Strategy Tester Report
ema_crossmod
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=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=false; reversal=false; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Show_Settings=false; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1846.80 | Gross profit | 2693.80 | Gross loss | -847.00 |
Profit factor | 3.18 | Expected payoff | 54.32 | ||
Absolute drawdown | 611.80 | Maximal drawdown | 2269.80 (17.68%) | Relative drawdown | 17.68% (2269.80) |
Total trades | 34 | Short positions (won %) | 17 (94.12%) | Long positions (won %) | 17 (94.12%) |
Profit trades (% of total) | 32 (94.12%) | Loss trades (% of total) | 2 (5.88%) | ||
Largest | profit trade | 160.00 | loss trade | -846.20 | |
Average | profit trade | 84.18 | loss trade | -423.50 | |
Maximum | consecutive wins (profit in money) | 29 (2609.80) | consecutive losses (loss in money) | 1 (-846.20) | |
Maximal | consecutive profit (count of wins) | 2609.80 (29) | consecutive loss (count of losses) | -846.20 (1) | |
Average | consecutive wins | 16 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 20:00 | buy | 1 | 1.00 | 1.34853 | 0.00000 | 1.35013 | ||
2 | 2010.04.02 20:00 | sell | 2 | 1.00 | 1.34844 | 0.00000 | 1.34684 | ||
3 | 2010.04.02 21:10 | modify | 1 | 1.00 | 1.34853 | 1.34856 | 1.35013 | ||
4 | 2010.04.02 21:15 | modify | 1 | 1.00 | 1.34853 | 1.34865 | 1.35013 | ||
5 | 2010.04.02 21:20 | modify | 1 | 1.00 | 1.34853 | 1.34875 | 1.35013 | ||
6 | 2010.04.02 21:32 | s/l | 1 | 1.00 | 1.34875 | 1.34875 | 1.35013 | 22.00 | 10022.00 |
7 | 2010.04.05 03:00 | buy | 3 | 1.00 | 1.35264 | 0.00000 | 1.35424 | ||
8 | 2010.04.05 03:00 | sell | 4 | 1.00 | 1.35255 | 0.00000 | 1.35095 | ||
9 | 2010.04.05 03:15 | modify | 3 | 1.00 | 1.35264 | 1.35285 | 1.35424 | ||
10 | 2010.04.05 03:20 | modify | 3 | 1.00 | 1.35264 | 1.35310 | 1.35424 | ||
11 | 2010.04.05 03:27 | s/l | 3 | 1.00 | 1.35310 | 1.35310 | 1.35424 | 46.00 | 10068.00 |
12 | 2010.04.05 04:16 | modify | 4 | 1.00 | 1.35255 | 1.35239 | 1.35095 | ||
13 | 2010.04.05 04:26 | s/l | 4 | 1.00 | 1.35239 | 1.35239 | 1.35095 | 16.00 | 10084.00 |
14 | 2010.04.05 08:03 | buy | 5 | 1.00 | 1.34946 | 0.00000 | 1.35106 | ||
15 | 2010.04.05 08:03 | sell | 6 | 1.00 | 1.34937 | 0.00000 | 1.34777 | ||
16 | 2010.04.05 08:10 | modify | 6 | 1.00 | 1.34937 | 1.34914 | 1.34777 | ||
17 | 2010.04.05 08:16 | modify | 2 | 1.00 | 1.34844 | 1.34844 | 1.34684 | ||
18 | 2010.04.05 08:20 | s/l | 2 | 1.00 | 1.34844 | 1.34844 | 1.34684 | -0.80 | 10083.20 |
