Strategy Tester Report
RSI-R2 EA
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | LotSize=10; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6505.71 | Gross profit | 6505.71 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 6505.71 | |||
| Absolute drawdown | 8854.13 | Maximal drawdown | 11123.36 (90.66%) | Relative drawdown | 90.66% (11123.36) |
| Total trades | 1 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 6505.71 | loss trade | 0.00 | |
| Average | profit trade | 6505.71 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 1 (6505.71) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 6505.71 (1) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 1 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 00:00 | sell | 1 | 10.00 | 1.05561 | 0.00000 | 1.04879 | ||
| 2 | 2009.12.07 18:50 | t/p | 1 | 10.00 | 1.04879 | 0.00000 | 1.04879 | 6505.71 | 16505.71 |