Strategy Tester Report
EMA_CROSS_5F2FreshPS
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=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=1; MagicNumber=12543; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -179.00 | Gross profit | 1501.00 | Gross loss | -1680.00 |
Profit factor | 0.89 | Expected payoff | -3.58 | ||
Absolute drawdown | 541.00 | Maximal drawdown | 541.00 (5.41%) | Relative drawdown | 5.41% (541.00) |
Total trades | 50 | Short positions (won %) | 27 (44.44%) | Long positions (won %) | 23 (43.48%) |
Profit trades (% of total) | 22 (44.00%) | Loss trades (% of total) | 28 (56.00%) | ||
Largest | profit trade | 130.00 | loss trade | -60.00 | |
Average | profit trade | 68.23 | loss trade | -60.00 | |
Maximum | consecutive wins (profit in money) | 5 (338.00) | consecutive losses (loss in money) | 3 (-180.00) | |
Maximal | consecutive profit (count of wins) | 338.00 (5) | consecutive loss (count of losses) | -180.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 21:00 | sell | 1 | 1.00 | 1.34869 | 1.34929 | 1.34739 | ||
2 | 2010.04.02 22:10 | s/l | 1 | 1.00 | 1.34929 | 1.34929 | 1.34739 | -60.00 | 9940.00 |
3 | 2010.04.05 04:00 | buy | 2 | 1.00 | 1.35323 | 1.35263 | 1.35453 | ||
4 | 2010.04.05 04:10 | s/l | 2 | 1.00 | 1.35263 | 1.35263 | 1.35453 | -60.00 | 9880.00 |
5 | 2010.04.05 04:10 | buy | 3 | 1.00 | 1.35257 | 1.35197 | 1.35387 | ||
6 | 2010.04.05 04:50 | s/l | 3 | 1.00 | 1.35197 | 1.35197 | 1.35387 | -60.00 | 9820.00 |
7 | 2010.04.05 04:50 | buy | 4 | 1.00 | 1.35200 | 1.35140 | 1.35330 | ||
8 | 2010.04.05 05:02 | modify | 4 | 1.00 | 1.35200 | 1.35209 | 1.35330 | ||
9 | 2010.04.05 05:07 | modify | 4 | 1.00 | 1.35200 | 1.35215 | 1.35330 | ||
10 | 2010.04.05 05:15 | s/l | 4 | 1.00 | 1.35215 | 1.35215 | 1.35330 | 15.00 | 9835.00 |
11 | 2010.04.05 09:00 | sell | 5 | 1.00 | 1.34641 | 1.34701 | 1.34511 | ||
12 | 2010.04.05 09:15 | s/l | 5 | 1.00 | 1.34701 | 1.34701 | 1.34511 | -60.00 | 9775.00 |
13 | 2010.04.05 09:15 | sell | 6 | 1.00 | 1.34726 | 1.34786 | 1.34596 | ||
14 | 2010.04.05 09:40 | s/l | 6 | 1.00 | 1.34786 | 1.34786 | 1.34596 | -60.00 | 9715.00 |
15 | 2010.04.05 09:40 | sell | 7 | 1.00 | 1.34780 | 1.34840 | 1.34650 | ||
16 | 2010.04.05 09:50 | s/l | 7 | 1.00 | 1.34840 | 1.34840 | 1.34650 | -60.00 | 9655.00 |
17 | 2010.04.05 09:50 | sell | 8 | 1.00 | 1.34862 | 1.34922 | 1.34732 | ||
18 | 2010.04.05 09:57 | modify | 8 | 1.00 | 1.34862 | 1.34846 | 1.34732 | ||
