Strategy Tester Report
EMA_CROSS_2FreshPS
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=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=1; MagicNumber=12543; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -65.00 | Gross profit | 1555.00 | Gross loss | -1620.00 |
Profit factor | 0.96 | Expected payoff | -1.35 | ||
Absolute drawdown | 542.00 | Maximal drawdown | 547.00 (5.47%) | Relative drawdown | 5.47% (547.00) |
Total trades | 48 | Short positions (won %) | 26 (42.31%) | Long positions (won %) | 22 (45.45%) |
Profit trades (% of total) | 21 (43.75%) | Loss trades (% of total) | 27 (56.25%) | ||
Largest | profit trade | 130.00 | loss trade | -60.00 | |
Average | profit trade | 74.05 | loss trade | -60.00 | |
Maximum | consecutive wins (profit in money) | 5 (358.00) | consecutive losses (loss in money) | 6 (-360.00) | |
Maximal | consecutive profit (count of wins) | 358.00 (5) | consecutive loss (count of losses) | -360.00 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 21:00 | sell | 1 | 1.00 | 1.34869 | 1.34929 | 1.34739 | ||
2 | 2010.04.02 22:10 | s/l | 1 | 1.00 | 1.34929 | 1.34929 | 1.34739 | -60.00 | 9940.00 |
3 | 2010.04.05 04:00 | buy | 2 | 1.00 | 1.35318 | 1.35258 | 1.35448 | ||
4 | 2010.04.05 04:10 | s/l | 2 | 1.00 | 1.35258 | 1.35258 | 1.35448 | -60.00 | 9880.00 |
5 | 2010.04.05 04:10 | buy | 3 | 1.00 | 1.35252 | 1.35192 | 1.35382 | ||
6 | 2010.04.05 04:50 | s/l | 3 | 1.00 | 1.35192 | 1.35192 | 1.35382 | -60.00 | 9820.00 |
7 | 2010.04.05 04:50 | buy | 4 | 1.00 | 1.35195 | 1.35135 | 1.35325 | ||
8 | 2010.04.05 05:02 | modify | 4 | 1.00 | 1.35195 | 1.35209 | 1.35325 | ||
9 | 2010.04.05 05:07 | modify | 4 | 1.00 | 1.35195 | 1.35215 | 1.35325 | ||
10 | 2010.04.05 05:15 | s/l | 4 | 1.00 | 1.35215 | 1.35215 | 1.35325 | 20.00 | 9840.00 |
11 | 2010.04.05 09:00 | sell | 5 | 1.00 | 1.34641 | 1.34701 | 1.34511 | ||
12 | 2010.04.05 09:15 | s/l | 5 | 1.00 | 1.34701 | 1.34701 | 1.34511 | -60.00 | 9780.00 |
13 | 2010.04.05 09:15 | sell | 6 | 1.00 | 1.34726 | 1.34786 | 1.34596 | ||
14 | 2010.04.05 09:45 | s/l | 6 | 1.00 | 1.34786 | 1.34786 | 1.34596 | -60.00 | 9720.00 |
15 | 2010.04.05 09:45 | sell | 7 | 1.00 | 1.34821 | 1.34881 | 1.34691 | ||
16 | 2010.04.05 10:15 | s/l | 7 | 1.00 | 1.34881 | 1.34881 | 1.34691 | -60.00 | 9660.00 |
17 | 2010.04.09 11:00 | buy | 8 | 1.00 | 1.34122 | 1.34062 | 1.34252 | ||
