Strategy Tester Report
Ema_cross_contest_hedged_v1
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=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=true; UseMACD=true; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 159.08 | Gross profit | 388.90 | Gross loss | -229.82 |
Profit factor | 1.69 | Expected payoff | 3.00 | ||
Absolute drawdown | 10.32 | Maximal drawdown | 64.80 (0.64%) | Relative drawdown | 0.64% (64.80) |
Total trades | 53 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 36 (75.00%) |
Profit trades (% of total) | 37 (69.81%) | Loss trades (% of total) | 16 (30.19%) | ||
Largest | profit trade | 15.00 | loss trade | -15.12 | |
Average | profit trade | 10.51 | loss trade | -14.36 | |
Maximum | consecutive wins (profit in money) | 6 (66.20) | consecutive losses (loss in money) | 3 (-45.00) | |
Maximal | consecutive profit (count of wins) | 66.20 (6) | consecutive loss (count of losses) | -45.00 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 01:00 | sell | 1 | 0.10 | 1.22860 | 1.23010 | 1.22710 | ||
2 | 2010.06.01 01:20 | modify | 1 | 0.10 | 1.22860 | 1.22855 | 1.22710 | ||
3 | 2010.06.01 01:32 | s/l | 1 | 0.10 | 1.22855 | 1.22855 | 1.22710 | 0.50 | 10000.50 |
4 | 2010.06.01 01:32 | sell | 2 | 0.10 | 1.22900 | 1.23050 | 1.22750 | ||
5 | 2010.06.01 01:40 | modify | 2 | 0.10 | 1.22900 | 1.22891 | 1.22750 | ||
6 | 2010.06.01 01:45 | modify | 2 | 0.10 | 1.22900 | 1.22833 | 1.22750 | ||
7 | 2010.06.01 01:50 | t/p | 2 | 0.10 | 1.22750 | 1.22833 | 1.22750 | 15.00 | 10015.50 |
8 | 2010.06.01 01:50 | sell | 3 | 0.10 | 1.22704 | 1.22854 | 1.22554 | ||
9 | 2010.06.01 02:15 | modify | 3 | 0.10 | 1.22704 | 1.22697 | 1.22554 | ||
10 | 2010.06.01 02:20 | modify | 3 | 0.10 | 1.22704 | 1.22656 | 1.22554 | ||
11 | 2010.06.01 02:27 | s/l | 3 | 0.10 | 1.22656 | 1.22656 | 1.22554 | 4.80 | 10020.30 |
12 | 2010.06.01 23:00 | sell | 4 | 0.10 | 1.22258 | 1.22408 | 1.22108 | ||
13 | 2010.06.01 23:15 | modify | 4 | 0.10 | 1.22258 | 1.22251 | 1.22108 | ||
14 | 2010.06.01 23:20 | modify | 4 | 0.10 | 1.22258 | 1.22159 | 1.22108 | ||
15 | 2010.06.01 23:22 | s/l | 4 | 0.10 | 1.22159 | 1.22159 | 1.22108 | 9.90 | 10030.20 |
16 | 2010.06.01 23:22 | sell | 5 | 0.10 | 1.22155 | 1.22305 | 1.22005 | ||
17 | 2010.06.01 23:33 | modify | 5 | 0.10 | 1.22155 | 1.22147 | 1.22005 | ||
18 | 2010.06.01 23:40 | modify | 5 | 0.10 | 1.22155 | 1.22110 | 1.22005 | ||
19 | 2010.06.01 23:46 | modify | 5 | 0.10 | 1.22155 | 1.22061 | 1.22005 | ||
20 | 2010.06.01 23:56 | s/l | 5 | 0.10 | 1.22061 | 1.22061 | 1.22005 | 9.40 | 10039.60 |
21 | 2010.06.01 23:56 | sell | 6 | 0.10 | 1.22060 | 1.22210 | 1.21910 | ||
22 | 2010.06.02 00:10 | s/l | 6 | 0.10 | 1.22210 | 1.22210 | 1.21910 | -15.12 | 10024.48 |
