Strategy Tester Report
Simple_ema_cross_Grail
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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; 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 | -1329.00 | Gross profit | 5.20 | Gross loss | -1334.20 |
Profit factor | 0.00 | Expected payoff | -332.25 | ||
Absolute drawdown | 1352.40 | Maximal drawdown | 1367.40 (13.65%) | Relative drawdown | 13.65% (1367.40) |
Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 5.20 | loss trade | -466.20 | |
Average | profit trade | 5.20 | loss trade | -444.73 | |
Maximum | consecutive wins (profit in money) | 1 (5.20) | consecutive losses (loss in money) | 3 (-1334.20) | |
Maximal | consecutive profit (count of wins) | 5.20 (1) | consecutive loss (count of losses) | -1334.20 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 20:00 | sell | 1 | 1.50 | 1.34844 | 1.35154 | 0.00000 | ||
2 | 2010.04.05 02:16 | s/l | 1 | 1.50 | 1.35154 | 1.35154 | 0.00000 | -466.20 | 9533.80 |
3 | 2010.04.05 03:00 | buy | 2 | 1.40 | 1.35265 | 1.34955 | 0.00000 | ||
4 | 2010.04.05 08:03 | s/l | 2 | 1.40 | 1.34955 | 1.34955 | 0.00000 | -434.00 | 9099.80 |
5 | 2010.04.15 13:00 | sell | 3 | 1.40 | 1.35361 | 1.35671 | 0.00000 | ||
6 | 2010.04.15 16:20 | s/l | 3 | 1.40 | 1.35671 | 1.35671 | 0.00000 | -434.00 | 8665.80 |
7 | 2010.04.27 00:00 | buy | 4 | 1.30 | 1.33929 | 1.33619 | 0.00000 | ||
8 | 2010.04.27 01:07 | modify | 4 | 1.30 | 1.33929 | 1.33933 | 0.00000 | ||
9 | 2010.04.27 01:50 | s/l | 4 | 1.30 | 1.33933 | 1.33933 | 0.00000 | 5.20 | 8671.00 |