Strategy Tester Report
EMA-CROSS_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=12; LongEma=20; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1298.20 | Gross profit | 1598.20 | Gross loss | -300.00 |
Profit factor | 5.33 | Expected payoff | 32.46 | ||
Absolute drawdown | 11.00 | Maximal drawdown | 213.00 (1.88%) | Relative drawdown | 1.88% (213.00) |
Total trades | 40 | Short positions (won %) | 24 (100.00%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 37 (92.50%) | Loss trades (% of total) | 3 (7.50%) | ||
Largest | profit trade | 130.00 | loss trade | -100.00 | |
Average | profit trade | 43.19 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 26 (1290.20) | consecutive losses (loss in money) | 1 (-100.00) | |
Maximal | consecutive profit (count of wins) | 1290.20 (26) | consecutive loss (count of losses) | -100.00 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | 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 00:15 | modify | 1 | 1.00 | 1.35097 | 1.35095 | 1.34967 | ||
3 | 2010.04.01 00:20 | modify | 1 | 1.00 | 1.35097 | 1.35076 | 1.34967 | ||
4 | 2010.04.01 00:32 | modify | 1 | 1.00 | 1.35097 | 1.35066 | 1.34967 | ||
5 | 2010.04.01 00:37 | modify | 1 | 1.00 | 1.35097 | 1.35062 | 1.34967 | ||
6 | 2010.04.01 00:45 | s/l | 1 | 1.00 | 1.35062 | 1.35062 | 1.34967 | 35.00 | 10035.00 |
7 | 2010.04.01 14:00 | buy | 2 | 1.00 | 1.34774 | 1.34674 | 1.34904 | ||
8 | 2010.04.01 14:02 | modify | 2 | 1.00 | 1.34774 | 1.34783 | 1.34904 | ||
9 | 2010.04.01 14:05 | s/l | 2 | 1.00 | 1.34783 | 1.34783 | 1.34904 | 9.00 | 10044.00 |
10 | 2010.04.01 14:07 | sell | 3 | 1.00 | 1.34823 | 1.34923 | 1.34693 | ||
11 | 2010.04.01 14:10 | modify | 3 | 1.00 | 1.34823 | 1.34768 | 1.34693 | ||
12 | 2010.04.01 14:12 | s/l | 3 | 1.00 | 1.34768 | 1.34768 | 1.34693 | 55.00 | 10099.00 |
13 | 2010.04.01 14:45 | sell | 4 | 1.00 | 1.34896 | 1.34996 | 1.34766 | ||
14 | 2010.04.01 14:47 | modify | 4 | 1.00 | 1.34896 | 1.34893 | 1.34766 | ||
15 | 2010.04.01 14:50 | s/l | 4 | 1.00 | 1.34893 | 1.34893 | 1.34766 | 3.00 | 10102.00 |
16 | 2010.04.02 14:59 | buy | 5 | 1.00 | 1.35148 | 1.35048 | 1.35278 | ||
17 | 2010.04.02 15:15 | s/l | 5 | 1.00 | 1.35048 | 1.35048 | 1.35278 | -100.00 | 10002.00 |
18 | 2010.04.08 18:07 | sell | 6 | 1.00 | 1.33628 | 1.33728 | 1.33498 | ||
