Strategy Tester Report
RSI_R2_AnyTimeFrame_Optimzable
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 | LotSize=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 test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8206.71 | Gross profit | 1087.59 | Gross loss | -9294.31 |
| Profit factor | 0.12 | Expected payoff | -113.98 | ||
| Absolute drawdown | 8365.83 | Maximal drawdown | 8365.83 (83.66%) | Relative drawdown | 83.66% (8365.83) |
| Total trades | 72 | Short positions (won %) | 46 (23.91%) | Long positions (won %) | 26 (26.92%) |
| Profit trades (% of total) | 18 (25.00%) | Loss trades (% of total) | 54 (75.00%) | ||
| Largest | profit trade | 204.23 | loss trade | -806.64 | |
| Average | profit trade | 60.42 | loss trade | -172.12 | |
| Maximum | consecutive wins (profit in money) | 2 (158.75) | consecutive losses (loss in money) | 11 (-965.79) | |
| Maximal | consecutive profit (count of wins) | 204.23 (1) | consecutive loss (count of losses) | -1457.93 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 01:00 | buy | 1 | 1.00 | 1.61650 | 0.00000 | 1.62069 | ||
| 2 | 2010.01.04 10:00 | close | 1 | 1.00 | 1.61526 | 0.00000 | 1.62069 | -124.00 | 9876.00 |
| 3 | 2010.01.04 18:00 | buy | 2 | 0.99 | 1.61340 | 0.00000 | 1.61759 | ||
| 4 | 2010.01.05 01:00 | close | 2 | 0.99 | 1.61117 | 0.00000 | 1.61759 | -220.87 | 9655.13 |
| 5 | 2010.01.11 16:00 | buy | 3 | 0.97 | 1.61542 | 0.00000 | 1.61961 | ||
| 6 | 2010.01.12 08:00 | close | 3 | 0.97 | 1.61162 | 0.00000 | 1.61961 | -368.70 | 9286.43 |
| 7 | 2010.01.14 09:00 | buy | 4 | 0.93 | 1.63101 | 0.00000 | 1.63520 | ||
| 8 | 2010.01.14 10:00 | close | 4 | 0.93 | 1.62915 | 0.00000 | 1.63520 | -172.98 | 9113.45 |
| 9 | 2010.01.14 13:00 | buy | 5 | 0.91 | 1.62976 | 0.00000 | 1.63395 | ||
| 10 | 2010.01.14 15:00 | close | 5 | 0.91 | 1.63109 | 0.00000 | 1.63395 | 121.03 | 9234.48 |
| 11 | 2010.01.15 03:00 | buy | 6 | 0.92 | 1.63301 | 0.00000 | 1.63720 | ||
| 12 | 2010.01.15 06:00 | close | 6 | 0.92 | 1.63342 | 0.00000 | 1.63720 | 37.72 | 9272.20 |
| 13 | 2010.01.15 11:00 | buy | 7 | 0.93 | 1.63335 | 0.00000 | 1.63754 | ||
| 14 | 2010.01.18 01:00 | close | 7 | 0.93 | 1.62878 | 0.00000 | 1.63754 | -425.10 | 8847.10 |
| 15 | 2010.01.18 15:00 | buy | 8 | 0.88 | 1.63337 | 0.00000 | 1.63756 | ||
| 16 | 2010.01.18 23:00 | close | 8 | 0.88 | 1.63369 | 0.00000 | 1.63756 | 28.16 | 8875.26 |
| 17 | 2010.01.19 13:00 | buy | 9 | 0.89 | 1.63661 | 0.00000 | 1.64080 | ||
| 18 | 2010.01.19 16:00 | close | 9 | 0.89 | 1.63674 | 0.00000 | 1.64080 | 11.57 | 8886.83 |
| 19 | 2010.01.20 05:00 | buy | 10 | 0.89 | 1.63466 | 0.00000 | 1.63885 | ||
| 20 | 2010.01.20 16:00 | close | 10 | 0.89 | 1.62952 | 0.00000 | 1.63885 | -457.46 | 8429.37 |