23 | 2010.06.02 13:00 | sell | 7 | 0.10 | 1.22307 | 1.22457 | 1.22157 | ||
24 | 2010.06.02 13:15 | modify | 7 | 0.10 | 1.22307 | 1.22227 | 1.22157 | ||
25 | 2010.06.02 13:20 | t/p | 7 | 0.10 | 1.22157 | 1.22227 | 1.22157 | 15.00 | 10039.48 |
26 | 2010.06.02 13:20 | sell | 8 | 0.10 | 1.22060 | 1.22210 | 1.21910 | ||
27 | 2010.06.02 13:30 | s/l | 8 | 0.10 | 1.22210 | 1.22210 | 1.21910 | -15.00 | 10024.48 |
28 | 2010.06.02 13:30 | sell | 9 | 0.10 | 1.22252 | 1.22402 | 1.22102 | ||
29 | 2010.06.02 13:40 | modify | 9 | 0.10 | 1.22252 | 1.22218 | 1.22102 | ||
30 | 2010.06.02 13:45 | modify | 9 | 0.10 | 1.22252 | 1.22148 | 1.22102 | ||
31 | 2010.06.02 13:50 | t/p | 9 | 0.10 | 1.22102 | 1.22148 | 1.22102 | 15.00 | 10039.48 |
32 | 2010.06.02 13:50 | sell | 10 | 0.10 | 1.22003 | 1.22153 | 1.21853 | ||
33 | 2010.06.02 13:59 | s/l | 10 | 0.10 | 1.22153 | 1.22153 | 1.21853 | -15.00 | 10024.48 |
34 | 2010.06.02 13:59 | sell | 11 | 0.10 | 1.22187 | 1.22337 | 1.22037 | ||
35 | 2010.06.02 14:15 | modify | 11 | 0.10 | 1.22187 | 1.22112 | 1.22037 | ||
36 | 2010.06.02 14:20 | t/p | 11 | 0.10 | 1.22037 | 1.22112 | 1.22037 | 15.00 | 10039.48 |
37 | 2010.06.08 11:00 | sell | 12 | 0.10 | 1.19270 | 1.19420 | 1.19120 | ||
38 | 2010.06.08 11:15 | modify | 12 | 0.10 | 1.19270 | 1.19190 | 1.19120 | ||
39 | 2010.06.08 11:20 | t/p | 12 | 0.10 | 1.19120 | 1.19190 | 1.19120 | 15.00 | 10054.48 |
40 | 2010.06.08 11:20 | sell | 13 | 0.10 | 1.19019 | 1.19169 | 1.18869 | ||
41 | 2010.06.08 11:32 | s/l | 13 | 0.10 | 1.19169 | 1.19169 | 1.18869 | -15.00 | 10039.48 |
42 | 2010.06.08 11:32 | sell | 14 | 0.10 | 1.19195 | 1.19345 | 1.19045 | ||
43 | 2010.06.08 11:45 | modify | 14 | 0.10 | 1.19195 | 1.19148 | 1.19045 | ||
44 | 2010.06.08 11:50 | t/p | 14 | 0.10 | 1.19045 | 1.19148 | 1.19045 | 15.00 | 10054.48 |
45 | 2010.06.08 11:50 | sell | 15 | 0.10 | 1.19034 | 1.19184 | 1.18884 | ||
46 | 2010.06.08 12:15 | s/l | 15 | 0.10 | 1.19184 | 1.19184 | 1.18884 | -15.00 | 10039.48 |
47 | 2010.06.08 21:00 | sell | 16 | 0.10 | 1.19250 | 1.19400 | 1.19100 | ||
48 | 2010.06.08 21:40 | s/l | 16 | 0.10 | 1.19400 | 1.19400 | 1.19100 | -15.00 | 10024.48 |
49 | 2010.06.08 21:40 | sell | 17 | 0.10 | 1.19441 | 1.19591 | 1.19291 | ||
50 | 2010.06.08 22:20 | s/l | 17 | 0.10 | 1.19591 | 1.19591 | 1.19291 | -15.00 | 10009.48 |
51 | 2010.06.09 09:00 | buy | 18 | 0.10 | 1.19597 | 1.19447 | 1.19747 | ||
52 | 2010.06.09 09:15 | modify | 18 | 0.10 | 1.19597 | 1.19663 | 1.19747 | ||
53 | 2010.06.09 09:20 | t/p | 18 | 0.10 | 1.19747 | 1.19663 | 1.19747 | 15.00 | 10024.48 |
54 | 2010.06.09 09:20 | buy | 19 | 0.10 | 1.19797 | 1.19647 | 1.19947 | ||
55 | 2010.06.09 09:45 | s/l | 19 | 0.10 | 1.19647 | 1.19647 | 1.19947 | -15.00 | 10009.48 |
