Strategy Tester Report
ADX RSI & ATR Strategy EA
Masterforex-Demo (Build 223)

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period1 Hour (H1) 2000.04.08 00:00 - 2009.04.09 00:00 (2000.04.08 - 2009.12.20)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS1a="---------------- Entry Settings"; EntryADXTF=0; ADXPeriod=14; ADXLevel=20; EntryRSITF=0; FastRSIPeriod=5; SlowRSIPeriod=21; RSILevel1=30; RSILevel2=70; TradeWeakSignal=true; S1b="---------------- Exit Settings"; UseRSIForClose=true; CloseRSITF=0; CloseRSIPeriod=21; RSILevel3=30; RSILevel4=70; S1c="---------------- Filter Settings"; UseStochFilter=false; KPeriod=30; DPeriod=10; Slowing=10; UseOsMAFilter=false; FastEMA=12; SlowEMA=26; MACDSMA=9; S2="---------------- Money Management"; Lots=0.1; WeakLots=0.05; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; UseATRForSL=true; ATRPeriod=14; ATRFactor=2; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;
Bars in test51417Ticks modelled28657953Modelling quality90.00%
Mismatched charts errors6
Initial deposit10000.00
Total net profit1147.60Gross profit7444.32Gross loss-6296.72
Profit factor1.18Expected payoff6.34
Absolute drawdown940.02Maximal drawdown1158.09 (11.33%)Relative drawdown11.33% (1158.09)
Total trades181Short positions (won %)101 (26.73%)Long positions (won %)80 (26.25%)
Profit trades (% of total)48 (26.52%)Loss trades (% of total)133 (73.48%)
Largestprofit trade446.74loss trade-222.03
Averageprofit trade155.09loss trade-47.34
Maximumconsecutive wins (profit in money)4 (812.87)consecutive losses (loss in money)14 (-665.21)
Maximalconsecutive profit (count of wins)812.87 (4)consecutive loss (count of losses)-665.21 (14)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.05.11 11:00sell10.05165.24166.230.00
22000.05.11 16:00close10.05163.12166.230.00106.2410106.24
32000.06.22 16:00sell20.05157.81158.810.00
42000.06.26 12:43s/l20.05158.81158.810.00-53.6410052.60
52000.07.17 02:00sell30.05161.28162.390.00
62000.07.17 08:23s/l30.05162.39162.390.00-55.629996.98
72000.07.18 21:00sell40.05161.83162.730.00
82000.07.20 18:01s/l40.05162.73162.730.00-52.169944.82
92000.08.31 19:00sell50.05154.77155.440.00
102000.09.07 19:00close50.05151.23155.440.00165.0310109.85
112000.09.14 13:00sell60.05151.47152.320.00
122000.09.20 07:00buy70.05150.63149.990.00
132000.09.20 08:07s/l70.05149.99149.990.00-32.0810077.77
142000.09.21 19:08s/l60.05152.32152.320.00-54.9510022.82
152000.09.22 18:02buy80.05156.97152.540.00
162000.09.22 18:02s/l80.05152.54152.540.00-222.039800.79
172000.09.22 18:02buy90.05152.61148.180.00
182000.09.29 21:01close90.05159.47148.180.00347.3010148.09
192001.01.03 08:01sell100.05172.20172.960.00
202001.01.03 10:00sell110.05172.01172.720.00
212001.01.03 14:12s/l110.05172.72172.720.00-35.5810112.51
222001.01.03 14:15s/l100.05172.96172.960.00-38.0910074.42
232001.01.05 21:00buy120.05174.88173.660.00
242001.01.08 18:37s/l120.05173.66173.660.00-60.6510013.77
252001.01.23 21:00buy130.05172.34171.210.00
262001.01.24 00:31s/l130.05171.21171.210.00-56.149957.62
272001.01.24 05:01buy140.05171.61170.610.00
282001.01.25 12:38s/l140.05170.61170.610.00-48.639908.99
292001.02.21 19:01sell150.05167.61168.700.00
