Strategy Tester Report
PivotEMA3
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 | timeframe=0; stopLoss=50; TakeProfit=350; TrailingStop=50; Name_Expert=""PivotEMA3""; Slippage=3; UseSound=false; NameFileSound=""shotgun.wav""; Lots=1; ProfitModifySL=50; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -918.00 | Gross profit | 1282.00 | Gross loss | -2200.00 |
| Profit factor | 0.58 | Expected payoff | -15.56 | ||
| Absolute drawdown | 918.00 | Maximal drawdown | 1111.00 (10.90%) | Relative drawdown | 10.90% (1111.00) |
| Total trades | 59 | Short positions (won %) | 38 (28.95%) | Long positions (won %) | 21 (19.05%) |
| Profit trades (% of total) | 15 (25.42%) | Loss trades (% of total) | 44 (74.58%) | ||
| Largest | profit trade | 240.00 | loss trade | -50.00 | |
| Average | profit trade | 85.47 | loss trade | -50.00 | |
| Maximum | consecutive wins (profit in money) | 2 (279.00) | consecutive losses (loss in money) | 10 (-500.00) | |
| Maximal | consecutive profit (count of wins) | 279.00 (2) | consecutive loss (count of losses) | -500.00 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.02 15:10 | sell | 1 | 1.00 | 1.35057 | 1.35107 | 1.34707 | ||
| 2 | 2010.04.02 15:12 | s/l | 1 | 1.00 | 1.35107 | 1.35107 | 1.34707 | -50.00 | 9950.00 |
| 3 | 2010.04.02 15:12 | sell | 2 | 1.00 | 1.35082 | 1.35132 | 1.34732 | ||
| 4 | 2010.04.02 15:15 | modify | 2 | 1.00 | 1.35082 | 1.35059 | 1.34732 | ||
| 5 | 2010.04.02 15:20 | modify | 2 | 1.00 | 1.35082 | 1.34959 | 1.34732 | ||
| 6 | 2010.04.02 15:22 | s/l | 2 | 1.00 | 1.34959 | 1.34959 | 1.34732 | 123.00 | 10073.00 |
| 7 | 2010.04.02 15:22 | sell | 3 | 1.00 | 1.34931 | 1.34981 | 1.34581 | ||
| 8 | 2010.04.02 15:27 | s/l | 3 | 1.00 | 1.34981 | 1.34981 | 1.34581 | -50.00 | 10023.00 |
| 9 | 2010.04.02 15:27 | sell | 4 | 1.00 | 1.34981 | 1.35031 | 1.34631 | ||
| 10 | 2010.04.02 15:30 | s/l | 4 | 1.00 | 1.35031 | 1.35031 | 1.34631 | -50.00 | 9973.00 |
| 11 | 2010.04.02 15:30 | sell | 5 | 1.00 | 1.35091 | 1.35141 | 1.34741 | ||
| 12 | 2010.04.02 15:40 | modify | 5 | 1.00 | 1.35091 | 1.35087 | 1.34741 | ||
| 13 | 2010.04.02 15:45 | modify | 5 | 1.00 | 1.35091 | 1.35019 | 1.34741 | ||
| 14 | 2010.04.02 15:50 | modify | 5 | 1.00 | 1.35091 | 1.34927 | 1.34741 | ||
