Strategy Tester Report
_RSI R2 EA multi pair
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 | LotSize=0.5; Slippage=2; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=false; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 525.57 | Gross profit | 525.57 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 262.78 | |||
| Absolute drawdown | 182.74 | Maximal drawdown | 258.57 (2.54%) | Relative drawdown | 2.54% (258.57) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 270.65 | loss trade | 0.00 | |
| Average | profit trade | 262.78 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (525.57) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 525.57 (2) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 2 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.06 00:00 | buy | 1 | 0.50 | 1.19182 | 0.00000 | 1.19793 | ||
| 2 | 2009.01.06 09:15 | t/p | 1 | 0.50 | 1.19793 | 0.00000 | 1.19793 | 254.92 | 10254.92 |
| 3 | 2009.06.17 00:00 | sell | 2 | 0.50 | 1.13504 | 0.00000 | 1.12893 | ||
| 4 | 2009.06.17 08:45 | t/p | 2 | 0.50 | 1.12893 | 0.00000 | 1.12893 | 270.65 | 10525.57 |