Strategy Tester Report
Combo EA@FSF
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2009.09.01 00:00 - 2010.01.29 22:59 (2009.09.01 - 2010.01.30)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersMA_Cross="Select 1 if do you want to use"; MA_Cross2="Moving Average Cross trend signal"; MA_Cross3="Ma Mode:1 for 2 ma Ma mode 2:for 3 ma"; USE_MA=1; MA_MODE=3; MA1_Period=5; MA2_Period=13; MA3_Period=62; MA_Cross4="(SMA=0,EMA=1,SMMA=2,LWMA=3)"; MA1_Method=3; MA2_Method=0; MA3_Method=0; MA1_Price=3; MA2_Price=1; MA3_Price=3; MA1_Shift=0; MA2_Shift=0; MA3_Shift=0; RSI_DES="Select 1 if do you want to use RSI to check the trend signal Buy op for overbought"; USE_RSI=1; RSIperiod=13; RSI_DES2="Select RSI MODE :1-4"; RSI_DES3="1 FOR OVERBOGHT/OVERSOLD -2 FOR RSI TREND 3-BOTH 1&2 4-FOR RSI AT THE ZONE"; RSI_MODE=4; RSI_DES4="High / Low to determine the trend:This is for Overbought/Oversold zone"; RSI_DES5="For RSI MODE 1 & 3"; RSIBuyOp=26; RSISellOp=81; RSI_DES6="High / Low to determine the trend:zone for buy and sell"; RSI_DES7="For RSI MODE 4"; RSIBuyZone=55; RSISellZone=43; MACD_1="Select true if do you want to use"; MACD_2="MACD trend signal , two mode 0=trend mode 1=mode 2"; USE_MACD=1; MACD_Fast=12; MACD_Slow=24; Signal_Period=9; MACD_Price=0; MACD_Shift=0; MACD_MODE=3; STO1_DES="Select 1 if do you want to use Stochastic to check the trend signal"; USE_STO=1; STOK=5; STOD=3; STOL=3; STO2_DES="Select 1 if do you want to use Stochastic"; STO3_DES="High / Low to determine the trend"; useSTOHighLow=0; STOHigh=80; STOLow=20; SAR_DES="Select 1 if do you want to use Parabolic SARS to check the trend signal"; USE_SAR=1; SARStep=0.02; SARMax=0.2; Desc="END OF MODES"; useTrailingStop=0; TrailingStop=67; _Money_management="Select Money Management"; Risk=5; Max_orders=10; Max_same_orders=5; _SL_TP="This system use ATR to Set TP&SL"; ATR_PERIOD=115; ATR_Multiple=4; _Trade_Control="Select Money Management"; AutoClose=0; Open_opposite_after_close=0; _Auto_Close_="Auto_Close_signaling"; USE_MA_CLOSING=1; MA_MODE_CLOSING=3; USE_MACD_CLOSING=1; MACD_MODE_CLOSING=3; USE_RSI_CLOSING=0; RSI_MODE_CLOSING=3; USE_STO_CLOSING=1; USE_SAR_CLOSING=1; Trend_Detection=0; MovingPeriod=139; MovingShift=0; MovingPeriod2=194; MovingShift2=0; ADX_Period=14; ADX_Main_Level=20; MagicNumber=1080;
Bars in test2928Ticks modelled5465Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit3873674.82Gross profit7961097.47Gross loss-4087422.65
Profit factor1.95Expected payoff75954.41
Absolute drawdown24951.99Maximal drawdown1886939.00 (36.49%)Relative drawdown61.77% (164031.04)
Total trades51Short positions (won %)4 (50.00%)Long positions (won %)47 (76.60%)
Profit trades (% of total)38 (74.51%)Loss trades (% of total)13 (25.49%)
Largestprofit trade673126.60loss trade-899105.23
Averageprofit trade209502.56loss trade-314417.13
Maximumconsecutive wins (profit in money)12 (976156.80)consecutive losses (loss in money)3 (-1345134.88)
Maximalconsecutive profit (count of wins)3476138.41 (7)consecutive loss (count of losses)-1770810.15 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.09.03 09:00buy115.321.632101.618161.64608
