Strategy Tester Report
RSI_R2_AnyTimeFrame_Optimzable
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 | 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 52.70 | Gross profit | 3824.17 | Gross loss | -3771.46 |
| Profit factor | 1.01 | Expected payoff | 2.29 | ||
| Absolute drawdown | 1491.05 | Maximal drawdown | 2433.92 (22.11%) | Relative drawdown | 22.11% (2433.92) |
| Total trades | 23 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
| Largest | profit trade | 636.64 | loss trade | -1280.66 | |
| Average | profit trade | 224.95 | loss trade | -628.58 | |
| Maximum | consecutive wins (profit in money) | 10 (2007.39) | consecutive losses (loss in money) | 3 (-1289.03) | |
| Maximal | consecutive profit (count of wins) | 2007.39 (10) | consecutive loss (count of losses) | -1591.12 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.02 05:00 | buy | 1 | 1.00 | 1.35692 | 0.00000 | 1.36386 | ||
| 2 | 2010.04.05 00:00 | close | 1 | 1.00 | 1.34920 | 0.00000 | 1.36386 | -772.80 | 9227.20 |
| 3 | 2010.04.05 08:00 | buy | 2 | 0.92 | 1.35013 | 0.00000 | 1.35707 | ||
| 4 | 2010.04.05 15:00 | close | 2 | 0.92 | 1.34878 | 0.00000 | 1.35707 | -124.20 | 9103.00 |
| 5 | 2010.04.05 22:00 | buy | 3 | 0.91 | 1.34787 | 0.00000 | 1.35481 | ||
| 6 | 2010.04.06 09:00 | close | 3 | 0.91 | 1.34357 | 0.00000 | 1.35481 | -392.03 | 8710.97 |
| 7 | 2010.04.07 06:00 | sell | 4 | 0.87 | 1.33895 | 0.00000 | 1.33201 | ||
| 8 | 2010.04.07 08:00 | close | 4 | 0.87 | 1.33631 | 0.00000 | 1.33201 | 229.68 | 8940.65 |
| 9 | 2010.04.07 11:00 | sell | 5 | 0.89 | 1.33882 | 0.00000 | 1.33188 | ||
| 10 | 2010.04.07 13:00 | close | 5 | 0.89 | 1.33516 | 0.00000 | 1.33188 | 325.74 | 9266.39 |
| 11 | 2010.04.07 21:00 | sell | 6 | 0.93 | 1.33719 | 0.00000 | 1.33025 | ||
| 12 | 2010.04.07 22:00 | close | 6 | 0.93 | 1.33539 | 0.00000 | 1.33025 | 167.40 | 9433.79 |
| 13 | 2010.04.08 17:00 | sell | 7 | 0.94 | 1.33560 | 0.00000 | 1.32866 | ||
| 14 | 2010.04.09 05:00 | close | 7 | 0.94 | 1.33556 | 0.00000 | 1.32866 | 3.01 | 9436.80 |
| 15 | 2010.04.09 11:00 | sell | 8 | 0.94 | 1.34118 | 0.00000 | 1.33424 | ||
| 16 | 2010.04.09 15:00 | close | 8 | 0.94 | 1.33827 | 0.00000 | 1.33424 | 273.54 | 9710.34 |
| 17 | 2010.04.12 10:00 | buy | 9 | 0.97 | 1.36049 | 0.00000 | 1.36743 | ||
| 18 | 2010.04.12 17:00 | close | 9 | 0.97 | 1.36086 | 0.00000 | 1.36743 | 35.89 | 9746.23 |
