Strategy Tester Report
RSI EXpert
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -60.00 | Gross profit | 100.00 | Gross loss | -160.00 |
Profit factor | 0.63 | Expected payoff | -12.00 | ||
Absolute drawdown | 60.00 | Maximal drawdown | 60.00 (0.60%) | Relative drawdown | 0.60% (60.00) |
Total trades | 5 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
Largest | profit trade | 100.00 | loss trade | -40.00 | |
Average | profit trade | 100.00 | loss trade | -40.00 | |
Maximum | consecutive wins (profit in money) | 1 (100.00) | consecutive losses (loss in money) | 3 (-120.00) | |
Maximal | consecutive profit (count of wins) | 100.00 (1) | consecutive loss (count of losses) | -120.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:00 | sell | 1 | 1.00 | 1.35064 | 1.35104 | 1.34964 | ||
2 | 2010.04.01 00:02 | s/l | 1 | 1.00 | 1.35104 | 1.35104 | 1.34964 | -40.00 | 9960.00 |
3 | 2010.04.08 16:05 | buy | 2 | 1.00 | 1.33305 | 1.33265 | 1.33405 | ||
4 | 2010.04.08 16:05 | sell | 3 | 1.00 | 1.33298 | 1.33338 | 1.33198 | ||
5 | 2010.04.08 16:07 | s/l | 2 | 1.00 | 1.33265 | 1.33265 | 1.33405 | -40.00 | 9920.00 |
6 | 2010.04.08 16:07 | buy | 4 | 1.00 | 1.33269 | 1.33229 | 1.33369 | ||
7 | 2010.04.08 16:10 | s/l | 3 | 1.00 | 1.33338 | 1.33338 | 1.33198 | -40.00 | 9880.00 |
8 | 2010.04.08 16:10 | sell | 5 | 1.00 | 1.33352 | 1.33392 | 1.33252 | ||
9 | 2010.04.08 16:15 | t/p | 4 | 1.00 | 1.33369 | 1.33229 | 1.33369 | 100.00 | 9980.00 |
10 | 2010.04.08 16:15 | s/l | 5 | 1.00 | 1.33392 | 1.33392 | 1.33252 | -40.00 | 9940.00 |