Strategy Tester Report
EMA_6_12
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| 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=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 449.80 | Gross profit | 2193.40 | Gross loss | -1743.60 |
| Profit factor | 1.26 | Expected payoff | 19.56 | ||
| Absolute drawdown | 1970.00 | Maximal drawdown | 3065.20 (25.06%) | Relative drawdown | 25.06% (3065.20) |
| Total trades | 23 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
| Largest | profit trade | 930.40 | loss trade | -1743.60 | |
| Average | profit trade | 99.70 | loss trade | -1743.60 | |
| Maximum | consecutive wins (profit in money) | 22 (2193.40) | consecutive losses (loss in money) | 1 (-1743.60) | |
| Maximal | consecutive profit (count of wins) | 2193.40 (22) | consecutive loss (count of losses) | -1743.60 (1) | |
| Average | consecutive wins | 22 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 09:00 | sell | 1 | 1.00 | 1.34797 | 0.00000 | 1.33797 | ||
| 2 | 2010.04.01 13:50 | modify | 1 | 1.00 | 1.34797 | 1.34784 | 1.33797 | ||
| 3 | 2010.04.01 13:52 | s/l | 1 | 1.00 | 1.34784 | 1.34784 | 1.33797 | 13.00 | 10013.00 |
| 4 | 2010.04.01 17:00 | buy | 2 | 1.00 | 1.35368 | 0.00000 | 1.36368 | ||
| 5 | 2010.04.01 17:10 | modify | 2 | 1.00 | 1.35368 | 1.35426 | 1.36368 | ||
| 6 | 2010.04.01 17:15 | modify | 2 | 1.00 | 1.35368 | 1.35513 | 1.36368 | ||
| 7 | 2010.04.01 17:20 | modify | 2 | 1.00 | 1.35368 | 1.35600 | 1.36368 | ||
| 8 | 2010.04.01 17:22 | s/l | 2 | 1.00 | 1.35600 | 1.35600 | 1.36368 | 232.00 | 10245.00 |
| 9 | 2010.04.01 17:22 | buy | 3 | 1.00 | 1.35589 | 0.00000 | 1.36589 | ||
| 10 | 2010.04.01 17:40 | modify | 3 | 1.00 | 1.35589 | 1.35621 | 1.36589 | ||
| 11 | 2010.04.01 17:45 | modify | 3 | 1.00 | 1.35589 | 1.35729 | 1.36589 | ||
| 12 | 2010.04.01 17:50 | modify | 3 | 1.00 | 1.35589 | 1.35837 | 1.36589 | ||
| 13 | 2010.04.01 17:52 | s/l | 3 | 1.00 | 1.35837 | 1.35837 | 1.36589 | 248.00 | 10493.00 |
| 14 | 2010.04.01 17:52 | buy | 4 | 1.00 | 1.35812 | 0.00000 | 1.36812 | ||
| 15 | 2010.04.01 21:50 | modify | 4 | 1.00 | 1.35812 | 1.35831 | 1.36812 | ||
| 16 | 2010.04.01 22:07 | s/l | 4 | 1.00 | 1.35831 | 1.35831 | 1.36812 | 19.00 | 10512.00 |
| 17 | 2010.04.02 10:00 | sell | 5 | 1.00 | 1.35530 | 0.00000 | 1.34530 | ||
| 18 | 2010.04.02 10:50 | modify | 5 | 1.00 | 1.35530 | 1.35514 | 1.34530 | ||
| 19 | 2010.04.02 11:00 | s/l | 5 | 1.00 | 1.35514 | 1.35514 | 1.34530 | 16.00 | 10528.00 |
| 20 | 2010.04.05 04:00 | buy | 6 | 1.00 | 1.35321 | 0.00000 | 1.36321 | ||
