Strategy Tester Report
RSI_R2_EA_Opt
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
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 | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 72.41 | Gross profit | 542.41 | Gross loss | -470.00 |
Profit factor | 1.15 | Expected payoff | 2.68 | ||
Absolute drawdown | 45.44 | Maximal drawdown | 257.74 (2.52%) | Relative drawdown | 2.52% (257.74) |
Total trades | 27 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 16 (50.00%) |
Profit trades (% of total) | 9 (33.33%) | Loss trades (% of total) | 18 (66.67%) | ||
Largest | profit trade | 198.00 | loss trade | -81.90 | |
Average | profit trade | 60.27 | loss trade | -26.11 | |
Maximum | consecutive wins (profit in money) | 2 (201.50) | consecutive losses (loss in money) | 4 (-151.10) | |
Maximal | consecutive profit (count of wins) | 201.50 (2) | consecutive loss (count of losses) | -151.10 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 05:00 | buy | 1 | 0.10 | 1.42492 | 0.00000 | 0.00000 | ||
2 | 2009.08.05 08:00 | close | 1 | 0.10 | 1.43833 | 0.00000 | 0.00000 | 134.00 | 10134.00 |
3 | 2009.08.06 00:00 | buy | 2 | 0.10 | 1.44134 | 0.00000 | 0.00000 | ||
4 | 2009.08.06 05:00 | close | 2 | 0.10 | 1.43945 | 0.00000 | 0.00000 | -18.90 | 10115.10 |
5 | 2009.08.10 06:00 | sell | 3 | 0.10 | 1.42014 | 0.00000 | 0.00000 | ||
6 | 2009.08.11 09:00 | close | 3 | 0.10 | 1.41656 | 0.00000 | 0.00000 | 35.71 | 10150.81 |
7 | 2009.08.12 02:00 | sell | 4 | 0.10 | 1.41505 | 0.00000 | 0.00000 | ||
8 | 2009.08.12 03:00 | close | 4 | 0.10 | 1.41582 | 0.00000 | 0.00000 | -7.70 | 10143.11 |
9 | 2009.08.13 06:00 | sell | 5 | 0.10 | 1.42200 | 0.00000 | 0.00000 | ||
10 | 2009.08.13 15:00 | close | 5 | 0.10 | 1.43019 | 0.00000 | 0.00000 | -81.90 | 10061.21 |
11 | 2009.08.14 00:00 | sell | 6 | 0.10 | 1.42776 | 0.00000 | 0.00000 | ||
12 | 2009.08.14 03:00 | close | 6 | 0.10 | 1.42920 | 0.00000 | 0.00000 | -14.40 | 10046.81 |
13 | 2009.08.21 08:00 | buy | 7 | 0.10 | 1.42314 | 0.00000 | 0.00000 | ||
14 | 2009.08.24 09:00 | close | 7 | 0.10 | 1.42949 | 0.00000 | 0.00000 | 63.45 | 10110.26 |
15 | 2009.08.25 02:00 | buy | 8 | 0.10 | 1.42920 | 0.00000 | 0.00000 | ||
16 | 2009.08.25 08:00 | close | 8 | 0.10 | 1.42881 | 0.00000 | 0.00000 | -3.90 | 10106.36 |
17 | 2009.08.26 00:00 | buy | 9 | 0.10 | 1.42982 | 0.00000 | 0.00000 | ||
18 | 2009.08.26 06:00 | close | 9 | 0.10 | 1.43007 | 0.00000 | 0.00000 | 2.50 | 10108.86 |
19 | 2009.08.27 01:00 | buy | 10 | 0.10 | 1.42460 | 0.00000 | 0.00000 | ||
20 | 2009.08.27 13:00 | close | 10 | 0.10 | 1.42548 | 0.00000 | 0.00000 | 8.80 | 10117.66 |
21 | 2009.09.01 14:00 | buy | 11 | 0.10 | 1.43105 | 0.00000 | 0.00000 | ||
22 | 2009.09.01 18:00 | close | 11 | 0.10 | 1.42338 | 0.00000 | 0.00000 | -76.70 | 10040.96 |