19 | 2010.04.05 08:20 | modify | 6 | 1.00 | 1.34937 | 1.34879 | 1.34777 | ||
20 | 2010.04.05 08:23 | modify | 6 | 1.00 | 1.34937 | 1.34861 | 1.34777 | ||
21 | 2010.04.05 08:26 | s/l | 6 | 1.00 | 1.34861 | 1.34861 | 1.34777 | 76.00 | 10159.20 |
22 | 2010.04.05 15:20 | t/p | 5 | 1.00 | 1.35106 | 0.00000 | 1.35106 | 160.00 | 10319.20 |
23 | 2010.04.09 10:02 | buy | 7 | 1.00 | 1.34173 | 0.00000 | 1.34333 | ||
24 | 2010.04.09 10:02 | sell | 8 | 1.00 | 1.34164 | 0.00000 | 1.34004 | ||
25 | 2010.04.09 10:10 | modify | 8 | 1.00 | 1.34164 | 1.34145 | 1.34004 | ||
26 | 2010.04.09 10:15 | modify | 8 | 1.00 | 1.34164 | 1.34098 | 1.34004 | ||
27 | 2010.04.09 10:20 | modify | 8 | 1.00 | 1.34164 | 1.34034 | 1.34004 | ||
28 | 2010.04.09 10:22 | s/l | 8 | 1.00 | 1.34034 | 1.34034 | 1.34004 | 130.00 | 10449.20 |
29 | 2010.04.09 10:45 | buy | 9 | 1.00 | 1.34130 | 0.00000 | 1.34290 | ||
30 | 2010.04.09 10:45 | sell | 10 | 1.00 | 1.34121 | 0.00000 | 1.33961 | ||
31 | 2010.04.09 10:50 | modify | 9 | 1.00 | 1.34130 | 1.34137 | 1.34290 | ||
32 | 2010.04.09 10:52 | s/l | 9 | 1.00 | 1.34137 | 1.34137 | 1.34290 | 7.00 | 10456.20 |
33 | 2010.04.09 11:05 | modify | 10 | 1.00 | 1.34121 | 1.34107 | 1.33961 | ||
34 | 2010.04.09 11:07 | s/l | 10 | 1.00 | 1.34107 | 1.34107 | 1.33961 | 14.00 | 10470.20 |
35 | 2010.04.09 15:50 | t/p | 7 | 1.00 | 1.34333 | 0.00000 | 1.34333 | 160.00 | 10630.20 |
36 | 2010.04.15 12:02 | buy | 11 | 1.00 | 1.35293 | 0.00000 | 1.35453 | ||
37 | 2010.04.15 12:02 | sell | 12 | 1.00 | 1.35284 | 0.00000 | 1.35124 | ||
38 | 2010.04.15 12:10 | modify | 11 | 1.00 | 1.35293 | 1.35335 | 1.35453 | ||
39 | 2010.04.15 12:15 | modify | 11 | 1.00 | 1.35293 | 1.35389 | 1.35453 | ||
40 | 2010.04.15 12:20 | t/p | 11 | 1.00 | 1.35453 | 1.35389 | 1.35453 | 160.00 | 10790.20 |
41 | 2010.04.15 13:00 | buy | 13 | 1.00 | 1.35370 | 0.00000 | 1.35530 | ||
42 | 2010.04.15 13:00 | sell | 14 | 1.00 | 1.35361 | 0.00000 | 1.35201 | ||
43 | 2010.04.15 13:02 | modify | 13 | 1.00 | 1.35370 | 1.35463 | 1.35530 | ||
44 | 2010.04.15 13:07 | modify | 13 | 1.00 | 1.35370 | 1.35479 | 1.35530 | ||
45 | 2010.04.15 13:10 | s/l | 13 | 1.00 | 1.35479 | 1.35479 | 1.35530 | 109.00 | 10899.20 |
46 | 2010.04.15 13:20 | modify | 14 | 1.00 | 1.35361 | 1.35349 | 1.35201 | ||
47 | 2010.04.15 13:22 | s/l | 14 | 1.00 | 1.35349 | 1.35349 | 1.35201 | 12.00 | 10911.20 |
48 | 2010.04.16 14:50 | t/p | 12 | 1.00 | 1.35124 | 0.00000 | 1.35124 | 159.20 | 11070.40 |
49 | 2010.04.26 02:45 | buy | 15 | 1.00 | 1.33897 | 0.00000 | 1.34057 | ||
