Strategy Tester Report
PivotEMA3
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 | timeframe=0; stopLoss=50; TakeProfit=350; TrailingStop=50; Name_Expert=""PivotEMA3""; Slippage=3; UseSound=false; NameFileSound=""shotgun.wav""; Lots=1; ProfitModifySL=50; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2741.00 | Gross profit | 3791.00 | Gross loss | -1050.00 |
| Profit factor | 3.61 | Expected payoff | 53.75 | ||
| Absolute drawdown | 16.00 | Maximal drawdown | 249.00 (2.42%) | Relative drawdown | 2.42% (249.00) |
| Total trades | 51 | Short positions (won %) | 26 (57.69%) | Long positions (won %) | 25 (60.00%) |
| Profit trades (% of total) | 30 (58.82%) | Loss trades (% of total) | 21 (41.18%) | ||
| Largest | profit trade | 350.00 | loss trade | -50.00 | |
| Average | profit trade | 126.37 | loss trade | -50.00 | |
| Maximum | consecutive wins (profit in money) | 4 (664.00) | consecutive losses (loss in money) | 3 (-150.00) | |
| Maximal | consecutive profit (count of wins) | 664.00 (4) | consecutive loss (count of losses) | -150.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 04:59 | sell | 1 | 1.00 | 1.32342 | 1.32392 | 1.31992 | ||
| 2 | 2010.05.03 05:15 | modify | 1 | 1.00 | 1.32342 | 1.32316 | 1.31992 | ||
| 3 | 2010.05.03 05:20 | modify | 1 | 1.00 | 1.32342 | 1.32264 | 1.31992 | ||
| 4 | 2010.05.03 05:27 | s/l | 1 | 1.00 | 1.32264 | 1.32264 | 1.31992 | 78.00 | 10078.00 |
| 5 | 2010.05.07 05:15 | buy | 2 | 1.00 | 1.26938 | 1.26888 | 1.27288 | ||
| 6 | 2010.05.07 05:20 | s/l | 2 | 1.00 | 1.26888 | 1.26888 | 1.27288 | -50.00 | 10028.00 |
| 7 | 2010.05.07 05:20 | buy | 3 | 1.00 | 1.26847 | 1.26797 | 1.27197 | ||
| 8 | 2010.05.07 05:27 | modify | 3 | 1.00 | 1.26847 | 1.26878 | 1.27197 | ||
| 9 | 2010.05.07 05:30 | modify | 3 | 1.00 | 1.26847 | 1.26893 | 1.27197 | ||
| 10 | 2010.05.07 05:32 | s/l | 3 | 1.00 | 1.26893 | 1.26893 | 1.27197 | 46.00 | 10074.00 |
| 11 | 2010.05.07 05:32 | buy | 4 | 1.00 | 1.26867 | 1.26817 | 1.27217 | ||
| 12 | 2010.05.07 05:40 | modify | 4 | 1.00 | 1.26867 | 1.26894 | 1.27217 | ||
| 13 | 2010.05.07 05:45 | modify | 4 | 1.00 | 1.26867 | 1.26960 | 1.27217 | ||
| 14 | 2010.05.07 05:50 | modify | 4 | 1.00 | 1.26867 | 1.27025 | 1.27217 | ||
| 15 | 2010.05.07 05:57 | s/l | 4 | 1.00 | 1.27025 | 1.27025 | 1.27217 | 158.00 | 10232.00 |
| 16 | 2010.05.07 05:57 | buy | 5 | 1.00 | 1.26998 | 1.26948 | 1.27348 | ||
