Strategy Tester Report
RSI_R2_EA_Opt
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Expert_Name=""----"; LotSize=0.1; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; ri="--RSI settings--"; RSI_Period=4; UseOptimizedSettings=false; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; u1="--RSI turnup/down confirmation--"; UseTurnUpDown=1; l1="--RSI 14 confirmation--"; UseRSI_Confirmation=1; RSI_ConfirmPeriod=14; BuyConfirmLevel=35; SellConfirmLevel=65; Use200SMA_Exit=1; ex1="--New Trade Exit Method--"; ex2=" 1. None"; ex3=" 2. RSI "; ex4=" 3. CCI "; ExitMethod=2; RSI_Exit_Period=14; RSI_BuyExitLevel=50; RSI_SellExitLevel=50; CCI_Exit_Period=50; CCI_BuyExitLevel=0; CCI_SellExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd="""; UseDelay=1; MaxTrades=1; ai="--HMA filter settings--"; a2=" Set switch to 1 to use filter"; UseFilter=1; HMA_Period=200; Separation=1; Filter_TimeFrame=0; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; tsp4="""; tsp5="""; tsp6="""; tsp7="""; tsp8="""; UseTrailingStop=false; TrailingStopType=8; ts2=""Settings"; TrailingStop=15; ts3=""Settings"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4=""Settings"; BreakEven=30; LockInPips=1; ts5=""Settings"; eTrailingStop=10; eTrailingStep=2; ts6=""Settings"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7=""Settings"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8=""Settings"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -94.43 | Gross profit | 160.50 | Gross loss | -254.93 |
| Profit factor | 0.63 | Expected payoff | -6.30 | ||
| Absolute drawdown | 119.24 | Maximal drawdown | 280.36 (2.76%) | Relative drawdown | 2.76% (280.36) |
| Total trades | 15 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
| Largest | profit trade | 76.49 | loss trade | -79.20 | |
| Average | profit trade | 20.06 | loss trade | -36.42 | |
| Maximum | consecutive wins (profit in money) | 2 (77.06) | consecutive losses (loss in money) | 3 (-65.87) | |
| Maximal | consecutive profit (count of wins) | 77.06 (2) | consecutive loss (count of losses) | -79.20 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 0.10 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 15:00 | close | 1 | 0.10 | 1.04795 | 0.00000 | 0.00000 | 76.49 | 10076.49 |
| 3 | 2009.12.03 01:00 | sell | 2 | 0.10 | 1.04918 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 11:00 | close | 2 | 0.10 | 1.04912 | 0.00000 | 0.00000 | 0.57 | 10077.06 |
| 5 | 2009.12.04 13:00 | sell | 3 | 0.10 | 1.05225 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.04 20:00 | close | 3 | 0.10 | 1.05715 | 0.00000 | 0.00000 | -46.35 | 10030.71 |
| 7 | 2009.12.07 09:00 | buy | 4 | 0.10 | 1.05505 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.07 15:00 | close | 4 | 0.10 | 1.05543 | 0.00000 | 0.00000 | 3.60 | 10034.31 |
| 9 | 2009.12.09 01:00 | buy | 5 | 0.10 | 1.06486 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.09 12:00 | close | 5 | 0.10 | 1.05987 | 0.00000 | 0.00000 | -47.08 | 9987.23 |
| 11 | 2009.12.10 03:00 | buy | 6 | 0.10 | 1.05508 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.10 08:00 | close | 6 | 0.10 | 1.05532 | 0.00000 | 0.00000 | 2.27 | 9989.50 |
| 13 | 2009.12.11 04:00 | sell | 7 | 0.10 | 1.05096 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.11 16:00 | close | 7 | 0.10 | 1.05269 | 0.00000 | 0.00000 | -16.43 | 9973.07 |
| 15 | 2009.12.14 08:00 | buy | 8 | 0.10 | 1.05832 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.14 18:00 | close | 8 | 0.10 | 1.05892 | 0.00000 | 0.00000 | 5.67 | 9978.74 |
| 17 | 2009.12.15 00:00 | buy | 9 | 0.10 | 1.05958 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.15 17:00 | close | 9 | 0.10 | 1.05977 | 0.00000 | 0.00000 | 1.79 | 9980.53 |
| 19 | 2009.12.16 05:00 | buy | 10 | 0.10 | 1.06123 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.16 10:00 | close | 10 | 0.10 | 1.05972 | 0.00000 | 0.00000 | -14.25 | 9966.28 |
| 21 | 2009.12.17 18:00 | buy | 11 | 0.10 | 1.07135 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.18 04:00 | close | 11 | 0.10 | 1.06684 | 0.00000 | 0.00000 | -42.34 | 9923.95 |
| 23 | 2009.12.21 00:00 | buy | 12 | 0.10 | 1.06780 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.21 04:00 | close | 12 | 0.10 | 1.06681 | 0.00000 | 0.00000 | -9.28 | 9914.67 |
| 25 | 2009.12.22 18:00 | sell | 13 | 0.10 | 1.05524 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.28 00:00 | close | 13 | 0.10 | 1.04805 | 0.00000 | 0.00000 | 68.37 | 9983.04 |
| 27 | 2009.12.29 05:00 | sell | 14 | 0.10 | 1.04356 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.29 21:00 | close | 14 | 0.10 | 1.04338 | 0.00000 | 0.00000 | 1.73 | 9984.77 |
| 29 | 2009.12.30 11:00 | sell | 15 | 0.10 | 1.04725 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.30 21:00 | close | 15 | 0.10 | 1.05561 | 0.00000 | 0.00000 | -79.20 | 9905.57 |