Strategy Tester Report
RSI_R2_EA1
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 | 11915.00 | Gross profit | 15345.00 | Gross loss | -3430.00 |
| Profit factor | 4.47 | Expected payoff | 2383.00 | ||
| Absolute drawdown | 6025.00 | Maximal drawdown | 9905.00 (71.36%) | Relative drawdown | 71.36% (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 | 6900.00 | loss trade | -3430.00 | |
| Average | profit trade | 3836.25 | loss trade | -3430.00 | |
| Maximum | consecutive wins (profit in money) | 4 (15345.00) | consecutive losses (loss in money) | 1 (-3430.00) | |
| Maximal | consecutive profit (count of wins) | 15345.00 (4) | consecutive loss (count of losses) | -3430.00 (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 | 1.41460 | 0.00000 | 1.42150 | ||
| 2 | 2009.08.12 17:40 | t/p | 1 | 10.00 | 1.42150 | 0.00000 | 1.42150 | 6895.00 | 16895.00 |
| 3 | 2009.09.30 00:00 | buy | 2 | 10.00 | 1.45844 | 0.00000 | 1.46534 | ||
| 4 | 2009.09.30 07:00 | modify | 2 | 10.00 | 1.45844 | 1.45862 | 1.46534 | ||
| 5 | 2009.09.30 08:00 | modify | 2 | 10.00 | 1.45844 | 1.45937 | 1.46534 | ||
| 6 | 2009.09.30 09:00 | modify | 2 | 10.00 | 1.45844 | 1.45999 | 1.46534 | ||
| 7 | 2009.09.30 09:50 | s/l | 2 | 10.00 | 1.45999 | 1.45999 | 1.46534 | 1550.00 | 18445.00 |
| 8 | 2009.09.30 09:50 | buy | 3 | 10.00 | 1.45999 | 0.00000 | 1.46689 | ||
| 9 | 2009.09.30 09:57 | modify | 3 | 10.00 | 1.45999 | 1.45999 | 1.46689 | ||
| 10 | 2009.09.30 10:02 | s/l | 3 | 10.00 | 1.45999 | 1.45999 | 1.46689 | 0.00 | 18445.00 |
| 11 | 2009.09.30 10:02 | buy | 4 | 10.00 | 1.45998 | 0.00000 | 1.46688 | ||
| 12 | 2009.09.30 11:20 | t/p | 4 | 10.00 | 1.46688 | 0.00000 | 1.46688 | 6900.00 | 25345.00 |
| 13 | 2009.09.30 11:20 | buy | 5 | 10.00 | 1.46708 | 0.00000 | 1.47398 | ||
| 14 | 2009.09.30 23:59 | close at stop | 5 | 10.00 | 1.46365 | 0.00000 | 1.47398 | -3430.00 | 21915.00 |