Strategy Tester Report
Super RSI Ver. 2.02

SymbolGBPUSDm (Great Britain Pound vs US Dollar)
PeriodDaily (D1) 2006.07.02 00:00 - 2007.07.11 00:00 (2006.07.01 - 2007.07.11)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersExpert_Name="Super RSI Deluxe v.2.02"; Order_Parameters="Trade Order Settings"; Initial_LotSize=2; Scale_In_Lotsize=1; Scale_In_Pip_Interval=10; Max_Scale_In_Buy_Orders=4; Max_Scale_In_Sell_Orders=4; Hedge_Order_LotSize=2; Hedge_Activate_Pip_Interval=100; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; OverrideMagicNumber=0; UseEMA200=false; UseStandardTrailingStop=false; UseConservativeParabolicStop=true; UseMediumParabolicStop=false; UseTightParabolicStop=false; UseMoneyMgmt=false; UseTurboChargerOnMajors=true; UseBrokerTimeHourOffsets=false; BrokerTimePreOffsetHours=2; BrokerTimePostOffsetHours=2; BrokerPermitsFractionalLots=true; TradePositiveSwapOnly=false; Buy_Order_Comment="Super RSI Buy"; Sell_Order_Comment="Super RSI Sell"; RSI_Parameters="Relative Strength Index (RSI) Settings"; Default_RSI_Period=4; UseOptimizedRSIPeriods=true; OptRSI_AUDCAD=5; OptRSI_AUDJPY=7; OptRSI_AUDNZD=6; OptRSI_AUDUSD=4; OptRSI_CHFJPY=4; OptRSI_EURAUD=2; OptRSI_EURCAD=3; OptRSI_EURCHF=3; OptRSI_EURGBP=2; OptRSI_EURJPY=4; OptRSI_EURUSD=4; OptRSI_GBPCHF=6; OptRSI_GBPJPY=4; OptRSI_GBPUSD=3; OptRSI_NZDJPY=6; OptRSI_NZDUSD=7; OptRSI_USDCHF=4; OptRSI_USDCAD=2; OptRSI_USDJPY=4; DigiTrend_Parameters="Digital Trend Filter Settings"; Default_DigiTrend_Period=10; Default_DigiTrend_Price_Type=0; UseOptimizedDigiTrendPeriods=true; OptDigiTrend_Period_AUDCAD=10; OptDigiTrend_Price_Type_AUDCAD=1; OptDigiTrend_Period_AUDJPY=13; OptDigiTrend_Price_Type_AUDJPY=1; OptDigiTrend_Period_AUDNZD=10; OptDigiTrend_Price_Type_AUDNZD=1; OptDigiTrend_Period_AUDUSD=9; OptDigiTrend_Price_Type_AUDUSD=0; OptDigiTrend_Period_CHFJPY=12; OptDigiTrend_Price_Type_CHFJPY=1; OptDigiTrend_Period_EURAUD=10; OptDigiTrend_Price_Type_EURAUD=1; OptDigiTrend_Period_EURCAD=10; OptDigiTrend_Price_Type_EURCAD=1; OptDigiTrend_Period_EURCHF=9; OptDigiTrend_Price_Type_EURCHF=1; OptDigiTrend_Period_EURGBP=5; OptDigiTrend_Price_Type_EURGBP=3; OptDigiTrend_Period_EURJPY=5; OptDigiTrend_Price_Type_EURJPY=2; OptDigiTrend_Period_EURUSD=10; OptDigiTrend_Price_Type_EURUSD=2; OptDigiTrend_Period_GBPCHF=10; OptDigiTrend_Price_Type_GBPCHF=1; OptDigiTrend_Period_GBPJPY=10; OptDigiTrend_Price_Type_GBPJPY=1; OptDigiTrend_Period_GBPUSD=10; OptDigiTrend_Price_Type_GBPUSD=1; OptDigiTrend_Period_NZDJPY=10; OptDigiTrend_Price_Type_NZDJPY=1; OptDigiTrend_Period_NZDUSD=10; OptDigiTrend_Price_Type_NZDUSD=1; OptDigiTrend_Period_USDCHF=7; OptDigiTrend_Price_Type_USDCHF=2; OptDigiTrend_Period_USDCAD=8; OptDigiTrend_Price_Type_USDCAD=1; OptDigiTrend_Period_USDJPY=8; OptDigiTrend_Price_Type_USDJPY=1;
Bars in test888Ticks modelled1357311Modelling quality89.79%
Initial deposit10000.00
Total net profit17655.95Gross profit21119.13Gross loss-3463.18
Profit factor6.10Expected payoff141.25
Absolute drawdown557.88Maximal drawdown2374.48 (11.17%)Relative drawdown11.73% (1904.76)
Total trades125Short positions (won %)40 (82.50%)Long positions (won %)85 (72.94%)
