Strategy Tester Report
EMA_CROSS_2FreshRLH
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 | 753.60 | Gross profit | 2457.00 | Gross loss | -1703.40 |
Profit factor | 1.44 | Expected payoff | 12.99 | ||
Absolute drawdown | 21.00 | Maximal drawdown | 397.40 (3.63%) | Relative drawdown | 3.63% (397.40) |
Total trades | 58 | Short positions (won %) | 31 (45.16%) | Long positions (won %) | 27 (55.56%) |
Profit trades (% of total) | 29 (50.00%) | Loss trades (% of total) | 29 (50.00%) | ||
Largest | profit trade | 130.00 | loss trade | -62.40 | |
Average | profit trade | 84.72 | loss trade | -58.74 | |
Maximum | consecutive wins (profit in money) | 7 (551.00) | consecutive losses (loss in money) | 4 (-240.00) | |
Maximal | consecutive profit (count of wins) | 551.00 (7) | 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 | 1.32242 | 1.32126 | ||
3 | 2010.05.03 05:27 | s/l | 1 | 1.00 | 1.32242 | 1.32242 | 1.32126 | 14.00 | 10014.00 |
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 | 1.32244 | 1.32126 | ||
6 | 2010.05.03 05:40 | modify | 2 | 1.00 | 1.32256 | 1.32222 | 1.32126 | ||
7 | 2010.05.03 05:45 | modify | 2 | 1.00 | 1.32256 | 1.32188 | 1.32126 | ||
8 | 2010.05.03 05:50 | t/p | 2 | 1.00 | 1.32126 | 1.32188 | 1.32126 | 130.00 | 10144.00 |
9 | 2010.05.03 05:50 | sell | 3 | 1.00 | 1.32105 | 1.32165 | 1.31975 | ||
10 | 2010.05.03 06:07 | modify | 3 | 1.00 | 1.32105 | 1.32091 | 1.31975 | ||
11 | 2010.05.03 06:10 | s/l | 3 | 1.00 | 1.32091 | 1.32091 | 1.31975 | 14.00 | 10158.00 |
12 | 2010.05.10 05:00 | buy | 4 | 1.00 | 1.29209 | 1.29149 | 1.29339 | ||
13 | 2010.05.10 05:05 | modify | 4 | 1.00 | 1.29209 | 1.29246 | 1.29339 | ||
14 | 2010.05.10 05:07 | s/l | 4 | 1.00 | 1.29246 | 1.29246 | 1.29339 | 37.00 | 10195.00 |
15 | 2010.05.10 05:07 | buy | 5 | 1.00 | 1.29195 | 1.29135 | 1.29325 | ||
16 | 2010.05.10 05:10 | t/p | 5 | 1.00 | 1.29325 | 1.29135 | 1.29325 | 130.00 | 10325.00 |
17 | 2010.05.10 05:10 | buy | 6 | 1.00 | 1.29419 | 1.29359 | 1.29549 | ||
18 | 2010.05.10 05:15 | modify | 6 | 1.00 | 1.29419 | 1.29515 | 1.29549 | ||
19 | 2010.05.10 05:17 | s/l | 6 | 1.00 | 1.29515 | 1.29515 | 1.29549 | 96.00 | 10421.00 |
20 | 2010.05.10 05:17 | buy | 7 | 1.00 | 1.29508 | 1.29448 | 1.29638 | ||
21 | 2010.05.10 05:20 | t/p | 7 | 1.00 | 1.29638 | 1.29448 | 1.29638 | 130.00 | 10551.00 |
22 | 2010.05.10 05:20 | buy | 8 | 1.00 | 1.29687 | 1.29627 | 1.29817 | ||
23 | 2010.05.10 05:22 | s/l | 8 | 1.00 | 1.29627 | 1.29627 | 1.29817 | -60.00 | 10491.00 |
24 | 2010.05.10 05:22 | buy | 9 | 1.00 | 1.29598 | 1.29538 | 1.29728 | ||
