Strategy Tester Report
RSI_EA
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 | lStopLoss=20; sStopLoss=20; lTrailingStop=20; sTrailingStop=15; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""RSI_EA""; Slippage=0; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 373.24 | Gross profit | 446.68 | Gross loss | -73.44 |
Profit factor | 6.08 | Expected payoff | 13.82 | ||
Absolute drawdown | 73.44 | Maximal drawdown | 335.16 (3.27%) | Relative drawdown | 3.27% (335.16) |
Total trades | 27 | Short positions (won %) | 27 (3.70%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (3.70%) | Loss trades (% of total) | 26 (96.30%) | ||
Largest | profit trade | 446.68 | loss trade | -3.44 | |
Average | profit trade | 446.68 | loss trade | -2.82 | |
Maximum | consecutive wins (profit in money) | 1 (446.68) | consecutive losses (loss in money) | 26 (-73.44) | |
Maximal | consecutive profit (count of wins) | 446.68 (1) | consecutive loss (count of losses) | -73.44 (26) | |
Average | consecutive wins | 1 | consecutive losses | 26 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:00 | sell | 1 | 0.10 | 1.35064 | 1.35092 | 0.00000 | ||
2 | 2010.04.01 00:02 | s/l | 1 | 0.10 | 1.35092 | 1.35092 | 0.00000 | -2.80 | 9997.20 |
3 | 2010.04.01 00:02 | sell | 2 | 0.10 | 1.35097 | 1.35125 | 0.00000 | ||
4 | 2010.04.01 01:15 | s/l | 2 | 0.10 | 1.35125 | 1.35125 | 0.00000 | -2.80 | 9994.40 |
5 | 2010.04.01 01:15 | sell | 3 | 0.10 | 1.35146 | 1.35174 | 0.00000 | ||
6 | 2010.04.01 01:20 | s/l | 3 | 0.10 | 1.35174 | 1.35174 | 0.00000 | -2.80 | 9991.60 |
7 | 2010.04.01 01:20 | sell | 4 | 0.10 | 1.35177 | 1.35205 | 0.00000 | ||
8 | 2010.04.01 01:33 | s/l | 4 | 0.10 | 1.35205 | 1.35205 | 0.00000 | -2.80 | 9988.80 |
9 | 2010.04.01 01:33 | sell | 5 | 0.10 | 1.35198 | 1.35226 | 0.00000 | ||
10 | 2010.04.01 01:40 | s/l | 5 | 0.10 | 1.35226 | 1.35226 | 0.00000 | -2.80 | 9986.00 |
11 | 2010.04.01 01:40 | sell | 6 | 0.10 | 1.35232 | 1.35260 | 0.00000 | ||
12 | 2010.04.01 01:46 | s/l | 6 | 0.10 | 1.35260 | 1.35260 | 0.00000 | -2.80 | 9983.20 |
13 | 2010.04.01 01:46 | sell | 7 | 0.10 | 1.35267 | 1.35295 | 0.00000 | ||
14 | 2010.04.01 02:05 | s/l | 7 | 0.10 | 1.35295 | 1.35295 | 0.00000 | -2.80 | 9980.40 |
15 | 2010.04.01 02:05 | sell | 8 | 0.10 | 1.35299 | 1.35327 | 0.00000 | ||
16 | 2010.04.01 02:10 | s/l | 8 | 0.10 | 1.35327 | 1.35327 | 0.00000 | -2.80 | 9977.60 |
17 | 2010.04.01 02:10 | sell | 9 | 0.10 | 1.35404 | 1.35432 | 0.00000 | ||
18 | 2010.04.01 02:15 | s/l | 9 | 0.10 | 1.35432 | 1.35432 | 0.00000 | -2.80 | 9974.80 |
19 | 2010.04.01 02:15 | sell | 10 | 0.10 | 1.35508 | 1.35536 | 0.00000 | ||
20 | 2010.04.01 02:20 | s/l | 10 | 0.10 | 1.35536 | 1.35536 | 0.00000 | -2.80 | 9972.00 |
21 | 2010.04.01 02:27 | sell | 11 | 0.10 | 1.35473 | 1.35501 | 0.00000 | ||
