Strategy Tester Report
5EMA

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Minute (M1) 2008.11.03 00:01 - 2008.11.14 22:58 (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 test14193Ticks modelled210264Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit549.47Gross profit1511.58Gross loss-962.11
Profit factor1.57Expected payoff30.53
Absolute drawdown43.00Maximal drawdown671.29 (6.22%)Relative drawdown6.22% (671.29)
Total trades18Short positions (won %)9 (66.67%)Long positions (won %)9 (22.22%)
Profit trades (% of total)8 (44.44%)Loss trades (% of total)10 (55.56%)
Largestprofit trade469.23loss trade-176.00
Averageprofit trade188.95loss trade-96.21
Maximumconsecutive wins (profit in money)2 (597.89)consecutive losses (loss in money)3 (-402.00)
Maximalconsecutive profit (count of wins)597.89 (2)consecutive loss (count of losses)-402.00 (3)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.11.03 09:48sell10.101.62221.64020.0000
22008.11.03 09:49buy stop20.101.64021.62240.0000
32008.11.04 09:22close10.101.57661.64020.0000454.4110454.41
42008.11.04 09:22delete20.101.64021.62240.0000
52008.11.04 09:22buy30.101.57661.55970.0000
62008.11.04 09:23sell stop40.101.55971.57650.0000
72008.11.05 01:10close30.101.59081.55970.0000143.4810597.89
82008.11.05 01:10delete40.101.55971.57650.0000
92008.11.05 01:10sell50.101.59081.61170.0000
102008.11.05 01:11buy stop60.101.61171.59090.0000
112008.11.05 12:52close50.101.59891.61170.0000-81.0010516.89
122008.11.05 12:52delete60.101.61171.59090.0000
132008.11.05 12:52buy70.101.59891.57450.0000
142008.11.05 12:53sell stop80.101.57451.59880.0000
152008.11.05 20:04close70.101.59481.57450.0000-41.0010475.89
162008.11.05 20:04delete80.101.57451.59880.0000
172008.11.05 20:04sell90.101.59481.62050.0000
182008.11.05 20:05buy stop100.101.62051.59480.0000
192008.11.06 08:15close90.101.58731.62050.000070.2310546.12
202008.11.06 08:15delete100.101.62051.59480.0000
212008.11.06 08:15buy110.101.58731.57750.0000
222008.11.06 08:16sell stop120.101.57751.58720.0000
232008.11.06 13:00close110.101.58211.57750.0000-52.0010494.12
242008.11.06 13:00delete120.101.57751.58720.0000
252008.11.06 13:00sell130.101.58211.59970.0000
262008.11.06 13:01buy stop140.101.59971.58230.0000
272008.11.06 13:26s/l130.101.59971.59970.0000-176.0010318.12
282008.11.06 13:26buy140.101.59971.58230.0000
292008.11.06 17:16s/l140.101.58231.58230.0000-174.0010144.12
302008.11.06 17:16sell150.101.58221.59970.0000
312008.11.06 17:17buy stop160.101.59971.58230.0000
322008.11.07 04:52close150.101.56591.59970.0000161.4110305.53
332008.11.07 04:52delete160.101.59971.58230.0000
342008.11.07 04:52buy170.101.56591.55300.0000
352008.11.07 04:53sell stop180.101.55301.56590.0000
362008.11.07 19:12close170.101.56951.55300.000036.0010341.53
372008.11.07 19:12delete180.101.55301.56590.0000
382008.11.07 19:12sell190.101.56951.58850.0000
392008.11.07 19:13buy stop200.101.58851.56960.0000
402008.11.10 00:00close190.101.57621.58850.0000-68.5910272.94
412008.11.10 00:00delete200.101.58851.56960.0000
422008.11.10 00:00buy210.101.57621.56360.0000
432008.11.10 00:01sell stop220.101.56361.57230.0000
442008.11.10 07:28close210.101.57531.56360.0000-9.0010263.94
452008.11.10 07:28delete220.101.56361.57230.0000
462008.11.10 07:28sell230.101.57531.58910.0000
472008.11.10 07:29buy stop240.101.58911.57540.0000
482008.11.11 03:27close230.101.56721.58910.000079.4110343.35
492008.11.11 03:27delete240.101.58911.57540.0000
502008.11.11 03:27buy250.101.56721.55680.0000
512008.11.11 03:28sell stop260.101.55681.56720.0000
522008.11.11 08:58s/l250.101.55681.55680.0000-104.0010239.35
532008.11.11 08:58sell260.101.55681.56720.0000
542008.11.12 07:28close260.101.54691.56720.000097.4110336.76
552008.11.12 07:28buy270.101.54691.53410.0000
562008.11.12 07:29sell stop280.101.53411.54690.0000
572008.11.12 10:03s/l270.101.53411.53410.0000-128.0010208.76
582008.11.12 10:03sell280.101.53411.54690.0000
592008.11.13 21:58close280.101.48671.54690.0000469.2310677.99
602008.11.13 21:58buy290.101.48671.45770.0000
612008.11.13 21:59sell stop300.101.45771.48650.0000
622008.11.14 22:58close at stop290.101.47371.45770.0000-128.5210549.47