Report Result : EMA-RSI_R2_EA_Opt - Desynced Forex Repository

Strategy Tester Report

EMA-RSI_R2_EA_Opt

AlpariUK-Demo (Build 226)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
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; 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	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-647.02	Gross profit	1177.79	Gross loss	-1824.81
Profit factor	0.65	Expected payoff	-15.41
Absolute drawdown	653.62	Maximal drawdown	994.36 (9.62%)	Relative drawdown	9.62% (994.36)

Total trades	42	Short positions (won %)	23 (26.09%)	Long positions (won %)	19 (15.79%)
		Profit trades (% of total)	9 (21.43%)	Loss trades (% of total)	33 (78.57%)
Largest		profit trade	376.84	loss trade	-125.00
Average		profit trade	130.87	loss trade	-55.30
Maximum		consecutive wins (profit in money)	2 (29.54)	consecutive losses (loss in money)	9 (-401.46)
Maximal		consecutive profit (count of wins)	376.84 (1)	consecutive loss (count of losses)	-401.46 (9)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 04:00	buy	1	0.10	1.61377	0.00000	0.00000
2	2010.01.04 05:00	close	1	0.10	1.60863	0.00000	0.00000	-51.40	9948.60
3	2010.01.05 00:00	buy	2	0.10	1.61161	0.00000	0.00000
4	2010.01.05 09:00	close	2	0.10	1.60993	0.00000	0.00000	-16.80	9931.80
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	1.59981	0.00000	0.00000	-88.42	9843.38
7	2010.01.11 22:00	buy	4	0.10	1.61338	0.00000	0.00000
8	2010.01.12 02:00	close	4	0.10	1.60848	0.00000	0.00000	-49.01	9794.37
9	2010.01.13 00:00	buy	5	0.10	1.61955	0.00000	0.00000
10	2010.01.14 14:00	close	5	0.10	1.62573	0.00000	0.00000	61.77	9856.14
11	2010.01.15 04:00	buy	6	0.10	1.63407	0.00000	0.00000
12	2010.01.15 11:00	close	6	0.10	1.63054	0.00000	0.00000	-35.30	9820.84
13	2010.01.18 01:00	buy	7	0.10	1.63159	0.00000	0.00000
14	2010.01.18 02:00	close	7	0.10	1.62597	0.00000	0.00000	-56.20	9764.64
15	2010.01.19 15:00	buy	8	0.10	1.63695	0.00000	0.00000
16	2010.01.19 21:00	close	8	0.10	1.63613	0.00000	0.00000	-8.20	9756.44
17	2010.01.20 00:00	buy	9	0.10	1.63901	0.00000	0.00000
18	2010.01.20 03:00	close	9	0.10	1.63240	0.00000	0.00000	-66.10	9690.34
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	1.62501	0.00000	0.00000	-20.32	9670.02
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	1.61898	0.00000	0.00000	-79.50	9590.52
23	2010.01.26 11:00	sell	12	0.10	1.61371	0.00000	0.00000
24	2010.01.27 11:00	close	12	0.10	1.62139	0.00000	0.00000	-77.02	9513.50
25	2010.01.28 08:00	buy	13	0.10	1.62299	0.00000	0.00000
26	2010.01.28 16:00	close	13	0.10	1.62080	0.00000	0.00000	-21.90	9491.60
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	1.59905	0.00000	0.00000	-36.92	9454.68
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	1.56669	0.00000	0.00000	322.70	9777.38
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	1.56445	0.00000	0.00000	-47.60	9729.78
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	1.56658	0.00000	0.00000	13.84	9743.62
35	2010.02.17 05:00	buy	18	0.10	1.57963	0.00000	0.00000
36	2010.02.17 17:00	close	18	0.10	1.57235	0.00000	0.00000	-72.80	9670.82
