Strategy Tester Report
Simple_ema_cross_Grail
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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; 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 | 65.16 | Gross profit | 1074.10 | Gross loss | -1008.94 |
| Profit factor | 1.06 | Expected payoff | 10.86 | ||
| Absolute drawdown | 327.84 | Maximal drawdown | 1378.44 (12.47%) | Relative drawdown | 12.47% (1378.44) |
| Total trades | 6 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 393.00 | loss trade | -509.44 | |
| Average | profit trade | 358.03 | loss trade | -336.31 | |
| Maximum | consecutive wins (profit in money) | 2 (730.60) | consecutive losses (loss in money) | 2 (-983.44) | |
| Maximal | consecutive profit (count of wins) | 730.60 (2) | consecutive loss (count of losses) | -983.44 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.10 05:00 | buy | 1 | 1.50 | 1.29217 | 1.28901 | 0.00000 | ||
| 2 | 2010.05.10 05:15 | modify | 1 | 1.50 | 1.29217 | 1.29345 | 0.00000 | ||
| 3 | 2010.05.10 05:20 | modify | 1 | 1.50 | 1.29217 | 1.29479 | 0.00000 | ||
| 4 | 2010.05.10 05:40 | s/l | 1 | 1.50 | 1.29479 | 1.29479 | 0.00000 | 393.00 | 10393.00 |
| 5 | 2010.05.10 21:00 | sell | 2 | 1.60 | 1.28010 | 1.28326 | 0.00000 | ||
| 6 | 2010.05.10 21:20 | modify | 2 | 1.60 | 1.28010 | 1.27903 | 0.00000 | ||
| 7 | 2010.05.10 21:32 | modify | 2 | 1.60 | 1.28010 | 1.27829 | 0.00000 | ||
| 8 | 2010.05.10 21:37 | modify | 2 | 1.60 | 1.28010 | 1.27799 | 0.00000 | ||
| 9 | 2010.05.10 21:45 | s/l | 2 | 1.60 | 1.27799 | 1.27799 | 0.00000 | 337.60 | 10730.60 |
| 10 | 2010.05.19 23:00 | buy | 3 | 1.60 | 1.24157 | 1.23841 | 0.00000 | ||
| 11 | 2010.05.20 01:20 | s/l | 3 | 1.60 | 1.23841 | 1.23841 | 0.00000 | -509.44 | 10221.16 |
| 12 | 2010.05.20 17:00 | sell | 4 | 1.50 | 1.23336 | 1.23652 | 0.00000 | ||
| 13 | 2010.05.20 17:20 | s/l | 4 | 1.50 | 1.23652 | 1.23652 | 0.00000 | -474.00 | 9747.16 |
| 14 | 2010.05.27 19:00 | buy | 5 | 1.50 | 1.23511 | 1.23195 | 0.00000 | ||
| 15 | 2010.05.27 19:15 | modify | 5 | 1.50 | 1.23511 | 1.23566 | 0.00000 | ||
| 16 | 2010.05.27 19:20 | modify | 5 | 1.50 | 1.23511 | 1.23681 | 0.00000 | ||
| 17 | 2010.05.27 19:37 | modify | 5 | 1.50 | 1.23511 | 1.23693 | 0.00000 | ||
| 18 | 2010.05.27 20:20 | modify | 5 | 1.50 | 1.23511 | 1.23740 | 0.00000 | ||
| 19 | 2010.05.27 21:03 | s/l | 5 | 1.50 | 1.23740 | 1.23740 | 0.00000 | 343.50 | 10090.66 |
| 20 | 2010.05.28 22:00 | sell | 6 | 1.50 | 1.22700 | 1.23016 | 0.00000 | ||
| 21 | 2010.05.28 22:59 | close at stop | 6 | 1.50 | 1.22717 | 1.23016 | 0.00000 | -25.50 | 10065.16 |