| 21 | 2010.04.12 00:00 | modify | 6 | 1.00 | 1.35321 | 1.36219 | 1.36321 | ||
| 22 | 2010.04.12 00:02 | modify | 6 | 1.00 | 1.35321 | 1.36238 | 1.36321 | ||
| 23 | 2010.04.12 00:07 | modify | 6 | 1.00 | 1.35321 | 1.36257 | 1.36321 | ||
| 24 | 2010.04.12 00:10 | s/l | 6 | 1.00 | 1.36257 | 1.36257 | 1.36321 | 930.40 | 11458.40 |
| 25 | 2010.04.12 15:00 | sell | 7 | 1.00 | 1.35844 | 0.00000 | 1.34844 | ||
| 26 | 2010.04.12 18:15 | modify | 7 | 1.00 | 1.35844 | 1.35838 | 1.34844 | ||
| 27 | 2010.04.12 18:20 | modify | 7 | 1.00 | 1.35844 | 1.35762 | 1.34844 | ||
| 28 | 2010.04.12 18:27 | s/l | 7 | 1.00 | 1.35762 | 1.35762 | 1.34844 | 82.00 | 11540.40 |
| 29 | 2010.04.12 18:27 | sell | 8 | 1.00 | 1.35791 | 0.00000 | 1.34791 | ||
| 30 | 2010.04.12 18:50 | modify | 8 | 1.00 | 1.35791 | 1.35752 | 1.34791 | ||
| 31 | 2010.04.12 18:57 | s/l | 8 | 1.00 | 1.35752 | 1.35752 | 1.34791 | 39.00 | 11579.40 |
| 32 | 2010.04.12 18:57 | sell | 9 | 1.00 | 1.35750 | 0.00000 | 1.34750 | ||
| 33 | 2010.04.13 06:20 | modify | 9 | 1.00 | 1.35750 | 1.35739 | 1.34750 | ||
| 34 | 2010.04.13 06:27 | s/l | 9 | 1.00 | 1.35739 | 1.35739 | 1.34750 | 10.20 | 11589.60 |
| 35 | 2010.04.13 09:00 | buy | 10 | 1.00 | 1.36118 | 0.00000 | 1.37118 | ||
| 36 | 2010.04.13 09:02 | modify | 10 | 1.00 | 1.36118 | 1.36143 | 1.37118 | ||
| 37 | 2010.04.13 09:07 | modify | 10 | 1.00 | 1.36118 | 1.36163 | 1.37118 | ||
| 38 | 2010.04.13 09:10 | s/l | 10 | 1.00 | 1.36163 | 1.36163 | 1.37118 | 45.00 | 11634.60 |
| 39 | 2010.04.13 09:10 | buy | 11 | 1.00 | 1.36132 | 0.00000 | 1.37132 | ||
| 40 | 2010.04.13 15:02 | modify | 11 | 1.00 | 1.36132 | 1.36213 | 1.37132 | ||
| 41 | 2010.04.13 15:07 | modify | 11 | 1.00 | 1.36132 | 1.36233 | 1.37132 | ||
| 42 | 2010.04.13 15:10 | s/l | 11 | 1.00 | 1.36233 | 1.36233 | 1.37132 | 101.00 | 11735.60 |
| 43 | 2010.04.13 17:00 | sell | 12 | 1.00 | 1.35611 | 0.00000 | 1.34611 | ||
| 44 | 2010.04.13 17:02 | modify | 12 | 1.00 | 1.35611 | 1.35518 | 1.34611 | ||
| 45 | 2010.04.13 17:07 | modify | 12 | 1.00 | 1.35611 | 1.35496 | 1.34611 | ||
| 46 | 2010.04.13 17:10 | s/l | 12 | 1.00 | 1.35496 | 1.35496 | 1.34611 | 115.00 | 11850.60 |
| 47 | 2010.04.13 17:10 | sell | 13 | 1.00 | 1.35559 | 0.00000 | 1.34559 | ||
| 48 | 2010.04.15 11:15 | modify | 13 | 1.00 | 1.35559 | 1.35527 | 1.34559 | ||
| 49 | 2010.04.15 11:17 | s/l | 13 | 1.00 | 1.35527 | 1.35527 | 1.34559 | 28.80 | 11879.40 |
| 50 | 2010.04.19 19:00 | buy | 14 | 1.00 | 1.34696 | 0.00000 | 1.35696 | ||
