Strategy Tester Report
MagicRSI
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 | Lots=1; MaxBuyOrders=1; MaxSellOrders=1; BuyRSI=20; SellRSI=93; RSITF=15; RSIL=7; MATF=15; MA1=13; MA2=25; StopLoss=34; TakeProfit=999; TargetLevel=3; Slippage=1; LotIncrease=false; IsAcctMini=false; UseSound=false; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9197.10 | Gross profit | 1198.00 | Gross loss | -10395.10 |
Profit factor | 0.12 | Expected payoff | -187.70 | ||
Absolute drawdown | 9197.10 | Maximal drawdown | 9515.10 (92.22%) | Relative drawdown | 92.22% (9515.10) |
Total trades | 49 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 49 (32.65%) |
Profit trades (% of total) | 16 (32.65%) | Loss trades (% of total) | 33 (67.35%) | ||
Largest | profit trade | 125.00 | loss trade | -315.10 | |
Average | profit trade | 74.88 | loss trade | -315.00 | |
Maximum | consecutive wins (profit in money) | 3 (318.00) | consecutive losses (loss in money) | 12 (-3780.00) | |
Maximal | consecutive profit (count of wins) | 318.00 (3) | consecutive loss (count of losses) | -3780.00 (12) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 08:16 | buy | 1 | 1.00 | 1.60869 | 1.60554 | 1.61868 | ||
2 | 2010.01.04 08:45 | close | 1 | 1.00 | 1.60958 | 1.60554 | 1.61868 | 89.00 | 10089.00 |
3 | 2010.01.04 17:20 | buy | 2 | 1.00 | 1.61121 | 1.60806 | 1.62120 | ||
4 | 2010.01.04 17:45 | close | 2 | 1.00 | 1.61225 | 1.60806 | 1.62120 | 104.00 | 10193.00 |
5 | 2010.01.05 09:37 | buy | 3 | 1.00 | 1.60549 | 1.60234 | 1.61548 | ||
6 | 2010.01.05 10:15 | close | 3 | 1.00 | 1.60674 | 1.60234 | 1.61548 | 125.00 | 10318.00 |
7 | 2010.01.05 11:50 | buy | 4 | 1.00 | 1.60207 | 1.59892 | 1.61206 | ||
8 | 2010.01.05 12:07 | s/l | 4 | 1.00 | 1.59892 | 1.59892 | 1.61206 | -315.00 | 10003.00 |
9 | 2010.01.05 12:07 | buy | 5 | 1.00 | 1.60154 | 1.59839 | 1.61153 | ||
10 | 2010.01.05 12:45 | close | 5 | 1.00 | 1.60195 | 1.59839 | 1.61153 | 41.00 | 10044.00 |
11 | 2010.01.07 06:45 | buy | 6 | 1.00 | 1.60051 | 1.59736 | 1.61050 | ||
12 | 2010.01.07 06:50 | s/l | 6 | 1.00 | 1.59736 | 1.59736 | 1.61050 | -315.00 | 9729.00 |
13 | 2010.01.07 06:50 | buy | 7 | 1.00 | 1.59958 | 1.59643 | 1.60957 | ||
14 | 2010.01.07 07:20 | s/l | 7 | 1.00 | 1.59643 | 1.59643 | 1.60957 | -315.00 | 9414.00 |
15 | 2010.01.07 07:20 | buy | 8 | 1.00 | 1.59891 | 1.59576 | 1.60890 | ||
