Strategy Tester Report
EMA_6_12_v1
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3855.50 | Gross profit | 936.50 | Gross loss | -4792.00 |
Profit factor | 0.20 | Expected payoff | -350.50 | ||
Absolute drawdown | 5518.50 | Maximal drawdown | 6495.00 (59.17%) | Relative drawdown | 59.17% (6495.00) |
Total trades | 11 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
Largest | profit trade | 243.00 | loss trade | -4792.00 | |
Average | profit trade | 93.65 | loss trade | -4792.00 | |
Maximum | consecutive wins (profit in money) | 10 (936.50) | consecutive losses (loss in money) | 1 (-4792.00) | |
Maximal | consecutive profit (count of wins) | 936.50 (10) | consecutive loss (count of losses) | -4792.00 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.50355 | 0.00000 | 1.51355 | ||
2 | 2009.12.01 09:03 | modify | 1 | 1.00 | 1.50355 | 1.50363 | 1.51355 | ||
3 | 2009.12.01 09:10 | modify | 1 | 1.00 | 1.50355 | 1.50445 | 1.51355 | ||
4 | 2009.12.01 09:16 | modify | 1 | 1.00 | 1.50355 | 1.50527 | 1.51355 | ||
5 | 2009.12.01 09:20 | s/l | 1 | 1.00 | 1.50527 | 1.50527 | 1.51355 | 172.00 | 10172.00 |
6 | 2009.12.01 09:20 | buy | 2 | 1.00 | 1.50522 | 0.00000 | 1.51522 | ||
7 | 2009.12.01 09:45 | modify | 2 | 1.00 | 1.50522 | 1.50567 | 1.51522 | ||
8 | 2009.12.01 09:50 | modify | 2 | 1.00 | 1.50522 | 1.50638 | 1.51522 | ||
9 | 2009.12.01 09:52 | s/l | 2 | 1.00 | 1.50638 | 1.50638 | 1.51522 | 116.00 | 10288.00 |
10 | 2009.12.01 09:52 | buy | 3 | 1.00 | 1.50641 | 0.00000 | 1.51641 | ||
11 | 2009.12.01 10:15 | modify | 3 | 1.00 | 1.50641 | 1.50669 | 1.51641 | ||
12 | 2009.12.01 10:20 | modify | 3 | 1.00 | 1.50641 | 1.50707 | 1.51641 | ||
13 | 2009.12.01 10:27 | s/l | 3 | 1.00 | 1.50707 | 1.50707 | 1.51641 | 66.00 | 10354.00 |
14 | 2009.12.02 15:00 | sell | 4 | 1.00 | 1.50750 | 0.00000 | 1.49750 | ||
15 | 2009.12.02 15:02 | modify | 4 | 1.00 | 1.50750 | 1.50679 | 1.49750 | ||
16 | 2009.12.02 15:07 | modify | 4 | 1.00 | 1.50750 | 1.50661 | 1.49750 | ||
17 | 2009.12.02 15:10 | s/l | 4 | 1.00 | 1.50661 | 1.50661 | 1.49750 | 89.00 | 10443.00 |
18 | 2009.12.02 15:10 | sell | 5 | 1.00 | 1.50700 | 0.00000 | 1.49700 | ||
19 | 2009.12.02 17:10 | modify | 5 | 1.00 | 1.50700 | 1.50684 | 1.49700 | ||
20 | 2009.12.02 17:15 | modify | 5 | 1.00 | 1.50700 | 1.50586 | 1.49700 | ||
21 | 2009.12.02 17:20 | modify | 5 | 1.00 | 1.50700 | 1.50457 | 1.49700 | ||
22 | 2009.12.02 17:22 | s/l | 5 | 1.00 | 1.50457 | 1.50457 | 1.49700 | 243.00 | 10686.00 |
23 | 2009.12.03 03:00 | buy | 6 | 1.00 | 1.50793 | 0.00000 | 1.51793 | ||
24 | 2009.12.03 03:40 | modify | 6 | 1.00 | 1.50793 | 1.50817 | 1.51793 | ||
25 | 2009.12.03 03:45 | modify | 6 | 1.00 | 1.50793 | 1.50858 | 1.51793 | ||
26 | 2009.12.03 03:50 | modify | 6 | 1.00 | 1.50793 | 1.50900 | 1.51793 | ||
27 | 2009.12.03 03:57 | s/l | 6 | 1.00 | 1.50900 | 1.50900 | 1.51793 | 107.00 | 10793.00 |
28 | 2009.12.03 03:57 | buy | 7 | 1.00 | 1.50894 | 0.00000 | 1.51894 | ||
29 | 2009.12.03 04:20 | modify | 7 | 1.00 | 1.50894 | 1.50912 | 1.51894 | ||
30 | 2009.12.03 04:32 | s/l | 7 | 1.00 | 1.50912 | 1.50912 | 1.51894 | 18.00 | 10811.00 |
31 | 2009.12.03 17:00 | sell | 8 | 1.00 | 1.50874 | 0.00000 | 1.49874 | ||
32 | 2009.12.03 17:46 | modify | 8 | 1.00 | 1.50874 | 1.50817 | 1.49874 | ||
33 | 2009.12.03 17:56 | s/l | 8 | 1.00 | 1.50817 | 1.50817 | 1.49874 | 57.00 | 10868.00 |
34 | 2009.12.03 17:56 | sell | 9 | 1.00 | 1.50843 | 0.00000 | 1.49843 | ||
35 | 2009.12.03 18:15 | modify | 9 | 1.00 | 1.50843 | 1.50834 | 1.49843 | ||
36 | 2009.12.03 18:20 | modify | 9 | 1.00 | 1.50843 | 1.50799 | 1.49843 | ||
37 | 2009.12.03 18:40 | s/l | 9 | 1.00 | 1.50799 | 1.50799 | 1.49843 | 44.00 | 10912.00 |
38 | 2009.12.07 20:00 | buy | 10 | 1.00 | 1.48596 | 0.00000 | 1.49596 | ||
39 | 2009.12.08 02:32 | modify | 10 | 1.00 | 1.48596 | 1.48607 | 1.49596 | ||
40 | 2009.12.08 02:37 | modify | 10 | 1.00 | 1.48596 | 1.48621 | 1.49596 | ||
41 | 2009.12.08 02:40 | s/l | 10 | 1.00 | 1.48621 | 1.48621 | 1.49596 | 24.50 | 10936.50 |
42 | 2009.12.08 02:40 | buy | 11 | 1.00 | 1.48615 | 0.00000 | 1.49615 | ||
43 | 2010.01.15 22:57 | close at stop | 11 | 1.00 | 1.43843 | 0.00000 | 1.49615 | -4792.00 | 6144.50 |