22009.09.04 20:00buy216.171.639381.625901.65290
32009.09.07 12:00buy316.711.642301.629581.65506
42009.09.08 08:00buy412.291.637381.625591.64921
52009.09.08 09:00buy514.841.640861.628951.65281
62009.09.08 11:00t/p115.321.646081.618161.6460821472.51121472.51
72009.09.08 11:00t/p412.291.649211.625591.6492114539.07136011.58
82009.09.08 12:00t/p216.171.652901.625901.6529021900.65157912.23
92009.09.08 12:00t/p316.711.655061.629581.6550621342.01179254.24
102009.09.08 12:00t/p514.841.652811.628951.6528117733.80196988.04
112009.09.09 08:00buy629.741.655831.644061.66764
122009.09.10 14:00buy731.071.662431.650721.67418
132009.09.10 21:00t/p629.741.667641.644061.6676435230.00232218.05
142009.09.14 23:00buy831.471.658281.645201.67140
152009.09.15 10:00sell931.341.659781.672151.64745
162009.09.15 12:00s/l731.071.650721.650721.67418-36271.12195946.93
172009.09.15 13:00t/p931.341.647451.672151.6474538642.22234589.15
182009.09.15 14:00s/l831.471.645201.645201.67140-41125.00193464.15
192009.09.28 11:00buy1030.401.590801.575191.60645
202009.09.29 10:00sell1126.641.585931.602191.56971
212009.09.29 15:00buy1227.051.596531.579861.61324
222009.09.30 05:00s/l1126.641.602191.602191.56971-43356.60150107.55
232009.09.30 09:00t/p1030.401.606451.575191.6064547648.96197756.51
242009.10.01 16:00buy1330.521.598811.582531.61513
252009.10.02 15:00s/l1330.521.582531.582531.61513-49649.94148106.58
262009.10.06 04:00buy1421.431.595541.580851.61027
272009.10.08 17:00t/p1421.431.610271.580851.6102731669.25179775.83
282009.10.12 10:00s/l1227.051.579861.579861.61324-44670.37135105.46
292009.10.13 16:00buy1521.341.583131.570281.59602
302009.10.14 07:00t/p1521.341.596021.570281.5960227532.87162638.33
312009.10.15 01:00buy1625.421.599341.586021.61270
322009.10.15 10:00t/p1625.421.612701.586021.6127033961.12196599.45
332009.10.20 16:00buy1729.861.646191.631371.66105
342009.10.21 07:00buy1826.781.642661.627661.65770
352009.10.21 11:00t/p1826.781.657701.627661.6577040277.12236876.57
362009.10.21 16:00t/p1729.861.661051.631371.6610544407.79281284.36
372009.10.26 11:00buy1943.071.632781.617271.64833
382009.10.27 07:00buy2041.881.634391.619261.64956
392009.10.27 08:00buy2141.011.635401.620131.65071
402009.10.27 10:00buy2246.091.639191.623941.65448
412009.10.28 18:00buy2348.211.640911.625681.65618
422009.10.29 14:00t/p1943.071.648331.617271.6483367232.27348516.63
432009.10.29 14:00t/p2041.881.649561.619261.6495663732.98412249.61
442009.10.29 14:00t/p2141.011.650711.620131.6507162983.16475232.77
452009.10.29 15:00t/p2246.091.654481.623941.6544870692.84545925.61
462009.10.29 15:00t/p2348.211.656181.625681.6561873790.23619715.84
472009.11.02 23:00buy2494.431.640741.624921.65660
482009.11.04 17:00t/p2494.431.656601.624921.65660149992.61769708.45
492009.11.05 14:00buy25115.861.660921.645891.67599
502009.11.06 05:00buy26109.641.660761.645611.67595
512009.11.09 09:00t/p25115.861.675991.645891.67599174879.08944587.54
522009.11.09 09:00t/p26109.641.675951.645611.67595166674.731111262.26
