Strategy Tester Report
RSI_R2_AnyTimeFrame_Optimzable
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersLotSize=1; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=true; MaTrend_Period=200; RSI_Period=2; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; SarStep=0.02; SarMax=0.2;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-8709.14Gross profit19128.60Gross loss-27837.73
Profit factor0.69Expected payoff-33.24
Absolute drawdown8743.73Maximal drawdown12430.65 (90.82%)Relative drawdown90.82% (12430.65)
Total trades262Short positions (won %)148 (56.08%)Long positions (won %)114 (63.16%)
Profit trades (% of total)155 (59.16%)Loss trades (% of total)107 (40.84%)
Largestprofit trade543.59loss trade-2164.10
Averageprofit trade123.41loss trade-260.17
Maximumconsecutive wins (profit in money)10 (2342.62)consecutive losses (loss in money)4 (-3247.39)
Maximalconsecutive profit (count of wins)2342.62 (10)consecutive loss (count of losses)-3247.39 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 17:00buy11.001.188090.000001.19420
22009.01.06 00:00close11.001.190930.000001.19420237.5510237.55
32009.01.06 14:00buy21.021.190470.000001.19658
42009.01.06 23:00close21.021.183500.000001.19658-600.719636.84
52009.01.08 15:00buy30.961.194190.000001.20030
62009.01.09 02:00close30.961.183000.000001.20030-908.958727.89
72009.01.12 09:00sell40.871.193420.000001.18731
82009.01.12 15:00close40.871.194920.000001.18731-109.218618.68
92009.01.13 23:00buy50.861.225490.000001.23160
102009.01.14 10:00close50.861.220800.000001.23160-331.188287.49
112009.01.15 02:00buy60.831.245640.000001.25175
122009.01.15 04:00close60.831.247250.000001.25175107.148394.63
132009.01.15 13:00buy70.841.244090.000001.25020
142009.01.15 13:50t/p70.841.250200.000001.25020410.438805.06
152009.01.26 03:00sell80.881.238120.000001.23201
162009.01.26 05:00close80.881.234590.000001.23201251.619056.67
172009.01.26 20:00sell90.911.226400.000001.22029
182009.01.26 23:00close90.911.223540.000001.22029212.719269.38
192009.01.27 13:00sell100.931.224470.000001.21836
202009.01.27 19:00close100.931.224820.000001.21836-26.589242.80
212009.01.28 03:00sell110.921.226950.000001.22084
222009.01.28 07:00close110.921.227230.000001.22084-20.999221.81
232009.01.28 21:00sell120.921.215600.000001.20949
242009.01.29 07:00close120.921.218230.000001.20949-199.659022.17
252009.01.29 10:00sell130.901.221500.000001.21539
262009.01.29 12:20t/p130.901.215390.000001.21539452.489474.65
272009.02.03 04:00buy140.951.243880.000001.24999
282009.02.03 07:00close140.951.243300.000001.24999-44.329430.33
292009.02.03 17:00buy150.941.240470.000001.24658
302009.02.04 02:00close150.941.234560.000001.24658-450.868979.47
312009.02.05 08:00buy160.901.233140.000001.23925
322009.02.05 09:00close160.901.236400.000001.23925237.309216.77
332009.02.06 18:00buy170.921.239790.000001.24590
342009.02.09 08:00close170.921.224370.000001.24590-1159.528057.25
352009.02.09 08:00sell180.811.224370.000001.21826
362009.02.09 14:00close180.811.226900.000001.21826-167.037890.22
372009.02.10 01:00sell190.791.219730.000001.21362
382009.02.10 07:00close190.791.221750.000001.21362-130.627759.60
392009.02.10 10:00sell200.781.223800.000001.21769
402009.02.10 14:00close200.781.224250.000001.21769-28.677730.93
412009.02.11 01:00buy210.771.242190.000001.24830
422009.02.11 04:00close210.771.244000.000001.24830112.037842.96
432009.02.11 08:00buy220.781.242830.000001.24894
442009.02.11 10:00close220.781.245770.000001.24894184.088027.04
452009.02.12 03:00buy230.801.240740.000001.24685