302001.02.22 17:15s/l150.05168.70168.700.00-59.929849.08
312001.03.05 13:00buy160.05175.41174.380.00
322001.03.06 02:02s/l160.05174.38174.380.00-51.129797.95
332001.03.19 12:00buy170.05176.06175.020.00
342001.03.19 13:15s/l170.05175.02175.020.00-52.139745.82
352001.03.19 21:00buy180.05174.99173.640.00
362001.03.28 12:26s/l180.05173.64173.640.00-63.199682.63
372001.04.27 20:00buy190.05177.98176.860.00
382001.04.28 00:00buy200.05178.14177.030.00
392001.04.30 11:39s/l200.05177.03177.030.00-55.149627.49
402001.04.30 11:50s/l190.05176.86176.860.00-55.649571.84
412001.05.11 11:00sell210.05174.26174.710.00
422001.05.14 13:20s/l210.05174.71174.710.00-24.329547.53
432001.06.12 08:00buy220.05167.54166.920.00
442001.06.12 09:25s/l220.05166.92166.920.00-31.079516.46
452001.06.22 08:00buy230.05176.04175.370.00
462001.06.22 14:03s/l230.05175.37175.370.00-33.589482.88
472001.07.04 16:00buy240.05174.80174.020.00
482001.07.09 02:01sell250.05177.43178.500.00
492001.07.11 23:00close250.05175.21178.500.00107.719590.59
502001.07.12 19:42s/l240.05174.02174.020.00-34.149556.45
512001.07.26 16:00sell260.05176.71177.540.00
522001.07.30 05:27s/l260.05177.54177.540.00-45.129511.33
532001.07.31 10:00buy270.05178.42177.900.00
542001.07.31 10:18s/l270.05177.90177.900.00-26.069485.27
552001.07.31 10:18buy280.05177.97177.450.00
562001.08.02 15:15s/l280.05177.45177.450.00-24.079461.20
572001.08.16 08:00sell290.05172.86173.890.00
582001.08.16 23:34s/l290.05173.89173.890.00-51.619409.59
592001.08.24 16:00sell300.05173.27173.980.00
602001.08.28 16:34s/l300.05173.98173.980.00-39.119370.48
612001.09.06 18:00buy310.05176.08174.960.00
622001.09.11 17:45s/l310.05174.96174.960.00-54.649315.84
632001.10.24 19:00buy320.05175.27174.530.00
642001.10.30 02:00close320.05177.38174.530.00108.749424.58
652001.10.30 11:00buy330.05177.44176.910.00
662001.10.30 15:33s/l330.05176.91176.910.00-26.569398.02
672001.11.13 00:01buy340.05175.34174.610.00
682001.11.19 11:00sell350.05175.17175.740.00
692001.11.19 12:27s/l350.05175.74175.740.00-28.569369.46
702001.11.19 17:39s/l340.05174.61174.610.00-33.619335.85
712002.01.01 00:00sell360.05190.97192.000.00
722002.01.02 05:16s/l360.05192.00192.000.00-53.399282.46
732002.01.29 16:00sell370.05187.94188.960.00
742002.01.29 19:50s/l370.05188.96188.960.00-51.119231.35
752002.02.06 08:00sell380.05189.23190.180.00
762002.02.08 13:47s/l380.05190.18190.180.00-54.679176.68
772002.02.11 08:01sell390.05190.95191.570.00
782002.02.19 22:40s/l390.05191.57191.570.00-45.199131.49
792002.03.05 07:00sell400.05188.25189.010.00
802002.03.07 02:00close400.05186.21189.010.0095.169226.65
812002.03.21 16:00sell410.05188.23189.010.00
822002.03.22 07:07s/l410.05189.01189.010.00-40.869185.79
832002.04.12 10:00sell420.05189.81190.550.00
842002.04.16 04:00sell430.05189.37190.030.00
852002.04.26 12:00buy440.05186.95186.330.00
862002.04.26 16:31s/l440.05186.33186.330.00-31.089154.71
872002.05.06 13:00sell450.05186.67187.210.00
882002.05.07 11:36s/l450.05187.21187.210.00-28.839125.88
892002.05.20 02:00close430.05183.89190.030.00214.599340.48
902002.05.20 02:00close420.05183.89190.550.00233.119573.59
912002.06.07 07:00sell460.05181.60182.260.00
