Strategy Tester Report
RSI_R2_EA-2
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; RSI_Period=2; AssignRSI=false; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9608.17 | Gross profit | 6457.70 | Gross loss | -16065.87 |
| Profit factor | 0.40 | Expected payoff | -4804.09 | ||
| Absolute drawdown | 9608.17 | Maximal drawdown | 16065.87 (97.62%) | Relative drawdown | 97.62% (16065.87) |
| Total trades | 2 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 6457.70 | loss trade | -16065.87 | |
| Average | profit trade | 6457.70 | loss trade | -16065.87 | |
| Maximum | consecutive wins (profit in money) | 1 (6457.70) | consecutive losses (loss in money) | 1 (-16065.87) | |
| Maximal | consecutive profit (count of wins) | 6457.70 (1) | consecutive loss (count of losses) | -16065.87 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | 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 | 1.04884 | ||
| 2 | 2009.12.07 18:50 | t/p | 1 | 10.00 | 1.04884 | 0.00000 | 1.04884 | 6457.70 | 16457.70 |
| 3 | 2009.12.07 18:50 | sell | 2 | 10.00 | 1.04813 | 0.00000 | 1.04136 | ||
| 4 | 2009.12.08 20:15 | close at stop | 2 | 10.00 | 1.06524 | 0.00000 | 1.04136 | -16065.87 | 391.83 |