Strategy Tester Report
RSI-R2 EA
| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
| Period | Daily (D1) 2006.01.02 00:00 - 2007.03.22 00:00 (2006.01.02 - 2007.03.22) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | LotSize=10; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=false; | ||||
| Bars in test | 726 | Ticks modelled | 1856021 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 12968.00 | Gross profit | 14328.00 | Gross loss | -1360.00 |
| Profit factor | 10.54 | Expected payoff | 864.53 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 893.20 (7.81%) | Relative drawdown | 7.81% (893.20) |
| Total trades | 15 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
| Largest | profit trade | 2887.21 | loss trade | -893.20 | |
| Average | profit trade | 1102.15 | loss trade | -680.00 | |
| Maximum | consecutive wins (profit in money) | 8 (9015.61) | consecutive losses (loss in money) | 1 (-893.20) | |
| Maximal | consecutive profit (count of wins) | 9015.61 (8) | consecutive loss (count of losses) | -893.20 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.05.25 00:00 | buy | 1 | 10.00 | 1.8689 | 0.0000 | 1.9385 | ||
| 2 | 2006.05.31 00:00 | close | 1 | 10.00 | 1.8833 | 0.0000 | 1.9385 | 1438.39 | 11438.39 |
| 3 | 2006.06.08 00:00 | buy | 2 | 10.00 | 1.8575 | 0.0000 | 1.9271 | ||
| 4 | 2006.06.16 00:00 | close | 2 | 10.00 | 1.8486 | 0.0000 | 1.9271 | -893.20 | 10545.19 |
| 5 | 2006.06.29 00:00 | buy | 3 | 10.00 | 1.8185 | 0.0000 | 1.8881 | ||
| 6 | 2006.06.30 00:00 | close | 3 | 10.00 | 1.8273 | 0.0000 | 1.8881 | 879.60 | 11424.79 |
| 7 | 2006.07.18 00:00 | buy | 4 | 10.00 | 1.8200 | 0.0000 | 1.8896 | ||
| 8 | 2006.07.20 00:00 | close | 4 | 10.00 | 1.8420 | 0.0000 | 1.8896 | 2198.40 | 13623.19 |
| 9 | 2006.08.15 00:00 | buy | 5 | 10.00 | 1.8890 | 0.0000 | 1.9586 | ||
| 10 | 2006.08.17 00:00 | close | 5 | 10.00 | 1.8963 | 0.0000 | 1.9586 | 728.40 | 14351.59 |
| 11 | 2006.09.08 00:00 | buy | 6 | 10.00 | 1.8766 | 0.0000 | 1.9462 | ||
| 12 | 2006.09.14 00:00 | close | 6 | 10.00 | 1.8773 | 0.0000 | 1.9462 | 67.60 | 14419.19 |
| 13 | 2006.09.29 00:00 | buy | 7 | 10.00 | 1.8760 | 0.0000 | 1.9456 | ||
| 14 | 2006.10.18 00:00 | close | 7 | 10.00 | 1.8714 | 0.0000 | 1.9456 | -466.80 | 13952.39 |
| 15 | 2006.11.16 00:00 | buy | 8 | 10.00 | 1.8897 | 0.0000 | 1.9593 | ||
| 16 | 2006.11.21 00:00 | close | 8 | 10.00 | 1.8972 | 0.0000 | 1.9593 | 748.80 | 14701.19 |
| 17 | 2006.12.08 00:00 | buy | 9 | 10.00 | 1.9632 | 0.0000 | 2.0328 | ||
| 18 | 2006.12.13 00:00 | close | 9 | 10.00 | 1.9705 | 0.0000 | 2.0328 | 728.80 | 15429.99 |
| 19 | 2006.12.18 00:00 | buy | 10 | 10.00 | 1.9532 | 0.0000 | 2.0228 | ||
| 20 | 2006.12.20 00:00 | close | 10 | 10.00 | 1.9692 | 0.0000 | 2.0228 | 1599.20 | 17029.19 |
| 21 | 2006.12.26 00:00 | buy | 11 | 10.00 | 1.9595 | 0.0000 | 2.0291 | ||
| 22 | 2006.12.29 00:00 | close | 11 | 10.00 | 1.9626 | 0.0000 | 2.0291 | 308.00 | 17337.19 |
| 23 | 2007.01.08 00:00 | buy | 12 | 10.00 | 1.9304 | 0.0000 | 2.0000 | ||
| 24 | 2007.01.15 00:00 | close | 12 | 10.00 | 1.9593 | 0.0000 | 2.0000 | 2887.21 | 20224.40 |
| 25 | 2007.01.29 00:00 | buy | 13 | 10.00 | 1.9614 | 0.0000 | 2.0310 | ||
| 26 | 2007.02.02 00:00 | close | 13 | 10.00 | 1.9670 | 0.0000 | 2.0310 | 557.60 | 20782.00 |
| 27 | 2007.02.14 00:00 | buy | 14 | 10.00 | 1.9456 | 0.0000 | 2.0152 | ||
| 28 | 2007.02.15 00:00 | close | 14 | 10.00 | 1.9643 | 0.0000 | 2.0152 | 1868.80 | 22650.80 |
| 29 | 2007.03.05 00:00 | buy | 15 | 10.00 | 1.9342 | 0.0000 | 2.0038 | ||
| 30 | 2007.03.12 00:00 | close | 15 | 10.00 | 1.9374 | 0.0000 | 2.0038 | 317.20 | 22968.00 |