Strategy Tester Report
AnyMA_RSI_R2_EA_Opt_wLog
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Expert_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 test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 443.14 | Gross profit | 841.33 | Gross loss | -398.19 |
Profit factor | 2.11 | Expected payoff | 19.27 | ||
Absolute drawdown | 246.91 | Maximal drawdown | 291.60 (2.90%) | Relative drawdown | 2.90% (291.60) |
Total trades | 23 | Short 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%) | ||
Largest | profit trade | 349.25 | loss trade | -61.75 | |
Average | profit trade | 84.13 | loss trade | -30.63 | |
Maximum | consecutive wins (profit in money) | 2 (169.00) | consecutive losses (loss in money) | 2 (-84.04) | |
Maximal | consecutive profit (count of wins) | 349.25 (1) | consecutive loss (count of losses) | -84.04 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 04:00 | buy | 1 | 0.10 | 1.61110 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 05:00 | close | 1 | 0.10 | 1.60863 | 0.00000 | 0.00000 | -24.70 | 9975.30 |
3 | 2010.01.05 00:00 | buy | 2 | 0.10 | 1.60894 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 09:00 | close | 2 | 0.10 | 1.60993 | 0.00000 | 0.00000 | 9.90 | 9985.20 |
5 | 2010.01.07 18:00 | sell | 3 | 0.10 | 1.59099 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 09:00 | close | 3 | 0.10 | 1.59714 | 0.00000 | 0.00000 | -61.75 | 9923.45 |
7 | 2010.01.11 22:00 | buy | 4 | 0.10 | 1.61071 | 0.00000 | 0.00000 | ||
8 | 2010.01.12 02:00 | close | 4 | 0.10 | 1.60848 | 0.00000 | 0.00000 | -22.29 | 9901.16 |
9 | 2010.01.13 00:00 | buy | 5 | 0.10 | 1.61688 | 0.00000 | 0.00000 | ||
10 | 2010.01.14 14:00 | close | 5 | 0.10 | 1.62573 | 0.00000 | 0.00000 | 88.53 | 9989.69 |
11 | 2010.01.15 04:00 | buy | 6 | 0.10 | 1.63140 | 0.00000 | 0.00000 | ||
12 | 2010.01.15 11:00 | close | 6 | 0.10 | 1.63054 | 0.00000 | 0.00000 | -8.60 | 9981.09 |
13 | 2010.01.18 01:00 | buy | 7 | 0.10 | 1.62892 | 0.00000 | 0.00000 | ||
14 | 2010.01.18 02:00 | close | 7 | 0.10 | 1.62597 | 0.00000 | 0.00000 | -29.50 | 9951.59 |
15 | 2010.01.19 15:00 | buy | 8 | 0.10 | 1.63428 | 0.00000 | 0.00000 | ||
16 | 2010.01.19 21:00 | close | 8 | 0.10 | 1.63613 | 0.00000 | 0.00000 | 18.50 | 9970.09 |
17 | 2010.01.20 00:00 | buy | 9 | 0.10 | 1.63634 | 0.00000 | 0.00000 | ||
18 | 2010.01.20 03:00 | close | 9 | 0.10 | 1.63240 | 0.00000 | 0.00000 | -39.40 | 9930.69 |
19 | 2010.01.21 09:00 | sell | 10 | 0.10 | 1.62300 | 0.00000 | 0.00000 | ||
20 | 2010.01.22 08:00 | close | 10 | 0.10 | 1.62234 | 0.00000 | 0.00000 | 6.35 | 9937.04 |
21 | 2010.01.25 07:00 | sell | 11 | 0.10 | 1.61103 | 0.00000 | 0.00000 | ||
22 | 2010.01.25 10:00 | close | 11 | 0.10 | 1.61631 | 0.00000 | 0.00000 | -52.80 | 9884.24 |
23 | 2010.01.26 04:00 | sell | 12 | 0.10 | 1.62381 | 0.00000 | 0.00000 | ||
24 | 2010.01.26 08:00 | close | 12 | 0.10 | 1.62341 | 0.00000 | 0.00000 | 4.00 | 9888.24 |
25 | 2010.01.27 01:00 | sell | 13 | 0.10 | 1.61425 | 0.00000 | 0.00000 | ||
26 | 2010.01.27 11:00 | close | 13 | 0.10 | 1.61872 | 0.00000 | 0.00000 | -44.70 | 9843.54 |
27 | 2010.02.01 08:00 | sell | 14 | 0.10 | 1.59538 | 0.00000 | 0.00000 | ||
28 | 2010.02.02 00:00 | close | 14 | 0.10 | 1.59638 | 0.00000 | 0.00000 | -10.25 | 9833.29 |
29 | 2010.02.03 03:00 | sell | 15 | 0.10 | 1.59907 | 0.00000 | 0.00000 | ||
30 | 2010.02.08 17:00 | close | 15 | 0.10 | 1.56402 | 0.00000 | 0.00000 | 349.25 | 10182.54 |
31 | 2010.02.09 04:00 | sell | 16 | 0.10 | 1.55969 | 0.00000 | 0.00000 | ||
32 | 2010.02.09 06:00 | close | 16 | 0.10 | 1.56178 | 0.00000 | 0.00000 | -20.90 | 10161.64 |
33 | 2010.02.10 04:00 | sell | 17 | 0.10 | 1.56803 | 0.00000 | 0.00000 | ||
34 | 2010.02.11 03:00 | close | 17 | 0.10 | 1.56391 | 0.00000 | 0.00000 | 40.45 | 10202.09 |
35 | 2010.02.16 15:00 | buy | 18 | 0.10 | 1.56761 | 0.00000 | 0.00000 | ||
36 | 2010.02.16 16:00 | close | 18 | 0.10 | 1.56412 | 0.00000 | 0.00000 | -34.90 | 10167.19 |
37 | 2010.02.17 05:00 | buy | 19 | 0.10 | 1.57696 | 0.00000 | 0.00000 | ||
38 | 2010.02.17 17:00 | close | 19 | 0.10 | 1.57235 | 0.00000 | 0.00000 | -46.10 | 10121.09 |
39 | 2010.02.18 09:00 | sell | 20 | 0.10 | 1.56204 | 0.00000 | 0.00000 | ||
40 | 2010.02.19 21:00 | close | 20 | 0.10 | 1.54648 | 0.00000 | 0.00000 | 155.35 | 10276.44 |
41 | 2010.02.22 01:00 | sell | 21 | 0.10 | 1.54691 | 0.00000 | 0.00000 | ||
42 | 2010.02.22 09:00 | close | 21 | 0.10 | 1.54714 | 0.00000 | 0.00000 | -2.30 | 10274.14 |
43 | 2010.02.23 02:00 | sell | 22 | 0.10 | 1.54865 | 0.00000 | 0.00000 | ||
44 | 2010.02.24 07:00 | close | 22 | 0.10 | 1.54627 | 0.00000 | 0.00000 | 23.55 | 10297.69 |
45 | 2010.02.25 02:00 | sell | 23 | 0.10 | 1.53825 | 0.00000 | 0.00000 | ||
46 | 2010.02.26 22:56 | close at stop | 23 | 0.10 | 1.52368 | 0.00000 | 0.00000 | 145.45 | 10443.14 |