Strategy Tester Report
RSI_R2_EA2
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
| 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 | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10470.00 | Gross profit | 6440.00 | Gross loss | -16910.00 |
| Profit factor | 0.38 | Expected payoff | -5235.00 | ||
| Absolute drawdown | 10470.00 | Maximal drawdown | 19830.00 (102.43%) | Relative drawdown | 102.43% (19830.00) |
| 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 | 6440.00 | loss trade | -16910.00 | |
| Average | profit trade | 6440.00 | loss trade | -16910.00 | |
| Maximum | consecutive wins (profit in money) | 1 (6440.00) | consecutive losses (loss in money) | 1 (-16910.00) | |
| Maximal | consecutive profit (count of wins) | 6440.00 (1) | consecutive loss (count of losses) | -16910.00 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.25 12:00 | buy | 1 | 10.00 | 1.61752 | 0.00000 | 1.62396 | ||
| 2 | 2010.01.25 17:45 | t/p | 1 | 10.00 | 1.62396 | 0.00000 | 1.62396 | 6440.00 | 16440.00 |
| 3 | 2010.01.25 17:45 | buy | 2 | 10.00 | 1.62464 | 0.00000 | 1.63108 | ||
| 4 | 2010.01.29 14:45 | close at stop | 2 | 10.00 | 1.60773 | 0.00000 | 1.63108 | -16910.00 | -470.00 |