22 | 2010.04.01 02:27 | s/l | 11 | 0.10 | 1.35501 | 1.35501 | 0.00000 | -2.80 | 9969.20 |
23 | 2010.04.01 02:27 | sell | 12 | 0.10 | 1.35509 | 1.35537 | 0.00000 | ||
24 | 2010.04.01 02:37 | s/l | 12 | 0.10 | 1.35537 | 1.35537 | 0.00000 | -2.80 | 9966.40 |
25 | 2010.04.01 03:15 | sell | 13 | 0.10 | 1.35188 | 1.35216 | 0.00000 | ||
26 | 2010.04.01 15:50 | s/l | 13 | 0.10 | 1.35216 | 1.35216 | 0.00000 | -2.80 | 9963.60 |
27 | 2010.04.02 00:00 | sell | 14 | 0.10 | 1.35841 | 1.35869 | 0.00000 | ||
28 | 2010.04.02 00:20 | s/l | 14 | 0.10 | 1.35869 | 1.35869 | 0.00000 | -2.80 | 9960.80 |
29 | 2010.04.02 00:20 | sell | 15 | 0.10 | 1.35862 | 1.35890 | 0.00000 | ||
30 | 2010.04.02 01:45 | s/l | 15 | 0.10 | 1.35890 | 1.35890 | 0.00000 | -2.80 | 9958.00 |
31 | 2010.04.02 01:45 | sell | 16 | 0.10 | 1.35883 | 1.35911 | 0.00000 | ||
32 | 2010.04.02 01:50 | s/l | 16 | 0.10 | 1.35911 | 1.35911 | 0.00000 | -2.80 | 9955.20 |
33 | 2010.04.02 01:50 | sell | 17 | 0.10 | 1.35905 | 1.35933 | 0.00000 | ||
34 | 2010.04.12 00:00 | s/l | 17 | 0.10 | 1.35933 | 1.35933 | 0.00000 | -3.44 | 9951.76 |
35 | 2010.04.12 05:00 | sell | 18 | 0.10 | 1.36461 | 1.36489 | 0.00000 | ||
36 | 2010.04.12 05:40 | s/l | 18 | 0.10 | 1.36489 | 1.36489 | 0.00000 | -2.80 | 9948.96 |
37 | 2010.04.12 05:40 | sell | 19 | 0.10 | 1.36493 | 1.36521 | 0.00000 | ||
38 | 2010.04.12 05:45 | s/l | 19 | 0.10 | 1.36521 | 1.36521 | 0.00000 | -2.80 | 9946.16 |
39 | 2010.04.12 05:45 | sell | 20 | 0.10 | 1.36524 | 1.36552 | 0.00000 | ||
40 | 2010.04.12 05:50 | s/l | 20 | 0.10 | 1.36552 | 1.36552 | 0.00000 | -2.80 | 9943.36 |
41 | 2010.04.12 05:50 | sell | 21 | 0.10 | 1.36555 | 1.36583 | 0.00000 | ||
42 | 2010.04.12 06:10 | s/l | 21 | 0.10 | 1.36583 | 1.36583 | 0.00000 | -2.80 | 9940.56 |
43 | 2010.04.12 06:10 | sell | 22 | 0.10 | 1.36575 | 1.36603 | 0.00000 | ||
44 | 2010.04.12 06:15 | s/l | 22 | 0.10 | 1.36603 | 1.36603 | 0.00000 | -2.80 | 9937.76 |
45 | 2010.04.12 06:15 | sell | 23 | 0.10 | 1.36603 | 1.36631 | 0.00000 | ||
46 | 2010.04.12 06:20 | s/l | 23 | 0.10 | 1.36631 | 1.36631 | 0.00000 | -2.80 | 9934.96 |
47 | 2010.04.12 06:20 | sell | 24 | 0.10 | 1.36630 | 1.36658 | 0.00000 | ||
48 | 2010.04.12 06:40 | s/l | 24 | 0.10 | 1.36658 | 1.36658 | 0.00000 | -2.80 | 9932.16 |
49 | 2010.04.12 06:40 | sell | 25 | 0.10 | 1.36733 | 1.36761 | 0.00000 | ||
50 | 2010.04.12 06:45 | s/l | 25 | 0.10 | 1.36761 | 1.36761 | 0.00000 | -2.80 | 9929.36 |
51 | 2010.04.12 06:45 | sell | 26 | 0.10 | 1.36825 | 1.36853 | 0.00000 | ||
52 | 2010.04.12 06:50 | s/l | 26 | 0.10 | 1.36853 | 1.36853 | 0.00000 | -2.80 | 9926.56 |
53 | 2010.04.12 06:50 | sell | 27 | 0.10 | 1.36918 | 1.36946 | 0.00000 | ||
54 | 2010.04.29 23:59 | close at stop | 27 | 0.10 | 1.32436 | 1.36946 | 0.00000 | 446.68 | 10373.24 |