19 | 2010.04.08 18:10 | modify | 6 | 1.00 | 1.33628 | 1.33597 | 1.33498 | ||
20 | 2010.04.08 18:15 | modify | 6 | 1.00 | 1.33628 | 1.33553 | 1.33498 | ||
21 | 2010.04.08 18:20 | t/p | 6 | 1.00 | 1.33498 | 1.33553 | 1.33498 | 130.00 | 10132.00 |
22 | 2010.04.08 19:00 | sell | 7 | 1.00 | 1.33499 | 1.33599 | 1.33369 | ||
23 | 2010.04.08 19:15 | modify | 7 | 1.00 | 1.33499 | 1.33493 | 1.33369 | ||
24 | 2010.04.08 19:20 | modify | 7 | 1.00 | 1.33499 | 1.33437 | 1.33369 | ||
25 | 2010.04.08 19:22 | s/l | 7 | 1.00 | 1.33437 | 1.33437 | 1.33369 | 62.00 | 10194.00 |
26 | 2010.04.08 19:27 | sell | 8 | 1.00 | 1.33467 | 1.33567 | 1.33337 | ||
27 | 2010.04.08 19:27 | modify | 8 | 1.00 | 1.33467 | 1.33465 | 1.33337 | ||
28 | 2010.04.08 19:32 | modify | 8 | 1.00 | 1.33467 | 1.33464 | 1.33337 | ||
29 | 2010.04.08 19:37 | modify | 8 | 1.00 | 1.33467 | 1.33455 | 1.33337 | ||
30 | 2010.04.08 19:40 | s/l | 8 | 1.00 | 1.33455 | 1.33455 | 1.33337 | 12.00 | 10206.00 |
31 | 2010.04.08 19:40 | sell | 9 | 1.00 | 1.33472 | 1.33572 | 1.33342 | ||
32 | 2010.04.08 20:02 | modify | 9 | 1.00 | 1.33472 | 1.33457 | 1.33342 | ||
33 | 2010.04.08 20:07 | modify | 9 | 1.00 | 1.33472 | 1.33448 | 1.33342 | ||
34 | 2010.04.08 20:10 | s/l | 9 | 1.00 | 1.33448 | 1.33448 | 1.33342 | 24.00 | 10230.00 |
35 | 2010.04.13 16:20 | buy | 10 | 1.00 | 1.35524 | 1.35424 | 1.35654 | ||
36 | 2010.04.13 16:22 | modify | 10 | 1.00 | 1.35524 | 1.35555 | 1.35654 | ||
37 | 2010.04.13 16:25 | s/l | 10 | 1.00 | 1.35555 | 1.35555 | 1.35654 | 31.00 | 10261.00 |
38 | 2010.04.13 16:27 | sell | 11 | 1.00 | 1.35632 | 1.35732 | 1.35502 | ||
39 | 2010.04.13 16:45 | modify | 11 | 1.00 | 1.35632 | 1.35627 | 1.35502 | ||
40 | 2010.04.13 16:50 | modify | 11 | 1.00 | 1.35632 | 1.35569 | 1.35502 | ||
41 | 2010.04.13 16:52 | s/l | 11 | 1.00 | 1.35569 | 1.35569 | 1.35502 | 63.00 | 10324.00 |
42 | 2010.04.13 18:07 | sell | 12 | 1.00 | 1.35887 | 1.35987 | 1.35757 | ||
43 | 2010.04.13 18:10 | modify | 12 | 1.00 | 1.35887 | 1.35863 | 1.35757 | ||
44 | 2010.04.13 18:15 | modify | 12 | 1.00 | 1.35887 | 1.35826 | 1.35757 | ||
45 | 2010.04.13 18:20 | t/p | 12 | 1.00 | 1.35757 | 1.35826 | 1.35757 | 130.00 | 10454.00 |
46 | 2010.04.13 19:59 | sell | 13 | 1.00 | 1.35900 | 1.36000 | 1.35770 | ||
47 | 2010.04.13 20:15 | modify | 13 | 1.00 | 1.35900 | 1.35890 | 1.35770 | ||
