Strategy Tester Report
MagicRSI 4
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 4 Hours (H4) 2006.08.01 00:00 - 2006.11.20 00:00 (2006.08.01 - 2006.11.20) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; lStopLoss=55; sStopLoss=60; lTakeProfit=2000; sTakeProfit=2000; Profit=200; BLVL=5; SLVL=95; PERIOD=2; startbuy=40; startsell=60; StochK=6; StochD=2; StochSlowing=2; Slippage=1; clOpenBuy=Blue; clCloseBuy=Aqua; clOpenSell=Red; clCloseSell=Violet; clModiBuy=Blue; clModiSell=Red; UseSound=false; LotIncrease=false; OneEntryPerBar=false; Name_Expert="Magic RSI"; NameFileSound="alert.wav"; | ||||
| Bars in test | 8556 | Ticks modelled | 266824 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 7272.19 | Gross profit | 9667.64 | Gross loss | -2395.45 |
| Profit factor | 4.04 | Expected payoff | 169.12 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 991.45 (6.63%) | Relative drawdown | 6.63% (991.45) |
| Total trades | 43 | Short positions (won %) | 23 (86.96%) | Long positions (won %) | 20 (95.00%) |
| Profit trades (% of total) | 39 (90.70%) | Loss trades (% of total) | 4 (9.30%) | ||
| Largest | profit trade | 617.20 | loss trade | -620.00 | |
| Average | profit trade | 247.89 | loss trade | -598.86 | |
| Maximum | consecutive wins (profit in money) | 19 (4959.89) | consecutive losses (loss in money) | 1 (-620.00) | |
| Maximal | consecutive profit (count of wins) | 4959.89 (19) | consecutive loss (count of losses) | -620.00 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.08.03 03:11 | buy | 1 | 1.00 | 1.2755 | 1.2698 | 1.4755 | ||
| 2 | 2006.08.03 11:59 | close | 1 | 1.00 | 1.2779 | 1.2698 | 1.4755 | 240.00 | 10240.00 |
| 3 | 2006.08.08 09:02 | sell | 2 | 1.00 | 1.2845 | 1.2907 | 1.0845 | ||
| 4 | 2006.08.08 23:59 | close | 2 | 1.00 | 1.2791 | 1.2907 | 1.0845 | 540.00 | 10780.00 |
| 5 | 2006.08.10 16:00 | buy | 3 | 1.00 | 1.2764 | 1.2707 | 1.4764 | ||
| 6 | 2006.08.10 16:00 | close | 3 | 1.00 | 1.2799 | 1.2707 | 1.4764 | 350.00 | 11130.00 |
| 7 | 2006.08.10 16:36 | buy | 4 | 1.00 | 1.2765 | 1.2708 | 1.4765 | ||
| 8 | 2006.08.10 19:59 | close | 4 | 1.00 | 1.2791 | 1.2708 | 1.4765 | 260.00 | 11390.00 |
| 9 | 2006.08.11 04:02 | buy | 5 | 1.00 | 1.2768 | 1.2711 | 1.4768 | ||
| 10 | 2006.08.11 09:50 | close | 5 | 1.00 | 1.2788 | 1.2711 | 1.4768 | 200.00 | 11590.00 |
| 11 | 2006.08.18 13:31 | buy | 6 | 1.00 | 1.2801 | 1.2744 | 1.4801 | ||
| 12 | 2006.08.18 15:48 | close | 6 | 1.00 | 1.2821 | 1.2744 | 1.4801 | 200.00 | 11790.00 |
| 13 | 2006.08.21 03:50 | sell | 7 | 1.00 | 1.2876 | 1.2938 | 1.0876 | ||
| 14 | 2006.08.22 11:59 | close | 7 | 1.00 | 1.2815 | 1.2938 | 1.0876 | 617.20 | 12407.20 |
| 15 | 2006.08.22 14:02 | buy | 8 | 1.00 | 1.2807 | 1.2750 | 1.4807 | ||
| 16 | 2006.08.23 15:47 | close | 8 | 1.00 | 1.2828 | 1.2750 | 1.4807 | 201.34 | 12608.54 |
| 17 | 2006.08.24 03:07 | buy | 9 | 1.00 | 1.2762 | 1.2705 | 1.4762 | ||
