Report Result : EMA_CROSS_CONTEST_HEDGED - Desynced Forex Repository

Strategy Tester Report

EMA_CROSS_CONTEST_HEDGED

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=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=false; UseMACD=false; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1;

Bars in test	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	104.50	Gross profit	374.50	Gross loss	-270.00
Profit factor	1.39	Expected payoff	1.69
Absolute drawdown	27.90	Maximal drawdown	45.50 (0.45%)	Relative drawdown	0.45% (45.50)

Total trades	62	Short positions (won %)	31 (70.97%)	Long positions (won %)	31 (70.97%)
		Profit trades (% of total)	44 (70.97%)	Loss trades (% of total)	18 (29.03%)
Largest		profit trade	15.00	loss trade	-15.00
Average		profit trade	8.51	loss trade	-15.00
Maximum		consecutive wins (profit in money)	7 (51.60)	consecutive losses (loss in money)	2 (-30.00)
Maximal		consecutive profit (count of wins)	56.50 (6)	consecutive loss (count of losses)	-30.00 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 14:00	sell	1	0.10	1.34768	1.34918	1.34618
2	2010.04.01 14:15	modify	1	0.10	1.34768	1.34730	1.34618
3	2010.04.01 14:20	t/p	1	0.10	1.34618	1.34730	1.34618	15.00	10015.00
4	2010.04.01 14:20	sell	2	0.10	1.34600	1.34750	1.34450
5	2010.04.01 14:40	s/l	2	0.10	1.34750	1.34750	1.34450	-15.00	10000.00
6	2010.04.01 14:40	sell	3	0.10	1.34809	1.34959	1.34659
7	2010.04.01 14:50	s/l	3	0.10	1.34959	1.34959	1.34659	-15.00	9985.00
8	2010.04.01 14:50	sell	4	0.10	1.34982	1.35132	1.34832
9	2010.04.01 14:52	modify	4	0.10	1.34982	1.34973	1.34832
10	2010.04.01 14:57	modify	4	0.10	1.34982	1.34916	1.34832
11	2010.04.01 14:59	s/l	4	0.10	1.34916	1.34916	1.34832	6.60	9991.60
12	2010.04.01 14:59	sell	5	0.10	1.34970	1.35120	1.34820
13	2010.04.01 15:20	modify	5	0.10	1.34970	1.34913	1.34820
14	2010.04.01 15:27	s/l	5	0.10	1.34913	1.34913	1.34820	5.70	9997.30
15	2010.04.01 16:00	buy	6	0.10	1.35157	1.35007	1.35307
16	2010.04.01 16:15	s/l	6	0.10	1.35007	1.35007	1.35307	-15.00	9982.30
17	2010.04.01 16:15	buy	7	0.10	1.35011	1.34861	1.35161
18	2010.04.01 16:32	modify	7	0.10	1.35011	1.35037	1.35161
19	2010.04.01 16:35	modify	7	0.10	1.35011	1.35073	1.35161
20	2010.04.01 16:37	s/l	7	0.10	1.35073	1.35073	1.35161	6.20	9988.50
21	2010.04.01 16:37	buy	8	0.10	1.35049	1.34899	1.35199
22	2010.04.01 16:40	t/p	8	0.10	1.35199	1.34899	1.35199	15.00	10003.50
23	2010.04.01 16:40	buy	9	0.10	1.35232	1.35082	1.35382
24	2010.04.01 16:45	modify	9	0.10	1.35232	1.35292	1.35382
25	2010.04.01 16:50	t/p	9	0.10	1.35382	1.35292	1.35382	15.00	10018.50
26	2010.04.01 16:50	buy	10	0.10	1.35451	1.35301	1.35601
27	2010.04.01 16:57	s/l	10	0.10	1.35301	1.35301	1.35601	-15.00	10003.50
28	2010.04.01 16:57	buy	11	0.10	1.35305	1.35155	1.35455