25 | 2010.05.10 05:25 | modify | 9 | 1.00 | 1.29598 | 1.29604 | 1.29728 | ||
26 | 2010.05.10 05:27 | s/l | 9 | 1.00 | 1.29604 | 1.29604 | 1.29728 | 6.00 | 10497.00 |
27 | 2010.05.10 05:27 | buy | 10 | 1.00 | 1.29508 | 1.29448 | 1.29638 | ||
28 | 2010.05.10 05:30 | modify | 10 | 1.00 | 1.29508 | 1.29595 | 1.29638 | ||
29 | 2010.05.10 05:33 | s/l | 10 | 1.00 | 1.29595 | 1.29595 | 1.29638 | 87.00 | 10584.00 |
30 | 2010.05.10 05:33 | buy | 11 | 1.00 | 1.29537 | 1.29477 | 1.29667 | ||
31 | 2010.05.10 05:40 | s/l | 11 | 1.00 | 1.29477 | 1.29477 | 1.29667 | -60.00 | 10524.00 |
32 | 2010.05.10 05:40 | buy | 12 | 1.00 | 1.29465 | 1.29405 | 1.29595 | ||
33 | 2010.05.10 05:46 | s/l | 12 | 1.00 | 1.29405 | 1.29405 | 1.29595 | -60.00 | 10464.00 |
34 | 2010.05.10 05:46 | buy | 13 | 1.00 | 1.29369 | 1.29309 | 1.29499 | ||
35 | 2010.05.10 05:50 | modify | 13 | 1.00 | 1.29369 | 1.29379 | 1.29499 | ||
36 | 2010.05.10 05:56 | modify | 13 | 1.00 | 1.29369 | 1.29427 | 1.29499 | ||
37 | 2010.05.10 06:03 | t/p | 13 | 1.00 | 1.29499 | 1.29427 | 1.29499 | 130.00 | 10594.00 |
38 | 2010.05.10 21:00 | sell | 14 | 1.00 | 1.28010 | 1.28070 | 1.27880 | ||
39 | 2010.05.10 21:05 | modify | 14 | 1.00 | 1.28010 | 1.28008 | 1.27880 | ||
40 | 2010.05.10 21:07 | s/l | 14 | 1.00 | 1.28008 | 1.28008 | 1.27880 | 2.00 | 10596.00 |
41 | 2010.05.10 21:07 | sell | 15 | 1.00 | 1.28033 | 1.28093 | 1.27903 | ||
42 | 2010.05.10 21:10 | modify | 15 | 1.00 | 1.28033 | 1.27945 | 1.27903 | ||
43 | 2010.05.10 21:12 | s/l | 15 | 1.00 | 1.27945 | 1.27945 | 1.27903 | 88.00 | 10684.00 |
44 | 2010.05.10 21:12 | sell | 16 | 1.00 | 1.27939 | 1.27999 | 1.27809 | ||
45 | 2010.05.10 21:15 | modify | 16 | 1.00 | 1.27939 | 1.27851 | 1.27809 | ||
46 | 2010.05.10 21:17 | s/l | 16 | 1.00 | 1.27851 | 1.27851 | 1.27809 | 88.00 | 10772.00 |
47 | 2010.05.10 21:17 | sell | 17 | 1.00 | 1.27844 | 1.27904 | 1.27714 | ||
48 | 2010.05.10 21:20 | t/p | 17 | 1.00 | 1.27714 | 1.27904 | 1.27714 | 130.00 | 10902.00 |
49 | 2010.05.10 21:20 | sell | 18 | 1.00 | 1.27687 | 1.27747 | 1.27557 | ||
50 | 2010.05.10 21:22 | s/l | 18 | 1.00 | 1.27747 | 1.27747 | 1.27557 | -60.00 | 10842.00 |
51 | 2010.05.10 21:22 | sell | 19 | 1.00 | 1.27750 | 1.27810 | 1.27620 | ||
52 | 2010.05.10 21:27 | s/l | 19 | 1.00 | 1.27810 | 1.27810 | 1.27620 | -60.00 | 10782.00 |
53 | 2010.05.10 21:27 | sell | 20 | 1.00 | 1.27813 | 1.27873 | 1.27683 | ||
54 | 2010.05.10 21:32 | t/p | 20 | 1.00 | 1.27683 | 1.27873 | 1.27683 | 130.00 | 10912.00 |
55 | 2010.05.10 21:32 | sell | 21 | 1.00 | 1.27613 | 1.27673 | 1.27483 | ||