| 18 | 2006.08.24 08:13 | close | 9 | 1.00 | 1.2783 | 1.2705 | 1.4762 | 210.00 | 12818.54 |
| 19 | 2006.08.28 07:03 | sell | 10 | 1.00 | 1.2800 | 1.2862 | 1.0800 | ||
| 20 | 2006.08.28 22:52 | close | 10 | 1.00 | 1.2780 | 1.2862 | 1.0800 | 200.00 | 13018.54 |
| 21 | 2006.08.29 06:17 | sell | 11 | 1.00 | 1.2826 | 1.2888 | 1.0826 | ||
| 22 | 2006.08.29 12:56 | close | 11 | 1.00 | 1.2806 | 1.2888 | 1.0826 | 200.00 | 13218.54 |
| 23 | 2006.09.04 03:16 | sell | 12 | 1.00 | 1.2862 | 1.2924 | 1.0862 | ||
| 24 | 2006.09.04 10:52 | close | 12 | 1.00 | 1.2842 | 1.2924 | 1.0862 | 200.00 | 13418.54 |
| 25 | 2006.09.06 14:30 | buy | 13 | 1.00 | 1.2783 | 1.2726 | 1.4783 | ||
| 26 | 2006.09.06 19:59 | close | 13 | 1.00 | 1.2808 | 1.2726 | 1.4783 | 250.00 | 13668.54 |
| 27 | 2006.09.07 02:37 | sell | 14 | 1.00 | 1.2824 | 1.2886 | 1.0824 | ||
| 28 | 2006.09.07 07:59 | close | 14 | 1.00 | 1.2800 | 1.2886 | 1.0824 | 240.00 | 13908.54 |
| 29 | 2006.09.15 13:51 | buy | 15 | 1.00 | 1.2673 | 1.2616 | 1.4673 | ||
| 30 | 2006.09.15 14:30 | close | 15 | 1.00 | 1.2693 | 1.2616 | 1.4673 | 200.00 | 14108.54 |
| 31 | 2006.09.25 13:01 | buy | 16 | 1.00 | 1.2733 | 1.2676 | 1.4733 | ||
| 32 | 2006.09.25 14:52 | close | 16 | 1.00 | 1.2753 | 1.2676 | 1.4733 | 200.00 | 14308.54 |
| 33 | 2006.09.25 14:52 | buy | 17 | 1.00 | 1.2755 | 1.2698 | 1.4755 | ||
| 34 | 2006.09.25 15:21 | close | 17 | 1.00 | 1.2775 | 1.2698 | 1.4755 | 200.00 | 14508.54 |
| 35 | 2006.09.26 12:03 | buy | 18 | 1.00 | 1.2690 | 1.2633 | 1.4690 | ||
| 36 | 2006.09.27 14:15 | close | 18 | 1.00 | 1.2715 | 1.2633 | 1.4690 | 241.35 | 14749.89 |
| 37 | 2006.09.29 13:11 | buy | 19 | 1.00 | 1.2647 | 1.2590 | 1.4647 | ||
| 38 | 2006.09.29 13:52 | close | 19 | 1.00 | 1.2668 | 1.2590 | 1.4647 | 210.00 | 14959.89 |
| 39 | 2006.10.02 13:05 | sell | 20 | 1.00 | 1.2699 | 1.2761 | 1.0699 | ||
| 40 | 2006.10.03 06:07 | s/l | 20 | 1.00 | 1.2761 | 1.2761 | 1.0699 | -612.80 | 14347.09 |
| 41 | 2006.10.03 06:08 | sell | 21 | 1.00 | 1.2761 | 1.2823 | 1.0761 | ||
| 42 | 2006.10.03 08:02 | close | 21 | 1.00 | 1.2741 | 1.2823 | 1.0761 | 200.00 | 14547.09 |
| 43 | 2006.10.03 13:38 | buy | 22 | 1.00 | 1.2730 | 1.2673 | 1.4730 | ||
| 44 | 2006.10.04 10:44 | s/l | 22 | 1.00 | 1.2673 | 1.2673 | 1.4730 | -578.65 | 13968.44 |
| 45 | 2006.10.04 21:02 | sell | 23 | 1.00 | 1.2716 | 1.2778 | 1.0716 | ||
| 46 | 2006.10.05 01:51 | close | 23 | 1.00 | 1.2698 | 1.2778 | 1.0716 | 201.60 | 14170.04 |
| 47 | 2006.10.05 12:06 | sell | 24 | 1.00 | 1.2724 | 1.2786 | 1.0724 | ||
| 48 | 2006.10.05 12:31 | close | 24 | 1.00 | 1.2704 | 1.2786 | 1.0724 | 200.00 | 14370.04 |
| 49 | 2006.10.05 12:41 | sell | 25 | 1.00 | 1.2726 | 1.2788 | 1.0726 | ||
| 50 | 2006.10.05 12:41 | close | 25 | 1.00 | 1.2695 | 1.2788 | 1.0726 | 310.00 | 14680.04 |
| 51 | 2006.10.05 12:41 | sell | 26 | 1.00 | 1.2726 | 1.2788 | 1.0726 | ||