| 15 | 2010.04.02 15:57 | s/l | 5 | 1.00 | 1.34927 | 1.34927 | 1.34741 | 164.00 | 10137.00 |
| 16 | 2010.04.02 15:57 | sell | 6 | 1.00 | 1.34941 | 1.34991 | 1.34591 | ||
| 17 | 2010.04.02 16:20 | modify | 6 | 1.00 | 1.34941 | 1.34935 | 1.34591 | ||
| 18 | 2010.04.02 16:33 | s/l | 6 | 1.00 | 1.34935 | 1.34935 | 1.34591 | 6.00 | 10143.00 |
| 19 | 2010.04.12 00:02 | buy | 7 | 1.00 | 1.36306 | 1.36256 | 1.36656 | ||
| 20 | 2010.04.12 00:10 | s/l | 7 | 1.00 | 1.36256 | 1.36256 | 1.36656 | -50.00 | 10093.00 |
| 21 | 2010.04.12 00:10 | buy | 8 | 1.00 | 1.36248 | 1.36198 | 1.36598 | ||
| 22 | 2010.04.12 00:15 | s/l | 8 | 1.00 | 1.36198 | 1.36198 | 1.36598 | -50.00 | 10043.00 |
| 23 | 2010.04.12 00:15 | buy | 9 | 1.00 | 1.36189 | 1.36139 | 1.36539 | ||
| 24 | 2010.04.12 00:20 | s/l | 9 | 1.00 | 1.36139 | 1.36139 | 1.36539 | -50.00 | 9993.00 |
| 25 | 2010.04.12 00:27 | buy | 10 | 1.00 | 1.36189 | 1.36139 | 1.36539 | ||
| 26 | 2010.04.12 00:33 | s/l | 10 | 1.00 | 1.36139 | 1.36139 | 1.36539 | -50.00 | 9943.00 |
| 27 | 2010.04.12 00:36 | buy | 11 | 1.00 | 1.36182 | 1.36132 | 1.36532 | ||
| 28 | 2010.04.12 00:40 | s/l | 11 | 1.00 | 1.36132 | 1.36132 | 1.36532 | -50.00 | 9893.00 |
| 29 | 2010.04.12 00:43 | buy | 12 | 1.00 | 1.36236 | 1.36186 | 1.36586 | ||
| 30 | 2010.04.12 00:59 | modify | 12 | 1.00 | 1.36236 | 1.36267 | 1.36586 | ||
| 31 | 2010.04.12 01:02 | modify | 12 | 1.00 | 1.36236 | 1.36292 | 1.36586 | ||
| 32 | 2010.04.12 01:05 | modify | 12 | 1.00 | 1.36236 | 1.36331 | 1.36586 | ||
| 33 | 2010.04.12 01:07 | s/l | 12 | 1.00 | 1.36331 | 1.36331 | 1.36586 | 95.00 | 9988.00 |
| 34 | 2010.04.15 08:20 | sell | 13 | 1.00 | 1.36337 | 1.36387 | 1.35987 | ||
| 35 | 2010.04.15 08:27 | s/l | 13 | 1.00 | 1.36387 | 1.36387 | 1.35987 | -50.00 | 9938.00 |
| 36 | 2010.04.15 08:27 | sell | 14 | 1.00 | 1.36374 | 1.36424 | 1.36024 | ||
| 37 | 2010.04.15 08:32 | s/l | 14 | 1.00 | 1.36424 | 1.36424 | 1.36024 | -50.00 | 9888.00 |
| 38 | 2010.04.15 08:40 | sell | 15 | 1.00 | 1.36399 | 1.36449 | 1.36049 | ||
| 39 | 2010.04.15 08:42 | s/l | 15 | 1.00 | 1.36449 | 1.36449 | 1.36049 | -50.00 | 9838.00 |
| 40 | 2010.04.15 08:45 | sell | 16 | 1.00 | 1.36328 | 1.36378 | 1.35978 | ||
| 41 | 2010.04.15 08:47 | s/l | 16 | 1.00 | 1.36378 | 1.36378 | 1.35978 | -50.00 | 9788.00 |
