Strategy Tester Report
AlpariUK-Demo (Build 225)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17)
ModelControl points (a very crude method, the results must not be considered)
ParametersExpert_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 test1753Ticks modelled19953Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00
Total net profit-515.26Gross profit28.46Gross loss-543.72
Profit factor0.05Expected payoff-22.40
Absolute drawdown525.96Maximal drawdown636.66 (6.30%)Relative drawdown6.30% (636.66)
Total trades23Short positions (won %)14 (14.29%)Long positions (won %)9 (22.22%)
Profit trades (% of total)4 (17.39%)Loss trades (% of total)19 (82.61%)
Largestprofit trade17.56loss trade-66.60
Averageprofit trade7.12loss trade-28.62
Maximumconsecutive wins (profit in money)2 (26.16)consecutive losses (loss in money)16 (-498.82)
Maximalconsecutive profit (count of wins)26.16 (2)consecutive loss (count of losses)-498.82 (16)
Averageconsecutive wins1consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 00:00buy10.101.500830.000000.00000
22009.12.01 02:00close10.101.500930.000000.000001.0010001.00
32009.12.03 17:00buy20.101.508830.000000.00000
42009.12.03 22:00close20.101.507290.000000.00000-15.409985.60
52009.12.04 03:00buy30.101.505820.000000.00000
62009.12.04 10:00close30.101.506680.000000.000008.609994.20
72009.12.07 03:00sell40.101.487310.000000.00000
82009.12.08 02:00close40.101.485550.000000.0000017.5610011.76
92009.12.09 05:00sell50.101.473170.000000.00000
102009.12.09 11:00close50.101.475470.000000.00000-23.009988.76
112009.12.10 01:00sell60.101.473520.000000.00000
122009.12.10 12:00close60.101.474170.000000.00000-6.509982.26
132009.12.11 01:00sell70.101.472890.000000.00000
142009.12.11 05:00close70.101.472760.000000.000001.309983.56
152009.12.14 04:00sell80.101.463460.000000.00000
162009.12.14 07:00close80.101.467660.000000.00000-42.009941.56
172009.12.15 00:00sell90.101.465080.000000.00000
182009.12.15 01:00close90.101.465790.000000.00000-7.109934.46
192009.12.16 00:00sell100.101.453670.000000.00000
202009.12.16 11:00close100.101.455570.000000.00000-19.009915.46
212009.12.17 22:00sell110.101.434070.000000.00000
222009.12.18 05:00close110.101.439140.000000.00000-50.749864.72
232009.12.21 01:00sell120.101.433000.000000.00000
242009.12.21 05:00close120.101.435340.000000.00000-23.409841.32
252009.12.22 05:00sell130.101.429060.000000.00000
262009.12.22 10:00close130.101.432160.000000.00000-31.009810.32
272009.12.23 04:00sell140.101.425250.000000.00000
282009.12.23 14:00close140.101.428150.000000.00000-29.009781.32
292009.12.31 14:00buy150.101.440910.000000.00000
302009.12.31 16:00close150.101.436880.000000.00000-40.309741.02
312010.01.04 08:00sell160.101.429520.000000.00000
322010.01.04 10:00close160.101.433800.000000.00000-42.809698.22
332010.01.05 11:00buy170.101.443190.000000.00000
342010.01.05 16:00close170.101.440360.000000.00000-28.309669.92
352010.01.06 08:00sell180.101.431140.000000.00000
362010.01.06 11:00close180.101.437800.000000.00000-66.609603.32
372010.01.08 06:00sell190.101.431230.000000.00000
382010.01.08 10:00close190.101.432970.000000.00000-17.409585.92
392010.01.11 10:00buy200.101.451920.000000.00000
402010.01.12 02:00close200.101.448850.000000.00000-30.689555.24
412010.01.13 00:00buy210.101.449290.000000.00000
422010.01.13 07:00close210.101.448560.000000.00000-7.309547.94
432010.01.14 01:00buy220.101.452320.000000.00000
442010.01.14 10:00close220.101.452100.000000.00000-2.209545.74
452010.01.15 00:00buy230.101.449900.000000.00000
462010.01.15 03:00close230.101.443800.000000.00000-61.009484.74