922002.06.10 03:18s/l460.05182.26182.260.00-34.849538.75
932002.07.02 18:00sell470.05183.96184.700.00
942002.07.03 11:00sell480.05183.53184.170.00
952002.07.04 19:00buy490.05183.22182.510.00
962002.07.05 14:29s/l490.05182.51182.510.00-35.099503.66
972002.07.11 15:00close480.05181.04184.170.00107.129610.77
982002.07.11 15:00close470.05181.04184.700.00126.909737.68
992002.07.26 03:00sell500.05184.35185.220.00
1002002.07.26 04:48s/l500.05185.22185.220.00-43.609694.08
1012002.08.09 12:00buy510.05185.52184.650.00
1022002.08.09 12:58s/l510.05184.65184.650.00-43.619650.47
1032002.08.09 12:58buy520.05184.69183.820.00
1042002.08.09 15:32s/l520.05183.82183.820.00-43.619606.86
1052002.09.05 08:00sell530.05184.56185.190.00
1062002.09.05 15:47s/l530.05185.19185.190.00-31.579575.29
1072002.10.11 10:08sell540.05193.72194.310.00
1082002.10.11 13:50s/l540.05194.31194.310.00-29.569545.73
1092002.10.18 12:00buy550.05193.84193.110.00
1102002.10.21 11:20s/l550.05193.11193.110.00-36.099509.63
1112002.12.16 02:00buy560.05191.98190.860.00
1122002.12.17 09:00buy570.05192.66191.890.00
1132002.12.23 13:26s/l570.05191.89191.890.00-35.619474.02
1142002.12.30 10:00sell580.05191.49192.120.00
1152002.12.30 15:23s/l560.05190.86190.860.00-49.189424.84
1162002.12.30 20:00close580.05190.14192.120.0067.659492.49
1172003.01.01 08:00sell590.05191.23191.900.00
1182003.01.03 17:01s/l590.05191.90191.900.00-40.649451.85
1192003.01.07 15:00sell600.05192.04192.820.00
1202003.01.07 16:59s/l600.05192.82192.820.00-39.099412.76
1212003.03.28 09:00sell610.05187.93188.690.00
1222003.03.28 17:34s/l610.05188.69188.690.00-38.089374.68
1232003.04.07 09:00sell620.05187.87188.620.00
1242003.04.09 01:01sell630.05186.07187.000.00
1252003.04.09 16:55s/l630.05187.00187.000.00-46.619328.07
1262003.04.11 12:02s/l620.05188.62188.620.00-48.179279.90
1272003.04.18 18:00buy640.05188.35187.950.00
1282003.04.18 22:00buy650.05188.27187.840.00
1292003.04.21 01:01s/l640.05187.95187.950.00-19.559260.35
1302003.04.21 01:29s/l650.05187.84187.840.00-21.059239.29
1312003.04.23 13:00buy660.05189.53188.810.00
1322003.04.24 00:00close660.05191.04188.810.0077.179316.46
1332003.04.30 10:00buy670.05190.88190.080.00
1342003.04.30 10:31s/l670.05190.08190.080.00-40.109276.36
1352003.04.30 10:31buy680.05190.14189.340.00
1362003.05.01 10:45s/l680.05189.34189.340.00-38.609237.76
1372003.06.04 19:00sell690.05193.71194.690.00
1382003.06.05 14:25s/l690.05194.69194.690.00-54.409183.37
1392003.06.09 12:00sell700.05195.23196.530.00
1402003.06.10 00:00buy710.05194.60193.120.00
1412003.06.11 15:13s/l700.05196.53196.530.00-68.689114.68
1422003.06.16 16:00close710.05198.05193.120.00175.899290.57
1432003.07.09 02:00buy720.05193.49192.530.00
1442003.07.09 10:34s/l720.05192.53192.530.00-48.119242.46
1452003.08.19 15:00sell730.05189.32190.110.00
1462003.08.20 00:00close730.05187.99190.110.0064.889307.35
1472003.09.10 16:00buy740.05186.09185.320.00
1482003.09.12 22:00close740.05188.15185.320.00105.249412.58
1492003.09.15 08:00sell750.05188.19188.850.00
1502003.09.15 10:46s/l750.05188.85188.850.00-33.079379.51
1512003.09.24 19:00sell760.05184.80185.850.00
1522003.09.25 09:48s/l760.05185.85185.850.00-57.929321.60