| 42 | 2010.04.15 08:47 | sell | 17 | 1.00 | 1.36352 | 1.36402 | 1.36002 | ||
| 43 | 2010.04.15 08:50 | modify | 17 | 1.00 | 1.36352 | 1.36313 | 1.36002 | ||
| 44 | 2010.04.15 08:57 | s/l | 17 | 1.00 | 1.36313 | 1.36313 | 1.36002 | 39.00 | 9827.00 |
| 45 | 2010.04.15 08:57 | sell | 18 | 1.00 | 1.36328 | 1.36378 | 1.35978 | ||
| 46 | 2010.04.15 09:10 | modify | 18 | 1.00 | 1.36328 | 1.36281 | 1.35978 | ||
| 47 | 2010.04.15 09:15 | modify | 18 | 1.00 | 1.36328 | 1.36199 | 1.35978 | ||
| 48 | 2010.04.15 09:20 | modify | 18 | 1.00 | 1.36328 | 1.36088 | 1.35978 | ||
| 49 | 2010.04.15 09:22 | s/l | 18 | 1.00 | 1.36088 | 1.36088 | 1.35978 | 240.00 | 10067.00 |
| 50 | 2010.04.20 09:20 | sell | 19 | 1.00 | 1.34555 | 1.34605 | 1.34205 | ||
| 51 | 2010.04.20 09:22 | s/l | 19 | 1.00 | 1.34605 | 1.34605 | 1.34205 | -50.00 | 10017.00 |
| 52 | 2010.04.20 09:22 | sell | 20 | 1.00 | 1.34596 | 1.34646 | 1.34246 | ||
| 53 | 2010.04.20 09:27 | s/l | 20 | 1.00 | 1.34646 | 1.34646 | 1.34246 | -50.00 | 9967.00 |
| 54 | 2010.04.20 09:27 | sell | 21 | 1.00 | 1.34637 | 1.34687 | 1.34287 | ||
| 55 | 2010.04.20 09:40 | s/l | 21 | 1.00 | 1.34687 | 1.34687 | 1.34287 | -50.00 | 9917.00 |
| 56 | 2010.04.20 09:42 | sell | 22 | 1.00 | 1.34671 | 1.34721 | 1.34321 | ||
| 57 | 2010.04.20 09:45 | s/l | 22 | 1.00 | 1.34721 | 1.34721 | 1.34321 | -50.00 | 9867.00 |
| 58 | 2010.04.20 10:15 | buy | 23 | 1.00 | 1.34919 | 1.34869 | 1.35269 | ||
| 59 | 2010.04.20 10:30 | s/l | 23 | 1.00 | 1.34869 | 1.34869 | 1.35269 | -50.00 | 9817.00 |
| 60 | 2010.04.20 10:30 | buy | 24 | 1.00 | 1.34827 | 1.34777 | 1.35177 | ||
| 61 | 2010.04.20 10:32 | s/l | 24 | 1.00 | 1.34777 | 1.34777 | 1.35177 | -50.00 | 9767.00 |
| 62 | 2010.04.20 10:35 | buy | 25 | 1.00 | 1.34786 | 1.34736 | 1.35136 | ||
| 63 | 2010.04.20 10:37 | s/l | 25 | 1.00 | 1.34736 | 1.34736 | 1.35136 | -50.00 | 9717.00 |
| 64 | 2010.04.20 10:40 | buy | 26 | 1.00 | 1.34870 | 1.34820 | 1.35220 | ||
| 65 | 2010.04.20 10:42 | s/l | 26 | 1.00 | 1.34820 | 1.34820 | 1.35220 | -50.00 | 9667.00 |
| 66 | 2010.04.20 10:42 | buy | 27 | 1.00 | 1.34842 | 1.34792 | 1.35192 | ||
| 67 | 2010.04.20 10:45 | modify | 27 | 1.00 | 1.34842 | 1.34875 | 1.35192 | ||
| 68 | 2010.04.20 10:50 | modify | 27 | 1.00 | 1.34842 | 1.34958 | 1.35192 | ||