23 | 2009.09.02 10:00 | sell | 12 | 0.10 | 1.42128 | 0.00000 | 0.00000 | ||
24 | 2009.09.02 17:00 | close | 12 | 0.10 | 1.42381 | 0.00000 | 0.00000 | -25.30 | 10015.66 |
25 | 2009.09.03 03:00 | sell | 13 | 0.10 | 1.42607 | 0.00000 | 0.00000 | ||
26 | 2009.09.03 09:00 | close | 13 | 0.10 | 1.43041 | 0.00000 | 0.00000 | -43.40 | 9972.26 |
27 | 2009.09.04 10:00 | sell | 14 | 0.10 | 1.42714 | 0.00000 | 0.00000 | ||
28 | 2009.09.04 18:00 | close | 14 | 0.10 | 1.42771 | 0.00000 | 0.00000 | -5.70 | 9966.56 |
29 | 2009.09.08 03:00 | buy | 15 | 0.10 | 1.43396 | 0.00000 | 0.00000 | ||
30 | 2009.09.10 12:00 | close | 15 | 0.10 | 1.45378 | 0.00000 | 0.00000 | 198.00 | 10164.56 |
31 | 2009.09.11 01:00 | buy | 16 | 0.10 | 1.45813 | 0.00000 | 0.00000 | ||
32 | 2009.09.11 18:00 | close | 16 | 0.10 | 1.45848 | 0.00000 | 0.00000 | 3.50 | 10168.06 |
33 | 2009.09.14 01:00 | buy | 17 | 0.10 | 1.45823 | 0.00000 | 0.00000 | ||
34 | 2009.09.14 15:00 | close | 17 | 0.10 | 1.45617 | 0.00000 | 0.00000 | -20.60 | 10147.46 |
35 | 2009.09.15 06:00 | buy | 18 | 0.10 | 1.46211 | 0.00000 | 0.00000 | ||
36 | 2009.09.15 10:00 | close | 18 | 0.10 | 1.45997 | 0.00000 | 0.00000 | -21.40 | 10126.06 |
37 | 2009.09.16 06:00 | buy | 19 | 0.10 | 1.46809 | 0.00000 | 0.00000 | ||
38 | 2009.09.16 16:00 | close | 19 | 0.10 | 1.46613 | 0.00000 | 0.00000 | -19.60 | 10106.46 |
39 | 2009.09.17 02:00 | buy | 20 | 0.10 | 1.47081 | 0.00000 | 0.00000 | ||
40 | 2009.09.17 14:00 | close | 20 | 0.10 | 1.47103 | 0.00000 | 0.00000 | 2.20 | 10108.66 |
41 | 2009.09.18 05:00 | buy | 21 | 0.10 | 1.47024 | 0.00000 | 0.00000 | ||
42 | 2009.09.18 09:00 | close | 21 | 0.10 | 1.46978 | 0.00000 | 0.00000 | -4.60 | 10104.06 |
43 | 2009.09.21 00:00 | buy | 22 | 0.10 | 1.46930 | 0.00000 | 0.00000 | ||
44 | 2009.09.21 15:00 | close | 22 | 0.10 | 1.46262 | 0.00000 | 0.00000 | -66.80 | 10037.26 |
45 | 2009.09.22 01:00 | buy | 23 | 0.10 | 1.46844 | 0.00000 | 0.00000 | ||
46 | 2009.09.23 12:00 | close | 23 | 0.10 | 1.47787 | 0.00000 | 0.00000 | 94.25 | 10131.51 |
47 | 2009.09.25 09:00 | sell | 24 | 0.10 | 1.46877 | 0.00000 | 0.00000 | ||
48 | 2009.09.25 12:00 | close | 24 | 0.10 | 1.46918 | 0.00000 | 0.00000 | -4.10 | 10127.41 |
49 | 2009.09.28 13:00 | sell | 25 | 0.10 | 1.46288 | 0.00000 | 0.00000 | ||
50 | 2009.09.28 16:00 | close | 25 | 0.10 | 1.46521 | 0.00000 | 0.00000 | -23.30 | 10104.11 |
51 | 2009.09.29 00:00 | sell | 26 | 0.10 | 1.46129 | 0.00000 | 0.00000 | ||
52 | 2009.09.29 07:00 | close | 26 | 0.10 | 1.46340 | 0.00000 | 0.00000 | -21.10 | 10083.01 |
53 | 2009.09.30 00:00 | sell | 27 | 0.10 | 1.45834 | 0.00000 | 0.00000 | ||
54 | 2009.09.30 02:00 | close | 27 | 0.10 | 1.45940 | 0.00000 | 0.00000 | -10.60 | 10072.41 |