Strategy Tester Report
EMA_CROSS_2FreshPS
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=1; MagicNumber=12543; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -93.00 | Gross profit | 1887.00 | Gross loss | -1980.00 |
Profit factor | 0.95 | Expected payoff | -1.58 | ||
Absolute drawdown | 423.00 | Maximal drawdown | 806.00 (7.76%) | Relative drawdown | 7.76% (806.00) |
Total trades | 59 | Short positions (won %) | 36 (47.22%) | Long positions (won %) | 23 (39.13%) |
Profit trades (% of total) | 26 (44.07%) | Loss trades (% of total) | 33 (55.93%) | ||
Largest | profit trade | 130.00 | loss trade | -60.00 | |
Average | profit trade | 72.58 | loss trade | -60.00 | |
Maximum | consecutive wins (profit in money) | 3 (269.00) | consecutive losses (loss in money) | 5 (-300.00) | |
Maximal | consecutive profit (count of wins) | 269.00 (3) | consecutive loss (count of losses) | -300.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 16:00 | sell | 1 | 1.00 | 1.35058 | 1.35118 | 1.34928 | ||
2 | 2010.03.01 16:02 | s/l | 1 | 1.00 | 1.35118 | 1.35118 | 1.34928 | -60.00 | 9940.00 |
3 | 2010.03.01 16:02 | sell | 2 | 1.00 | 1.35289 | 1.35349 | 1.35159 | ||
4 | 2010.03.01 16:05 | modify | 2 | 1.00 | 1.35289 | 1.35278 | 1.35159 | ||
5 | 2010.03.01 16:07 | s/l | 2 | 1.00 | 1.35278 | 1.35278 | 1.35159 | 11.00 | 9951.00 |
6 | 2010.03.01 16:07 | sell | 3 | 1.00 | 1.35352 | 1.35412 | 1.35222 | ||
7 | 2010.03.01 16:10 | t/p | 3 | 1.00 | 1.35222 | 1.35412 | 1.35222 | 130.00 | 10081.00 |
8 | 2010.03.01 16:10 | sell | 4 | 1.00 | 1.35101 | 1.35161 | 1.34971 | ||
9 | 2010.03.01 16:12 | s/l | 4 | 1.00 | 1.35161 | 1.35161 | 1.34971 | -60.00 | 10021.00 |
10 | 2010.03.01 16:12 | sell | 5 | 1.00 | 1.35164 | 1.35224 | 1.35034 | ||
11 | 2010.03.01 16:15 | t/p | 5 | 1.00 | 1.35034 | 1.35224 | 1.35034 | 130.00 | 10151.00 |
12 | 2010.03.01 16:15 | sell | 6 | 1.00 | 1.34913 | 1.34973 | 1.34783 | ||
13 | 2010.03.01 16:17 | s/l | 6 | 1.00 | 1.34973 | 1.34973 | 1.34783 | -60.00 | 10091.00 |
14 | 2010.03.01 16:17 | sell | 7 | 1.00 | 1.34976 | 1.35036 | 1.34846 | ||
15 | 2010.03.01 16:20 | t/p | 7 | 1.00 | 1.34846 | 1.35036 | 1.34846 | 130.00 | 10221.00 |
16 | 2010.03.01 16:20 | sell | 8 | 1.00 | 1.34662 | 1.34722 | 1.34532 | ||
17 | 2010.03.01 16:22 | s/l | 8 | 1.00 | 1.34722 | 1.34722 | 1.34532 | -60.00 | 10161.00 |