48 | 2010.04.13 20:20 | modify | 13 | 1.00 | 1.35900 | 1.35860 | 1.35770 | ||
49 | 2010.04.13 20:27 | s/l | 13 | 1.00 | 1.35860 | 1.35860 | 1.35770 | 40.00 | 10494.00 |
50 | 2010.04.15 09:00 | buy | 14 | 1.00 | 1.36281 | 1.36181 | 1.36411 | ||
51 | 2010.04.15 09:07 | modify | 14 | 1.00 | 1.36281 | 1.36294 | 1.36411 | ||
52 | 2010.04.15 09:10 | s/l | 14 | 1.00 | 1.36294 | 1.36294 | 1.36411 | 13.00 | 10507.00 |
53 | 2010.04.15 09:10 | buy | 15 | 1.00 | 1.36209 | 1.36109 | 1.36339 | ||
54 | 2010.04.15 09:12 | modify | 15 | 1.00 | 1.36209 | 1.36211 | 1.36339 | ||
55 | 2010.04.15 09:15 | s/l | 15 | 1.00 | 1.36211 | 1.36211 | 1.36339 | 2.00 | 10509.00 |
56 | 2010.04.19 23:00 | sell | 16 | 1.00 | 1.34873 | 1.34973 | 1.34743 | ||
57 | 2010.04.20 00:20 | modify | 16 | 1.00 | 1.34873 | 1.34845 | 1.34743 | ||
58 | 2010.04.20 00:27 | s/l | 16 | 1.00 | 1.34845 | 1.34845 | 1.34743 | 27.20 | 10536.20 |
59 | 2010.04.20 08:00 | buy | 17 | 1.00 | 1.34587 | 1.34487 | 1.34717 | ||
60 | 2010.04.20 08:02 | modify | 17 | 1.00 | 1.34587 | 1.34611 | 1.34717 | ||
61 | 2010.04.20 08:07 | modify | 17 | 1.00 | 1.34587 | 1.34625 | 1.34717 | ||
62 | 2010.04.20 08:10 | s/l | 17 | 1.00 | 1.34625 | 1.34625 | 1.34717 | 38.00 | 10574.20 |
63 | 2010.04.20 09:07 | sell | 18 | 1.00 | 1.34781 | 1.34881 | 1.34651 | ||
64 | 2010.04.20 09:10 | modify | 18 | 1.00 | 1.34781 | 1.34725 | 1.34651 | ||
65 | 2010.04.20 09:12 | s/l | 18 | 1.00 | 1.34725 | 1.34725 | 1.34651 | 56.00 | 10630.20 |
66 | 2010.04.20 09:50 | sell | 19 | 1.00 | 1.34846 | 1.34946 | 1.34716 | ||
67 | 2010.04.20 09:52 | modify | 19 | 1.00 | 1.34846 | 1.34822 | 1.34716 | ||
68 | 2010.04.20 09:55 | s/l | 19 | 1.00 | 1.34822 | 1.34822 | 1.34716 | 24.00 | 10654.20 |
69 | 2010.04.20 09:57 | buy | 20 | 1.00 | 1.34752 | 1.34652 | 1.34882 | ||
70 | 2010.04.20 09:59 | modify | 20 | 1.00 | 1.34752 | 1.34771 | 1.34882 | ||
71 | 2010.04.20 10:02 | modify | 20 | 1.00 | 1.34752 | 1.34775 | 1.34882 | ||
72 | 2010.04.20 10:05 | modify | 20 | 1.00 | 1.34752 | 1.34788 | 1.34882 | ||
73 | 2010.04.20 10:07 | s/l | 20 | 1.00 | 1.34788 | 1.34788 | 1.34882 | 36.00 | 10690.20 |
74 | 2010.04.20 10:37 | buy | 21 | 1.00 | 1.34709 | 1.34609 | 1.34839 | ||
75 | 2010.04.20 10:40 | t/p | 21 | 1.00 | 1.34839 | 1.34609 | 1.34839 | 130.00 | 10820.20 |
76 | 2010.04.20 10:40 | sell | 22 | 1.00 | 1.34842 | 1.34942 | 1.34712 | ||