| 21 | 2010.01.21 15:00 | sell | 11 | 0.84 | 1.61761 | 0.00000 | 1.61342 | ||
| 22 | 2010.01.21 22:00 | close | 11 | 0.84 | 1.62245 | 0.00000 | 1.61342 | -406.56 | 8022.81 |
| 23 | 2010.01.22 08:00 | sell | 12 | 0.80 | 1.62220 | 0.00000 | 1.61801 | ||
| 24 | 2010.01.22 13:00 | close | 12 | 0.80 | 1.62043 | 0.00000 | 1.61801 | 141.60 | 8164.41 |
| 25 | 2010.01.25 09:00 | sell | 13 | 0.82 | 1.61390 | 0.00000 | 1.60971 | ||
| 26 | 2010.01.25 14:00 | close | 13 | 0.82 | 1.61617 | 0.00000 | 1.60971 | -186.14 | 7978.27 |
| 27 | 2010.01.25 17:00 | sell | 14 | 0.80 | 1.62068 | 0.00000 | 1.61649 | ||
| 28 | 2010.01.26 04:00 | close | 14 | 0.80 | 1.62662 | 0.00000 | 1.61649 | -476.96 | 7501.31 |
| 29 | 2010.01.26 18:00 | sell | 15 | 0.75 | 1.61611 | 0.00000 | 1.61192 | ||
| 30 | 2010.01.26 22:00 | close | 15 | 0.75 | 1.61693 | 0.00000 | 1.61192 | -61.50 | 7439.81 |
| 31 | 2010.01.27 13:00 | sell | 16 | 0.74 | 1.62255 | 0.00000 | 1.61836 | ||
| 32 | 2010.01.27 16:00 | close | 16 | 0.74 | 1.62182 | 0.00000 | 1.61836 | 54.02 | 7493.83 |
| 33 | 2010.01.28 05:00 | sell | 17 | 0.75 | 1.62103 | 0.00000 | 1.61684 | ||
| 34 | 2010.01.28 07:00 | close | 17 | 0.75 | 1.62081 | 0.00000 | 1.61684 | 16.50 | 7510.33 |
| 35 | 2010.02.01 15:00 | sell | 18 | 0.75 | 1.59239 | 0.00000 | 1.58820 | ||
| 36 | 2010.02.02 01:00 | close | 18 | 0.75 | 1.59720 | 0.00000 | 1.58820 | -362.40 | 7147.93 |
| 37 | 2010.02.02 16:00 | sell | 19 | 0.71 | 1.59507 | 0.00000 | 1.59088 | ||
| 38 | 2010.02.03 04:00 | close | 19 | 0.71 | 1.60089 | 0.00000 | 1.59088 | -414.78 | 6733.15 |
| 39 | 2010.02.03 07:00 | sell | 20 | 0.67 | 1.60040 | 0.00000 | 1.59621 | ||
| 40 | 2010.02.03 12:00 | close | 20 | 0.67 | 1.60250 | 0.00000 | 1.59621 | -140.70 | 6592.45 |
| 41 | 2010.02.08 00:00 | sell | 21 | 0.66 | 1.55970 | 0.00000 | 1.55551 | ||
| 42 | 2010.02.08 07:00 | close | 21 | 0.66 | 1.56200 | 0.00000 | 1.55551 | -151.80 | 6440.65 |
| 43 | 2010.02.08 18:00 | sell | 22 | 0.64 | 1.56470 | 0.00000 | 1.56051 | ||
| 44 | 2010.02.08 20:00 | close | 22 | 0.64 | 1.56485 | 0.00000 | 1.56051 | -9.60 | 6431.05 |
| 45 | 2010.02.09 06:00 | sell | 23 | 0.64 | 1.56164 | 0.00000 | 1.55745 | ||
| 46 | 2010.02.09 10:00 | close | 23 | 0.64 | 1.56150 | 0.00000 | 1.55745 | 8.96 | 6440.01 |
| 47 | 2010.02.09 23:00 | sell | 24 | 0.64 | 1.57167 | 0.00000 | 1.56748 | ||
| 48 | 2010.02.10 01:00 | close | 24 | 0.64 | 1.57207 | 0.00000 | 1.56748 | -27.01 | 6413.00 |
| 49 | 2010.02.11 01:00 | sell | 25 | 0.64 | 1.56068 | 0.00000 | 1.55649 | ||
| 50 | 2010.02.11 08:00 | close | 25 | 0.64 | 1.56505 | 0.00000 | 1.55649 | -279.68 | 6133.32 |
| 51 | 2010.02.11 19:00 | sell | 26 | 0.61 | 1.56784 | 0.00000 | 1.56365 | ||
