Strategy Tester Report
EMA_CROSS_2FreshRLH
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=0; MagicNumber=12345; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 365.20 | Gross profit | 1445.20 | Gross loss | -1080.00 |
Profit factor | 1.34 | Expected payoff | 8.70 | ||
Absolute drawdown | 94.00 | Maximal drawdown | 371.00 (3.61%) | Relative drawdown | 3.61% (371.00) |
Total trades | 42 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 19 (57.89%) |
Profit trades (% of total) | 24 (57.14%) | Loss trades (% of total) | 18 (42.86%) | ||
Largest | profit trade | 130.00 | loss trade | -60.00 | |
Average | profit trade | 60.22 | loss trade | -60.00 | |
Maximum | consecutive wins (profit in money) | 5 (277.00) | consecutive losses (loss in money) | 3 (-180.00) | |
Maximal | consecutive profit (count of wins) | 375.00 (4) | consecutive loss (count of losses) | -180.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 20:00 | sell | 1 | 1.00 | 1.34844 | 1.34904 | 1.34714 | ||
2 | 2010.04.02 22:02 | s/l | 1 | 1.00 | 1.34904 | 1.34904 | 1.34714 | -60.00 | 9940.00 |
3 | 2010.04.05 03:00 | buy | 2 | 1.00 | 1.35259 | 1.35199 | 1.35389 | ||
4 | 2010.04.05 03:15 | modify | 2 | 1.00 | 1.35259 | 1.35275 | 1.35389 | ||
5 | 2010.04.05 03:20 | modify | 2 | 1.00 | 1.35259 | 1.35300 | 1.35389 | ||
6 | 2010.04.05 03:27 | s/l | 2 | 1.00 | 1.35300 | 1.35300 | 1.35389 | 41.00 | 9981.00 |
7 | 2010.04.05 03:27 | buy | 3 | 1.00 | 1.35301 | 1.35241 | 1.35431 | ||
8 | 2010.04.05 03:33 | modify | 3 | 1.00 | 1.35301 | 1.35344 | 1.35431 | ||
9 | 2010.04.05 03:40 | modify | 3 | 1.00 | 1.35301 | 1.35350 | 1.35431 | ||
10 | 2010.04.05 03:50 | s/l | 3 | 1.00 | 1.35350 | 1.35350 | 1.35431 | 49.00 | 10030.00 |
11 | 2010.04.05 03:50 | buy | 4 | 1.00 | 1.35339 | 1.35279 | 1.35469 | ||
12 | 2010.04.05 04:03 | s/l | 4 | 1.00 | 1.35279 | 1.35279 | 1.35469 | -60.00 | 9970.00 |
13 | 2010.04.05 08:03 | sell | 5 | 1.00 | 1.34937 | 1.34997 | 1.34807 | ||
14 | 2010.04.05 08:10 | modify | 5 | 1.00 | 1.34937 | 1.34919 | 1.34807 | ||
15 | 2010.04.05 08:16 | modify | 5 | 1.00 | 1.34937 | 1.34849 | 1.34807 | ||
16 | 2010.04.05 08:20 | s/l | 5 | 1.00 | 1.34849 | 1.34849 | 1.34807 | 88.00 | 10058.00 |
17 | 2010.04.05 08:20 | sell | 6 | 1.00 | 1.34850 | 1.34910 | 1.34720 | ||
18 | 2010.04.05 08:35 | modify | 6 | 1.00 | 1.34850 | 1.34848 | 1.34720 | ||
19 | 2010.04.05 08:37 | s/l | 6 | 1.00 | 1.34848 | 1.34848 | 1.34720 | 2.00 | 10060.00 |
20 | 2010.04.05 08:37 | sell | 7 | 1.00 | 1.34853 | 1.34913 | 1.34723 | ||
21 | 2010.04.05 08:40 | modify | 7 | 1.00 | 1.34853 | 1.34808 | 1.34723 | ||
22 | 2010.04.05 08:45 | t/p | 7 | 1.00 | 1.34723 | 1.34808 | 1.34723 | 130.00 | 10190.00 |
23 | 2010.04.05 08:45 | sell | 8 | 1.00 | 1.34716 | 1.34776 | 1.34586 | ||