16 | 2010.01.07 07:32 | close | 8 | 1.00 | 1.59954 | 1.59576 | 1.60890 | 63.00 | 9477.00 |
17 | 2010.01.07 09:50 | buy | 9 | 1.00 | 1.59385 | 1.59070 | 1.60384 | ||
18 | 2010.01.07 10:20 | close | 9 | 1.00 | 1.59451 | 1.59070 | 1.60384 | 66.00 | 9543.00 |
19 | 2010.01.07 12:50 | buy | 10 | 1.00 | 1.59237 | 1.58922 | 1.60236 | ||
20 | 2010.01.07 13:37 | close | 10 | 1.00 | 1.59291 | 1.58922 | 1.60236 | 54.00 | 9597.00 |
21 | 2010.01.11 20:50 | buy | 11 | 1.00 | 1.61194 | 1.60879 | 1.62193 | ||
22 | 2010.01.12 01:50 | s/l | 11 | 1.00 | 1.60879 | 1.60879 | 1.62193 | -315.10 | 9281.90 |
23 | 2010.01.12 03:20 | buy | 12 | 1.00 | 1.60894 | 1.60579 | 1.61893 | ||
24 | 2010.01.12 03:50 | close | 12 | 1.00 | 1.60989 | 1.60579 | 1.61893 | 95.00 | 9376.90 |
25 | 2010.01.15 02:50 | buy | 13 | 1.00 | 1.63123 | 1.62808 | 1.64122 | ||
26 | 2010.01.15 03:20 | close | 13 | 1.00 | 1.63188 | 1.62808 | 1.64122 | 65.00 | 9441.90 |
27 | 2010.01.15 11:32 | buy | 14 | 1.00 | 1.62974 | 1.62659 | 1.63973 | ||
28 | 2010.01.15 13:15 | close | 14 | 1.00 | 1.63066 | 1.62659 | 1.63973 | 92.00 | 9533.90 |
29 | 2010.01.15 16:50 | buy | 15 | 1.00 | 1.62772 | 1.62457 | 1.63771 | ||
30 | 2010.01.15 17:26 | s/l | 15 | 1.00 | 1.62457 | 1.62457 | 1.63771 | -315.00 | 9218.90 |
31 | 2010.01.15 17:26 | buy | 16 | 1.00 | 1.62599 | 1.62284 | 1.63598 | ||
32 | 2010.01.15 17:32 | s/l | 16 | 1.00 | 1.62284 | 1.62284 | 1.63598 | -315.00 | 8903.90 |
33 | 2010.01.15 17:32 | buy | 17 | 1.00 | 1.62414 | 1.62099 | 1.63413 | ||
34 | 2010.01.15 18:15 | close | 17 | 1.00 | 1.62455 | 1.62099 | 1.63413 | 41.00 | 8944.90 |
35 | 2010.01.19 12:45 | buy | 18 | 1.00 | 1.63784 | 1.63469 | 1.64783 | ||
36 | 2010.01.19 12:50 | s/l | 18 | 1.00 | 1.63469 | 1.63469 | 1.64783 | -315.00 | 8629.90 |
37 | 2010.01.19 12:50 | buy | 19 | 1.00 | 1.63624 | 1.63309 | 1.64623 | ||
38 | 2010.01.19 13:15 | s/l | 19 | 1.00 | 1.63309 | 1.63309 | 1.64623 | -315.00 | 8314.90 |
39 | 2010.01.19 13:15 | buy | 20 | 1.00 | 1.63526 | 1.63211 | 1.64525 | ||
40 | 2010.01.19 13:20 | s/l | 20 | 1.00 | 1.63211 | 1.63211 | 1.64525 | -315.00 | 7999.90 |
41 | 2010.01.19 13:20 | buy | 21 | 1.00 | 1.63439 | 1.63124 | 1.64438 | ||
42 | 2010.01.19 13:37 | s/l | 21 | 1.00 | 1.63124 | 1.63124 | 1.64438 | -315.00 | 7684.90 |