462009.02.12 05:00close230.801.243600.000001.24685183.988211.02
472009.02.12 09:00buy240.821.241360.000001.24747
482009.02.12 10:00close240.821.244650.000001.24747216.758427.77
492009.02.12 15:00buy250.841.243090.000001.24920
502009.02.12 16:00close250.841.247600.000001.24920303.668731.43
512009.02.13 00:00buy260.871.242990.000001.24910
522009.02.13 16:00close260.871.238600.000001.24910-308.368423.07
532009.02.18 02:00buy270.841.264690.000001.27080
542009.02.18 10:00close270.841.263920.000001.27080-51.178371.90
552009.02.18 15:00buy280.841.258150.000001.26426
562009.02.18 23:00close280.841.260770.000001.26426174.568546.46
572009.02.19 05:00buy290.851.257390.000001.26350
582009.02.19 17:00close290.851.259150.000001.26350118.818665.27
592009.02.19 21:00buy300.871.256040.000001.26215
602009.02.19 22:00close300.871.259000.000001.26215204.548869.81
612009.02.24 11:00sell310.891.250650.000001.24454
622009.02.24 12:00close310.891.248000.000001.24454188.989058.79
632009.02.25 16:00sell320.911.249400.000001.24329
642009.02.25 20:00close320.911.252540.000001.24329-228.138830.66
652009.02.25 20:00buy330.881.252540.000001.25865
662009.02.25 23:00close330.881.257030.000001.25865314.339144.99
672009.02.26 02:00buy340.911.255290.000001.26140
682009.02.26 07:00close340.911.255520.000001.2614016.679161.66
692009.03.02 06:00buy350.921.276010.000001.28212
702009.03.02 09:32t/p350.921.282120.000001.28212438.339599.99
712009.03.13 09:00sell360.961.279800.000001.27369
722009.03.13 10:00close360.961.277520.000001.27369171.339771.32
732009.03.16 16:00sell370.981.270080.000001.26397
742009.03.16 18:00close370.981.267620.000001.26397190.189961.50
752009.03.16 21:00sell381.001.273250.000001.26714
762009.03.17 03:00close381.001.269840.000001.26714268.1710229.67
772009.03.17 09:00sell391.021.271900.000001.26579
782009.03.17 12:00close391.021.270610.000001.26579103.5610333.23
792009.03.18 17:00sell401.031.271470.000001.26536
802009.03.18 19:15t/p401.031.265360.000001.26536497.9210831.15
812009.03.30 04:00buy411.081.240490.000001.24660
822009.03.30 05:00close411.081.241650.000001.24660100.9010932.05
832009.03.30 13:00buy421.091.248880.000001.25499
842009.03.30 15:00close421.091.251650.000001.25499241.2311173.28
852009.03.31 03:00buy431.121.261790.000001.26790
862009.03.31 08:00close431.121.259080.000001.26790-241.0610932.22
872009.03.31 13:00buy441.091.251890.000001.25800
882009.03.31 15:45t/p441.091.258000.000001.25800529.3011461.52
892009.04.03 05:00sell451.151.239550.000001.23344
902009.04.03 11:00close451.151.237690.000001.23344172.8211634.34
912009.04.03 15:00sell461.161.241410.000001.23530
922009.04.03 17:00close461.161.236130.000001.23530495.4812129.82
932009.04.06 09:00sell471.211.227100.000001.22099
942009.04.06 11:00close471.211.224440.000001.22099262.8612392.68
952009.04.06 14:00sell481.241.232250.000001.22614
962009.04.06 22:00close481.241.239240.000001.22614-699.4311693.25
972009.04.07 12:00sell491.171.243300.000001.23719
982009.04.07 16:00close491.171.242890.000001.2371938.6011731.85
992009.04.08 08:00sell501.171.244100.000001.23799
1002009.04.08 10:00close501.171.242090.000001.23799189.3311921.18
1012009.04.09 03:00sell511.191.238440.000001.23233
1022009.04.09 06:00close511.191.237190.000001.23233120.2312041.41
1032009.04.10 03:00sell521.201.225580.000001.21947
1042009.04.10 05:00close521.201.225560.000001.219471.9612043.37
1052009.04.13 12:00sell531.201.226360.000001.22025
1062009.04.13 14:00close531.201.222520.000001.22025376.9312420.30
1072009.04.14 01:00sell541.241.220850.000001.21474