| 17 | 2010.05.07 05:59 | modify | 5 | 1.00 | 1.26998 | 1.27015 | 1.27348 | ||
| 18 | 2010.05.07 06:05 | modify | 5 | 1.00 | 1.26998 | 1.27025 | 1.27348 | ||
| 19 | 2010.05.07 06:07 | s/l | 5 | 1.00 | 1.27025 | 1.27025 | 1.27348 | 27.00 | 10259.00 |
| 20 | 2010.05.12 13:15 | sell | 6 | 1.00 | 1.26757 | 1.26807 | 1.26407 | ||
| 21 | 2010.05.12 13:20 | s/l | 6 | 1.00 | 1.26807 | 1.26807 | 1.26407 | -50.00 | 10209.00 |
| 22 | 2010.05.12 13:27 | sell | 7 | 1.00 | 1.26731 | 1.26781 | 1.26381 | ||
| 23 | 2010.05.12 13:35 | s/l | 7 | 1.00 | 1.26781 | 1.26781 | 1.26381 | -50.00 | 10159.00 |
| 24 | 2010.05.12 13:35 | sell | 8 | 1.00 | 1.26776 | 1.26826 | 1.26426 | ||
| 25 | 2010.05.12 13:40 | s/l | 8 | 1.00 | 1.26826 | 1.26826 | 1.26426 | -50.00 | 10109.00 |
| 26 | 2010.05.13 08:22 | buy | 9 | 1.00 | 1.26640 | 1.26590 | 1.26990 | ||
| 27 | 2010.05.13 08:50 | modify | 9 | 1.00 | 1.26640 | 1.26649 | 1.26990 | ||
| 28 | 2010.05.13 08:59 | modify | 9 | 1.00 | 1.26640 | 1.26689 | 1.26990 | ||
| 29 | 2010.05.13 09:02 | s/l | 9 | 1.00 | 1.26689 | 1.26689 | 1.26990 | 49.00 | 10158.00 |
| 30 | 2010.05.13 10:15 | sell | 10 | 1.00 | 1.26371 | 1.26421 | 1.26021 | ||
| 31 | 2010.05.13 10:20 | modify | 10 | 1.00 | 1.26371 | 1.26328 | 1.26021 | ||
| 32 | 2010.05.13 10:22 | s/l | 10 | 1.00 | 1.26328 | 1.26328 | 1.26021 | 43.00 | 10201.00 |
| 33 | 2010.05.13 10:22 | sell | 11 | 1.00 | 1.26320 | 1.26370 | 1.25970 | ||
| 34 | 2010.05.13 10:27 | s/l | 11 | 1.00 | 1.26370 | 1.26370 | 1.25970 | -50.00 | 10151.00 |
| 35 | 2010.05.13 10:27 | sell | 12 | 1.00 | 1.26371 | 1.26421 | 1.26021 | ||
| 36 | 2010.05.13 10:27 | modify | 12 | 1.00 | 1.26371 | 1.26333 | 1.26021 | ||
| 37 | 2010.05.13 10:33 | modify | 12 | 1.00 | 1.26371 | 1.26135 | 1.26021 | ||
| 38 | 2010.05.13 10:36 | s/l | 12 | 1.00 | 1.26135 | 1.26135 | 1.26021 | 236.00 | 10387.00 |
| 39 | 2010.05.13 10:36 | sell | 13 | 1.00 | 1.26127 | 1.26177 | 1.25777 | ||
| 40 | 2010.05.13 10:40 | modify | 13 | 1.00 | 1.26127 | 1.25981 | 1.25777 | ||
| 41 | 2010.05.13 10:43 | s/l | 13 | 1.00 | 1.25981 | 1.25981 | 1.25777 | 146.00 | 10533.00 |
| 42 | 2010.05.13 10:43 | sell | 14 | 1.00 | 1.25972 | 1.26022 | 1.25622 | ||
| 43 | 2010.05.13 10:46 | modify | 14 | 1.00 | 1.25972 | 1.25774 | 1.25622 | ||
| 44 | 2010.05.13 10:50 | s/l | 14 | 1.00 | 1.25774 | 1.25774 | 1.25622 | 198.00 | 10731.00 |
| 45 | 2010.05.13 10:50 | sell | 15 | 1.00 | 1.25817 | 1.25867 | 1.25467 | ||
