Strategy Tester Report
Ema_cross_contest_hedged_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=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=true; UseMACD=true; 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 | 48.30 | Gross profit | 108.30 | Gross loss | -60.00 |
| Profit factor | 1.80 | Expected payoff | 2.84 | ||
| Absolute drawdown | 25.20 | Maximal drawdown | 26.00 (0.26%) | Relative drawdown | 0.26% (26.00) |
| Total trades | 17 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
| Largest | profit trade | 15.00 | loss trade | -15.00 | |
| Average | profit trade | 8.33 | loss trade | -15.00 | |
| Maximum | consecutive wins (profit in money) | 5 (39.50) | consecutive losses (loss in money) | 1 (-15.00) | |
| Maximal | consecutive profit (count of wins) | 39.50 (5) | consecutive loss (count of losses) | -15.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 16:00 | buy | 1 | 0.10 | 1.35157 | 1.35007 | 1.35307 | ||
| 2 | 2010.04.01 16:15 | s/l | 1 | 0.10 | 1.35007 | 1.35007 | 1.35307 | -15.00 | 9985.00 |
| 3 | 2010.04.01 16:15 | buy | 2 | 0.10 | 1.35011 | 1.34861 | 1.35161 | ||
| 4 | 2010.04.01 16:32 | modify | 2 | 0.10 | 1.35011 | 1.35037 | 1.35161 | ||
| 5 | 2010.04.01 16:35 | modify | 2 | 0.10 | 1.35011 | 1.35073 | 1.35161 | ||
| 6 | 2010.04.01 16:37 | s/l | 2 | 0.10 | 1.35073 | 1.35073 | 1.35161 | 6.20 | 9991.20 |
| 7 | 2010.04.01 16:37 | buy | 3 | 0.10 | 1.35049 | 1.34899 | 1.35199 | ||
| 8 | 2010.04.01 16:40 | t/p | 3 | 0.10 | 1.35199 | 1.34899 | 1.35199 | 15.00 | 10006.20 |
| 9 | 2010.04.01 16:40 | buy | 4 | 0.10 | 1.35232 | 1.35082 | 1.35382 | ||
| 10 | 2010.04.01 16:45 | modify | 4 | 0.10 | 1.35232 | 1.35292 | 1.35382 | ||
| 11 | 2010.04.01 16:50 | t/p | 4 | 0.10 | 1.35382 | 1.35292 | 1.35382 | 15.00 | 10021.20 |
| 12 | 2010.04.01 16:50 | buy | 5 | 0.10 | 1.35451 | 1.35301 | 1.35601 | ||
| 13 | 2010.04.01 16:57 | s/l | 5 | 0.10 | 1.35301 | 1.35301 | 1.35601 | -15.00 | 10006.20 |
| 14 | 2010.04.01 16:57 | buy | 6 | 0.10 | 1.35305 | 1.35155 | 1.35455 | ||
| 15 | 2010.04.01 16:59 | modify | 6 | 0.10 | 1.35305 | 1.35330 | 1.35455 | ||
| 16 | 2010.04.01 17:05 | modify | 6 | 0.10 | 1.35305 | 1.35339 | 1.35455 | ||
| 17 | 2010.04.01 17:07 | s/l | 6 | 0.10 | 1.35339 | 1.35339 | 1.35455 | 3.40 | 10009.60 |
| 18 | 2010.04.05 07:00 | sell | 7 | 0.10 | 1.35071 | 1.35221 | 1.34921 | ||
| 19 | 2010.04.05 07:50 | modify | 7 | 0.10 | 1.35071 | 1.35035 | 1.34921 | ||
| 20 | 2010.04.05 07:57 | s/l | 7 | 0.10 | 1.35035 | 1.35035 | 1.34921 | 3.60 | 10013.20 |
| 21 | 2010.04.05 07:57 | sell | 8 | 0.10 | 1.35053 | 1.35203 | 1.34903 | ||
| 22 | 2010.04.05 07:59 | modify | 8 | 0.10 | 1.35053 | 1.35046 | 1.34903 | ||
