Strategy Tester Report
AnyMA_RSI_R2_EA_Opt
AlpariUK-Demo (Build 226)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
ModelControl points (a very crude method, the results must not be considered)
ParametersExpert_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 test2762Ticks modelled44844Modelling qualityn/a
Mismatched charts errors9
Initial deposit10000.00
Total net profit-2780.13Gross profit3318.30Gross loss-6098.43
Profit factor0.54Expected payoff-63.18
Absolute drawdown2799.93Maximal drawdown3651.81 (33.65%)Relative drawdown33.65% (3651.81)
Total trades44Short positions (won %)23 (26.09%)Long positions (won %)21 (14.29%)
Profit trades (% of total)9 (20.45%)Loss trades (% of total)35 (79.55%)
Largestprofit trade1130.52loss trade-514.20
Averageprofit trade368.70loss trade-174.24
Maximumconsecutive wins (profit in money)2 (88.62)consecutive losses (loss in money)9 (-1189.92)
Maximalconsecutive profit (count of wins)1130.52 (1)consecutive loss (count of losses)-1369.50 (8)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 04:00buy10.301.613770.000000.00000
22010.01.04 05:00close10.301.608630.000000.00000-154.209845.80
32010.01.05 00:00buy20.301.611610.000000.00000
42010.01.05 09:00close20.301.609930.000000.00000-50.409795.40
52010.01.07 18:00sell30.301.590990.000000.00000
62010.01.08 09:00close30.301.599810.000000.00000-265.269530.14
72010.01.11 22:00buy40.301.613380.000000.00000
82010.01.12 02:00close40.301.608480.000000.00000-147.039383.11
92010.01.13 00:00buy50.301.619550.000000.00000
102010.01.14 14:00close50.301.625730.000000.00000185.319568.42
112010.01.15 04:00buy60.301.634070.000000.00000
122010.01.15 11:00close60.301.630540.000000.00000-105.909462.52
132010.01.18 01:00buy70.301.631590.000000.00000
142010.01.18 02:00close70.301.625970.000000.00000-168.609293.92
152010.01.19 15:00buy80.301.636950.000000.00000
162010.01.19 21:00close80.301.636130.000000.00000-24.609269.32
172010.01.20 00:00buy90.301.639010.000000.00000
182010.01.20 03:00close90.301.632400.000000.00000-198.309071.02
192010.01.21 09:00sell100.301.623000.000000.00000
202010.01.22 08:00close100.301.625010.000000.00000-60.969010.06
212010.01.25 07:00sell110.301.611030.000000.00000
222010.01.25 10:00close110.301.618980.000000.00000-238.508771.56
232010.01.26 04:00sell120.301.623810.000000.00000
242010.01.26 08:00close120.301.626080.000000.00000-68.108703.46
252010.01.27 01:00sell130.301.614250.000000.00000
262010.01.27 11:00close130.301.621390.000000.00000-214.208489.26
272010.02.01 08:00sell140.301.595380.000000.00000
282010.02.02 00:00close140.301.599050.000000.00000-110.768378.50
292010.02.03 03:00sell150.301.599070.000000.00000
302010.02.08 17:00close150.301.566690.000000.00000968.109346.60
312010.02.09 04:00sell160.301.559690.000000.00000
322010.02.09 06:00close160.301.564450.000000.00000-142.809203.80
332010.02.10 04:00sell170.301.568030.000000.00000
342010.02.11 03:00close170.301.566580.000000.0000041.529245.32
352010.02.16 15:00buy180.301.570280.000000.00000
362010.02.16 16:00close180.301.564120.000000.00000-184.809060.52
372010.02.17 05:00buy190.301.579630.000000.00000
382010.02.17 17:00close190.301.572350.000000.00000-218.408842.12
392010.02.18 09:00sell200.301.562040.000000.00000
402010.02.19 21:00close200.301.549150.000000.00000386.049228.16
412010.02.22 01:00sell210.301.546910.000000.00000
422010.02.22 09:00close210.301.549810.000000.00000-87.009141.16
432010.02.23 02:00sell220.301.548650.000000.00000
442010.02.24 07:00close220.301.548940.000000.00000-9.369131.80
452010.02.25 02:00sell230.301.538250.000000.00000
462010.03.02 19:00close230.301.500500.000000.000001130.5210262.32
472010.03.03 00:00sell240.301.496130.000000.00000
482010.03.03 01:00close240.301.505010.000000.00000-266.409995.92
492010.03.04 02:00sell250.301.508100.000000.00000
502010.03.04 12:00close250.301.510920.000000.00000-84.609911.32
512010.03.05 05:00sell260.301.504520.000000.00000
522010.03.05 14:00close260.301.507490.000000.00000-89.109822.22
532010.03.08 14:00buy270.301.517360.000000.00000
542010.03.08 17:00close270.301.506940.000000.00000-312.609509.62
552010.03.10 08:00sell280.301.494800.000000.00000
562010.03.10 17:00close280.301.499820.000000.00000-150.609359.02
572010.03.11 01:00sell290.301.496410.000000.00000
582010.03.11 03:00close290.301.499690.000000.00000-98.409260.62
592010.03.15 07:00buy300.301.519280.000000.00000
602010.03.15 10:00close300.301.510480.000000.00000-264.008996.62
612010.03.16 05:00buy310.301.508570.000000.00000
622010.03.16 07:00close310.301.505110.000000.00000-103.808892.82
632010.03.17 04:00buy320.301.525620.000000.00000
642010.03.18 06:00close320.301.528610.000000.0000089.618982.43
652010.03.19 03:00buy330.301.527650.000000.00000
662010.03.19 15:00close330.301.510510.000000.00000-514.208468.23
672010.03.22 11:00sell340.301.497070.000000.00000
682010.03.22 16:00close340.301.509570.000000.00000-375.008093.23
692010.03.23 00:00sell350.301.509830.000000.00000
702010.03.23 16:00close350.301.508900.000000.0000027.908121.13
712010.03.24 11:00sell360.301.497770.000000.00000
722010.03.25 10:00close360.301.495680.000000.0000060.728181.85
732010.03.26 06:00sell370.301.488330.000000.00000
742010.03.26 13:00close370.301.489650.000000.00000-39.608142.25
752010.03.29 00:00sell380.301.495520.000000.00000
762010.03.30 08:00close380.301.506730.000000.00000-336.967805.29
772010.03.31 00:00buy390.301.509830.000000.00000
782010.04.02 12:00close390.301.524120.000000.00000428.588233.87
792010.04.05 01:00buy400.301.529470.000000.00000
802010.04.05 09:00close400.301.523220.000000.00000-187.508046.37
812010.04.06 01:00buy410.301.532460.000000.00000
822010.04.06 03:00close410.301.525300.000000.00000-214.807831.57
832010.04.12 10:00buy420.301.546370.000000.00000
842010.04.12 15:00close420.301.538170.000000.00000-246.007585.57
852010.04.13 01:00buy430.301.540020.000000.00000
862010.04.13 09:00close430.301.536790.000000.00000-96.907488.67
872010.04.15 00:00buy440.301.549470.000000.00000
882010.04.15 12:00close440.301.540510.000000.00000-268.807219.87