18 | 2010.03.01 16:22 | sell | 9 | 1.00 | 1.34787 | 1.34847 | 1.34657 | ||
19 | 2010.03.01 16:25 | modify | 9 | 1.00 | 1.34787 | 1.34776 | 1.34657 | ||
20 | 2010.03.01 16:27 | s/l | 9 | 1.00 | 1.34776 | 1.34776 | 1.34657 | 11.00 | 10172.00 |
21 | 2010.03.01 16:27 | sell | 10 | 1.00 | 1.34913 | 1.34973 | 1.34783 | ||
22 | 2010.03.01 16:27 | t/p | 10 | 1.00 | 1.34783 | 1.34973 | 1.34783 | 130.00 | 10302.00 |
23 | 2010.03.01 16:27 | sell | 11 | 1.00 | 1.34703 | 1.34763 | 1.34573 | ||
24 | 2010.03.01 16:32 | modify | 11 | 1.00 | 1.34703 | 1.34676 | 1.34573 | ||
25 | 2010.03.01 16:37 | modify | 11 | 1.00 | 1.34703 | 1.34652 | 1.34573 | ||
26 | 2010.03.01 16:40 | s/l | 11 | 1.00 | 1.34652 | 1.34652 | 1.34573 | 51.00 | 10353.00 |
27 | 2010.03.01 16:40 | sell | 12 | 1.00 | 1.34720 | 1.34780 | 1.34590 | ||
28 | 2010.03.01 16:45 | s/l | 12 | 1.00 | 1.34780 | 1.34780 | 1.34590 | -60.00 | 10293.00 |
29 | 2010.03.01 16:45 | sell | 13 | 1.00 | 1.34792 | 1.34852 | 1.34662 | ||
30 | 2010.03.01 16:50 | s/l | 13 | 1.00 | 1.34852 | 1.34852 | 1.34662 | -60.00 | 10233.00 |
31 | 2010.03.01 16:50 | sell | 14 | 1.00 | 1.34863 | 1.34923 | 1.34733 | ||
32 | 2010.03.01 16:57 | modify | 14 | 1.00 | 1.34863 | 1.34819 | 1.34733 | ||
33 | 2010.03.01 17:05 | s/l | 14 | 1.00 | 1.34819 | 1.34819 | 1.34733 | 44.00 | 10277.00 |
34 | 2010.03.02 20:00 | buy | 15 | 1.00 | 1.36163 | 1.36103 | 1.36293 | ||
35 | 2010.03.02 20:13 | s/l | 15 | 1.00 | 1.36103 | 1.36103 | 1.36293 | -60.00 | 10217.00 |
36 | 2010.03.02 20:13 | buy | 16 | 1.00 | 1.36103 | 1.36043 | 1.36233 | ||
37 | 2010.03.02 20:20 | s/l | 16 | 1.00 | 1.36043 | 1.36043 | 1.36233 | -60.00 | 10157.00 |
38 | 2010.03.02 20:20 | buy | 17 | 1.00 | 1.36038 | 1.35978 | 1.36168 | ||
39 | 2010.03.02 20:30 | s/l | 17 | 1.00 | 1.35978 | 1.35978 | 1.36168 | -60.00 | 10097.00 |
40 | 2010.03.02 20:30 | buy | 18 | 1.00 | 1.35950 | 1.35890 | 1.36080 | ||
41 | 2010.03.02 20:40 | modify | 18 | 1.00 | 1.35950 | 1.35957 | 1.36080 | ||
42 | 2010.03.02 20:45 | modify | 18 | 1.00 | 1.35950 | 1.35998 | 1.36080 | ||
43 | 2010.03.02 20:50 | modify | 18 | 1.00 | 1.35950 | 1.36039 | 1.36080 | ||
44 | 2010.03.02 20:57 | s/l | 18 | 1.00 | 1.36039 | 1.36039 | 1.36080 | 89.00 | 10186.00 |
45 | 2010.03.02 20:57 | buy | 19 | 1.00 | 1.36035 | 1.35975 | 1.36165 | ||
