Strategy Tester Report
Ema_6_12_v2
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 | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=true; MaMode=1; ShortEma=6; LongEma=12; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9957.90 | Gross profit | 1433.30 | Gross loss | -11391.20 |
Profit factor | 0.13 | Expected payoff | -311.18 | ||
Absolute drawdown | 9957.90 | Maximal drawdown | 9990.90 (99.58%) | Relative drawdown | 99.58% (9990.90) |
Total trades | 32 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
Largest | profit trade | 218.00 | loss trade | -1544.00 | |
Average | profit trade | 71.66 | loss trade | -949.27 | |
Maximum | consecutive wins (profit in money) | 7 (519.00) | consecutive losses (loss in money) | 2 (-1920.00) | |
Maximal | consecutive profit (count of wins) | 519.00 (7) | consecutive loss (count of losses) | -1920.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 1.00 | 1.60881 | 0.00000 | 1.59881 | ||
2 | 2010.01.04 11:00 | close | 1 | 1.00 | 1.62316 | 0.00000 | 1.59881 | -1435.00 | 8565.00 |
3 | 2010.01.04 11:02 | buy | 2 | 1.00 | 1.62264 | 0.00000 | 1.63264 | ||
4 | 2010.01.04 11:20 | modify | 2 | 1.00 | 1.62264 | 1.62367 | 1.63264 | ||
5 | 2010.01.04 11:22 | s/l | 2 | 1.00 | 1.62367 | 1.62367 | 1.63264 | 103.00 | 8668.00 |
6 | 2010.01.04 11:22 | buy | 3 | 1.00 | 1.62603 | 0.00000 | 1.63603 | ||
7 | 2010.01.04 18:00 | close | 3 | 1.00 | 1.61059 | 0.00000 | 1.63603 | -1544.00 | 7124.00 |
8 | 2010.01.04 18:02 | sell | 4 | 1.00 | 1.61062 | 0.00000 | 1.60062 | ||
9 | 2010.01.05 02:20 | modify | 4 | 1.00 | 1.61062 | 1.60973 | 1.60062 | ||
10 | 2010.01.05 02:22 | s/l | 4 | 1.00 | 1.60973 | 1.60973 | 1.60062 | 86.80 | 7210.80 |
11 | 2010.01.05 08:00 | buy | 5 | 1.00 | 1.61777 | 0.00000 | 1.62777 | ||
12 | 2010.01.05 10:00 | close | 5 | 1.00 | 1.60436 | 0.00000 | 1.62777 | -1341.00 | 5869.80 |
13 | 2010.01.05 10:02 | sell | 6 | 1.00 | 1.60430 | 0.00000 | 1.59430 | ||
14 | 2010.01.05 11:45 | modify | 6 | 1.00 | 1.60430 | 1.60411 | 1.59430 | ||
15 | 2010.01.05 11:47 | s/l | 6 | 1.00 | 1.60411 | 1.60411 | 1.59430 | 19.00 | 5888.80 |
16 | 2010.01.06 10:00 | buy | 7 | 1.00 | 1.60686 | 0.00000 | 1.61686 | ||
17 | 2010.01.06 14:00 | close | 7 | 1.00 | 1.59651 | 0.00000 | 1.61686 | -1035.00 | 4853.80 |
18 | 2010.01.06 14:02 | sell | 8 | 1.00 | 1.59609 | 0.00000 | 1.58609 | ||
19 | 2010.01.06 19:00 | close | 8 | 1.00 | 1.60227 | 0.00000 | 1.58609 | -618.00 | 4235.80 |
20 | 2010.01.06 19:02 | buy | 9 | 1.00 | 1.60216 | 0.00000 | 1.61216 | ||
21 | 2010.01.06 22:15 | modify | 9 | 1.00 | 1.60216 | 1.60239 | 1.61216 | ||
22 | 2010.01.06 22:20 | modify | 9 | 1.00 | 1.60216 | 1.60279 | 1.61216 | ||
23 | 2010.01.06 22:27 | s/l | 9 | 1.00 | 1.60279 | 1.60279 | 1.61216 | 63.00 | 4298.80 |