19 | 2010.04.05 10:05 | s/l | 8 | 1.00 | 1.34846 | 1.34846 | 1.34732 | 16.00 | 9671.00 |
20 | 2010.04.09 11:00 | buy | 9 | 1.00 | 1.34127 | 1.34067 | 1.34257 | ||
21 | 2010.04.09 11:10 | s/l | 9 | 1.00 | 1.34067 | 1.34067 | 1.34257 | -60.00 | 9611.00 |
22 | 2010.04.09 11:10 | buy | 10 | 1.00 | 1.34044 | 1.33984 | 1.34174 | ||
23 | 2010.04.09 11:15 | s/l | 10 | 1.00 | 1.33984 | 1.33984 | 1.34174 | -60.00 | 9551.00 |
24 | 2010.04.09 11:15 | buy | 11 | 1.00 | 1.33978 | 1.33918 | 1.34108 | ||
25 | 2010.04.09 11:20 | s/l | 11 | 1.00 | 1.33918 | 1.33918 | 1.34108 | -60.00 | 9491.00 |
26 | 2010.04.09 11:20 | buy | 12 | 1.00 | 1.33891 | 1.33831 | 1.34021 | ||
27 | 2010.04.09 11:22 | modify | 12 | 1.00 | 1.33891 | 1.33896 | 1.34021 | ||
28 | 2010.04.09 11:27 | modify | 12 | 1.00 | 1.33891 | 1.33939 | 1.34021 | ||
29 | 2010.04.09 11:27 | s/l | 12 | 1.00 | 1.33939 | 1.33939 | 1.34021 | 48.00 | 9539.00 |
30 | 2010.04.09 11:27 | buy | 13 | 1.00 | 1.33939 | 1.33879 | 1.34069 | ||
31 | 2010.04.09 11:32 | s/l | 13 | 1.00 | 1.33879 | 1.33879 | 1.34069 | -60.00 | 9479.00 |
32 | 2010.04.09 11:32 | buy | 14 | 1.00 | 1.33882 | 1.33822 | 1.34012 | ||
33 | 2010.04.09 11:40 | modify | 14 | 1.00 | 1.33882 | 1.33886 | 1.34012 | ||
34 | 2010.04.09 11:45 | modify | 14 | 1.00 | 1.33882 | 1.33918 | 1.34012 | ||
35 | 2010.04.09 11:50 | modify | 14 | 1.00 | 1.33882 | 1.33950 | 1.34012 | ||
36 | 2010.04.09 11:57 | s/l | 14 | 1.00 | 1.33950 | 1.33950 | 1.34012 | 68.00 | 9547.00 |
37 | 2010.04.09 11:57 | buy | 15 | 1.00 | 1.33946 | 1.33886 | 1.34076 | ||
38 | 2010.04.09 12:10 | modify | 15 | 1.00 | 1.33946 | 1.33976 | 1.34076 | ||
39 | 2010.04.09 12:15 | modify | 15 | 1.00 | 1.33946 | 1.34027 | 1.34076 | ||
40 | 2010.04.09 12:20 | t/p | 15 | 1.00 | 1.34076 | 1.34027 | 1.34076 | 130.00 | 9677.00 |
41 | 2010.04.15 14:00 | sell | 16 | 1.00 | 1.35414 | 1.35474 | 1.35284 | ||
42 | 2010.04.15 14:10 | s/l | 16 | 1.00 | 1.35474 | 1.35474 | 1.35284 | -60.00 | 9617.00 |
43 | 2010.04.15 14:10 | sell | 17 | 1.00 | 1.35470 | 1.35530 | 1.35340 | ||
44 | 2010.04.15 14:20 | s/l | 17 | 1.00 | 1.35530 | 1.35530 | 1.35340 | -60.00 | 9557.00 |
45 | 2010.04.15 14:20 | sell | 18 | 1.00 | 1.35553 | 1.35613 | 1.35423 | ||
46 | 2010.04.15 14:27 | modify | 18 | 1.00 | 1.35553 | 1.35536 | 1.35423 | ||
47 | 2010.04.15 14:27 | modify | 18 | 1.00 | 1.35553 | 1.35503 | 1.35423 | ||
