Strategy Tester Report
EMA_CROSS_5F2FreshRLH
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=130; StopLoss=60; Lots=1; TrailingStop=30; ShortEma=10; LongEma=80; ExitOnCross=false; SignalCandle=0; MagicNumber=12345; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 654.60 | Gross profit | 2457.00 | Gross loss | -1802.40 |
Profit factor | 1.36 | Expected payoff | 11.09 | ||
Absolute drawdown | 22.00 | Maximal drawdown | 400.40 (3.69%) | Relative drawdown | 3.69% (400.40) |
Total trades | 59 | Short positions (won %) | 32 (43.75%) | Long positions (won %) | 27 (55.56%) |
Profit trades (% of total) | 29 (49.15%) | Loss trades (% of total) | 30 (50.85%) | ||
Largest | profit trade | 130.00 | loss trade | -62.40 | |
Average | profit trade | 84.72 | loss trade | -60.08 | |
Maximum | consecutive wins (profit in money) | 5 (435.00) | consecutive losses (loss in money) | 4 (-240.00) | |
Maximal | consecutive profit (count of wins) | 435.00 (5) | consecutive loss (count of losses) | -240.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 05:15 | sell | 1 | 1.00 | 1.32256 | 1.32316 | 1.32126 | ||
2 | 2010.05.03 05:20 | modify | 1 | 1.00 | 1.32256 | 1.32243 | 1.32126 | ||
3 | 2010.05.03 05:27 | s/l | 1 | 1.00 | 1.32243 | 1.32243 | 1.32126 | 13.00 | 10013.00 |
4 | 2010.05.03 05:27 | sell | 2 | 1.00 | 1.32256 | 1.32316 | 1.32126 | ||
5 | 2010.05.03 05:35 | modify | 2 | 1.00 | 1.32256 | 1.32245 | 1.32126 | ||
6 | 2010.05.03 05:40 | modify | 2 | 1.00 | 1.32256 | 1.32223 | 1.32126 | ||
7 | 2010.05.03 05:45 | modify | 2 | 1.00 | 1.32256 | 1.32189 | 1.32126 | ||
8 | 2010.05.03 05:50 | t/p | 2 | 1.00 | 1.32126 | 1.32189 | 1.32126 | 130.00 | 10143.00 |
9 | 2010.05.03 05:50 | sell | 3 | 1.00 | 1.32105 | 1.32165 | 1.31975 | ||
10 | 2010.05.03 06:00 | s/l | 3 | 1.00 | 1.32165 | 1.32165 | 1.31975 | -60.00 | 10083.00 |
11 | 2010.05.10 05:00 | buy | 4 | 1.00 | 1.29210 | 1.29150 | 1.29340 | ||
12 | 2010.05.10 05:05 | modify | 4 | 1.00 | 1.29210 | 1.29246 | 1.29340 | ||
13 | 2010.05.10 05:07 | s/l | 4 | 1.00 | 1.29246 | 1.29246 | 1.29340 | 36.00 | 10119.00 |
14 | 2010.05.10 05:07 | buy | 5 | 1.00 | 1.29196 | 1.29136 | 1.29326 | ||
15 | 2010.05.10 05:10 | t/p | 5 | 1.00 | 1.29326 | 1.29136 | 1.29326 | 130.00 | 10249.00 |
16 | 2010.05.10 05:10 | buy | 6 | 1.00 | 1.29420 | 1.29360 | 1.29550 | ||
17 | 2010.05.10 05:15 | modify | 6 | 1.00 | 1.29420 | 1.29515 | 1.29550 | ||
18 | 2010.05.10 05:17 | s/l | 6 | 1.00 | 1.29515 | 1.29515 | 1.29550 | 95.00 | 10344.00 |
19 | 2010.05.10 05:17 | buy | 7 | 1.00 | 1.29509 | 1.29449 | 1.29639 | ||
20 | 2010.05.10 05:20 | t/p | 7 | 1.00 | 1.29639 | 1.29449 | 1.29639 | 130.00 | 10474.00 |
