Strategy Tester Report
EMA_CROSS
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2879.90 | Gross profit | 1004.00 | Gross loss | -3883.90 |
Profit factor | 0.26 | Expected payoff | -205.71 | ||
Absolute drawdown | 6350.90 | Maximal drawdown | 6605.90 (64.42%) | Relative drawdown | 64.42% (6605.90) |
Total trades | 14 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
Largest | profit trade | 100.00 | loss trade | -3883.90 | |
Average | profit trade | 77.23 | loss trade | -3883.90 | |
Maximum | consecutive wins (profit in money) | 10 (767.00) | consecutive losses (loss in money) | 1 (-3883.90) | |
Maximal | consecutive profit (count of wins) | 767.00 (10) | consecutive loss (count of losses) | -3883.90 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 00:00 | sell | 1 | 1.00 | 1.33296 | 0.00000 | 1.33196 | ||
2 | 2010.05.03 00:10 | modify | 1 | 1.00 | 1.33296 | 1.33292 | 1.33196 | ||
3 | 2010.05.03 00:15 | modify | 1 | 1.00 | 1.33296 | 1.33240 | 1.33196 | ||
4 | 2010.05.03 00:20 | t/p | 1 | 1.00 | 1.33196 | 1.33240 | 1.33196 | 100.00 | 10100.00 |
5 | 2010.05.03 05:15 | buy | 2 | 1.00 | 1.32261 | 0.00000 | 1.32361 | ||
6 | 2010.05.03 07:15 | modify | 2 | 1.00 | 1.32261 | 1.32264 | 1.32361 | ||
7 | 2010.05.03 07:20 | modify | 2 | 1.00 | 1.32261 | 1.32298 | 1.32361 | ||
8 | 2010.05.03 07:27 | s/l | 2 | 1.00 | 1.32298 | 1.32298 | 1.32361 | 37.00 | 10137.00 |
9 | 2010.05.10 05:00 | sell | 3 | 1.00 | 1.29201 | 0.00000 | 1.29101 | ||
10 | 2010.05.10 07:15 | modify | 3 | 1.00 | 1.29201 | 1.29156 | 1.29101 | ||
11 | 2010.05.10 07:20 | t/p | 3 | 1.00 | 1.29101 | 1.29156 | 1.29101 | 100.00 | 10237.00 |
12 | 2010.05.10 21:00 | buy | 4 | 1.00 | 1.28015 | 0.00000 | 1.28115 | ||
13 | 2010.05.19 23:00 | close | 4 | 1.00 | 1.24141 | 0.00000 | 1.28115 | -3883.90 | 6353.10 |
14 | 2010.05.20 16:20 | buy | 5 | 1.00 | 1.22963 | 0.00000 | 1.23063 | ||
15 | 2010.05.20 16:22 | t/p | 5 | 1.00 | 1.23063 | 0.00000 | 1.23063 | 100.00 | 6453.10 |
16 | 2010.05.20 16:27 | sell | 6 | 1.00 | 1.23209 | 0.00000 | 1.23109 | ||
17 | 2010.05.20 16:37 | modify | 6 | 1.00 | 1.23209 | 1.23200 | 1.23109 | ||
18 | 2010.05.20 16:40 | s/l | 6 | 1.00 | 1.23200 | 1.23200 | 1.23109 | 9.00 | 6462.10 |
19 | 2010.05.20 17:00 | buy | 7 | 1.00 | 1.23341 | 0.00000 | 1.23441 | ||
20 | 2010.05.20 17:06 | close | 7 | 1.00 | 1.23402 | 0.00000 | 1.23441 | 61.00 | 6523.10 |
21 | 2010.05.20 17:10 | buy | 8 | 1.00 | 1.23329 | 0.00000 | 1.23429 | ||
22 | 2010.05.20 17:13 | t/p | 8 | 1.00 | 1.23429 | 0.00000 | 1.23429 | 100.00 | 6623.10 |
23 | 2010.05.20 17:13 | sell | 9 | 1.00 | 1.23519 | 0.00000 | 1.23419 | ||
24 | 2010.05.20 18:50 | t/p | 9 | 1.00 | 1.23419 | 0.00000 | 1.23419 | 100.00 | 6723.10 |
25 | 2010.05.24 12:15 | buy | 10 | 1.00 | 1.23788 | 0.00000 | 1.23888 | ||
26 | 2010.05.24 12:50 | t/p | 10 | 1.00 | 1.23888 | 0.00000 | 1.23888 | 100.00 | 6823.10 |
27 | 2010.05.24 12:50 | sell | 11 | 1.00 | 1.23901 | 0.00000 | 1.23801 | ||
28 | 2010.05.24 12:52 | modify | 11 | 1.00 | 1.23901 | 1.23887 | 1.23801 | ||
29 | 2010.05.24 12:57 | t/p | 11 | 1.00 | 1.23801 | 1.23887 | 1.23801 | 100.00 | 6923.10 |
30 | 2010.05.24 12:57 | buy | 12 | 1.00 | 1.23798 | 0.00000 | 1.23898 | ||
31 | 2010.05.24 13:03 | modify | 12 | 1.00 | 1.23798 | 1.23844 | 1.23898 | ||
32 | 2010.05.24 13:10 | t/p | 12 | 1.00 | 1.23898 | 1.23844 | 1.23898 | 100.00 | 7023.10 |
33 | 2010.05.27 19:00 | sell | 13 | 1.00 | 1.23495 | 0.00000 | 1.23395 | ||
34 | 2010.05.27 21:16 | modify | 13 | 1.00 | 1.23495 | 1.23460 | 1.23395 | ||
35 | 2010.05.27 21:20 | s/l | 13 | 1.00 | 1.23460 | 1.23460 | 1.23395 | 35.00 | 7058.10 |
36 | 2010.05.28 22:00 | buy | 14 | 1.00 | 1.22705 | 0.00000 | 1.22805 | ||
37 | 2010.05.28 22:02 | modify | 14 | 1.00 | 1.22705 | 1.22753 | 1.22805 | ||
38 | 2010.05.28 22:07 | modify | 14 | 1.00 | 1.22705 | 1.22767 | 1.22805 | ||
39 | 2010.05.28 22:10 | s/l | 14 | 1.00 | 1.22767 | 1.22767 | 1.22805 | 62.00 | 7120.10 |