18 | 2010.04.09 11:10 | s/l | 8 | 1.00 | 1.34062 | 1.34062 | 1.34252 | -60.00 | 9600.00 |
19 | 2010.04.09 11:10 | buy | 9 | 1.00 | 1.34039 | 1.33979 | 1.34169 | ||
20 | 2010.04.09 11:15 | s/l | 9 | 1.00 | 1.33979 | 1.33979 | 1.34169 | -60.00 | 9540.00 |
21 | 2010.04.09 11:15 | buy | 10 | 1.00 | 1.33973 | 1.33913 | 1.34103 | ||
22 | 2010.04.09 11:20 | s/l | 10 | 1.00 | 1.33913 | 1.33913 | 1.34103 | -60.00 | 9480.00 |
23 | 2010.04.09 11:20 | buy | 11 | 1.00 | 1.33886 | 1.33826 | 1.34016 | ||
24 | 2010.04.09 11:22 | modify | 11 | 1.00 | 1.33886 | 1.33896 | 1.34016 | ||
25 | 2010.04.09 11:27 | modify | 11 | 1.00 | 1.33886 | 1.33939 | 1.34016 | ||
26 | 2010.04.09 11:27 | s/l | 11 | 1.00 | 1.33939 | 1.33939 | 1.34016 | 53.00 | 9533.00 |
27 | 2010.04.09 11:27 | buy | 12 | 1.00 | 1.33934 | 1.33874 | 1.34064 | ||
28 | 2010.04.09 11:32 | s/l | 12 | 1.00 | 1.33874 | 1.33874 | 1.34064 | -60.00 | 9473.00 |
29 | 2010.04.09 11:32 | buy | 13 | 1.00 | 1.33877 | 1.33817 | 1.34007 | ||
30 | 2010.04.09 11:40 | modify | 13 | 1.00 | 1.33877 | 1.33886 | 1.34007 | ||
31 | 2010.04.09 11:45 | modify | 13 | 1.00 | 1.33877 | 1.33918 | 1.34007 | ||
32 | 2010.04.09 11:50 | modify | 13 | 1.00 | 1.33877 | 1.33950 | 1.34007 | ||
33 | 2010.04.09 11:57 | s/l | 13 | 1.00 | 1.33950 | 1.33950 | 1.34007 | 73.00 | 9546.00 |
34 | 2010.04.09 11:57 | buy | 14 | 1.00 | 1.33941 | 1.33881 | 1.34071 | ||
35 | 2010.04.09 12:10 | modify | 14 | 1.00 | 1.33941 | 1.33976 | 1.34071 | ||
36 | 2010.04.09 12:15 | modify | 14 | 1.00 | 1.33941 | 1.34027 | 1.34071 | ||
37 | 2010.04.09 12:20 | t/p | 14 | 1.00 | 1.34071 | 1.34027 | 1.34071 | 130.00 | 9676.00 |
38 | 2010.04.15 14:00 | sell | 15 | 1.00 | 1.35414 | 1.35474 | 1.35284 | ||
39 | 2010.04.15 14:10 | s/l | 15 | 1.00 | 1.35474 | 1.35474 | 1.35284 | -60.00 | 9616.00 |
40 | 2010.04.15 14:10 | sell | 16 | 1.00 | 1.35470 | 1.35530 | 1.35340 | ||
41 | 2010.04.15 14:20 | s/l | 16 | 1.00 | 1.35530 | 1.35530 | 1.35340 | -60.00 | 9556.00 |
42 | 2010.04.15 14:20 | sell | 17 | 1.00 | 1.35553 | 1.35613 | 1.35423 | ||
43 | 2010.04.15 14:27 | modify | 17 | 1.00 | 1.35553 | 1.35531 | 1.35423 | ||
44 | 2010.04.15 14:27 | modify | 17 | 1.00 | 1.35553 | 1.35498 | 1.35423 | ||
45 | 2010.04.15 14:32 | t/p | 17 | 1.00 | 1.35423 | 1.35498 | 1.35423 | 130.00 | 9686.00 |
46 | 2010.04.15 14:32 | sell | 18 | 1.00 | 1.35397 | 1.35457 | 1.35267 | ||