21 | 2010.05.10 05:20 | buy | 8 | 1.00 | 1.29688 | 1.29628 | 1.29818 | ||
22 | 2010.05.10 05:22 | s/l | 8 | 1.00 | 1.29628 | 1.29628 | 1.29818 | -60.00 | 10414.00 |
23 | 2010.05.10 05:22 | buy | 9 | 1.00 | 1.29599 | 1.29539 | 1.29729 | ||
24 | 2010.05.10 05:25 | modify | 9 | 1.00 | 1.29599 | 1.29604 | 1.29729 | ||
25 | 2010.05.10 05:27 | s/l | 9 | 1.00 | 1.29604 | 1.29604 | 1.29729 | 5.00 | 10419.00 |
26 | 2010.05.10 05:27 | buy | 10 | 1.00 | 1.29509 | 1.29449 | 1.29639 | ||
27 | 2010.05.10 05:30 | modify | 10 | 1.00 | 1.29509 | 1.29595 | 1.29639 | ||
28 | 2010.05.10 05:33 | s/l | 10 | 1.00 | 1.29595 | 1.29595 | 1.29639 | 86.00 | 10505.00 |
29 | 2010.05.10 05:33 | buy | 11 | 1.00 | 1.29538 | 1.29478 | 1.29668 | ||
30 | 2010.05.10 05:40 | s/l | 11 | 1.00 | 1.29478 | 1.29478 | 1.29668 | -60.00 | 10445.00 |
31 | 2010.05.10 05:40 | buy | 12 | 1.00 | 1.29466 | 1.29406 | 1.29596 | ||
32 | 2010.05.10 05:46 | s/l | 12 | 1.00 | 1.29406 | 1.29406 | 1.29596 | -60.00 | 10385.00 |
33 | 2010.05.10 05:46 | buy | 13 | 1.00 | 1.29370 | 1.29310 | 1.29500 | ||
34 | 2010.05.10 05:50 | modify | 13 | 1.00 | 1.29370 | 1.29379 | 1.29500 | ||
35 | 2010.05.10 05:56 | modify | 13 | 1.00 | 1.29370 | 1.29427 | 1.29500 | ||
36 | 2010.05.10 06:03 | t/p | 13 | 1.00 | 1.29500 | 1.29427 | 1.29500 | 130.00 | 10515.00 |
37 | 2010.05.10 21:00 | sell | 14 | 1.00 | 1.28010 | 1.28070 | 1.27880 | ||
38 | 2010.05.10 21:05 | modify | 14 | 1.00 | 1.28010 | 1.28009 | 1.27880 | ||
39 | 2010.05.10 21:07 | s/l | 14 | 1.00 | 1.28009 | 1.28009 | 1.27880 | 1.00 | 10516.00 |
40 | 2010.05.10 21:07 | sell | 15 | 1.00 | 1.28033 | 1.28093 | 1.27903 | ||
41 | 2010.05.10 21:10 | modify | 15 | 1.00 | 1.28033 | 1.27946 | 1.27903 | ||
42 | 2010.05.10 21:12 | s/l | 15 | 1.00 | 1.27946 | 1.27946 | 1.27903 | 87.00 | 10603.00 |
43 | 2010.05.10 21:12 | sell | 16 | 1.00 | 1.27939 | 1.27999 | 1.27809 | ||
44 | 2010.05.10 21:15 | modify | 16 | 1.00 | 1.27939 | 1.27852 | 1.27809 | ||
45 | 2010.05.10 21:17 | s/l | 16 | 1.00 | 1.27852 | 1.27852 | 1.27809 | 87.00 | 10690.00 |
46 | 2010.05.10 21:17 | sell | 17 | 1.00 | 1.27844 | 1.27904 | 1.27714 | ||
47 | 2010.05.10 21:20 | t/p | 17 | 1.00 | 1.27714 | 1.27904 | 1.27714 | 130.00 | 10820.00 |
48 | 2010.05.10 21:20 | sell | 18 | 1.00 | 1.27687 | 1.27747 | 1.27557 | ||
49 | 2010.05.10 21:22 | s/l | 18 | 1.00 | 1.27747 | 1.27747 | 1.27557 | -60.00 | 10760.00 |
50 | 2010.05.10 21:22 | sell | 19 | 1.00 | 1.27750 | 1.27810 | 1.27620 | ||
51 | 2010.05.10 21:27 | s/l | 19 | 1.00 | 1.27810 | 1.27810 | 1.27620 | -60.00 | 10700.00 |
52 | 2010.05.10 21:27 | sell | 20 | 1.00 | 1.27813 | 1.27873 | 1.27683 | ||
53 | 2010.05.10 21:32 | t/p | 20 | 1.00 | 1.27683 | 1.27873 | 1.27683 | 130.00 | 10830.00 |
