Strategy Tester Report
EMA_CROSS_2_v1
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=130; StopLoss=100; Lots=1; TrailingStop=20; 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 | 555.20 | Gross profit | 755.20 | Gross loss | -200.00 |
Profit factor | 3.78 | Expected payoff | 32.66 | ||
Absolute drawdown | 174.00 | Maximal drawdown | 246.00 (2.44%) | Relative drawdown | 2.44% (246.00) |
Total trades | 17 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 15 (88.24%) | Loss trades (% of total) | 2 (11.76%) | ||
Largest | profit trade | 130.00 | loss trade | -100.00 | |
Average | profit trade | 50.35 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 13 (703.20) | consecutive losses (loss in money) | 2 (-200.00) | |
Maximal | consecutive profit (count of wins) | 703.20 (13) | consecutive loss (count of losses) | -200.00 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:02 | sell | 1 | 1.00 | 1.35097 | 1.35197 | 1.34967 | ||
2 | 2010.04.01 00:20 | modify | 1 | 1.00 | 1.35097 | 1.35080 | 1.34967 | ||
3 | 2010.04.01 00:32 | modify | 1 | 1.00 | 1.35097 | 1.35070 | 1.34967 | ||
4 | 2010.04.01 00:37 | modify | 1 | 1.00 | 1.35097 | 1.35066 | 1.34967 | ||
5 | 2010.04.01 00:45 | s/l | 1 | 1.00 | 1.35066 | 1.35066 | 1.34967 | 31.00 | 10031.00 |
6 | 2010.04.02 20:00 | buy | 2 | 1.00 | 1.34854 | 1.34754 | 1.34984 | ||
7 | 2010.04.02 21:10 | modify | 2 | 1.00 | 1.34854 | 1.34856 | 1.34984 | ||
8 | 2010.04.02 21:15 | modify | 2 | 1.00 | 1.34854 | 1.34865 | 1.34984 | ||
9 | 2010.04.02 21:20 | modify | 2 | 1.00 | 1.34854 | 1.34875 | 1.34984 | ||
10 | 2010.04.02 21:32 | s/l | 2 | 1.00 | 1.34875 | 1.34875 | 1.34984 | 21.00 | 10052.00 |
11 | 2010.04.05 03:00 | sell | 3 | 1.00 | 1.35255 | 1.35355 | 1.35125 | ||
12 | 2010.04.05 03:33 | s/l | 3 | 1.00 | 1.35355 | 1.35355 | 1.35125 | -100.00 | 9952.00 |
13 | 2010.04.05 08:03 | buy | 4 | 1.00 | 1.34947 | 1.34847 | 1.35077 | ||
14 | 2010.04.05 08:16 | s/l | 4 | 1.00 | 1.34847 | 1.34847 | 1.35077 | -100.00 | 9852.00 |
15 | 2010.04.09 10:02 | sell | 5 | 1.00 | 1.34164 | 1.34264 | 1.34034 | ||
16 | 2010.04.09 10:10 | modify | 5 | 1.00 | 1.34164 | 1.34146 | 1.34034 | ||
17 | 2010.04.09 10:15 | modify | 5 | 1.00 | 1.34164 | 1.34099 | 1.34034 | ||
18 | 2010.04.09 10:20 | t/p | 5 | 1.00 | 1.34034 | 1.34099 | 1.34034 | 130.00 | 9982.00 |
19 | 2010.04.09 10:45 | sell | 6 | 1.00 | 1.34121 | 1.34221 | 1.33991 | ||
20 | 2010.04.09 11:05 | modify | 6 | 1.00 | 1.34121 | 1.34108 | 1.33991 | ||
21 | 2010.04.09 11:07 | s/l | 6 | 1.00 | 1.34108 | 1.34108 | 1.33991 | 13.00 | 9995.00 |
22 | 2010.04.15 12:02 | buy | 7 | 1.00 | 1.35294 | 1.35194 | 1.35424 | ||
23 | 2010.04.15 12:10 | modify | 7 | 1.00 | 1.35294 | 1.35335 | 1.35424 | ||
24 | 2010.04.15 12:15 | modify | 7 | 1.00 | 1.35294 | 1.35389 | 1.35424 | ||
25 | 2010.04.15 12:20 | t/p | 7 | 1.00 | 1.35424 | 1.35389 | 1.35424 | 130.00 | 10125.00 |
