Strategy Tester Report
AnyMA_RSI_R2_EA_Opt
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Expert_Name=""----"; LotSize=0.3; 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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -430.98 | Gross profit | 504.42 | Gross loss | -935.40 |
| Profit factor | 0.54 | Expected payoff | -30.78 | ||
| Absolute drawdown | 480.48 | Maximal drawdown | 750.48 (7.31%) | Relative drawdown | 7.31% (750.48) |
| Total trades | 14 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 5 (35.71%) | Loss trades (% of total) | 9 (64.29%) | ||
| Largest | profit trade | 155.16 | loss trade | -224.40 | |
| Average | profit trade | 100.88 | loss trade | -103.93 | |
| Maximum | consecutive wins (profit in money) | 2 (223.56) | consecutive losses (loss in money) | 4 (-339.00) | |
| Maximal | consecutive profit (count of wins) | 223.56 (2) | consecutive loss (count of losses) | -339.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 05:00 | buy | 1 | 0.30 | 1.36137 | 0.00000 | 0.00000 | ||
| 2 | 2010.03.01 08:00 | close | 1 | 0.30 | 1.35970 | 0.00000 | 0.00000 | -50.10 | 9949.90 |
| 3 | 2010.03.03 10:00 | buy | 2 | 0.30 | 1.36290 | 0.00000 | 0.00000 | ||
| 4 | 2010.03.04 08:00 | close | 2 | 0.30 | 1.36539 | 0.00000 | 0.00000 | 74.07 | 10023.97 |
| 5 | 2010.03.08 14:00 | buy | 3 | 0.30 | 1.36690 | 0.00000 | 0.00000 | ||
| 6 | 2010.03.08 18:00 | close | 3 | 0.30 | 1.36121 | 0.00000 | 0.00000 | -170.70 | 9853.27 |
| 7 | 2010.03.09 02:00 | buy | 4 | 0.30 | 1.36243 | 0.00000 | 0.00000 | ||
| 8 | 2010.03.09 10:00 | close | 4 | 0.30 | 1.35960 | 0.00000 | 0.00000 | -84.90 | 9768.37 |
| 9 | 2010.03.10 02:00 | sell | 5 | 0.30 | 1.35957 | 0.00000 | 0.00000 | ||
| 10 | 2010.03.10 13:00 | close | 5 | 0.30 | 1.36169 | 0.00000 | 0.00000 | -63.60 | 9704.77 |
| 11 | 2010.03.11 06:00 | buy | 6 | 0.30 | 1.36426 | 0.00000 | 0.00000 | ||
| 12 | 2010.03.11 16:00 | close | 6 | 0.30 | 1.36360 | 0.00000 | 0.00000 | -19.80 | 9684.97 |
| 13 | 2010.03.12 04:00 | buy | 7 | 0.30 | 1.36818 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.15 05:00 | close | 7 | 0.30 | 1.37328 | 0.00000 | 0.00000 | 152.79 | 9837.76 |
| 15 | 2010.03.16 01:00 | buy | 8 | 0.30 | 1.36755 | 0.00000 | 0.00000 | ||
| 16 | 2010.03.16 07:00 | close | 8 | 0.30 | 1.36935 | 0.00000 | 0.00000 | 54.00 | 9891.76 |
| 17 | 2010.03.17 03:00 | buy | 9 | 0.30 | 1.37698 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.17 14:00 | close | 9 | 0.30 | 1.37571 | 0.00000 | 0.00000 | -38.10 | 9853.66 |
| 19 | 2010.03.18 00:00 | buy | 10 | 0.30 | 1.37380 | 0.00000 | 0.00000 | ||
| 20 | 2010.03.18 07:00 | close | 10 | 0.30 | 1.36730 | 0.00000 | 0.00000 | -195.00 | 9658.66 |
| 21 | 2010.03.19 03:00 | sell | 11 | 0.30 | 1.36158 | 0.00000 | 0.00000 | ||
| 22 | 2010.03.22 18:00 | close | 11 | 0.30 | 1.35640 | 0.00000 | 0.00000 | 155.16 | 9813.82 |
| 23 | 2010.03.23 00:00 | sell | 12 | 0.30 | 1.35581 | 0.00000 | 0.00000 | ||
| 24 | 2010.03.23 16:00 | close | 12 | 0.30 | 1.35353 | 0.00000 | 0.00000 | 68.40 | 9882.22 |
| 25 | 2010.03.25 03:00 | sell | 13 | 0.30 | 1.33337 | 0.00000 | 0.00000 | ||
| 26 | 2010.03.25 12:00 | close | 13 | 0.30 | 1.33633 | 0.00000 | 0.00000 | -88.80 | 9793.42 |
| 27 | 2010.03.26 08:00 | sell | 14 | 0.30 | 1.33359 | 0.00000 | 0.00000 | ||
| 28 | 2010.03.26 21:59 | close at stop | 14 | 0.30 | 1.34107 | 0.00000 | 0.00000 | -224.40 | 9569.02 |