43 | 2010.01.19 13:37 | buy | 22 | 1.00 | 1.63399 | 1.63084 | 1.64398 | ||
44 | 2010.01.19 14:20 | close | 22 | 1.00 | 1.63478 | 1.63084 | 1.64398 | 79.00 | 7763.90 |
45 | 2010.01.20 03:20 | buy | 23 | 1.00 | 1.63355 | 1.63040 | 1.64354 | ||
46 | 2010.01.20 05:20 | s/l | 23 | 1.00 | 1.63040 | 1.63040 | 1.64354 | -315.00 | 7448.90 |
47 | 2010.01.20 06:45 | buy | 24 | 1.00 | 1.63178 | 1.62863 | 1.64177 | ||
48 | 2010.01.20 06:50 | s/l | 24 | 1.00 | 1.62863 | 1.62863 | 1.64177 | -315.00 | 7133.90 |
49 | 2010.01.20 06:50 | buy | 25 | 1.00 | 1.63088 | 1.62773 | 1.64087 | ||
50 | 2010.01.20 07:45 | close | 25 | 1.00 | 1.63161 | 1.62773 | 1.64087 | 73.00 | 7206.90 |
51 | 2010.01.20 09:20 | buy | 26 | 1.00 | 1.62800 | 1.62485 | 1.63799 | ||
52 | 2010.01.20 09:50 | close | 26 | 1.00 | 1.62862 | 1.62485 | 1.63799 | 62.00 | 7268.90 |
53 | 2010.01.21 03:50 | buy | 27 | 1.00 | 1.62752 | 1.62437 | 1.63751 | ||
54 | 2010.01.21 07:40 | close | 27 | 1.00 | 1.62818 | 1.62437 | 1.63751 | 66.00 | 7334.90 |
55 | 2010.01.21 09:20 | buy | 28 | 1.00 | 1.62450 | 1.62135 | 1.63449 | ||
56 | 2010.01.21 09:33 | s/l | 28 | 1.00 | 1.62135 | 1.62135 | 1.63449 | -315.00 | 7019.90 |
57 | 2010.01.21 09:33 | buy | 29 | 1.00 | 1.62391 | 1.62076 | 1.63390 | ||
58 | 2010.01.21 09:40 | s/l | 29 | 1.00 | 1.62076 | 1.62076 | 1.63390 | -315.00 | 6704.90 |
59 | 2010.01.21 09:40 | buy | 30 | 1.00 | 1.62271 | 1.61956 | 1.63270 | ||
60 | 2010.01.21 09:46 | s/l | 30 | 1.00 | 1.61956 | 1.61956 | 1.63270 | -315.00 | 6389.90 |
61 | 2010.01.21 09:46 | buy | 31 | 1.00 | 1.62110 | 1.61795 | 1.63109 | ||
62 | 2010.01.21 10:20 | s/l | 31 | 1.00 | 1.61795 | 1.61795 | 1.63109 | -315.00 | 6074.90 |
63 | 2010.01.21 10:20 | buy | 32 | 1.00 | 1.62025 | 1.61710 | 1.63024 | ||
64 | 2010.01.21 10:40 | s/l | 32 | 1.00 | 1.61710 | 1.61710 | 1.63024 | -315.00 | 5759.90 |
65 | 2010.01.21 10:40 | buy | 33 | 1.00 | 1.61982 | 1.61667 | 1.62981 | ||
66 | 2010.01.21 10:45 | s/l | 33 | 1.00 | 1.61667 | 1.61667 | 1.62981 | -315.00 | 5444.90 |
67 | 2010.01.21 10:45 | buy | 34 | 1.00 | 1.61870 | 1.61555 | 1.62869 | ||
68 | 2010.01.21 10:50 | s/l | 34 | 1.00 | 1.61555 | 1.61555 | 1.62869 | -315.00 | 5129.90 |
69 | 2010.01.21 10:50 | buy | 35 | 1.00 | 1.61720 | 1.61405 | 1.62719 | ||
70 | 2010.01.21 11:50 | s/l | 35 | 1.00 | 1.61405 | 1.61405 | 1.62719 | -315.00 | 4814.90 |