| 46 | 2010.05.13 10:56 | s/l | 15 | 1.00 | 1.25867 | 1.25867 | 1.25467 | -50.00 | 10681.00 |
| 47 | 2010.05.13 10:56 | sell | 16 | 1.00 | 1.25921 | 1.25971 | 1.25571 | ||
| 48 | 2010.05.13 10:59 | modify | 16 | 1.00 | 1.25921 | 1.25864 | 1.25571 | ||
| 49 | 2010.05.13 11:02 | s/l | 16 | 1.00 | 1.25864 | 1.25864 | 1.25571 | 57.00 | 10738.00 |
| 50 | 2010.05.18 05:20 | sell | 17 | 1.00 | 1.23330 | 1.23380 | 1.22980 | ||
| 51 | 2010.05.18 05:27 | modify | 17 | 1.00 | 1.23330 | 1.23321 | 1.22980 | ||
| 52 | 2010.05.18 05:30 | s/l | 17 | 1.00 | 1.23321 | 1.23321 | 1.22980 | 9.00 | 10747.00 |
| 53 | 2010.05.18 05:30 | sell | 18 | 1.00 | 1.23317 | 1.23367 | 1.22967 | ||
| 54 | 2010.05.18 05:45 | s/l | 18 | 1.00 | 1.23367 | 1.23367 | 1.22967 | -50.00 | 10697.00 |
| 55 | 2010.05.18 05:45 | sell | 19 | 1.00 | 1.23377 | 1.23427 | 1.23027 | ||
| 56 | 2010.05.18 05:50 | s/l | 19 | 1.00 | 1.23427 | 1.23427 | 1.23027 | -50.00 | 10647.00 |
| 57 | 2010.05.18 05:50 | sell | 20 | 1.00 | 1.23417 | 1.23467 | 1.23067 | ||
| 58 | 2010.05.18 05:59 | modify | 20 | 1.00 | 1.23417 | 1.23406 | 1.23067 | ||
| 59 | 2010.05.18 06:00 | modify | 20 | 1.00 | 1.23417 | 1.23404 | 1.23067 | ||
| 60 | 2010.05.18 06:02 | modify | 20 | 1.00 | 1.23417 | 1.23382 | 1.23067 | ||
| 61 | 2010.05.18 06:07 | modify | 20 | 1.00 | 1.23417 | 1.23370 | 1.23067 | ||
| 62 | 2010.05.18 06:10 | s/l | 20 | 1.00 | 1.23370 | 1.23370 | 1.23067 | 47.00 | 10694.00 |
| 63 | 2010.05.18 08:10 | buy | 21 | 1.00 | 1.23680 | 1.23630 | 1.24030 | ||
| 64 | 2010.05.18 08:15 | modify | 21 | 1.00 | 1.23680 | 1.23717 | 1.24030 | ||
| 65 | 2010.05.18 08:20 | modify | 21 | 1.00 | 1.23680 | 1.23813 | 1.24030 | ||
| 66 | 2010.05.18 08:22 | s/l | 21 | 1.00 | 1.23813 | 1.23813 | 1.24030 | 133.00 | 10827.00 |
| 67 | 2010.05.18 08:22 | buy | 22 | 1.00 | 1.23809 | 1.23759 | 1.24159 | ||
| 68 | 2010.05.18 08:27 | s/l | 22 | 1.00 | 1.23759 | 1.23759 | 1.24159 | -50.00 | 10777.00 |
| 69 | 2010.05.18 08:27 | buy | 23 | 1.00 | 1.23745 | 1.23695 | 1.24095 | ||
| 70 | 2010.05.18 08:27 | modify | 23 | 1.00 | 1.23745 | 1.23763 | 1.24095 | ||
| 71 | 2010.05.18 08:32 | s/l | 23 | 1.00 | 1.23763 | 1.23763 | 1.24095 | 18.00 | 10795.00 |
| 72 | 2010.05.18 08:32 | buy | 24 | 1.00 | 1.23680 | 1.23630 | 1.24030 | ||
| 73 | 2010.05.18 08:40 | modify | 24 | 1.00 | 1.23680 | 1.23726 | 1.24030 | ||
