Strategy Tester Report
TrendStrengthEMA
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 | EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; lots=0.1; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 544.73 | Gross profit | 1008.21 | Gross loss | -463.48 |
Profit factor | 2.18 | Expected payoff | 54.47 | ||
Absolute drawdown | 38.20 | Maximal drawdown | 481.24 (4.50%) | Relative drawdown | 4.50% (481.24) |
Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
Largest | profit trade | 375.21 | loss trade | -147.10 | |
Average | profit trade | 201.64 | loss trade | -92.70 | |
Maximum | consecutive wins (profit in money) | 2 (290.90) | consecutive losses (loss in money) | 2 (-224.97) | |
Maximal | consecutive profit (count of wins) | 375.21 (1) | consecutive loss (count of losses) | -224.97 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 06:00 | sell | 1 | 0.10 | 1.32156 | 0.00000 | 0.00000 | ||
2 | 2010.05.10 01:00 | close | 1 | 0.10 | 1.28776 | 0.00000 | 0.00000 | 336.81 | 10336.81 |
3 | 2010.05.10 01:00 | buy | 2 | 0.10 | 1.28776 | 0.00000 | 0.00000 | ||
4 | 2010.05.11 00:00 | close | 2 | 0.10 | 1.27864 | 0.00000 | 0.00000 | -91.31 | 10245.50 |
5 | 2010.05.11 00:00 | sell | 3 | 0.10 | 1.27864 | 0.00000 | 0.00000 | ||
6 | 2010.05.18 12:00 | close | 3 | 0.10 | 1.24100 | 0.00000 | 0.00000 | 375.21 | 10620.71 |
7 | 2010.05.18 12:00 | buy | 4 | 0.10 | 1.24100 | 0.00000 | 0.00000 | ||
8 | 2010.05.18 20:00 | close | 4 | 0.10 | 1.22629 | 0.00000 | 0.00000 | -147.10 | 10473.61 |
9 | 2010.05.18 20:00 | sell | 5 | 0.10 | 1.22629 | 0.00000 | 0.00000 | ||
10 | 2010.05.19 19:00 | close | 5 | 0.10 | 1.23406 | 0.00000 | 0.00000 | -77.87 | 10395.74 |
11 | 2010.05.19 19:00 | buy | 6 | 0.10 | 1.23406 | 0.00000 | 0.00000 | ||
12 | 2010.05.24 10:00 | close | 6 | 0.10 | 1.24679 | 0.00000 | 0.00000 | 126.75 | 10522.49 |
13 | 2010.05.24 10:00 | sell | 7 | 0.10 | 1.24679 | 0.00000 | 0.00000 | ||
14 | 2010.05.27 13:00 | close | 7 | 0.10 | 1.23029 | 0.00000 | 0.00000 | 164.15 | 10686.64 |
15 | 2010.05.27 13:00 | buy | 8 | 0.10 | 1.23029 | 0.00000 | 0.00000 | ||
16 | 2010.05.27 16:00 | close | 8 | 0.10 | 1.22102 | 0.00000 | 0.00000 | -92.70 | 10593.94 |
17 | 2010.05.27 16:00 | sell | 9 | 0.10 | 1.22102 | 0.00000 | 0.00000 | ||
18 | 2010.05.27 17:00 | close | 9 | 0.10 | 1.22647 | 0.00000 | 0.00000 | -54.50 | 10539.44 |
19 | 2010.05.27 17:00 | buy | 10 | 0.10 | 1.22647 | 0.00000 | 0.00000 | ||
20 | 2010.05.28 22:59 | close at stop | 10 | 0.10 | 1.22701 | 0.00000 | 0.00000 | 5.29 | 10544.73 |