56 | 2010.06.09 09:45 | buy | 20 | 0.10 | 1.19623 | 1.19473 | 1.19773 | ||
57 | 2010.06.09 10:15 | s/l | 20 | 0.10 | 1.19473 | 1.19473 | 1.19773 | -15.00 | 9994.48 |
58 | 2010.06.10 06:00 | buy | 21 | 0.10 | 1.20339 | 1.20189 | 1.20489 | ||
59 | 2010.06.10 06:10 | modify | 21 | 0.10 | 1.20339 | 1.20349 | 1.20489 | ||
60 | 2010.06.10 06:15 | modify | 21 | 0.10 | 1.20339 | 1.20408 | 1.20489 | ||
61 | 2010.06.10 06:20 | t/p | 21 | 0.10 | 1.20489 | 1.20408 | 1.20489 | 15.00 | 10009.48 |
62 | 2010.06.10 06:20 | buy | 22 | 0.10 | 1.20517 | 1.20367 | 1.20667 | ||
63 | 2010.06.10 07:45 | modify | 22 | 0.10 | 1.20517 | 1.20527 | 1.20667 | ||
64 | 2010.06.10 07:50 | modify | 22 | 0.10 | 1.20517 | 1.20593 | 1.20667 | ||
65 | 2010.06.10 07:52 | s/l | 22 | 0.10 | 1.20593 | 1.20593 | 1.20667 | 7.60 | 10017.08 |
66 | 2010.06.14 01:00 | buy | 23 | 0.10 | 1.21457 | 1.21307 | 1.21607 | ||
67 | 2010.06.14 01:05 | modify | 23 | 0.10 | 1.21457 | 1.21500 | 1.21607 | ||
68 | 2010.06.14 01:07 | s/l | 23 | 0.10 | 1.21500 | 1.21500 | 1.21607 | 4.30 | 10021.38 |
69 | 2010.06.14 01:07 | buy | 24 | 0.10 | 1.21455 | 1.21305 | 1.21605 | ||
70 | 2010.06.14 01:10 | t/p | 24 | 0.10 | 1.21605 | 1.21305 | 1.21605 | 15.00 | 10036.38 |
71 | 2010.06.14 01:10 | buy | 25 | 0.10 | 1.21693 | 1.21543 | 1.21843 | ||
72 | 2010.06.14 01:15 | modify | 25 | 0.10 | 1.21693 | 1.21786 | 1.21843 | ||
73 | 2010.06.14 01:17 | s/l | 25 | 0.10 | 1.21786 | 1.21786 | 1.21843 | 9.30 | 10045.68 |
74 | 2010.06.14 01:17 | buy | 26 | 0.10 | 1.21788 | 1.21638 | 1.21938 | ||
75 | 2010.06.14 01:20 | t/p | 26 | 0.10 | 1.21938 | 1.21638 | 1.21938 | 15.00 | 10060.68 |
76 | 2010.06.14 01:20 | buy | 27 | 0.10 | 1.21979 | 1.21829 | 1.22129 | ||
77 | 2010.06.14 01:27 | s/l | 27 | 0.10 | 1.21829 | 1.21829 | 1.22129 | -15.00 | 10045.68 |
78 | 2010.06.14 01:27 | buy | 28 | 0.10 | 1.21788 | 1.21638 | 1.21938 | ||
79 | 2010.06.14 01:40 | modify | 28 | 0.10 | 1.21788 | 1.21831 | 1.21938 | ||
80 | 2010.06.14 01:45 | t/p | 28 | 0.10 | 1.21938 | 1.21831 | 1.21938 | 15.00 | 10060.68 |
81 | 2010.06.14 01:45 | buy | 29 | 0.10 | 1.21980 | 1.21830 | 1.22130 | ||
82 | 2010.06.14 01:50 | modify | 29 | 0.10 | 1.21980 | 1.22029 | 1.22130 | ||
83 | 2010.06.14 01:52 | s/l | 29 | 0.10 | 1.22029 | 1.22029 | 1.22130 | 4.90 | 10065.58 |
84 | 2010.06.14 01:52 | buy | 30 | 0.10 | 1.22013 | 1.21863 | 1.22163 | ||
85 | 2010.06.14 02:07 | modify | 30 | 0.10 | 1.22013 | 1.22035 | 1.22163 | ||
86 | 2010.06.14 02:10 | s/l | 30 | 0.10 | 1.22035 | 1.22035 | 1.22163 | 2.20 | 10067.78 |
87 | 2010.06.15 12:00 | buy | 31 | 0.10 | 1.22469 | 1.22319 | 1.22619 | ||
88 | 2010.06.15 12:10 | modify | 31 | 0.10 | 1.22469 | 1.22500 | 1.22619 | ||
