Strategy Tester Report
AnyMA_RSI_R2_EA_Opt
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -656.76 | Gross profit | 573.18 | Gross loss | -1229.94 |
| Profit factor | 0.47 | Expected payoff | -41.05 | ||
| Absolute drawdown | 1140.72 | Maximal drawdown | 1295.52 (12.76%) | Relative drawdown | 12.76% (1295.52) |
| Total trades | 16 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 7 (0.00%) |
| Profit trades (% of total) | 5 (31.25%) | Loss trades (% of total) | 11 (68.75%) | ||
| Largest | profit trade | 353.46 | loss trade | -267.00 | |
| Average | profit trade | 114.64 | loss trade | -111.81 | |
| Maximum | consecutive wins (profit in money) | 2 (382.26) | consecutive losses (loss in money) | 6 (-710.04) | |
| Maximal | consecutive profit (count of wins) | 382.26 (2) | consecutive loss (count of losses) | -710.04 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 01:00 | buy | 1 | 0.30 | 1.35096 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 09:00 | close | 1 | 0.30 | 1.34797 | 0.00000 | 0.00000 | -89.70 | 9910.30 |
| 3 | 2010.04.02 08:00 | buy | 2 | 0.30 | 1.35711 | 0.00000 | 0.00000 | ||
| 4 | 2010.04.02 12:00 | close | 2 | 0.30 | 1.35461 | 0.00000 | 0.00000 | -75.00 | 9835.30 |
| 5 | 2010.04.05 03:00 | buy | 3 | 0.30 | 1.35279 | 0.00000 | 0.00000 | ||
| 6 | 2010.04.05 07:00 | close | 3 | 0.30 | 1.35071 | 0.00000 | 0.00000 | -62.40 | 9772.90 |
| 7 | 2010.04.06 23:00 | sell | 4 | 0.30 | 1.33983 | 0.00000 | 0.00000 | ||
| 8 | 2010.04.08 17:00 | close | 4 | 0.30 | 1.33584 | 0.00000 | 0.00000 | 118.74 | 9891.64 |
| 9 | 2010.04.09 00:00 | sell | 5 | 0.30 | 1.33569 | 0.00000 | 0.00000 | ||
| 10 | 2010.04.09 09:00 | close | 5 | 0.30 | 1.33914 | 0.00000 | 0.00000 | -103.50 | 9788.14 |
| 11 | 2010.04.12 11:00 | buy | 6 | 0.30 | 1.36313 | 0.00000 | 0.00000 | ||
| 12 | 2010.04.13 12:00 | close | 6 | 0.30 | 1.35710 | 0.00000 | 0.00000 | -181.14 | 9607.00 |
| 13 | 2010.04.14 11:00 | buy | 7 | 0.30 | 1.36493 | 0.00000 | 0.00000 | ||
| 14 | 2010.04.14 13:00 | close | 7 | 0.30 | 1.36071 | 0.00000 | 0.00000 | -126.60 | 9480.40 |
| 15 | 2010.04.15 01:00 | buy | 8 | 0.30 | 1.36583 | 0.00000 | 0.00000 | ||
| 16 | 2010.04.15 07:00 | close | 8 | 0.30 | 1.36361 | 0.00000 | 0.00000 | -66.60 | 9413.80 |
| 17 | 2010.04.16 04:00 | buy | 9 | 0.30 | 1.35504 | 0.00000 | 0.00000 | ||
| 18 | 2010.04.16 18:00 | close | 9 | 0.30 | 1.34862 | 0.00000 | 0.00000 | -192.60 | 9221.20 |
| 19 | 2010.04.19 00:00 | sell | 10 | 0.30 | 1.34756 | 0.00000 | 0.00000 | ||
| 20 | 2010.04.19 22:00 | close | 10 | 0.30 | 1.34888 | 0.00000 | 0.00000 | -39.60 | 9181.60 |
| 21 | 2010.04.20 01:00 | sell | 11 | 0.30 | 1.34870 | 0.00000 | 0.00000 | ||
| 22 | 2010.04.20 07:00 | close | 11 | 0.30 | 1.34845 | 0.00000 | 0.00000 | 7.50 | 9189.10 |
| 23 | 2010.04.21 10:00 | sell | 12 | 0.30 | 1.34343 | 0.00000 | 0.00000 | ||
| 24 | 2010.04.22 09:00 | close | 12 | 0.30 | 1.34125 | 0.00000 | 0.00000 | 64.68 | 9253.78 |
| 25 | 2010.04.23 09:00 | sell | 13 | 0.30 | 1.32381 | 0.00000 | 0.00000 | ||
| 26 | 2010.04.23 11:00 | close | 13 | 0.30 | 1.33271 | 0.00000 | 0.00000 | -267.00 | 8986.78 |
| 27 | 2010.04.26 01:00 | sell | 14 | 0.30 | 1.33570 | 0.00000 | 0.00000 | ||
| 28 | 2010.04.26 15:00 | close | 14 | 0.30 | 1.33474 | 0.00000 | 0.00000 | 28.80 | 9015.58 |
| 29 | 2010.04.27 07:00 | sell | 15 | 0.30 | 1.33790 | 0.00000 | 0.00000 | ||
| 30 | 2010.04.28 15:00 | close | 15 | 0.30 | 1.32611 | 0.00000 | 0.00000 | 353.46 | 9369.04 |
| 31 | 2010.04.29 00:00 | sell | 16 | 0.30 | 1.32052 | 0.00000 | 0.00000 | ||
| 32 | 2010.04.29 01:00 | close | 16 | 0.30 | 1.32138 | 0.00000 | 0.00000 | -25.80 | 9343.24 |