| 23 | 2010.04.05 08:03 | modify | 8 | 0.10 | 1.35053 | 1.34986 | 1.34903 | ||
| 24 | 2010.04.05 08:10 | t/p | 8 | 0.10 | 1.34903 | 1.34986 | 1.34903 | 15.00 | 10028.20 |
| 25 | 2010.04.13 20:00 | buy | 9 | 0.10 | 1.35906 | 1.35756 | 1.36056 | ||
| 26 | 2010.04.13 21:15 | modify | 9 | 0.10 | 1.35906 | 1.35914 | 1.36056 | ||
| 27 | 2010.04.13 21:20 | modify | 9 | 0.10 | 1.35906 | 1.35931 | 1.36056 | ||
| 28 | 2010.04.13 21:50 | s/l | 9 | 0.10 | 1.35931 | 1.35931 | 1.36056 | 2.50 | 10030.70 |
| 29 | 2010.04.20 11:00 | buy | 10 | 0.10 | 1.34960 | 1.34810 | 1.35110 | ||
| 30 | 2010.04.20 11:20 | modify | 10 | 0.10 | 1.34960 | 1.35055 | 1.35110 | ||
| 31 | 2010.04.20 11:26 | t/p | 10 | 0.10 | 1.35110 | 1.35055 | 1.35110 | 15.00 | 10045.70 |
| 32 | 2010.04.20 11:26 | buy | 11 | 0.10 | 1.35206 | 1.35056 | 1.35356 | ||
| 33 | 2010.04.20 11:50 | s/l | 11 | 0.10 | 1.35056 | 1.35056 | 1.35356 | -15.00 | 10030.70 |
| 34 | 2010.04.20 11:50 | buy | 12 | 0.10 | 1.35020 | 1.34870 | 1.35170 | ||
| 35 | 2010.04.20 11:57 | modify | 12 | 0.10 | 1.35020 | 1.35050 | 1.35170 | ||
| 36 | 2010.04.20 11:59 | s/l | 12 | 0.10 | 1.35050 | 1.35050 | 1.35170 | 3.00 | 10033.70 |
| 37 | 2010.04.20 11:59 | buy | 13 | 0.10 | 1.35021 | 1.34871 | 1.35171 | ||
| 38 | 2010.04.20 12:10 | modify | 13 | 0.10 | 1.35021 | 1.35030 | 1.35171 | ||
| 39 | 2010.04.20 12:15 | modify | 13 | 0.10 | 1.35021 | 1.35061 | 1.35171 | ||
| 40 | 2010.04.20 12:20 | modify | 13 | 0.10 | 1.35021 | 1.35092 | 1.35171 | ||
| 41 | 2010.04.20 12:27 | s/l | 13 | 0.10 | 1.35092 | 1.35092 | 1.35171 | 7.10 | 10040.80 |
| 42 | 2010.04.22 12:00 | sell | 14 | 0.10 | 1.33540 | 1.33690 | 1.33390 | ||
| 43 | 2010.04.22 12:10 | modify | 14 | 0.10 | 1.33540 | 1.33516 | 1.33390 | ||
| 44 | 2010.04.22 12:15 | modify | 14 | 0.10 | 1.33540 | 1.33453 | 1.33390 | ||
| 45 | 2010.04.22 12:20 | t/p | 14 | 0.10 | 1.33390 | 1.33453 | 1.33390 | 15.00 | 10055.80 |
| 46 | 2010.04.22 12:20 | sell | 15 | 0.10 | 1.33321 | 1.33471 | 1.33171 | ||
| 47 | 2010.04.22 13:45 | s/l | 15 | 0.10 | 1.33471 | 1.33471 | 1.33171 | -15.00 | 10040.80 |
| 48 | 2010.04.29 02:00 | sell | 16 | 0.10 | 1.31965 | 1.32115 | 1.31815 | ||
| 49 | 2010.04.29 02:20 | modify | 16 | 0.10 | 1.31965 | 1.31929 | 1.31815 | ||
| 50 | 2010.04.29 02:37 | modify | 16 | 0.10 | 1.31965 | 1.31921 | 1.31815 | ||
| 51 | 2010.04.29 02:40 | s/l | 16 | 0.10 | 1.31921 | 1.31921 | 1.31815 | 4.40 | 10045.20 |
| 52 | 2010.04.29 02:40 | sell | 17 | 0.10 | 1.31919 | 1.32069 | 1.31769 | ||
| 53 | 2010.04.29 03:20 | modify | 17 | 0.10 | 1.31919 | 1.31888 | 1.31769 | ||
| 54 | 2010.04.29 03:27 | s/l | 17 | 0.10 | 1.31888 | 1.31888 | 1.31769 | 3.10 | 10048.30 |