Strategy Tester Report
EMA_CROSS
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 937.00 | Gross profit | 1008.00 | Gross loss | -71.00 |
Profit factor | 14.20 | Expected payoff | 39.04 | ||
Absolute drawdown | 1988.00 | Maximal drawdown | 1988.00 (19.88%) | Relative drawdown | 19.88% (1988.00) |
Total trades | 24 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 10 (100.00%) |
Profit trades (% of total) | 22 (91.67%) | Loss trades (% of total) | 2 (8.33%) | ||
Largest | profit trade | 100.00 | loss trade | -69.00 | |
Average | profit trade | 45.82 | loss trade | -35.50 | |
Maximum | consecutive wins (profit in money) | 21 (908.00) | consecutive losses (loss in money) | 1 (-69.00) | |
Maximal | consecutive profit (count of wins) | 908.00 (21) | consecutive loss (count of losses) | -69.00 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 00:00 | buy | 1 | 1.00 | 1.23097 | 0.00000 | 1.23197 | ||
2 | 2010.06.01 16:20 | t/p | 1 | 1.00 | 1.23197 | 0.00000 | 1.23197 | 100.00 | 10100.00 |
3 | 2010.06.03 03:45 | sell | 2 | 1.00 | 1.23029 | 0.00000 | 1.22929 | ||
4 | 2010.06.03 03:47 | close | 2 | 1.00 | 1.23031 | 0.00000 | 1.22929 | -2.00 | 10098.00 |
5 | 2010.06.03 03:50 | sell | 3 | 1.00 | 1.23073 | 0.00000 | 1.22973 | ||
6 | 2010.06.03 03:57 | close | 3 | 1.00 | 1.23031 | 0.00000 | 1.22973 | 42.00 | 10140.00 |
7 | 2010.06.03 04:00 | sell | 4 | 1.00 | 1.22944 | 0.00000 | 1.22844 | ||
8 | 2010.06.03 04:20 | modify | 4 | 1.00 | 1.22944 | 1.22909 | 1.22844 | ||
9 | 2010.06.03 04:27 | s/l | 4 | 1.00 | 1.22909 | 1.22909 | 1.22844 | 35.00 | 10175.00 |
10 | 2010.06.03 16:20 | buy | 5 | 1.00 | 1.22195 | 0.00000 | 1.22295 | ||
11 | 2010.06.03 16:23 | close | 5 | 1.00 | 1.22230 | 0.00000 | 1.22295 | 35.00 | 10210.00 |
12 | 2010.06.03 16:26 | buy | 6 | 1.00 | 1.21988 | 0.00000 | 1.22088 | ||
13 | 2010.06.03 16:45 | modify | 6 | 1.00 | 1.21988 | 1.22010 | 1.22088 | ||
14 | 2010.06.03 16:50 | t/p | 6 | 1.00 | 1.22088 | 1.22010 | 1.22088 | 100.00 | 10310.00 |
15 | 2010.06.09 17:00 | sell | 7 | 1.00 | 1.20569 | 0.00000 | 1.20469 | ||
16 | 2010.06.09 17:07 | modify | 7 | 1.00 | 1.20569 | 1.20569 | 1.20469 | ||
17 | 2010.06.09 17:10 | s/l | 7 | 1.00 | 1.20569 | 1.20569 | 1.20469 | 0.00 | 10310.00 |
18 | 2010.06.09 22:00 | buy | 8 | 1.00 | 1.19880 | 0.00000 | 1.19980 | ||
19 | 2010.06.10 00:50 | modify | 8 | 1.00 | 1.19880 | 1.19888 | 1.19980 | ||
20 | 2010.06.10 00:57 | s/l | 8 | 1.00 | 1.19888 | 1.19888 | 1.19980 | 4.70 | 10314.70 |
21 | 2010.06.10 06:00 | sell | 9 | 1.00 | 1.20329 | 0.00000 | 1.20229 | ||
22 | 2010.06.10 08:50 | modify | 9 | 1.00 | 1.20329 | 1.20325 | 1.20229 | ||
23 | 2010.06.10 08:57 | s/l | 9 | 1.00 | 1.20325 | 1.20325 | 1.20229 | 4.00 | 10318.70 |
24 | 2010.06.21 22:00 | buy | 10 | 1.00 | 1.23181 | 0.00000 | 1.23281 | ||
25 | 2010.06.21 22:15 | modify | 10 | 1.00 | 1.23181 | 1.23195 | 1.23281 | ||
26 | 2010.06.21 22:20 | modify | 10 | 1.00 | 1.23181 | 1.23222 | 1.23281 | ||
