Strategy Tester Report
5EMA

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Minute (M1) 2008.11.03 00:01 - 2008.11.21 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; tt=240; TrailingStopType=0; TrailingStop=0;
Bars in test20638Ticks modelled296441Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit625.93Gross profit1819.03Gross loss-1193.10
Profit factor1.52Expected payoff23.18
Absolute drawdown43.00Maximal drawdown669.49 (6.20%)Relative drawdown6.20% (669.49)
Total trades27Short positions (won %)14 (57.14%)Long positions (won %)13 (38.46%)
Profit trades (% of total)13 (48.15%)Loss trades (% of total)14 (51.85%)
Largestprofit trade471.90loss trade-176.00
Averageprofit trade139.93loss trade-85.22
Maximumconsecutive wins (profit in money)2 (597.91)consecutive losses (loss in money)3 (-402.00)
Maximalconsecutive profit (count of wins)597.91 (2)consecutive loss (count of losses)-402.00 (3)
Averageconsecutive wins2consecutive 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 09:22close10.101.57661.64020.0000455.3010455.30
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 01:10close30.101.59081.55970.0000142.6110597.91
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 12:52close50.101.59891.61170.0000-81.0010516.91
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 20:04close70.101.59481.57450.0000-41.0010475.91
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 08:15close90.101.58731.62050.000072.9010548.81
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 13:00close110.101.58211.57750.0000-52.0010496.81
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/l130.101.59971.59970.0000-176.0010320.81
282008.11.06 13:26buy140.101.59971.58230.0000
292008.11.06 17:16s/l140.101.58231.58230.0000-174.0010146.81
302008.11.06 17:16sell150.101.58221.59970.0000
312008.11.06 17:17buy stop160.101.59971.58230.0000
322008.11.07 04:52close150.101.56591.59970.0000162.3010309.11
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 19:12close170.101.56951.55300.000036.0010345.11
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 00:00close190.101.57621.58850.0000-67.7010277.41
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 07:28close210.101.57531.56360.0000-9.0010268.41
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 03:27close230.101.56721.58910.000080.3010348.71
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/l250.101.55681.55680.0000-104.0010244.71
532008.11.11 08:58sell260.101.55681.56720.0000
542008.11.12 07:28close260.101.54691.56720.000098.3010343.01
552008.11.12 07:28buy270.101.54691.53410.0000
562008.11.12 07:29sell stop280.101.53411.54690.0000
572008.11.12 10:03s/l270.101.53411.53410.0000-128.0010215.01
582008.11.12 10:03sell280.101.53411.54690.0000
592008.11.13 21:58close280.101.48671.54690.0000471.9010686.91
602008.11.13 21:58buy290.101.48671.45770.0000
612008.11.13 21:59sell stop300.101.45771.48650.0000
622008.11.17 23:43close290.101.49721.45770.0000106.2210793.13
632008.11.17 23:43delete300.101.45771.48650.0000
642008.11.17 23:43sell310.101.49721.50900.0000
652008.11.17 23:44buy stop320.101.50901.49720.0000
662008.11.18 08:57s/l310.101.50901.50900.0000-118.7010674.43
672008.11.18 08:57buy320.101.50901.49720.0000
682008.11.18 10:45s/l320.101.49721.49720.0000-118.0010556.43
692008.11.18 19:15sell330.101.49481.50980.0000
702008.11.18 19:16buy stop340.101.50981.49490.0000
712008.11.19 07:51close330.101.49891.50980.0000-41.7010514.73
722008.11.19 07:51delete340.101.50981.49490.0000
732008.11.19 07:51buy350.101.49891.48940.0000
742008.11.19 07:52sell stop360.101.48941.49880.0000
752008.11.19 19:29close350.101.50141.48940.000025.0010539.73
762008.11.19 19:29delete360.101.48941.49880.0000
772008.11.19 19:29sell370.101.50141.52430.0000
782008.11.19 19:30buy stop380.101.52431.50140.0000
792008.11.20 08:13close370.101.49841.52430.000027.9010567.63
802008.11.20 08:13delete380.101.52431.50140.0000
812008.11.20 08:13buy390.101.49841.49110.0000
822008.11.20 08:14sell stop400.101.49111.49830.0000
832008.11.20 08:53s/l390.101.49111.49110.0000-73.0010494.63
842008.11.20 08:53sell400.101.49111.49830.0000
852008.11.21 06:48close400.101.48431.49830.000067.3010561.93
862008.11.21 06:48buy410.101.48431.47060.0000
872008.11.21 06:49sell stop420.101.47061.48430.0000
882008.11.21 16:00close410.101.49161.47060.000073.0010634.93
892008.11.21 16:00delete420.101.47061.48430.0000
902008.11.21 16:00sell430.101.49161.50690.0000
912008.11.21 16:00buy stop440.101.50691.49160.0000
922008.11.21 22:59close at stop430.101.49251.50690.0000-9.0010625.93