89 | 2010.06.15 12:15 | modify | 31 | 0.10 | 1.22469 | 1.22555 | 1.22619 | ||
90 | 2010.06.15 12:20 | t/p | 31 | 0.10 | 1.22619 | 1.22555 | 1.22619 | 15.00 | 10082.78 |
91 | 2010.06.15 12:20 | buy | 32 | 0.10 | 1.22659 | 1.22509 | 1.22809 | ||
92 | 2010.06.15 12:50 | s/l | 32 | 0.10 | 1.22509 | 1.22509 | 1.22809 | -15.00 | 10067.78 |
93 | 2010.06.15 12:50 | buy | 33 | 0.10 | 1.22516 | 1.22366 | 1.22666 | ||
94 | 2010.06.15 12:57 | modify | 33 | 0.10 | 1.22516 | 1.22522 | 1.22666 | ||
95 | 2010.06.15 12:59 | s/l | 33 | 0.10 | 1.22522 | 1.22522 | 1.22666 | 0.60 | 10068.38 |
96 | 2010.06.15 12:59 | buy | 34 | 0.10 | 1.22522 | 1.22372 | 1.22672 | ||
97 | 2010.06.15 13:03 | modify | 34 | 0.10 | 1.22522 | 1.22589 | 1.22672 | ||
98 | 2010.06.15 13:10 | t/p | 34 | 0.10 | 1.22672 | 1.22589 | 1.22672 | 15.00 | 10083.38 |
99 | 2010.06.16 16:00 | buy | 35 | 0.10 | 1.23182 | 1.23032 | 1.23332 | ||
100 | 2010.06.16 16:02 | modify | 35 | 0.10 | 1.23182 | 1.23205 | 1.23332 | ||
101 | 2010.06.16 16:07 | modify | 35 | 0.10 | 1.23182 | 1.23222 | 1.23332 | ||
102 | 2010.06.16 16:10 | s/l | 35 | 0.10 | 1.23222 | 1.23222 | 1.23332 | 4.00 | 10087.38 |
103 | 2010.06.16 16:10 | buy | 36 | 0.10 | 1.23206 | 1.23056 | 1.23356 | ||
104 | 2010.06.16 16:32 | s/l | 36 | 0.10 | 1.23056 | 1.23056 | 1.23356 | -15.00 | 10072.38 |
105 | 2010.06.16 16:32 | buy | 37 | 0.10 | 1.22974 | 1.22824 | 1.23124 | ||
106 | 2010.06.16 16:40 | modify | 37 | 0.10 | 1.22974 | 1.23016 | 1.23124 | ||
107 | 2010.06.16 16:45 | t/p | 37 | 0.10 | 1.23124 | 1.23016 | 1.23124 | 15.00 | 10087.38 |
108 | 2010.06.16 16:45 | buy | 38 | 0.10 | 1.23135 | 1.22985 | 1.23285 | ||
109 | 2010.06.16 16:50 | modify | 38 | 0.10 | 1.23135 | 1.23154 | 1.23285 | ||
110 | 2010.06.16 16:52 | s/l | 38 | 0.10 | 1.23154 | 1.23154 | 1.23285 | 1.90 | 10089.28 |
111 | 2010.06.16 16:52 | buy | 39 | 0.10 | 1.23158 | 1.23008 | 1.23308 | ||
112 | 2010.06.16 17:10 | modify | 39 | 0.10 | 1.23158 | 1.23162 | 1.23308 | ||
113 | 2010.06.16 17:15 | modify | 39 | 0.10 | 1.23158 | 1.23247 | 1.23308 | ||
114 | 2010.06.16 17:20 | t/p | 39 | 0.10 | 1.23308 | 1.23247 | 1.23308 | 15.00 | 10104.28 |
115 | 2010.06.18 17:00 | buy | 40 | 0.10 | 1.23840 | 1.23690 | 1.23990 | ||
116 | 2010.06.18 17:10 | s/l | 40 | 0.10 | 1.23690 | 1.23690 | 1.23990 | -15.00 | 10089.28 |
117 | 2010.06.18 17:10 | buy | 41 | 0.10 | 1.23650 | 1.23500 | 1.23800 | ||
118 | 2010.06.18 18:00 | close | 41 | 0.10 | 1.23603 | 1.23500 | 1.23800 | -4.70 | 10084.58 |
119 | 2010.06.24 17:00 | buy | 42 | 0.10 | 1.23190 | 1.23040 | 1.23340 | ||
120 | 2010.06.24 17:02 | s/l | 42 | 0.10 | 1.23040 | 1.23040 | 1.23340 | -15.00 | 10069.58 |
121 | 2010.06.24 17:02 | buy | 43 | 0.10 | 1.23024 | 1.22874 | 1.23174 | ||