48 | 2010.04.15 14:32 | t/p | 18 | 1.00 | 1.35423 | 1.35503 | 1.35423 | 130.00 | 9687.00 |
49 | 2010.04.15 14:32 | sell | 19 | 1.00 | 1.35397 | 1.35457 | 1.35267 | ||
50 | 2010.04.15 14:40 | s/l | 19 | 1.00 | 1.35457 | 1.35457 | 1.35267 | -60.00 | 9627.00 |
51 | 2010.04.15 14:40 | sell | 20 | 1.00 | 1.35473 | 1.35533 | 1.35343 | ||
52 | 2010.04.15 14:45 | s/l | 20 | 1.00 | 1.35533 | 1.35533 | 1.35343 | -60.00 | 9567.00 |
53 | 2010.04.15 14:45 | sell | 21 | 1.00 | 1.35529 | 1.35589 | 1.35399 | ||
54 | 2010.04.15 14:50 | s/l | 21 | 1.00 | 1.35589 | 1.35589 | 1.35399 | -60.00 | 9507.00 |
55 | 2010.04.15 14:50 | sell | 22 | 1.00 | 1.35586 | 1.35646 | 1.35456 | ||
56 | 2010.04.15 14:57 | modify | 22 | 1.00 | 1.35586 | 1.35549 | 1.35456 | ||
57 | 2010.04.15 15:02 | t/p | 22 | 1.00 | 1.35456 | 1.35549 | 1.35456 | 130.00 | 9637.00 |
58 | 2010.04.26 03:00 | buy | 23 | 1.00 | 1.33894 | 1.33834 | 1.34024 | ||
59 | 2010.04.26 03:02 | modify | 23 | 1.00 | 1.33894 | 1.33911 | 1.34024 | ||
60 | 2010.04.26 03:07 | modify | 23 | 1.00 | 1.33894 | 1.33925 | 1.34024 | ||
61 | 2010.04.26 03:10 | s/l | 23 | 1.00 | 1.33925 | 1.33925 | 1.34024 | 31.00 | 9668.00 |
62 | 2010.04.26 03:10 | buy | 24 | 1.00 | 1.33908 | 1.33848 | 1.34038 | ||
63 | 2010.04.26 03:20 | s/l | 24 | 1.00 | 1.33848 | 1.33848 | 1.34038 | -60.00 | 9608.00 |
64 | 2010.04.26 03:20 | buy | 25 | 1.00 | 1.33811 | 1.33751 | 1.33941 | ||
65 | 2010.04.26 03:27 | modify | 25 | 1.00 | 1.33811 | 1.33828 | 1.33941 | ||
66 | 2010.04.26 03:27 | modify | 25 | 1.00 | 1.33811 | 1.33848 | 1.33941 | ||
67 | 2010.04.26 03:32 | t/p | 25 | 1.00 | 1.33941 | 1.33848 | 1.33941 | 130.00 | 9738.00 |
68 | 2010.04.26 03:32 | buy | 26 | 1.00 | 1.33950 | 1.33890 | 1.34080 | ||
69 | 2010.04.26 03:40 | s/l | 26 | 1.00 | 1.33890 | 1.33890 | 1.34080 | -60.00 | 9678.00 |
70 | 2010.04.26 03:40 | buy | 27 | 1.00 | 1.33895 | 1.33835 | 1.34025 | ||
71 | 2010.04.26 03:45 | s/l | 27 | 1.00 | 1.33835 | 1.33835 | 1.34025 | -60.00 | 9618.00 |
72 | 2010.04.26 03:45 | buy | 28 | 1.00 | 1.33839 | 1.33779 | 1.33969 | ||
73 | 2010.04.26 03:50 | s/l | 28 | 1.00 | 1.33779 | 1.33779 | 1.33969 | -60.00 | 9558.00 |
74 | 2010.04.26 03:50 | buy | 29 | 1.00 | 1.33765 | 1.33705 | 1.33895 | ||
75 | 2010.04.26 03:59 | modify | 29 | 1.00 | 1.33765 | 1.33800 | 1.33895 | ||
76 | 2010.04.26 04:07 | modify | 29 | 1.00 | 1.33765 | 1.33810 | 1.33895 | ||
77 | 2010.04.26 04:10 | s/l | 29 | 1.00 | 1.33810 | 1.33810 | 1.33895 | 45.00 | 9603.00 |