46 | 2010.03.02 21:07 | s/l | 19 | 1.00 | 1.35975 | 1.35975 | 1.36165 | -60.00 | 10126.00 |
47 | 2010.03.04 20:00 | sell | 20 | 1.00 | 1.35617 | 1.35677 | 1.35487 | ||
48 | 2010.03.04 20:07 | modify | 20 | 1.00 | 1.35617 | 1.35612 | 1.35487 | ||
49 | 2010.03.04 20:10 | s/l | 20 | 1.00 | 1.35612 | 1.35612 | 1.35487 | 5.00 | 10131.00 |
50 | 2010.03.04 20:10 | sell | 21 | 1.00 | 1.35620 | 1.35680 | 1.35490 | ||
51 | 2010.03.04 20:20 | s/l | 21 | 1.00 | 1.35680 | 1.35680 | 1.35490 | -60.00 | 10071.00 |
52 | 2010.03.04 20:20 | sell | 22 | 1.00 | 1.35691 | 1.35751 | 1.35561 | ||
53 | 2010.03.04 20:45 | s/l | 22 | 1.00 | 1.35751 | 1.35751 | 1.35561 | -60.00 | 10011.00 |
54 | 2010.03.04 20:45 | sell | 23 | 1.00 | 1.35768 | 1.35828 | 1.35638 | ||
55 | 2010.03.04 20:50 | s/l | 23 | 1.00 | 1.35828 | 1.35828 | 1.35638 | -60.00 | 9951.00 |
56 | 2010.03.04 20:50 | sell | 24 | 1.00 | 1.35810 | 1.35870 | 1.35680 | ||
57 | 2010.03.04 20:57 | modify | 24 | 1.00 | 1.35810 | 1.35805 | 1.35680 | ||
58 | 2010.03.04 21:07 | modify | 24 | 1.00 | 1.35810 | 1.35791 | 1.35680 | ||
59 | 2010.03.04 21:10 | s/l | 24 | 1.00 | 1.35791 | 1.35791 | 1.35680 | 19.00 | 9970.00 |
60 | 2010.03.08 01:00 | buy | 25 | 1.00 | 1.36381 | 1.36321 | 1.36511 | ||
61 | 2010.03.08 01:03 | modify | 25 | 1.00 | 1.36381 | 1.36458 | 1.36511 | ||
62 | 2010.03.08 01:10 | t/p | 25 | 1.00 | 1.36511 | 1.36458 | 1.36511 | 130.00 | 10100.00 |
63 | 2010.03.08 01:10 | buy | 26 | 1.00 | 1.36585 | 1.36525 | 1.36715 | ||
64 | 2010.03.08 01:16 | modify | 26 | 1.00 | 1.36585 | 1.36611 | 1.36715 | ||
65 | 2010.03.08 01:20 | s/l | 26 | 1.00 | 1.36611 | 1.36611 | 1.36715 | 26.00 | 10126.00 |
66 | 2010.03.08 01:20 | buy | 27 | 1.00 | 1.36611 | 1.36551 | 1.36741 | ||
67 | 2010.03.08 01:26 | s/l | 27 | 1.00 | 1.36551 | 1.36551 | 1.36741 | -60.00 | 10066.00 |
68 | 2010.03.08 01:26 | buy | 28 | 1.00 | 1.36560 | 1.36500 | 1.36690 | ||
69 | 2010.03.08 01:30 | modify | 28 | 1.00 | 1.36560 | 1.36575 | 1.36690 | ||
70 | 2010.03.08 01:32 | modify | 28 | 1.00 | 1.36560 | 1.36616 | 1.36690 | ||
71 | 2010.03.08 01:37 | modify | 28 | 1.00 | 1.36560 | 1.36631 | 1.36690 | ||
72 | 2010.03.08 01:40 | s/l | 28 | 1.00 | 1.36631 | 1.36631 | 1.36690 | 71.00 | 10137.00 |
73 | 2010.03.08 01:40 | buy | 29 | 1.00 | 1.36622 | 1.36562 | 1.36752 | ||
