Strategy Tester Report
EMA_CROSSmod
| Symbol | GBPUSD (Great British Pound vs US Dollar) | ||||
| Period | Daily (D1) 2006.01.01 00:00 - 2006.03.01 00:00 (2006.01.01 - 2006.03.01) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | TakeProfit=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=true; reversal=true; Lots=1; MM=true; AccountIsMicro=false; Risk=10; Show_Settings=true; | ||||
| Bars in test | 7364 | Ticks modelled | 176119 | Modelling quality | 85.91% |
| Initial deposit | 50000.00 | ||||
| Total net profit | 27111.00 | Gross profit | 27111.00 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 1936.50 | |||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 0.00 (0.0%) | ||
| Total trades | 14 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 14 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 8005.00 | loss trade | 0.00 | |
| Average | profit trade | 1936.50 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 14 (27111.00) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 27111.00 (14) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 14 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.01 23:59 | buy | 1 | 5.00 | 1.7231 | 0.0000 | 1.7391 | ||
| 2 | 2006.01.01 23:59 | sell | 2 | 5.00 | 1.7228 | 0.0000 | 1.7068 | ||
| 3 | 2006.01.02 06:04 | modify | 2 | 5.00 | 1.7228 | 1.7228 | 1.7068 | ||
| 4 | 2006.01.02 06:10 | modify | 2 | 5.00 | 1.7228 | 1.7226 | 1.7068 | ||
| 5 | 2006.01.02 06:32 | modify | 2 | 5.00 | 1.7228 | 1.7225 | 1.7068 | ||
| 6 | 2006.01.02 06:33 | modify | 2 | 5.00 | 1.7228 | 1.7224 | 1.7068 | ||
| 7 | 2006.01.02 06:42 | modify | 2 | 5.00 | 1.7228 | 1.7223 | 1.7068 | ||
| 8 | 2006.01.02 06:42 | modify | 2 | 5.00 | 1.7228 | 1.7222 | 1.7068 | ||
| 9 | 2006.01.02 06:49 | modify | 2 | 5.00 | 1.7228 | 1.7220 | 1.7068 | ||
| 10 | 2006.01.02 08:31 | s/l | 2 | 5.00 | 1.7220 | 1.7220 | 1.7068 | 395.00 | 50395.00 |
| 11 | 2006.01.03 16:52 | t/p | 1 | 5.00 | 1.7391 | 0.0000 | 1.7391 | 8005.00 | 58400.00 |
| 12 | 2006.01.09 00:00 | sell | 3 | 6.00 | 1.7683 | 0.0000 | 1.7523 | ||
| 13 | 2006.01.09 00:00 | buy | 4 | 6.00 | 1.7686 | 0.0000 | 1.7846 | ||
| 14 | 2006.01.09 01:54 | modify | 4 | 6.00 | 1.7686 | 1.7686 | 1.7846 | ||
| 15 | 2006.01.09 01:54 | modify | 4 | 6.00 | 1.7686 | 1.7687 | 1.7846 | ||
| 16 | 2006.01.09 01:54 | modify | 4 | 6.00 | 1.7686 | 1.7688 | 1.7846 | ||
| 17 | 2006.01.09 01:55 | modify | 4 | 6.00 | 1.7686 | 1.7689 | 1.7846 | ||
| 18 | 2006.01.09 01:55 | modify | 4 | 6.00 | 1.7686 | 1.7690 | 1.7846 | ||
