Strategy Tester Report
Simple_ema_cross_Grail
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; ShortEma=10; LongEma=80; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6812.82 | Gross profit | 624.18 | Gross loss | -7437.00 |
Profit factor | 0.08 | Expected payoff | -340.64 | ||
Absolute drawdown | 7186.82 | Maximal drawdown | 7186.82 (71.87%) | Relative drawdown | 71.87% (7186.82) |
Total trades | 20 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 11 (18.18%) |
Profit trades (% of total) | 6 (30.00%) | Loss trades (% of total) | 14 (70.00%) | ||
Largest | profit trade | 195.60 | loss trade | -871.50 | |
Average | profit trade | 104.03 | loss trade | -531.21 | |
Maximum | consecutive wins (profit in money) | 2 (211.98) | consecutive losses (loss in money) | 8 (-4473.90) | |
Maximal | consecutive profit (count of wins) | 211.98 (2) | consecutive loss (count of losses) | -4473.90 (8) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 13:00 | buy | 1 | 1.50 | 1.60356 | 1.59775 | 0.00000 | ||
2 | 2010.01.08 14:02 | s/l | 1 | 1.50 | 1.59775 | 1.59775 | 0.00000 | -871.50 | 9128.50 |
3 | 2010.01.20 07:00 | sell | 2 | 1.40 | 1.62904 | 1.63485 | 0.00000 | ||
4 | 2010.01.20 07:50 | s/l | 2 | 1.40 | 1.63485 | 1.63485 | 0.00000 | -813.40 | 8315.10 |
5 | 2010.01.20 08:00 | sell | 3 | 1.20 | 1.63163 | 1.63744 | 0.00000 | ||
6 | 2010.01.20 08:46 | modify | 3 | 1.20 | 1.63163 | 1.63131 | 0.00000 | ||
7 | 2010.01.20 09:10 | modify | 3 | 1.20 | 1.63163 | 1.63115 | 0.00000 | ||
8 | 2010.01.20 09:15 | modify | 3 | 1.20 | 1.63163 | 1.63066 | 0.00000 | ||
9 | 2010.01.20 09:20 | modify | 3 | 1.20 | 1.63163 | 1.63000 | 0.00000 | ||
10 | 2010.01.20 09:40 | s/l | 3 | 1.20 | 1.63000 | 1.63000 | 0.00000 | 195.60 | 8510.70 |
11 | 2010.01.25 20:00 | buy | 4 | 1.30 | 1.62714 | 1.62133 | 0.00000 | ||
12 | 2010.01.26 04:50 | s/l | 4 | 1.30 | 1.62133 | 1.62133 | 0.00000 | -755.43 | 7755.27 |
13 | 2010.01.26 11:00 | sell | 5 | 1.20 | 1.61371 | 1.61952 | 0.00000 | ||
14 | 2010.01.26 17:15 | s/l | 5 | 1.20 | 1.61952 | 1.61952 | 0.00000 | -697.20 | 7058.07 |
15 | 2010.01.27 14:00 | buy | 6 | 1.10 | 1.62542 | 1.61961 | 0.00000 | ||
16 | 2010.01.27 15:20 | s/l | 6 | 1.10 | 1.61961 | 1.61961 | 0.00000 | -639.10 | 6418.97 |
17 | 2010.02.03 09:00 | buy | 7 | 1.00 | 1.60613 | 1.60032 | 0.00000 | ||
18 | 2010.02.03 11:45 | s/l | 7 | 1.00 | 1.60032 | 1.60032 | 0.00000 | -581.00 | 5837.97 |
19 | 2010.02.10 00:00 | buy | 8 | 0.90 | 1.57361 | 1.56780 | 0.00000 | ||
20 | 2010.02.10 03:20 | s/l | 8 | 0.90 | 1.56780 | 1.56780 | 0.00000 | -522.90 | 5315.07 |
21 | 2010.02.10 06:00 | sell | 9 | 0.80 | 1.56744 | 1.57325 | 0.00000 | ||
22 | 2010.02.10 10:16 | s/l | 9 | 0.80 | 1.57325 | 1.57325 | 0.00000 | -464.80 | 4850.27 |
23 | 2010.02.12 13:00 | sell | 10 | 0.70 | 1.56141 | 1.56722 | 0.00000 | ||
24 | 2010.02.12 15:50 | s/l | 10 | 0.70 | 1.56722 | 1.56722 | 0.00000 | -406.70 | 4443.57 |