Profit trades (% of total)95 (76.00%)Loss trades (% of total)30 (24.00%)
Largestprofit trade965.20loss trade-547.40
Averageprofit trade222.31loss trade-115.44
Maximumconsecutive wins (profit in money)25 (5883.57)consecutive losses (loss in money)11 (-1500.04)
Maximalconsecutive profit (count of wins)5883.57 (25)consecutive loss (count of losses)-1500.04 (11)
Averageconsecutive wins16consecutive losses5
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.08 02:45sell12.001.90530.00001.8353
22006.08.08 03:53sell21.001.90430.00001.8343
32006.08.08 23:59sell31.001.90010.00001.8301
42006.08.09 00:49sell41.001.89900.00001.8290
52006.08.09 00:57sell51.001.89800.00001.8280
62006.08.27 00:00close51.001.88830.00001.828097.5410097.54
72006.08.27 00:00close41.001.88830.00001.8290107.5410205.08
82006.08.27 00:00close31.001.88830.00001.8301118.5710323.65
92006.08.27 00:00close21.001.88830.00001.8343160.5710484.22
102006.08.27 00:00close12.001.88830.00001.8353341.1410825.36
112006.08.27 00:00buy62.001.88830.00001.9583
122006.08.28 03:09buy71.001.88940.00001.9594
132006.08.28 05:27buy81.001.89050.00001.9605
142006.08.28 05:29buy91.001.89150.00001.9615
152006.08.28 09:18buy101.001.89260.00001.9626
162006.08.29 00:00close101.001.89490.00001.962622.9610848.32
172006.08.29 00:00close91.001.89490.00001.961533.9610882.28
182006.08.29 00:00close81.001.89490.00001.960543.9610926.24
192006.08.29 00:00close71.001.89490.00001.959454.9610981.20
202006.08.29 00:00close62.001.89490.00001.9583131.8411113.04
212006.09.01 00:29sell112.001.90310.00001.8331
222006.09.01 00:44sell121.001.90210.00001.8321
232006.09.01 14:30sell131.001.90110.00001.8311
242006.09.01 14:30sell141.001.90010.00001.8301
252006.09.01 14:31sell151.001.89910.00001.8291
262006.09.08 00:00close151.001.87570.00001.8291234.2111347.25
272006.09.08 00:00close141.001.87570.00001.8301244.2111591.46
282006.09.08 00:00close131.001.87570.00001.8311254.2111845.67
292006.09.08 00:00close121.001.87570.00001.8321264.2112109.88
302006.09.08 00:00close112.001.87570.00001.8331548.4212658.30
312006.09.08 00:00buy162.001.87570.00001.9457
322006.09.12 14:58buy171.001.87670.00001.9467
332006.09.13 18:01buy181.001.87770.00001.9477
342006.09.14 09:21buy191.001.87880.00001.9488
352006.09.14 09:33buy201.001.87980.00001.9498
362006.09.25 00:00close201.001.90110.00001.9498212.6412870.94
372006.09.25 00:00close191.001.90110.00001.9488222.6413093.58
382006.09.25 00:00close181.001.90110.00001.9477233.5213327.10
392006.09.25 00:00close171.001.90110.00001.9467243.4813570.58
402006.09.25 00:00close162.001.90110.00001.9457506.8014077.38
412006.09.25 00:00sell212.001.90110.00001.8311
422006.09.25 02:15sell221.001.90010.00001.8301
432006.09.25 16:33sell231.001.89900.00001.8290
442006.09.26 09:12sell241.001.89800.00001.8280
452006.09.26 10:15sell251.001.89700.00001.8270
462006.09.29 00:00close251.001.87560.00001.8270214.1514291.53
472006.09.29 00:00close241.001.87560.00001.8280224.1514515.68
482006.09.29 00:00close231.001.87560.00001.8290234.1814749.86
492006.09.29 00:00close221.001.87560.00001.8301245.1814995.04
502006.09.29 00:00close212.001.87560.00001.8311510.3615505.40