74 | 2010.03.08 01:45 | s/l | 29 | 1.00 | 1.36562 | 1.36562 | 1.36752 | -60.00 | 10077.00 |
75 | 2010.03.08 01:45 | buy | 30 | 1.00 | 1.36576 | 1.36516 | 1.36706 | ||
76 | 2010.03.08 01:50 | s/l | 30 | 1.00 | 1.36516 | 1.36516 | 1.36706 | -60.00 | 10017.00 |
77 | 2010.03.08 01:50 | buy | 31 | 1.00 | 1.36516 | 1.36456 | 1.36646 | ||
78 | 2010.03.08 01:57 | modify | 31 | 1.00 | 1.36516 | 1.36525 | 1.36646 | ||
79 | 2010.03.08 01:59 | modify | 31 | 1.00 | 1.36516 | 1.36540 | 1.36646 | ||
80 | 2010.03.08 02:03 | s/l | 31 | 1.00 | 1.36540 | 1.36540 | 1.36646 | 24.00 | 10041.00 |
81 | 2010.03.09 04:00 | sell | 32 | 1.00 | 1.36128 | 1.36188 | 1.35998 | ||
82 | 2010.03.09 04:10 | s/l | 32 | 1.00 | 1.36188 | 1.36188 | 1.35998 | -60.00 | 9981.00 |
83 | 2010.03.09 04:10 | sell | 33 | 1.00 | 1.36182 | 1.36242 | 1.36052 | ||
84 | 2010.03.09 04:15 | s/l | 33 | 1.00 | 1.36242 | 1.36242 | 1.36052 | -60.00 | 9921.00 |
85 | 2010.03.09 04:15 | sell | 34 | 1.00 | 1.36226 | 1.36286 | 1.36096 | ||
86 | 2010.03.09 04:20 | s/l | 34 | 1.00 | 1.36286 | 1.36286 | 1.36096 | -60.00 | 9861.00 |
87 | 2010.03.09 04:20 | sell | 35 | 1.00 | 1.36270 | 1.36330 | 1.36140 | ||
88 | 2010.03.09 04:27 | modify | 35 | 1.00 | 1.36270 | 1.36262 | 1.36140 | ||
89 | 2010.03.09 04:27 | s/l | 35 | 1.00 | 1.36262 | 1.36262 | 1.36140 | 8.00 | 9869.00 |
90 | 2010.03.09 04:27 | sell | 36 | 1.00 | 1.36250 | 1.36310 | 1.36120 | ||
91 | 2010.03.09 04:40 | s/l | 36 | 1.00 | 1.36310 | 1.36310 | 1.36120 | -60.00 | 9809.00 |
92 | 2010.03.09 04:42 | sell | 37 | 1.00 | 1.36287 | 1.36347 | 1.36157 | ||
93 | 2010.03.09 04:50 | s/l | 37 | 1.00 | 1.36347 | 1.36347 | 1.36157 | -60.00 | 9749.00 |
94 | 2010.03.10 17:00 | buy | 38 | 1.00 | 1.36660 | 1.36600 | 1.36790 | ||
95 | 2010.03.10 17:10 | modify | 38 | 1.00 | 1.36660 | 1.36669 | 1.36790 | ||
96 | 2010.03.10 17:15 | modify | 38 | 1.00 | 1.36660 | 1.36716 | 1.36790 | ||
97 | 2010.03.10 17:20 | t/p | 38 | 1.00 | 1.36790 | 1.36716 | 1.36790 | 130.00 | 9879.00 |
98 | 2010.03.10 17:20 | buy | 39 | 1.00 | 1.36813 | 1.36753 | 1.36943 | ||
99 | 2010.03.10 17:27 | s/l | 39 | 1.00 | 1.36753 | 1.36753 | 1.36943 | -60.00 | 9819.00 |
100 | 2010.03.10 17:27 | buy | 40 | 1.00 | 1.36751 | 1.36691 | 1.36881 | ||