1532003.09.30 19:00sell770.05185.31186.680.00
1542003.10.08 00:00close770.05182.90186.680.00106.659428.25
1552003.12.19 09:00buy780.05190.78190.120.00
1562003.12.19 14:40s/l780.05190.12190.120.00-33.089395.17
1572003.12.31 00:00sell790.05190.00190.730.00
1582003.12.31 10:21s/l790.05190.73190.730.00-36.589358.59
1592004.01.05 15:00buy800.05191.56190.670.00
1602004.01.06 17:00close800.05193.59190.670.00102.259460.83
1612004.01.26 02:00sell810.05194.63196.050.00
1622004.01.27 13:00close810.05191.53196.050.00153.589614.42
1632004.01.30 17:00sell820.05191.99193.090.00
1642004.01.30 19:10s/l820.05193.09193.090.00-55.129559.30
1652005.01.18 05:00sell830.05190.31190.980.00
1662005.01.18 09:22s/l830.05190.98190.980.00-33.579525.73
1672005.02.15 22:00buy840.05198.03197.170.00
1682005.02.25 00:00close840.05201.26197.170.00167.859693.58
1692005.03.16 00:00buy850.05200.10199.330.00
1702005.03.21 17:43s/l850.05199.33199.330.00-36.119657.47
1712005.04.14 10:00sell860.05203.37204.010.00
1722005.04.15 11:02s/l860.05204.01204.010.00-33.849623.63
1732005.04.18 04:00buy870.05203.82203.080.00
1742005.04.22 00:00buy880.05204.22203.280.00
1752005.04.22 11:13s/l880.05203.28203.280.00-47.129576.51
1762005.04.22 11:58s/l870.05203.08203.080.00-34.119542.40
1772005.05.19 11:00sell890.05197.14197.740.00
1782005.05.19 15:32s/l890.05197.74197.740.00-30.079512.33
1792005.05.20 20:00buy900.05197.68197.090.00
1802005.05.23 16:08s/l900.05197.09197.090.00-29.079483.26
1812005.05.24 18:00sell910.05196.66197.250.00
1822005.05.25 17:13s/l910.05197.25197.250.00-31.349451.92
1832005.05.26 01:01sell920.05197.18197.770.00
1842005.05.26 05:35s/l920.05197.77197.770.00-29.569422.36
1852005.06.06 14:00buy930.05195.11194.520.00
1862005.06.06 16:04s/l930.05194.52194.520.00-29.579392.79
1872005.06.22 14:00buy940.05198.37197.600.00
1882005.06.23 09:01s/l940.05197.60197.600.00-37.109355.69
1892005.06.29 10:00sell950.05199.82200.430.00
1902005.06.29 11:44s/l950.05200.43200.430.00-30.579325.12
1912005.06.29 14:00sell960.05199.66200.450.00
1922005.06.30 16:00close960.05198.43200.450.0056.339381.46
1932005.07.22 23:00buy970.05193.55192.390.00
1942005.07.27 08:00sell980.05195.73196.360.00
1952005.07.27 22:27s/l980.05196.36196.360.00-31.579349.89
1962005.07.28 21:00close970.05197.04192.390.00177.909527.78
1972005.07.29 12:00buy990.05196.94196.310.00
1982005.08.01 02:00close990.05197.82196.310.0044.619572.39
1992005.08.19 15:00sell1000.05198.36198.980.00
2002005.08.22 14:00close1000.05197.39198.980.0046.849619.24
2012005.08.26 07:00sell1010.05198.39199.050.00
2022005.08.29 03:26s/l1010.05199.05199.050.00-34.849584.40
2032005.09.02 14:00buy1020.05201.54200.870.00
2042005.09.12 10:02s/l1020.05200.87200.870.00-29.619554.79
2052005.09.26 02:00sell1030.05199.24200.060.00
2062005.09.27 04:07s/l1030.05200.06200.060.00-42.879511.93
2072005.10.25 17:00sell1040.05204.96205.700.00
2082005.10.26 16:07s/l1040.05205.70205.700.00-38.859473.08
2092005.10.27 07:00sell1050.05205.94206.600.00
2102005.10.31 14:22s/l1050.05206.60206.600.00-36.619436.47
2112005.12.29 13:00buy1060.05203.03202.240.00
2122005.12.30 05:36s/l1060.05202.24202.240.00-39.099397.38