1082009.04.14 02:00close541.241.220040.000001.2147482.3312502.63
1092009.04.14 05:00sell551.251.223800.000001.21769
1102009.04.14 07:00close551.251.220180.000001.21769370.8512873.48
1112009.04.14 11:00sell561.291.222450.000001.21634
1122009.04.14 12:00close561.291.219020.000001.21634362.9713236.45
1132009.04.14 21:00sell571.321.212850.000001.20674
1142009.04.15 07:00close571.321.216400.000001.20674-385.7312850.71
1152009.04.16 20:00sell581.291.213000.000001.20689
1162009.04.16 23:00close581.291.207910.000001.20689543.5913394.30
1172009.04.17 05:00sell591.341.211600.000001.20549
1182009.04.17 13:00close591.341.210660.000001.20549104.0413498.34
1192009.04.17 16:00sell601.351.212340.000001.20623
1202009.04.17 20:00close601.351.213890.000001.20623-172.3813325.96
1212009.04.20 04:00sell611.331.217900.000001.21179
1222009.04.21 01:00close611.331.238040.000001.21179-2164.1011161.87
1232009.04.21 05:00buy621.121.238110.000001.24422
1242009.04.21 09:00close621.121.241300.000001.24422287.8311449.70
1252009.04.21 19:00buy631.141.235360.000001.24147
1262009.04.22 01:00close631.141.236880.000001.24147139.0411588.74
1272009.04.23 08:00buy641.161.237490.000001.24360
1282009.04.23 10:00close641.161.240150.000001.24360248.8111837.55
1292009.04.23 20:00buy651.181.226190.000001.23230
1302009.04.24 02:00close651.181.225570.000001.23230-60.7811776.77
1312009.04.27 01:00sell661.181.212130.000001.20602
1322009.04.27 14:00close661.181.215040.000001.20602-282.6111494.16
1332009.04.27 20:00sell671.151.220700.000001.21459
1342009.04.28 02:00close671.151.219200.000001.21459141.0611635.22
1352009.04.28 08:00sell681.161.222010.000001.21590
1362009.04.28 15:00close681.161.222900.000001.21590-84.4211550.80
1372009.04.29 01:00sell691.161.220490.000001.21438
1382009.04.29 03:00close691.161.218480.000001.21438191.3511742.15
1392009.05.01 16:00sell701.171.189250.000001.18314
1402009.05.01 20:00close701.171.186010.000001.18314319.6312061.78
1412009.05.04 12:00sell711.211.184800.000001.17869
1422009.05.04 15:00close711.211.183250.000001.17869158.5012220.28
1432009.05.05 10:00sell721.221.176690.000001.17058
1442009.05.05 11:00close721.221.173840.000001.17058296.2112516.49
1452009.05.06 04:00sell731.251.179730.000001.17362
1462009.05.06 08:00close731.251.178330.000001.17362148.5212665.01
1472009.05.07 03:00sell741.271.168080.000001.16197
1482009.05.07 04:00close741.271.165840.000001.16197244.0112909.02
1492009.05.07 10:00sell751.291.167680.000001.16157
1502009.05.07 14:00close751.291.165750.000001.16157213.5713122.59
1512009.05.07 17:00sell761.311.169640.000001.16353
1522009.05.07 23:00close761.311.170670.000001.16353-115.2613007.33
1532009.05.08 03:00sell771.301.171530.000001.16542
1542009.05.08 06:00close771.301.171720.000001.16542-21.0812986.25
1552009.05.11 11:00sell781.301.151100.000001.14499
1562009.05.12 05:00close781.301.165180.000001.14499-1571.4011414.84
1572009.05.12 18:00sell791.141.166980.000001.16087
1582009.05.12 21:00close791.141.162510.000001.16087438.3411853.18
1592009.05.13 11:00sell801.191.157490.000001.15138
1602009.05.14 03:00close801.191.173260.000001.15138-1600.8310252.36
1612009.05.14 16:00buy811.031.174990.000001.18110
1622009.05.14 17:00close811.031.176740.000001.18110153.1810405.54
1632009.05.18 07:00buy821.041.179400.000001.18551
1642009.05.19 03:00close821.041.165670.000001.18551-1225.949179.59
1652009.05.20 05:00sell830.921.157290.000001.15118
1662009.05.20 10:00close830.921.156460.000001.1511866.039245.62
1672009.05.21 00:00sell840.921.142100.000001.13599