24 | 2010.04.05 08:50 | modify | 8 | 1.00 | 1.34716 | 1.34671 | 1.34586 | ||
25 | 2010.04.05 08:52 | s/l | 8 | 1.00 | 1.34671 | 1.34671 | 1.34586 | 45.00 | 10235.00 |
26 | 2010.04.05 08:52 | sell | 9 | 1.00 | 1.34676 | 1.34736 | 1.34546 | ||
27 | 2010.04.05 08:59 | modify | 9 | 1.00 | 1.34676 | 1.34674 | 1.34546 | ||
28 | 2010.04.05 09:07 | modify | 9 | 1.00 | 1.34676 | 1.34664 | 1.34546 | ||
29 | 2010.04.05 09:10 | s/l | 9 | 1.00 | 1.34664 | 1.34664 | 1.34546 | 12.00 | 10247.00 |
30 | 2010.04.09 10:02 | buy | 10 | 1.00 | 1.34168 | 1.34108 | 1.34298 | ||
31 | 2010.04.09 10:15 | s/l | 10 | 1.00 | 1.34108 | 1.34108 | 1.34298 | -60.00 | 10187.00 |
32 | 2010.04.09 10:45 | buy | 11 | 1.00 | 1.34125 | 1.34065 | 1.34255 | ||
33 | 2010.04.09 10:50 | modify | 11 | 1.00 | 1.34125 | 1.34127 | 1.34255 | ||
34 | 2010.04.09 10:57 | s/l | 11 | 1.00 | 1.34127 | 1.34127 | 1.34255 | 2.00 | 10189.00 |
35 | 2010.04.09 10:57 | buy | 12 | 1.00 | 1.34113 | 1.34053 | 1.34243 | ||
36 | 2010.04.09 11:10 | s/l | 12 | 1.00 | 1.34053 | 1.34053 | 1.34243 | -60.00 | 10129.00 |
37 | 2010.04.15 12:02 | sell | 13 | 1.00 | 1.35284 | 1.35344 | 1.35154 | ||
38 | 2010.04.15 12:10 | s/l | 13 | 1.00 | 1.35344 | 1.35344 | 1.35154 | -60.00 | 10069.00 |
39 | 2010.04.15 13:00 | sell | 14 | 1.00 | 1.35361 | 1.35421 | 1.35231 | ||
40 | 2010.04.15 13:02 | s/l | 14 | 1.00 | 1.35421 | 1.35421 | 1.35231 | -60.00 | 10009.00 |
41 | 2010.04.15 13:02 | sell | 15 | 1.00 | 1.35483 | 1.35543 | 1.35353 | ||
42 | 2010.04.15 13:10 | modify | 15 | 1.00 | 1.35483 | 1.35468 | 1.35353 | ||
43 | 2010.04.15 13:15 | modify | 15 | 1.00 | 1.35483 | 1.35419 | 1.35353 | ||
44 | 2010.04.15 13:20 | t/p | 15 | 1.00 | 1.35353 | 1.35419 | 1.35353 | 130.00 | 10139.00 |
45 | 2010.04.15 13:20 | sell | 16 | 1.00 | 1.35320 | 1.35380 | 1.35190 | ||
46 | 2010.04.15 13:27 | s/l | 16 | 1.00 | 1.35380 | 1.35380 | 1.35190 | -60.00 | 10079.00 |
47 | 2010.04.15 13:27 | sell | 17 | 1.00 | 1.35385 | 1.35445 | 1.35255 | ||
48 | 2010.04.15 13:30 | modify | 17 | 1.00 | 1.35385 | 1.35364 | 1.35255 | ||
49 | 2010.04.15 13:32 | modify | 17 | 1.00 | 1.35385 | 1.35357 | 1.35255 | ||
50 | 2010.04.15 13:37 | modify | 17 | 1.00 | 1.35385 | 1.35345 | 1.35255 | ||
51 | 2010.04.15 13:40 | s/l | 17 | 1.00 | 1.35345 | 1.35345 | 1.35255 | 40.00 | 10119.00 |
52 | 2010.04.15 13:40 | sell | 18 | 1.00 | 1.35370 | 1.35430 | 1.35240 | ||
53 | 2010.04.15 13:50 | s/l | 18 | 1.00 | 1.35430 | 1.35430 | 1.35240 | -60.00 | 10059.00 |
54 | 2010.04.15 13:50 | sell | 19 | 1.00 | 1.35441 | 1.35501 | 1.35311 | ||
55 | 2010.04.15 13:57 | modify | 19 | 1.00 | 1.35441 | 1.35428 | 1.35311 | ||
56 | 2010.04.15 14:05 | s/l | 19 | 1.00 | 1.35428 | 1.35428 | 1.35311 | 13.00 | 10072.00 |
