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

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.11.02 00:00 - 2010.01.29 22:59 (2009.11.01 - 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=1; MA1_Period=5; MA2_Period=13; MA3_Period=62; MA_Cross4="(SMA=0,EMA=1,SMMA=2,LWMA=3)"; MA1_Method=0; MA2_Method=0; MA3_Method=2; MA1_Price=0; MA2_Price=2; 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=15; 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=3; RSI_DES4="High / Low to determine the trend:This is for Overbought/Oversold zone"; RSI_DES5="For RSI MODE 1 & 3"; RSIBuyOp=20; RSISellOp=74; RSI_DES6="High / Low to determine the trend:zone for buy and sell"; RSI_DES7="For RSI MODE 4"; RSIBuyZone=56; RSISellZone=48; 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=39; ATR_Multiple=5; _Trade_Control="Select Money Management"; AutoClose=1; Open_opposite_after_close=0; _Auto_Close_="Auto_Close_signaling"; USE_MA_CLOSING=1; MA_MODE_CLOSING=1; USE_MACD_CLOSING=1; MACD_MODE_CLOSING=3; USE_RSI_CLOSING=1; RSI_MODE_CLOSING=4; 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 test2492Ticks modelled3983Modelling qualityn/a
Mismatched charts errors0
Initial deposit100000.00
Total net profit694914.48Gross profit929571.92Gross loss-234657.44
Profit factor3.96Expected payoff30213.67
Absolute drawdown45009.20Maximal drawdown329782.88 (46.87%)Relative drawdown72.91% (158933.12)
Total trades23Short positions (won %)3 (100.00%)Long positions (won %)20 (75.00%)
Profit trades (% of total)18 (78.26%)Loss trades (% of total)5 (21.74%)
Largestprofit trade106292.33loss trade-69949.88
Averageprofit trade51642.88loss trade-46931.49
Maximumconsecutive wins (profit in money)10 (642244.42)consecutive losses (loss in money)2 (-109155.47)
Maximalconsecutive profit (count of wins)642244.42 (10)consecutive loss (count of losses)-109155.47 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.11.17 10:00buy125.001.052711.041821.06364
22009.11.17 12:00buy226.821.058251.047111.06943
32009.11.18 13:00s/l226.821.047111.047111.06943-28577.7971422.21
42009.11.18 20:00buy318.011.055431.041821.06908
52009.11.19 16:00t/p125.001.063641.041821.0636425546.4996968.70
62009.11.20 12:00buy428.351.067661.056711.07865
72009.11.20 14:00t/p318.011.069081.041821.0690822951.02119919.72
82009.11.23 12:00s/l428.351.056711.056711.07865-29387.1490532.58
92009.11.26 06:00buy522.631.049931.038871.06103
102009.11.26 18:00t/p522.631.061031.038871.0610323719.83114252.41
112009.11.27 16:00sell628.561.065801.081421.05022
122009.12.01 10:00t/p628.561.050221.081421.0502242500.20156752.61
132009.12.02 20:00buy739.191.049291.037721.06090
142009.12.04 21:00buy846.451.059621.045401.07388
152009.12.07 10:00t/p739.191.060901.037721.0609042695.89199448.50
162009.12.07 10:00buy952.171.064211.050621.07784
172009.12.07 19:00s/l952.171.050621.050621.07784-67537.04131911.46
182009.12.08 15:00buy1027.871.057431.042511.07239
192009.12.14 12:00buy1139.151.064831.054291.07541
202009.12.17 02:00buy1231.101.062681.052491.07291
212009.12.17 12:00t/p1027.871.072391.042511.0723938739.07170650.53
222009.12.17 12:00t/p1231.101.072911.052491.0729129646.92200297.45
232009.12.17 15:00t/p846.451.073881.045401.0738861528.08261825.53
242009.12.21 10:00buy1367.641.069721.058801.08068
252009.12.21 14:00s/l1367.641.058801.058801.08068-69949.88191875.65
262009.12.21 16:00s/l1139.151.054291.054291.07541-39205.59152670.06
272009.12.29 21:00buy1438.171.043511.034891.05217
282009.12.29 22:00buy1536.431.044041.035331.05279
292009.12.30 16:00t/p1438.171.052171.034891.0521731369.37184039.44
302009.12.30 16:00t/p1536.431.052791.035331.0527930250.67214290.11
312010.01.04 10:00sell1653.571.040741.054251.02727
322010.01.11 01:00t/p1653.571.027271.054251.0272770245.31284535.42
332010.01.18 09:00sell1771.131.027381.035321.01948
342010.01.19 07:00buy1867.931.027181.020631.03377
352010.01.19 08:00close1771.131.026181.035321.019488330.93292866.35
362010.01.19 16:00t/p1867.931.033771.020631.0337743397.13336263.48
372010.01.21 10:00buy1984.071.049751.040011.05953
382010.01.22 15:00buy2093.781.057091.045631.06859
392010.01.22 17:00t/p1984.071.059531.040011.0595378007.45414270.93
402010.01.25 14:00buy21102.611.059121.047701.07058
412010.01.25 15:00buy2298.511.059521.047931.07115
422010.01.26 16:00t/p2093.781.068591.045631.06859100923.61515194.54
432010.01.27 08:00buy23141.831.064551.053851.07529
442010.01.29 22:59close at stop23141.831.070231.053851.0752975064.25590258.78
452010.01.29 22:59close at stop2298.511.070231.047931.0711598363.37688622.15
462010.01.29 22:59close at stop21102.611.070231.047701.07058106292.33794914.48