47 | 2010.04.15 14:40 | s/l | 18 | 1.00 | 1.35457 | 1.35457 | 1.35267 | -60.00 | 9626.00 |
48 | 2010.04.15 14:40 | sell | 19 | 1.00 | 1.35473 | 1.35533 | 1.35343 | ||
49 | 2010.04.15 14:45 | s/l | 19 | 1.00 | 1.35533 | 1.35533 | 1.35343 | -60.00 | 9566.00 |
50 | 2010.04.15 14:45 | sell | 20 | 1.00 | 1.35529 | 1.35589 | 1.35399 | ||
51 | 2010.04.15 14:50 | s/l | 20 | 1.00 | 1.35589 | 1.35589 | 1.35399 | -60.00 | 9506.00 |
52 | 2010.04.15 14:50 | sell | 21 | 1.00 | 1.35586 | 1.35646 | 1.35456 | ||
53 | 2010.04.15 14:52 | modify | 21 | 1.00 | 1.35586 | 1.35582 | 1.35456 | ||
54 | 2010.04.15 14:57 | modify | 21 | 1.00 | 1.35586 | 1.35544 | 1.35456 | ||
55 | 2010.04.15 15:02 | t/p | 21 | 1.00 | 1.35456 | 1.35544 | 1.35456 | 130.00 | 9636.00 |
56 | 2010.04.26 03:00 | buy | 22 | 1.00 | 1.33889 | 1.33829 | 1.34019 | ||
57 | 2010.04.26 03:02 | modify | 22 | 1.00 | 1.33889 | 1.33911 | 1.34019 | ||
58 | 2010.04.26 03:07 | modify | 22 | 1.00 | 1.33889 | 1.33925 | 1.34019 | ||
59 | 2010.04.26 03:10 | s/l | 22 | 1.00 | 1.33925 | 1.33925 | 1.34019 | 36.00 | 9672.00 |
60 | 2010.04.26 03:10 | buy | 23 | 1.00 | 1.33903 | 1.33843 | 1.34033 | ||
61 | 2010.04.26 03:20 | s/l | 23 | 1.00 | 1.33843 | 1.33843 | 1.34033 | -60.00 | 9612.00 |
62 | 2010.04.26 03:20 | buy | 24 | 1.00 | 1.33806 | 1.33746 | 1.33936 | ||
63 | 2010.04.26 03:27 | modify | 24 | 1.00 | 1.33806 | 1.33828 | 1.33936 | ||
64 | 2010.04.26 03:27 | modify | 24 | 1.00 | 1.33806 | 1.33848 | 1.33936 | ||
65 | 2010.04.26 03:32 | t/p | 24 | 1.00 | 1.33936 | 1.33848 | 1.33936 | 130.00 | 9742.00 |
66 | 2010.04.26 03:32 | buy | 25 | 1.00 | 1.33945 | 1.33885 | 1.34075 | ||
67 | 2010.04.26 03:45 | s/l | 25 | 1.00 | 1.33885 | 1.33885 | 1.34075 | -60.00 | 9682.00 |
68 | 2010.04.26 03:45 | buy | 26 | 1.00 | 1.33834 | 1.33774 | 1.33964 | ||
69 | 2010.04.26 03:50 | s/l | 26 | 1.00 | 1.33774 | 1.33774 | 1.33964 | -60.00 | 9622.00 |
70 | 2010.04.26 03:50 | buy | 27 | 1.00 | 1.33760 | 1.33700 | 1.33890 | ||
71 | 2010.04.26 03:52 | modify | 27 | 1.00 | 1.33760 | 1.33763 | 1.33890 | ||
72 | 2010.04.26 03:59 | modify | 27 | 1.00 | 1.33760 | 1.33800 | 1.33890 | ||
73 | 2010.04.26 04:07 | modify | 27 | 1.00 | 1.33760 | 1.33810 | 1.33890 | ||
74 | 2010.04.26 04:10 | s/l | 27 | 1.00 | 1.33810 | 1.33810 | 1.33890 | 50.00 | 9672.00 |
75 | 2010.04.26 11:00 | sell | 28 | 1.00 | 1.33269 | 1.33329 | 1.33139 | ||