122 | 2010.06.24 17:10 | modify | 43 | 0.10 | 1.23024 | 1.23072 | 1.23174 | ||
123 | 2010.06.24 17:15 | t/p | 43 | 0.10 | 1.23174 | 1.23072 | 1.23174 | 15.00 | 10084.58 |
124 | 2010.06.24 17:15 | buy | 44 | 0.10 | 1.23196 | 1.23046 | 1.23346 | ||
125 | 2010.06.24 17:20 | modify | 44 | 0.10 | 1.23196 | 1.23219 | 1.23346 | ||
126 | 2010.06.24 17:22 | s/l | 44 | 0.10 | 1.23219 | 1.23219 | 1.23346 | 2.30 | 10086.88 |
127 | 2010.06.24 17:22 | buy | 45 | 0.10 | 1.23220 | 1.23070 | 1.23370 | ||
128 | 2010.06.24 17:35 | modify | 45 | 0.10 | 1.23220 | 1.23252 | 1.23370 | ||
129 | 2010.06.24 17:37 | s/l | 45 | 0.10 | 1.23252 | 1.23252 | 1.23370 | 3.20 | 10090.08 |
130 | 2010.06.24 17:37 | buy | 46 | 0.10 | 1.23190 | 1.23040 | 1.23340 | ||
131 | 2010.06.24 17:40 | t/p | 46 | 0.10 | 1.23340 | 1.23040 | 1.23340 | 15.00 | 10105.08 |
132 | 2010.06.24 17:40 | buy | 47 | 0.10 | 1.23470 | 1.23320 | 1.23620 | ||
133 | 2010.06.24 17:45 | t/p | 47 | 0.10 | 1.23620 | 1.23320 | 1.23620 | 15.00 | 10120.08 |
134 | 2010.06.24 17:45 | buy | 48 | 0.10 | 1.23638 | 1.23488 | 1.23788 | ||
135 | 2010.06.24 17:50 | t/p | 48 | 0.10 | 1.23788 | 1.23488 | 1.23788 | 15.00 | 10135.08 |
136 | 2010.06.24 17:50 | buy | 49 | 0.10 | 1.23806 | 1.23656 | 1.23956 | ||
137 | 2010.06.24 17:57 | s/l | 49 | 0.10 | 1.23656 | 1.23656 | 1.23956 | -15.00 | 10120.08 |
138 | 2010.06.24 17:57 | buy | 50 | 0.10 | 1.23582 | 1.23432 | 1.23732 | ||
139 | 2010.06.24 17:59 | modify | 50 | 0.10 | 1.23582 | 1.23588 | 1.23732 | ||
140 | 2010.06.24 18:00 | modify | 50 | 0.10 | 1.23582 | 1.23592 | 1.23732 | ||
141 | 2010.06.24 18:03 | t/p | 50 | 0.10 | 1.23732 | 1.23592 | 1.23732 | 15.00 | 10135.08 |
142 | 2010.06.25 08:00 | buy | 51 | 0.10 | 1.23250 | 1.23100 | 1.23400 | ||
143 | 2010.06.25 08:03 | modify | 51 | 0.10 | 1.23250 | 1.23265 | 1.23400 | ||
144 | 2010.06.25 08:10 | modify | 51 | 0.10 | 1.23250 | 1.23303 | 1.23400 | ||
145 | 2010.06.25 08:16 | modify | 51 | 0.10 | 1.23250 | 1.23342 | 1.23400 | ||
146 | 2010.06.25 08:26 | s/l | 51 | 0.10 | 1.23342 | 1.23342 | 1.23400 | 9.20 | 10144.28 |
147 | 2010.06.25 08:26 | buy | 52 | 0.10 | 1.23340 | 1.23190 | 1.23490 | ||
148 | 2010.06.25 08:45 | modify | 52 | 0.10 | 1.23340 | 1.23388 | 1.23490 | ||
149 | 2010.06.25 08:50 | modify | 52 | 0.10 | 1.23340 | 1.23442 | 1.23490 | ||
150 | 2010.06.25 08:57 | s/l | 52 | 0.10 | 1.23442 | 1.23442 | 1.23490 | 10.20 | 10154.48 |
151 | 2010.06.25 08:57 | buy | 53 | 0.10 | 1.23420 | 1.23270 | 1.23570 | ||
152 | 2010.06.25 09:02 | modify | 53 | 0.10 | 1.23420 | 1.23439 | 1.23570 | ||
153 | 2010.06.25 09:07 | modify | 53 | 0.10 | 1.23420 | 1.23466 | 1.23570 | ||
154 | 2010.06.25 09:10 | s/l | 53 | 0.10 | 1.23466 | 1.23466 | 1.23570 | 4.60 | 10159.08 |