| 51 | 2010.04.19 19:20 | modify | 14 | 1.00 | 1.34696 | 1.34721 | 1.35696 | ||
| 52 | 2010.04.19 19:27 | s/l | 14 | 1.00 | 1.34721 | 1.34721 | 1.35696 | 25.00 | 11904.40 |
| 53 | 2010.04.19 19:27 | buy | 15 | 1.00 | 1.34727 | 0.00000 | 1.35727 | ||
| 54 | 2010.04.19 19:37 | modify | 15 | 1.00 | 1.34727 | 1.34731 | 1.35727 | ||
| 55 | 2010.04.19 19:45 | s/l | 15 | 1.00 | 1.34731 | 1.34731 | 1.35727 | 4.00 | 11908.40 |
| 56 | 2010.04.19 19:45 | buy | 16 | 1.00 | 1.34717 | 0.00000 | 1.35717 | ||
| 57 | 2010.04.19 20:20 | modify | 16 | 1.00 | 1.34717 | 1.34727 | 1.35717 | ||
| 58 | 2010.04.19 20:27 | s/l | 16 | 1.00 | 1.34727 | 1.34727 | 1.35717 | 10.00 | 11918.40 |
| 59 | 2010.04.20 08:00 | sell | 17 | 1.00 | 1.34581 | 0.00000 | 1.33581 | ||
| 60 | 2010.04.20 08:20 | modify | 17 | 1.00 | 1.34581 | 1.34542 | 1.33581 | ||
| 61 | 2010.04.20 08:27 | s/l | 17 | 1.00 | 1.34542 | 1.34542 | 1.33581 | 39.00 | 11957.40 |
| 62 | 2010.04.20 08:27 | sell | 18 | 1.00 | 1.34550 | 0.00000 | 1.33550 | ||
| 63 | 2010.04.20 17:20 | modify | 18 | 1.00 | 1.34550 | 1.34472 | 1.33550 | ||
| 64 | 2010.04.20 17:22 | s/l | 18 | 1.00 | 1.34472 | 1.34472 | 1.33550 | 78.00 | 12035.40 |
| 65 | 2010.04.20 17:22 | sell | 19 | 1.00 | 1.34471 | 0.00000 | 1.33471 | ||
| 66 | 2010.04.20 17:45 | modify | 19 | 1.00 | 1.34471 | 1.34455 | 1.33471 | ||
| 67 | 2010.04.20 17:50 | modify | 19 | 1.00 | 1.34471 | 1.34397 | 1.33471 | ||
| 68 | 2010.04.20 17:57 | s/l | 19 | 1.00 | 1.34397 | 1.34397 | 1.33471 | 74.00 | 12109.40 |
| 69 | 2010.04.20 17:57 | sell | 20 | 1.00 | 1.34408 | 0.00000 | 1.33408 | ||
| 70 | 2010.04.20 18:10 | modify | 20 | 1.00 | 1.34408 | 1.34398 | 1.33408 | ||
| 71 | 2010.04.20 18:13 | s/l | 20 | 1.00 | 1.34398 | 1.34398 | 1.33408 | 10.00 | 12119.40 |
| 72 | 2010.04.22 09:00 | buy | 21 | 1.00 | 1.34108 | 0.00000 | 1.35108 | ||
| 73 | 2010.04.22 09:02 | modify | 21 | 1.00 | 1.34108 | 1.34128 | 1.35108 | ||
| 74 | 2010.04.22 09:07 | modify | 21 | 1.00 | 1.34108 | 1.34142 | 1.35108 | ||
| 75 | 2010.04.22 09:10 | s/l | 21 | 1.00 | 1.34142 | 1.34142 | 1.35108 | 34.00 | 12153.40 |
| 76 | 2010.04.22 09:10 | buy | 22 | 1.00 | 1.34132 | 0.00000 | 1.35132 | ||
| 77 | 2010.04.22 09:50 | modify | 22 | 1.00 | 1.34132 | 1.34172 | 1.35132 | ||
| 78 | 2010.04.22 09:57 | s/l | 22 | 1.00 | 1.34172 | 1.34172 | 1.35132 | 40.00 | 12193.40 |
| 79 | 2010.04.22 09:57 | buy | 23 | 1.00 | 1.34166 | 0.00000 | 1.35166 | ||
| 80 | 2010.04.29 23:59 | close at stop | 23 | 1.00 | 1.32428 | 0.00000 | 1.35166 | -1743.60 | 10449.80 |