Strategy Tester Report
RSI Power Maximum
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4247.21 | Gross profit | 1754.22 | Gross loss | -6001.43 |
Profit factor | 0.29 | Expected payoff | -169.89 | ||
Absolute drawdown | 8362.91 | Maximal drawdown | 9224.27 (84.93%) | Relative drawdown | 84.93% (9224.27) |
Total trades | 25 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 15 (33.33%) |
Profit trades (% of total) | 10 (40.00%) | Loss trades (% of total) | 15 (60.00%) | ||
Largest | profit trade | 280.10 | loss trade | -799.52 | |
Average | profit trade | 175.42 | loss trade | -400.10 | |
Maximum | consecutive wins (profit in money) | 7 (1138.58) | consecutive losses (loss in money) | 10 (-4855.73) | |
Maximal | consecutive profit (count of wins) | 1138.58 (7) | consecutive loss (count of losses) | -4855.73 (10) | |
Average | consecutive wins | 5 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.14 06:00 | sell | 1 | 0.10 | 1.62828 | 0.00000 | 0.00000 | ||
2 | 2010.01.14 22:00 | sell | 2 | 0.10 | 1.63238 | 0.00000 | 0.00000 | ||
3 | 2010.01.15 02:00 | sell | 3 | 0.10 | 1.63199 | 0.00000 | 0.00000 | ||
4 | 2010.01.19 07:00 | sell | 4 | 0.10 | 1.64006 | 0.00000 | 0.00000 | ||
5 | 2010.01.21 14:30 | close | 4 | 0.10 | 1.62021 | 0.00000 | 0.00000 | 197.62 | 10197.62 |
6 | 2010.01.21 14:30 | close | 3 | 0.10 | 1.62021 | 0.00000 | 0.00000 | 116.48 | 10314.10 |
7 | 2010.01.21 14:30 | close | 2 | 0.10 | 1.62021 | 0.00000 | 0.00000 | 120.16 | 10434.26 |
8 | 2010.01.21 14:30 | close | 1 | 0.10 | 1.62021 | 0.00000 | 0.00000 | 79.16 | 10513.42 |
9 | 2010.02.01 08:00 | buy | 5 | 0.10 | 1.59819 | 0.00000 | 0.00000 | ||
10 | 2010.02.01 14:00 | buy | 6 | 0.10 | 1.59266 | 0.00000 | 0.00000 | ||
11 | 2010.02.01 15:00 | buy | 7 | 0.10 | 1.59520 | 0.00000 | 0.00000 | ||
12 | 2010.02.05 01:00 | buy | 8 | 0.10 | 1.57939 | 0.00000 | 0.00000 | ||
13 | 2010.02.05 11:00 | buy | 9 | 0.10 | 1.57370 | 0.00000 | 0.00000 | ||
14 | 2010.02.05 22:00 | buy | 10 | 0.10 | 1.56573 | 0.00000 | 0.00000 | ||
15 | 2010.02.08 02:00 | buy | 11 | 0.10 | 1.56460 | 0.00000 | 0.00000 | ||
16 | 2010.02.19 15:00 | buy | 12 | 0.10 | 1.54251 | 0.00000 | 0.00000 | ||
17 | 2010.02.25 20:00 | buy | 13 | 0.10 | 1.52878 | 0.00000 | 0.00000 | ||
18 | 2010.02.25 21:00 | buy | 14 | 0.10 | 1.52729 | 0.00000 | 0.00000 | ||
19 | 2010.03.02 11:00 | buy | 15 | 0.10 | 1.49648 | 0.00000 | 0.00000 | ||
20 | 2010.03.09 15:00 | buy | 16 | 0.10 | 1.49963 | 0.00000 | 0.00000 | ||
21 | 2010.03.10 14:00 | buy | 17 | 0.10 | 1.49619 | 0.00000 | 0.00000 | ||
22 | 2010.03.15 01:15 | close | 17 | 0.10 | 1.51828 | 0.00000 | 0.00000 | 220.85 | 10734.27 |
23 | 2010.03.15 01:15 | close | 16 | 0.10 | 1.51828 | 0.00000 | 0.00000 | 186.44 | 10920.71 |
24 | 2010.03.15 01:15 | close | 15 | 0.10 | 1.51828 | 0.00000 | 0.00000 | 217.87 | 11138.58 |
25 | 2010.03.15 01:15 | close | 14 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -90.26 | 11048.32 |
26 | 2010.03.15 01:15 | close | 13 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -105.16 | 10943.16 |
27 | 2010.03.15 01:15 | close | 12 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -242.52 | 10700.64 |
28 | 2010.03.15 01:15 | close | 11 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -463.55 | 10237.09 |
29 | 2010.03.15 01:15 | close | 10 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -474.86 | 9762.23 |
30 | 2010.03.15 01:15 | close | 9 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -554.56 | 9207.67 |
31 | 2010.03.15 01:15 | close | 8 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -611.46 | 8596.21 |
32 | 2010.03.15 01:15 | close | 7 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -769.62 | 7826.59 |
33 | 2010.03.15 01:15 | close | 6 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -744.22 | 7082.37 |
34 | 2010.03.15 01:15 | close | 5 | 0.10 | 1.51828 | 0.00000 | 0.00000 | -799.52 | 6282.85 |
35 | 2010.03.17 22:00 | sell | 18 | 0.10 | 1.53207 | 0.00000 | 0.00000 | ||
36 | 2010.03.22 02:45 | close | 18 | 0.10 | 1.50395 | 0.00000 | 0.00000 | 280.10 | 6562.95 |
37 | 2010.03.25 00:00 | buy | 19 | 0.10 | 1.49145 | 0.00000 | 0.00000 | ||
38 | 2010.03.25 01:00 | buy | 20 | 0.10 | 1.49239 | 0.00000 | 0.00000 | ||
39 | 2010.03.30 15:45 | close | 20 | 0.10 | 1.50870 | 0.00000 | 0.00000 | 163.07 | 6726.02 |
40 | 2010.03.30 15:45 | close | 19 | 0.10 | 1.50870 | 0.00000 | 0.00000 | 172.47 | 6898.49 |
41 | 2010.03.30 19:00 | sell | 21 | 0.10 | 1.50694 | 0.00000 | 0.00000 | ||
42 | 2010.03.31 22:00 | sell | 22 | 0.10 | 1.51743 | 0.00000 | 0.00000 | ||
43 | 2010.04.01 05:00 | sell | 23 | 0.10 | 1.51859 | 0.00000 | 0.00000 | ||
44 | 2010.04.14 22:00 | sell | 24 | 0.10 | 1.54691 | 0.00000 | 0.00000 | ||
45 | 2010.04.14 23:00 | sell | 25 | 0.10 | 1.54632 | 0.00000 | 0.00000 | ||
46 | 2010.04.15 23:59 | close at stop | 25 | 0.10 | 1.54991 | 0.00000 | 0.00000 | -36.56 | 6861.93 |
47 | 2010.04.15 23:59 | close at stop | 24 | 0.10 | 1.54991 | 0.00000 | 0.00000 | -30.66 | 6831.27 |
48 | 2010.04.15 23:59 | close at stop | 23 | 0.10 | 1.54991 | 0.00000 | 0.00000 | -316.28 | 6514.99 |
49 | 2010.04.15 23:59 | close at stop | 22 | 0.10 | 1.54991 | 0.00000 | 0.00000 | -328.54 | 6186.45 |
50 | 2010.04.15 23:59 | close at stop | 21 | 0.10 | 1.54991 | 0.00000 | 0.00000 | -433.66 | 5752.79 |