512006.09.29 00:00buy262.001.87560.00001.9456
522006.09.29 00:21buy271.001.87670.00001.9467
532006.09.29 04:29buy281.001.87770.00001.9477
542006.10.02 15:35buy291.001.87890.00001.9489
552006.10.02 15:45buy301.001.87990.00001.9499
562006.10.09 00:00close301.001.87020.00001.9499-97.2815408.12
572006.10.09 00:00close291.001.87020.00001.9489-87.2815320.84
582006.10.09 00:00close281.001.87020.00001.9477-75.3215245.52
592006.10.09 00:00close271.001.87020.00001.9467-65.3215180.20
602006.10.09 00:00close262.001.87020.00001.9456-108.6415071.56
612006.10.09 00:03buy312.001.86920.00001.9392
622006.10.09 00:47buy321.001.87030.00001.9403
632006.10.09 03:18buy331.001.87140.00001.9414
642006.10.17 16:09buy341.001.87260.00001.9426
652006.10.17 17:42buy351.001.87360.00001.9436
662006.10.26 00:00close351.001.87870.00001.943650.5615122.12
672006.10.26 00:00close341.001.87870.00001.942660.5615182.68
682006.10.26 00:00close331.001.87870.00001.941472.2415254.92
692006.10.26 00:00close321.001.87870.00001.940383.2415338.16
702006.10.26 00:00close312.001.87870.00001.9392188.4815526.64
712006.11.02 10:34sell362.001.90640.00001.8364
722006.11.03 08:42sell371.001.90510.00001.8351
732006.11.03 14:31sell381.001.90370.00001.8337
742006.11.03 14:31sell391.001.90260.00001.8326
752006.11.03 14:36sell401.001.90160.00001.8316
762006.11.16 00:00close401.001.88920.00001.8316124.3915651.03
772006.11.16 00:00close391.001.88920.00001.8326134.3915785.42
782006.11.16 00:00close381.001.88920.00001.8337145.3915930.81
792006.11.16 00:00close371.001.88920.00001.8351159.3916090.20
802006.11.16 00:00close362.001.88920.00001.8364344.8416435.04
812006.11.16 00:00buy412.001.88920.00001.9592
822006.11.16 02:34buy421.001.89030.00001.9603
832006.11.16 14:30buy431.001.89170.00001.9617
842006.11.16 14:31buy441.001.89270.00001.9627
852006.11.17 16:05buy451.001.89380.00001.9638
862006.11.28 00:00modify412.001.88921.89261.9592
872006.11.28 00:00modify421.001.89031.89261.9603
882006.11.28 00:04modify431.001.89171.89261.9617
892006.11.28 00:05close451.001.93750.00001.9638436.6416871.68
902006.11.28 00:05close441.001.93750.00001.9627447.6017319.28
912006.11.28 00:05close431.001.93751.89261.9617457.6017776.88
922006.11.28 00:05close421.001.93751.89261.9603471.6018248.48
932006.11.28 00:05close412.001.93751.89261.9592965.2019213.68
942006.11.28 00:05sell462.001.93750.00001.8675
952006.12.08 00:00close462.001.96310.00001.8675-511.2818702.40
962006.12.08 00:00buy472.001.96310.00002.0331
972006.12.08 05:27buy481.001.96420.00002.0342
982006.12.08 14:52buy491.001.96530.00002.0353
992006.12.08 14:53buy501.001.96630.00002.0363
1002006.12.08 14:53buy511.001.96740.00002.0374
1012006.12.18 00:00close511.001.95220.00002.0374-152.3218550.08
1022006.12.18 00:00close501.001.95220.00002.0363-141.3218408.76
1032006.12.18 00:00close491.001.95220.00002.0353-131.3218277.44
1042006.12.18 00:00close481.001.95220.00002.0342-120.3218157.12
1052006.12.18 00:00close472.001.95220.00002.0331-218.6417938.48
1062006.12.26 00:00buy522.001.95860.00002.0286
1072006.12.26 12:01buy531.001.95960.00002.0296
1082006.12.27 07:12buy541.001.96070.00002.0307