| 69 | 2010.04.20 10:52 | s/l | 27 | 1.00 | 1.34958 | 1.34958 | 1.35192 | 116.00 | 9783.00 |
| 70 | 2010.04.20 10:52 | buy | 28 | 1.00 | 1.34981 | 1.34931 | 1.35331 | ||
| 71 | 2010.04.20 10:57 | s/l | 28 | 1.00 | 1.34931 | 1.34931 | 1.35331 | -50.00 | 9733.00 |
| 72 | 2010.04.20 10:57 | buy | 29 | 1.00 | 1.34925 | 1.34875 | 1.35275 | ||
| 73 | 2010.04.20 11:03 | s/l | 29 | 1.00 | 1.34875 | 1.34875 | 1.35275 | -50.00 | 9683.00 |
| 74 | 2010.04.20 18:50 | sell | 30 | 1.00 | 1.34331 | 1.34381 | 1.33981 | ||
| 75 | 2010.04.20 18:52 | s/l | 30 | 1.00 | 1.34381 | 1.34381 | 1.33981 | -50.00 | 9633.00 |
| 76 | 2010.04.20 18:52 | sell | 31 | 1.00 | 1.34357 | 1.34407 | 1.34007 | ||
| 77 | 2010.04.20 18:57 | s/l | 31 | 1.00 | 1.34407 | 1.34407 | 1.34007 | -50.00 | 9583.00 |
| 78 | 2010.04.20 18:57 | sell | 32 | 1.00 | 1.34382 | 1.34432 | 1.34032 | ||
| 79 | 2010.04.20 19:02 | modify | 32 | 1.00 | 1.34382 | 1.34372 | 1.34032 | ||
| 80 | 2010.04.20 19:07 | modify | 32 | 1.00 | 1.34382 | 1.34362 | 1.34032 | ||
| 81 | 2010.04.20 19:10 | s/l | 32 | 1.00 | 1.34362 | 1.34362 | 1.34032 | 20.00 | 9603.00 |
| 82 | 2010.04.22 09:20 | buy | 33 | 1.00 | 1.34052 | 1.34002 | 1.34402 | ||
| 83 | 2010.04.22 09:40 | modify | 33 | 1.00 | 1.34052 | 1.34082 | 1.34402 | ||
| 84 | 2010.04.22 09:45 | modify | 33 | 1.00 | 1.34052 | 1.34122 | 1.34402 | ||
| 85 | 2010.04.22 09:50 | modify | 33 | 1.00 | 1.34052 | 1.34162 | 1.34402 | ||
| 86 | 2010.04.22 09:57 | s/l | 33 | 1.00 | 1.34162 | 1.34162 | 1.34402 | 110.00 | 9713.00 |
| 87 | 2010.04.22 09:57 | buy | 34 | 1.00 | 1.34187 | 1.34137 | 1.34537 | ||
| 88 | 2010.04.22 10:10 | s/l | 34 | 1.00 | 1.34137 | 1.34137 | 1.34537 | -50.00 | 9663.00 |
| 89 | 2010.04.22 12:10 | sell | 35 | 1.00 | 1.33467 | 1.33517 | 1.33117 | ||
| 90 | 2010.04.22 12:20 | modify | 35 | 1.00 | 1.33467 | 1.33399 | 1.33117 | ||
| 91 | 2010.04.22 12:27 | s/l | 35 | 1.00 | 1.33399 | 1.33399 | 1.33117 | 68.00 | 9731.00 |
| 92 | 2010.04.22 12:27 | sell | 36 | 1.00 | 1.33404 | 1.33454 | 1.33054 | ||
| 93 | 2010.04.22 12:27 | s/l | 36 | 1.00 | 1.33454 | 1.33454 | 1.33054 | -50.00 | 9681.00 |
| 94 | 2010.04.22 12:27 | sell | 37 | 1.00 | 1.33443 | 1.33493 | 1.33093 | ||