24 | 2010.01.07 07:00 | sell | 10 | 1.00 | 1.59735 | 0.00000 | 1.58735 | ||
25 | 2010.01.07 08:50 | modify | 10 | 1.00 | 1.59735 | 1.59624 | 1.58735 | ||
26 | 2010.01.07 08:52 | s/l | 10 | 1.00 | 1.59624 | 1.59624 | 1.58735 | 111.00 | 4409.80 |
27 | 2010.01.08 06:00 | buy | 11 | 1.00 | 1.59690 | 0.00000 | 1.60690 | ||
28 | 2010.01.08 08:50 | modify | 11 | 1.00 | 1.59690 | 1.59730 | 1.60690 | ||
29 | 2010.01.08 08:52 | s/l | 11 | 1.00 | 1.59730 | 1.59730 | 1.60690 | 40.00 | 4449.80 |
30 | 2010.01.11 21:00 | sell | 12 | 1.00 | 1.60983 | 0.00000 | 1.59983 | ||
31 | 2010.01.12 03:20 | modify | 12 | 1.00 | 1.60983 | 1.60934 | 1.59983 | ||
32 | 2010.01.12 03:22 | s/l | 12 | 1.00 | 1.60934 | 1.60934 | 1.59983 | 46.80 | 4496.60 |
33 | 2010.01.12 11:00 | buy | 13 | 1.00 | 1.61631 | 0.00000 | 1.62631 | ||
34 | 2010.01.12 13:32 | modify | 13 | 1.00 | 1.61631 | 1.61653 | 1.62631 | ||
35 | 2010.01.12 13:37 | modify | 13 | 1.00 | 1.61631 | 1.61673 | 1.62631 | ||
36 | 2010.01.12 13:40 | s/l | 13 | 1.00 | 1.61673 | 1.61673 | 1.62631 | 42.00 | 4538.60 |
37 | 2010.01.14 13:00 | sell | 14 | 1.00 | 1.62695 | 0.00000 | 1.61695 | ||
38 | 2010.01.14 15:00 | close | 14 | 1.00 | 1.63390 | 0.00000 | 1.61695 | -695.00 | 3843.60 |
39 | 2010.01.14 15:02 | buy | 15 | 1.00 | 1.63481 | 0.00000 | 1.64481 | ||
40 | 2010.01.15 05:50 | modify | 15 | 1.00 | 1.63481 | 1.63513 | 1.64481 | ||
41 | 2010.01.15 05:52 | s/l | 15 | 1.00 | 1.63513 | 1.63513 | 1.64481 | 31.90 | 3875.50 |
42 | 2010.01.15 12:00 | sell | 16 | 1.00 | 1.62857 | 0.00000 | 1.61857 | ||
43 | 2010.01.15 16:50 | modify | 16 | 1.00 | 1.62857 | 1.62812 | 1.61857 | ||
44 | 2010.01.15 16:52 | s/l | 16 | 1.00 | 1.62812 | 1.62812 | 1.61857 | 45.00 | 3920.50 |
45 | 2010.01.18 05:00 | buy | 17 | 1.00 | 1.63357 | 0.00000 | 1.64357 | ||
46 | 2010.01.18 09:45 | modify | 17 | 1.00 | 1.63357 | 1.63423 | 1.64357 | ||
47 | 2010.01.18 09:50 | modify | 17 | 1.00 | 1.63357 | 1.63495 | 1.64357 | ||
48 | 2010.01.18 09:52 | s/l | 17 | 1.00 | 1.63495 | 1.63495 | 1.64357 | 138.00 | 4058.50 |
49 | 2010.01.19 13:00 | sell | 18 | 1.00 | 1.63380 | 0.00000 | 1.62380 | ||
50 | 2010.01.19 22:00 | close | 18 | 1.00 | 1.64091 | 0.00000 | 1.62380 | -711.00 | 3347.50 |
51 | 2010.01.19 22:03 | buy | 19 | 1.00 | 1.64044 | 0.00000 | 1.65044 | ||
52 | 2010.01.19 23:00 | close | 19 | 1.00 | 1.63587 | 0.00000 | 1.65044 | -457.00 | 2890.50 |
53 | 2010.01.19 23:03 | sell | 20 | 1.00 | 1.63623 | 0.00000 | 1.62623 | ||
54 | 2010.01.20 02:20 | modify | 20 | 1.00 | 1.63623 | 1.63467 | 1.62623 | ||
55 | 2010.01.20 02:22 | s/l | 20 | 1.00 | 1.63467 | 1.63467 | 1.62623 | 153.80 | 3044.30 |
56 | 2010.01.21 01:00 | buy | 21 | 1.00 | 1.63290 | 0.00000 | 1.64290 | ||
57 | 2010.01.21 03:00 | close | 21 | 1.00 | 1.62725 | 0.00000 | 1.64290 | -565.00 | 2479.30 |