56 | 2010.05.10 21:40 | s/l | 21 | 1.00 | 1.27673 | 1.27673 | 1.27483 | -60.00 | 10852.00 |
57 | 2010.05.10 21:40 | sell | 22 | 1.00 | 1.27731 | 1.27791 | 1.27601 | ||
58 | 2010.05.10 21:45 | s/l | 22 | 1.00 | 1.27791 | 1.27791 | 1.27601 | -60.00 | 10792.00 |
59 | 2010.05.10 21:45 | sell | 23 | 1.00 | 1.27820 | 1.27880 | 1.27690 | ||
60 | 2010.05.10 21:50 | s/l | 23 | 1.00 | 1.27880 | 1.27880 | 1.27690 | -60.00 | 10732.00 |
61 | 2010.05.10 21:50 | sell | 24 | 1.00 | 1.27909 | 1.27969 | 1.27779 | ||
62 | 2010.05.10 21:52 | modify | 24 | 1.00 | 1.27909 | 1.27888 | 1.27779 | ||
63 | 2010.05.10 21:57 | modify | 24 | 1.00 | 1.27909 | 1.27828 | 1.27779 | ||
64 | 2010.05.10 21:59 | s/l | 24 | 1.00 | 1.27828 | 1.27828 | 1.27779 | 81.00 | 10813.00 |
65 | 2010.05.10 21:59 | sell | 25 | 1.00 | 1.27869 | 1.27929 | 1.27739 | ||
66 | 2010.05.10 22:02 | s/l | 25 | 1.00 | 1.27929 | 1.27929 | 1.27739 | -60.00 | 10753.00 |
67 | 2010.05.19 23:00 | buy | 26 | 1.00 | 1.24149 | 1.24089 | 1.24279 | ||
68 | 2010.05.19 23:03 | modify | 26 | 1.00 | 1.24149 | 1.24187 | 1.24279 | ||
69 | 2010.05.19 23:10 | modify | 26 | 1.00 | 1.24149 | 1.24233 | 1.24279 | ||
70 | 2010.05.19 23:16 | t/p | 26 | 1.00 | 1.24279 | 1.24233 | 1.24279 | 130.00 | 10883.00 |
71 | 2010.05.19 23:16 | buy | 27 | 1.00 | 1.24317 | 1.24257 | 1.24447 | ||
72 | 2010.05.19 23:26 | s/l | 27 | 1.00 | 1.24257 | 1.24257 | 1.24447 | -60.00 | 10823.00 |
73 | 2010.05.19 23:26 | buy | 28 | 1.00 | 1.24256 | 1.24196 | 1.24386 | ||
74 | 2010.05.19 23:26 | s/l | 28 | 1.00 | 1.24196 | 1.24196 | 1.24386 | -60.00 | 10763.00 |
75 | 2010.05.19 23:26 | buy | 29 | 1.00 | 1.24172 | 1.24112 | 1.24302 | ||
76 | 2010.05.19 23:40 | modify | 29 | 1.00 | 1.24172 | 1.24195 | 1.24302 | ||
77 | 2010.05.19 23:45 | modify | 29 | 1.00 | 1.24172 | 1.24235 | 1.24302 | ||
78 | 2010.05.19 23:50 | t/p | 29 | 1.00 | 1.24302 | 1.24235 | 1.24302 | 130.00 | 10893.00 |
79 | 2010.05.19 23:50 | buy | 30 | 1.00 | 1.24313 | 1.24253 | 1.24443 | ||
80 | 2010.05.19 23:57 | s/l | 30 | 1.00 | 1.24253 | 1.24253 | 1.24443 | -60.00 | 10833.00 |
81 | 2010.05.19 23:57 | buy | 31 | 1.00 | 1.24260 | 1.24200 | 1.24390 | ||
82 | 2010.05.20 00:05 | s/l | 31 | 1.00 | 1.24200 | 1.24200 | 1.24390 | -62.40 | 10770.60 |
83 | 2010.05.20 16:20 | sell | 32 | 1.00 | 1.22958 | 1.23018 | 1.22828 | ||
84 | 2010.05.20 16:22 | s/l | 32 | 1.00 | 1.23018 | 1.23018 | 1.22828 | -60.00 | 10710.60 |
85 | 2010.05.20 16:22 | sell | 33 | 1.00 | 1.23083 | 1.23143 | 1.22953 | ||
86 | 2010.05.20 16:25 | modify | 33 | 1.00 | 1.23083 | 1.23059 | 1.22953 | ||
87 | 2010.05.20 16:27 | s/l | 33 | 1.00 | 1.23059 | 1.23059 | 1.22953 | 24.00 | 10734.60 |
