Strategy Tester Report
5EMA
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Minute (M1) 2008.11.03 00:00 - 2008.11.14 22:59 (2008.11.01 - 2008.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | CloseOrders=false; Lots=0.1; MaximumRisk=0.02; PipsPastSignal=5; PipsPastSL=5; PipsPastEMA=5; PipsSpread=2; EMAPeriod=5; MAGICNUMBER=5001; TrailingStopType=0; TrailingStop=0; | ||||
| Bars in test | 15006 | Ticks modelled | 264481 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -445.08 | Gross profit | 676.84 | Gross loss | -1121.92 |
| Profit factor | 0.60 | Expected payoff | -23.43 | ||
| Absolute drawdown | 479.08 | Maximal drawdown | 1077.95 (10.17%) | Relative drawdown | 10.17% (1077.95) |
| Total trades | 19 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 9 (22.22%) |
| Profit trades (% of total) | 7 (36.84%) | Loss trades (% of total) | 12 (63.16%) | ||
| Largest | profit trade | 288.85 | loss trade | -127.00 | |
| Average | profit trade | 96.69 | loss trade | -93.49 | |
| Maximum | consecutive wins (profit in money) | 2 (464.87) | consecutive losses (loss in money) | 5 (-329.98) | |
| Maximal | consecutive profit (count of wins) | 464.87 (2) | consecutive loss (count of losses) | -363.94 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.11.03 08:58 | sell | 1 | 0.10 | 1.2817 | 1.2905 | 0.0000 | ||
| 2 | 2008.11.03 08:59 | buy stop | 2 | 0.10 | 1.2905 | 1.2817 | 0.0000 | ||
| 3 | 2008.11.04 08:27 | close | 1 | 0.10 | 1.2640 | 1.2905 | 0.0000 | 176.02 | 10176.02 |
| 4 | 2008.11.04 08:27 | delete | 2 | 0.10 | 1.2905 | 1.2817 | 0.0000 | ||
| 5 | 2008.11.04 08:27 | buy | 3 | 0.10 | 1.2640 | 1.2521 | 0.0000 | ||
| 6 | 2008.11.04 08:28 | sell stop | 4 | 0.10 | 1.2521 | 1.2640 | 0.0000 | ||
| 7 | 2008.11.05 01:13 | close | 3 | 0.10 | 1.2928 | 1.2521 | 0.0000 | 288.85 | 10464.87 |
| 8 | 2008.11.05 01:13 | delete | 4 | 0.10 | 1.2521 | 1.2640 | 0.0000 | ||
| 9 | 2008.11.05 01:13 | sell | 5 | 0.10 | 1.2928 | 1.3055 | 0.0000 | ||
| 10 | 2008.11.05 01:14 | buy stop | 6 | 0.10 | 1.3055 | 1.2932 | 0.0000 | ||
| 11 | 2008.11.05 16:15 | s/l | 5 | 0.10 | 1.3055 | 1.3055 | 0.0000 | -127.00 | 10337.87 |
| 12 | 2008.11.05 16:15 | buy | 6 | 0.10 | 1.3055 | 1.2932 | 0.0000 | ||
| 13 | 2008.11.05 21:36 | s/l | 6 | 0.10 | 1.2932 | 1.2932 | 0.0000 | -123.00 | 10214.87 |
| 14 | 2008.11.05 21:36 | sell | 7 | 0.10 | 1.2928 | 1.3123 | 0.0000 | ||
| 15 | 2008.11.05 21:37 | buy stop | 8 | 0.10 | 1.3123 | 1.2928 | 0.0000 | ||
| 16 | 2008.11.06 09:14 | close | 7 | 0.10 | 1.2900 | 1.3123 | 0.0000 | 25.06 | 10239.93 |
| 17 | 2008.11.06 09:14 | delete | 8 | 0.10 | 1.3123 | 1.2928 | 0.0000 | ||
| 18 | 2008.11.06 09:14 | buy | 9 | 0.10 | 1.2900 | 1.2820 | 0.0000 | ||
| 19 | 2008.11.06 09:15 | sell stop | 10 | 0.10 | 1.2820 | 1.2900 | 0.0000 | ||
| 20 | 2008.11.06 13:03 | s/l | 9 | 0.10 | 1.2820 | 1.2820 | 0.0000 | -80.00 | 10159.93 |