1092006.12.27 07:19buy551.001.96170.00002.0317
1102006.12.27 07:37buy561.001.96280.00002.0328
1112006.12.28 00:00close561.001.95660.00002.0328-62.1217876.36
1122006.12.28 00:00close551.001.95660.00002.0317-51.1217825.24
1132006.12.28 00:00close541.001.95660.00002.0307-41.1217784.12
1142006.12.28 00:00close531.001.95660.00002.0296-30.1617753.96
1152006.12.28 00:00close522.001.95660.00002.0286-40.3217713.64
1162007.01.07 00:00buy572.001.93050.00002.0005
1172007.01.08 07:21buy581.001.93150.00002.0015
1182007.01.08 07:57buy591.001.93260.00002.0026
1192007.01.08 08:19buy601.001.93370.00002.0037
1202007.01.08 09:53buy611.001.93480.00002.0048
1212007.01.18 00:00modify572.001.93051.93162.0005
1222007.01.19 00:00modify572.001.93051.93492.0005
1232007.01.19 00:00modify581.001.93151.93492.0015
1242007.01.19 00:01modify591.001.93261.93492.0026
1252007.01.19 00:04modify601.001.93371.93492.0037
1262007.01.19 00:05modify611.001.93481.93492.0048
1272007.01.21 00:00modify572.001.93051.93922.0005
1282007.01.21 00:10modify581.001.93151.93922.0015
1292007.01.21 00:20modify591.001.93261.93922.0026
1302007.01.21 00:30modify601.001.93371.93922.0037
1312007.01.21 00:40modify611.001.93481.93922.0048
1322007.01.22 00:00modify572.001.93051.94302.0005
1332007.01.23 00:00modify572.001.93051.94652.0005
1342007.01.24 00:00modify572.001.93051.95042.0005
1352007.01.24 00:02modify581.001.93151.95042.0015
1362007.01.24 00:09modify591.001.93261.95042.0026
1372007.01.24 00:09modify601.001.93371.95042.0037
1382007.01.24 00:09modify611.001.93481.95042.0048
1392007.01.25 00:00modify572.001.93051.95612.0005
1402007.01.26 00:00close611.001.96471.95042.0048298.2018011.84
1412007.01.26 00:00close601.001.96471.95042.0037309.2018321.04
1422007.01.26 00:00close591.001.96471.95042.0026320.2018641.24
1432007.01.26 00:00close581.001.96471.95042.0015331.2018972.44
1442007.01.26 00:00close572.001.96471.95612.0005682.3219654.76
1452007.01.28 00:00buy621.001.96160.00002.0316
1462007.01.30 02:44buy631.001.96260.00002.0326
1472007.01.30 02:49buy641.001.96380.00002.0338
1482007.01.30 08:13buy651.001.96480.00002.0348
1492007.01.30 08:17buy661.001.96590.00002.0359
1502007.02.07 00:00close661.001.97080.00002.035948.6819703.44
1512007.02.07 00:00close651.001.97080.00002.034859.6819763.12
1522007.02.07 00:00close641.001.97080.00002.033869.6819832.80
1532007.02.07 00:00close631.001.97080.00002.032681.6819914.48
1542007.02.07 00:00close621.001.97080.00002.031691.6020006.08
1552007.02.14 00:00buy672.001.94560.00002.0156
1562007.02.14 00:01buy681.001.94660.00002.0166
1572007.02.14 00:22buy691.001.94770.00002.0177
1582007.02.14 05:38buy701.001.94900.00002.0190
1592007.02.14 08:41buy711.001.95000.00002.0200
1602007.02.21 00:00close711.001.95560.00002.020055.7220061.80
1612007.02.21 00:00close701.001.95560.00002.019065.7220127.52
1622007.02.21 00:00close691.001.95560.00002.017778.7220206.24
1632007.02.21 00:00close681.001.95560.00002.016689.7220295.96
1642007.02.21 00:00close672.001.95560.00002.0156199.4420495.40
1652007.02.27 09:17sell722.001.96420.00001.8942
1662007.02.27 10:31sell731.001.96320.00001.8932
1672007.02.27 16:10sell741.001.96210.00001.8921