54 | 2010.05.10 21:32 | sell | 21 | 1.00 | 1.27613 | 1.27673 | 1.27483 | ||
55 | 2010.05.10 21:40 | s/l | 21 | 1.00 | 1.27673 | 1.27673 | 1.27483 | -60.00 | 10770.00 |
56 | 2010.05.10 21:40 | sell | 22 | 1.00 | 1.27731 | 1.27791 | 1.27601 | ||
57 | 2010.05.10 21:45 | s/l | 22 | 1.00 | 1.27791 | 1.27791 | 1.27601 | -60.00 | 10710.00 |
58 | 2010.05.10 21:45 | sell | 23 | 1.00 | 1.27820 | 1.27880 | 1.27690 | ||
59 | 2010.05.10 21:50 | s/l | 23 | 1.00 | 1.27880 | 1.27880 | 1.27690 | -60.00 | 10650.00 |
60 | 2010.05.10 21:50 | sell | 24 | 1.00 | 1.27909 | 1.27969 | 1.27779 | ||
61 | 2010.05.10 21:52 | modify | 24 | 1.00 | 1.27909 | 1.27889 | 1.27779 | ||
62 | 2010.05.10 21:57 | modify | 24 | 1.00 | 1.27909 | 1.27829 | 1.27779 | ||
63 | 2010.05.10 21:59 | s/l | 24 | 1.00 | 1.27829 | 1.27829 | 1.27779 | 80.00 | 10730.00 |
64 | 2010.05.10 21:59 | sell | 25 | 1.00 | 1.27869 | 1.27929 | 1.27739 | ||
65 | 2010.05.10 22:02 | s/l | 25 | 1.00 | 1.27929 | 1.27929 | 1.27739 | -60.00 | 10670.00 |
66 | 2010.05.19 23:00 | buy | 26 | 1.00 | 1.24150 | 1.24090 | 1.24280 | ||
67 | 2010.05.19 23:03 | modify | 26 | 1.00 | 1.24150 | 1.24187 | 1.24280 | ||
68 | 2010.05.19 23:10 | modify | 26 | 1.00 | 1.24150 | 1.24233 | 1.24280 | ||
69 | 2010.05.19 23:16 | t/p | 26 | 1.00 | 1.24280 | 1.24233 | 1.24280 | 130.00 | 10800.00 |
70 | 2010.05.19 23:16 | buy | 27 | 1.00 | 1.24318 | 1.24258 | 1.24448 | ||
71 | 2010.05.19 23:26 | s/l | 27 | 1.00 | 1.24258 | 1.24258 | 1.24448 | -60.00 | 10740.00 |
72 | 2010.05.19 23:26 | buy | 28 | 1.00 | 1.24257 | 1.24197 | 1.24387 | ||
73 | 2010.05.19 23:26 | s/l | 28 | 1.00 | 1.24197 | 1.24197 | 1.24387 | -60.00 | 10680.00 |
74 | 2010.05.19 23:26 | buy | 29 | 1.00 | 1.24173 | 1.24113 | 1.24303 | ||
75 | 2010.05.19 23:40 | modify | 29 | 1.00 | 1.24173 | 1.24195 | 1.24303 | ||
76 | 2010.05.19 23:45 | modify | 29 | 1.00 | 1.24173 | 1.24235 | 1.24303 | ||
77 | 2010.05.19 23:50 | t/p | 29 | 1.00 | 1.24303 | 1.24235 | 1.24303 | 130.00 | 10810.00 |
78 | 2010.05.19 23:50 | buy | 30 | 1.00 | 1.24314 | 1.24254 | 1.24444 | ||
79 | 2010.05.19 23:57 | s/l | 30 | 1.00 | 1.24254 | 1.24254 | 1.24444 | -60.00 | 10750.00 |
80 | 2010.05.19 23:57 | buy | 31 | 1.00 | 1.24261 | 1.24201 | 1.24391 | ||
81 | 2010.05.20 00:05 | s/l | 31 | 1.00 | 1.24201 | 1.24201 | 1.24391 | -62.40 | 10687.60 |
82 | 2010.05.20 16:20 | sell | 32 | 1.00 | 1.22958 | 1.23018 | 1.22828 | ||
83 | 2010.05.20 16:22 | s/l | 32 | 1.00 | 1.23018 | 1.23018 | 1.22828 | -60.00 | 10627.60 |
84 | 2010.05.20 16:22 | sell | 33 | 1.00 | 1.23083 | 1.23143 | 1.22953 | ||
85 | 2010.05.20 16:25 | modify | 33 | 1.00 | 1.23083 | 1.23060 | 1.22953 | ||
