Strategy Tester Report
Super RSI Ver. 1.92

SymbolGBPUSD (Great Britain Dollar vs. United States Dollar)
PeriodDaily (D1) 2002.01.01 00:00 - 2007.04.30 00:00 (2002.01.01 - 2007.04.30)
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 test2568Ticks modelled11385848Modelling quality90.00%
Initial deposit10000.00
Total net profit1127.38Gross profit10841.69Gross loss-9714.30
Profit factor1.12Expected payoff19.78
Absolute drawdown4778.42Maximal drawdown5534.71 (51.46%)Relative drawdown51.46% (5534.71)
Total trades57Short positions (won %)28 (53.57%)Long positions (won %)29 (75.86%)
Profit trades (% of total)37 (64.91%)Loss trades (% of total)20 (35.09%)
Largestprofit trade663.08loss trade-2010.21
Averageprofit trade293.02loss trade-485.72
Maximumconsecutive wins (profit in money)8 (3268.62)consecutive losses (loss in money)5 (-2666.74)
Maximalconsecutive profit (count of wins)3268.62 (8)consecutive loss (count of losses)-2666.74 (5)
Averageconsecutive wins3consecutive losses2
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
272002.12.31 02:56sell140.201.60430.00001.5343
282003.01.03 00:00close140.201.59450.00001.5343193.428070.71
292003.01.08 00:00buy150.201.60480.00001.6748
302003.01.18 00:00close150.201.61300.00001.6748166.378237.08
312003.02.08 00:00buy160.201.63220.00001.7022
322003.03.06 00:00close160.201.60070.00001.7022-624.197612.89
332003.03.08 00:00sell170.201.60270.00001.5327
342003.03.15 00:00close170.201.58340.00001.5327382.397995.28
352003.03.17 11:17buy180.201.58410.00001.6541
362003.03.27 00:00close180.201.57480.00001.6541-183.427811.87
372003.05.17 00:00sell190.201.62100.00001.5510
382003.06.04 00:00close190.201.62890.00001.5510-166.767645.11
392003.06.30 00:00buy200.201.64950.00001.7195
402003.07.04 00:00close200.201.66870.00001.7195385.298030.40
412003.07.11 00:00buy210.201.63500.00001.7050
422003.07.25 00:00close210.201.61660.00001.7050-364.987665.42
432003.07.30 00:06sell220.201.62540.00001.5554
442003.08.01 00:00close220.201.61120.00001.5554281.947947.36
452003.08.22 00:00buy230.201.57910.00001.6491
462003.09.05 00:00close230.201.58240.00001.649169.028016.37
472003.09.08 00:00sell240.201.58680.00001.5168
482003.09.17 00:00close240.201.58770.00001.5168-22.647993.74
492003.09.29 00:00sell250.201.65800.00001.5880
502003.11.04 00:00close250.201.67660.00001.5880-390.557603.19
512003.11.07 00:00buy260.201.66780.00001.7378
522003.11.14 00:00close260.201.68500.00001.7378345.517948.70
532003.12.02 16:54sell270.201.72350.00001.6535
542004.01.16 00:00close270.201.82280.00001.6535-2010.215938.49
552004.01.30 00:00buy280.201.81680.00001.8868
562004.02.04 00:00close280.201.83770.00001.8868418.656357.13
572004.03.11 00:00buy290.201.80500.00001.8750
582004.03.19 00:00close290.201.83380.00001.8750577.726934.86
592004.03.22 09:10sell300.201.83350.00001.7635
602004.03.26 00:00close300.201.80820.00001.7635502.917437.77
612004.04.22 00:00buy310.201.77510.00001.8451
622004.04.28 00:00close310.201.79210.00001.8451340.867778.63
632004.05.31 23:55sell320.201.83300.00001.7630
642004.06.10 00:00close320.201.83110.00001.763031.827810.45
652004.07.13 04:31sell330.201.86190.00001.7919
662004.07.22 00:00close330.201.84160.00001.7919400.338210.78
672004.09.13 00:00sell340.201.79870.00001.7287
682004.09.16 00:00close340.201.77710.00001.7287429.428640.20
692004.09.29 00:00sell350.201.81300.00001.7430
702004.10.05 00:00close350.201.78450.00001.7430566.919207.11
712004.11.29 02:02sell360.201.89250.00001.8225
722004.12.11 00:00close360.201.91560.00001.8225-468.708738.42
732004.12.13 00:00buy370.201.91010.00001.9801
742004.12.16 00:00close370.201.94320.00001.9801663.089401.49
752005.01.08 00:00buy380.201.86900.00001.9390
762005.01.13 00:00close380.201.89080.00001.9390437.299838.78
772005.02.07 00:00buy390.201.87240.00001.9424
782005.02.15 00:00close390.201.88820.00001.9424317.7210156.51
792005.03.23 00:00buy400.201.88570.00001.9557
802005.04.01 00:00close400.201.88990.00001.955786.3710242.88
812005.04.08 00:00buy410.201.87010.00001.9401
822005.04.12 00:00close410.201.89080.00001.9401414.4310657.31
832005.06.20 00:00sell420.201.82400.00001.7540
842005.06.24 00:00close420.201.81600.00001.7540156.9110814.22
852005.07.30 00:00sell430.201.75760.00001.6876
862005.08.19 00:00close430.201.79580.00001.6876-774.8210039.40
872005.10.07 00:00sell440.201.77910.00001.7091
882005.10.12 00:00close440.201.74690.00001.7091642.4510681.85
892005.12.02 00:00sell450.201.73060.00001.6606
902005.12.21 00:00close450.201.75340.00001.6606-464.7610217.10
912006.05.02 00:00sell460.201.82550.00001.7555
922006.05.25 00:00close460.201.86910.00001.7555-884.889332.22
932006.06.08 00:00buy470.201.85500.00001.9250
942006.07.01 00:00close470.201.84820.00001.9250-131.269200.96
952006.08.08 00:00sell480.201.90670.00001.8367
962006.08.12 00:00close480.201.89070.00001.8367317.429518.38
972006.09.02 00:00sell490.201.90530.00001.8353
982006.09.06 00:00close490.201.89510.00001.8353202.459720.83
992006.09.08 00:00buy500.201.87590.00001.9459
1002006.09.15 00:00close500.201.88650.00001.9459213.519934.34
1012006.09.29 00:00buy510.201.87760.00001.9476
1022006.10.18 00:00close510.201.87050.00001.9476-138.349796.00
1032006.11.02 12:24sell520.201.90720.00001.8372
1042006.11.07 00:00close520.201.89750.00001.8372192.459988.46
1052006.12.08 00:00buy530.201.96340.00002.0334
1062006.12.13 00:00close530.201.97020.00002.0334136.6510125.10
1072006.12.23 00:00buy540.201.95970.00002.0297
1082007.01.03 00:00close540.201.97260.00002.0297260.1510385.26
1092007.01.08 00:00buy550.201.93070.00002.0007
1102007.01.13 00:00close550.201.95850.00002.0007557.2910942.55
1112007.01.30 00:02buy560.201.95950.00002.0295
1122007.02.03 00:00close560.201.96720.00002.0295155.0811097.63
1132007.03.23 00:00sell570.201.96480.00001.8948
1142007.04.10 00:00close570.201.96290.00001.894829.7611127.38