Strategy Tester Report
RSI_R2_EA-2
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
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 | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 12165.00 | Gross profit | 15545.00 | Gross loss | -3380.00 |
Profit factor | 4.60 | Expected payoff | 2433.00 | ||
Absolute drawdown | 5975.00 | Maximal drawdown | 9905.00 (71.11%) | Relative drawdown | 71.11% (9905.00) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 6950.00 | loss trade | -3380.00 | |
Average | profit trade | 3886.25 | loss trade | -3380.00 | |
Maximum | consecutive wins (profit in money) | 4 (15545.00) | consecutive losses (loss in money) | 1 (-3380.00) | |
Maximal | consecutive profit (count of wins) | 15545.00 (4) | consecutive loss (count of losses) | -3380.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.11 00:00 | buy | 1 | 10.00 | 1.41455 | 0.00000 | 1.42150 | ||
2 | 2009.08.12 17:40 | t/p | 1 | 10.00 | 1.42150 | 0.00000 | 1.42150 | 6945.00 | 16945.00 |
3 | 2009.09.30 00:00 | buy | 2 | 10.00 | 1.45839 | 0.00000 | 1.46534 | ||
4 | 2009.09.30 07:00 | modify | 2 | 10.00 | 1.45839 | 1.45862 | 1.46534 | ||
5 | 2009.09.30 08:00 | modify | 2 | 10.00 | 1.45839 | 1.45937 | 1.46534 | ||
6 | 2009.09.30 09:00 | modify | 2 | 10.00 | 1.45839 | 1.45999 | 1.46534 | ||
7 | 2009.09.30 09:50 | s/l | 2 | 10.00 | 1.45999 | 1.45999 | 1.46534 | 1600.00 | 18545.00 |
8 | 2009.09.30 09:50 | buy | 3 | 10.00 | 1.45994 | 0.00000 | 1.46689 | ||
9 | 2009.09.30 09:57 | modify | 3 | 10.00 | 1.45994 | 1.45999 | 1.46689 | ||
10 | 2009.09.30 10:02 | s/l | 3 | 10.00 | 1.45999 | 1.45999 | 1.46689 | 50.00 | 18595.00 |
11 | 2009.09.30 10:02 | buy | 4 | 10.00 | 1.45993 | 0.00000 | 1.46688 | ||
12 | 2009.09.30 11:20 | t/p | 4 | 10.00 | 1.46688 | 0.00000 | 1.46688 | 6950.00 | 25545.00 |
13 | 2009.09.30 11:20 | buy | 5 | 10.00 | 1.46703 | 0.00000 | 1.47398 | ||
14 | 2009.09.30 23:59 | close at stop | 5 | 10.00 | 1.46365 | 0.00000 | 1.47398 | -3380.00 | 22165.00 |