27 | 2010.06.21 22:27 | s/l | 10 | 1.00 | 1.23222 | 1.23222 | 1.23281 | 41.00 | 10359.70 |
28 | 2010.06.24 03:00 | sell | 11 | 1.00 | 1.23321 | 0.00000 | 1.23221 | ||
29 | 2010.06.24 03:20 | modify | 11 | 1.00 | 1.23321 | 1.23319 | 1.23221 | ||
30 | 2010.06.24 03:27 | s/l | 11 | 1.00 | 1.23319 | 1.23319 | 1.23221 | 2.00 | 10361.70 |
31 | 2010.06.24 11:00 | buy | 12 | 1.00 | 1.22798 | 0.00000 | 1.22898 | ||
32 | 2010.06.24 11:20 | modify | 12 | 1.00 | 1.22798 | 1.22837 | 1.22898 | ||
33 | 2010.06.24 11:27 | s/l | 12 | 1.00 | 1.22837 | 1.22837 | 1.22898 | 39.00 | 10400.70 |
34 | 2010.06.24 17:35 | sell | 13 | 1.00 | 1.23292 | 0.00000 | 1.23192 | ||
35 | 2010.06.24 17:37 | close | 13 | 1.00 | 1.23196 | 0.00000 | 1.23192 | 96.00 | 10496.70 |
36 | 2010.06.24 17:40 | sell | 14 | 1.00 | 1.23460 | 0.00000 | 1.23360 | ||
37 | 2010.06.24 17:42 | modify | 14 | 1.00 | 1.23460 | 1.23455 | 1.23360 | ||
38 | 2010.06.24 17:45 | s/l | 14 | 1.00 | 1.23455 | 1.23455 | 1.23360 | 5.00 | 10501.70 |
39 | 2010.06.25 11:10 | buy | 15 | 1.00 | 1.22745 | 0.00000 | 1.22845 | ||
40 | 2010.06.25 11:13 | close | 15 | 1.00 | 1.22752 | 0.00000 | 1.22845 | 7.00 | 10508.70 |
41 | 2010.06.25 11:16 | buy | 16 | 1.00 | 1.22652 | 0.00000 | 1.22752 | ||
42 | 2010.06.25 11:26 | modify | 16 | 1.00 | 1.22652 | 1.22694 | 1.22752 | ||
43 | 2010.06.25 11:26 | t/p | 16 | 1.00 | 1.22752 | 1.22694 | 1.22752 | 100.00 | 10608.70 |
44 | 2010.06.25 11:26 | sell | 17 | 1.00 | 1.22765 | 0.00000 | 1.22665 | ||
45 | 2010.06.25 11:35 | close | 17 | 1.00 | 1.22762 | 0.00000 | 1.22665 | 3.00 | 10611.70 |
46 | 2010.06.25 11:37 | sell | 18 | 1.00 | 1.22792 | 0.00000 | 1.22692 | ||
47 | 2010.06.25 11:40 | close | 18 | 1.00 | 1.22716 | 0.00000 | 1.22692 | 76.00 | 10687.70 |
48 | 2010.06.25 18:05 | sell | 19 | 1.00 | 1.23313 | 0.00000 | 1.23213 | ||
49 | 2010.06.25 18:07 | close | 19 | 1.00 | 1.23298 | 0.00000 | 1.23213 | 15.00 | 10702.70 |
50 | 2010.06.25 18:10 | sell | 20 | 1.00 | 1.23358 | 0.00000 | 1.23258 | ||
51 | 2010.06.28 13:37 | modify | 20 | 1.00 | 1.23358 | 1.23353 | 1.23258 | ||
52 | 2010.06.28 13:40 | s/l | 20 | 1.00 | 1.23353 | 1.23353 | 1.23258 | 3.30 | 10706.00 |
53 | 2010.06.28 18:20 | buy | 21 | 1.00 | 1.22825 | 0.00000 | 1.22925 | ||
54 | 2010.06.28 18:22 | modify | 21 | 1.00 | 1.22825 | 1.22841 | 1.22925 | ||
55 | 2010.06.28 18:27 | t/p | 21 | 1.00 | 1.22925 | 1.22841 | 1.22925 | 100.00 | 10806.00 |
56 | 2010.06.28 18:27 | sell | 22 | 1.00 | 1.22944 | 0.00000 | 1.22844 | ||
57 | 2010.06.28 18:32 | t/p | 22 | 1.00 | 1.22844 | 0.00000 | 1.22844 | 100.00 | 10906.00 |
58 | 2010.06.28 18:32 | buy | 23 | 1.00 | 1.22797 | 0.00000 | 1.22897 | ||
59 | 2010.06.28 18:40 | modify | 23 | 1.00 | 1.22797 | 1.22830 | 1.22897 | ||
60 | 2010.06.28 18:45 | t/p | 23 | 1.00 | 1.22897 | 1.22830 | 1.22897 | 100.00 | 11006.00 |
61 | 2010.06.28 18:45 | sell | 24 | 1.00 | 1.22929 | 0.00000 | 1.22829 | ||
62 | 2010.06.28 19:00 | close | 24 | 1.00 | 1.22998 | 0.00000 | 1.22829 | -69.00 | 10937.00 |