71 | 2010.01.21 11:50 | buy | 36 | 1.00 | 1.61601 | 1.61286 | 1.62600 | ||
72 | 2010.01.21 12:20 | s/l | 36 | 1.00 | 1.61286 | 1.61286 | 1.62600 | -315.00 | 4499.90 |
73 | 2010.01.21 12:20 | buy | 37 | 1.00 | 1.61531 | 1.61216 | 1.62530 | ||
74 | 2010.01.21 13:10 | close | 37 | 1.00 | 1.61614 | 1.61216 | 1.62530 | 83.00 | 4582.90 |
75 | 2010.01.22 12:50 | buy | 38 | 1.00 | 1.61929 | 1.61614 | 1.62928 | ||
76 | 2010.01.22 13:15 | s/l | 38 | 1.00 | 1.61614 | 1.61614 | 1.62928 | -315.00 | 4267.90 |
77 | 2010.01.22 13:15 | buy | 39 | 1.00 | 1.61804 | 1.61489 | 1.62803 | ||
78 | 2010.01.22 13:20 | s/l | 39 | 1.00 | 1.61489 | 1.61489 | 1.62803 | -315.00 | 3952.90 |
79 | 2010.01.22 13:20 | buy | 40 | 1.00 | 1.61608 | 1.61293 | 1.62607 | ||
80 | 2010.01.22 13:45 | s/l | 40 | 1.00 | 1.61293 | 1.61293 | 1.62607 | -315.00 | 3637.90 |
81 | 2010.01.22 13:45 | buy | 41 | 1.00 | 1.61468 | 1.61153 | 1.62467 | ||
82 | 2010.01.22 13:50 | s/l | 41 | 1.00 | 1.61153 | 1.61153 | 1.62467 | -315.00 | 3322.90 |
83 | 2010.01.22 13:50 | buy | 42 | 1.00 | 1.61309 | 1.60994 | 1.62308 | ||
84 | 2010.01.22 15:15 | s/l | 42 | 1.00 | 1.60994 | 1.60994 | 1.62308 | -315.00 | 3007.90 |
85 | 2010.01.22 15:20 | buy | 43 | 1.00 | 1.61188 | 1.60873 | 1.62187 | ||
86 | 2010.01.22 15:37 | s/l | 43 | 1.00 | 1.60873 | 1.60873 | 1.62187 | -315.00 | 2692.90 |
87 | 2010.01.22 15:37 | buy | 44 | 1.00 | 1.61135 | 1.60820 | 1.62134 | ||
88 | 2010.01.22 16:02 | s/l | 44 | 1.00 | 1.60820 | 1.60820 | 1.62134 | -315.00 | 2377.90 |
89 | 2010.01.26 04:15 | buy | 45 | 1.00 | 1.62542 | 1.62227 | 1.63541 | ||
90 | 2010.01.26 04:20 | s/l | 45 | 1.00 | 1.62227 | 1.62227 | 1.63541 | -315.00 | 2062.90 |
91 | 2010.01.26 04:20 | buy | 46 | 1.00 | 1.62440 | 1.62125 | 1.63439 | ||
92 | 2010.01.26 04:50 | s/l | 46 | 1.00 | 1.62125 | 1.62125 | 1.63439 | -315.00 | 1747.90 |
93 | 2010.01.26 04:50 | buy | 47 | 1.00 | 1.62379 | 1.62064 | 1.63378 | ||
94 | 2010.01.26 05:50 | s/l | 47 | 1.00 | 1.62064 | 1.62064 | 1.63378 | -315.00 | 1432.90 |
95 | 2010.01.26 05:50 | buy | 48 | 1.00 | 1.62333 | 1.62018 | 1.63332 | ||
96 | 2010.01.26 06:02 | s/l | 48 | 1.00 | 1.62018 | 1.62018 | 1.63332 | -315.00 | 1117.90 |
97 | 2010.01.26 06:02 | buy | 49 | 1.00 | 1.62298 | 1.61983 | 1.63297 | ||
98 | 2010.01.26 06:50 | s/l | 49 | 1.00 | 1.61983 | 1.61983 | 1.63297 | -315.00 | 802.90 |