| 52 | 2010.02.12 02:00 | close | 26 | 0.61 | 1.57039 | 0.00000 | 1.56365 | -156.89 | 5976.43 |
| 53 | 2010.02.12 08:00 | sell | 27 | 0.60 | 1.57009 | 0.00000 | 1.56590 | ||
| 54 | 2010.02.12 11:00 | close | 27 | 0.60 | 1.56823 | 0.00000 | 1.56590 | 111.60 | 6088.03 |
| 55 | 2010.02.12 19:00 | sell | 28 | 0.61 | 1.56702 | 0.00000 | 1.56283 | ||
| 56 | 2010.02.15 06:00 | close | 28 | 0.61 | 1.56726 | 0.00000 | 1.56283 | -15.98 | 6072.05 |
| 57 | 2010.02.17 03:00 | buy | 29 | 0.61 | 1.57940 | 0.00000 | 1.58359 | ||
| 58 | 2010.02.17 06:00 | close | 29 | 0.61 | 1.57788 | 0.00000 | 1.58359 | -92.72 | 5979.33 |
| 59 | 2010.02.17 12:00 | buy | 30 | 0.60 | 1.57904 | 0.00000 | 1.58323 | ||
| 60 | 2010.02.17 14:00 | close | 30 | 0.60 | 1.57898 | 0.00000 | 1.58323 | -3.60 | 5975.73 |
| 61 | 2010.02.17 18:00 | buy | 31 | 0.60 | 1.57289 | 0.00000 | 1.57708 | ||
| 62 | 2010.02.18 08:00 | close | 31 | 0.60 | 1.56701 | 0.00000 | 1.57708 | -352.98 | 5622.75 |
| 63 | 2010.02.19 14:00 | sell | 32 | 0.56 | 1.53958 | 0.00000 | 1.53539 | ||
| 64 | 2010.02.22 07:00 | close | 32 | 0.56 | 1.55059 | 0.00000 | 1.53539 | -617.79 | 5004.95 |
| 65 | 2010.02.22 15:00 | sell | 33 | 0.50 | 1.54754 | 0.00000 | 1.54335 | ||
| 66 | 2010.02.22 19:00 | close | 33 | 0.50 | 1.55004 | 0.00000 | 1.54335 | -125.00 | 4879.95 |
| 67 | 2010.02.23 00:00 | sell | 34 | 0.49 | 1.54815 | 0.00000 | 1.54396 | ||
| 68 | 2010.02.23 11:00 | close | 34 | 0.49 | 1.54596 | 0.00000 | 1.54396 | 107.31 | 4987.26 |
| 69 | 2010.02.23 16:00 | sell | 35 | 0.50 | 1.54404 | 0.00000 | 1.53985 | ||
| 70 | 2010.02.23 19:00 | close | 35 | 0.50 | 1.54540 | 0.00000 | 1.53985 | -68.00 | 4919.26 |
| 71 | 2010.02.24 01:00 | sell | 36 | 0.49 | 1.54431 | 0.00000 | 1.54012 | ||
| 72 | 2010.02.24 09:00 | close | 36 | 0.49 | 1.54556 | 0.00000 | 1.54012 | -61.25 | 4858.01 |
| 73 | 2010.02.25 01:00 | sell | 37 | 0.49 | 1.54134 | 0.00000 | 1.53715 | ||
| 74 | 2010.02.25 02:00 | close | 37 | 0.49 | 1.54106 | 0.00000 | 1.53715 | 13.72 | 4871.73 |
| 75 | 2010.02.26 06:00 | sell | 38 | 0.49 | 1.52739 | 0.00000 | 1.52320 | ||
| 76 | 2010.02.26 09:00 | close | 38 | 0.49 | 1.52756 | 0.00000 | 1.52320 | -8.33 | 4863.40 |
| 77 | 2010.02.26 21:00 | sell | 39 | 0.49 | 1.52477 | 0.00000 | 1.52058 | ||
| 78 | 2010.03.01 00:00 | t/p | 39 | 0.49 | 1.52058 | 0.00000 | 1.52058 | 204.23 | 5067.64 |
| 79 | 2010.03.01 18:00 | sell | 40 | 0.51 | 1.49719 | 0.00000 | 1.49300 | ||
| 80 | 2010.03.02 01:00 | close | 40 | 0.51 | 1.49995 | 0.00000 | 1.49300 | -141.88 | 4925.75 |
| 81 | 2010.03.02 11:00 | sell | 41 | 0.49 | 1.49367 | 0.00000 | 1.48948 | ||
| 82 | 2010.03.02 17:00 | close | 41 | 0.49 | 1.49545 | 0.00000 | 1.48948 | -87.22 | 4838.53 |
