Strategy Tester Report
RSI_R2_EA_multi_pair
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | LotSize=0.5; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=false; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1945.00 | Gross profit | 346.50 | Gross loss | -2291.50 |
| Profit factor | 0.15 | Expected payoff | -972.50 | ||
| Absolute drawdown | 3063.50 | Maximal drawdown | 3250.50 (31.91%) | Relative drawdown | 31.91% (3250.50) |
| Total trades | 2 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 346.50 | loss trade | -2291.50 | |
| Average | profit trade | 346.50 | loss trade | -2291.50 | |
| Maximum | consecutive wins (profit in money) | 1 (346.50) | consecutive losses (loss in money) | 1 (-2291.50) | |
| Maximal | consecutive profit (count of wins) | 346.50 (1) | consecutive loss (count of losses) | -2291.50 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.08 00:00 | buy | 1 | 0.50 | 1.48287 | 0.00000 | 1.48980 | ||
| 2 | 2009.12.28 00:00 | close | 1 | 0.50 | 1.43714 | 0.00000 | 1.48980 | -2291.50 | 7708.50 |
| 3 | 2010.01.04 00:00 | buy | 2 | 0.50 | 1.43268 | 0.00000 | 1.43961 | ||
| 4 | 2010.01.04 11:02 | t/p | 2 | 0.50 | 1.43961 | 0.00000 | 1.43961 | 346.50 | 8055.00 |