Strategy Tester Report
ea3_crosses_21_200
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2010.05.03 00:00 - 2010.05.28 22:45 (2010.05.01 - 2010.05.31) | ||||
| 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 | 2906 | Ticks modelled | 1045993 | Modelling quality | 90.00% |
| Mismatched charts errors | 76 | ||||
| Initial deposit | 500.00 | ||||
| Total net profit | 92.30 | Gross profit | 113.40 | Gross loss | -21.10 |
| Profit factor | 5.37 | Expected payoff | 13.19 | ||
| Absolute drawdown | 13.70 | Maximal drawdown | 34.90 (5.85%) | Relative drawdown | 5.85% (34.90) |
| Total trades | 7 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 18.90 | loss trade | -21.10 | |
| Average | profit trade | 18.90 | loss trade | -21.10 | |
| Maximum | consecutive wins (profit in money) | 5 (94.50) | consecutive losses (loss in money) | 1 (-21.10) | |
| Maximal | consecutive profit (count of wins) | 94.50 (5) | consecutive loss (count of losses) | -21.10 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.10 20:15 | sell | 1 | 0.10 | 1.27974 | 1.28185 | 1.27785 | ||
| 2 | 2010.05.10 20:39 | t/p | 1 | 0.10 | 1.27785 | 1.28185 | 1.27785 | 18.90 | 518.90 |
| 3 | 2010.05.18 17:30 | sell | 2 | 0.10 | 1.23735 | 1.23946 | 1.23546 | ||
| 4 | 2010.05.18 17:45 | t/p | 2 | 0.10 | 1.23546 | 1.23946 | 1.23546 | 18.90 | 537.80 |
| 5 | 2010.05.19 18:24 | buy | 3 | 0.10 | 1.23322 | 1.23111 | 1.23511 | ||
| 6 | 2010.05.19 19:40 | t/p | 3 | 0.10 | 1.23511 | 1.23111 | 1.23511 | 18.90 | 556.70 |
| 7 | 2010.05.27 17:50 | buy | 4 | 0.10 | 1.23309 | 1.23098 | 1.23498 | ||
| 8 | 2010.05.27 17:51 | t/p | 4 | 0.10 | 1.23498 | 1.23098 | 1.23498 | 18.90 | 575.60 |
| 9 | 2010.05.27 17:51 | buy | 5 | 0.10 | 1.23514 | 1.23303 | 1.23703 | ||
| 10 | 2010.05.27 17:58 | t/p | 5 | 0.10 | 1.23703 | 1.23303 | 1.23703 | 18.90 | 594.50 |
| 11 | 2010.05.27 17:58 | buy | 6 | 0.10 | 1.23715 | 1.23504 | 1.23904 | ||
| 12 | 2010.05.27 18:17 | s/l | 6 | 0.10 | 1.23504 | 1.23504 | 1.23904 | -21.10 | 573.40 |
| 13 | 2010.05.28 21:00 | sell | 7 | 0.10 | 1.22929 | 1.23140 | 1.22740 | ||
| 14 | 2010.05.28 21:37 | t/p | 7 | 0.10 | 1.22740 | 1.23140 | 1.22740 | 18.90 | 592.30 |