Strategy Tester Report
5EMA

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Minute (M1) 2008.11.03 00:00 - 2008.11.14 22:59 (2008.11.01 - 2008.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersCloseOrders=false; Lots=0.1; MaximumRisk=0.02; PipsPastSignal=5; PipsPastSL=5; PipsPastEMA=5; PipsSpread=3; EMAPeriod=5; MAGICNUMBER=5001; TrailingStopType=0; TrailingStop=0;
Bars in test15038Ticks modelled280993Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-824.27Gross profit217.62Gross loss-1041.89
Profit factor0.21Expected payoff-45.79
Absolute drawdown1039.29Maximal drawdown1102.35 (10.95%)Relative drawdown10.95% (1102.35)
Total trades18Short positions (won %)9 (22.22%)Long positions (won %)9 (11.11%)
Profit trades (% of total)3 (16.67%)Loss trades (% of total)15 (83.33%)
Largestprofit trade74.29loss trade-93.09
Averageprofit trade72.54loss trade-69.46
Maximumconsecutive wins (profit in money)2 (147.48)consecutive losses (loss in money)10 (-678.82)
Maximalconsecutive profit (count of wins)147.48 (2)consecutive loss (count of losses)-678.82 (10)
Averageconsecutive wins2consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.11.03 09:23sell10.1098.9499.710.00
22008.11.03 09:24buy stop20.1099.7198.940.00
32008.11.04 13:14s/l10.1099.7199.710.00-77.369922.64
42008.11.04 13:14buy20.1099.7198.940.00
52008.11.05 09:16s/l20.1098.9498.940.00-77.779844.87
62008.11.06 09:18buy30.1098.2297.490.00
72008.11.06 09:19sell stop40.1097.4998.220.00
82008.11.06 14:03s/l30.1097.4997.490.00-74.889769.99
92008.11.06 14:03sell40.1097.4998.220.00
102008.11.06 15:29s/l40.1098.2298.220.00-74.329695.67
112008.11.06 15:29buy50.1098.2297.490.00
122008.11.06 15:30sell stop60.1097.4998.220.00
132008.11.06 23:15s/l50.1097.4997.490.00-74.889620.79
142008.11.06 23:15sell60.1097.4998.220.00
152008.11.07 05:30close60.1097.6098.220.00-11.419609.38
162008.11.07 05:30buy70.1097.6096.700.00
172008.11.07 05:31sell stop80.1096.7097.600.00
182008.11.07 14:30s/l70.1096.7096.700.00-93.099516.29
192008.11.07 14:30sell80.1096.7097.600.00
202008.11.07 15:27s/l80.1097.6097.600.00-92.219424.08
212008.11.10 04:56sell90.1098.7599.320.00
222008.11.10 04:57buy stop100.1099.3298.760.00
232008.11.10 10:41s/l90.1099.3299.320.00-57.399366.69
242008.11.10 10:41buy100.1099.3298.760.00
252008.11.10 15:48close100.1098.8798.760.00-45.519321.18
262008.11.10 15:48sell110.1098.8799.560.00
272008.11.10 15:49buy stop120.1099.5698.870.00
282008.11.11 04:59close110.1098.1899.560.0070.149391.31
292008.11.11 04:59delete120.1099.5698.870.00
302008.11.11 04:59buy130.1098.1897.440.00
312008.11.11 05:00sell stop140.1097.4498.180.00
322008.11.11 16:40s/l130.1097.4497.440.00-75.949315.37
332008.11.11 16:40sell140.1097.4498.180.00
342008.11.11 20:20close140.1097.9698.180.00-53.089262.29
352008.11.11 20:20buy150.1097.9697.250.00
362008.11.11 20:21sell stop160.1097.2597.960.00
372008.11.12 00:31s/l150.1097.2597.250.00-72.969189.33
382008.11.12 00:31sell160.1097.2597.960.00
392008.11.12 08:20close160.1097.9597.960.00-71.479117.86
402008.11.12 08:20buy170.1097.9597.080.00
412008.11.12 08:21sell stop180.1097.0897.950.00
422008.11.12 12:05s/l170.1097.0897.080.00-89.629028.24
432008.11.12 12:05sell180.1097.0897.950.00
442008.11.13 20:28close180.1096.3697.950.0074.299102.54
452008.11.13 20:28buy190.1096.3695.070.00
462008.11.13 20:29sell stop200.1095.0796.350.00
472008.11.14 22:59close at stop190.1097.0795.070.0073.199175.73