101 | 2010.03.10 17:27 | s/l | 40 | 1.00 | 1.36691 | 1.36691 | 1.36881 | -60.00 | 9759.00 |
102 | 2010.03.10 17:27 | buy | 41 | 1.00 | 1.36690 | 1.36630 | 1.36820 | ||
103 | 2010.03.10 17:33 | s/l | 41 | 1.00 | 1.36630 | 1.36630 | 1.36820 | -60.00 | 9699.00 |
104 | 2010.03.10 17:33 | buy | 42 | 1.00 | 1.36596 | 1.36536 | 1.36726 | ||
105 | 2010.03.10 17:40 | s/l | 42 | 1.00 | 1.36536 | 1.36536 | 1.36726 | -60.00 | 9639.00 |
106 | 2010.03.10 17:40 | buy | 43 | 1.00 | 1.36529 | 1.36469 | 1.36659 | ||
107 | 2010.03.10 17:46 | s/l | 43 | 1.00 | 1.36469 | 1.36469 | 1.36659 | -60.00 | 9579.00 |
108 | 2010.03.10 17:46 | buy | 44 | 1.00 | 1.36440 | 1.36380 | 1.36570 | ||
109 | 2010.03.10 17:56 | modify | 44 | 1.00 | 1.36440 | 1.36478 | 1.36570 | ||
110 | 2010.03.10 17:59 | modify | 44 | 1.00 | 1.36440 | 1.36535 | 1.36570 | ||
111 | 2010.03.10 18:00 | modify | 44 | 1.00 | 1.36440 | 1.36539 | 1.36570 | ||
112 | 2010.03.10 18:05 | s/l | 44 | 1.00 | 1.36539 | 1.36539 | 1.36570 | 99.00 | 9678.00 |
113 | 2010.03.15 19:00 | sell | 45 | 1.00 | 1.36706 | 1.36766 | 1.36576 | ||
114 | 2010.03.15 19:20 | modify | 45 | 1.00 | 1.36706 | 1.36678 | 1.36576 | ||
115 | 2010.03.15 19:27 | s/l | 45 | 1.00 | 1.36678 | 1.36678 | 1.36576 | 28.00 | 9706.00 |
116 | 2010.03.15 19:27 | sell | 46 | 1.00 | 1.36664 | 1.36724 | 1.36534 | ||
117 | 2010.03.15 19:45 | s/l | 46 | 1.00 | 1.36724 | 1.36724 | 1.36534 | -60.00 | 9646.00 |
118 | 2010.03.15 19:45 | sell | 47 | 1.00 | 1.36730 | 1.36790 | 1.36600 | ||
119 | 2010.03.15 19:50 | s/l | 47 | 1.00 | 1.36790 | 1.36790 | 1.36600 | -60.00 | 9586.00 |
120 | 2010.03.15 19:50 | sell | 48 | 1.00 | 1.36770 | 1.36830 | 1.36640 | ||
121 | 2010.03.15 19:57 | modify | 48 | 1.00 | 1.36770 | 1.36768 | 1.36640 | ||
122 | 2010.03.15 20:02 | modify | 48 | 1.00 | 1.36770 | 1.36715 | 1.36640 | ||
123 | 2010.03.15 20:07 | modify | 48 | 1.00 | 1.36770 | 1.36706 | 1.36640 | ||
124 | 2010.03.15 20:10 | s/l | 48 | 1.00 | 1.36706 | 1.36706 | 1.36640 | 64.00 | 9650.00 |
125 | 2010.03.16 13:00 | buy | 49 | 1.00 | 1.37160 | 1.37100 | 1.37290 | ||
126 | 2010.03.16 13:20 | s/l | 49 | 1.00 | 1.37100 | 1.37100 | 1.37290 | -60.00 | 9590.00 |
127 | 2010.03.16 13:20 | buy | 50 | 1.00 | 1.37121 | 1.37061 | 1.37251 | ||
128 | 2010.03.16 13:40 | modify | 50 | 1.00 | 1.37121 | 1.37150 | 1.37251 | ||
