Strategy Tester Report
EMA_CROSSmodv2k
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2006.05.30 12:45 - 2006.06.05 00:00 (2005.05.01 - 2006.06.05) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | TakeProfit=20; TrailingStop=20; StopLoss=20; UseStopLoss=false; ShortEma=2; LongEma=5; immediate_trade=true; reversal=false; ConfirmedOnEntry=false; Lots=1; MM=true; AccountIsMicro=true; Risk=10; MAGICMA=20060301; Show_Settings=true; | ||||
| Bars in test | 429 | Ticks modelled | 14454 | Modelling quality | 69.05% |
| Initial deposit | 500.00 | ||||
| Total net profit | 27.00 | Gross profit | 100.00 | Gross loss | -73.00 |
| Profit factor | 1.37 | Expected payoff | 2.25 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 73.00 (12.2%) | ||
| Total trades | 12 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
| Largest | profit trade | 10.00 | loss trade | -57.50 | |
| Average | profit trade | 10.00 | loss trade | -36.50 | |
| Maximum | consecutive wins (profit in money) | 10 (100.00) | consecutive losses (loss in money) | 2 (-73.00) | |
| Maximal | consecutive profit (count of wins) | 100.00 (10) | consecutive loss (count of losses) | -73.00 (2) | |
| Average | consecutive wins | 10 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.05.30 12:45 | sell | 1 | 0.05 | 1.2819 | 0.0000 | 1.2799 | ||
| 2 | 2006.05.30 12:45 | buy | 2 | 0.05 | 1.2821 | 0.0000 | 1.2841 | ||
| 3 | 2006.05.30 13:20 | t/p | 2 | 0.05 | 1.2841 | 0.0000 | 1.2841 | 10.00 | 510.00 |
| 4 | 2006.05.30 15:06 | sell | 3 | 0.05 | 1.2881 | 0.0000 | 1.2861 | ||
| 5 | 2006.05.30 15:06 | buy | 4 | 0.05 | 1.2883 | 0.0000 | 1.2903 | ||
| 6 | 2006.05.30 16:11 | t/p | 3 | 0.05 | 1.2861 | 0.0000 | 1.2861 | 10.00 | 520.00 |
| 7 | 2006.05.31 06:52 | t/p | 4 | 0.05 | 1.2903 | 0.0000 | 1.2903 | 10.00 | 530.00 |
| 8 | 2006.05.31 07:36 | sell | 5 | 0.05 | 1.2884 | 0.0000 | 1.2864 | ||
| 9 | 2006.05.31 07:36 | buy | 6 | 0.05 | 1.2886 | 0.0000 | 1.2906 | ||
| 10 | 2006.05.31 08:11 | t/p | 5 | 0.05 | 1.2864 | 0.0000 | 1.2864 | 10.00 | 540.00 |
| 11 | 2006.06.01 00:34 | t/p | 1 | 0.05 | 1.2799 | 0.0000 | 1.2799 | 10.00 | 550.00 |
| 12 | 2006.06.01 01:33 | buy | 7 | 0.05 | 1.2798 | 0.0000 | 1.2818 | ||
| 13 | 2006.06.01 01:33 | sell | 8 | 0.05 | 1.2796 | 0.0000 | 1.2776 | ||
| 14 | 2006.06.01 02:44 | t/p | 8 | 0.05 | 1.2776 | 0.0000 | 1.2776 | 10.00 | 560.00 |
| 15 | 2006.06.01 14:52 | t/p | 7 | 0.05 | 1.2818 | 0.0000 | 1.2818 | 10.00 | 570.00 |
| 16 | 2006.06.01 17:02 | sell | 9 | 0.05 | 1.2811 | 0.0000 | 1.2791 | ||
| 17 | 2006.06.01 17:02 | buy | 10 | 0.05 | 1.2813 | 0.0000 | 1.2833 | ||
| 18 | 2006.06.02 12:31 | t/p | 10 | 0.05 | 1.2833 | 0.0000 | 1.2833 | 10.00 | 580.00 |
| 19 | 2006.06.02 12:42 | t/p | 6 | 0.05 | 1.2906 | 0.0000 | 1.2906 | 10.00 | 590.00 |
| 20 | 2006.06.02 14:05 | sell | 11 | 0.05 | 1.2895 | 0.0000 | 1.2875 | ||
| 21 | 2006.06.02 14:05 | buy | 12 | 0.05 | 1.2897 | 0.0000 | 1.2917 | ||
| 22 | 2006.06.02 14:12 | t/p | 12 | 0.05 | 1.2917 | 0.0000 | 1.2917 | 10.00 | 600.00 |
| 23 | 2006.06.04 23:59 | close at stop | 11 | 0.05 | 1.2926 | 0.0000 | 1.2875 | -15.50 | 584.50 |
| 24 | 2006.06.04 23:59 | close at stop | 9 | 0.05 | 1.2926 | 0.0000 | 1.2791 | -57.50 | 527.00 |