Strategy Tester Report
TrendStrengthEMA
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2006.03.01 00:00 - 2006.03.27 00:00 (2006.03.01 - 2006.03.28) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | EAName="TrendStrengthEMA"; magic=2703; SL=0; TP=0; slippage=3; lots=0.1; | ||||
| Bars in test | 16990 | Ticks modelled | 92642 | Modelling quality | 90.00% |
| Initial deposit | 5000.00 | ||||
| Total net profit | 360.47 | Gross profit | 420.63 | Gross loss | -60.16 |
| Profit factor | 6.99 | Expected payoff | 45.06 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 57.90 (1.1%) | ||
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 213.03 | loss trade | -36.45 | |
| Average | profit trade | 105.16 | loss trade | -15.04 | |
| Maximum | consecutive wins (profit in money) | 2 (346.33) | consecutive losses (loss in money) | 2 (-52.45) | |
| Maximal | consecutive profit (count of wins) | 346.33 (2) | consecutive loss (count of losses) | -52.45 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.03.06 18:00 | sell | 1 | 0.10 | 1.1999 | 0.0000 | 0.0000 | ||
| 2 | 2006.03.09 01:00 | close | 1 | 0.10 | 1.1928 | 0.0000 | 0.0000 | 73.75 | 5073.75 |
| 3 | 2006.03.09 01:00 | buy | 2 | 0.10 | 1.1928 | 0.0000 | 0.0000 | ||
| 4 | 2006.03.09 18:00 | close | 2 | 0.10 | 1.1922 | 0.0000 | 0.0000 | -6.00 | 5067.75 |
| 5 | 2006.03.09 18:00 | sell | 3 | 0.10 | 1.1922 | 0.0000 | 0.0000 | ||
| 6 | 2006.03.10 14:00 | close | 3 | 0.10 | 1.1922 | 0.0000 | 0.0000 | 0.55 | 5068.30 |
| 7 | 2006.03.10 14:00 | buy | 4 | 0.10 | 1.1922 | 0.0000 | 0.0000 | ||
| 8 | 2006.03.10 15:00 | close | 4 | 0.10 | 1.1906 | 0.0000 | 0.0000 | -16.00 | 5052.30 |
| 9 | 2006.03.10 15:00 | sell | 5 | 0.10 | 1.1906 | 0.0000 | 0.0000 | ||
| 10 | 2006.03.13 03:00 | close | 5 | 0.10 | 1.1943 | 0.0000 | 0.0000 | -36.45 | 5015.85 |
| 11 | 2006.03.13 03:00 | buy | 6 | 0.10 | 1.1943 | 0.0000 | 0.0000 | ||
| 12 | 2006.03.20 23:00 | close | 6 | 0.10 | 1.2161 | 0.0000 | 0.0000 | 213.03 | 5228.88 |
| 13 | 2006.03.20 23:00 | sell | 7 | 0.10 | 1.2161 | 0.0000 | 0.0000 | ||
| 14 | 2006.03.24 21:00 | close | 7 | 0.10 | 1.2031 | 0.0000 | 0.0000 | 133.30 | 5362.18 |
| 15 | 2006.03.24 21:00 | buy | 8 | 0.10 | 1.2031 | 0.0000 | 0.0000 | ||
| 16 | 2006.03.27 00:59 | close at stop | 8 | 0.10 | 1.2030 | 0.0000 | 0.0000 | -1.71 | 5360.47 |