Strategy Tester Report
TrendStrengthEMA
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 | EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; 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 | 196.46 | Gross profit | 685.10 | Gross loss | -488.64 |
| Profit factor | 1.40 | Expected payoff | 16.37 | ||
| Absolute drawdown | 82.97 | Maximal drawdown | 481.82 (4.57%) | Relative drawdown | 4.57% (481.82) |
| Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (16.67%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
| Largest | profit trade | 303.30 | loss trade | -117.10 | |
| Average | profit trade | 171.28 | loss trade | -61.08 | |
| Maximum | consecutive wins (profit in money) | 2 (525.82) | consecutive losses (loss in money) | 5 (-274.32) | |
| Maximal | consecutive profit (count of wins) | 525.82 (2) | consecutive loss (count of losses) | -274.32 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.03 02:00 | buy | 1 | 0.10 | 1.22517 | 0.00000 | 0.00000 | ||
| 2 | 2010.06.03 18:00 | close | 1 | 0.10 | 1.21924 | 0.00000 | 0.00000 | -59.30 | 9940.70 |
| 3 | 2010.06.03 18:00 | sell | 2 | 0.10 | 1.21924 | 0.00000 | 0.00000 | ||
| 4 | 2010.06.09 13:00 | close | 2 | 0.10 | 1.19692 | 0.00000 | 0.00000 | 222.52 | 10163.22 |
| 5 | 2010.06.09 13:00 | buy | 3 | 0.10 | 1.19692 | 0.00000 | 0.00000 | ||
| 6 | 2010.06.17 05:00 | close | 3 | 0.10 | 1.22736 | 0.00000 | 0.00000 | 303.30 | 10466.52 |
| 7 | 2010.06.17 05:00 | sell | 4 | 0.10 | 1.22736 | 0.00000 | 0.00000 | ||
| 8 | 2010.06.17 12:00 | close | 4 | 0.10 | 1.23868 | 0.00000 | 0.00000 | -113.20 | 10353.32 |
| 9 | 2010.06.17 12:00 | buy | 5 | 0.10 | 1.23868 | 0.00000 | 0.00000 | ||
| 10 | 2010.06.21 19:00 | close | 5 | 0.10 | 1.23452 | 0.00000 | 0.00000 | -41.82 | 10311.50 |
| 11 | 2010.06.21 19:00 | sell | 6 | 0.10 | 1.23452 | 0.00000 | 0.00000 | ||
| 12 | 2010.06.24 00:00 | close | 6 | 0.10 | 1.23114 | 0.00000 | 0.00000 | 32.95 | 10344.45 |
| 13 | 2010.06.24 00:00 | buy | 7 | 0.10 | 1.23114 | 0.00000 | 0.00000 | ||
| 14 | 2010.06.24 16:00 | close | 7 | 0.10 | 1.22966 | 0.00000 | 0.00000 | -14.80 | 10329.65 |
| 15 | 2010.06.24 16:00 | sell | 8 | 0.10 | 1.22966 | 0.00000 | 0.00000 | ||
| 16 | 2010.06.24 17:00 | close | 8 | 0.10 | 1.23187 | 0.00000 | 0.00000 | -22.10 | 10307.55 |
| 17 | 2010.06.24 17:00 | buy | 9 | 0.10 | 1.23187 | 0.00000 | 0.00000 | ||
| 18 | 2010.06.25 12:00 | close | 9 | 0.10 | 1.22680 | 0.00000 | 0.00000 | -50.81 | 10256.74 |
| 19 | 2010.06.25 12:00 | sell | 10 | 0.10 | 1.22680 | 0.00000 | 0.00000 | ||
| 20 | 2010.06.25 20:00 | close | 10 | 0.10 | 1.23851 | 0.00000 | 0.00000 | -117.10 | 10139.64 |
| 21 | 2010.06.25 20:00 | buy | 11 | 0.10 | 1.23851 | 0.00000 | 0.00000 | ||
| 22 | 2010.06.28 18:00 | close | 11 | 0.10 | 1.23157 | 0.00000 | 0.00000 | -69.51 | 10070.13 |
| 23 | 2010.06.28 18:00 | sell | 12 | 0.10 | 1.23157 | 0.00000 | 0.00000 | ||
| 24 | 2010.06.29 23:59 | close at stop | 12 | 0.10 | 1.21892 | 0.00000 | 0.00000 | 126.33 | 10196.46 |