Strategy Tester Report
EMA-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=0.1; 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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 270.10 | Gross profit | 558.70 | Gross loss | -288.60 |
| Profit factor | 1.94 | Expected payoff | 24.55 | ||
| Absolute drawdown | 27.30 | Maximal drawdown | 410.62 (3.85%) | Relative drawdown | 3.85% (410.62) |
| 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 | 479.40 | loss trade | -122.40 | |
| Average | profit trade | 111.74 | loss trade | -48.10 | |
| Maximum | consecutive wins (profit in money) | 2 (522.58) | consecutive losses (loss in money) | 2 (-66.40) | |
| Maximal | consecutive profit (count of wins) | 522.58 (2) | consecutive loss (count of losses) | -122.40 (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 | 0.10 | 1.33197 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.03 02:00 | close | 1 | 0.10 | 1.33110 | 0.00000 | 0.00000 | -8.70 | 9991.30 |
| 3 | 2010.05.04 02:00 | sell | 2 | 0.10 | 1.31955 | 0.00000 | 0.00000 | ||
| 4 | 2010.05.07 10:00 | close | 2 | 0.10 | 1.27155 | 0.00000 | 0.00000 | 479.40 | 10470.70 |
| 5 | 2010.05.11 05:00 | sell | 3 | 0.10 | 1.27661 | 0.00000 | 0.00000 | ||
| 6 | 2010.05.12 11:00 | close | 3 | 0.10 | 1.27228 | 0.00000 | 0.00000 | 43.18 | 10513.88 |
| 7 | 2010.05.14 08:00 | sell | 4 | 0.10 | 1.25299 | 0.00000 | 0.00000 | ||
| 8 | 2010.05.14 09:00 | close | 4 | 0.10 | 1.25684 | 0.00000 | 0.00000 | -38.50 | 10475.38 |
| 9 | 2010.05.17 15:00 | sell | 5 | 0.10 | 1.23407 | 0.00000 | 0.00000 | ||
| 10 | 2010.05.17 16:00 | close | 5 | 0.10 | 1.23686 | 0.00000 | 0.00000 | -27.90 | 10447.48 |
| 11 | 2010.05.18 01:00 | sell | 6 | 0.10 | 1.23899 | 0.00000 | 0.00000 | ||
| 12 | 2010.05.18 08:00 | close | 6 | 0.10 | 1.23644 | 0.00000 | 0.00000 | 25.50 | 10472.98 |
| 13 | 2010.05.19 06:00 | sell | 7 | 0.10 | 1.21918 | 0.00000 | 0.00000 | ||
| 14 | 2010.05.19 15:00 | close | 7 | 0.10 | 1.23142 | 0.00000 | 0.00000 | -122.40 | 10350.58 |
| 15 | 2010.05.20 07:00 | sell | 8 | 0.10 | 1.23520 | 0.00000 | 0.00000 | ||
| 16 | 2010.05.20 14:00 | close | 8 | 0.10 | 1.23507 | 0.00000 | 0.00000 | 1.30 | 10351.88 |
| 17 | 2010.05.21 11:00 | buy | 9 | 0.10 | 1.25022 | 0.00000 | 0.00000 | ||
| 18 | 2010.05.24 02:00 | close | 9 | 0.10 | 1.25116 | 0.00000 | 0.00000 | 9.32 | 10361.20 |
| 19 | 2010.05.27 04:00 | sell | 10 | 0.10 | 1.21900 | 0.00000 | 0.00000 | ||
| 20 | 2010.05.27 07:00 | close | 10 | 0.10 | 1.22730 | 0.00000 | 0.00000 | -83.00 | 10278.20 |
| 21 | 2010.05.28 03:00 | sell | 11 | 0.10 | 1.23192 | 0.00000 | 0.00000 | ||
| 22 | 2010.05.28 08:00 | close | 11 | 0.10 | 1.23273 | 0.00000 | 0.00000 | -8.10 | 10270.10 |