78 | 2010.04.26 11:00 | sell | 30 | 1.00 | 1.33269 | 1.33329 | 1.33139 | ||
79 | 2010.04.26 11:05 | modify | 30 | 1.00 | 1.33269 | 1.33267 | 1.33139 | ||
80 | 2010.04.26 11:07 | s/l | 30 | 1.00 | 1.33267 | 1.33267 | 1.33139 | 2.00 | 9605.00 |
81 | 2010.04.26 11:07 | sell | 31 | 1.00 | 1.33288 | 1.33348 | 1.33158 | ||
82 | 2010.04.26 11:10 | modify | 31 | 1.00 | 1.33288 | 1.33207 | 1.33158 | ||
83 | 2010.04.26 11:12 | s/l | 31 | 1.00 | 1.33207 | 1.33207 | 1.33158 | 81.00 | 9686.00 |
84 | 2010.04.26 11:12 | sell | 32 | 1.00 | 1.33198 | 1.33258 | 1.33068 | ||
85 | 2010.04.26 11:15 | modify | 32 | 1.00 | 1.33198 | 1.33118 | 1.33068 | ||
86 | 2010.04.26 11:17 | s/l | 32 | 1.00 | 1.33118 | 1.33118 | 1.33068 | 80.00 | 9766.00 |
87 | 2010.04.26 11:17 | sell | 33 | 1.00 | 1.33109 | 1.33169 | 1.32979 | ||
88 | 2010.04.26 11:20 | t/p | 33 | 1.00 | 1.32979 | 1.33169 | 1.32979 | 130.00 | 9896.00 |
89 | 2010.04.26 11:20 | sell | 34 | 1.00 | 1.32959 | 1.33019 | 1.32829 | ||
90 | 2010.04.26 11:22 | s/l | 34 | 1.00 | 1.33019 | 1.33019 | 1.32829 | -60.00 | 9836.00 |
91 | 2010.04.26 11:22 | sell | 35 | 1.00 | 1.33019 | 1.33079 | 1.32889 | ||
92 | 2010.04.26 11:27 | s/l | 35 | 1.00 | 1.33079 | 1.33079 | 1.32889 | -60.00 | 9776.00 |
93 | 2010.04.26 11:27 | sell | 36 | 1.00 | 1.33079 | 1.33139 | 1.32949 | ||
94 | 2010.04.26 11:30 | modify | 36 | 1.00 | 1.33079 | 1.33050 | 1.32949 | ||
95 | 2010.04.26 11:32 | t/p | 36 | 1.00 | 1.32949 | 1.33050 | 1.32949 | 130.00 | 9906.00 |
96 | 2010.04.26 11:32 | sell | 37 | 1.00 | 1.32927 | 1.32987 | 1.32797 | ||
97 | 2010.04.26 11:40 | s/l | 37 | 1.00 | 1.32987 | 1.32987 | 1.32797 | -60.00 | 9846.00 |
98 | 2010.04.26 11:40 | sell | 38 | 1.00 | 1.32992 | 1.33052 | 1.32862 | ||
99 | 2010.04.26 11:50 | s/l | 38 | 1.00 | 1.33052 | 1.33052 | 1.32862 | -60.00 | 9786.00 |
100 | 2010.04.26 11:50 | sell | 39 | 1.00 | 1.33090 | 1.33150 | 1.32960 | ||
101 | 2010.04.26 11:57 | modify | 39 | 1.00 | 1.33090 | 1.33064 | 1.32960 | ||
102 | 2010.04.26 12:02 | modify | 39 | 1.00 | 1.33090 | 1.33013 | 1.32960 | ||
103 | 2010.04.26 12:05 | s/l | 39 | 1.00 | 1.33013 | 1.33013 | 1.32960 | 77.00 | 9863.00 |
104 | 2010.04.27 01:00 | buy | 40 | 1.00 | 1.34048 | 1.33988 | 1.34178 | ||
105 | 2010.04.27 01:02 | modify | 40 | 1.00 | 1.34048 | 1.34093 | 1.34178 | ||
106 | 2010.04.27 01:07 | modify | 40 | 1.00 | 1.34048 | 1.34103 | 1.34178 | ||
107 | 2010.04.27 01:10 | s/l | 40 | 1.00 | 1.34103 | 1.34103 | 1.34178 | 55.00 | 9918.00 |
