Strategy Tester Report
EMA_CROSS
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 | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1322.20 | Gross profit | 1331.00 | Gross loss | -8.80 |
Profit factor | 151.25 | Expected payoff | 60.10 | ||
Absolute drawdown | 556.00 | Maximal drawdown | 576.00 (5.75%) | Relative drawdown | 5.75% (576.00) |
Total trades | 22 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 21 (95.45%) | Loss trades (% of total) | 1 (4.55%) | ||
Largest | profit trade | 100.00 | loss trade | -8.80 | |
Average | profit trade | 63.38 | loss trade | -8.80 | |
Maximum | consecutive wins (profit in money) | 19 (1208.00) | consecutive losses (loss in money) | 1 (-8.80) | |
Maximal | consecutive profit (count of wins) | 1208.00 (19) | consecutive loss (count of losses) | -8.80 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:00 | sell | 1 | 1.00 | 1.35064 | 0.00000 | 1.34964 | ||
2 | 2010.04.01 04:15 | modify | 1 | 1.00 | 1.35064 | 1.35055 | 1.34964 | ||
3 | 2010.04.01 04:20 | modify | 1 | 1.00 | 1.35064 | 1.35003 | 1.34964 | ||
4 | 2010.04.01 04:27 | s/l | 1 | 1.00 | 1.35003 | 1.35003 | 1.34964 | 61.00 | 10061.00 |
5 | 2010.04.02 20:00 | buy | 2 | 1.00 | 1.34852 | 0.00000 | 1.34952 | ||
6 | 2010.04.02 21:20 | modify | 2 | 1.00 | 1.34852 | 1.34860 | 1.34952 | ||
7 | 2010.04.02 21:50 | modify | 2 | 1.00 | 1.34852 | 1.34864 | 1.34952 | ||
8 | 2010.04.02 22:02 | modify | 2 | 1.00 | 1.34852 | 1.34865 | 1.34952 | ||
9 | 2010.04.02 22:05 | modify | 2 | 1.00 | 1.34852 | 1.34874 | 1.34952 | ||
10 | 2010.04.02 22:10 | modify | 2 | 1.00 | 1.34852 | 1.34899 | 1.34952 | ||
11 | 2010.04.02 22:15 | t/p | 2 | 1.00 | 1.34952 | 1.34899 | 1.34952 | 100.00 | 10161.00 |
12 | 2010.04.05 03:00 | sell | 3 | 1.00 | 1.35255 | 0.00000 | 1.35155 | ||
13 | 2010.04.05 04:16 | modify | 3 | 1.00 | 1.35255 | 1.35253 | 1.35155 | ||
14 | 2010.04.05 04:26 | s/l | 3 | 1.00 | 1.35253 | 1.35253 | 1.35155 | 2.00 | 10163.00 |
15 | 2010.04.05 08:03 | buy | 4 | 1.00 | 1.34945 | 0.00000 | 1.35045 | ||
16 | 2010.04.05 08:06 | close | 4 | 1.00 | 1.34955 | 0.00000 | 1.35045 | 10.00 | 10173.00 |
17 | 2010.04.05 08:10 | buy | 5 | 1.00 | 1.34893 | 0.00000 | 1.34993 | ||
18 | 2010.04.05 15:10 | modify | 5 | 1.00 | 1.34893 | 1.34955 | 1.34993 | ||
19 | 2010.04.05 15:15 | t/p | 5 | 1.00 | 1.34993 | 1.34955 | 1.34993 | 100.00 | 10273.00 |
20 | 2010.04.09 10:02 | sell | 6 | 1.00 | 1.34164 | 0.00000 | 1.34064 | ||
21 | 2010.04.09 10:10 | modify | 6 | 1.00 | 1.34164 | 1.34159 | 1.34064 | ||
22 | 2010.04.09 10:15 | close | 6 | 1.00 | 1.34077 | 1.34159 | 1.34064 | 87.00 | 10360.00 |
23 | 2010.04.09 10:45 | sell | 7 | 1.00 | 1.34121 | 0.00000 | 1.34021 | ||
24 | 2010.04.09 11:10 | modify | 7 | 1.00 | 1.34121 | 1.34078 | 1.34021 | ||
25 | 2010.04.09 11:15 | t/p | 7 | 1.00 | 1.34021 | 1.34078 | 1.34021 | 100.00 | 10460.00 |
26 | 2010.04.15 12:02 | buy | 8 | 1.00 | 1.35292 | 0.00000 | 1.35392 | ||