50 | 2010.04.26 02:45 | sell | 16 | 1.00 | 1.33888 | 0.00000 | 1.33728 | ||
51 | 2010.04.26 02:50 | modify | 15 | 1.00 | 1.33897 | 1.33951 | 1.34057 | ||
52 | 2010.04.26 02:52 | s/l | 15 | 1.00 | 1.33951 | 1.33951 | 1.34057 | 54.00 | 11124.40 |
53 | 2010.04.26 02:57 | buy | 17 | 1.00 | 1.33869 | 0.00000 | 1.34029 | ||
54 | 2010.04.26 02:57 | sell | 18 | 1.00 | 1.33860 | 0.00000 | 1.33700 | ||
55 | 2010.04.26 03:02 | modify | 17 | 1.00 | 1.33869 | 1.33921 | 1.34029 | ||
56 | 2010.04.26 03:07 | modify | 17 | 1.00 | 1.33869 | 1.33935 | 1.34029 | ||
57 | 2010.04.26 03:10 | s/l | 17 | 1.00 | 1.33935 | 1.33935 | 1.34029 | 66.00 | 11190.40 |
58 | 2010.04.26 03:15 | modify | 16 | 1.00 | 1.33888 | 1.33887 | 1.33728 | ||
59 | 2010.04.26 03:20 | modify | 16 | 1.00 | 1.33888 | 1.33831 | 1.33728 | ||
60 | 2010.04.26 03:22 | s/l | 16 | 1.00 | 1.33831 | 1.33831 | 1.33728 | 57.00 | 11247.40 |
61 | 2010.04.26 04:37 | t/p | 18 | 1.00 | 1.33700 | 0.00000 | 1.33700 | 160.00 | 11407.40 |
62 | 2010.04.26 10:20 | buy | 19 | 1.00 | 1.33271 | 0.00000 | 1.33431 | ||
63 | 2010.04.26 10:20 | sell | 20 | 1.00 | 1.33262 | 0.00000 | 1.33102 | ||
64 | 2010.04.26 10:22 | modify | 19 | 1.00 | 1.33271 | 1.33309 | 1.33431 | ||
65 | 2010.04.26 10:25 | s/l | 19 | 1.00 | 1.33309 | 1.33309 | 1.33431 | 38.00 | 11445.40 |
66 | 2010.04.26 10:27 | buy | 21 | 1.00 | 1.33405 | 0.00000 | 1.33565 | ||
67 | 2010.04.26 10:27 | sell | 22 | 1.00 | 1.33396 | 0.00000 | 1.33236 | ||
68 | 2010.04.26 10:27 | modify | 22 | 1.00 | 1.33396 | 1.33316 | 1.33236 | ||
69 | 2010.04.26 10:30 | modify | 22 | 1.00 | 1.33396 | 1.33311 | 1.33236 | ||
70 | 2010.04.26 10:32 | s/l | 22 | 1.00 | 1.33311 | 1.33311 | 1.33236 | 85.00 | 11530.40 |
71 | 2010.04.26 11:05 | modify | 20 | 1.00 | 1.33262 | 1.33257 | 1.33102 | ||
72 | 2010.04.26 11:07 | s/l | 20 | 1.00 | 1.33257 | 1.33257 | 1.33102 | 5.00 | 11535.40 |
73 | 2010.04.26 21:40 | t/p | 21 | 1.00 | 1.33565 | 0.00000 | 1.33565 | 160.00 | 11695.40 |
74 | 2010.04.26 23:10 | buy | 23 | 1.00 | 1.33966 | 0.00000 | 1.34126 | ||
75 | 2010.04.26 23:10 | sell | 24 | 1.00 | 1.33957 | 0.00000 | 1.33797 | ||
76 | 2010.04.26 23:12 | modify | 24 | 1.00 | 1.33957 | 1.33953 | 1.33797 | ||
77 | 2010.04.26 23:15 | s/l | 24 | 1.00 | 1.33953 | 1.33953 | 1.33797 | 4.00 | 11699.40 |
78 | 2010.04.26 23:15 | buy | 25 | 1.00 | 1.34067 | 0.00000 | 1.34227 | ||
79 | 2010.04.26 23:15 | sell | 26 | 1.00 | 1.34058 | 0.00000 | 1.33898 | ||
80 | 2010.04.26 23:17 | modify | 23 | 1.00 | 1.33966 | 1.34004 | 1.34126 | ||