532009.11.10 17:00buy27166.111.672571.658651.68653
542009.11.11 17:00s/l27166.111.658651.658651.68653-231025.79880236.48
552009.11.12 21:00buy28132.801.657121.642901.67138
562009.11.13 09:00buy29139.721.664281.650301.67830
572009.11.13 16:00sell30127.511.662931.676901.64900
582009.11.16 01:00t/p28132.801.671381.642901.67138189691.521069928.00
592009.11.16 01:00buy31151.691.672431.658391.68651
602009.11.16 17:00s/l30127.511.676901.676901.64900-178322.74891605.26
612009.11.16 18:00t/p29139.721.678301.650301.67830196055.101087660.37
622009.11.16 21:00t/p31151.691.686511.658391.68651213579.521301239.89
632009.11.23 04:00buy32196.911.652151.639731.66461
642009.11.23 05:00buy33188.971.652921.640591.66529
652009.11.23 16:00t/p32196.911.664611.639731.66461245349.861546589.75
662009.11.24 18:00buy34236.661.657501.645551.66949
672009.11.25 09:00t/p33188.971.665291.640591.66529234209.421780799.16
682009.11.25 10:00t/p34236.661.669491.645551.66949284039.332064838.50
692009.12.01 10:00buy35312.541.651691.636791.66663
702009.12.01 11:00buy36301.261.652751.637851.66769
712009.12.02 12:00t/p35312.541.666631.636791.66663467309.812532148.30
722009.12.02 12:00t/p36301.261.667691.637851.66769450443.952982592.26
732009.12.07 19:00buy37452.771.646921.633621.66026
742009.12.08 09:00s/l37452.771.633621.633621.66026-601640.782380951.48
752009.12.22 07:00buy38370.461.606791.593941.61968
762009.12.22 17:00s/l38370.461.593941.593941.61968-476041.101904910.38
772009.12.29 09:00buy39297.171.602621.593621.61166
782009.12.29 18:00s/l39297.171.593621.593621.61166-267453.001637457.38
792010.01.05 11:00sell40255.071.604861.617571.59219
802010.01.06 10:00buy41245.201.604151.589961.61838
812010.01.07 10:00t/p40255.071.592191.617571.59219321643.271959100.65
822010.01.07 13:00s/l41245.201.589961.589961.61838-347056.081612044.57
832010.01.07 21:00buy42252.791.594311.579831.60883
842010.01.07 22:00buy43238.381.593951.579471.60847
852010.01.08 02:00buy44231.391.594641.580111.60921
862010.01.08 15:00t/p42252.791.608831.579831.60883367354.431979399.00
872010.01.08 15:00t/p43238.381.608471.579471.60847346413.822325812.81
882010.01.08 15:00t/p44231.391.609211.580111.60921337135.232662948.04
892010.01.12 12:00buy45412.321.614661.601321.62804
902010.01.13 08:00buy46432.671.621451.608561.63438
912010.01.13 13:00t/p45412.321.628041.601321.62804552178.943215126.99
922010.01.14 18:00buy47539.971.631911.619521.64434
932010.01.14 20:00t/p46432.671.634381.608561.63438560999.923776126.91
942010.01.18 09:00buy48554.531.632371.620901.64388
952010.01.19 11:00t/p47539.971.644341.619521.64434673126.604449253.51
962010.01.19 11:00t/p48554.531.643881.620901.64388638929.475088182.98
972010.01.20 23:00buy49780.881.629061.617511.64065
982010.01.21 01:00buy50754.071.630191.618631.64179
992010.01.21 10:00s/l50754.071.618631.618631.64179-871704.924216478.06
1002010.01.21 11:00s/l49780.881.617511.617511.64065-899105.233317372.82
1012010.01.25 09:00buy51513.861.614001.601281.62676
1022010.01.26 03:00t/p51513.861.626761.601281.62676656301.993973674.82