129 | 2010.03.16 13:45 | modify | 50 | 1.00 | 1.37121 | 1.37187 | 1.37251 | ||
130 | 2010.03.16 13:50 | t/p | 50 | 1.00 | 1.37251 | 1.37187 | 1.37251 | 130.00 | 9720.00 |
131 | 2010.03.16 13:50 | buy | 51 | 1.00 | 1.37274 | 1.37214 | 1.37404 | ||
132 | 2010.03.16 13:57 | s/l | 51 | 1.00 | 1.37214 | 1.37214 | 1.37404 | -60.00 | 9660.00 |
133 | 2010.03.16 13:57 | buy | 52 | 1.00 | 1.37226 | 1.37166 | 1.37356 | ||
134 | 2010.03.16 14:15 | modify | 52 | 1.00 | 1.37226 | 1.37260 | 1.37356 | ||
135 | 2010.03.16 14:20 | modify | 52 | 1.00 | 1.37226 | 1.37306 | 1.37356 | ||
136 | 2010.03.16 14:22 | s/l | 52 | 1.00 | 1.37306 | 1.37306 | 1.37356 | 80.00 | 9740.00 |
137 | 2010.03.18 06:00 | sell | 53 | 1.00 | 1.37037 | 1.37097 | 1.36907 | ||
138 | 2010.03.18 06:10 | modify | 53 | 1.00 | 1.37037 | 1.37014 | 1.36907 | ||
139 | 2010.03.18 06:15 | t/p | 53 | 1.00 | 1.36907 | 1.37014 | 1.36907 | 130.00 | 9870.00 |
140 | 2010.03.18 06:15 | sell | 54 | 1.00 | 1.36881 | 1.36941 | 1.36751 | ||
141 | 2010.03.18 06:20 | modify | 54 | 1.00 | 1.36881 | 1.36822 | 1.36751 | ||
142 | 2010.03.18 06:22 | s/l | 54 | 1.00 | 1.36822 | 1.36822 | 1.36751 | 59.00 | 9929.00 |
143 | 2010.03.18 06:22 | sell | 55 | 1.00 | 1.36826 | 1.36886 | 1.36696 | ||
144 | 2010.03.18 06:27 | s/l | 55 | 1.00 | 1.36886 | 1.36886 | 1.36696 | -60.00 | 9869.00 |
145 | 2010.03.18 06:27 | sell | 56 | 1.00 | 1.36881 | 1.36941 | 1.36751 | ||
146 | 2010.03.18 06:40 | modify | 56 | 1.00 | 1.36881 | 1.36874 | 1.36751 | ||
147 | 2010.03.18 06:45 | modify | 56 | 1.00 | 1.36881 | 1.36808 | 1.36751 | ||
148 | 2010.03.18 06:50 | t/p | 56 | 1.00 | 1.36751 | 1.36808 | 1.36751 | 130.00 | 9999.00 |
149 | 2010.03.18 06:50 | sell | 57 | 1.00 | 1.36669 | 1.36729 | 1.36539 | ||
150 | 2010.03.18 06:52 | s/l | 57 | 1.00 | 1.36729 | 1.36729 | 1.36539 | -60.00 | 9939.00 |
151 | 2010.03.18 06:52 | sell | 58 | 1.00 | 1.36713 | 1.36773 | 1.36583 | ||
152 | 2010.03.18 06:57 | s/l | 58 | 1.00 | 1.36773 | 1.36773 | 1.36583 | -60.00 | 9879.00 |
153 | 2010.03.18 06:57 | sell | 59 | 1.00 | 1.36757 | 1.36817 | 1.36627 | ||
154 | 2010.03.18 07:02 | modify | 59 | 1.00 | 1.36757 | 1.36743 | 1.36627 | ||
155 | 2010.03.18 07:07 | modify | 59 | 1.00 | 1.36757 | 1.36729 | 1.36627 | ||
156 | 2010.03.18 07:10 | s/l | 59 | 1.00 | 1.36729 | 1.36729 | 1.36627 | 28.00 | 9907.00 |