| 19 | 2006.01.09 01:59 | modify | 4 | 6.00 | 1.7686 | 1.7692 | 1.7846 | ||
| 20 | 2006.01.09 02:16 | s/l | 4 | 6.00 | 1.7692 | 1.7692 | 1.7846 | 360.00 | 58760.00 |
| 21 | 2006.01.09 10:07 | buy | 5 | 6.00 | 1.7648 | 0.0000 | 1.7808 | ||
| 22 | 2006.01.09 10:07 | sell | 6 | 6.00 | 1.7645 | 0.0000 | 1.7485 | ||
| 23 | 2006.01.09 10:07 | modify | 3 | 6.00 | 1.7683 | 1.7667 | 1.7523 | ||
| 24 | 2006.01.09 10:07 | modify | 3 | 6.00 | 1.7683 | 1.7665 | 1.7523 | ||
| 25 | 2006.01.09 10:07 | modify | 3 | 6.00 | 1.7683 | 1.7664 | 1.7523 | ||
| 26 | 2006.01.09 10:07 | modify | 3 | 6.00 | 1.7683 | 1.7663 | 1.7523 | ||
| 27 | 2006.01.09 10:18 | modify | 3 | 6.00 | 1.7683 | 1.7662 | 1.7523 | ||
| 28 | 2006.01.09 10:18 | modify | 3 | 6.00 | 1.7683 | 1.7661 | 1.7523 | ||
| 29 | 2006.01.09 10:42 | s/l | 3 | 6.00 | 1.7661 | 1.7661 | 1.7523 | 1320.00 | 60080.00 |
| 30 | 2006.01.09 10:46 | modify | 5 | 6.00 | 1.7648 | 1.7648 | 1.7808 | ||
| 31 | 2006.01.09 10:46 | modify | 5 | 6.00 | 1.7648 | 1.7649 | 1.7808 | ||
| 32 | 2006.01.09 10:47 | modify | 5 | 6.00 | 1.7648 | 1.7651 | 1.7808 | ||
| 33 | 2006.01.09 10:47 | modify | 5 | 6.00 | 1.7648 | 1.7653 | 1.7808 | ||
| 34 | 2006.01.09 10:47 | modify | 5 | 6.00 | 1.7648 | 1.7655 | 1.7808 | ||
| 35 | 2006.01.09 10:47 | modify | 5 | 6.00 | 1.7648 | 1.7657 | 1.7808 | ||
| 36 | 2006.01.09 10:48 | modify | 5 | 6.00 | 1.7648 | 1.7659 | 1.7808 | ||
| 37 | 2006.01.09 11:00 | modify | 5 | 6.00 | 1.7648 | 1.7660 | 1.7808 | ||
| 38 | 2006.01.09 11:00 | modify | 5 | 6.00 | 1.7648 | 1.7661 | 1.7808 | ||
| 39 | 2006.01.09 11:01 | modify | 5 | 6.00 | 1.7648 | 1.7663 | 1.7808 | ||
| 40 | 2006.01.09 11:01 | modify | 5 | 6.00 | 1.7648 | 1.7664 | 1.7808 | ||
| 41 | 2006.01.09 11:01 | modify | 5 | 6.00 | 1.7648 | 1.7665 | 1.7808 | ||
| 42 | 2006.01.09 11:13 | s/l | 5 | 6.00 | 1.7665 | 1.7665 | 1.7808 | 1020.00 | 61100.00 |
| 43 | 2006.01.09 12:37 | buy | 7 | 6.00 | 1.7648 | 0.0000 | 1.7808 | ||
| 44 | 2006.01.09 12:37 | sell | 8 | 6.00 | 1.7645 | 0.0000 | 1.7485 | ||
| 45 | 2006.01.09 13:19 | modify | 7 | 6.00 | 1.7648 | 1.7648 | 1.7808 | ||
| 46 | 2006.01.09 13:20 | modify | 7 | 6.00 | 1.7648 | 1.7649 | 1.7808 | ||
| 47 | 2006.01.09 13:27 | modify | 7 | 6.00 | 1.7648 | 1.7650 | 1.7808 | ||
| 48 | 2006.01.09 13:28 | modify | 7 | 6.00 | 1.7648 | 1.7651 | 1.7808 | ||
| 49 | 2006.01.09 13:28 | modify | 7 | 6.00 | 1.7648 | 1.7652 | 1.7808 | ||
| 50 | 2006.01.09 13:29 | modify | 7 | 6.00 | 1.7648 | 1.7653 | 1.7808 | ||
| 51 | 2006.01.09 13:29 | modify | 7 | 6.00 | 1.7648 | 1.7654 | 1.7808 | ||