77 | 2010.04.20 10:42 | modify | 22 | 1.00 | 1.34842 | 1.34840 | 1.34712 | ||
78 | 2010.04.20 10:45 | s/l | 22 | 1.00 | 1.34840 | 1.34840 | 1.34712 | 2.00 | 10822.20 |
79 | 2010.04.20 16:20 | buy | 23 | 1.00 | 1.34521 | 1.34421 | 1.34651 | ||
80 | 2010.04.20 16:22 | modify | 23 | 1.00 | 1.34521 | 1.34540 | 1.34651 | ||
81 | 2010.04.20 16:25 | s/l | 23 | 1.00 | 1.34540 | 1.34540 | 1.34651 | 19.00 | 10841.20 |
82 | 2010.04.20 16:25 | buy | 24 | 1.00 | 1.34543 | 1.34443 | 1.34673 | ||
83 | 2010.04.20 16:27 | modify | 24 | 1.00 | 1.34543 | 1.34584 | 1.34673 | ||
84 | 2010.04.20 16:30 | s/l | 24 | 1.00 | 1.34584 | 1.34584 | 1.34673 | 41.00 | 10882.20 |
85 | 2010.04.20 16:32 | buy | 25 | 1.00 | 1.34535 | 1.34435 | 1.34665 | ||
86 | 2010.04.20 16:40 | modify | 25 | 1.00 | 1.34535 | 1.34590 | 1.34665 | ||
87 | 2010.04.20 16:42 | s/l | 25 | 1.00 | 1.34590 | 1.34590 | 1.34665 | 55.00 | 10937.20 |
88 | 2010.04.20 17:00 | buy | 26 | 1.00 | 1.34616 | 1.34516 | 1.34746 | ||
89 | 2010.04.20 17:02 | modify | 26 | 1.00 | 1.34616 | 1.34634 | 1.34746 | ||
90 | 2010.04.20 17:05 | s/l | 26 | 1.00 | 1.34634 | 1.34634 | 1.34746 | 18.00 | 10955.20 |
91 | 2010.04.22 11:00 | sell | 27 | 1.00 | 1.34149 | 1.34249 | 1.34019 | ||
92 | 2010.04.22 11:02 | modify | 27 | 1.00 | 1.34149 | 1.34121 | 1.34019 | ||
93 | 2010.04.22 11:05 | modify | 27 | 1.00 | 1.34149 | 1.34067 | 1.34019 | ||
94 | 2010.04.22 11:07 | s/l | 27 | 1.00 | 1.34067 | 1.34067 | 1.34019 | 82.00 | 11037.20 |
95 | 2010.04.22 11:07 | sell | 28 | 1.00 | 1.34150 | 1.34250 | 1.34020 | ||
96 | 2010.04.22 11:10 | t/p | 28 | 1.00 | 1.34020 | 1.34250 | 1.34020 | 130.00 | 11167.20 |
97 | 2010.04.22 11:10 | buy | 29 | 1.00 | 1.33938 | 1.33838 | 1.34068 | ||
98 | 2010.04.22 11:12 | modify | 29 | 1.00 | 1.33938 | 1.33966 | 1.34068 | ||
99 | 2010.04.22 11:15 | s/l | 29 | 1.00 | 1.33966 | 1.33966 | 1.34068 | 28.00 | 11195.20 |
100 | 2010.04.23 16:00 | sell | 30 | 1.00 | 1.33103 | 1.33203 | 1.32973 | ||
101 | 2010.04.23 16:02 | modify | 30 | 1.00 | 1.33103 | 1.33017 | 1.32973 | ||
102 | 2010.04.23 16:05 | s/l | 30 | 1.00 | 1.33017 | 1.33017 | 1.32973 | 86.00 | 11281.20 |
103 | 2010.04.23 16:10 | sell | 31 | 1.00 | 1.33137 | 1.33237 | 1.33007 | ||
104 | 2010.04.23 16:12 | modify | 31 | 1.00 | 1.33137 | 1.33126 | 1.33007 | ||