88 | 2010.05.20 17:00 | sell | 34 | 1.00 | 1.23336 | 1.23396 | 1.23206 | ||
89 | 2010.05.20 17:06 | s/l | 34 | 1.00 | 1.23396 | 1.23396 | 1.23206 | -60.00 | 10674.60 |
90 | 2010.05.20 17:10 | sell | 35 | 1.00 | 1.23324 | 1.23384 | 1.23194 | ||
91 | 2010.05.20 17:13 | s/l | 35 | 1.00 | 1.23384 | 1.23384 | 1.23194 | -60.00 | 10614.60 |
92 | 2010.05.24 12:15 | sell | 36 | 1.00 | 1.23783 | 1.23843 | 1.23653 | ||
93 | 2010.05.24 12:20 | modify | 36 | 1.00 | 1.23783 | 1.23687 | 1.23653 | ||
94 | 2010.05.24 12:22 | s/l | 36 | 1.00 | 1.23687 | 1.23687 | 1.23653 | 96.00 | 10710.60 |
95 | 2010.05.24 12:22 | sell | 37 | 1.00 | 1.23716 | 1.23776 | 1.23586 | ||
96 | 2010.05.24 12:27 | s/l | 37 | 1.00 | 1.23776 | 1.23776 | 1.23586 | -60.00 | 10650.60 |
97 | 2010.05.24 12:27 | sell | 38 | 1.00 | 1.23783 | 1.23843 | 1.23653 | ||
98 | 2010.05.24 12:27 | modify | 38 | 1.00 | 1.23783 | 1.23688 | 1.23653 | ||
99 | 2010.05.24 12:32 | t/p | 38 | 1.00 | 1.23653 | 1.23688 | 1.23653 | 130.00 | 10780.60 |
100 | 2010.05.24 12:32 | sell | 39 | 1.00 | 1.23631 | 1.23691 | 1.23501 | ||
101 | 2010.05.24 12:40 | s/l | 39 | 1.00 | 1.23691 | 1.23691 | 1.23501 | -60.00 | 10720.60 |
102 | 2010.05.24 12:40 | sell | 40 | 1.00 | 1.23739 | 1.23799 | 1.23609 | ||
103 | 2010.05.24 12:45 | s/l | 40 | 1.00 | 1.23799 | 1.23799 | 1.23609 | -60.00 | 10660.60 |
104 | 2010.05.24 12:45 | sell | 41 | 1.00 | 1.23820 | 1.23880 | 1.23690 | ||
105 | 2010.05.24 12:50 | s/l | 41 | 1.00 | 1.23880 | 1.23880 | 1.23690 | -60.00 | 10600.60 |
106 | 2010.05.24 12:57 | sell | 42 | 1.00 | 1.23793 | 1.23853 | 1.23663 | ||
107 | 2010.05.24 13:03 | s/l | 42 | 1.00 | 1.23853 | 1.23853 | 1.23663 | -60.00 | 10540.60 |
108 | 2010.05.27 19:00 | buy | 43 | 1.00 | 1.23503 | 1.23443 | 1.23633 | ||
109 | 2010.05.27 19:05 | modify | 43 | 1.00 | 1.23503 | 1.23507 | 1.23633 | ||
110 | 2010.05.27 19:07 | s/l | 43 | 1.00 | 1.23507 | 1.23507 | 1.23633 | 4.00 | 10544.60 |
111 | 2010.05.27 19:07 | buy | 44 | 1.00 | 1.23469 | 1.23409 | 1.23599 | ||
112 | 2010.05.27 19:10 | t/p | 44 | 1.00 | 1.23599 | 1.23409 | 1.23599 | 130.00 | 10674.60 |
113 | 2010.05.27 19:10 | buy | 45 | 1.00 | 1.23660 | 1.23600 | 1.23790 | ||
114 | 2010.05.27 19:15 | modify | 45 | 1.00 | 1.23660 | 1.23736 | 1.23790 | ||
115 | 2010.05.27 19:17 | s/l | 45 | 1.00 | 1.23736 | 1.23736 | 1.23790 | 76.00 | 10750.60 |
116 | 2010.05.27 19:17 | buy | 46 | 1.00 | 1.23736 | 1.23676 | 1.23866 | ||
117 | 2010.05.27 19:20 | t/p | 46 | 1.00 | 1.23866 | 1.23676 | 1.23866 | 130.00 | 10880.60 |
