Strategy Tester Report
5EMA

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Minute (M1) 2008.04.01 00:01 - 2008.04.30 23:59 (2008.04.01 - 2008.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersCloseOrders=false; Lots=0.1; MaximumRisk=0.02; PipsPastSignal=2; PipsPastSL=2; PipsPastEMA=2; PipsSpread=2; EMAPeriod=5; MAGICNUMBER=5001; tt=1440; TrailingStopType=0; TrailingStop=0;
Bars in test28149Ticks modelled237401Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-130.87Gross profit282.86Gross loss-413.73
Profit factor0.68Expected payoff-16.36
Absolute drawdown219.64Maximal drawdown494.91 (4.82%)Relative drawdown4.82% (494.91)
Total trades8Short positions (won %)4 (50.00%)Long positions (won %)4 (50.00%)
Profit trades (% of total)4 (50.00%)Loss trades (% of total)4 (50.00%)
Largestprofit trade104.75loss trade-145.95
Averageprofit trade70.72loss trade-103.43
Maximumconsecutive wins (profit in money)2 (152.31)consecutive losses (loss in money)2 (-270.19)
Maximalconsecutive profit (count of wins)152.31 (2)consecutive loss (count of losses)-270.19 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.04.02 19:07buy10.101.98801.97280.0000
22008.04.02 19:08sell stop20.101.97281.98790.0000
32008.04.07 02:56close10.101.99051.97280.000026.7510026.75
42008.04.07 02:56delete20.101.97281.98790.0000
52008.04.07 02:56sell30.101.99052.00530.0000
62008.04.07 02:57buy stop40.102.00531.99060.0000
72008.04.10 11:05close30.101.97952.00530.0000103.8010130.55
82008.04.10 11:05delete40.102.00531.99060.0000
92008.04.10 11:05buy50.101.97951.96480.0000
102008.04.10 11:06sell stop60.101.96481.97950.0000
112008.04.15 14:30s/l50.101.96481.96480.0000-145.959984.60
122008.04.15 14:30sell60.101.96481.97950.0000
132008.04.16 11:36close60.101.97711.97950.0000-124.249860.36
142008.04.16 11:36buy70.101.97711.95970.0000
152008.04.16 11:37sell stop80.101.95971.97690.0000
162008.04.21 10:22close70.101.98741.95970.0000104.759965.11
172008.04.21 10:22delete80.101.95971.97690.0000
182008.04.21 10:22sell90.101.98742.00020.0000
192008.04.21 10:23buy stop100.102.00021.98770.0000
202008.04.25 11:42close90.101.98192.00020.000047.5610012.67
212008.04.25 11:42delete100.102.00021.98770.0000
222008.04.25 11:42buy110.101.98191.96830.0000
232008.04.25 11:43sell stop120.101.96831.98190.0000
242008.04.29 12:00close110.101.97771.96830.0000-41.309971.37
252008.04.29 12:00delete120.101.96831.98190.0000
262008.04.29 12:00sell130.101.97771.99690.0000
272008.04.29 12:01buy stop140.101.99691.97790.0000
282008.04.30 23:59close at stop130.101.98781.99690.0000-102.249869.13