57 | 2010.04.26 02:45 | buy | 20 | 1.00 | 1.33892 | 1.33832 | 1.34022 | ||
58 | 2010.04.26 02:50 | modify | 20 | 1.00 | 1.33892 | 1.33941 | 1.34022 | ||
59 | 2010.04.26 02:52 | s/l | 20 | 1.00 | 1.33941 | 1.33941 | 1.34022 | 49.00 | 10121.00 |
60 | 2010.04.26 02:52 | buy | 21 | 1.00 | 1.33920 | 1.33860 | 1.34050 | ||
61 | 2010.04.26 02:57 | s/l | 21 | 1.00 | 1.33860 | 1.33860 | 1.34050 | -60.00 | 10061.00 |
62 | 2010.04.26 02:59 | buy | 22 | 1.00 | 1.33884 | 1.33824 | 1.34014 | ||
63 | 2010.04.26 03:02 | modify | 22 | 1.00 | 1.33884 | 1.33911 | 1.34014 | ||
64 | 2010.04.26 03:07 | modify | 22 | 1.00 | 1.33884 | 1.33925 | 1.34014 | ||
65 | 2010.04.26 03:10 | s/l | 22 | 1.00 | 1.33925 | 1.33925 | 1.34014 | 41.00 | 10102.00 |
66 | 2010.04.26 10:20 | sell | 23 | 1.00 | 1.33262 | 1.33322 | 1.33132 | ||
67 | 2010.04.26 10:22 | s/l | 23 | 1.00 | 1.33322 | 1.33322 | 1.33132 | -60.00 | 10042.00 |
68 | 2010.04.26 10:22 | sell | 24 | 1.00 | 1.33329 | 1.33389 | 1.33199 | ||
69 | 2010.04.26 10:27 | s/l | 24 | 1.00 | 1.33389 | 1.33389 | 1.33199 | -60.00 | 9982.00 |
70 | 2010.04.26 10:27 | sell | 25 | 1.00 | 1.33287 | 1.33347 | 1.33157 | ||
71 | 2010.04.26 10:32 | s/l | 25 | 1.00 | 1.33347 | 1.33347 | 1.33157 | -60.00 | 9922.00 |
72 | 2010.04.26 10:32 | sell | 26 | 1.00 | 1.33359 | 1.33419 | 1.33229 | ||
73 | 2010.04.26 10:40 | modify | 26 | 1.00 | 1.33359 | 1.33358 | 1.33229 | ||
74 | 2010.04.26 10:45 | modify | 26 | 1.00 | 1.33359 | 1.33323 | 1.33229 | ||
75 | 2010.04.26 10:50 | modify | 26 | 1.00 | 1.33359 | 1.33276 | 1.33229 | ||
76 | 2010.04.26 10:57 | s/l | 26 | 1.00 | 1.33276 | 1.33276 | 1.33229 | 83.00 | 10005.00 |
77 | 2010.04.26 10:57 | sell | 27 | 1.00 | 1.33289 | 1.33349 | 1.33159 | ||
78 | 2010.04.26 11:05 | modify | 27 | 1.00 | 1.33289 | 1.33262 | 1.33159 | ||
79 | 2010.04.26 11:07 | s/l | 27 | 1.00 | 1.33262 | 1.33262 | 1.33159 | 27.00 | 10032.00 |
80 | 2010.04.26 23:10 | buy | 28 | 1.00 | 1.33961 | 1.33901 | 1.34091 | ||
81 | 2010.04.26 23:15 | modify | 28 | 1.00 | 1.33961 | 1.34028 | 1.34091 | ||
82 | 2010.04.26 23:17 | s/l | 28 | 1.00 | 1.34028 | 1.34028 | 1.34091 | 67.00 | 10099.00 |
83 | 2010.04.26 23:17 | buy | 29 | 1.00 | 1.34028 | 1.33968 | 1.34158 | ||
84 | 2010.04.26 23:20 | t/p | 29 | 1.00 | 1.34158 | 1.33968 | 1.34158 | 130.00 | 10229.00 |
85 | 2010.04.26 23:20 | buy | 30 | 1.00 | 1.34163 | 1.34103 | 1.34293 | ||
86 | 2010.04.26 23:22 | s/l | 30 | 1.00 | 1.34103 | 1.34103 | 1.34293 | -60.00 | 10169.00 |
87 | 2010.04.26 23:22 | buy | 31 | 1.00 | 1.34096 | 1.34036 | 1.34226 | ||
88 | 2010.04.26 23:27 | s/l | 31 | 1.00 | 1.34036 | 1.34036 | 1.34226 | -60.00 | 10109.00 |
89 | 2010.04.26 23:27 | buy | 32 | 1.00 | 1.34028 | 1.33968 | 1.34158 | ||