86 | 2010.05.20 16:27 | s/l | 33 | 1.00 | 1.23060 | 1.23060 | 1.22953 | 23.00 | 10650.60 |
87 | 2010.05.20 17:00 | sell | 34 | 1.00 | 1.23336 | 1.23396 | 1.23206 | ||
88 | 2010.05.20 17:06 | s/l | 34 | 1.00 | 1.23396 | 1.23396 | 1.23206 | -60.00 | 10590.60 |
89 | 2010.05.20 17:10 | sell | 35 | 1.00 | 1.23324 | 1.23384 | 1.23194 | ||
90 | 2010.05.20 17:13 | s/l | 35 | 1.00 | 1.23384 | 1.23384 | 1.23194 | -60.00 | 10530.60 |
91 | 2010.05.24 12:15 | sell | 36 | 1.00 | 1.23783 | 1.23843 | 1.23653 | ||
92 | 2010.05.24 12:20 | modify | 36 | 1.00 | 1.23783 | 1.23688 | 1.23653 | ||
93 | 2010.05.24 12:22 | s/l | 36 | 1.00 | 1.23688 | 1.23688 | 1.23653 | 95.00 | 10625.60 |
94 | 2010.05.24 12:22 | sell | 37 | 1.00 | 1.23716 | 1.23776 | 1.23586 | ||
95 | 2010.05.24 12:27 | s/l | 37 | 1.00 | 1.23776 | 1.23776 | 1.23586 | -60.00 | 10565.60 |
96 | 2010.05.24 12:27 | sell | 38 | 1.00 | 1.23783 | 1.23843 | 1.23653 | ||
97 | 2010.05.24 12:27 | modify | 38 | 1.00 | 1.23783 | 1.23689 | 1.23653 | ||
98 | 2010.05.24 12:32 | t/p | 38 | 1.00 | 1.23653 | 1.23689 | 1.23653 | 130.00 | 10695.60 |
99 | 2010.05.24 12:32 | sell | 39 | 1.00 | 1.23631 | 1.23691 | 1.23501 | ||
100 | 2010.05.24 12:40 | s/l | 39 | 1.00 | 1.23691 | 1.23691 | 1.23501 | -60.00 | 10635.60 |
101 | 2010.05.24 12:40 | sell | 40 | 1.00 | 1.23739 | 1.23799 | 1.23609 | ||
102 | 2010.05.24 12:45 | s/l | 40 | 1.00 | 1.23799 | 1.23799 | 1.23609 | -60.00 | 10575.60 |
103 | 2010.05.24 12:45 | sell | 41 | 1.00 | 1.23820 | 1.23880 | 1.23690 | ||
104 | 2010.05.24 12:50 | s/l | 41 | 1.00 | 1.23880 | 1.23880 | 1.23690 | -60.00 | 10515.60 |
105 | 2010.05.24 12:57 | sell | 42 | 1.00 | 1.23793 | 1.23853 | 1.23663 | ||
106 | 2010.05.24 13:03 | s/l | 42 | 1.00 | 1.23853 | 1.23853 | 1.23663 | -60.00 | 10455.60 |
107 | 2010.05.27 19:00 | buy | 43 | 1.00 | 1.23504 | 1.23444 | 1.23634 | ||
108 | 2010.05.27 19:05 | modify | 43 | 1.00 | 1.23504 | 1.23507 | 1.23634 | ||
109 | 2010.05.27 19:07 | s/l | 43 | 1.00 | 1.23507 | 1.23507 | 1.23634 | 3.00 | 10458.60 |
110 | 2010.05.27 19:07 | buy | 44 | 1.00 | 1.23470 | 1.23410 | 1.23600 | ||
111 | 2010.05.27 19:10 | t/p | 44 | 1.00 | 1.23600 | 1.23410 | 1.23600 | 130.00 | 10588.60 |
112 | 2010.05.27 19:10 | buy | 45 | 1.00 | 1.23661 | 1.23601 | 1.23791 | ||
113 | 2010.05.27 19:15 | modify | 45 | 1.00 | 1.23661 | 1.23736 | 1.23791 | ||
114 | 2010.05.27 19:17 | s/l | 45 | 1.00 | 1.23736 | 1.23736 | 1.23791 | 75.00 | 10663.60 |
115 | 2010.05.27 19:17 | buy | 46 | 1.00 | 1.23737 | 1.23677 | 1.23867 | ||
116 | 2010.05.27 19:20 | t/p | 46 | 1.00 | 1.23867 | 1.23677 | 1.23867 | 130.00 | 10793.60 |
117 | 2010.05.27 19:20 | buy | 47 | 1.00 | 1.23890 | 1.23830 | 1.24020 | ||