29	2010.04.01 16:59	modify	11	0.10	1.35305	1.35330	1.35455
30	2010.04.01 17:05	modify	11	0.10	1.35305	1.35339	1.35455
31	2010.04.01 17:07	s/l	11	0.10	1.35339	1.35339	1.35455	3.40	10006.90
32	2010.04.02 13:00	sell	12	0.10	1.35513	1.35663	1.35363
33	2010.04.02 13:20	modify	12	0.10	1.35513	1.35507	1.35363
34	2010.04.02 13:33	s/l	12	0.10	1.35507	1.35507	1.35363	0.60	10007.50
35	2010.04.02 13:33	sell	13	0.10	1.35592	1.35742	1.35442
36	2010.04.02 13:50	modify	13	0.10	1.35592	1.35562	1.35442
37	2010.04.02 13:59	modify	13	0.10	1.35592	1.35509	1.35442
38	2010.04.02 14:00	modify	13	0.10	1.35592	1.35504	1.35442
39	2010.04.02 14:02	modify	13	0.10	1.35592	1.35492	1.35442
40	2010.04.02 14:07	t/p	13	0.10	1.35442	1.35492	1.35442	15.00	10022.50
41	2010.04.05 06:00	buy	14	0.10	1.35234	1.35084	1.35384
42	2010.04.05 06:50	s/l	14	0.10	1.35084	1.35084	1.35384	-15.00	10007.50
43	2010.04.05 06:50	buy	15	0.10	1.35058	1.34908	1.35208
44	2010.04.05 07:13	modify	15	0.10	1.35058	1.35064	1.35208
45	2010.04.05 07:20	modify	15	0.10	1.35058	1.35090	1.35208
46	2010.04.05 07:26	modify	15	0.10	1.35058	1.35116	1.35208
47	2010.04.05 07:37	modify	15	0.10	1.35058	1.35130	1.35208
48	2010.04.05 07:40	s/l	15	0.10	1.35130	1.35130	1.35208	7.20	10014.70
49	2010.04.05 07:40	sell	16	0.10	1.35103	1.35253	1.34953
50	2010.04.05 07:45	modify	16	0.10	1.35103	1.35102	1.34953
51	2010.04.05 07:50	modify	16	0.10	1.35103	1.35035	1.34953
52	2010.04.05 07:57	s/l	16	0.10	1.35035	1.35035	1.34953	6.80	10021.50
53	2010.04.05 07:57	sell	17	0.10	1.35053	1.35203	1.34903
54	2010.04.05 07:59	modify	17	0.10	1.35053	1.35046	1.34903
55	2010.04.05 08:03	modify	17	0.10	1.35053	1.34986	1.34903
56	2010.04.05 08:10	t/p	17	0.10	1.34903	1.34986	1.34903	15.00	10036.50
57	2010.04.08 17:00	buy	18	0.10	1.33569	1.33419	1.33719
58	2010.04.08 17:07	modify	18	0.10	1.33569	1.33581	1.33719
59	2010.04.08 17:10	s/l	18	0.10	1.33581	1.33581	1.33719	1.20	10037.70
60	2010.04.08 17:10	buy	19	0.10	1.33566	1.33416	1.33716
61	2010.04.08 17:50	modify	19	0.10	1.33566	1.33592	1.33716
62	2010.04.08 17:57	s/l	19	0.10	1.33592	1.33592	1.33716	2.60	10040.30
63	2010.04.08 17:57	buy	20	0.10	1.33572	1.33422	1.33722
64	2010.04.08 18:02	modify	20	0.10	1.33572	1.33574	1.33722
65	2010.04.08 18:07	modify	20	0.10	1.33572	1.33588	1.33722
66	2010.04.08 18:10	s/l	20	0.10	1.33588	1.33588	1.33722	1.60	10041.90
67	2010.04.13 17:00	sell	21	0.10	1.35611	1.35761	1.35461
68	2010.04.13 17:02	modify	21	0.10	1.35611	1.35520	1.35461
69	2010.04.13 17:07	t/p	21	0.10	1.35461	1.35520	1.35461	15.00	10056.90
70	2010.04.13 17:07	sell	22	0.10	1.35449	1.35599	1.35299
71	2010.04.13 17:15	s/l	22	0.10	1.35599	1.35599	1.35299	-15.00	10041.90
72	2010.04.13 17:15	sell	23	0.10	1.35624	1.35774	1.35474