| 74 | 2010.05.18 08:45 | modify | 24 | 1.00 | 1.23680 | 1.23805 | 1.24030 | ||
| 75 | 2010.05.18 08:50 | modify | 24 | 1.00 | 1.23680 | 1.23885 | 1.24030 | ||
| 76 | 2010.05.18 08:52 | s/l | 24 | 1.00 | 1.23885 | 1.23885 | 1.24030 | 205.00 | 11000.00 |
| 77 | 2010.05.18 08:52 | buy | 25 | 1.00 | 1.23892 | 1.23842 | 1.24242 | ||
| 78 | 2010.05.18 08:57 | s/l | 25 | 1.00 | 1.23842 | 1.23842 | 1.24242 | -50.00 | 10950.00 |
| 79 | 2010.05.18 08:57 | buy | 26 | 1.00 | 1.23839 | 1.23789 | 1.24189 | ||
| 80 | 2010.05.18 09:02 | s/l | 26 | 1.00 | 1.23789 | 1.23789 | 1.24189 | -50.00 | 10900.00 |
| 81 | 2010.05.18 20:40 | sell | 27 | 1.00 | 1.22467 | 1.22517 | 1.22117 | ||
| 82 | 2010.05.18 20:42 | s/l | 27 | 1.00 | 1.22517 | 1.22517 | 1.22117 | -50.00 | 10850.00 |
| 83 | 2010.05.18 20:42 | sell | 28 | 1.00 | 1.22533 | 1.22583 | 1.22183 | ||
| 84 | 2010.05.18 20:45 | modify | 28 | 1.00 | 1.22533 | 1.22331 | 1.22183 | ||
| 85 | 2010.05.18 20:47 | s/l | 28 | 1.00 | 1.22331 | 1.22331 | 1.22183 | 202.00 | 11052.00 |
| 86 | 2010.05.18 20:47 | sell | 29 | 1.00 | 1.22336 | 1.22386 | 1.21986 | ||
| 87 | 2010.05.18 20:50 | modify | 29 | 1.00 | 1.22336 | 1.22069 | 1.21986 | ||
| 88 | 2010.05.18 20:52 | s/l | 29 | 1.00 | 1.22069 | 1.22069 | 1.21986 | 267.00 | 11319.00 |
| 89 | 2010.05.18 20:52 | sell | 30 | 1.00 | 1.22140 | 1.22190 | 1.21790 | ||
| 90 | 2010.05.18 20:55 | modify | 30 | 1.00 | 1.22140 | 1.22134 | 1.21790 | ||
| 91 | 2010.05.18 20:57 | s/l | 30 | 1.00 | 1.22134 | 1.22134 | 1.21790 | 6.00 | 11325.00 |
| 92 | 2010.05.18 20:57 | sell | 31 | 1.00 | 1.22271 | 1.22321 | 1.21921 | ||
| 93 | 2010.05.18 20:59 | modify | 31 | 1.00 | 1.22271 | 1.22119 | 1.21921 | ||
| 94 | 2010.05.18 21:00 | modify | 31 | 1.00 | 1.22271 | 1.22093 | 1.21921 | ||
| 95 | 2010.05.18 21:02 | s/l | 31 | 1.00 | 1.22093 | 1.22093 | 1.21921 | 178.00 | 11503.00 |
| 96 | 2010.05.19 16:10 | buy | 32 | 1.00 | 1.22994 | 1.22944 | 1.23344 | ||
| 97 | 2010.05.19 16:12 | s/l | 32 | 1.00 | 1.22944 | 1.22944 | 1.23344 | -50.00 | 11453.00 |
| 98 | 2010.05.19 16:12 | buy | 33 | 1.00 | 1.22910 | 1.22860 | 1.23260 | ||
| 99 | 2010.05.19 16:15 | modify | 33 | 1.00 | 1.22910 | 1.23186 | 1.23260 | ||
| 100 | 2010.05.19 16:17 | s/l | 33 | 1.00 | 1.23186 | 1.23186 | 1.23260 | 276.00 | 11729.00 |
| 101 | 2010.05.19 16:17 | buy | 34 | 1.00 | 1.23162 | 1.23112 | 1.23512 | ||
| 102 | 2010.05.19 16:20 | modify | 34 | 1.00 | 1.23162 | 1.23439 | 1.23512 | ||