76 | 2010.04.26 11:05 | modify | 28 | 1.00 | 1.33269 | 1.33262 | 1.33139 | ||
77 | 2010.04.26 11:07 | s/l | 28 | 1.00 | 1.33262 | 1.33262 | 1.33139 | 7.00 | 9679.00 |
78 | 2010.04.26 11:07 | sell | 29 | 1.00 | 1.33288 | 1.33348 | 1.33158 | ||
79 | 2010.04.26 11:10 | modify | 29 | 1.00 | 1.33288 | 1.33202 | 1.33158 | ||
80 | 2010.04.26 11:12 | s/l | 29 | 1.00 | 1.33202 | 1.33202 | 1.33158 | 86.00 | 9765.00 |
81 | 2010.04.26 11:12 | sell | 30 | 1.00 | 1.33198 | 1.33258 | 1.33068 | ||
82 | 2010.04.26 11:15 | modify | 30 | 1.00 | 1.33198 | 1.33113 | 1.33068 | ||
83 | 2010.04.26 11:17 | s/l | 30 | 1.00 | 1.33113 | 1.33113 | 1.33068 | 85.00 | 9850.00 |
84 | 2010.04.26 11:17 | sell | 31 | 1.00 | 1.33109 | 1.33169 | 1.32979 | ||
85 | 2010.04.26 11:20 | t/p | 31 | 1.00 | 1.32979 | 1.33169 | 1.32979 | 130.00 | 9980.00 |
86 | 2010.04.26 11:20 | sell | 32 | 1.00 | 1.32959 | 1.33019 | 1.32829 | ||
87 | 2010.04.26 11:22 | s/l | 32 | 1.00 | 1.33019 | 1.33019 | 1.32829 | -60.00 | 9920.00 |
88 | 2010.04.26 11:22 | sell | 33 | 1.00 | 1.33019 | 1.33079 | 1.32889 | ||
89 | 2010.04.26 11:27 | s/l | 33 | 1.00 | 1.33079 | 1.33079 | 1.32889 | -60.00 | 9860.00 |
90 | 2010.04.26 11:27 | sell | 34 | 1.00 | 1.33079 | 1.33139 | 1.32949 | ||
91 | 2010.04.26 11:30 | modify | 34 | 1.00 | 1.33079 | 1.33045 | 1.32949 | ||
92 | 2010.04.26 11:32 | t/p | 34 | 1.00 | 1.32949 | 1.33045 | 1.32949 | 130.00 | 9990.00 |
93 | 2010.04.26 11:32 | sell | 35 | 1.00 | 1.32927 | 1.32987 | 1.32797 | ||
94 | 2010.04.26 11:40 | s/l | 35 | 1.00 | 1.32987 | 1.32987 | 1.32797 | -60.00 | 9930.00 |
95 | 2010.04.26 11:40 | sell | 36 | 1.00 | 1.32992 | 1.33052 | 1.32862 | ||
96 | 2010.04.26 11:50 | s/l | 36 | 1.00 | 1.33052 | 1.33052 | 1.32862 | -60.00 | 9870.00 |
97 | 2010.04.26 11:50 | sell | 37 | 1.00 | 1.33090 | 1.33150 | 1.32960 | ||
98 | 2010.04.26 11:57 | modify | 37 | 1.00 | 1.33090 | 1.33059 | 1.32960 | ||
99 | 2010.04.26 12:02 | modify | 37 | 1.00 | 1.33090 | 1.33008 | 1.32960 | ||
100 | 2010.04.26 12:05 | s/l | 37 | 1.00 | 1.33008 | 1.33008 | 1.32960 | 82.00 | 9952.00 |
101 | 2010.04.27 01:00 | buy | 38 | 1.00 | 1.34043 | 1.33983 | 1.34173 | ||
102 | 2010.04.27 01:02 | modify | 38 | 1.00 | 1.34043 | 1.34093 | 1.34173 | ||
103 | 2010.04.27 01:07 | modify | 38 | 1.00 | 1.34043 | 1.34103 | 1.34173 | ||
104 | 2010.04.27 01:10 | s/l | 38 | 1.00 | 1.34103 | 1.34103 | 1.34173 | 60.00 | 10012.00 |