| 52 | 2006.01.09 14:18 | modify | 7 | 6.00 | 1.7648 | 1.7655 | 1.7808 | ||
| 53 | 2006.01.09 14:18 | modify | 7 | 6.00 | 1.7648 | 1.7656 | 1.7808 | ||
| 54 | 2006.01.09 14:19 | modify | 7 | 6.00 | 1.7648 | 1.7657 | 1.7808 | ||
| 55 | 2006.01.09 14:19 | modify | 7 | 6.00 | 1.7648 | 1.7658 | 1.7808 | ||
| 56 | 2006.01.09 14:35 | modify | 7 | 6.00 | 1.7648 | 1.7659 | 1.7808 | ||
| 57 | 2006.01.09 14:41 | s/l | 7 | 6.00 | 1.7659 | 1.7659 | 1.7808 | 660.00 | 61760.00 |
| 58 | 2006.01.10 08:26 | modify | 6 | 6.00 | 1.7645 | 1.7645 | 1.7485 | ||
| 59 | 2006.01.10 08:27 | modify | 8 | 6.00 | 1.7645 | 1.7645 | 1.7485 | ||
| 60 | 2006.01.10 08:27 | modify | 6 | 6.00 | 1.7645 | 1.7644 | 1.7485 | ||
| 61 | 2006.01.10 08:27 | modify | 6 | 6.00 | 1.7645 | 1.7643 | 1.7485 | ||
| 62 | 2006.01.10 08:27 | modify | 8 | 6.00 | 1.7645 | 1.7644 | 1.7485 | ||
| 63 | 2006.01.10 08:28 | modify | 8 | 6.00 | 1.7645 | 1.7643 | 1.7485 | ||
| 64 | 2006.01.10 08:28 | modify | 6 | 6.00 | 1.7645 | 1.7642 | 1.7485 | ||
| 65 | 2006.01.10 08:28 | modify | 6 | 6.00 | 1.7645 | 1.7641 | 1.7485 | ||
| 66 | 2006.01.10 08:28 | modify | 8 | 6.00 | 1.7645 | 1.7642 | 1.7485 | ||
| 67 | 2006.01.10 08:29 | modify | 8 | 6.00 | 1.7645 | 1.7641 | 1.7485 | ||
| 68 | 2006.01.10 08:30 | modify | 6 | 6.00 | 1.7645 | 1.7640 | 1.7485 | ||
| 69 | 2006.01.10 08:55 | s/l | 6 | 6.00 | 1.7640 | 1.7640 | 1.7485 | 294.00 | 62054.00 |
| 70 | 2006.01.10 08:55 | s/l | 8 | 6.00 | 1.7641 | 1.7641 | 1.7485 | 234.00 | 62288.00 |
| 71 | 2006.02.08 02:02 | buy | 9 | 7.00 | 1.7439 | 0.0000 | 1.7599 | ||
| 72 | 2006.02.08 02:02 | sell | 10 | 7.00 | 1.7436 | 0.0000 | 1.7276 | ||
| 73 | 2006.02.08 03:09 | modify | 10 | 7.00 | 1.7436 | 1.7436 | 1.7276 | ||
| 74 | 2006.02.08 03:11 | modify | 10 | 7.00 | 1.7436 | 1.7434 | 1.7276 | ||
| 75 | 2006.02.08 03:11 | modify | 10 | 7.00 | 1.7436 | 1.7433 | 1.7276 | ||
| 76 | 2006.02.08 03:11 | modify | 10 | 7.00 | 1.7436 | 1.7431 | 1.7276 | ||
| 77 | 2006.02.08 03:34 | modify | 10 | 7.00 | 1.7436 | 1.7429 | 1.7276 | ||
| 78 | 2006.02.08 03:35 | modify | 10 | 7.00 | 1.7436 | 1.7428 | 1.7276 | ||
| 79 | 2006.02.08 03:39 | modify | 10 | 7.00 | 1.7436 | 1.7427 | 1.7276 | ||
| 80 | 2006.02.08 03:41 | modify | 10 | 7.00 | 1.7436 | 1.7426 | 1.7276 | ||
| 81 | 2006.02.08 03:41 | modify | 10 | 7.00 | 1.7436 | 1.7425 | 1.7276 | ||
| 82 | 2006.02.08 03:41 | modify | 10 | 7.00 | 1.7436 | 1.7424 | 1.7276 | ||
| 83 | 2006.02.08 04:09 | modify | 10 | 7.00 | 1.7436 | 1.7423 | 1.7276 | ||