1682009.05.21 05:00close840.921.138490.000001.13599291.729537.34
1692009.05.21 14:00sell850.951.145660.000001.13955
1702009.05.21 18:00close850.951.142060.000001.13955299.469836.80
1712009.05.22 07:00sell860.981.133580.000001.12747
1722009.05.22 09:00close860.981.133140.000001.1274738.059874.85
1732009.05.25 04:00sell870.991.123530.000001.11742
1742009.05.25 08:00close870.991.123910.000001.11742-33.479841.38
1752009.05.25 15:00sell880.981.127360.000001.12125
1762009.05.25 17:00close880.981.127140.000001.1212519.139860.51
1772009.05.26 02:00sell890.991.124840.000001.11873
1782009.05.26 08:00close890.991.125420.000001.11873-51.029809.49
1792009.05.26 11:00sell900.981.131900.000001.12579
1802009.05.26 15:00close900.981.127740.000001.12579361.5010170.99
1812009.05.27 21:00sell911.021.114530.000001.10842
1822009.05.28 04:00close911.021.120740.000001.10842-566.329604.67
1832009.05.28 07:00sell920.961.123660.000001.11755
1842009.05.28 10:00close920.961.121200.000001.11755210.639815.30
1852009.06.01 14:00sell930.981.084150.000001.07804
1862009.06.02 06:00close930.981.091570.000001.07804-666.529148.78
1872009.06.02 09:00sell940.911.095880.000001.08977
1882009.06.02 12:00close940.911.091460.000001.08977368.529517.30
1892009.06.03 00:00sell950.951.081700.000001.07559
1902009.06.03 05:00close950.951.082920.000001.07559-107.039410.27
1912009.06.03 11:00sell960.941.085320.000001.07921
1922009.06.04 09:00close960.941.107140.000001.07921-1853.647556.63
1932009.06.04 23:00sell970.761.096750.000001.09064
1942009.06.05 05:00close970.761.098810.000001.09064-142.767413.87
1952009.06.05 09:00sell980.741.100160.000001.09405
1962009.06.08 03:00close980.741.117430.000001.09405-1143.966269.91
1972009.06.08 04:00buy990.631.117100.000001.12321
1982009.06.08 08:00close990.631.117640.000001.1232130.446300.35
1992009.06.08 15:00buy1000.631.122170.000001.12828
2002009.06.09 05:00close1000.631.118330.000001.12828-216.906083.45
2012009.06.09 09:00buy1010.611.112420.000001.11853
2022009.06.09 23:00close1010.611.104200.000001.11853-454.105629.35
2032009.06.10 06:00buy1020.561.104500.000001.11061
2042009.06.10 15:00close1020.561.105340.000001.1106142.565671.91
2052009.06.11 02:00buy1030.571.108750.000001.11486
2062009.06.11 15:00close1030.571.105750.000001.11486-154.655517.26
2072009.06.12 21:00buy1040.551.119220.000001.12533
2082009.06.15 02:00close1040.551.120290.000001.1253352.025569.28
2092009.06.16 09:00buy1050.561.131940.000001.13805
2102009.06.16 16:00close1050.561.130350.000001.13805-78.775490.51
2112009.06.17 09:00buy1060.551.128990.000001.13510
2122009.06.17 11:00close1060.551.132460.000001.13510168.535659.04
2132009.06.17 20:00buy1070.571.132780.000001.13889
2142009.06.18 07:00close1070.571.134250.000001.1388972.295731.33
2152009.06.18 17:00buy1080.571.127810.000001.13392
2162009.06.18 20:00close1080.571.130900.000001.13392155.745887.07
2172009.06.19 09:00buy1090.591.131650.000001.13776
2182009.06.19 15:00close1090.591.129450.000001.13776-114.925772.15
2192009.06.23 13:00buy1100.581.153640.000001.15975
2202009.06.23 17:00close1100.581.154230.000001.1597529.655801.80
2212009.06.23 22:00buy1110.581.150470.000001.15658
2222009.06.24 01:00close1110.581.150880.000001.1565820.125821.93
2232009.06.24 06:00buy1120.581.147890.000001.15400
2242009.06.24 14:00close1120.581.148280.000001.1540019.705841.63
2252009.06.25 02:00buy1130.581.155790.000001.16190
2262009.06.25 10:00close1130.581.154580.000001.16190-60.785780.85
2272009.06.25 23:00buy1140.581.155030.000001.16114
2282009.06.26 15:00close1140.581.151640.000001.16114-171.275609.58