105 | 2010.04.27 01:10 | buy | 39 | 1.00 | 1.34096 | 1.34036 | 1.34226 | ||
106 | 2010.04.27 01:20 | s/l | 39 | 1.00 | 1.34036 | 1.34036 | 1.34226 | -60.00 | 9952.00 |
107 | 2010.04.27 01:20 | buy | 40 | 1.00 | 1.34024 | 1.33964 | 1.34154 | ||
108 | 2010.04.27 01:27 | modify | 40 | 1.00 | 1.34024 | 1.34031 | 1.34154 | ||
109 | 2010.04.27 01:40 | s/l | 40 | 1.00 | 1.34031 | 1.34031 | 1.34154 | 7.00 | 9959.00 |
110 | 2010.04.27 01:40 | buy | 41 | 1.00 | 1.34014 | 1.33954 | 1.34144 | ||
111 | 2010.04.27 01:50 | s/l | 41 | 1.00 | 1.33954 | 1.33954 | 1.34144 | -60.00 | 9899.00 |
112 | 2010.04.27 01:50 | buy | 42 | 1.00 | 1.33934 | 1.33874 | 1.34064 | ||
113 | 2010.04.27 01:57 | modify | 42 | 1.00 | 1.33934 | 1.33945 | 1.34064 | ||
114 | 2010.04.27 01:59 | s/l | 42 | 1.00 | 1.33945 | 1.33945 | 1.34064 | 11.00 | 9910.00 |
115 | 2010.04.27 01:59 | buy | 43 | 1.00 | 1.33949 | 1.33889 | 1.34079 | ||
116 | 2010.04.27 02:03 | s/l | 43 | 1.00 | 1.33889 | 1.33889 | 1.34079 | -60.00 | 9850.00 |
117 | 2010.04.27 12:00 | sell | 44 | 1.00 | 1.33195 | 1.33255 | 1.33065 | ||
118 | 2010.04.27 12:10 | modify | 44 | 1.00 | 1.33195 | 1.33178 | 1.33065 | ||
119 | 2010.04.27 12:15 | modify | 44 | 1.00 | 1.33195 | 1.33124 | 1.33065 | ||
120 | 2010.04.27 12:20 | t/p | 44 | 1.00 | 1.33065 | 1.33124 | 1.33065 | 130.00 | 9980.00 |
121 | 2010.04.27 12:20 | sell | 45 | 1.00 | 1.33019 | 1.33079 | 1.32889 | ||
122 | 2010.04.27 12:27 | s/l | 45 | 1.00 | 1.33079 | 1.33079 | 1.32889 | -60.00 | 9920.00 |
123 | 2010.04.27 12:27 | sell | 46 | 1.00 | 1.33090 | 1.33150 | 1.32960 | ||
124 | 2010.04.27 12:27 | modify | 46 | 1.00 | 1.33090 | 1.33057 | 1.32960 | ||
125 | 2010.04.27 12:30 | modify | 46 | 1.00 | 1.33090 | 1.33056 | 1.32960 | ||
126 | 2010.04.27 12:32 | modify | 46 | 1.00 | 1.33090 | 1.33036 | 1.32960 | ||
127 | 2010.04.27 12:37 | modify | 46 | 1.00 | 1.33090 | 1.33025 | 1.32960 | ||
128 | 2010.04.27 12:40 | s/l | 46 | 1.00 | 1.33025 | 1.33025 | 1.32960 | 65.00 | 9985.00 |
129 | 2010.04.27 12:40 | sell | 47 | 1.00 | 1.33046 | 1.33106 | 1.32916 | ||
130 | 2010.04.27 12:50 | s/l | 47 | 1.00 | 1.33106 | 1.33106 | 1.32916 | -60.00 | 9925.00 |
131 | 2010.04.27 12:50 | sell | 48 | 1.00 | 1.33112 | 1.33172 | 1.32982 | ||
132 | 2010.04.27 12:57 | modify | 48 | 1.00 | 1.33112 | 1.33102 | 1.32982 | ||
133 | 2010.04.27 13:10 | s/l | 48 | 1.00 | 1.33102 | 1.33102 | 1.32982 | 10.00 | 9935.00 |