73	2010.04.13 17:45	s/l	23	0.10	1.35774	1.35774	1.35474	-15.00	10026.90
74	2010.04.13 17:45	sell	24	0.10	1.35789	1.35939	1.35639
75	2010.04.13 18:32	modify	24	0.10	1.35789	1.35773	1.35639
76	2010.04.13 18:37	modify	24	0.10	1.35789	1.35758	1.35639
77	2010.04.13 18:40	s/l	24	0.10	1.35758	1.35758	1.35639	3.10	10030.00
78	2010.04.13 20:00	buy	25	0.10	1.35906	1.35756	1.36056
79	2010.04.13 21:15	modify	25	0.10	1.35906	1.35914	1.36056
80	2010.04.13 21:20	modify	25	0.10	1.35906	1.35931	1.36056
81	2010.04.13 21:50	s/l	25	0.10	1.35931	1.35931	1.36056	2.50	10032.50
82	2010.04.15 09:00	sell	26	0.10	1.36275	1.36425	1.36125
83	2010.04.15 09:10	modify	26	0.10	1.36275	1.36252	1.36125
84	2010.04.15 09:15	modify	26	0.10	1.36275	1.36170	1.36125
85	2010.04.15 09:20	t/p	26	0.10	1.36125	1.36170	1.36125	15.00	10047.50
86	2010.04.15 09:20	sell	27	0.10	1.36010	1.36160	1.35860
87	2010.04.15 09:45	modify	27	0.10	1.36010	1.35968	1.35860
88	2010.04.15 09:50	modify	27	0.10	1.36010	1.35903	1.35860
89	2010.04.15 09:57	s/l	27	0.10	1.35903	1.35903	1.35860	10.70	10058.20
90	2010.04.15 09:57	sell	28	0.10	1.35919	1.36069	1.35769
91	2010.04.15 10:10	modify	28	0.10	1.35919	1.35886	1.35769
92	2010.04.15 10:15	t/p	28	0.10	1.35769	1.35886	1.35769	15.00	10073.20
93	2010.04.19 22:00	buy	29	0.10	1.34873	1.34723	1.35023
94	2010.04.19 23:20	modify	29	0.10	1.34873	1.34889	1.35023
95	2010.04.19 23:45	s/l	29	0.10	1.34889	1.34889	1.35023	1.60	10074.80
96	2010.04.20 08:00	sell	30	0.10	1.34581	1.34731	1.34431
97	2010.04.20 08:20	modify	30	0.10	1.34581	1.34544	1.34431
98	2010.04.20 08:27	s/l	30	0.10	1.34544	1.34544	1.34431	3.70	10078.50
99	2010.04.20 08:27	sell	31	0.10	1.34550	1.34700	1.34400
100	2010.04.20 09:02	s/l	31	0.10	1.34700	1.34700	1.34400	-15.00	10063.50
101	2010.04.20 11:00	buy	32	0.10	1.34960	1.34810	1.35110
102	2010.04.20 11:20	modify	32	0.10	1.34960	1.35055	1.35110
103	2010.04.20 11:26	t/p	32	0.10	1.35110	1.35055	1.35110	15.00	10078.50
104	2010.04.20 11:26	buy	33	0.10	1.35206	1.35056	1.35356
105	2010.04.20 11:50	s/l	33	0.10	1.35056	1.35056	1.35356	-15.00	10063.50
106	2010.04.20 11:50	buy	34	0.10	1.35020	1.34870	1.35170
107	2010.04.20 11:57	modify	34	0.10	1.35020	1.35050	1.35170
108	2010.04.20 11:59	s/l	34	0.10	1.35050	1.35050	1.35170	3.00	10066.50
109	2010.04.20 11:59	buy	35	0.10	1.35021	1.34871	1.35171
110	2010.04.20 12:10	modify	35	0.10	1.35021	1.35030	1.35171
111	2010.04.20 12:15	modify	35	0.10	1.35021	1.35061	1.35171
112	2010.04.20 12:20	modify	35	0.10	1.35021	1.35092	1.35171
113	2010.04.20 12:27	s/l	35	0.10	1.35092	1.35092	1.35171	7.10	10073.60
114	2010.04.20 16:00	sell	36	0.10	1.34702	1.34852	1.34552
115	2010.04.20 16:15	modify	36	0.10	1.34702	1.34653	1.34552