2132006.01.20 12:00buy1070.05202.82202.150.00
2142006.01.25 20:00close1070.05206.72202.150.00196.969594.34
2152006.02.09 16:00buy1080.05206.36205.660.00
2162006.02.10 09:27s/l1080.05205.66205.660.00-34.589559.75
2172006.02.20 02:00buy1090.05205.88204.990.00
2182006.02.21 18:00close1090.05207.20204.990.0066.659626.40
2192006.04.27 19:00sell1100.05205.41206.300.00
2202006.04.28 10:52s/l1100.05206.30206.300.00-46.379580.04
2212006.05.06 00:00buy1110.05209.39208.410.00
2222006.05.08 01:02s/l1110.05208.41208.410.00-48.629531.41
2232006.05.12 21:00sell1120.05208.41209.440.00
2242006.05.18 13:56s/l1120.05209.44209.440.00-62.219469.20
2252006.05.23 03:00buy1130.05210.53209.610.00
2262006.05.23 07:49s/l1130.05209.61209.610.00-46.119423.09
2272006.05.29 02:00sell1140.05209.08209.900.00
2282006.05.29 22:00sell1150.05208.99209.530.00
2292006.05.30 02:56s/l1150.05209.53209.530.00-28.839394.26
2302006.05.30 11:34s/l1140.05209.90209.900.00-42.869351.41
2312006.08.01 02:00sell1160.05213.92214.590.00
2322006.08.01 15:39s/l1160.05214.59214.590.00-33.579317.84
2332006.08.02 02:00sell1170.05214.95215.710.00
2342006.08.03 14:01s/l1170.05215.71215.710.00-43.389274.46
2352006.08.14 13:00buy1180.05220.05219.480.00
2362006.08.16 02:30s/l1180.05219.48219.480.00-27.599246.88
2372006.09.18 04:00sell1190.05221.49222.520.00
2382006.09.22 12:00sell1200.05221.68222.330.00
2392006.09.25 12:00buy1210.05221.70221.160.00
2402006.09.25 18:19s/l1210.05221.16221.160.00-27.079219.81
2412006.09.26 21:24s/l1200.05222.33222.330.00-36.119183.70
2422006.10.03 12:35s/l1190.05222.52222.520.00-78.109105.60
2432006.10.04 06:00buy1220.05222.43222.000.00
2442006.10.04 13:32s/l1220.05222.00222.000.00-21.559084.05
2452006.10.16 23:00buy1230.05221.70221.050.00
2462006.10.23 02:00close1230.05223.30221.050.0083.689167.72
2472006.10.25 17:00sell1240.05223.50223.930.00
2482006.10.26 11:22s/l1240.05223.93223.930.00-26.859140.88
2492006.11.15 12:00sell1250.05223.03223.510.00
2502006.11.20 04:52s/l1250.05223.51223.510.00-32.889108.00
2512006.11.29 06:00buy1260.05226.05225.400.00
2522006.12.01 12:00close1260.05228.44225.400.00121.799229.79
2532006.12.21 12:00sell1270.05232.29232.780.00
2542006.12.22 11:58s/l1270.05232.78232.780.00-26.339203.46
2552007.01.15 04:00buy1280.05235.47234.660.00
2562007.01.15 14:00close1280.05236.62234.660.0057.649261.10
2572007.01.19 12:00buy1290.05239.26238.750.00
2582007.01.22 17:00close1290.05240.07238.750.0041.109302.20
2592007.01.29 23:00sell1300.05238.62239.280.00
2602007.01.30 09:15s/l1300.05239.28239.280.00-34.859267.35
2612007.02.09 10:00sell1310.05236.59237.220.00
2622007.02.09 17:16s/l1310.05237.22237.220.00-31.579235.78
2632007.02.21 08:00buy1320.05235.01233.920.00
2642007.02.23 02:00close1320.05237.66233.920.00134.829370.60
2652007.03.16 00:00sell1330.05227.45228.450.00
2662007.03.19 10:58s/l1330.05228.45228.450.00-51.889318.72
2672007.03.22 01:00sell1340.05231.02231.950.00
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2932007.12.31 17:00sell1470.05223.29224.300.00
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3612009.03.19 03:00sell1810.05137.25138.540.00
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