Strategy Tester Report
ea4_crosses_21_200_24h
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2010.03.01 00:00 - 2010.03.30 23:45 (2010.03.01 - 2010.03.31) | ||||
| 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 | 3089 | Ticks modelled | 774798 | Modelling quality | n/a |
| Mismatched charts errors | 16956 | ||||
| Initial deposit | 500.00 | ||||
| Total net profit | 157.25 | Gross profit | 193.35 | Gross loss | -36.10 |
| Profit factor | 5.36 | Expected payoff | 13.10 | ||
| Absolute drawdown | 10.70 | Maximal drawdown | 32.80 (6.28%) | Relative drawdown | 6.28% (32.80) |
| Total trades | 12 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
| Largest | profit trade | 19.40 | loss trade | -20.60 | |
| Average | profit trade | 19.34 | loss trade | -18.05 | |
| Maximum | consecutive wins (profit in money) | 9 (173.95) | consecutive losses (loss in money) | 1 (-20.60) | |
| Maximal | consecutive profit (count of wins) | 173.95 (9) | consecutive loss (count of losses) | -20.60 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 13:45 | sell | 1 | 0.10 | 1.35292 | 1.35498 | 1.35098 | ||
| 2 | 2010.03.01 13:58 | t/p | 1 | 0.10 | 1.35098 | 1.35498 | 1.35098 | 19.40 | 519.40 |
| 3 | 2010.03.01 13:58 | sell | 2 | 0.10 | 1.35092 | 1.35298 | 1.34898 | ||
| 4 | 2010.03.01 14:17 | s/l | 2 | 0.10 | 1.35298 | 1.35298 | 1.34898 | -20.60 | 498.80 |
| 5 | 2010.03.02 18:15 | buy | 3 | 0.10 | 1.35730 | 1.35524 | 1.35924 | ||
| 6 | 2010.03.02 18:59 | t/p | 3 | 0.10 | 1.35924 | 1.35524 | 1.35924 | 19.40 | 518.20 |
| 7 | 2010.03.04 16:45 | sell | 4 | 0.10 | 1.36002 | 1.36208 | 1.35808 | ||
| 8 | 2010.03.04 17:33 | t/p | 4 | 0.10 | 1.35808 | 1.36208 | 1.35808 | 19.40 | 537.60 |
| 9 | 2010.03.05 21:30 | buy | 5 | 0.10 | 1.36230 | 1.36024 | 1.36424 | ||
| 10 | 2010.03.08 00:00 | t/p | 5 | 0.10 | 1.36424 | 1.36024 | 1.36424 | 19.39 | 556.99 |
| 11 | 2010.03.08 21:00 | sell | 6 | 0.10 | 1.36319 | 1.36525 | 1.36125 | ||
| 12 | 2010.03.09 01:18 | t/p | 6 | 0.10 | 1.36125 | 1.36525 | 1.36125 | 19.24 | 576.23 |
| 13 | 2010.03.10 15:30 | buy | 7 | 0.10 | 1.36243 | 1.36037 | 1.36437 | ||
| 14 | 2010.03.10 16:52 | t/p | 7 | 0.10 | 1.36437 | 1.36037 | 1.36437 | 19.40 | 595.63 |
| 15 | 2010.03.15 15:15 | sell | 8 | 0.10 | 1.36971 | 1.37177 | 1.36777 | ||
| 16 | 2010.03.15 16:02 | t/p | 8 | 0.10 | 1.36777 | 1.37177 | 1.36777 | 19.40 | 615.03 |
| 17 | 2010.03.16 12:45 | buy | 9 | 0.10 | 1.37281 | 1.37075 | 1.37475 | ||
| 18 | 2010.03.16 15:55 | t/p | 9 | 0.10 | 1.37475 | 1.37075 | 1.37475 | 19.40 | 634.43 |
| 19 | 2010.03.17 23:00 | sell | 10 | 0.10 | 1.37346 | 1.37552 | 1.37152 | ||
| 20 | 2010.03.18 01:37 | t/p | 10 | 0.10 | 1.37152 | 1.37552 | 1.37152 | 18.92 | 653.35 |
| 21 | 2010.03.26 11:00 | buy | 11 | 0.10 | 1.33763 | 1.33557 | 1.33957 | ||
| 22 | 2010.03.26 12:09 | t/p | 11 | 0.10 | 1.33957 | 1.33557 | 1.33957 | 19.40 | 672.75 |
| 23 | 2010.03.30 17:30 | sell | 12 | 0.10 | 1.34063 | 1.34269 | 1.33869 | ||
| 24 | 2010.03.30 23:59 | close at stop | 12 | 0.10 | 1.34218 | 1.34269 | 1.33869 | -15.50 | 657.25 |