| 19 | 2010.04.13 06:00 | buy | 10 | 0.97 | 1.35741 | 0.00000 | 1.36435 | ||
| 20 | 2010.04.13 08:00 | close | 10 | 0.97 | 1.35872 | 0.00000 | 1.36435 | 127.07 | 9873.30 |
| 21 | 2010.04.13 12:00 | buy | 11 | 0.99 | 1.35716 | 0.00000 | 1.36410 | ||
| 22 | 2010.04.13 15:00 | close | 11 | 0.99 | 1.36127 | 0.00000 | 1.36410 | 406.89 | 10280.19 |
| 23 | 2010.04.14 09:00 | buy | 12 | 1.03 | 1.36298 | 0.00000 | 1.36992 | ||
| 24 | 2010.04.14 18:00 | close | 12 | 1.03 | 1.36659 | 0.00000 | 1.36992 | 371.83 | 10652.02 |
| 25 | 2010.04.15 00:00 | buy | 13 | 1.07 | 1.36511 | 0.00000 | 1.37205 | ||
| 26 | 2010.04.15 02:00 | close | 13 | 1.07 | 1.36573 | 0.00000 | 1.37205 | 66.34 | 10718.36 |
| 27 | 2010.04.15 05:00 | buy | 14 | 1.07 | 1.36486 | 0.00000 | 1.37180 | ||
| 28 | 2010.04.15 17:00 | close | 14 | 1.07 | 1.35653 | 0.00000 | 1.37180 | -891.31 | 9827.05 |
| 29 | 2010.04.16 03:00 | buy | 15 | 0.98 | 1.35392 | 0.00000 | 1.36086 | ||
| 30 | 2010.04.16 11:00 | close | 15 | 0.98 | 1.35603 | 0.00000 | 1.36086 | 206.78 | 10033.83 |
| 31 | 2010.04.19 22:00 | sell | 16 | 1.00 | 1.34864 | 0.00000 | 1.34170 | ||
| 32 | 2010.04.20 04:00 | close | 16 | 1.00 | 1.34742 | 0.00000 | 1.34170 | 121.20 | 10155.03 |
| 33 | 2010.04.20 11:00 | sell | 17 | 1.02 | 1.34951 | 0.00000 | 1.34257 | ||
| 34 | 2010.04.20 15:00 | close | 17 | 1.02 | 1.34726 | 0.00000 | 1.34257 | 229.50 | 10384.53 |
| 35 | 2010.04.22 08:00 | sell | 18 | 1.04 | 1.33944 | 0.00000 | 1.33250 | ||
| 36 | 2010.04.22 12:00 | close | 18 | 1.04 | 1.33546 | 0.00000 | 1.33250 | 413.92 | 10798.45 |
| 37 | 2010.04.23 08:00 | sell | 19 | 1.08 | 1.32391 | 0.00000 | 1.31697 | ||
| 38 | 2010.04.26 01:00 | close | 19 | 1.08 | 1.33576 | 0.00000 | 1.31697 | -1280.66 | 9517.79 |
| 39 | 2010.04.26 15:00 | sell | 20 | 0.95 | 1.33450 | 0.00000 | 1.32756 | ||
| 40 | 2010.04.27 03:00 | close | 20 | 0.95 | 1.33776 | 0.00000 | 1.32756 | -310.46 | 9207.33 |
| 41 | 2010.04.28 14:00 | sell | 21 | 0.92 | 1.31980 | 0.00000 | 1.31286 | ||
| 42 | 2010.04.28 18:00 | close | 21 | 0.92 | 1.31288 | 0.00000 | 1.31286 | 636.64 | 9843.97 |
| 43 | 2010.04.28 22:00 | sell | 22 | 0.98 | 1.32001 | 0.00000 | 1.31307 | ||
| 44 | 2010.04.29 03:00 | close | 22 | 0.98 | 1.31924 | 0.00000 | 1.31307 | 73.11 | 9917.07 |
| 45 | 2010.04.29 20:00 | sell | 23 | 0.99 | 1.32466 | 0.00000 | 1.31772 | ||
| 46 | 2010.04.29 23:00 | close | 23 | 0.99 | 1.32329 | 0.00000 | 1.31772 | 135.63 | 10052.70 |