105 | 2010.04.23 16:15 | s/l | 31 | 1.00 | 1.33126 | 1.33126 | 1.33007 | 11.00 | 11292.20 |
106 | 2010.04.26 12:00 | buy | 32 | 1.00 | 1.33056 | 1.32956 | 1.33186 | ||
107 | 2010.04.26 12:07 | s/l | 32 | 1.00 | 1.32956 | 1.32956 | 1.33186 | -100.00 | 11192.20 |
108 | 2010.04.26 12:15 | sell | 33 | 1.00 | 1.33207 | 1.33307 | 1.33077 | ||
109 | 2010.04.26 12:17 | modify | 33 | 1.00 | 1.33207 | 1.33200 | 1.33077 | ||
110 | 2010.04.26 12:20 | s/l | 33 | 1.00 | 1.33200 | 1.33200 | 1.33077 | 7.00 | 11199.20 |
111 | 2010.04.26 13:00 | buy | 34 | 1.00 | 1.33191 | 1.33091 | 1.33321 | ||
112 | 2010.04.26 13:02 | s/l | 34 | 1.00 | 1.33091 | 1.33091 | 1.33321 | -100.00 | 11099.20 |
113 | 2010.04.26 21:50 | sell | 35 | 1.00 | 1.33699 | 1.33799 | 1.33569 | ||
114 | 2010.04.26 21:52 | modify | 35 | 1.00 | 1.33699 | 1.33681 | 1.33569 | ||
115 | 2010.04.26 21:55 | s/l | 35 | 1.00 | 1.33681 | 1.33681 | 1.33569 | 18.00 | 11117.20 |
116 | 2010.04.26 21:55 | sell | 36 | 1.00 | 1.33677 | 1.33777 | 1.33547 | ||
117 | 2010.04.26 21:57 | modify | 36 | 1.00 | 1.33677 | 1.33638 | 1.33547 | ||
118 | 2010.04.26 21:59 | s/l | 36 | 1.00 | 1.33638 | 1.33638 | 1.33547 | 39.00 | 11156.20 |
119 | 2010.04.26 21:59 | sell | 37 | 1.00 | 1.33673 | 1.33773 | 1.33543 | ||
120 | 2010.04.26 22:02 | modify | 37 | 1.00 | 1.33673 | 1.33615 | 1.33543 | ||
121 | 2010.04.26 22:05 | s/l | 37 | 1.00 | 1.33615 | 1.33615 | 1.33543 | 58.00 | 11214.20 |
122 | 2010.04.27 11:45 | buy | 38 | 1.00 | 1.33268 | 1.33168 | 1.33398 | ||
123 | 2010.04.27 11:47 | modify | 38 | 1.00 | 1.33268 | 1.33274 | 1.33398 | ||
124 | 2010.04.27 11:50 | s/l | 38 | 1.00 | 1.33274 | 1.33274 | 1.33398 | 6.00 | 11220.20 |
125 | 2010.04.29 05:00 | sell | 39 | 1.00 | 1.32162 | 1.32262 | 1.32032 | ||
126 | 2010.04.29 05:15 | modify | 39 | 1.00 | 1.32162 | 1.32148 | 1.32032 | ||
127 | 2010.04.29 05:20 | modify | 39 | 1.00 | 1.32162 | 1.32115 | 1.32032 | ||
128 | 2010.04.29 05:27 | s/l | 39 | 1.00 | 1.32115 | 1.32115 | 1.32032 | 47.00 | 11267.20 |
129 | 2010.04.29 05:27 | sell | 40 | 1.00 | 1.32122 | 1.32222 | 1.31992 | ||
130 | 2010.04.29 06:15 | modify | 40 | 1.00 | 1.32122 | 1.32122 | 1.31992 | ||
131 | 2010.04.29 06:20 | modify | 40 | 1.00 | 1.32122 | 1.32091 | 1.31992 | ||
132 | 2010.04.29 06:27 | s/l | 40 | 1.00 | 1.32091 | 1.32091 | 1.31992 | 31.00 | 11298.20 |