90 | 2010.04.26 23:30 | modify | 32 | 1.00 | 1.34028 | 1.34039 | 1.34158 | ||
91 | 2010.04.26 23:33 | s/l | 32 | 1.00 | 1.34039 | 1.34039 | 1.34158 | 11.00 | 10120.00 |
92 | 2010.04.26 23:33 | buy | 33 | 1.00 | 1.34006 | 1.33946 | 1.34136 | ||
93 | 2010.04.26 23:46 | s/l | 33 | 1.00 | 1.33946 | 1.33946 | 1.34136 | -60.00 | 10060.00 |
94 | 2010.04.26 23:56 | buy | 34 | 1.00 | 1.33956 | 1.33896 | 1.34086 | ||
95 | 2010.04.27 00:15 | modify | 34 | 1.00 | 1.33956 | 1.33982 | 1.34086 | ||
96 | 2010.04.27 00:20 | modify | 34 | 1.00 | 1.33956 | 1.34018 | 1.34086 | ||
97 | 2010.04.27 00:27 | s/l | 34 | 1.00 | 1.34018 | 1.34018 | 1.34086 | 61.20 | 10121.20 |
98 | 2010.04.27 00:27 | buy | 35 | 1.00 | 1.34004 | 1.33944 | 1.34134 | ||
99 | 2010.04.27 00:27 | s/l | 35 | 1.00 | 1.33944 | 1.33944 | 1.34134 | -60.00 | 10061.20 |
100 | 2010.04.27 00:27 | buy | 36 | 1.00 | 1.33932 | 1.33872 | 1.34062 | ||
101 | 2010.04.27 00:40 | modify | 36 | 1.00 | 1.33932 | 1.33948 | 1.34062 | ||
102 | 2010.04.27 00:45 | modify | 36 | 1.00 | 1.33932 | 1.33984 | 1.34062 | ||
103 | 2010.04.27 00:50 | modify | 36 | 1.00 | 1.33932 | 1.34019 | 1.34062 | ||
104 | 2010.04.27 00:57 | s/l | 36 | 1.00 | 1.34019 | 1.34019 | 1.34062 | 87.00 | 10148.20 |
105 | 2010.04.27 00:57 | buy | 37 | 1.00 | 1.34006 | 1.33946 | 1.34136 | ||
106 | 2010.04.27 01:00 | modify | 37 | 1.00 | 1.34006 | 1.34009 | 1.34136 | ||
107 | 2010.04.27 01:02 | modify | 37 | 1.00 | 1.34006 | 1.34093 | 1.34136 | ||
108 | 2010.04.27 01:07 | modify | 37 | 1.00 | 1.34006 | 1.34103 | 1.34136 | ||
109 | 2010.04.27 01:10 | s/l | 37 | 1.00 | 1.34103 | 1.34103 | 1.34136 | 97.00 | 10245.20 |
110 | 2010.04.27 11:40 | sell | 38 | 1.00 | 1.33357 | 1.33417 | 1.33227 | ||
111 | 2010.04.27 11:45 | modify | 38 | 1.00 | 1.33357 | 1.33296 | 1.33227 | ||
112 | 2010.04.27 11:47 | s/l | 38 | 1.00 | 1.33296 | 1.33296 | 1.33227 | 61.00 | 10306.20 |
113 | 2010.04.27 11:47 | sell | 39 | 1.00 | 1.33294 | 1.33354 | 1.33164 | ||
114 | 2010.04.27 11:50 | t/p | 39 | 1.00 | 1.33164 | 1.33354 | 1.33164 | 130.00 | 10436.20 |
115 | 2010.04.27 11:50 | sell | 40 | 1.00 | 1.33137 | 1.33197 | 1.33007 | ||
116 | 2010.04.27 11:52 | s/l | 40 | 1.00 | 1.33197 | 1.33197 | 1.33007 | -60.00 | 10376.20 |
117 | 2010.04.27 11:52 | sell | 41 | 1.00 | 1.33200 | 1.33260 | 1.33070 | ||
118 | 2010.04.27 11:57 | s/l | 41 | 1.00 | 1.33260 | 1.33260 | 1.33070 | -60.00 | 10316.20 |
119 | 2010.04.27 11:57 | sell | 42 | 1.00 | 1.33262 | 1.33322 | 1.33132 | ||
120 | 2010.04.27 11:59 | modify | 42 | 1.00 | 1.33262 | 1.33229 | 1.33132 | ||
121 | 2010.04.27 12:05 | modify | 42 | 1.00 | 1.33262 | 1.33213 | 1.33132 | ||
122 | 2010.04.27 12:07 | s/l | 42 | 1.00 | 1.33213 | 1.33213 | 1.33132 | 49.00 | 10365.20 |