118 | 2010.05.27 19:20 | buy | 47 | 1.00 | 1.23889 | 1.23829 | 1.24019 | ||
119 | 2010.05.27 19:22 | s/l | 47 | 1.00 | 1.23829 | 1.23829 | 1.24019 | -60.00 | 10820.60 |
120 | 2010.05.27 19:22 | buy | 48 | 1.00 | 1.23813 | 1.23753 | 1.23943 | ||
121 | 2010.05.27 19:27 | s/l | 48 | 1.00 | 1.23753 | 1.23753 | 1.23943 | -60.00 | 10760.60 |
122 | 2010.05.27 19:27 | buy | 49 | 1.00 | 1.23736 | 1.23676 | 1.23866 | ||
123 | 2010.05.27 19:27 | modify | 49 | 1.00 | 1.23736 | 1.23788 | 1.23866 | ||
124 | 2010.05.27 19:30 | modify | 49 | 1.00 | 1.23736 | 1.23789 | 1.23866 | ||
125 | 2010.05.27 19:32 | t/p | 49 | 1.00 | 1.23866 | 1.23789 | 1.23866 | 130.00 | 10890.60 |
126 | 2010.05.27 19:32 | buy | 50 | 1.00 | 1.23883 | 1.23823 | 1.24013 | ||
127 | 2010.05.27 19:40 | s/l | 50 | 1.00 | 1.23823 | 1.23823 | 1.24013 | -60.00 | 10830.60 |
128 | 2010.05.27 19:40 | buy | 51 | 1.00 | 1.23829 | 1.23769 | 1.23959 | ||
129 | 2010.05.27 19:45 | s/l | 51 | 1.00 | 1.23769 | 1.23769 | 1.23959 | -60.00 | 10770.60 |
130 | 2010.05.27 19:45 | buy | 52 | 1.00 | 1.23776 | 1.23716 | 1.23906 | ||
131 | 2010.05.27 19:50 | s/l | 52 | 1.00 | 1.23716 | 1.23716 | 1.23906 | -60.00 | 10710.60 |
132 | 2010.05.27 19:50 | buy | 53 | 1.00 | 1.23704 | 1.23644 | 1.23834 | ||
133 | 2010.05.27 19:57 | modify | 53 | 1.00 | 1.23704 | 1.23738 | 1.23834 | ||
134 | 2010.05.27 20:02 | s/l | 53 | 1.00 | 1.23738 | 1.23738 | 1.23834 | 34.00 | 10744.60 |
135 | 2010.05.28 22:00 | sell | 54 | 1.00 | 1.22700 | 1.22760 | 1.22570 | ||
136 | 2010.05.28 22:02 | s/l | 54 | 1.00 | 1.22760 | 1.22760 | 1.22570 | -60.00 | 10684.60 |
137 | 2010.05.28 22:02 | sell | 55 | 1.00 | 1.22788 | 1.22848 | 1.22658 | ||
138 | 2010.05.28 22:10 | modify | 55 | 1.00 | 1.22788 | 1.22784 | 1.22658 | ||
139 | 2010.05.28 22:15 | modify | 55 | 1.00 | 1.22788 | 1.22741 | 1.22658 | ||
140 | 2010.05.28 22:20 | t/p | 55 | 1.00 | 1.22658 | 1.22741 | 1.22658 | 130.00 | 10814.60 |
141 | 2010.05.28 22:20 | sell | 56 | 1.00 | 1.22647 | 1.22707 | 1.22517 | ||
142 | 2010.05.28 22:27 | s/l | 56 | 1.00 | 1.22707 | 1.22707 | 1.22517 | -60.00 | 10754.60 |
143 | 2010.05.28 22:27 | sell | 57 | 1.00 | 1.22703 | 1.22763 | 1.22573 | ||
144 | 2010.05.28 22:32 | modify | 57 | 1.00 | 1.22703 | 1.22692 | 1.22573 | ||
145 | 2010.05.28 22:37 | modify | 57 | 1.00 | 1.22703 | 1.22683 | 1.22573 | ||
146 | 2010.05.28 22:40 | s/l | 57 | 1.00 | 1.22683 | 1.22683 | 1.22573 | 20.00 | 10774.60 |
147 | 2010.05.28 22:40 | sell | 58 | 1.00 | 1.22688 | 1.22748 | 1.22558 | ||
148 | 2010.05.28 22:59 | close at stop | 58 | 1.00 | 1.22709 | 1.22748 | 1.22558 | -21.00 | 10753.60 |