Strategy Tester Report
AnyMA_RSI_R2_EA_Opt_wLog
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
ModelControl points (a very crude method, the results must not be considered)
ParametersExpert_Name=""----"; db="--- Debug file settings---"; Debug=false; Debug_Trade=false; Trade_Log="""; BTDebug_Trade=false; BT_Trade_Log="""; LotSize=0.1; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; MA_Type=0; 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; Use200EMA_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 test1953Ticks modelled24825Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit443.14Gross profit841.33Gross loss-398.19
Profit factor2.11Expected payoff19.27
Absolute drawdown246.91Maximal drawdown291.60 (2.90%)Relative drawdown2.90% (291.60)
Total trades23Short positions (won %)13 (53.85%)Long positions (won %)10 (30.00%)
Profit trades (% of total)10 (43.48%)Loss trades (% of total)13 (56.52%)
Largestprofit trade349.25loss trade-61.75
Averageprofit trade84.13loss trade-30.63
Maximumconsecutive wins (profit in money)2 (169.00)consecutive losses (loss in money)2 (-84.04)
Maximalconsecutive profit (count of wins)349.25 (1)consecutive loss (count of losses)-84.04 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 04:00buy10.101.611100.000000.00000
22010.01.04 05:00close10.101.608630.000000.00000-24.709975.30
32010.01.05 00:00buy20.101.608940.000000.00000
42010.01.05 09:00close20.101.609930.000000.000009.909985.20
52010.01.07 18:00sell30.101.590990.000000.00000
62010.01.08 09:00close30.101.597140.000000.00000-61.759923.45
72010.01.11 22:00buy40.101.610710.000000.00000
82010.01.12 02:00close40.101.608480.000000.00000-22.299901.16
92010.01.13 00:00buy50.101.616880.000000.00000
102010.01.14 14:00close50.101.625730.000000.0000088.539989.69
112010.01.15 04:00buy60.101.631400.000000.00000
122010.01.15 11:00close60.101.630540.000000.00000-8.609981.09
132010.01.18 01:00buy70.101.628920.000000.00000
142010.01.18 02:00close70.101.625970.000000.00000-29.509951.59
152010.01.19 15:00buy80.101.634280.000000.00000
162010.01.19 21:00close80.101.636130.000000.0000018.509970.09
172010.01.20 00:00buy90.101.636340.000000.00000
182010.01.20 03:00close90.101.632400.000000.00000-39.409930.69
192010.01.21 09:00sell100.101.623000.000000.00000
202010.01.22 08:00close100.101.622340.000000.000006.359937.04
212010.01.25 07:00sell110.101.611030.000000.00000
222010.01.25 10:00close110.101.616310.000000.00000-52.809884.24
232010.01.26 04:00sell120.101.623810.000000.00000
242010.01.26 08:00close120.101.623410.000000.000004.009888.24
252010.01.27 01:00sell130.101.614250.000000.00000
262010.01.27 11:00close130.101.618720.000000.00000-44.709843.54
272010.02.01 08:00sell140.101.595380.000000.00000
282010.02.02 00:00close140.101.596380.000000.00000-10.259833.29
292010.02.03 03:00sell150.101.599070.000000.00000
302010.02.08 17:00close150.101.564020.000000.00000349.2510182.54
312010.02.09 04:00sell160.101.559690.000000.00000
322010.02.09 06:00close160.101.561780.000000.00000-20.9010161.64
332010.02.10 04:00sell170.101.568030.000000.00000
342010.02.11 03:00close170.101.563910.000000.0000040.4510202.09
352010.02.16 15:00buy180.101.567610.000000.00000
362010.02.16 16:00close180.101.564120.000000.00000-34.9010167.19
372010.02.17 05:00buy190.101.576960.000000.00000
382010.02.17 17:00close190.101.572350.000000.00000-46.1010121.09
392010.02.18 09:00sell200.101.562040.000000.00000
402010.02.19 21:00close200.101.546480.000000.00000155.3510276.44
412010.02.22 01:00sell210.101.546910.000000.00000
422010.02.22 09:00close210.101.547140.000000.00000-2.3010274.14
432010.02.23 02:00sell220.101.548650.000000.00000
442010.02.24 07:00close220.101.546270.000000.0000023.5510297.69
452010.02.25 02:00sell230.101.538250.000000.00000
462010.02.26 22:56close at stop230.101.523680.000000.00000145.4510443.14