Strategy Tester Report
Simple_ema_cross_Grail
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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; 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 | -1287.20 | Gross profit | 547.40 | Gross loss | -1834.60 |
| Profit factor | 0.30 | Expected payoff | -160.90 | ||
| Absolute drawdown | 1438.00 | Maximal drawdown | 1882.00 (18.02%) | Relative drawdown | 18.02% (1882.00) |
| Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 150.80 | loss trade | -475.80 | |
| Average | profit trade | 136.85 | loss trade | -458.65 | |
| Maximum | consecutive wins (profit in money) | 2 (252.60) | consecutive losses (loss in money) | 3 (-1360.60) | |
| Maximal | consecutive profit (count of wins) | 252.60 (2) | consecutive loss (count of losses) | -1360.60 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.03 04:00 | buy | 1 | 1.50 | 1.22960 | 1.22644 | 0.00000 | ||
| 2 | 2010.06.03 07:20 | modify | 1 | 1.50 | 1.22960 | 1.22961 | 0.00000 | ||
| 3 | 2010.06.03 07:50 | modify | 1 | 1.50 | 1.22960 | 1.22991 | 0.00000 | ||
| 4 | 2010.06.03 08:02 | modify | 1 | 1.50 | 1.22960 | 1.23025 | 0.00000 | ||
| 5 | 2010.06.03 08:07 | modify | 1 | 1.50 | 1.22960 | 1.23056 | 0.00000 | ||
| 6 | 2010.06.03 08:15 | s/l | 1 | 1.50 | 1.23056 | 1.23056 | 0.00000 | 144.00 | 10144.00 |
| 7 | 2010.06.09 17:00 | buy | 2 | 1.50 | 1.20585 | 1.20269 | 0.00000 | ||
| 8 | 2010.06.09 19:15 | s/l | 2 | 1.50 | 1.20269 | 1.20269 | 0.00000 | -474.00 | 9670.00 |
| 9 | 2010.06.09 22:00 | sell | 3 | 1.50 | 1.19864 | 1.20180 | 0.00000 | ||
| 10 | 2010.06.10 02:20 | modify | 3 | 1.50 | 1.19864 | 1.19854 | 0.00000 | ||
| 11 | 2010.06.10 02:45 | modify | 3 | 1.50 | 1.19864 | 1.19847 | 0.00000 | ||
| 12 | 2010.06.10 02:50 | modify | 3 | 1.50 | 1.19864 | 1.19784 | 0.00000 | ||
| 13 | 2010.06.10 03:07 | modify | 3 | 1.50 | 1.19864 | 1.19780 | 0.00000 | ||
| 14 | 2010.06.10 03:40 | s/l | 3 | 1.50 | 1.19780 | 1.19780 | 0.00000 | 120.60 | 9790.60 |
| 15 | 2010.06.10 06:00 | buy | 4 | 1.50 | 1.20345 | 1.20029 | 0.00000 | ||
| 16 | 2010.06.10 06:50 | modify | 4 | 1.50 | 1.20345 | 1.20353 | 0.00000 | ||
| 17 | 2010.06.10 07:45 | modify | 4 | 1.50 | 1.20345 | 1.20367 | 0.00000 | ||
| 18 | 2010.06.10 07:50 | modify | 4 | 1.50 | 1.20345 | 1.20433 | 0.00000 | ||
| 19 | 2010.06.10 08:16 | s/l | 4 | 1.50 | 1.20433 | 1.20433 | 0.00000 | 132.00 | 9922.60 |
| 20 | 2010.06.21 22:00 | sell | 5 | 1.50 | 1.23165 | 1.23481 | 0.00000 | ||
| 21 | 2010.06.22 03:20 | s/l | 5 | 1.50 | 1.23481 | 1.23481 | 0.00000 | -475.80 | 9446.80 |
| 22 | 2010.06.24 03:00 | buy | 6 | 1.40 | 1.23337 | 1.23021 | 0.00000 | ||
| 23 | 2010.06.24 09:45 | s/l | 6 | 1.40 | 1.23021 | 1.23021 | 0.00000 | -442.40 | 9004.40 |
| 24 | 2010.06.24 11:00 | sell | 7 | 1.40 | 1.22782 | 1.23098 | 0.00000 | ||
| 25 | 2010.06.24 15:15 | s/l | 7 | 1.40 | 1.23098 | 1.23098 | 0.00000 | -442.40 | 8562.00 |
| 26 | 2010.06.28 19:00 | sell | 8 | 1.30 | 1.22982 | 1.23298 | 0.00000 | ||
| 27 | 2010.06.28 19:16 | modify | 8 | 1.30 | 1.22982 | 1.22977 | 0.00000 | ||
| 28 | 2010.06.28 19:32 | modify | 8 | 1.30 | 1.22982 | 1.22881 | 0.00000 | ||
| 29 | 2010.06.28 19:37 | modify | 8 | 1.30 | 1.22982 | 1.22866 | 0.00000 | ||
| 30 | 2010.06.28 20:15 | s/l | 8 | 1.30 | 1.22866 | 1.22866 | 0.00000 | 150.80 | 8712.80 |