25 | 2010.02.12 20:00 | buy | 11 | 0.70 | 1.57004 | 1.56423 | 0.00000 | ||
26 | 2010.02.15 06:02 | s/l | 11 | 0.70 | 1.56423 | 1.56423 | 0.00000 | -406.77 | 4036.80 |
27 | 2010.02.15 10:00 | buy | 12 | 0.60 | 1.57019 | 1.56438 | 0.00000 | ||
28 | 2010.02.16 08:20 | modify | 12 | 0.60 | 1.57019 | 1.57035 | 0.00000 | ||
29 | 2010.02.16 08:32 | modify | 12 | 0.60 | 1.57019 | 1.57040 | 0.00000 | ||
30 | 2010.02.16 08:37 | modify | 12 | 0.60 | 1.57019 | 1.57056 | 0.00000 | ||
31 | 2010.02.16 09:20 | modify | 12 | 0.60 | 1.57019 | 1.57093 | 0.00000 | ||
32 | 2010.02.16 09:50 | s/l | 12 | 0.60 | 1.57093 | 1.57093 | 0.00000 | 44.34 | 4081.14 |
33 | 2010.02.17 22:00 | sell | 13 | 0.60 | 1.56795 | 1.57376 | 0.00000 | ||
34 | 2010.02.18 08:16 | modify | 13 | 0.60 | 1.56795 | 1.56733 | 0.00000 | ||
35 | 2010.02.18 08:50 | modify | 13 | 0.60 | 1.56795 | 1.56657 | 0.00000 | ||
36 | 2010.02.18 09:15 | modify | 13 | 0.60 | 1.56795 | 1.56622 | 0.00000 | ||
37 | 2010.02.18 09:20 | modify | 13 | 0.60 | 1.56795 | 1.56509 | 0.00000 | ||
38 | 2010.02.18 09:45 | s/l | 13 | 0.60 | 1.56509 | 1.56509 | 0.00000 | 167.64 | 4248.78 |
39 | 2010.02.23 09:00 | buy | 14 | 0.60 | 1.55918 | 1.55337 | 0.00000 | ||
40 | 2010.02.23 09:50 | s/l | 14 | 0.60 | 1.55337 | 1.55337 | 0.00000 | -348.60 | 3900.18 |
41 | 2010.03.03 19:00 | buy | 15 | 0.60 | 1.51489 | 1.50908 | 0.00000 | ||
42 | 2010.03.03 20:50 | s/l | 15 | 0.60 | 1.50908 | 1.50908 | 0.00000 | -348.60 | 3551.58 |
43 | 2010.03.04 08:00 | sell | 16 | 0.50 | 1.50448 | 1.51029 | 0.00000 | ||
44 | 2010.03.04 11:10 | s/l | 16 | 0.50 | 1.51029 | 1.51029 | 0.00000 | -290.50 | 3261.08 |
45 | 2010.03.08 21:00 | sell | 17 | 0.50 | 1.50700 | 1.51281 | 0.00000 | ||
46 | 2010.03.09 01:20 | modify | 17 | 0.50 | 1.50700 | 1.50660 | 0.00000 | ||
47 | 2010.03.09 01:32 | s/l | 17 | 0.50 | 1.50660 | 1.50660 | 0.00000 | 18.90 | 3279.98 |
48 | 2010.03.11 12:00 | buy | 18 | 0.50 | 1.50791 | 1.50210 | 0.00000 | ||
49 | 2010.03.11 14:50 | s/l | 18 | 0.50 | 1.50210 | 1.50210 | 0.00000 | -290.50 | 2989.48 |
50 | 2010.03.29 09:00 | buy | 19 | 0.40 | 1.49842 | 1.49261 | 0.00000 | ||
51 | 2010.03.29 09:50 | modify | 19 | 0.40 | 1.49842 | 1.49935 | 0.00000 | ||
52 | 2010.03.29 10:15 | s/l | 19 | 0.40 | 1.49935 | 1.49935 | 0.00000 | 37.20 | 3026.68 |
53 | 2010.04.08 07:00 | sell | 20 | 0.50 | 1.52216 | 1.52797 | 0.00000 | ||
54 | 2010.04.08 09:15 | modify | 20 | 0.50 | 1.52216 | 1.52171 | 0.00000 | ||
55 | 2010.04.08 09:20 | modify | 20 | 0.50 | 1.52216 | 1.51979 | 0.00000 | ||
56 | 2010.04.08 09:50 | modify | 20 | 0.50 | 1.52216 | 1.51957 | 0.00000 | ||
57 | 2010.04.08 10:02 | modify | 20 | 0.50 | 1.52216 | 1.51932 | 0.00000 | ||
58 | 2010.04.08 10:07 | modify | 20 | 0.50 | 1.52216 | 1.51895 | 0.00000 | ||
59 | 2010.04.08 10:15 | s/l | 20 | 0.50 | 1.51895 | 1.51895 | 0.00000 | 160.50 | 3187.18 |