2292009.06.29 13:00buy1150.561.153380.000001.15949
2302009.06.29 16:00close1150.561.157040.000001.15949177.145786.72
2312009.06.30 04:00buy1160.581.156090.000001.16220
2322009.06.30 07:00close1160.581.156180.000001.162204.515791.23
2332009.06.30 12:00buy1170.581.153590.000001.15970
2342009.06.30 15:00close1170.581.154550.000001.1597048.235839.46
2352009.07.01 01:00buy1180.581.163010.000001.16912
2362009.07.01 03:00close1180.581.162850.000001.16912-7.985831.48
2372009.07.01 07:00buy1190.581.162160.000001.16827
2382009.07.01 22:00close1190.581.149200.000001.16827-654.095177.39
2392009.07.01 22:00sell1200.521.149200.000001.14309
2402009.07.03 03:00close1200.521.162280.000001.14309-585.964591.43
2412009.07.03 04:00buy1210.461.160260.000001.16637
2422009.07.03 17:00close1210.461.159310.000001.16637-37.694553.74
2432009.07.06 22:00buy1220.461.159850.000001.16596
2442009.07.07 04:00close1220.461.161530.000001.1659666.104619.84
2452009.07.07 07:00buy1230.461.159640.000001.16575
2462009.07.07 08:00close1230.461.161570.000001.1657576.434696.27
2472009.07.07 14:00buy1240.471.157770.000001.16388
2482009.07.07 16:00close1240.471.160740.000001.16388120.264816.53
2492009.07.08 06:00buy1250.481.164460.000001.17057
2502009.07.08 10:00close1250.481.165000.000001.1705722.254838.78
2512009.07.08 17:00buy1260.481.162220.000001.16833
2522009.07.08 18:00close1260.481.165000.000001.16833114.544953.32
2532009.07.09 03:00buy1270.501.164290.000001.17040
2542009.07.09 17:00close1270.501.160990.000001.17040-142.124811.20
2552009.07.10 06:00buy1280.481.161800.000001.16791
2562009.07.10 08:00close1280.481.162130.000001.1679113.634824.83
2572009.07.13 02:00buy1290.481.161340.000001.16745
2582009.07.13 05:00close1290.481.163380.000001.1674584.174909.00
2592009.07.13 13:00buy1300.491.163140.000001.16925
2602009.07.13 16:00close1300.491.164810.000001.1692570.254979.25
2612009.07.14 05:00sell1310.501.152750.000001.14664
2622009.07.14 10:00close1310.501.150720.000001.1466488.215067.46
2632009.07.16 02:00sell1320.511.116000.000001.10989
2642009.07.16 13:00close1320.511.119340.000001.10989-152.184915.28
2652009.07.16 20:00sell1330.491.118920.000001.11281
2662009.07.16 22:00close1330.491.118100.000001.1128135.944951.22
2672009.07.17 02:00sell1340.501.117970.000001.11186
2682009.07.17 07:00close1340.501.118560.000001.11186-26.374924.85
2692009.07.17 19:00sell1350.491.116950.000001.11084
2702009.07.20 00:00close1350.491.115650.000001.1108456.924981.77
2712009.07.20 16:00sell1360.501.107080.000001.10097
2722009.07.20 23:00close1360.501.106870.000001.100979.494991.26
2732009.07.21 04:00sell1370.501.108000.000001.10189
2742009.07.21 08:00close1370.501.107670.000001.1018914.905006.16
2752009.07.21 19:00sell1380.501.109300.000001.10319
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2782009.07.22 06:00close1390.521.106210.000001.1010946.545274.99
2792009.07.23 00:00sell1400.531.100040.000001.09393
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2852009.07.28 14:00sell1430.531.080440.000001.07433
2862009.07.28 21:00close1430.531.082870.000001.07433-118.935165.19
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2902009.07.31 02:00close1450.501.083700.000001.0778913.655059.59
2912009.08.03 09:00sell1460.511.078500.000001.07239
2922009.08.03 10:00close1460.511.077610.000001.0723942.125101.71
2932009.08.04 07:00sell1470.511.067310.000001.06120
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2952009.08.05 07:00sell1480.501.072940.000001.06683
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