Strategy Tester Report
AnyMA_RSI_R2_EA_Opt
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
| 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 | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1535.37 | Gross profit | 35.70 | Gross loss | -1571.07 |
| Profit factor | 0.02 | Expected payoff | -102.36 | ||
| Absolute drawdown | 1609.47 | Maximal drawdown | 1998.27 (19.23%) | Relative drawdown | 19.23% (1998.27) |
| Total trades | 15 | Short positions (won %) | 8 (25.00%) | Long positions (won %) | 7 (0.00%) |
| Profit trades (% of total) | 2 (13.33%) | Loss trades (% of total) | 13 (86.67%) | ||
| Largest | profit trade | 23.10 | loss trade | -404.13 | |
| Average | profit trade | 17.85 | loss trade | -120.85 | |
| Maximum | consecutive wins (profit in money) | 1 (23.10) | consecutive losses (loss in money) | 10 (-1199.46) | |
| Maximal | consecutive profit (count of wins) | 23.10 (1) | consecutive loss (count of losses) | -1199.46 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.01 09:00 | sell | 1 | 0.30 | 1.22412 | 0.00000 | 0.00000 | ||
| 2 | 2010.06.01 17:00 | close | 1 | 0.30 | 1.22876 | 0.00000 | 0.00000 | -139.20 | 9860.80 |
| 3 | 2010.06.04 03:00 | sell | 2 | 0.30 | 1.21684 | 0.00000 | 0.00000 | ||
| 4 | 2010.06.04 11:00 | close | 2 | 0.30 | 1.22049 | 0.00000 | 0.00000 | -109.50 | 9751.30 |
| 5 | 2010.06.07 10:00 | sell | 3 | 0.30 | 1.19223 | 0.00000 | 0.00000 | ||
| 6 | 2010.06.08 05:00 | close | 3 | 0.30 | 1.19631 | 0.00000 | 0.00000 | -122.91 | 9628.39 |
| 7 | 2010.06.09 00:00 | sell | 4 | 0.30 | 1.19636 | 0.00000 | 0.00000 | ||
| 8 | 2010.06.09 09:00 | close | 4 | 0.30 | 1.19594 | 0.00000 | 0.00000 | 12.60 | 9640.99 |
| 9 | 2010.06.10 02:00 | sell | 5 | 0.30 | 1.19886 | 0.00000 | 0.00000 | ||
| 10 | 2010.06.10 06:00 | close | 5 | 0.30 | 1.20336 | 0.00000 | 0.00000 | -135.00 | 9505.99 |
| 11 | 2010.06.11 02:00 | buy | 6 | 0.30 | 1.21313 | 0.00000 | 0.00000 | ||
| 12 | 2010.06.11 15:00 | close | 6 | 0.30 | 1.20839 | 0.00000 | 0.00000 | -142.20 | 9363.79 |
| 13 | 2010.06.14 11:00 | buy | 7 | 0.30 | 1.22239 | 0.00000 | 0.00000 | ||
| 14 | 2010.06.15 04:00 | close | 7 | 0.30 | 1.22060 | 0.00000 | 0.00000 | -54.03 | 9309.76 |
| 15 | 2010.06.16 04:00 | buy | 8 | 0.30 | 1.23153 | 0.00000 | 0.00000 | ||
| 16 | 2010.06.16 10:00 | close | 8 | 0.30 | 1.22860 | 0.00000 | 0.00000 | -87.90 | 9221.86 |
| 17 | 2010.06.17 01:00 | buy | 9 | 0.30 | 1.23120 | 0.00000 | 0.00000 | ||
| 18 | 2010.06.17 02:00 | close | 9 | 0.30 | 1.22991 | 0.00000 | 0.00000 | -38.70 | 9183.16 |
| 19 | 2010.06.18 01:00 | buy | 10 | 0.30 | 1.23811 | 0.00000 | 0.00000 | ||
| 20 | 2010.06.18 13:00 | close | 10 | 0.30 | 1.23699 | 0.00000 | 0.00000 | -33.60 | 9149.56 |
| 21 | 2010.06.21 13:00 | buy | 11 | 0.30 | 1.23932 | 0.00000 | 0.00000 | ||
| 22 | 2010.06.22 13:00 | close | 11 | 0.30 | 1.22586 | 0.00000 | 0.00000 | -404.13 | 8745.43 |
| 23 | 2010.06.23 06:00 | sell | 12 | 0.30 | 1.22631 | 0.00000 | 0.00000 | ||
| 24 | 2010.06.23 10:00 | close | 12 | 0.30 | 1.22908 | 0.00000 | 0.00000 | -83.10 | 8662.33 |
| 25 | 2010.06.25 15:00 | sell | 13 | 0.30 | 1.22913 | 0.00000 | 0.00000 | ||
| 26 | 2010.06.25 18:00 | close | 13 | 0.30 | 1.23310 | 0.00000 | 0.00000 | -119.10 | 8543.23 |
| 27 | 2010.06.28 11:00 | buy | 14 | 0.30 | 1.23699 | 0.00000 | 0.00000 | ||
| 28 | 2010.06.28 13:00 | close | 14 | 0.30 | 1.23360 | 0.00000 | 0.00000 | -101.70 | 8441.53 |
| 29 | 2010.06.29 20:00 | sell | 15 | 0.30 | 1.21969 | 0.00000 | 0.00000 | ||
| 30 | 2010.06.29 23:59 | close at stop | 15 | 0.30 | 1.21892 | 0.00000 | 0.00000 | 23.10 | 8464.63 |