Strategy Tester Report
AnyMA_RSI_R2_EA_Opt_wLog
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=""----"; 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -225.20 | Gross profit | 189.22 | Gross loss | -414.42 |
Profit factor | 0.46 | Expected payoff | -14.07 | ||
Absolute drawdown | 385.74 | Maximal drawdown | 436.94 (4.35%) | Relative drawdown | 4.35% (436.94) |
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 | 117.44 | loss trade | -89.40 | |
Average | profit trade | 37.84 | loss trade | -37.67 | |
Maximum | consecutive wins (profit in money) | 2 (126.64) | consecutive losses (loss in money) | 6 (-239.12) | |
Maximal | consecutive profit (count of wins) | 126.64 (2) | consecutive loss (count of losses) | -239.12 (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 | 0.10 | 1.35100 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 09:00 | close | 1 | 0.10 | 1.34797 | 0.00000 | 0.00000 | -30.30 | 9969.70 |
3 | 2010.04.02 08:00 | buy | 2 | 0.10 | 1.35715 | 0.00000 | 0.00000 | ||
4 | 2010.04.02 12:00 | close | 2 | 0.10 | 1.35461 | 0.00000 | 0.00000 | -25.40 | 9944.30 |
5 | 2010.04.05 03:00 | buy | 3 | 0.10 | 1.35283 | 0.00000 | 0.00000 | ||
6 | 2010.04.05 07:00 | close | 3 | 0.10 | 1.35071 | 0.00000 | 0.00000 | -21.20 | 9923.10 |
7 | 2010.04.06 23:00 | sell | 4 | 0.10 | 1.33983 | 0.00000 | 0.00000 | ||
8 | 2010.04.08 17:00 | close | 4 | 0.10 | 1.33588 | 0.00000 | 0.00000 | 39.26 | 9962.36 |
9 | 2010.04.09 00:00 | sell | 5 | 0.10 | 1.33569 | 0.00000 | 0.00000 | ||
10 | 2010.04.09 09:00 | close | 5 | 0.10 | 1.33918 | 0.00000 | 0.00000 | -34.90 | 9927.46 |
11 | 2010.04.12 11:00 | buy | 6 | 0.10 | 1.36317 | 0.00000 | 0.00000 | ||
12 | 2010.04.13 12:00 | close | 6 | 0.10 | 1.35710 | 0.00000 | 0.00000 | -60.82 | 9866.64 |
13 | 2010.04.14 11:00 | buy | 7 | 0.10 | 1.36497 | 0.00000 | 0.00000 | ||
14 | 2010.04.14 13:00 | close | 7 | 0.10 | 1.36071 | 0.00000 | 0.00000 | -42.60 | 9824.04 |
15 | 2010.04.15 01:00 | buy | 8 | 0.10 | 1.36587 | 0.00000 | 0.00000 | ||
16 | 2010.04.15 07:00 | close | 8 | 0.10 | 1.36361 | 0.00000 | 0.00000 | -22.60 | 9801.44 |
17 | 2010.04.16 04:00 | buy | 9 | 0.10 | 1.35508 | 0.00000 | 0.00000 | ||
18 | 2010.04.16 18:00 | close | 9 | 0.10 | 1.34862 | 0.00000 | 0.00000 | -64.60 | 9736.84 |
19 | 2010.04.19 00:00 | sell | 10 | 0.10 | 1.34756 | 0.00000 | 0.00000 | ||
20 | 2010.04.19 22:00 | close | 10 | 0.10 | 1.34892 | 0.00000 | 0.00000 | -13.60 | 9723.24 |
21 | 2010.04.20 01:00 | sell | 11 | 0.10 | 1.34870 | 0.00000 | 0.00000 | ||
22 | 2010.04.20 07:00 | close | 11 | 0.10 | 1.34849 | 0.00000 | 0.00000 | 2.10 | 9725.34 |
23 | 2010.04.21 10:00 | sell | 12 | 0.10 | 1.34343 | 0.00000 | 0.00000 | ||
24 | 2010.04.22 09:00 | close | 12 | 0.10 | 1.34129 | 0.00000 | 0.00000 | 21.22 | 9746.56 |
25 | 2010.04.23 09:00 | sell | 13 | 0.10 | 1.32381 | 0.00000 | 0.00000 | ||
26 | 2010.04.23 11:00 | close | 13 | 0.10 | 1.33275 | 0.00000 | 0.00000 | -89.40 | 9657.16 |
27 | 2010.04.26 01:00 | sell | 14 | 0.10 | 1.33570 | 0.00000 | 0.00000 | ||
28 | 2010.04.26 15:00 | close | 14 | 0.10 | 1.33478 | 0.00000 | 0.00000 | 9.20 | 9666.36 |
29 | 2010.04.27 07:00 | sell | 15 | 0.10 | 1.33790 | 0.00000 | 0.00000 | ||
30 | 2010.04.28 15:00 | close | 15 | 0.10 | 1.32615 | 0.00000 | 0.00000 | 117.44 | 9783.80 |
31 | 2010.04.29 00:00 | sell | 16 | 0.10 | 1.32052 | 0.00000 | 0.00000 | ||
32 | 2010.04.29 01:00 | close | 16 | 0.10 | 1.32142 | 0.00000 | 0.00000 | -9.00 | 9774.80 |