| 52 | 2006.10.05 12:41 | close | 26 | 1.00 | 1.2692 | 1.2788 | 1.0726 | 340.00 | 15020.04 |
| 53 | 2006.10.06 15:00 | buy | 27 | 1.00 | 1.2587 | 1.2530 | 1.4587 | ||
| 54 | 2006.10.06 15:55 | close | 27 | 1.00 | 1.2607 | 1.2530 | 1.4587 | 200.00 | 15220.04 |
| 55 | 2006.10.12 06:31 | sell | 28 | 1.00 | 1.2538 | 1.2600 | 1.0538 | ||
| 56 | 2006.10.12 13:06 | close | 28 | 1.00 | 1.2518 | 1.2600 | 1.0538 | 200.00 | 15420.04 |
| 57 | 2006.10.12 21:00 | sell | 29 | 1.00 | 1.2556 | 1.2618 | 1.0556 | ||
| 58 | 2006.10.13 12:31 | close | 29 | 1.00 | 1.2533 | 1.2618 | 1.0556 | 237.20 | 15657.24 |
| 59 | 2006.10.13 12:37 | buy | 30 | 1.00 | 1.2516 | 1.2459 | 1.4516 | ||
| 60 | 2006.10.13 14:00 | close | 30 | 1.00 | 1.2537 | 1.2459 | 1.4516 | 210.00 | 15867.24 |
| 61 | 2006.10.16 07:00 | sell | 31 | 1.00 | 1.2515 | 1.2577 | 1.0515 | ||
| 62 | 2006.10.16 07:39 | close | 31 | 1.00 | 1.2493 | 1.2577 | 1.0515 | 220.00 | 16087.24 |
| 63 | 2006.10.16 07:58 | sell | 32 | 1.00 | 1.2514 | 1.2576 | 1.0514 | ||
| 64 | 2006.10.19 13:26 | s/l | 32 | 1.00 | 1.2576 | 1.2576 | 1.0514 | -584.00 | 15503.24 |
| 65 | 2006.10.19 13:46 | sell | 33 | 1.00 | 1.2593 | 1.2655 | 1.0593 | ||
| 66 | 2006.10.23 08:56 | close | 33 | 1.00 | 1.2574 | 1.2655 | 1.0593 | 204.40 | 15707.64 |
| 67 | 2006.10.24 03:44 | buy | 34 | 1.00 | 1.2542 | 1.2485 | 1.4542 | ||
| 68 | 2006.10.24 15:22 | close | 34 | 1.00 | 1.2562 | 1.2485 | 1.4542 | 200.00 | 15907.64 |
| 69 | 2006.10.26 04:00 | sell | 35 | 1.00 | 1.2637 | 1.2699 | 1.0637 | ||
| 70 | 2006.10.26 16:43 | s/l | 35 | 1.00 | 1.2699 | 1.2699 | 1.0637 | -620.00 | 15287.64 |
| 71 | 2006.10.27 19:12 | sell | 36 | 1.00 | 1.2739 | 1.2801 | 1.0739 | ||
| 72 | 2006.10.30 06:10 | close | 36 | 1.00 | 1.2719 | 1.2801 | 1.0739 | 207.20 | 15494.84 |
| 73 | 2006.11.01 08:00 | buy | 37 | 1.00 | 1.2748 | 1.2691 | 1.4748 | ||
| 74 | 2006.11.01 14:58 | close | 37 | 1.00 | 1.2768 | 1.2691 | 1.4748 | 200.00 | 15694.84 |
| 75 | 2006.11.02 13:09 | sell | 38 | 1.00 | 1.2773 | 1.2835 | 1.0773 | ||
| 76 | 2006.11.03 13:30 | close | 38 | 1.00 | 1.2718 | 1.2835 | 1.0773 | 557.20 | 16252.04 |
| 77 | 2006.11.06 06:00 | buy | 39 | 1.00 | 1.2705 | 1.2648 | 1.4705 | ||
| 78 | 2006.11.06 17:51 | close | 39 | 1.00 | 1.2725 | 1.2648 | 1.4705 | 200.00 | 16452.04 |
| 79 | 2006.11.07 05:00 | sell | 40 | 1.00 | 1.2769 | 1.2831 | 1.0769 | ||
| 80 | 2006.11.08 14:37 | close | 40 | 1.00 | 1.2749 | 1.2831 | 1.0769 | 207.20 | 16659.24 |
| 81 | 2006.11.13 14:51 | buy | 41 | 1.00 | 1.2817 | 1.2760 | 1.4817 | ||
| 82 | 2006.11.14 08:43 | close | 41 | 1.00 | 1.2838 | 1.2760 | 1.4817 | 201.35 | 16860.59 |
| 83 | 2006.11.14 09:00 | sell | 42 | 1.00 | 1.2836 | 1.2898 | 1.0836 | ||
| 84 | 2006.11.14 11:20 | close | 42 | 1.00 | 1.2816 | 1.2898 | 1.0836 | 200.00 | 17060.59 |
| 85 | 2006.11.15 21:40 | sell | 43 | 1.00 | 1.2827 | 1.2889 | 1.0827 | ||
| 86 | 2006.11.16 08:38 | close | 43 | 1.00 | 1.2808 | 1.2889 | 1.0827 | 211.60 | 17272.19 |