1682007.02.27 21:11sell751.001.96110.00001.8911
1692007.02.28 08:05sell761.001.95990.00001.8899
1702007.03.05 00:00close761.001.93420.00001.8899257.1520752.55
1712007.03.05 00:00close751.001.93420.00001.8911269.1821021.73
1722007.03.05 00:00close741.001.93420.00001.8921279.1821300.91
1732007.03.05 00:00close731.001.93420.00001.8932290.1821591.09
1742007.03.05 00:00close722.001.93420.00001.8942600.3622191.45
1752007.03.05 00:00buy772.001.93420.00002.0042
1762007.03.05 00:11buy781.001.94440.00002.0144
1772007.03.16 10:20buy791.001.94580.00002.0158
1782007.03.16 10:26buy801.001.94680.00002.0168
1792007.03.16 11:41buy811.001.94790.00002.0179
1802007.03.23 07:45close811.001.96570.00002.0179177.7222369.17
1812007.03.23 07:45close801.001.96570.00002.0168188.7222557.89
1822007.03.23 07:45close791.001.96570.00002.0158198.7222756.61
1832007.03.23 07:45close781.001.96570.00002.0144212.2022968.81
1842007.03.23 07:45close772.001.96570.00002.0042628.4023597.21
1852007.03.23 07:45sell822.001.96570.00001.8957
1862007.03.23 08:14sell831.001.96470.00001.8947
1872007.03.23 10:09sell841.001.96330.00001.8933
1882007.03.23 10:13sell851.001.96220.00001.8922
1892007.03.23 10:13sell861.001.96040.00001.8904
1902007.03.30 00:00close861.001.96290.00001.8904-24.7923572.42
1912007.03.30 00:00close851.001.96290.00001.8922-6.7923565.63
1922007.03.30 00:00close841.001.96290.00001.89334.2123569.84
1932007.03.30 00:00close831.001.96290.00001.894718.2123588.05
1942007.03.30 00:00close822.001.96290.00001.895756.4223644.47
1952007.03.30 00:00buy872.001.96290.00002.0329
1962007.03.30 02:45buy881.001.96390.00002.0339
1972007.03.30 03:29buy891.001.96500.00002.0350
1982007.03.30 03:31buy901.001.96600.00002.0360
1992007.03.30 15:20buy911.001.96700.00002.0370
2002007.04.09 00:00close911.001.96440.00002.0370-26.3223618.15
2012007.04.09 00:00close901.001.96440.00002.0360-16.3223601.83
2022007.04.09 00:00close891.001.96440.00002.0350-6.3223595.51
2032007.04.09 00:00close881.001.96440.00002.03394.6823600.19
2042007.04.09 00:00close872.001.96440.00002.032929.3623629.55
2052007.04.09 00:00buy922.001.96470.00002.0347
2062007.04.10 01:40buy931.001.96570.00002.0357
2072007.04.10 01:45buy941.001.96670.00002.0367
2082007.04.10 01:52buy951.001.96770.00002.0377
2092007.04.10 02:25buy961.001.96870.00002.0387
2102007.04.17 00:00close961.001.98850.00002.0387197.7223827.27
2112007.04.17 00:00close951.001.98850.00002.0377207.7224034.99
2122007.04.17 00:00close941.001.98850.00002.0367217.7224252.71
2132007.04.17 00:00close931.001.98850.00002.0357227.7224480.43
2142007.04.17 00:00close922.001.98850.00002.0347475.3624955.79
2152007.04.17 00:00sell972.001.98850.00001.9185
2162007.04.27 00:00close972.001.99050.00001.9185-39.2824916.51
2172007.04.27 00:00buy982.001.99050.00002.0605
2182007.04.27 01:50buy991.001.99150.00002.0615
2192007.04.27 03:51buy1001.001.99250.00002.0625
2202007.04.27 08:13buy1011.001.99360.00002.0636
2212007.04.27 08:15buy1021.001.99460.00002.0646
2222007.05.04 00:00close1021.001.98750.00002.0646-71.2824845.23
2232007.05.04 00:00close1011.001.98750.00002.0636-61.2824783.95
2242007.05.04 00:00close1001.001.98750.00002.0625-50.2824733.67