26 | 2010.04.15 13:00 | buy | 8 | 1.00 | 1.35371 | 1.35271 | 1.35501 | ||
27 | 2010.04.15 13:02 | modify | 8 | 1.00 | 1.35371 | 1.35463 | 1.35501 | ||
28 | 2010.04.15 13:07 | modify | 8 | 1.00 | 1.35371 | 1.35479 | 1.35501 | ||
29 | 2010.04.15 13:10 | s/l | 8 | 1.00 | 1.35479 | 1.35479 | 1.35501 | 108.00 | 10233.00 |
30 | 2010.04.26 02:45 | sell | 9 | 1.00 | 1.33888 | 1.33988 | 1.33758 | ||
31 | 2010.04.26 03:20 | modify | 9 | 1.00 | 1.33888 | 1.33832 | 1.33758 | ||
32 | 2010.04.26 03:22 | s/l | 9 | 1.00 | 1.33832 | 1.33832 | 1.33758 | 56.00 | 10289.00 |
33 | 2010.04.26 10:20 | buy | 10 | 1.00 | 1.33272 | 1.33172 | 1.33402 | ||
34 | 2010.04.26 10:22 | modify | 10 | 1.00 | 1.33272 | 1.33309 | 1.33402 | ||
35 | 2010.04.26 10:25 | s/l | 10 | 1.00 | 1.33309 | 1.33309 | 1.33402 | 37.00 | 10326.00 |
36 | 2010.04.26 10:27 | sell | 11 | 1.00 | 1.33396 | 1.33496 | 1.33266 | ||
37 | 2010.04.26 10:27 | modify | 11 | 1.00 | 1.33396 | 1.33317 | 1.33266 | ||
38 | 2010.04.26 10:30 | modify | 11 | 1.00 | 1.33396 | 1.33312 | 1.33266 | ||
39 | 2010.04.26 10:32 | s/l | 11 | 1.00 | 1.33312 | 1.33312 | 1.33266 | 84.00 | 10410.00 |
40 | 2010.04.26 23:10 | sell | 12 | 1.00 | 1.33957 | 1.34057 | 1.33827 | ||
41 | 2010.04.26 23:12 | modify | 12 | 1.00 | 1.33957 | 1.33954 | 1.33827 | ||
42 | 2010.04.26 23:15 | s/l | 12 | 1.00 | 1.33954 | 1.33954 | 1.33827 | 3.00 | 10413.00 |
43 | 2010.04.26 23:15 | sell | 13 | 1.00 | 1.34058 | 1.34158 | 1.33928 | ||
44 | 2010.04.26 23:17 | modify | 13 | 1.00 | 1.34058 | 1.34054 | 1.33928 | ||
45 | 2010.04.26 23:20 | s/l | 13 | 1.00 | 1.34054 | 1.34054 | 1.33928 | 4.00 | 10417.00 |
46 | 2010.04.26 23:46 | buy | 14 | 1.00 | 1.33895 | 1.33795 | 1.34025 | ||
47 | 2010.04.26 23:50 | modify | 14 | 1.00 | 1.33895 | 1.33898 | 1.34025 | ||
48 | 2010.04.26 23:56 | modify | 14 | 1.00 | 1.33895 | 1.33932 | 1.34025 | ||
49 | 2010.04.26 23:59 | s/l | 14 | 1.00 | 1.33932 | 1.33932 | 1.34025 | 37.00 | 10454.00 |
50 | 2010.04.26 23:59 | buy | 15 | 1.00 | 1.33929 | 1.33829 | 1.34059 | ||
51 | 2010.04.27 00:10 | modify | 15 | 1.00 | 1.33929 | 1.33955 | 1.34059 | ||
52 | 2010.04.27 00:15 | modify | 15 | 1.00 | 1.33929 | 1.33992 | 1.34059 | ||
53 | 2010.04.27 00:20 | modify | 15 | 1.00 | 1.33929 | 1.34028 | 1.34059 | ||
54 | 2010.04.27 00:22 | s/l | 15 | 1.00 | 1.34028 | 1.34028 | 1.34059 | 98.20 | 10552.20 |
55 | 2010.04.27 11:40 | buy | 16 | 1.00 | 1.33367 | 1.33267 | 1.33497 | ||
56 | 2010.04.27 11:42 | modify | 16 | 1.00 | 1.33367 | 1.33368 | 1.33497 | ||
57 | 2010.04.27 11:45 | s/l | 16 | 1.00 | 1.33368 | 1.33368 | 1.33497 | 1.00 | 10553.20 |
58 | 2010.04.27 11:45 | buy | 17 | 1.00 | 1.33272 | 1.33172 | 1.33402 | ||
59 | 2010.04.27 11:47 | modify | 17 | 1.00 | 1.33272 | 1.33274 | 1.33402 | ||
60 | 2010.04.27 11:50 | s/l | 17 | 1.00 | 1.33274 | 1.33274 | 1.33402 | 2.00 | 10555.20 |