37	2010.02.18 09:00	sell	19	0.10	1.56204	0.00000	0.00000
38	2010.02.19 21:00	close	19	0.10	1.54915	0.00000	0.00000	128.68	9799.50
39	2010.02.22 01:00	sell	20	0.10	1.54691	0.00000	0.00000
40	2010.02.22 09:00	close	20	0.10	1.54981	0.00000	0.00000	-29.00	9770.50
41	2010.02.23 02:00	sell	21	0.10	1.54865	0.00000	0.00000
42	2010.02.24 07:00	close	21	0.10	1.54894	0.00000	0.00000	-3.12	9767.38
43	2010.02.25 02:00	sell	22	0.10	1.53825	0.00000	0.00000
44	2010.03.02 19:00	close	22	0.10	1.50050	0.00000	0.00000	376.84	10144.22
45	2010.03.03 00:00	sell	23	0.10	1.49613	0.00000	0.00000
46	2010.03.03 01:00	close	23	0.10	1.50501	0.00000	0.00000	-88.80	10055.42
47	2010.03.04 02:00	sell	24	0.10	1.50810	0.00000	0.00000
48	2010.03.04 12:00	close	24	0.10	1.51092	0.00000	0.00000	-28.20	10027.22
49	2010.03.05 05:00	sell	25	0.10	1.50452	0.00000	0.00000
50	2010.03.05 14:00	close	25	0.10	1.50749	0.00000	0.00000	-29.70	9997.52
51	2010.03.10 08:00	sell	26	0.10	1.49480	0.00000	0.00000
52	2010.03.10 17:00	close	26	0.10	1.49982	0.00000	0.00000	-50.20	9947.32
53	2010.03.11 01:00	sell	27	0.10	1.49641	0.00000	0.00000
54	2010.03.11 03:00	close	27	0.10	1.49969	0.00000	0.00000	-32.80	9914.52
55	2010.03.12 06:00	sell	28	0.10	1.50599	0.00000	0.00000
56	2010.03.12 10:00	close	28	0.10	1.51421	0.00000	0.00000	-82.20	9832.32
57	2010.03.15 07:00	buy	29	0.10	1.51928	0.00000	0.00000
58	2010.03.15 10:00	close	29	0.10	1.51048	0.00000	0.00000	-88.00	9744.32
59	2010.03.17 04:00	buy	30	0.10	1.52562	0.00000	0.00000
60	2010.03.18 06:00	close	30	0.10	1.52861	0.00000	0.00000	29.87	9774.19
61	2010.03.19 03:00	buy	31	0.10	1.52765	0.00000	0.00000
62	2010.03.19 09:00	close	31	0.10	1.51680	0.00000	0.00000	-108.50	9665.69
63	2010.03.22 11:00	sell	32	0.10	1.49707	0.00000	0.00000
64	2010.03.22 16:00	close	32	0.10	1.50957	0.00000	0.00000	-125.00	9540.69
65	2010.03.23 00:00	sell	33	0.10	1.50983	0.00000	0.00000
66	2010.03.23 16:00	close	33	0.10	1.50890	0.00000	0.00000	9.30	9549.99
67	2010.03.24 11:00	sell	34	0.10	1.49777	0.00000	0.00000
68	2010.03.25 10:00	close	34	0.10	1.49568	0.00000	0.00000	20.24	9570.23
69	2010.03.26 06:00	sell	35	0.10	1.48833	0.00000	0.00000
70	2010.03.26 13:00	close	35	0.10	1.48965	0.00000	0.00000	-13.20	9557.03
71	2010.03.29 00:00	sell	36	0.10	1.49552	0.00000	0.00000
72	2010.03.29 10:00	close	36	0.10	1.50358	0.00000	0.00000	-80.60	9476.43
73	2010.03.30 06:00	buy	37	0.10	1.50266	0.00000	0.00000
74	2010.04.02 12:00	close	37	0.10	1.52412	0.00000	0.00000	214.55	9690.98
75	2010.04.05 01:00	buy	38	0.10	1.52947	0.00000	0.00000
76	2010.04.05 09:00	close	38	0.10	1.52322	0.00000	0.00000	-62.50	9628.48
77	2010.04.06 01:00	buy	39	0.10	1.53246	0.00000	0.00000
78	2010.04.06 03:00	close	39	0.10	1.52530	0.00000	0.00000	-71.60	9556.88
79	2010.04.12 10:00	buy	40	0.10	1.54637	0.00000	0.00000
80	2010.04.12 15:00	close	40	0.10	1.53817	0.00000	0.00000	-82.00	9474.88
81	2010.04.13 01:00	buy	41	0.10	1.54002	0.00000	0.00000
82	2010.04.13 09:00	close	41	0.10	1.53679	0.00000	0.00000	-32.30	9442.58
83	2010.04.15 00:00	buy	42	0.10	1.54947	0.00000	0.00000
84	2010.04.15 12:00	close	42	0.10	1.54051	0.00000	0.00000	-89.60	9352.98