Strategy Tester Report
Super RSI Ver. 1.92

SymbolGBPUSD (Great Britain Dollar vs. United States Dollar)
PeriodDaily (D1) 2002.01.01 00:00 - 2002.12.30 00:00 (2002.01.01 - 2002.12.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLotSize=0.2; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; OverrideMagicNumber=0; UseEMA200=false; UseStandardTrailingStop=false; UseConservativeParabolicStop=true; UseMediumParabolicStop=false; UseTightParabolicStop=true; UseMoneyMgmt=false; UseTurboChargerOnMajors=true; UseBrokerTimeHourOffsets=false; BrokerTimePreOffsetHours=2; BrokerTimePostOffsetHours=2; BrokerPermitsFractionalLots=true; TradePositiveSwapOnly=false; UseOptimizedRSIPeriods=true; Default_RSI_Period=4; OptimumRSI_AUDCAD=5; OptimumRSI_AUDJPY=7; OptimumRSI_AUDNZD=6; OptimumRSI_AUDUSD=4; OptimumRSI_CHFJPY=4; OptimumRSI_EURAUD=2; OptimumRSI_EURCAD=3; OptimumRSI_EURCHF=3; OptimumRSI_EURGBP=2; OptimumRSI_EURJPY=4; OptimumRSI_EURUSD=4; OptimumRSI_GBPCHF=6; OptimumRSI_GBPJPY=4; OptimumRSI_GBPUSD=3; OptimumRSI_NZDJPY=6; OptimumRSI_NZDUSD=7; OptimumRSI_USDCHF=4; OptimumRSI_USDCAD=2; OptimumRSI_USDJPY=4; RSI_Overbought_Value=75; RSI_Oversold_Value=25; Buy_Order_Comment="Super RSI Buy"; Sell_Order_Comment="Super RSI Sell";
Bars in test1223Ticks modelled1853237Modelling quality90.00%
Initial deposit10000.00
Total net profit-2122.72Gross profit966.10Gross loss-3088.82
Profit factor0.31Expected payoff-163.29
Absolute drawdown2873.74Maximal drawdown3630.03 (33.75%)Relative drawdown33.75% (3630.03)
Total trades13Short positions (won %)6 (16.67%)Long positions (won %)7 (71.43%)
Profit trades (% of total)6 (46.15%)Loss trades (% of total)7 (53.85%)
Largestprofit trade265.51loss trade-1028.82
Averageprofit trade161.02loss trade-441.26
Maximumconsecutive wins (profit in money)3 (618.80)consecutive losses (loss in money)5 (-2666.74)
Maximalconsecutive profit (count of wins)618.80 (3)consecutive loss (count of losses)-2666.74 (5)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12002.01.09 00:00buy10.201.43900.00001.5090
22002.01.12 00:00close10.201.44870.00001.5090194.8610194.86
32002.01.29 00:00buy20.201.41080.00001.4808
42002.02.05 00:00close20.201.42400.00001.4808265.5110460.37
52002.03.14 01:32buy30.201.41540.00001.4854
62002.03.18 00:00close30.201.42330.00001.4854158.4310618.80
72002.03.19 00:00sell40.201.42680.00001.3568
82002.05.09 00:00close40.201.45640.00001.3568-619.309999.50
92002.06.14 04:16sell50.201.47170.00001.4017
102002.07.06 00:00close50.201.52260.00001.4017-1028.828970.68
112002.07.11 17:34sell60.201.54760.00001.4776
122002.07.24 00:00close60.201.56330.00001.4776-319.678651.01
132002.08.02 00:00buy70.201.56170.00001.6317
142002.08.28 00:00close70.201.53410.00001.6317-546.838104.18
152002.09.02 00:00sell80.201.54970.00001.4797
162002.09.10 00:00close80.201.55710.00001.4797-152.127952.06
172002.09.10 00:00buy90.201.55710.00001.6271
182002.09.28 00:00close90.201.56130.00001.627188.098040.15
192002.10.14 00:00buy100.201.56250.00001.6325
202002.10.25 00:00close100.201.55450.00001.6325-157.207882.95
212002.10.29 00:00sell110.201.56010.00001.4901
222002.11.21 00:00close110.201.57270.00001.4901-264.887618.07
232002.11.26 00:00buy120.201.56480.00001.6348
242002.12.04 00:00close120.201.57020.00001.6348109.727727.80
252002.12.23 00:00sell130.201.60190.00001.5319
262002.12.24 00:00close130.201.59440.00001.5319149.487877.28