Strategy Tester Report
ea4_crosses_21_200_24h
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2010.04.01 00:00 - 2010.04.29 23:45 (2010.04.01 - 2010.04.30) | ||||
| 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 | 3001 | Ticks modelled | 683961 | Modelling quality | n/a |
| Mismatched charts errors | 534 | ||||
| Initial deposit | 500.00 | ||||
| Total net profit | -7.36 | Gross profit | 116.40 | Gross loss | -123.76 |
| Profit factor | 0.94 | Expected payoff | -0.61 | ||
| Absolute drawdown | 77.46 | Maximal drawdown | 89.06 (17.41%) | Relative drawdown | 17.41% (89.06) |
| Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) | ||
| Largest | profit trade | 19.40 | loss trade | -20.76 | |
| Average | profit trade | 19.40 | loss trade | -20.63 | |
| Maximum | consecutive wins (profit in money) | 2 (38.80) | consecutive losses (loss in money) | 3 (-61.96) | |
| Maximal | consecutive profit (count of wins) | 38.80 (2) | consecutive loss (count of losses) | -61.96 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.02 16:15 | sell | 1 | 0.10 | 1.34871 | 1.35077 | 1.34677 | ||
| 2 | 2010.04.05 02:22 | s/l | 1 | 0.10 | 1.35077 | 1.35077 | 1.34677 | -20.76 | 479.24 |
| 3 | 2010.04.09 01:30 | buy | 2 | 0.10 | 1.33757 | 1.33551 | 1.33951 | ||
| 4 | 2010.04.09 03:34 | s/l | 2 | 0.10 | 1.33551 | 1.33551 | 1.33951 | -20.60 | 458.64 |
| 5 | 2010.04.09 07:15 | sell | 3 | 0.10 | 1.33495 | 1.33701 | 1.33301 | ||
| 6 | 2010.04.09 08:15 | s/l | 3 | 0.10 | 1.33701 | 1.33701 | 1.33301 | -20.60 | 438.04 |
| 7 | 2010.04.09 08:23 | buy | 4 | 0.10 | 1.33809 | 1.33603 | 1.34003 | ||
| 8 | 2010.04.09 09:47 | t/p | 4 | 0.10 | 1.34003 | 1.33603 | 1.34003 | 19.40 | 457.44 |
| 9 | 2010.04.15 10:15 | sell | 5 | 0.10 | 1.35722 | 1.35928 | 1.35528 | ||
| 10 | 2010.04.15 11:13 | t/p | 5 | 0.10 | 1.35528 | 1.35928 | 1.35528 | 19.40 | 476.84 |
| 11 | 2010.04.20 12:45 | buy | 6 | 0.10 | 1.35074 | 1.34868 | 1.35268 | ||
| 12 | 2010.04.20 14:10 | s/l | 6 | 0.10 | 1.34868 | 1.34868 | 1.35268 | -20.60 | 456.24 |
| 13 | 2010.04.20 14:31 | sell | 7 | 0.10 | 1.34758 | 1.34964 | 1.34564 | ||
| 14 | 2010.04.20 15:43 | t/p | 7 | 0.10 | 1.34564 | 1.34964 | 1.34564 | 19.40 | 475.64 |
| 15 | 2010.04.23 18:00 | buy | 8 | 0.10 | 1.33600 | 1.33394 | 1.33794 | ||
| 16 | 2010.04.23 19:47 | t/p | 8 | 0.10 | 1.33794 | 1.33394 | 1.33794 | 19.40 | 495.04 |
| 17 | 2010.04.26 11:45 | sell | 9 | 0.10 | 1.33042 | 1.33248 | 1.32848 | ||
| 18 | 2010.04.26 12:16 | s/l | 9 | 0.10 | 1.33248 | 1.33248 | 1.32848 | -20.60 | 474.44 |
| 19 | 2010.04.26 22:00 | buy | 10 | 0.10 | 1.33679 | 1.33473 | 1.33873 | ||
| 20 | 2010.04.26 22:32 | t/p | 10 | 0.10 | 1.33873 | 1.33473 | 1.33873 | 19.40 | 493.84 |
| 21 | 2010.04.27 12:00 | sell | 11 | 0.10 | 1.33195 | 1.33401 | 1.33001 | ||
| 22 | 2010.04.27 12:45 | t/p | 11 | 0.10 | 1.33001 | 1.33401 | 1.33001 | 19.40 | 513.24 |
| 23 | 2010.04.29 12:04 | buy | 12 | 0.10 | 1.32761 | 1.32555 | 1.32955 | ||
| 24 | 2010.04.29 12:39 | s/l | 12 | 0.10 | 1.32555 | 1.32555 | 1.32955 | -20.60 | 492.64 |