118 | 2010.05.27 19:22 | s/l | 47 | 1.00 | 1.23830 | 1.23830 | 1.24020 | -60.00 | 10733.60 |
119 | 2010.05.27 19:22 | buy | 48 | 1.00 | 1.23814 | 1.23754 | 1.23944 | ||
120 | 2010.05.27 19:27 | s/l | 48 | 1.00 | 1.23754 | 1.23754 | 1.23944 | -60.00 | 10673.60 |
121 | 2010.05.27 19:27 | buy | 49 | 1.00 | 1.23737 | 1.23677 | 1.23867 | ||
122 | 2010.05.27 19:27 | modify | 49 | 1.00 | 1.23737 | 1.23788 | 1.23867 | ||
123 | 2010.05.27 19:30 | modify | 49 | 1.00 | 1.23737 | 1.23789 | 1.23867 | ||
124 | 2010.05.27 19:32 | t/p | 49 | 1.00 | 1.23867 | 1.23789 | 1.23867 | 130.00 | 10803.60 |
125 | 2010.05.27 19:32 | buy | 50 | 1.00 | 1.23884 | 1.23824 | 1.24014 | ||
126 | 2010.05.27 19:40 | s/l | 50 | 1.00 | 1.23824 | 1.23824 | 1.24014 | -60.00 | 10743.60 |
127 | 2010.05.27 19:40 | buy | 51 | 1.00 | 1.23830 | 1.23770 | 1.23960 | ||
128 | 2010.05.27 19:45 | s/l | 51 | 1.00 | 1.23770 | 1.23770 | 1.23960 | -60.00 | 10683.60 |
129 | 2010.05.27 19:45 | buy | 52 | 1.00 | 1.23777 | 1.23717 | 1.23907 | ||
130 | 2010.05.27 19:50 | s/l | 52 | 1.00 | 1.23717 | 1.23717 | 1.23907 | -60.00 | 10623.60 |
131 | 2010.05.27 19:50 | buy | 53 | 1.00 | 1.23705 | 1.23645 | 1.23835 | ||
132 | 2010.05.27 19:57 | modify | 53 | 1.00 | 1.23705 | 1.23738 | 1.23835 | ||
133 | 2010.05.27 20:02 | s/l | 53 | 1.00 | 1.23738 | 1.23738 | 1.23835 | 33.00 | 10656.60 |
134 | 2010.05.28 22:00 | sell | 54 | 1.00 | 1.22700 | 1.22760 | 1.22570 | ||
135 | 2010.05.28 22:02 | s/l | 54 | 1.00 | 1.22760 | 1.22760 | 1.22570 | -60.00 | 10596.60 |
136 | 2010.05.28 22:02 | sell | 55 | 1.00 | 1.22788 | 1.22848 | 1.22658 | ||
137 | 2010.05.28 22:10 | modify | 55 | 1.00 | 1.22788 | 1.22785 | 1.22658 | ||
138 | 2010.05.28 22:15 | modify | 55 | 1.00 | 1.22788 | 1.22742 | 1.22658 | ||
139 | 2010.05.28 22:20 | t/p | 55 | 1.00 | 1.22658 | 1.22742 | 1.22658 | 130.00 | 10726.60 |
140 | 2010.05.28 22:20 | sell | 56 | 1.00 | 1.22647 | 1.22707 | 1.22517 | ||
141 | 2010.05.28 22:27 | s/l | 56 | 1.00 | 1.22707 | 1.22707 | 1.22517 | -60.00 | 10666.60 |
142 | 2010.05.28 22:27 | sell | 57 | 1.00 | 1.22703 | 1.22763 | 1.22573 | ||
143 | 2010.05.28 22:32 | modify | 57 | 1.00 | 1.22703 | 1.22693 | 1.22573 | ||
144 | 2010.05.28 22:37 | modify | 57 | 1.00 | 1.22703 | 1.22684 | 1.22573 | ||
145 | 2010.05.28 22:40 | s/l | 57 | 1.00 | 1.22684 | 1.22684 | 1.22573 | 19.00 | 10685.60 |
146 | 2010.05.28 22:40 | sell | 58 | 1.00 | 1.22688 | 1.22748 | 1.22558 | ||
147 | 2010.05.28 22:50 | s/l | 58 | 1.00 | 1.22748 | 1.22748 | 1.22558 | -60.00 | 10625.60 |
148 | 2010.05.28 22:50 | sell | 59 | 1.00 | 1.22739 | 1.22799 | 1.22609 | ||
149 | 2010.05.28 22:59 | close at stop | 59 | 1.00 | 1.22710 | 1.22799 | 1.22609 | 29.00 | 10654.60 |