| 83 | 2010.03.03 04:00 | sell | 42 | 0.48 | 1.50636 | 0.00000 | 1.50217 | ||
| 84 | 2010.03.03 07:00 | close | 42 | 0.48 | 1.50647 | 0.00000 | 1.50217 | -5.28 | 4833.25 |
| 85 | 2010.03.03 16:00 | sell | 43 | 0.48 | 1.50578 | 0.00000 | 1.50159 | ||
| 86 | 2010.03.03 21:00 | close | 43 | 0.48 | 1.51186 | 0.00000 | 1.50159 | -291.84 | 4541.41 |
| 87 | 2010.03.04 15:00 | sell | 44 | 0.45 | 1.51010 | 0.00000 | 1.50591 | ||
| 88 | 2010.03.04 17:00 | close | 44 | 0.45 | 1.50811 | 0.00000 | 1.50591 | 89.55 | 4630.96 |
| 89 | 2010.03.05 03:00 | sell | 45 | 0.46 | 1.50392 | 0.00000 | 1.49973 | ||
| 90 | 2010.03.05 07:00 | close | 45 | 0.46 | 1.50610 | 0.00000 | 1.49973 | -100.28 | 4530.68 |
| 91 | 2010.03.05 11:00 | sell | 46 | 0.45 | 1.50354 | 0.00000 | 1.49935 | ||
| 92 | 2010.03.05 16:00 | close | 46 | 0.45 | 1.50558 | 0.00000 | 1.49935 | -91.80 | 4438.88 |
| 93 | 2010.03.05 19:00 | sell | 47 | 0.44 | 1.51147 | 0.00000 | 1.50728 | ||
| 94 | 2010.03.08 12:00 | close | 47 | 0.44 | 1.51655 | 0.00000 | 1.50728 | -224.49 | 4214.40 |
| 95 | 2010.03.10 01:00 | sell | 48 | 0.42 | 1.50123 | 0.00000 | 1.49704 | ||
| 96 | 2010.03.10 02:00 | close | 48 | 0.42 | 1.50075 | 0.00000 | 1.49704 | 20.16 | 4234.56 |
| 97 | 2010.03.11 00:00 | sell | 49 | 0.42 | 1.49832 | 0.00000 | 1.49413 | ||
| 98 | 2010.03.11 02:00 | close | 49 | 0.42 | 1.49886 | 0.00000 | 1.49413 | -22.68 | 4211.88 |
| 99 | 2010.03.11 11:00 | sell | 50 | 0.42 | 1.50011 | 0.00000 | 1.49592 | ||
| 100 | 2010.03.11 16:00 | close | 50 | 0.42 | 1.50288 | 0.00000 | 1.49592 | -116.34 | 4095.54 |
| 101 | 2010.03.15 05:00 | buy | 51 | 0.41 | 1.51875 | 0.00000 | 1.52294 | ||
| 102 | 2010.03.15 08:00 | close | 51 | 0.41 | 1.51932 | 0.00000 | 1.52294 | 23.37 | 4118.91 |
| 103 | 2010.03.15 22:00 | sell | 52 | 0.41 | 1.50542 | 0.00000 | 1.50123 | ||
| 104 | 2010.03.16 00:00 | close | 52 | 0.41 | 1.50730 | 0.00000 | 1.50123 | -77.98 | 4040.92 |
| 105 | 2010.03.17 03:00 | buy | 53 | 0.40 | 1.52539 | 0.00000 | 1.52958 | ||
| 106 | 2010.03.17 05:00 | close | 53 | 0.40 | 1.52382 | 0.00000 | 1.52958 | -62.80 | 3978.12 |
| 107 | 2010.03.17 16:00 | buy | 54 | 0.40 | 1.53436 | 0.00000 | 1.53855 | ||
| 108 | 2010.03.17 18:00 | close | 54 | 0.40 | 1.53420 | 0.00000 | 1.53855 | -6.40 | 3971.72 |
| 109 | 2010.03.17 22:00 | buy | 55 | 0.40 | 1.53488 | 0.00000 | 1.53907 | ||
| 110 | 2010.03.18 11:00 | close | 55 | 0.40 | 1.53052 | 0.00000 | 1.53907 | -174.52 | 3797.20 |
| 111 | 2010.03.18 21:00 | buy | 56 | 0.38 | 1.52662 | 0.00000 | 1.53081 | ||
| 112 | 2010.03.19 00:00 | close | 56 | 0.38 | 1.52510 | 0.00000 | 1.53081 | -57.80 | 3739.41 |
| 113 | 2010.03.19 08:00 | buy | 57 | 0.37 | 1.52247 | 0.00000 | 1.52666 | ||
