Strategy Tester Report
ea3_crosses_21_200
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2010.02.01 00:00 - 2010.02.26 22:45 (2010.02.01 - 2010.02.28) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | StopLoss=200; TakeProfit=300; Period_MA_1=21; Period_MA_2=200; Rastvor=180; Lots=0.1; Prots=0.07; Time_start=15.3; Time_end=22; | ||||
| Bars in test | 2904 | Ticks modelled | 826684 | Modelling quality | n/a |
| Mismatched charts errors | 11006 | ||||
| Initial deposit | 500.00 | ||||
| Total net profit | 50.99 | Gross profit | 113.99 | Gross loss | -63.00 |
| Profit factor | 1.81 | Expected payoff | 5.67 | ||
| Absolute drawdown | 11.20 | Maximal drawdown | 70.10 (12.36%) | Relative drawdown | 12.36% (70.10) |
| Total trades | 9 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 19.00 | loss trade | -21.00 | |
| Average | profit trade | 19.00 | loss trade | -21.00 | |
| Maximum | consecutive wins (profit in money) | 3 (57.00) | consecutive losses (loss in money) | 2 (-42.00) | |
| Maximal | consecutive profit (count of wins) | 57.00 (3) | consecutive loss (count of losses) | -42.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.03 17:15 | sell | 1 | 0.10 | 1.39160 | 1.39370 | 1.38970 | ||
| 2 | 2010.02.03 20:25 | t/p | 1 | 0.10 | 1.38970 | 1.39370 | 1.38970 | 19.00 | 519.00 |
| 3 | 2010.02.10 16:30 | sell | 2 | 0.10 | 1.36820 | 1.37030 | 1.36630 | ||
| 4 | 2010.02.10 16:43 | s/l | 2 | 0.10 | 1.37030 | 1.37030 | 1.36630 | -21.00 | 498.00 |
| 5 | 2010.02.10 16:43 | sell | 3 | 0.10 | 1.37020 | 1.37230 | 1.36830 | ||
| 6 | 2010.02.10 17:19 | t/p | 3 | 0.10 | 1.36830 | 1.37230 | 1.36830 | 19.00 | 517.00 |
| 7 | 2010.02.17 17:01 | sell | 4 | 0.10 | 1.36442 | 1.36652 | 1.36252 | ||
| 8 | 2010.02.17 17:27 | t/p | 4 | 0.10 | 1.36252 | 1.36652 | 1.36252 | 19.00 | 536.00 |
| 9 | 2010.02.19 20:45 | buy | 5 | 0.10 | 1.35894 | 1.35684 | 1.36084 | ||
| 10 | 2010.02.19 22:07 | t/p | 5 | 0.10 | 1.36084 | 1.35684 | 1.36084 | 19.00 | 555.00 |
| 11 | 2010.02.24 17:00 | buy | 6 | 0.10 | 1.36070 | 1.35860 | 1.36260 | ||
| 12 | 2010.02.24 17:14 | s/l | 6 | 0.10 | 1.35860 | 1.35860 | 1.36260 | -21.00 | 534.00 |
| 13 | 2010.02.24 17:14 | buy | 7 | 0.10 | 1.35866 | 1.35656 | 1.36056 | ||
| 14 | 2010.02.24 18:06 | s/l | 7 | 0.10 | 1.35656 | 1.35656 | 1.36056 | -21.00 | 513.00 |
| 15 | 2010.02.24 19:01 | sell | 8 | 0.10 | 1.35401 | 1.35611 | 1.35211 | ||
| 16 | 2010.02.24 20:37 | t/p | 8 | 0.10 | 1.35211 | 1.35611 | 1.35211 | 19.00 | 532.00 |
| 17 | 2010.02.25 21:15 | buy | 9 | 0.10 | 1.35509 | 1.35299 | 1.35699 | ||
| 18 | 2010.02.26 02:27 | t/p | 9 | 0.10 | 1.35699 | 1.35299 | 1.35699 | 18.99 | 550.99 |