| 95 | 2010.04.22 12:45 | modify | 37 | 1.00 | 1.33443 | 1.33426 | 1.33093 | ||
| 96 | 2010.04.22 12:50 | modify | 37 | 1.00 | 1.33443 | 1.33389 | 1.33093 | ||
| 97 | 2010.04.22 12:59 | s/l | 37 | 1.00 | 1.33389 | 1.33389 | 1.33093 | 54.00 | 9735.00 |
| 98 | 2010.04.22 12:59 | sell | 38 | 1.00 | 1.33390 | 1.33440 | 1.33040 | ||
| 99 | 2010.04.22 13:02 | s/l | 38 | 1.00 | 1.33440 | 1.33440 | 1.33040 | -50.00 | 9685.00 |
| 100 | 2010.04.23 17:20 | buy | 39 | 1.00 | 1.33824 | 1.33774 | 1.34174 | ||
| 101 | 2010.04.23 17:22 | s/l | 39 | 1.00 | 1.33774 | 1.33774 | 1.34174 | -50.00 | 9635.00 |
| 102 | 2010.04.23 17:22 | buy | 40 | 1.00 | 1.33770 | 1.33720 | 1.34120 | ||
| 103 | 2010.04.23 17:27 | s/l | 40 | 1.00 | 1.33720 | 1.33720 | 1.34120 | -50.00 | 9585.00 |
| 104 | 2010.04.23 17:27 | buy | 41 | 1.00 | 1.33715 | 1.33665 | 1.34065 | ||
| 105 | 2010.04.23 17:30 | s/l | 41 | 1.00 | 1.33665 | 1.33665 | 1.34065 | -50.00 | 9535.00 |
| 106 | 2010.04.23 17:30 | buy | 42 | 1.00 | 1.33689 | 1.33639 | 1.34039 | ||
| 107 | 2010.04.23 17:45 | s/l | 42 | 1.00 | 1.33639 | 1.33639 | 1.34039 | -50.00 | 9485.00 |
| 108 | 2010.04.23 17:45 | buy | 43 | 1.00 | 1.33649 | 1.33599 | 1.33999 | ||
| 109 | 2010.04.23 17:50 | s/l | 43 | 1.00 | 1.33599 | 1.33599 | 1.33999 | -50.00 | 9435.00 |
| 110 | 2010.04.23 17:50 | buy | 44 | 1.00 | 1.33609 | 1.33559 | 1.33959 | ||
| 111 | 2010.04.23 18:15 | modify | 44 | 1.00 | 1.33609 | 1.33641 | 1.33959 | ||
| 112 | 2010.04.23 18:20 | modify | 44 | 1.00 | 1.33609 | 1.33679 | 1.33959 | ||
| 113 | 2010.04.23 18:27 | s/l | 44 | 1.00 | 1.33679 | 1.33679 | 1.33959 | 70.00 | 9505.00 |
| 114 | 2010.04.26 12:45 | sell | 45 | 1.00 | 1.33236 | 1.33286 | 1.32886 | ||
| 115 | 2010.04.26 12:47 | s/l | 45 | 1.00 | 1.33286 | 1.33286 | 1.32886 | -50.00 | 9455.00 |
| 116 | 2010.04.26 12:47 | sell | 46 | 1.00 | 1.33258 | 1.33308 | 1.32908 | ||
| 117 | 2010.04.26 12:50 | modify | 46 | 1.00 | 1.33258 | 1.33227 | 1.32908 | ||
| 118 | 2010.04.26 12:57 | s/l | 46 | 1.00 | 1.33227 | 1.33227 | 1.32908 | 31.00 | 9486.00 |
| 119 | 2010.04.26 12:57 | sell | 47 | 1.00 | 1.33236 | 1.33286 | 1.32886 | ||
| 120 | 2010.04.26 13:02 | modify | 47 | 1.00 | 1.33236 | 1.33156 | 1.32886 | ||
| 121 | 2010.04.26 13:07 | modify | 47 | 1.00 | 1.33236 | 1.33138 | 1.32886 | ||
