 13:59 | s/l | 39 | 1.00 | 1.36089 | 1.36089 | 1.36489 | -50.00 | 10972.00 |
| 104 | 2010.03.10 13:59 | buy | 40 | 1.00 | 1.36104 | 1.36054 | 1.36454 | ||
| 105 | 2010.03.10 14:15 | s/l | 40 | 1.00 | 1.36054 | 1.36054 | 1.36454 | -50.00 | 10922.00 |
| 106 | 2010.03.15 04:45 | sell | 41 | 1.00 | 1.37307 | 1.37357 | 1.36957 | ||
| 107 | 2010.03.15 05:10 | s/l | 41 | 1.00 | 1.37357 | 1.37357 | 1.36957 | -50.00 | 10872.00 |
| 108 | 2010.03.15 08:20 | buy | 42 | 1.00 | 1.37628 | 1.37578 | 1.37978 | ||
| 109 | 2010.03.15 08:27 | s/l | 42 | 1.00 | 1.37578 | 1.37578 | 1.37978 | -50.00 | 10822.00 |
| 110 | 2010.03.15 08:27 | buy | 43 | 1.00 | 1.37582 | 1.37532 | 1.37932 | ||
| 111 | 2010.03.15 08:27 | s/l | 43 | 1.00 | 1.37532 | 1.37532 | 1.37932 | -50.00 | 10772.00 |
| 112 | 2010.03.15 08:27 | buy | 44 | 1.00 | 1.37542 | 1.37492 | 1.37892 | ||
| 113 | 2010.03.15 08:45 | s/l | 44 | 1.00 | 1.37492 | 1.37492 | 1.37892 | -50.00 | 10722.00 |
| 114 | 2010.03.15 08:47 | buy | 45 | 1.00 | 1.37479 | 1.37429 | 1.37829 | ||
| 115 | 2010.03.15 08:50 | s/l | 45 | 1.00 | 1.37429 | 1.37429 | 1.37829 | -50.00 | 10672.00 |
| 116 | 2010.03.15 09:30 | sell | 46 | 1.00 | 1.37371 | 1.37421 | 1.37021 | ||
| 117 | 2010.03.15 09:32 | s/l | 46 | 1.00 | 1.37421 | 1.37421 | 1.37021 | -50.00 | 10622.00 |
| 118 | 2010.03.15 09:45 | sell | 47 | 1.00 | 1.37353 | 1.37403 | 1.37003 | ||
| 119 | 2010.03.15 09:50 | modify | 47 | 1.00 | 1.37353 | 1.37341 | 1.37003 | ||
| 120 | 2010.03.15 09:57 | s/l | 47 | 1.00 | 1.37341 | 1.37341 | 1.37003 | 12.00 | 10634.00 |
| 121 | 2010.03.15 09:57 | sell | 48 | 1.00 | 1.37353 | 1.37403 | 1.37003 | ||
| 122 | 2010.03.15 10:03 | modify | 48 | 1.00 | 1.37353 | 1.37326 | 1.37003 | ||
| 123 | 2010.03.15 10:10 | modify | 48 | 1.00 | 1.37353 | 1.37268 | 1.37003 | ||
| 124 | 2010.03.15 10:16 | modify | 48 | 1.00 | 1.37353 | 1.37191 | 1.37003 | ||
| 125 | 2010.03.15 10:26 | s/l | 48 | 1.00 | 1.37191 | 1.37191 | 1.37003 | 162.00 | 10796.00 |
| 126 | 2010.03.16 13:20 | buy | 49 | 1.00 | 1.37121 | 1.37071 | 1.37471 | ||
| 127 | 2010.03.16 13:40 | modify | 49 | 1.00 | 1.37121 | 1.37130 | 1.37471 | ||
| 128 | 2010.03.16 13:45 | modify | 49 | 1.00 | 1.37121 | 1.37167 | 1.37471 | ||
| 129 | 2010.03.16 13:50 | modify | 49 | 1.00 | 1.37121 | 1.37203 | 1.37471 | ||
| 130 | 2010.03.16 13:59 | s/l | 49 | 1.00 | 1.37203 | 1.37203 | 1.37471 | 82.00 | 10878.00 |
| 131 | 2010.03.16 13:59 | buy | 50 | 1.00 | 1.37202 | 1.37152 | 1.37552 | ||
| 132 | 2010.03.16 14:15 | modify | 50 | 1.00 | 1.37202 | 1.37240 | 1.37552 | ||
| 133 | 2010.03.16 14:20 | modify | 50 | 1.00 | 1.37202 | 1.37286 | 1.37552 | ||
| 134 | 2010.03.16 14:27 | s/l | 50 | 1.00 | 1.37286 | 1.37286 | 1.37552 | 84.00 | 10962.00 |
| 135 | 2010.03.23 09:10 | sell | 51 | 1.00 | 1.35129 | 1.35179 | 1.34779 | ||
| 136 | 2010.03.23 09:15 | s/l | 51 | 1.00 | 1.35179 | 1.35179 | 1.34779 | -50.00 | 10912.00 |
| 137 | 2010.03.23 09:15 | sell | 52 | 1.00 | 1.35172 | 1.35222 | 1.34822 | ||
| 138 | 2010.03.23 09:20 | s/l | 52 | 1.00 | 1.35222 | 1.35222 | 1.34822 | -50.00 | 10862.00 |
| 139 | 2010.03.23 09:22 | sell | 53 | 1.00 | 1.35186 | 1.35236 | 1.34836 | ||
| 140 | 2010.03.23 09:45 | s/l | 53 | 1.00 | 1.35236 | 1.35236 | 1.34836 | -50.00 | 10812.00 |
| 141 | 2010.03.26 04:50 | buy | 54 | 1.00 | 1.33373 | 1.33323 | 1.33723 | ||
| 142 | 2010.03.26 04:57 | s/l | 54 | 1.00 | 1.33323 | 1.33323 | 1.33723 | -50.00 | 10762.00 |
| 143 | 2010.03.26 04:57 | buy | 55 | 1.00 | 1.33330 | 1.33280 | 1.33680 | ||
| 144 | 2010.03.26 05:15 | modify | 55 | 1.00 | 1.33330 | 1.33350 | 1.33680 | ||
| 145 | 2010.03.26 05:20 | modify | 55 | 1.00 | 1.33330 | 1.33375 | 1.33680 | ||
| 146 | 2010.03.26 05:33 | s/l | 55 | 1.00 | 1.33375 | 1.33375 | 1.33680 | 45.00 | 10807.00 |