Strategy Tester Report
AnyMA_RSI_R2_EA_Opt
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
| 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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 658.71 | Gross profit | 1672.11 | Gross loss | -1013.40 |
| Profit factor | 1.65 | Expected payoff | 59.88 | ||
| Absolute drawdown | 227.10 | Maximal drawdown | 1237.65 (10.43%) | Relative drawdown | 10.43% (1237.65) |
| Total trades | 11 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 5 (45.45%) | Loss trades (% of total) | 6 (54.55%) | ||
| Largest | profit trade | 1436.85 | loss trade | -367.80 | |
| Average | profit trade | 334.42 | loss trade | -168.90 | |
| Maximum | consecutive wins (profit in money) | 2 (1565.64) | consecutive losses (loss in money) | 2 (-200.40) | |
| Maximal | consecutive profit (count of wins) | 1565.64 (2) | consecutive loss (count of losses) | -367.80 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 01:00 | buy | 1 | 0.30 | 1.33199 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.03 03:00 | close | 1 | 0.30 | 1.32630 | 0.00000 | 0.00000 | -170.70 | 9829.30 |
| 3 | 2010.05.04 02:00 | sell | 2 | 0.30 | 1.31955 | 0.00000 | 0.00000 | ||
| 4 | 2010.05.07 10:00 | close | 2 | 0.30 | 1.27157 | 0.00000 | 0.00000 | 1436.85 | 11266.15 |
| 5 | 2010.05.11 05:00 | sell | 3 | 0.30 | 1.27661 | 0.00000 | 0.00000 | ||
| 6 | 2010.05.12 11:00 | close | 3 | 0.30 | 1.27230 | 0.00000 | 0.00000 | 128.79 | 11394.94 |
| 7 | 2010.05.14 08:00 | sell | 4 | 0.30 | 1.25299 | 0.00000 | 0.00000 | ||
| 8 | 2010.05.14 09:00 | close | 4 | 0.30 | 1.25686 | 0.00000 | 0.00000 | -116.10 | 11278.84 |
| 9 | 2010.05.17 15:00 | sell | 5 | 0.30 | 1.23407 | 0.00000 | 0.00000 | ||
| 10 | 2010.05.17 16:00 | close | 5 | 0.30 | 1.23688 | 0.00000 | 0.00000 | -84.30 | 11194.54 |
| 11 | 2010.05.18 01:00 | sell | 6 | 0.30 | 1.23899 | 0.00000 | 0.00000 | ||
| 12 | 2010.05.18 08:00 | close | 6 | 0.30 | 1.23646 | 0.00000 | 0.00000 | 75.90 | 11270.44 |
| 13 | 2010.05.19 06:00 | sell | 7 | 0.30 | 1.21918 | 0.00000 | 0.00000 | ||
| 14 | 2010.05.19 15:00 | close | 7 | 0.30 | 1.23144 | 0.00000 | 0.00000 | -367.80 | 10902.64 |
| 15 | 2010.05.20 07:00 | sell | 8 | 0.30 | 1.23520 | 0.00000 | 0.00000 | ||
| 16 | 2010.05.20 14:00 | close | 8 | 0.30 | 1.23509 | 0.00000 | 0.00000 | 3.30 | 10905.94 |
| 17 | 2010.05.21 11:00 | buy | 9 | 0.30 | 1.25024 | 0.00000 | 0.00000 | ||
| 18 | 2010.05.24 02:00 | close | 9 | 0.30 | 1.25116 | 0.00000 | 0.00000 | 27.27 | 10933.21 |
| 19 | 2010.05.27 04:00 | sell | 10 | 0.30 | 1.21900 | 0.00000 | 0.00000 | ||
| 20 | 2010.05.27 07:00 | close | 10 | 0.30 | 1.22732 | 0.00000 | 0.00000 | -249.60 | 10683.61 |
| 21 | 2010.05.28 03:00 | sell | 11 | 0.30 | 1.23192 | 0.00000 | 0.00000 | ||
| 22 | 2010.05.28 08:00 | close | 11 | 0.30 | 1.23275 | 0.00000 | 0.00000 | -24.90 | 10658.71 |