116	2010.04.20 16:20	t/p	36	0.10	1.34552	1.34653	1.34552	15.00	10088.60
117	2010.04.20 16:20	sell	37	0.10	1.34515	1.34665	1.34365
118	2010.04.20 16:45	s/l	37	0.10	1.34665	1.34665	1.34365	-15.00	10073.60
119	2010.04.20 16:45	sell	38	0.10	1.34671	1.34821	1.34521
120	2010.04.20 16:59	modify	38	0.10	1.34671	1.34660	1.34521
121	2010.04.20 17:00	modify	38	0.10	1.34671	1.34659	1.34521
122	2010.04.20 17:02	s/l	38	0.10	1.34659	1.34659	1.34521	1.20	10074.80
123	2010.04.22 10:00	buy	39	0.10	1.34158	1.34008	1.34308
124	2010.04.22 10:32	s/l	39	0.10	1.34008	1.34008	1.34308	-15.00	10059.80
125	2010.04.22 10:32	buy	40	0.10	1.33995	1.33845	1.34145
126	2010.04.22 10:40	modify	40	0.10	1.33995	1.34015	1.34145
127	2010.04.22 10:45	modify	40	0.10	1.33995	1.34067	1.34145
128	2010.04.22 10:50	t/p	40	0.10	1.34145	1.34067	1.34145	15.00	10074.80
129	2010.04.22 10:50	buy	41	0.10	1.34168	1.34018	1.34318
130	2010.04.22 11:10	s/l	41	0.10	1.34018	1.34018	1.34318	-15.00	10059.80
131	2010.04.22 12:00	sell	42	0.10	1.33540	1.33690	1.33390
132	2010.04.22 12:10	modify	42	0.10	1.33540	1.33516	1.33390
133	2010.04.22 12:15	modify	42	0.10	1.33540	1.33453	1.33390
134	2010.04.22 12:20	t/p	42	0.10	1.33390	1.33453	1.33390	15.00	10074.80
135	2010.04.22 12:20	sell	43	0.10	1.33321	1.33471	1.33171
136	2010.04.22 13:45	s/l	43	0.10	1.33471	1.33471	1.33171	-15.00	10059.80
137	2010.04.23 12:00	buy	44	0.10	1.33161	1.33011	1.33311
138	2010.04.23 12:02	modify	44	0.10	1.33161	1.33219	1.33311
139	2010.04.23 12:07	modify	44	0.10	1.33161	1.33253	1.33311
140	2010.04.23 12:10	s/l	44	0.10	1.33253	1.33253	1.33311	9.20	10069.00
141	2010.04.23 12:10	buy	45	0.10	1.33168	1.33018	1.33318
142	2010.04.23 12:20	s/l	45	0.10	1.33018	1.33018	1.33318	-15.00	10054.00
143	2010.04.23 12:20	buy	46	0.10	1.32933	1.32783	1.33083
144	2010.04.23 12:22	modify	46	0.10	1.32933	1.32951	1.33083
145	2010.04.23 12:27	modify	46	0.10	1.32933	1.33018	1.33083
146	2010.04.23 12:30	t/p	46	0.10	1.33083	1.33018	1.33083	15.00	10069.00
147	2010.04.23 12:30	buy	47	0.10	1.33121	1.32971	1.33271
148	2010.04.23 13:07	s/l	47	0.10	1.32971	1.32971	1.33271	-15.00	10054.00
149	2010.04.26 12:00	sell	48	0.10	1.33050	1.33200	1.32900
150	2010.04.26 12:02	modify	48	0.10	1.33050	1.33023	1.32900
151	2010.04.26 12:07	modify	48	0.10	1.33050	1.32990	1.32900
152	2010.04.26 12:10	s/l	48	0.10	1.32990	1.32990	1.32900	6.00	10060.00
153	2010.04.26 12:10	sell	49	0.10	1.33107	1.33257	1.32957
154	2010.04.26 12:20	s/l	49	0.10	1.33257	1.33257	1.32957	-15.00	10045.00
155	2010.04.26 12:20	sell	50	0.10	1.33307	1.33457	1.33157
156	2010.04.26 12:22	modify	50	0.10	1.33307	1.33289	1.33157
157	2010.04.26 12:27	modify	50	0.10	1.33307	1.33223	1.33157
158	2010.04.26 12:30	s/l	50	0.10	1.33223	1.33223	1.33157	8.40	10053.40
