Strategy Tester Report
ema_crossmod
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 | TakeProfit=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=false; reversal=false; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Show_Settings=false; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10058.10 | Gross profit | 957.80 | Gross loss | -11015.90 |
| Profit factor | 0.09 | Expected payoff | -1257.26 | ||
| Absolute drawdown | 10058.10 | Maximal drawdown | 10780.80 (100.54%) | Relative drawdown | 100.54% (10780.80) |
| Total trades | 8 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 160.00 | loss trade | -5743.70 | |
| Average | profit trade | 159.63 | loss trade | -5507.95 | |
| Maximum | consecutive wins (profit in money) | 6 (957.80) | consecutive losses (loss in money) | 2 (-11015.90) | |
| Maximal | consecutive profit (count of wins) | 957.80 (6) | consecutive loss (count of losses) | -11015.90 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 11:20 | buy | 1 | 1.00 | 1.60489 | 0.00000 | 1.60649 | ||
| 2 | 2010.01.05 11:20 | sell | 2 | 1.00 | 1.60208 | 0.00000 | 1.60048 | ||
| 3 | 2010.01.05 16:20 | t/p | 1 | 1.00 | 1.60649 | 0.00000 | 1.60649 | 160.00 | 10160.00 |
| 4 | 2010.01.05 19:20 | t/p | 2 | 1.00 | 1.60048 | 0.00000 | 1.60048 | 160.00 | 10320.00 |
| 5 | 2010.01.08 13:00 | buy | 3 | 1.00 | 1.60356 | 0.00000 | 1.60516 | ||
| 6 | 2010.01.08 13:00 | sell | 4 | 1.00 | 1.60075 | 0.00000 | 1.59915 | ||
| 7 | 2010.01.08 14:40 | t/p | 3 | 1.00 | 1.60516 | 0.00000 | 1.60516 | 160.00 | 10480.00 |
| 8 | 2010.01.08 16:50 | t/p | 4 | 1.00 | 1.59915 | 0.00000 | 1.59915 | 160.00 | 10640.00 |
| 9 | 2010.01.20 07:00 | buy | 5 | 1.00 | 1.63185 | 0.00000 | 1.63345 | ||
| 10 | 2010.01.20 07:00 | sell | 6 | 1.00 | 1.62904 | 0.00000 | 1.62744 | ||
| 11 | 2010.01.20 13:20 | t/p | 6 | 1.00 | 1.62744 | 0.00000 | 1.62744 | 160.00 | 10800.00 |
| 12 | 2010.01.25 20:00 | buy | 7 | 1.00 | 1.62714 | 0.00000 | 1.62874 | ||
| 13 | 2010.01.25 20:00 | sell | 8 | 1.00 | 1.62433 | 0.00000 | 1.62273 | ||
| 14 | 2010.01.26 06:45 | t/p | 8 | 1.00 | 1.62273 | 0.00000 | 1.62273 | 157.80 | 10957.80 |
| 15 | 2010.02.04 17:45 | close at stop | 7 | 1.00 | 1.57443 | 0.00000 | 1.62874 | -5272.20 | 5685.60 |
| 16 | 2010.02.04 17:45 | close at stop | 5 | 1.00 | 1.57443 | 0.00000 | 1.63345 | -5743.70 | -58.10 |