58 | 2010.01.21 03:02 | sell | 22 | 1.00 | 1.62810 | 0.00000 | 1.61810 | ||
59 | 2010.01.21 03:50 | modify | 22 | 1.00 | 1.62810 | 1.62792 | 1.61810 | ||
60 | 2010.01.21 03:57 | s/l | 22 | 1.00 | 1.62792 | 1.62792 | 1.61810 | 18.00 | 2497.30 |
61 | 2010.01.21 03:57 | sell | 23 | 1.00 | 1.62541 | 0.00000 | 1.61541 | ||
62 | 2010.01.21 09:20 | modify | 23 | 1.00 | 1.62541 | 1.62490 | 1.61541 | ||
63 | 2010.01.21 09:22 | s/l | 23 | 1.00 | 1.62490 | 1.62490 | 1.61541 | 51.00 | 2548.30 |
64 | 2010.01.22 03:00 | buy | 24 | 1.00 | 1.62429 | 0.00000 | 1.63429 | ||
65 | 2010.01.22 08:26 | modify | 24 | 1.00 | 1.62429 | 1.62469 | 1.63429 | ||
66 | 2010.01.22 08:30 | modify | 24 | 1.00 | 1.62429 | 1.62474 | 1.63429 | ||
67 | 2010.01.22 08:32 | modify | 24 | 1.00 | 1.62429 | 1.62628 | 1.63429 | ||
68 | 2010.01.22 08:37 | modify | 24 | 1.00 | 1.62429 | 1.62647 | 1.63429 | ||
69 | 2010.01.22 08:40 | s/l | 24 | 1.00 | 1.62647 | 1.62647 | 1.63429 | 218.00 | 2766.30 |
70 | 2010.01.22 13:00 | sell | 25 | 1.00 | 1.61762 | 0.00000 | 1.60762 | ||
71 | 2010.01.22 13:20 | modify | 25 | 1.00 | 1.61762 | 1.61648 | 1.60762 | ||
72 | 2010.01.22 13:22 | s/l | 25 | 1.00 | 1.61648 | 1.61648 | 1.60762 | 114.00 | 2880.30 |
73 | 2010.01.22 13:22 | sell | 26 | 1.00 | 1.61425 | 0.00000 | 1.60425 | ||
74 | 2010.01.22 13:50 | modify | 26 | 1.00 | 1.61425 | 1.61349 | 1.60425 | ||
75 | 2010.01.22 13:52 | s/l | 26 | 1.00 | 1.61349 | 1.61349 | 1.60425 | 76.00 | 2956.30 |
76 | 2010.01.22 13:52 | sell | 27 | 1.00 | 1.61107 | 0.00000 | 1.60107 | ||
77 | 2010.01.22 16:07 | modify | 27 | 1.00 | 1.61107 | 1.61091 | 1.60107 | ||
78 | 2010.01.22 16:10 | s/l | 27 | 1.00 | 1.61091 | 1.61091 | 1.60107 | 16.00 | 2972.30 |
79 | 2010.01.25 09:00 | buy | 28 | 1.00 | 1.61671 | 0.00000 | 1.62671 | ||
80 | 2010.01.25 11:50 | modify | 28 | 1.00 | 1.61671 | 1.61697 | 1.62671 | ||
81 | 2010.01.25 11:57 | s/l | 28 | 1.00 | 1.61697 | 1.61697 | 1.62671 | 26.00 | 2998.30 |
82 | 2010.01.26 07:00 | sell | 29 | 1.00 | 1.62055 | 0.00000 | 1.61055 | ||
83 | 2010.01.26 08:00 | close | 29 | 1.00 | 1.62608 | 0.00000 | 1.61055 | -553.00 | 2445.30 |
84 | 2010.01.26 08:02 | buy | 30 | 1.00 | 1.62738 | 0.00000 | 1.63738 | ||
85 | 2010.01.26 11:00 | close | 30 | 1.00 | 1.61371 | 0.00000 | 1.63738 | -1367.00 | 1078.30 |
86 | 2010.01.26 11:02 | sell | 31 | 1.00 | 1.61420 | 0.00000 | 1.60420 | ||
87 | 2010.01.26 11:32 | modify | 31 | 1.00 | 1.61420 | 1.61405 | 1.60420 | ||
88 | 2010.01.26 11:37 | modify | 31 | 1.00 | 1.61420 | 1.61386 | 1.60420 | ||
89 | 2010.01.26 11:40 | s/l | 31 | 1.00 | 1.61386 | 1.61386 | 1.60420 | 34.00 | 1112.30 |
90 | 2010.01.26 11:40 | sell | 32 | 1.00 | 1.61160 | 0.00000 | 1.60160 | ||
91 | 2010.01.27 10:50 | close at stop | 32 | 1.00 | 1.62228 | 0.00000 | 1.60160 | -1070.20 | 42.10 |