| 103 | 2010.05.19 16:22 | s/l | 34 | 1.00 | 1.23439 | 1.23439 | 1.23512 | 277.00 | 12006.00 |
| 104 | 2010.05.19 16:22 | buy | 35 | 1.00 | 1.23331 | 1.23281 | 1.23681 | ||
| 105 | 2010.05.19 16:25 | modify | 35 | 1.00 | 1.23331 | 1.23355 | 1.23681 | ||
| 106 | 2010.05.19 16:27 | s/l | 35 | 1.00 | 1.23355 | 1.23355 | 1.23681 | 24.00 | 12030.00 |
| 107 | 2010.05.19 16:27 | buy | 36 | 1.00 | 1.23162 | 1.23112 | 1.23512 | ||
| 108 | 2010.05.19 16:27 | modify | 36 | 1.00 | 1.23162 | 1.23247 | 1.23512 | ||
| 109 | 2010.05.19 16:30 | modify | 36 | 1.00 | 1.23162 | 1.23249 | 1.23512 | ||
| 110 | 2010.05.19 16:32 | s/l | 36 | 1.00 | 1.23249 | 1.23249 | 1.23512 | 87.00 | 12117.00 |
| 111 | 2010.05.19 16:32 | buy | 37 | 1.00 | 1.23253 | 1.23203 | 1.23603 | ||
| 112 | 2010.05.19 16:37 | s/l | 37 | 1.00 | 1.23203 | 1.23203 | 1.23603 | -50.00 | 12067.00 |
| 113 | 2010.05.19 16:37 | buy | 38 | 1.00 | 1.23211 | 1.23161 | 1.23561 | ||
| 114 | 2010.05.19 16:40 | modify | 38 | 1.00 | 1.23211 | 1.23359 | 1.23561 | ||
| 115 | 2010.05.19 16:45 | modify | 38 | 1.00 | 1.23211 | 1.23484 | 1.23561 | ||
| 116 | 2010.05.19 16:50 | t/p | 38 | 1.00 | 1.23561 | 1.23484 | 1.23561 | 350.00 | 12417.00 |
| 117 | 2010.05.19 16:50 | buy | 39 | 1.00 | 1.23669 | 1.23619 | 1.24019 | ||
| 118 | 2010.05.19 16:52 | s/l | 39 | 1.00 | 1.23619 | 1.23619 | 1.24019 | -50.00 | 12367.00 |
| 119 | 2010.05.19 16:52 | buy | 40 | 1.00 | 1.23586 | 1.23536 | 1.23936 | ||
| 120 | 2010.05.19 16:57 | s/l | 40 | 1.00 | 1.23536 | 1.23536 | 1.23936 | -50.00 | 12317.00 |
| 121 | 2010.05.19 16:57 | buy | 41 | 1.00 | 1.23502 | 1.23452 | 1.23852 | ||
| 122 | 2010.05.19 16:59 | s/l | 41 | 1.00 | 1.23452 | 1.23452 | 1.23852 | -50.00 | 12267.00 |
| 123 | 2010.05.19 16:59 | buy | 42 | 1.00 | 1.23385 | 1.23335 | 1.23735 | ||
| 124 | 2010.05.19 17:02 | modify | 42 | 1.00 | 1.23385 | 1.23409 | 1.23735 | ||
| 125 | 2010.05.19 17:07 | modify | 42 | 1.00 | 1.23385 | 1.23452 | 1.23735 | ||
| 126 | 2010.05.19 17:10 | s/l | 42 | 1.00 | 1.23452 | 1.23452 | 1.23735 | 67.00 | 12334.00 |
| 127 | 2010.05.24 00:20 | sell | 43 | 1.00 | 1.25328 | 1.25378 | 1.24978 | ||
| 128 | 2010.05.24 00:22 | s/l | 43 | 1.00 | 1.25378 | 1.25378 | 1.24978 | -50.00 | 12284.00 |
| 129 | 2010.05.24 00:22 | sell | 44 | 1.00 | 1.25383 | 1.25433 | 1.25033 | ||
| 130 | 2010.05.24 00:27 | s/l | 44 | 1.00 | 1.25433 | 1.25433 | 1.25033 | -50.00 | 12234.00 |