| 122 | 2010.04.26 13:10 | s/l | 47 | 1.00 | 1.33138 | 1.33138 | 1.32886 | 98.00 | 9584.00 |
| 123 | 2010.04.26 16:15 | sell | 48 | 1.00 | 1.33080 | 1.33130 | 1.32730 | ||
| 124 | 2010.04.26 16:17 | s/l | 48 | 1.00 | 1.33130 | 1.33130 | 1.32730 | -50.00 | 9534.00 |
| 125 | 2010.04.26 16:17 | sell | 49 | 1.00 | 1.33105 | 1.33155 | 1.32755 | ||
| 126 | 2010.04.26 16:20 | modify | 49 | 1.00 | 1.33105 | 1.33057 | 1.32755 | ||
| 127 | 2010.04.26 16:22 | s/l | 49 | 1.00 | 1.33057 | 1.33057 | 1.32755 | 48.00 | 9582.00 |
| 128 | 2010.04.26 16:22 | sell | 50 | 1.00 | 1.33030 | 1.33080 | 1.32680 | ||
| 129 | 2010.04.26 16:27 | s/l | 50 | 1.00 | 1.33080 | 1.33080 | 1.32680 | -50.00 | 9532.00 |
| 130 | 2010.04.26 16:27 | sell | 51 | 1.00 | 1.33080 | 1.33130 | 1.32730 | ||
| 131 | 2010.04.26 16:35 | s/l | 51 | 1.00 | 1.33130 | 1.33130 | 1.32730 | -50.00 | 9482.00 |
| 132 | 2010.04.26 16:35 | sell | 52 | 1.00 | 1.33106 | 1.33156 | 1.32756 | ||
| 133 | 2010.04.26 16:40 | s/l | 52 | 1.00 | 1.33156 | 1.33156 | 1.32756 | -50.00 | 9432.00 |
| 134 | 2010.04.26 16:40 | sell | 53 | 1.00 | 1.33175 | 1.33225 | 1.32825 | ||
| 135 | 2010.04.26 16:45 | s/l | 53 | 1.00 | 1.33225 | 1.33225 | 1.32825 | -50.00 | 9382.00 |
| 136 | 2010.04.26 16:45 | sell | 54 | 1.00 | 1.33243 | 1.33293 | 1.32893 | ||
| 137 | 2010.04.26 16:50 | s/l | 54 | 1.00 | 1.33293 | 1.33293 | 1.32893 | -50.00 | 9332.00 |
| 138 | 2010.04.26 16:57 | sell | 55 | 1.00 | 1.33220 | 1.33270 | 1.32870 | ||
| 139 | 2010.04.26 17:05 | s/l | 55 | 1.00 | 1.33270 | 1.33270 | 1.32870 | -50.00 | 9282.00 |
| 140 | 2010.04.27 10:15 | sell | 56 | 1.00 | 1.33583 | 1.33633 | 1.33233 | ||
| 141 | 2010.04.27 10:20 | s/l | 56 | 1.00 | 1.33633 | 1.33633 | 1.33233 | -50.00 | 9232.00 |
| 142 | 2010.04.27 10:27 | sell | 57 | 1.00 | 1.33567 | 1.33617 | 1.33217 | ||
| 143 | 2010.04.27 10:40 | s/l | 57 | 1.00 | 1.33617 | 1.33617 | 1.33217 | -50.00 | 9182.00 |
| 144 | 2010.04.27 10:42 | sell | 58 | 1.00 | 1.33584 | 1.33634 | 1.33234 | ||
| 145 | 2010.04.27 10:45 | s/l | 58 | 1.00 | 1.33634 | 1.33634 | 1.33234 | -50.00 | 9132.00 |
| 146 | 2010.04.27 10:59 | sell | 59 | 1.00 | 1.33563 | 1.33613 | 1.33213 | ||
| 147 | 2010.04.27 11:02 | s/l | 59 | 1.00 | 1.33613 | 1.33613 | 1.33213 | -50.00 | 9082.00 |