2252007.05.04 00:00close991.001.98750.00002.0615-40.2824693.39
2262007.05.04 00:00close982.001.98750.00002.0605-60.5624632.83
2272007.05.04 00:02buy1032.001.98780.00002.0578
2282007.05.04 07:04buy1041.001.98880.00002.0588
2292007.05.04 12:30buy1051.001.99000.00002.0600
2302007.05.04 12:45buy1061.001.99110.00002.0611
2312007.05.04 12:58buy1071.001.99210.00002.0621
2322007.05.10 00:00close1071.001.99290.00002.06217.7624640.59
2332007.05.10 00:00close1061.001.99290.00002.061117.7624658.35
2342007.05.10 00:00close1051.001.99290.00002.060028.7624687.11
2352007.05.10 00:00close1041.001.99290.00002.058840.7624727.87
2362007.05.10 00:00close1032.001.99290.00002.0578101.5224829.39
2372007.05.11 00:00buy1082.001.97920.00002.0492
2382007.05.11 01:24buy1091.001.98020.00002.0502
2392007.05.11 02:18buy1101.001.98120.00002.0512
2402007.05.11 13:39buy1111.001.98220.00002.0522
2412007.05.11 14:30buy1121.001.98330.00002.0533
2422007.06.07 00:00close1121.001.99260.00002.053391.9224921.31
2432007.06.07 00:00close1111.001.99260.00002.0522102.9225024.23
2442007.06.07 00:00close1101.001.99260.00002.0512112.9225137.15
2452007.06.07 00:00close1091.001.99260.00002.0502122.9225260.07
2462007.06.07 00:00close1082.001.99260.00002.0492265.8425525.91
2472007.06.07 00:00sell1132.001.99260.00001.9226
2482007.06.07 01:15sell1141.001.99150.00001.9215
2492007.06.07 10:14sell1151.001.99050.00001.9205
2502007.06.07 10:15sell1161.001.98950.00001.9195
2512007.06.07 10:19sell1171.001.98810.00001.9181
2522007.06.11 00:00close1171.001.96710.00001.9181210.0625735.97
2532007.06.11 00:00close1161.001.96710.00001.9195224.0625960.03
2542007.06.11 00:00close1151.001.96710.00001.9205234.0626194.09
2552007.06.11 00:00close1141.001.96710.00001.9215244.0626438.15
2562007.06.11 00:00close1132.001.96710.00001.9226510.1226948.27
2572007.06.11 00:00buy1182.001.96710.00002.0371
2582007.06.11 02:18buy1191.001.96840.00002.0384
2592007.06.11 12:12buy1201.001.96940.00002.0394
2602007.06.11 19:23buy1211.001.97040.00002.0404
2612007.06.12 00:46buy1221.001.97140.00002.0414
2622007.06.25 00:00modify1182.001.96711.96732.0371
2632007.06.26 00:00modify1182.001.96711.96922.0371
2642007.06.27 00:00modify1182.001.96711.97172.0371
2652007.06.28 00:00modify1182.001.96711.97472.0371
2662007.06.28 00:00modify1191.001.96841.97472.0384
2672007.06.28 00:00modify1201.001.96941.97472.0394
2682007.06.28 00:00modify1211.001.97041.97472.0404
2692007.06.28 00:01modify1221.001.97141.97472.0414
2702007.06.28 00:02close1221.001.99961.97472.0414281.2827229.55
2712007.06.28 00:02close1211.001.99961.97472.0404291.2427520.79
2722007.06.28 00:02close1201.001.99961.97472.0394301.2427822.03
2732007.06.28 00:02close1191.001.99961.97472.0384311.2428133.27
2742007.06.28 00:02close1182.001.99961.97472.0371648.4828781.75
2752007.06.28 00:02sell1232.001.99960.00001.9296
2762007.06.28 01:21sell1241.001.99860.00001.9286
2772007.06.28 03:12sell1251.001.99750.00001.9275
2782007.07.10 23:59close at stop1251.002.02700.00001.9275-294.7028487.05
2792007.07.10 23:59close at stop1241.002.02700.00001.9286-283.7028203.35
2802007.07.10 23:59close at stop1232.002.02700.00001.9296-547.4027655.95