| 21 | 2008.11.06 13:03 | sell | 10 | 0.10 | 1.2820 | 1.2900 | 0.0000 | ||
| 22 | 2008.11.07 04:58 | close | 10 | 0.10 | 1.2747 | 1.2900 | 0.0000 | 72.02 | 10231.95 |
| 23 | 2008.11.07 04:58 | buy | 11 | 0.10 | 1.2747 | 1.2647 | 0.0000 | ||
| 24 | 2008.11.07 04:58 | sell stop | 12 | 0.10 | 1.2647 | 1.2746 | 0.0000 | ||
| 25 | 2008.11.07 14:31 | close | 11 | 0.10 | 1.2738 | 1.2647 | 0.0000 | -9.00 | 10222.95 |
| 26 | 2008.11.07 14:31 | delete | 12 | 0.10 | 1.2647 | 1.2746 | 0.0000 | ||
| 27 | 2008.11.07 14:31 | sell | 13 | 0.10 | 1.2738 | 1.2857 | 0.0000 | ||
| 28 | 2008.11.07 14:32 | buy stop | 14 | 0.10 | 1.2857 | 1.2738 | 0.0000 | ||
| 29 | 2008.11.10 01:16 | s/l | 13 | 0.10 | 1.2857 | 1.2857 | 0.0000 | -119.98 | 10102.97 |
| 30 | 2008.11.10 01:16 | buy | 14 | 0.10 | 1.2857 | 1.2738 | 0.0000 | ||
| 31 | 2008.11.10 08:06 | close | 14 | 0.10 | 1.2822 | 1.2738 | 0.0000 | -35.00 | 10067.97 |
| 32 | 2008.11.10 08:06 | sell | 15 | 0.10 | 1.2822 | 1.2905 | 0.0000 | ||
| 33 | 2008.11.10 08:06 | buy stop | 16 | 0.10 | 1.2905 | 1.2822 | 0.0000 | ||
| 34 | 2008.11.10 12:36 | s/l | 15 | 0.10 | 1.2905 | 1.2905 | 0.0000 | -83.00 | 9984.97 |
| 35 | 2008.11.10 12:36 | buy | 16 | 0.10 | 1.2905 | 1.2822 | 0.0000 | ||
| 36 | 2008.11.10 15:50 | s/l | 16 | 0.10 | 1.2822 | 1.2822 | 0.0000 | -83.00 | 9901.97 |
| 37 | 2008.11.10 16:04 | sell | 17 | 0.10 | 1.2799 | 1.2933 | 0.0000 | ||
| 38 | 2008.11.10 16:04 | buy stop | 18 | 0.10 | 1.2933 | 1.2799 | 0.0000 | ||
| 39 | 2008.11.11 05:07 | close | 17 | 0.10 | 1.2768 | 1.2933 | 0.0000 | 30.02 | 9931.99 |
| 40 | 2008.11.11 05:07 | delete | 18 | 0.10 | 1.2933 | 1.2799 | 0.0000 | ||
| 41 | 2008.11.11 05:07 | buy | 19 | 0.10 | 1.2768 | 1.2670 | 0.0000 | ||
| 42 | 2008.11.11 05:08 | sell stop | 20 | 0.10 | 1.2670 | 1.2765 | 0.0000 | ||
| 43 | 2008.11.11 15:46 | s/l | 19 | 0.10 | 1.2670 | 1.2670 | 0.0000 | -98.00 | 9833.99 |
| 44 | 2008.11.11 15:46 | sell | 20 | 0.10 | 1.2670 | 1.2765 | 0.0000 | ||
| 45 | 2008.11.12 07:11 | close | 20 | 0.10 | 1.2592 | 1.2765 | 0.0000 | 77.02 | 9911.01 |
| 46 | 2008.11.12 07:11 | buy | 21 | 0.10 | 1.2592 | 1.2472 | 0.0000 | ||
| 47 | 2008.11.12 07:12 | sell stop | 22 | 0.10 | 1.2472 | 1.2592 | 0.0000 | ||
| 48 | 2008.11.12 16:49 | s/l | 21 | 0.10 | 1.2472 | 1.2472 | 0.0000 | -120.00 | 9791.01 |
| 49 | 2008.11.12 16:49 | sell | 22 | 0.10 | 1.2472 | 1.2592 | 0.0000 | ||
| 50 | 2008.11.13 13:28 | s/l | 22 | 0.10 | 1.2592 | 1.2592 | 0.0000 | -122.94 | 9668.07 |
| 51 | 2008.11.13 18:48 | sell | 23 | 0.10 | 1.2477 | 1.2598 | 0.0000 | ||
| 52 | 2008.11.13 18:49 | buy stop | 24 | 0.10 | 1.2598 | 1.2477 | 0.0000 | ||
| 53 | 2008.11.13 20:36 | s/l | 23 | 0.10 | 1.2598 | 1.2598 | 0.0000 | -121.00 | 9547.07 |
| 54 | 2008.11.13 20:36 | buy | 24 | 0.10 | 1.2598 | 1.2477 | 0.0000 | ||
| 55 | 2008.11.14 22:59 | close at stop | 24 | 0.10 | 1.2605 | 1.2477 | 0.0000 | 7.85 | 9554.92 |