| 114 | 2010.03.22 10:00 | close | 57 | 0.37 | 1.50067 | 0.00000 | 1.52666 | -806.64 | 2932.77 |
| 115 | 2010.03.22 15:00 | sell | 58 | 0.29 | 1.50178 | 0.00000 | 1.49759 | ||
| 116 | 2010.03.23 02:00 | close | 58 | 0.29 | 1.51113 | 0.00000 | 1.49759 | -271.79 | 2660.98 |
| 117 | 2010.03.23 16:00 | sell | 59 | 0.27 | 1.50609 | 0.00000 | 1.50190 | ||
| 118 | 2010.03.23 19:00 | close | 59 | 0.27 | 1.50609 | 0.00000 | 1.50190 | 0.00 | 2660.98 |
| 119 | 2010.03.25 01:00 | sell | 60 | 0.27 | 1.48958 | 0.00000 | 1.48539 | ||
| 120 | 2010.03.25 07:00 | close | 60 | 0.27 | 1.49032 | 0.00000 | 1.48539 | -19.98 | 2641.00 |
| 121 | 2010.03.25 10:00 | sell | 61 | 0.26 | 1.49287 | 0.00000 | 1.48868 | ||
| 122 | 2010.03.25 14:00 | close | 61 | 0.26 | 1.49468 | 0.00000 | 1.48868 | -47.06 | 2593.94 |
| 123 | 2010.03.26 03:00 | sell | 62 | 0.26 | 1.48568 | 0.00000 | 1.48149 | ||
| 124 | 2010.03.26 08:00 | close | 62 | 0.26 | 1.48962 | 0.00000 | 1.48149 | -102.44 | 2491.50 |
| 125 | 2010.03.26 13:00 | sell | 63 | 0.25 | 1.48684 | 0.00000 | 1.48265 | ||
| 126 | 2010.03.29 04:00 | close | 63 | 0.25 | 1.49241 | 0.00000 | 1.48265 | -139.80 | 2351.70 |
| 127 | 2010.03.29 09:00 | sell | 64 | 0.24 | 1.49561 | 0.00000 | 1.49142 | ||
| 128 | 2010.03.29 19:00 | close | 64 | 0.24 | 1.49907 | 0.00000 | 1.49142 | -83.04 | 2268.66 |
| 129 | 2010.03.29 22:00 | sell | 65 | 0.23 | 1.49815 | 0.00000 | 1.49396 | ||
| 130 | 2010.03.30 19:00 | close | 65 | 0.23 | 1.50975 | 0.00000 | 1.49396 | -267.31 | 2001.36 |
| 131 | 2010.03.30 20:00 | buy | 66 | 0.20 | 1.50933 | 0.00000 | 1.51352 | ||
| 132 | 2010.03.31 02:00 | close | 66 | 0.20 | 1.50843 | 0.00000 | 1.51352 | -18.02 | 1983.34 |
| 133 | 2010.03.31 22:00 | buy | 67 | 0.20 | 1.52024 | 0.00000 | 1.52443 | ||
| 134 | 2010.04.01 02:00 | close | 67 | 0.20 | 1.51943 | 0.00000 | 1.52443 | -16.26 | 1967.08 |
| 135 | 2010.04.02 05:00 | buy | 68 | 0.20 | 1.52945 | 0.00000 | 1.53364 | ||
| 136 | 2010.04.02 22:00 | close | 68 | 0.20 | 1.52046 | 0.00000 | 1.53364 | -179.80 | 1787.28 |
| 137 | 2010.04.05 08:00 | buy | 69 | 0.18 | 1.52729 | 0.00000 | 1.53148 | ||
| 138 | 2010.04.05 14:00 | close | 69 | 0.18 | 1.52514 | 0.00000 | 1.53148 | -38.70 | 1748.58 |
| 139 | 2010.04.06 04:00 | buy | 70 | 0.17 | 1.52735 | 0.00000 | 1.53154 | ||
| 140 | 2010.04.06 09:00 | close | 70 | 0.17 | 1.52421 | 0.00000 | 1.53154 | -53.38 | 1695.20 |
| 141 | 2010.04.06 15:00 | buy | 71 | 0.17 | 1.51841 | 0.00000 | 1.52260 | ||
| 142 | 2010.04.06 17:00 | close | 71 | 0.17 | 1.51999 | 0.00000 | 1.52260 | 26.86 | 1722.06 |
| 143 | 2010.04.07 13:00 | buy | 72 | 0.17 | 1.51818 | 0.00000 | 1.52237 | ||
| 144 | 2010.04.07 16:20 | t/p | 72 | 0.17 | 1.52237 | 0.00000 | 1.52237 | 71.23 | 1793.29 |