Strategy Tester Report
RSI Power Maximum
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | S1a="---------------- Settings"; Shift1=1; Shift2=2; S1b="---------------- Settings"; SignalTimeFrame=15; RSIPeriod1=9; b01="Buy when between these and rising"; RSIBuyLevel1=50; RSIBuyLevel1a=70; s01="Sell when between these and decreasing"; RSISellLevel1=50; RSISellLevel1a=30; S2b="---------------- 2nD Settings"; S2c="---------Show the trend"; RSIPeriod2=9; S2d="If Under-Over allow to trade"; RSIBuyLevel2=30; RSISellLevel2=70; MainTimeFrame=240; S2e="If Under-Over allow to trade"; MACDFast2=12; MACDSlow2=26; MACDSMA2=9; MACDBuyLevel2=0; MACDSellLevel2=0; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; ReverseSystem=false; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -236.73 | Gross profit | 62.14 | Gross loss | -298.87 |
| Profit factor | 0.21 | Expected payoff | -29.59 | ||
| Absolute drawdown | 945.46 | Maximal drawdown | 958.91 (9.58%) | Relative drawdown | 9.58% (958.91) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 2 (25.00%) | Loss trades (% of total) | 6 (75.00%) | ||
| Largest | profit trade | 38.14 | loss trade | -149.52 | |
| Average | profit trade | 31.07 | loss trade | -49.81 | |
| Maximum | consecutive wins (profit in money) | 2 (62.14) | consecutive losses (loss in money) | 6 (-298.87) | |
| Maximal | consecutive profit (count of wins) | 62.14 (2) | consecutive loss (count of losses) | -298.87 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.21 19:00 | buy | 1 | 0.10 | 1.06198 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.23 23:00 | buy | 2 | 0.10 | 1.04932 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.24 00:00 | buy | 3 | 0.10 | 1.04948 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.24 01:00 | buy | 4 | 0.10 | 1.04949 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.24 02:00 | buy | 5 | 0.10 | 1.04995 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.24 15:00 | buy | 6 | 0.10 | 1.04927 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.29 00:00 | buy | 7 | 0.10 | 1.04390 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.29 17:00 | buy | 8 | 0.10 | 1.04242 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.31 18:57 | close at stop | 8 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 38.14 | 10038.14 |
| 10 | 2009.12.31 18:57 | close at stop | 7 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 24.00 | 10062.14 |
| 11 | 2009.12.31 18:57 | close at stop | 6 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -27.60 | 10034.54 |
| 12 | 2009.12.31 18:57 | close at stop | 5 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -34.10 | 10000.45 |
| 13 | 2009.12.31 18:57 | close at stop | 4 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -29.70 | 9970.75 |
| 14 | 2009.12.31 18:57 | close at stop | 3 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -29.61 | 9941.14 |
| 15 | 2009.12.31 18:57 | close at stop | 2 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -28.35 | 9912.79 |
| 16 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -149.52 | 9763.27 |