27 | 2010.04.15 12:05 | close | 8 | 1.00 | 1.35302 | 0.00000 | 1.35392 | 10.00 | 10470.00 |
28 | 2010.04.15 12:07 | buy | 9 | 1.00 | 1.35274 | 0.00000 | 1.35374 | ||
29 | 2010.04.15 12:10 | close | 9 | 1.00 | 1.35355 | 0.00000 | 1.35374 | 81.00 | 10551.00 |
30 | 2010.04.15 13:00 | buy | 10 | 1.00 | 1.35369 | 0.00000 | 1.35469 | ||
31 | 2010.04.15 13:02 | t/p | 10 | 1.00 | 1.35469 | 0.00000 | 1.35469 | 100.00 | 10651.00 |
32 | 2010.04.26 02:45 | sell | 11 | 1.00 | 1.33888 | 0.00000 | 1.33788 | ||
33 | 2010.04.26 02:47 | close | 11 | 1.00 | 1.33868 | 0.00000 | 1.33788 | 20.00 | 10671.00 |
34 | 2010.04.26 02:50 | sell | 12 | 1.00 | 1.33971 | 0.00000 | 1.33871 | ||
35 | 2010.04.26 02:52 | modify | 12 | 1.00 | 1.33971 | 1.33959 | 1.33871 | ||
36 | 2010.04.26 02:57 | t/p | 12 | 1.00 | 1.33871 | 1.33959 | 1.33871 | 100.00 | 10771.00 |
37 | 2010.04.26 02:57 | buy | 13 | 1.00 | 1.33868 | 0.00000 | 1.33968 | ||
38 | 2010.04.26 02:59 | close | 13 | 1.00 | 1.33880 | 0.00000 | 1.33968 | 12.00 | 10783.00 |
39 | 2010.04.26 10:20 | buy | 14 | 1.00 | 1.33270 | 0.00000 | 1.33370 | ||
40 | 2010.04.26 10:22 | modify | 14 | 1.00 | 1.33270 | 1.33294 | 1.33370 | ||
41 | 2010.04.26 10:27 | t/p | 14 | 1.00 | 1.33370 | 1.33294 | 1.33370 | 100.00 | 10883.00 |
42 | 2010.04.26 10:27 | sell | 15 | 1.00 | 1.33396 | 0.00000 | 1.33296 | ||
43 | 2010.04.26 10:27 | t/p | 15 | 1.00 | 1.33296 | 0.00000 | 1.33296 | 100.00 | 10983.00 |
44 | 2010.04.26 10:27 | buy | 16 | 1.00 | 1.33295 | 0.00000 | 1.33395 | ||
45 | 2010.04.26 10:32 | modify | 16 | 1.00 | 1.33295 | 1.33324 | 1.33395 | ||
46 | 2010.04.26 10:37 | modify | 16 | 1.00 | 1.33295 | 1.33336 | 1.33395 | ||
47 | 2010.04.26 10:40 | s/l | 16 | 1.00 | 1.33336 | 1.33336 | 1.33395 | 41.00 | 11024.00 |
48 | 2010.04.26 23:10 | sell | 17 | 1.00 | 1.33957 | 0.00000 | 1.33857 | ||
49 | 2010.04.26 23:12 | close | 17 | 1.00 | 1.33932 | 0.00000 | 1.33857 | 25.00 | 11049.00 |
50 | 2010.04.26 23:15 | sell | 18 | 1.00 | 1.34058 | 0.00000 | 1.33958 | ||
51 | 2010.04.26 23:33 | modify | 18 | 1.00 | 1.34058 | 1.34045 | 1.33958 | ||
52 | 2010.04.26 23:40 | modify | 18 | 1.00 | 1.34058 | 1.33995 | 1.33958 | ||
53 | 2010.04.26 23:46 | t/p | 18 | 1.00 | 1.33958 | 1.33995 | 1.33958 | 100.00 | 11149.00 |
54 | 2010.04.26 23:46 | buy | 19 | 1.00 | 1.33893 | 0.00000 | 1.33993 | ||
55 | 2010.04.26 23:56 | close | 19 | 1.00 | 1.33952 | 0.00000 | 1.33993 | 59.00 | 11208.00 |
56 | 2010.04.26 23:59 | buy | 20 | 1.00 | 1.33927 | 0.00000 | 1.34027 | ||
57 | 2010.04.27 00:00 | close | 20 | 1.00 | 1.33919 | 0.00000 | 1.34027 | -8.80 | 11199.20 |
58 | 2010.04.27 11:40 | buy | 21 | 1.00 | 1.33365 | 0.00000 | 1.33465 | ||
59 | 2010.04.27 11:42 | close | 21 | 1.00 | 1.33388 | 0.00000 | 1.33465 | 23.00 | 11222.20 |
60 | 2010.04.27 11:45 | buy | 22 | 1.00 | 1.33270 | 0.00000 | 1.33370 | ||
61 | 2010.04.27 16:50 | t/p | 22 | 1.00 | 1.33370 | 0.00000 | 1.33370 | 100.00 | 11322.20 |