Strategy Tester Report
EMA_WMA_v2
(Build 226)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2011.01.05 00:00 - 2011.03.04 22:30 (2011.01.05 - 2011.03.07) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | period_EMA=28; period_WMA=8; stoploss=50; takeprofit=50; risk=10; | ||||
| Bars in test | 3046 | Ticks modelled | 3135903 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1761.85 | Gross profit | 848.32 | Gross loss | -2610.17 |
| Profit factor | 0.33 | Expected payoff | -125.85 | ||
| Absolute drawdown | 2193.85 | Maximal drawdown | 2296.45 (22.73%) | Relative drawdown | 22.73% (2296.45) |
| Total trades | 14 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 7 (14.29%) |
| Profit trades (% of total) | 3 (21.43%) | Loss trades (% of total) | 11 (78.57%) | ||
| Largest | profit trade | 300.00 | loss trade | -300.00 | |
| Average | profit trade | 282.77 | loss trade | -237.29 | |
| Maximum | consecutive wins (profit in money) | 1 (300.00) | consecutive losses (loss in money) | 6 (-1110.17) | |
| Maximal | consecutive profit (count of wins) | 300.00 (1) | consecutive loss (count of losses) | -1110.17 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.01.05 03:00 | sell | 1 | 0.60 | 1.55600 | 1.56100 | 1.55100 | ||
| 2 | 2011.01.05 08:52 | s/l | 1 | 0.60 | 1.56100 | 1.56100 | 1.55100 | -300.00 | 9700.00 |
| 3 | 2011.01.05 09:30 | buy | 2 | 0.60 | 1.56239 | 1.55739 | 1.56739 | ||
| 4 | 2011.01.05 10:10 | s/l | 2 | 0.60 | 1.55739 | 1.55739 | 1.56739 | -300.00 | 9400.00 |
| 5 | 2011.01.05 14:00 | sell | 3 | 0.60 | 1.55716 | 1.56216 | 1.55216 | ||
| 6 | 2011.01.05 14:43 | t/p | 3 | 0.60 | 1.55216 | 1.56216 | 1.55216 | 300.00 | 9700.00 |
| 7 | 2011.01.06 08:30 | buy | 4 | 0.60 | 1.55394 | 1.54894 | 1.55894 | ||
| 8 | 2011.01.06 10:39 | s/l | 4 | 0.60 | 1.54894 | 1.54894 | 1.55894 | -300.00 | 9400.00 |
| 9 | 2011.01.06 11:30 | sell | 5 | 0.60 | 1.54699 | 1.55199 | 1.54199 | ||
| 10 | 2011.01.06 14:22 | s/l | 5 | 0.60 | 1.55199 | 1.55199 | 1.54199 | -300.00 | 9100.00 |
| 11 | 2011.01.06 15:30 | buy | 6 | 0.60 | 1.55529 | 1.55029 | 1.56029 | ||
| 12 | 2011.01.06 16:05 | s/l | 6 | 0.60 | 1.55029 | 1.55029 | 1.56029 | -300.00 | 8800.00 |
| 13 | 2011.01.06 17:30 | sell | 7 | 0.60 | 1.54877 | 1.55377 | 1.54377 | ||
| 14 | 2011.01.07 07:04 | t/p | 7 | 0.60 | 1.54377 | 1.55377 | 1.54377 | 298.32 | 9098.32 |
| 15 | 2011.01.07 15:00 | buy | 8 | 0.60 | 1.55290 | 1.54790 | 1.55790 | ||
| 16 | 2011.01.10 09:49 | s/l | 8 | 0.60 | 1.54790 | 1.54790 | 1.55790 | -299.82 | 8798.50 |
| 17 | 2011.01.10 10:00 | sell | 9 | 0.60 | 1.54878 | 1.55378 | 1.54378 | ||
| 18 | 2011.01.10 12:30 | s/l | 9 | 0.60 | 1.55378 | 1.55378 | 1.54378 | -300.00 | 8498.50 |
| 19 | 2011.01.10 17:00 | buy | 10 | 0.50 | 1.55758 | 1.55258 | 1.56258 | ||
| 20 | 2011.01.11 04:30 | close | 10 | 0.50 | 1.55537 | 1.55258 | 1.56258 | -110.35 | 8388.15 |
| 21 | 2011.01.11 04:30 | sell | 11 | 0.50 | 1.55537 | 1.56037 | 1.55037 | ||
| 22 | 2011.01.11 08:00 | close | 11 | 0.50 | 1.55764 | 1.56037 | 1.55037 | -113.50 | 8274.65 |
| 23 | 2011.01.11 08:00 | buy | 12 | 0.50 | 1.55764 | 1.55264 | 1.56264 | ||
| 24 | 2011.01.11 09:00 | close | 12 | 0.50 | 1.55506 | 1.55264 | 1.56264 | -129.00 | 8145.65 |
| 25 | 2011.01.11 09:00 | sell | 13 | 0.50 | 1.55506 | 1.56006 | 1.55006 | ||
| 26 | 2011.01.11 13:30 | close | 13 | 0.50 | 1.55821 | 1.56006 | 1.55006 | -157.50 | 7988.15 |
| 27 | 2011.01.11 13:30 | buy | 14 | 0.50 | 1.55821 | 1.55321 | 1.56321 | ||
| 28 | 2011.01.11 17:37 | t/p | 14 | 0.50 | 1.56321 | 1.55321 | 1.56321 | 250.00 | 8238.15 |