Strategy Tester Report
RSI EXpert
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | FastPeriod=23; UseHourTrade=false; SlowPeriod=89; SL=40; TakeProfit=100; Lots=1; TrailingStop=18; incTp=5; Risk=10; MM=false; MaxTrades=2; Selectivity=37; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 240.00 | Gross profit | 600.00 | Gross loss | -360.00 |
| Profit factor | 1.67 | Expected payoff | 16.00 | ||
| Absolute drawdown | 57.00 | Maximal drawdown | 105.00 (1.04%) | Relative drawdown | 1.04% (105.00) |
| Total trades | 15 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 6 (40.00%) | Loss trades (% of total) | 9 (60.00%) | ||
| Largest | profit trade | 100.00 | loss trade | -40.00 | |
| Average | profit trade | 100.00 | loss trade | -40.00 | |
| Maximum | consecutive wins (profit in money) | 2 (200.00) | consecutive losses (loss in money) | 4 (-160.00) | |
| Maximal | consecutive profit (count of wins) | 200.00 (2) | consecutive loss (count of losses) | -160.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 00:00 | sell | 1 | 1.00 | 1.36221 | 1.36261 | 1.36121 | ||
| 2 | 2010.03.01 00:15 | s/l | 1 | 1.00 | 1.36261 | 1.36261 | 1.36121 | -40.00 | 9960.00 |
| 3 | 2010.03.05 10:02 | buy | 2 | 1.00 | 1.36058 | 1.36018 | 1.36158 | ||
| 4 | 2010.03.05 10:02 | sell | 3 | 1.00 | 1.36050 | 1.36090 | 1.35950 | ||
| 5 | 2010.03.05 10:10 | s/l | 2 | 1.00 | 1.36018 | 1.36018 | 1.36158 | -40.00 | 9920.00 |
| 6 | 2010.03.05 10:20 | t/p | 3 | 1.00 | 1.35950 | 1.36090 | 1.35950 | 100.00 | 10020.00 |
| 7 | 2010.03.05 16:30 | buy | 4 | 1.00 | 1.35970 | 1.35930 | 1.36070 | ||
| 8 | 2010.03.05 16:30 | sell | 5 | 1.00 | 1.35962 | 1.36002 | 1.35862 | ||
| 9 | 2010.03.05 16:40 | s/l | 5 | 1.00 | 1.36002 | 1.36002 | 1.35862 | -40.00 | 9980.00 |
| 10 | 2010.03.05 16:40 | buy | 6 | 1.00 | 1.36060 | 1.36020 | 1.36160 | ||
| 11 | 2010.03.05 16:45 | t/p | 4 | 1.00 | 1.36070 | 1.35930 | 1.36070 | 100.00 | 10080.00 |
| 12 | 2010.03.05 16:45 | sell | 7 | 1.00 | 1.36114 | 1.36154 | 1.36014 | ||
| 13 | 2010.03.05 16:50 | t/p | 6 | 1.00 | 1.36160 | 1.36020 | 1.36160 | 100.00 | 10180.00 |
| 14 | 2010.03.05 16:50 | s/l | 7 | 1.00 | 1.36154 | 1.36154 | 1.36014 | -40.00 | 10140.00 |
| 15 | 2010.03.23 15:15 | buy | 8 | 1.00 | 1.35439 | 1.35399 | 1.35539 | ||
| 16 | 2010.03.23 15:15 | sell | 9 | 1.00 | 1.35431 | 1.35471 | 1.35331 | ||
| 17 | 2010.03.23 15:17 | s/l | 8 | 1.00 | 1.35399 | 1.35399 | 1.35539 | -40.00 | 10100.00 |
| 18 | 2010.03.23 15:20 | s/l | 9 | 1.00 | 1.35471 | 1.35471 | 1.35331 | -40.00 | 10060.00 |
| 19 | 2010.03.23 15:20 | buy | 10 | 1.00 | 1.35560 | 1.35520 | 1.35660 | ||
| 20 | 2010.03.23 15:20 | sell | 11 | 1.00 | 1.35552 | 1.35592 | 1.35452 | ||
| 21 | 2010.03.23 15:22 | s/l | 10 | 1.00 | 1.35520 | 1.35520 | 1.35660 | -40.00 | 10020.00 |
| 22 | 2010.03.23 15:22 | buy | 12 | 1.00 | 1.35480 | 1.35440 | 1.35580 | ||
| 23 | 2010.03.23 15:27 | t/p | 11 | 1.00 | 1.35452 | 1.35592 | 1.35452 | 100.00 | 10120.00 |
| 24 | 2010.03.23 15:27 | s/l | 12 | 1.00 | 1.35440 | 1.35440 | 1.35580 | -40.00 | 10080.00 |
| 25 | 2010.03.23 15:27 | sell | 13 | 1.00 | 1.35391 | 1.35431 | 1.35291 | ||
| 26 | 2010.03.23 15:27 | buy | 14 | 1.00 | 1.35368 | 1.35328 | 1.35468 | ||
| 27 | 2010.03.23 15:32 | s/l | 13 | 1.00 | 1.35431 | 1.35431 | 1.35291 | -40.00 | 10040.00 |
| 28 | 2010.03.23 15:32 | t/p | 14 | 1.00 | 1.35468 | 1.35328 | 1.35468 | 100.00 | 10140.00 |
| 29 | 2010.03.23 15:32 | sell | 15 | 1.00 | 1.35575 | 1.35615 | 1.35475 | ||
| 30 | 2010.03.23 15:45 | t/p | 15 | 1.00 | 1.35475 | 1.35615 | 1.35475 | 100.00 | 10240.00 |