| 84 | 2006.02.08 05:06 | modify | 10 | 7.00 | 1.7436 | 1.7420 | 1.7276 | ||
| 85 | 2006.02.08 05:07 | modify | 10 | 7.00 | 1.7436 | 1.7419 | 1.7276 | ||
| 86 | 2006.02.08 05:10 | modify | 10 | 7.00 | 1.7436 | 1.7417 | 1.7276 | ||
| 87 | 2006.02.08 05:11 | modify | 10 | 7.00 | 1.7436 | 1.7416 | 1.7276 | ||
| 88 | 2006.02.08 05:12 | modify | 10 | 7.00 | 1.7436 | 1.7415 | 1.7276 | ||
| 89 | 2006.02.08 05:12 | modify | 10 | 7.00 | 1.7436 | 1.7414 | 1.7276 | ||
| 90 | 2006.02.08 05:12 | modify | 10 | 7.00 | 1.7436 | 1.7413 | 1.7276 | ||
| 91 | 2006.02.08 05:37 | modify | 10 | 7.00 | 1.7436 | 1.7407 | 1.7276 | ||
| 92 | 2006.02.08 05:40 | modify | 10 | 7.00 | 1.7436 | 1.7404 | 1.7276 | ||
| 93 | 2006.02.08 05:41 | modify | 10 | 7.00 | 1.7436 | 1.7402 | 1.7276 | ||
| 94 | 2006.02.08 05:42 | modify | 10 | 7.00 | 1.7436 | 1.7401 | 1.7276 | ||
| 95 | 2006.02.08 05:42 | modify | 10 | 7.00 | 1.7436 | 1.7400 | 1.7276 | ||
| 96 | 2006.02.08 05:43 | modify | 10 | 7.00 | 1.7436 | 1.7398 | 1.7276 | ||
| 97 | 2006.02.08 08:10 | s/l | 10 | 7.00 | 1.7398 | 1.7398 | 1.7276 | 2660.00 | 64948.00 |
| 98 | 2006.02.08 09:42 | sell | 11 | 7.00 | 1.7456 | 0.0000 | 1.7296 | ||
| 99 | 2006.02.08 09:42 | buy | 12 | 7.00 | 1.7459 | 0.0000 | 1.7619 | ||
| 100 | 2006.02.08 09:47 | modify | 9 | 7.00 | 1.7439 | 1.7439 | 1.7599 | ||
| 101 | 2006.02.08 09:48 | modify | 9 | 7.00 | 1.7439 | 1.7443 | 1.7599 | ||
| 102 | 2006.02.08 09:52 | s/l | 9 | 7.00 | 1.7443 | 1.7443 | 1.7599 | 280.00 | 65228.00 |
| 103 | 2006.02.08 23:05 | modify | 11 | 7.00 | 1.7456 | 1.7454 | 1.7296 | ||
| 104 | 2006.02.08 23:05 | modify | 11 | 7.00 | 1.7456 | 1.7453 | 1.7296 | ||
| 105 | 2006.02.08 23:05 | modify | 11 | 7.00 | 1.7456 | 1.7450 | 1.7296 | ||
| 106 | 2006.02.08 23:06 | modify | 11 | 7.00 | 1.7456 | 1.7447 | 1.7296 | ||
| 107 | 2006.02.08 23:08 | s/l | 11 | 7.00 | 1.7447 | 1.7447 | 1.7296 | 630.00 | 65858.00 |
| 108 | 2006.02.08 23:10 | sell | 13 | 6.00 | 1.7449 | 0.0000 | 1.7289 | ||
| 109 | 2006.02.08 23:10 | buy | 14 | 6.00 | 1.7452 | 0.0000 | 1.7612 | ||
| 110 | 2006.02.08 23:15 | modify | 13 | 6.00 | 1.7449 | 1.7447 | 1.7289 | ||
| 111 | 2006.02.08 23:18 | s/l | 13 | 6.00 | 1.7447 | 1.7447 | 1.7289 | 120.00 | 65978.00 |
| 112 | 2006.02.10 15:49 | modify | 12 | 7.00 | 1.7459 | 1.7545 | 1.7619 | ||
| 113 | 2006.02.10 15:50 | modify | 14 | 6.00 | 1.7452 | 1.7537 | 1.7612 | ||
| 114 | 2006.02.10 15:50 | s/l | 12 | 7.00 | 1.7545 | 1.7545 | 1.7619 | 6027.00 | 72005.00 |
| 115 | 2006.02.10 15:50 | s/l | 14 | 6.00 | 1.7537 | 1.7537 | 1.7612 | 5106.00 | 77111.00 |