108 | 2010.04.27 01:10 | buy | 41 | 1.00 | 1.34101 | 1.34041 | 1.34231 | ||
109 | 2010.04.27 01:20 | s/l | 41 | 1.00 | 1.34041 | 1.34041 | 1.34231 | -60.00 | 9858.00 |
110 | 2010.04.27 01:20 | buy | 42 | 1.00 | 1.34029 | 1.33969 | 1.34159 | ||
111 | 2010.04.27 01:27 | modify | 42 | 1.00 | 1.34029 | 1.34031 | 1.34159 | ||
112 | 2010.04.27 01:40 | s/l | 42 | 1.00 | 1.34031 | 1.34031 | 1.34159 | 2.00 | 9860.00 |
113 | 2010.04.27 01:40 | buy | 43 | 1.00 | 1.34019 | 1.33959 | 1.34149 | ||
114 | 2010.04.27 01:50 | s/l | 43 | 1.00 | 1.33959 | 1.33959 | 1.34149 | -60.00 | 9800.00 |
115 | 2010.04.27 01:50 | buy | 44 | 1.00 | 1.33939 | 1.33879 | 1.34069 | ||
116 | 2010.04.27 01:57 | modify | 44 | 1.00 | 1.33939 | 1.33945 | 1.34069 | ||
117 | 2010.04.27 01:59 | s/l | 44 | 1.00 | 1.33945 | 1.33945 | 1.34069 | 6.00 | 9806.00 |
118 | 2010.04.27 01:59 | buy | 45 | 1.00 | 1.33954 | 1.33894 | 1.34084 | ||
119 | 2010.04.27 02:03 | s/l | 45 | 1.00 | 1.33894 | 1.33894 | 1.34084 | -60.00 | 9746.00 |
120 | 2010.04.27 12:00 | sell | 46 | 1.00 | 1.33195 | 1.33255 | 1.33065 | ||
121 | 2010.04.27 12:10 | modify | 46 | 1.00 | 1.33195 | 1.33183 | 1.33065 | ||
122 | 2010.04.27 12:15 | modify | 46 | 1.00 | 1.33195 | 1.33129 | 1.33065 | ||
123 | 2010.04.27 12:20 | t/p | 46 | 1.00 | 1.33065 | 1.33129 | 1.33065 | 130.00 | 9876.00 |
124 | 2010.04.27 12:20 | sell | 47 | 1.00 | 1.33019 | 1.33079 | 1.32889 | ||
125 | 2010.04.27 12:27 | s/l | 47 | 1.00 | 1.33079 | 1.33079 | 1.32889 | -60.00 | 9816.00 |
126 | 2010.04.27 12:27 | sell | 48 | 1.00 | 1.33090 | 1.33150 | 1.32960 | ||
127 | 2010.04.27 12:27 | modify | 48 | 1.00 | 1.33090 | 1.33062 | 1.32960 | ||
128 | 2010.04.27 12:30 | modify | 48 | 1.00 | 1.33090 | 1.33061 | 1.32960 | ||
129 | 2010.04.27 12:32 | modify | 48 | 1.00 | 1.33090 | 1.33041 | 1.32960 | ||
130 | 2010.04.27 12:37 | modify | 48 | 1.00 | 1.33090 | 1.33030 | 1.32960 | ||
131 | 2010.04.27 12:40 | s/l | 48 | 1.00 | 1.33030 | 1.33030 | 1.32960 | 60.00 | 9876.00 |
132 | 2010.04.27 12:40 | sell | 49 | 1.00 | 1.33046 | 1.33106 | 1.32916 | ||
133 | 2010.04.27 12:50 | s/l | 49 | 1.00 | 1.33106 | 1.33106 | 1.32916 | -60.00 | 9816.00 |
134 | 2010.04.27 12:50 | sell | 50 | 1.00 | 1.33112 | 1.33172 | 1.32982 | ||
135 | 2010.04.27 12:57 | modify | 50 | 1.00 | 1.33112 | 1.33107 | 1.32982 | ||
136 | 2010.04.27 13:10 | s/l | 50 | 1.00 | 1.33107 | 1.33107 | 1.32982 | 5.00 | 9821.00 |