159	2010.04.26 12:30	sell	51	0.10	1.33294	1.33444	1.33144
160	2010.04.26 12:45	modify	51	0.10	1.33294	1.33285	1.33144
161	2010.04.26 12:50	modify	51	0.10	1.33294	1.33198	1.33144
162	2010.04.26 12:52	s/l	51	0.10	1.33198	1.33198	1.33144	9.60	10063.00
163	2010.04.26 12:52	sell	52	0.10	1.33192	1.33342	1.33042
164	2010.04.26 13:02	modify	52	0.10	1.33192	1.33127	1.33042
165	2010.04.26 13:07	modify	52	0.10	1.33192	1.33109	1.33042
166	2010.04.26 13:10	s/l	52	0.10	1.33109	1.33109	1.33042	8.30	10071.30
167	2010.04.26 22:00	buy	53	0.10	1.33682	1.33532	1.33832
168	2010.04.26 22:15	modify	53	0.10	1.33682	1.33689	1.33832
169	2010.04.26 22:20	modify	53	0.10	1.33682	1.33749	1.33832
170	2010.04.26 22:22	s/l	53	0.10	1.33749	1.33749	1.33832	6.70	10078.00
171	2010.04.26 22:22	buy	54	0.10	1.33758	1.33608	1.33908
172	2010.04.26 22:40	modify	54	0.10	1.33758	1.33775	1.33908
173	2010.04.26 22:45	modify	54	0.10	1.33758	1.33809	1.33908
174	2010.04.26 22:50	modify	54	0.10	1.33758	1.33843	1.33908
175	2010.04.26 22:57	s/l	54	0.10	1.33843	1.33843	1.33908	8.50	10086.50
176	2010.04.26 22:57	buy	55	0.10	1.33847	1.33697	1.33997
177	2010.04.26 23:10	modify	55	0.10	1.33847	1.33917	1.33997
178	2010.04.26 23:15	t/p	55	0.10	1.33997	1.33917	1.33997	15.00	10101.50
179	2010.04.27 10:00	sell	56	0.10	1.33485	1.33635	1.33335
180	2010.04.27 10:20	s/l	56	0.10	1.33635	1.33635	1.33335	-15.00	10086.50
181	2010.04.27 10:20	sell	57	0.10	1.33632	1.33782	1.33482
182	2010.04.27 10:27	modify	57	0.10	1.33632	1.33616	1.33482
183	2010.04.27 10:27	modify	57	0.10	1.33632	1.33604	1.33482
184	2010.04.27 10:32	modify	57	0.10	1.33632	1.33592	1.33482
185	2010.04.27 10:37	modify	57	0.10	1.33632	1.33578	1.33482
186	2010.04.27 10:40	s/l	57	0.10	1.33578	1.33578	1.33482	5.40	10091.90
187	2010.04.27 10:40	sell	58	0.10	1.33598	1.33748	1.33448
188	2010.04.27 11:15	modify	58	0.10	1.33598	1.33568	1.33448
189	2010.04.27 11:20	modify	58	0.10	1.33598	1.33510	1.33448
190	2010.04.27 11:27	s/l	58	0.10	1.33510	1.33510	1.33448	8.80	10100.70
191	2010.04.29 01:00	buy	59	0.10	1.32123	1.31973	1.32273
192	2010.04.29 01:07	modify	59	0.10	1.32123	1.32129	1.32273
193	2010.04.29 01:10	s/l	59	0.10	1.32129	1.32129	1.32273	0.60	10101.30
194	2010.04.29 01:10	buy	60	0.10	1.32131	1.31981	1.32281
195	2010.04.29 01:46	s/l	60	0.10	1.31981	1.31981	1.32281	-15.00	10086.30
196	2010.04.29 01:46	buy	61	0.10	1.31970	1.31820	1.32120
197	2010.04.29 03:46	modify	61	0.10	1.31970	1.32002	1.32120
198	2010.04.29 03:56	s/l	61	0.10	1.32002	1.32002	1.32120	3.20	10089.50
199	2010.04.29 05:00	buy	62	0.10	1.32171	1.32021	1.32321
200	2010.04.29 07:10	modify	62	0.10	1.32171	1.32187	1.32321
201	2010.04.29 07:15	modify	62	0.10	1.32171	1.32254	1.32321
202	2010.04.29 07:20	t/p	62	0.10	1.32321	1.32254	1.32321	15.00	10104.50