Strategy Tester Report
_RSI R2 EA multi pair
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | LotSize=0.5; Slippage=2; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=false; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -472.50 | Gross profit | 343.50 | Gross loss | -816.00 |
Profit factor | 0.42 | Expected payoff | -236.25 | ||
Absolute drawdown | 1806.30 | Maximal drawdown | 2111.80 (20.49%) | Relative drawdown | 20.49% (2111.80) |
Total trades | 2 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
Largest | profit trade | 343.50 | loss trade | -816.00 | |
Average | profit trade | 343.50 | loss trade | -816.00 | |
Maximum | consecutive wins (profit in money) | 1 (343.50) | consecutive losses (loss in money) | 1 (-816.00) | |
Maximal | consecutive profit (count of wins) | 343.50 (1) | consecutive loss (count of losses) | -816.00 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.11 00:00 | sell | 1 | 0.50 | 1.21074 | 0.00000 | 1.20387 | ||
2 | 2010.06.23 00:00 | close | 1 | 0.50 | 1.22694 | 0.00000 | 1.20387 | -816.00 | 9184.00 |
3 | 2010.06.28 00:00 | sell | 2 | 0.50 | 1.23794 | 0.00000 | 1.23107 | ||
4 | 2010.06.28 18:10 | t/p | 2 | 0.50 | 1.23107 | 0.00000 | 1.23107 | 343.50 | 9527.50 |