81 | 2010.04.26 23:20 | t/p | 23 | 1.00 | 1.34126 | 1.34004 | 1.34126 | 160.00 | 11859.40 |
82 | 2010.04.26 23:20 | modify | 25 | 1.00 | 1.34067 | 1.34139 | 1.34227 | ||
83 | 2010.04.26 23:22 | s/l | 25 | 1.00 | 1.34139 | 1.34139 | 1.34227 | 72.00 | 11931.40 |
84 | 2010.04.26 23:46 | t/p | 26 | 1.00 | 1.33898 | 0.00000 | 1.33898 | 160.00 | 12091.40 |
85 | 2010.04.26 23:46 | buy | 27 | 1.00 | 1.33894 | 0.00000 | 1.34054 | ||
86 | 2010.04.26 23:46 | sell | 28 | 1.00 | 1.33885 | 0.00000 | 1.33725 | ||
87 | 2010.04.26 23:50 | modify | 27 | 1.00 | 1.33894 | 1.33898 | 1.34054 | ||
88 | 2010.04.26 23:56 | modify | 27 | 1.00 | 1.33894 | 1.33932 | 1.34054 | ||
89 | 2010.04.26 23:59 | s/l | 27 | 1.00 | 1.33932 | 1.33932 | 1.34054 | 38.00 | 12129.40 |
90 | 2010.04.26 23:59 | buy | 29 | 1.00 | 1.33928 | 0.00000 | 1.34088 | ||
91 | 2010.04.26 23:59 | sell | 30 | 1.00 | 1.33919 | 0.00000 | 1.33759 | ||
92 | 2010.04.27 00:10 | modify | 29 | 1.00 | 1.33928 | 1.33955 | 1.34088 | ||
93 | 2010.04.27 00:15 | modify | 29 | 1.00 | 1.33928 | 1.33992 | 1.34088 | ||
94 | 2010.04.27 00:20 | modify | 29 | 1.00 | 1.33928 | 1.34028 | 1.34088 | ||
95 | 2010.04.27 00:22 | s/l | 29 | 1.00 | 1.34028 | 1.34028 | 1.34088 | 99.20 | 12228.60 |
96 | 2010.04.27 02:03 | modify | 30 | 1.00 | 1.33919 | 1.33896 | 1.33759 | ||
97 | 2010.04.27 02:10 | modify | 28 | 1.00 | 1.33885 | 1.33837 | 1.33725 | ||
98 | 2010.04.27 02:13 | s/l | 28 | 1.00 | 1.33837 | 1.33837 | 1.33725 | 47.20 | 12275.80 |
99 | 2010.04.27 02:16 | t/p | 30 | 1.00 | 1.33759 | 1.33896 | 1.33759 | 159.20 | 12435.00 |
100 | 2010.04.27 11:40 | buy | 31 | 1.00 | 1.33366 | 0.00000 | 1.33526 | ||
101 | 2010.04.27 11:40 | sell | 32 | 1.00 | 1.33357 | 0.00000 | 1.33197 | ||
102 | 2010.04.27 11:42 | modify | 31 | 1.00 | 1.33366 | 1.33368 | 1.33526 | ||
103 | 2010.04.27 11:45 | s/l | 31 | 1.00 | 1.33368 | 1.33368 | 1.33526 | 2.00 | 12437.00 |
104 | 2010.04.27 11:45 | buy | 33 | 1.00 | 1.33271 | 0.00000 | 1.33431 | ||
105 | 2010.04.27 11:45 | sell | 34 | 1.00 | 1.33262 | 0.00000 | 1.33102 | ||
106 | 2010.04.27 11:47 | modify | 32 | 1.00 | 1.33357 | 1.33323 | 1.33197 | ||
107 | 2010.04.27 11:50 | t/p | 32 | 1.00 | 1.33197 | 1.33323 | 1.33197 | 160.00 | 12597.00 |
108 | 2010.04.27 11:50 | modify | 34 | 1.00 | 1.33262 | 1.33166 | 1.33102 | ||
109 | 2010.04.27 11:52 | s/l | 34 | 1.00 | 1.33166 | 1.33166 | 1.33102 | 96.00 | 12693.00 |
110 | 2010.04.29 23:59 | close at stop | 33 | 1.00 | 1.32428 | 0.00000 | 1.33431 | -846.20 | 11846.80 |