| 131 | 2010.05.24 00:27 | sell | 45 | 1.00 | 1.25437 | 1.25487 | 1.25087 | ||
| 132 | 2010.05.24 00:27 | modify | 45 | 1.00 | 1.25437 | 1.25418 | 1.25087 | ||
| 133 | 2010.05.24 00:45 | modify | 45 | 1.00 | 1.25437 | 1.25413 | 1.25087 | ||
| 134 | 2010.05.24 00:50 | modify | 45 | 1.00 | 1.25437 | 1.25385 | 1.25087 | ||
| 135 | 2010.05.24 01:10 | s/l | 45 | 1.00 | 1.25385 | 1.25385 | 1.25087 | 52.00 | 12286.00 |
| 136 | 2010.05.26 15:35 | sell | 46 | 1.00 | 1.22879 | 1.22929 | 1.22529 | ||
| 137 | 2010.05.26 15:37 | s/l | 46 | 1.00 | 1.22929 | 1.22929 | 1.22529 | -50.00 | 12236.00 |
| 138 | 2010.05.26 15:40 | sell | 47 | 1.00 | 1.22837 | 1.22887 | 1.22487 | ||
| 139 | 2010.05.26 15:45 | modify | 47 | 1.00 | 1.22837 | 1.22832 | 1.22487 | ||
| 140 | 2010.05.26 15:50 | modify | 47 | 1.00 | 1.22837 | 1.22747 | 1.22487 | ||
| 141 | 2010.05.26 15:57 | s/l | 47 | 1.00 | 1.22747 | 1.22747 | 1.22487 | 90.00 | 12326.00 |
| 142 | 2010.05.26 15:57 | sell | 48 | 1.00 | 1.22772 | 1.22822 | 1.22422 | ||
| 143 | 2010.05.26 15:59 | modify | 48 | 1.00 | 1.22772 | 1.22748 | 1.22422 | ||
| 144 | 2010.05.26 16:02 | modify | 48 | 1.00 | 1.22772 | 1.22746 | 1.22422 | ||
| 145 | 2010.05.26 16:05 | modify | 48 | 1.00 | 1.22772 | 1.22703 | 1.22422 | ||
| 146 | 2010.05.26 16:07 | s/l | 48 | 1.00 | 1.22703 | 1.22703 | 1.22422 | 69.00 | 12395.00 |
| 147 | 2010.05.27 07:37 | buy | 49 | 1.00 | 1.22538 | 1.22488 | 1.22888 | ||
| 148 | 2010.05.27 07:40 | modify | 49 | 1.00 | 1.22538 | 1.22635 | 1.22888 | ||
| 149 | 2010.05.27 07:45 | modify | 49 | 1.00 | 1.22538 | 1.22729 | 1.22888 | ||
| 150 | 2010.05.27 07:50 | modify | 49 | 1.00 | 1.22538 | 1.22823 | 1.22888 | ||
| 151 | 2010.05.27 07:52 | s/l | 49 | 1.00 | 1.22823 | 1.22823 | 1.22888 | 285.00 | 12680.00 |
| 152 | 2010.05.27 07:52 | buy | 50 | 1.00 | 1.22820 | 1.22770 | 1.23170 | ||
| 153 | 2010.05.27 07:57 | s/l | 50 | 1.00 | 1.22770 | 1.22770 | 1.23170 | -50.00 | 12630.00 |
| 154 | 2010.05.27 07:57 | buy | 51 | 1.00 | 1.22758 | 1.22708 | 1.23108 | ||
| 155 | 2010.05.27 07:59 | modify | 51 | 1.00 | 1.22758 | 1.22802 | 1.23108 | ||
| 156 | 2010.05.27 08:02 | modify | 51 | 1.00 | 1.22758 | 1.22854 | 1.23108 | ||
| 157 | 2010.05.27 08:07 | modify | 51 | 1.00 | 1.22758 | 1.22869 | 1.23108 | ||
| 158 | 2010.05.27 08:10 | s/l | 51 | 1.00 | 1.22869 | 1.22869 | 1.23108 | 111.00 | 12741.00 |